The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 103 100,000 PRN   DFND   100,000 0 0
VALE S A ADR REPSTG PFD 91912E204 130 13,875 SH   DFND   13,875 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 167 140,000 PRN   DFND   140,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 199 165,000 PRN   DFND   165,000 0 0
PUBLIC STORAGE COM 74460D109 200 936 SH   DFND   936 0 0
SUN LIFE FINL INC COM 866796105 201 4,037 SH   DFND   4,037 0 0
EOG RES INC COM 26875P101 201 2,079 SH   DFND   2,079 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 205 200,000 PRN   DFND   200,000 0 0
XILINX INC COM 983919101 206 2,906 SH   DFND   2,906 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 207 2,675 SH   DFND   2,675 0 0
CERNER CORP COM 156782104 210 2,942 SH   DFND   2,942 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 210 2,378 SH   DFND   2,378 0 0
DOLLAR GEN CORP NEW COM 256677105 214 2,636 SH   DFND   2,636 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 214 3,867 SH   DFND   3,867 0 0
ECOLAB INC COM 278865100 219 1,701 SH   DFND   1,701 0 0
CONSTELLATION BRANDS INC CL A 21036P108 219 1,100 SH   DFND   1,100 0 0
PPG INDS INC COM 693506107 220 2,026 SH   DFND   2,026 0 0
KIMBERLY CLARK CORP COM 494368103 221 1,880 SH   DFND   1,880 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 222 2,035 SH   DFND   2,035 0 0
SEMPRA ENERGY COM 816851109 223 1,953 SH   DFND   1,953 0 0
CORNING INC COM 219350105 226 7,564 SH   DFND   7,564 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 226 2,265 SH   DFND   2,265 0 0
CAPITAL ONE FINL CORP COM 14040H105 227 2,678 SH   DFND   2,678 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 228 200,000 PRN   DFND   200,000 0 0
GENERAL MLS INC COM 370334104 228 4,414 SH   DFND   4,414 0 0
FIFTH THIRD BANCORP COM 316773100 234 8,374 SH   DFND   8,374 0 0
STANLEY BLACK & DECKER INC COM 854502101 239 1,583 SH   DFND   1,583 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 240 255,000 PRN   DFND   255,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 243 2,222 SH   DFND   2,222 0 0
PROLOGIS INC COM 74340W103 246 3,873 SH   DFND   3,873 0 0
ANALOG DEVICES INC COM 032654105 246 2,855 SH   DFND   2,855 0 0
DOMINION ENERGY INC COM 25746U109 246 3,203 SH   DFND   3,203 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 249 1,744 SH   DFND   1,744 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 250 5,126 SH   DFND   5,126 0 0
METLIFE INC COM 59156R108 250 4,818 SH   DFND   4,818 0 0
NETFLIX INC COM 64110L106 250 1,381 SH   DFND   1,381 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 251 220,000 PRN   DFND   220,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 252 250,000 PRN   DFND   250,000 0 0
PRUDENTIAL FINL INC COM 744320102 252 2,372 SH   DFND   2,372 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 253 7,000 SH   DFND   7,000 0 0
NEXTERA ENERGY INC COM 65339F101 253 1,727 SH   DFND   1,727 0 0
SUNTRUST BKS INC COM 867914103 253 4,241 SH   DFND   4,241 0 0
SYSCO CORP COM 871829107 255 4,728 SH   DFND   4,728 0 0
MCKESSON CORP COM 58155Q103 255 1,662 SH   DFND   1,662 0 0
MANULIFE FINL CORP COM 56501R106 256 10,095 SH   DFND   10,095 0 0
BB&T CORP COM 054937107 256 5,453 SH   DFND   5,453 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 258 2,600 SH   DFND   2,600 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 258 230,000 PRN   DFND   230,000 0 0
RED HAT INC COM 756577102 258 2,330 SH   DFND   2,330 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 258 2,626 SH   DFND   2,626 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 259 1,091 SH   DFND   1,091 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 260 4,053 SH   DFND   4,053 0 0
CANADIAN NAT RES LTD COM 136385101 261 6,234 SH   DFND   6,234 0 0
BROADCOM LTD SHS Y09827109 261 1,076 SH   DFND   1,076 0 0
SCHLUMBERGER LTD COM 806857108 261 3,747 SH   DFND   3,747 0 0
WATERS CORP COM 941848103 262 1,459 SH   DFND   1,459 0 0
DISCOVER FINL SVCS COM 254709108 263 4,073 SH   DFND   4,073 0 0
AMERICAN ELEC PWR INC COM 025537101 264 3,758 SH   DFND   3,758 0 0
AMERICAN TOWER CORP NEW COM 03027X100 268 1,962 SH   DFND   1,962 0 0
BANK NEW YORK MELLON CORP COM 064058100 271 5,119 SH   DFND   5,119 0 0
BANK N S HALIFAX COM 064149107 275 3,433 SH   DFND   3,433 0 0
CANADIAN NATL RY CO COM 136375102 277 2,676 SH   DFND   2,676 0 0
NORFOLK SOUTHERN CORP COM 655844108 280 2,118 SH   DFND   2,118 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 284 210,000 PRN   DFND   210,000 0 0
ROSS STORES INC COM 778296103 284 4,402 SH   DFND   4,402 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 285 4,646 SH   DFND   4,646 0 0
AMERICAN EXPRESS CO COM 025816109 286 3,165 SH   DFND   3,165 0 0
WASTE MGMT INC DEL COM 94106L109 305 3,892 SH   DFND   3,892 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 305 300,000 PRN   DFND   300,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 306 290,000 PRN   DFND   290,000 0 0
GILDAN ACTIVEWEAR INC COM 375916103 308 7,897 SH   DFND   7,897 0 0
SALESFORCE COM INC COM 79466L302 309 3,311 SH   DFND   3,311 0 0
EBAY INC COM 278642103 313 8,132 SH   DFND   8,132 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 316 325,000 PRN   DFND   325,000 0 0
MEDTRONIC PLC SHS G5960L103 322 4,146 SH   DFND   4,146 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 324 290,000 PRN   DFND   290,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 332 290,000 PRN   DFND   290,000 0 0
INTUIT COM 461202103 332 2,339 SH   DFND   2,339 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 334 330,000 PRN   DFND   330,000 0 0
MONSANTO CO NEW COM 61166W101 334 2,787 SH   DFND   2,787 0 0
EMERSON ELEC CO COM 291011104 337 5,355 SH   DFND   5,355 0 0
TRANSCANADA CORP COM 89353D107 344 5,585 SH   DFND   5,585 0 0
BIOGEN INC COM 09062X103 345 1,102 SH   DFND   1,102 0 0
CHUBB LIMITED COM H1467J104 348 2,443 SH   DFND   2,443 0 0
AFLAC INC COM 001055102 350 4,303 SH   DFND   4,303 0 0
QUALCOMM INC COM 747525103 350 6,760 SH   DFND   6,760 0 0
TIME WARNER INC COM NEW 887317303 352 3,434 SH   DFND   3,434 0 0
PNC FINL SVCS GROUP INC COM 693475105 358 2,658 SH   DFND   2,658 0 0
CATERPILLAR INC DEL COM 149123101 361 2,894 SH   DFND   2,894 0 0
NIKE INC CL B 654106103 370 7,139 SH   DFND   7,139 0 0
AON PLC SHS CL A G0408V102 372 2,545 SH   DFND   2,545 0 0
CVS HEALTH CORP COM 126650100 374 4,596 SH   DFND   4,596 0 0
UNION PAC CORP COM 907818108 379 3,270 SH   DFND   3,270 0 0
UNITED TECHNOLOGIES CORP COM 913017109 383 3,298 SH   DFND   3,298 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 403 350,000 PRN   DFND   350,000 0 0
MCDONALDS CORP COM 580135101 404 2,579 SH   DFND   2,579 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 415 6,503 SH   DFND   6,503 0 0
MAGNA INTL INC COM 559222401 415 6,232 SH   DFND   6,232 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 415 360,000 PRN   DFND   360,000 0 0
ALTRIA GROUP INC COM 02209S103 420 6,619 SH   DFND   6,619 0 0
SHERWIN WILLIAMS CO COM 824348106 420 1,173 SH   DFND   1,173 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 430 362,000 PRN   DFND   362,000 0 0
US BANCORP DEL COM NEW 902973304 439 8,196 SH   DFND   8,196 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 443 410,000 PRN   DFND   410,000 0 0
LILLY ELI & CO COM 532457108 447 5,226 SH   DFND   5,226 0 0
ABBOTT LABS COM 002824100 449 8,409 SH   DFND   8,409 0 0
ENBRIDGE INC COM 29250N105 457 8,761 SH   DFND   8,761 0 0
SUNCOR ENERGY INC NEW COM 867224107 463 10,593 SH   DFND   10,593 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 469 3,474 SH   DFND   3,474 0 0
PRICELINE GRP INC COM NEW 741503403 474 259 SH   DFND   259 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 484 400,000 PRN   DFND   400,000 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 498 370,000 PRN   DFND   370,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 515 4,346 SH   DFND   4,346 0 0
BCE INC COM NEW 05534B760 518 8,854 SH   DFND   8,854 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 533 530,000 PRN   DFND   530,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 551 5,705 SH   DFND   5,705 0 0
BED BATH & BEYOND INC COM 075896100 572 24,357 SH   DFND   24,357 0 0
MASTERCARD INCORPORATED CL A 57636Q104 578 4,097 SH   DFND   4,097 0 0
CISCO SYS INC COM 17275R102 579 17,206 SH   DFND   17,206 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 585 4,031 SH   DFND   4,031 0 0
CAE INC COM 124765108 599 27,447 SH   DFND   27,447 0 0
VOYA FINL INC COM 929089100 604 15,145 SH   DFND   15,145 0 0
AMGEN INC COM 031162100 607 3,253 SH   DFND   3,253 0 0
3M CO COM 88579Y101 611 2,911 SH   DFND   2,911 0 0
MERCK & CO INC COM 58933Y105 616 9,625 SH   DFND   9,625 0 0
ORACLE CORP COM 68389X105 623 12,891 SH   DFND   12,891 0 0
YAHOO INC NOTE 12/0 984332AF3 624 480,000 PRN   DFND   480,000 0 0
EAST WEST BANCORP INC COM 27579R104 629 10,530 SH   DFND   10,530 0 0
TEXAS INSTRS INC COM 882508104 646 7,205 SH   DFND   7,205 0 0
LEIDOS HLDGS INC COM 525327102 668 11,280 SH   DFND   11,280 0 0
INTEL CORP COM 458140100 698 18,339 SH   DFND   18,339 0 0
DOWDUPONT INC COM 26078J100 711 10,277 SH   DFND   10,277 0 0
SPROUTS FMRS MKT INC COM 85208M102 713 38,000 SH   DFND   38,000 0 0
FOOT LOCKER INC COM 344849104 716 20,329 SH   DFND   20,329 0 0
STATE STR CORP COM 857477103 720 7,537 SH   DFND   7,537 0 0
PEPSICO INC COM 713448108 753 6,760 SH   DFND   6,760 0 0
IMPERIAL OIL LTD COM NEW 453038408 753 18,898 SH   DFND   18,898 0 0
VMWARE INC CL A COM 928563402 762 6,979 SH   DFND   6,979 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 770 16,097 SH   DFND   16,097 0 0
ALASKA AIR GROUP INC COM 011659109 785 10,296 SH   DFND   10,296 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 801 12,449 SH   DFND   12,449 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 816 8,567 SH   DFND   8,567 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 820 815,000 PRN   DFND   815,000 0 0
ISHARES INC MSCI TURKEY ETF 464286715 824 19,700 SH   DFND   19,700 0 0
BRIGHTHOUSE FINL INC COM 10922N103 824 13,557 SH   DFND   13,557 0 0
PROCTER AND GAMBLE CO COM 742718109 830 9,128 SH   DFND   9,128 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 832 11,837 SH   DFND   11,837 0 0
COMERICA INC COM 200340107 841 11,022 SH   DFND   11,022 0 0
TECK RESOURCES LTD CL B 878742204 851 32,380 SH   DFND   32,380 0 0
BLOCK H & R INC COM 093671105 852 32,175 SH   DFND   32,175 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 855 4,662 SH   DFND   4,662 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 855 750,000 PRN   DFND   750,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 877 73,226 SH   DFND   73,226 0 0
NVIDIA CORP COM 67066G104 880 4,920 SH   DFND   4,920 0 0
TELUS CORP COM 87971M103 883 19,676 SH   DFND   19,676 0 0
DBX ETF TR DBXTR HAR CS 300 233051879 887 30,400 SH   DFND   30,400 0 0
NORDSTROM INC COM 655664100 901 19,106 SH   DFND   19,106 0 0
LEAR CORP COM NEW 521865204 902 5,210 SH   DFND   5,210 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 914 19,156 SH   DFND   19,156 0 0
UNITED CONTL HLDGS INC COM 910047109 914 15,019 SH   DFND   15,019 0 0
CITIGROUP INC COM NEW 172967424 925 12,711 SH   DFND   12,711 0 0
SIGNET JEWELERS LIMITED SHS G81276100 954 14,335 SH   DFND   14,335 0 0
GENERAL ELECTRIC CO COM 369604103 962 39,775 SH   DFND   39,775 0 0
MANPOWERGROUP INC COM 56418H100 981 8,327 SH   DFND   8,327 0 0
AGCO CORP COM 001084102 984 13,340 SH   DFND   13,340 0 0
JONES LANG LASALLE INC COM 48020Q107 988 8,001 SH   DFND   8,001 0 0
XCEL ENERGY INC COM 98389B100 1,004 21,223 SH   DFND   21,223 0 0
CSX CORP COM 126408103 1,007 18,554 SH   DFND   18,554 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 1,009 700,000 PRN   DFND   700,000 0 0
TJX COS INC NEW COM 872540109 1,015 13,764 SH   DFND   13,764 0 0
AMAZON COM INC COM 023135106 1,057 1,100 SH Call DFND   1,100 0 0
UNITED RENTALS INC COM 911363109 1,061 7,650 SH   DFND   7,650 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,067 15,092 SH   DFND   15,092 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,073 70,481 SH   DFND   70,481 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,097 7,862 SH   DFND   7,862 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,109 25,431 SH   DFND   25,431 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,125 23,839 SH   DFND   23,839 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,127 15,539 SH   DFND   15,539 0 0
INGERSOLL-RAND PLC SHS G47791101 1,131 12,686 SH   DFND   12,686 0 0
WELLS FARGO CO NEW COM 949746101 1,145 20,764 SH   DFND   20,764 0 0
DXC TECHNOLOGY CO COM 23355L106 1,146 13,343 SH   DFND   13,343 0 0
RESMED INC COM 761152107 1,148 14,916 SH   DFND   14,916 0 0
QUANTA SVCS INC COM 74762E102 1,170 31,313 SH   DFND   31,313 0 0
BEST BUY INC COM 086516101 1,175 20,627 SH   DFND   20,627 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,180 14,259 SH   DFND   14,259 0 0
CENTENE CORP DEL COM 15135B101 1,200 12,401 SH   DFND   12,401 0 0
HARLEY DAVIDSON INC COM 412822108 1,221 25,331 SH   DFND   25,331 0 0
ZIONS BANCORPORATION COM 989701107 1,236 26,205 SH   DFND   26,205 0 0
APPLIED MATLS INC COM 038222105 1,239 23,783 SH   DFND   23,783 0 0
ALPHABET INC CAP STK CL A 02079K305 1,243 1,277 SH   DFND   1,277 0 0
CORE LABORATORIES N V COM N22717107 1,272 12,883 SH   DFND   12,883 0 0
DARDEN RESTAURANTS INC COM 237194105 1,286 16,329 SH   DFND   16,329 0 0
EXXON MOBIL CORP COM 30231G102 1,292 15,764 SH   DFND   15,764 0 0
TELEFLEX INC COM 879369106 1,338 5,528 SH   DFND   5,528 0 0
COTY INC COM CL A 222070203 1,339 81,000 SH   DFND   81,000 0 0
D R HORTON INC COM 23331A109 1,358 34,001 SH   DFND   34,001 0 0
F M C CORP COM NEW 302491303 1,381 15,459 SH   DFND   15,459 0 0
SOUTHWEST AIRLS CO COM 844741108 1,381 24,672 SH   DFND   24,672 0 0
BANK AMER CORP COM 060505104 1,389 54,796 SH   DFND   54,796 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,394 28,916 SH   DFND   28,916 0 0
JPMORGAN CHASE & CO COM 46625H100 1,396 14,618 SH   DFND   14,618 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,403 7,870 SH   DFND   7,870 0 0
ALLSTATE CORP COM 020002101 1,418 15,427 SH   DFND   15,427 0 0
F5 NETWORKS INC COM 315616102 1,420 11,776 SH   DFND   11,776 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,457 17,282 SH   DFND   17,282 0 0
ELECTRONIC ARTS INC COM 285512109 1,460 12,366 SH   DFND   12,366 0 0
NUCOR CORP COM 670346105 1,491 26,598 SH   DFND   26,598 0 0
MONDELEZ INTL INC CL A 609207105 1,499 36,858 SH   DFND   36,858 0 0
PULTE GROUP INC COM 745867101 1,501 54,915 SH   DFND   54,915 0 0
GENERAL MTRS CO COM 37045V100 1,505 37,276 SH   DFND   37,276 0 0
FLIR SYS INC COM 302445101 1,514 38,910 SH   DFND   38,910 0 0
YUM BRANDS INC COM 988498101 1,545 20,990 SH   DFND   20,990 0 0
ROBERT HALF INTL INC COM 770323103 1,550 30,785 SH   DFND   30,785 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,560 8,377 SH   DFND   8,377 0 0
COLGATE PALMOLIVE CO COM 194162103 1,566 21,499 SH   DFND   21,499 0 0
FEDEX CORP COM 31428X106 1,570 6,960 SH   DFND   6,960 0 0
CITIZENS FINL GROUP INC COM 174610105 1,578 41,675 SH   DFND   41,675 0 0
DESPEGAR COM CORP ORD SHS G27358103 1,600 50,000 SH   DFND   50,000 0 0
NUVASIVE INC COM 670704105 1,664 30,000 SH   DFND   30,000 0 0
FACEBOOK INC CL A 30303M102 1,675 9,802 SH   DFND   9,802 0 0
SNAP ON INC COM 833034101 1,680 11,273 SH   DFND   11,273 0 0
ANDEAVOR COM 03349M105 1,680 16,285 SH   DFND   16,285 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,681 65,000 SH Call DFND   65,000 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,684 19,611 SH   DFND   19,611 0 0
WESTERN DIGITAL CORP COM 958102105 1,687 19,521 SH   DFND   19,521 0 0
PVH CORP COM 693656100 1,688 13,389 SH   DFND   13,389 0 0
STARBUCKS CORP COM 855244109 1,722 32,066 SH   DFND   32,066 0 0
LINCOLN NATL CORP IND COM 534187109 1,730 23,545 SH   DFND   23,545 0 0
EQT CORP COM 26884L109 1,760 26,984 SH   DFND   26,984 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,761 332,811 SH   DFND   332,811 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1,784 1,535,000 PRN   DFND   1,535,000 0 0
PACKAGING CORP AMER COM 695156109 1,805 15,741 SH   DFND   15,741 0 0
BORGWARNER INC COM 099724106 1,809 35,321 SH   DFND   35,321 0 0
VAIL RESORTS INC COM 91879Q109 1,825 8,000 SH   DFND   8,000 0 0
BAXTER INTL INC COM 071813109 1,842 29,352 SH   DFND   29,352 0 0
AVALONBAY CMNTYS INC COM 053484101 1,843 10,332 SH   DFND   10,332 0 0
MICRON TECHNOLOGY INC COM 595112103 1,849 47,022 SH   DFND   47,022 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,854 11,284 SH   DFND   11,284 0 0
KEYCORP NEW COM 493267108 1,879 99,825 SH   DFND   99,825 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,905 25,034 SH   DFND   25,034 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,907 15,877 SH   DFND   15,877 0 0
CBOE HLDGS INC COM 12503M108 1,949 18,107 SH   DFND   18,107 0 0
PAYPAL HLDGS INC COM 70450Y103 1,952 30,482 SH   DFND   30,482 0 0
HASBRO INC COM 418056107 1,954 20,008 SH   DFND   20,008 0 0
EASTMAN CHEM CO COM 277432100 1,970 21,773 SH   DFND   21,773 0 0
BECTON DICKINSON & CO COM 075887109 1,975 10,078 SH   DFND   10,078 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,990 24,895 SH   DFND   24,895 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,009 18,113 SH   DFND   18,113 0 0
DISNEY WALT CO COM DISNEY 254687106 2,023 20,524 SH   DFND   20,524 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,068 34,547 SH   DFND   34,547 0 0
EVEREST RE GROUP LTD COM G3223R108 2,085 9,131 SH   DFND   9,131 0 0
JUNIPER NETWORKS INC COM 48203R104 2,098 75,369 SH   DFND   75,369 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,107 113,964 SH   DFND   113,964 0 0
PHILIP MORRIS INTL INC COM 718172109 2,115 19,056 SH   DFND   19,056 0 0
COCA COLA CO COM 191216100 2,118 47,056 SH   DFND   47,056 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,176 28,287 SH   DFND   28,287 0 0
MICROSOFT CORP COM 594918104 2,205 29,600 SH   DFND   29,600 0 0
NETAPP INC COM 64110D104 2,241 51,203 SH   DFND   51,203 0 0
XEROX CORP COM NEW 984121608 2,254 67,718 SH   DFND   67,718 0 0
SYNOPSYS INC COM 871607107 2,257 28,030 SH   DFND   28,030 0 0
MID AMER APT CMNTYS INC COM 59522J103 2,305 21,565 SH   DFND   21,565 0 0
UNILEVER PLC SPON ADR NEW 904767704 2,341 40,397 SH   DFND   40,397 0 0
BARD C R INC COM 067383109 2,358 7,357 SH   DFND   7,357 0 0
UNUM GROUP COM 91529Y106 2,358 46,124 SH   DFND   46,124 0 0
ESSEX PPTY TR INC COM 297178105 2,382 9,376 SH   DFND   9,376 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,404 2,299 SH   DFND   2,299 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,438 43,240 SH   DFND   43,240 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,440 117,378 SH   DFND   117,378 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,448 23,220 SH   DFND   23,220 0 0
KLA-TENCOR CORP COM 482480100 2,454 23,152 SH   DFND   23,152 0 0
VISA INC COM CL A 92826C839 2,488 23,640 SH   DFND   23,640 0 0
SYMANTEC CORP COM 871503108 2,495 76,055 SH   DFND   76,055 0 0
FORTIVE CORP COM 34959J108 2,546 35,967 SH   DFND   35,967 0 0
PERKINELMER INC COM 714046109 2,550 36,977 SH   DFND   36,977 0 0
DUKE REALTY CORP COM NEW 264411505 2,564 88,973 SH   DFND   88,973 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,566 46,299 SH   DFND   46,299 0 0
LAM RESEARCH CORP COM 512807108 2,572 13,901 SH   DFND   13,901 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2,576 1,810,000 PRN   DFND   1,810,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,775 24,536 SH   DFND   24,536 0 0
CUMMINS INC COM 231021106 2,899 17,254 SH   DFND   17,254 0 0
BAKER HUGHES A GE CO CL A 05722G100 2,994 81,745 SH   DFND   81,745 0 0
CBRE GROUP INC CL A 12504L109 3,036 80,145 SH   DFND   80,145 0 0
PINNACLE WEST CAP CORP COM 723484101 3,089 36,533 SH   DFND   36,533 0 0
IHS MARKIT LTD SHS G47567105 3,110 70,546 SH   DFND   70,546 0 0
CONAGRA BRANDS INC COM 205887102 3,132 92,831 SH   DFND   92,831 0 0
CHEVRON CORP NEW COM 166764100 3,145 26,769 SH   DFND   26,769 0 0
AMEREN CORP COM 023608102 3,149 54,446 SH   DFND   54,446 0 0
ALLIANT ENERGY CORP COM 018802108 3,226 77,600 SH   DFND   77,600 0 0
AT&T INC COM 00206R102 3,315 84,638 SH   DFND   84,638 0 0
PERRIGO CO PLC SHS G97822103 3,386 40,000 SH   DFND   40,000 0 0
APPLE INC COM 037833100 3,470 22,518 SH   DFND   22,518 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 3,474 200,000 SH   DFND   200,000 0 0
ANTHEM INC COM 036752103 3,491 18,383 SH   DFND   18,383 0 0
AETNA INC NEW COM 00817Y108 3,690 23,208 SH   DFND   23,208 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,737 36,412 SH   DFND   36,412 0 0
VARIAN MED SYS INC COM 92220P105 3,748 37,453 SH   DFND   37,453 0 0
TECHNIPFMC PLC COM G87110105 3,828 137,089 SH   DFND   137,089 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,887 41,512 SH   DFND   41,512 0 0
ENTERGY CORP NEW COM 29364G103 3,937 51,552 SH   DFND   51,552 0 0
ISHARES TR JPMORGAN USD EMG 464288281 4,026 34,585 SH   DFND   34,585 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,049 87,550 SH   DFND   87,550 0 0
EVERSOURCE ENERGY COM 30040W108 4,162 68,866 SH   DFND   68,866 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4,318 99,104 SH   DFND   99,104 0 0
AVERY DENNISON CORP COM 053611109 4,390 44,638 SH   DFND   44,638 0 0
ULTA BEAUTY INC COM 90384S303 4,521 20,000 SH   DFND   20,000 0 0
CHURCH & DWIGHT INC COM 171340102 5,007 103,349 SH   DFND   103,349 0 0
BRUNSWICK CORP COM 117043109 5,373 96,000 SH   DFND   96,000 0 0
CAMPBELL SOUP CO COM 134429109 5,404 115,413 SH   DFND   115,413 0 0
HORMEL FOODS CORP COM 440452100 5,494 170,948 SH   DFND   170,948 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,151 56,273 SH   DFND   56,273 0 0
TORO CO COM 891092108 6,206 100,000 SH   DFND   100,000 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 6,517 52,765 SH   DFND   52,765 0 0
ISHARES TR MSCI INDIA ETF 46429B598 6,652 202,500 SH   DFND   202,500 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 6,674 200,000 SH   DFND   200,000 0 0
IDEXX LABS INC COM 45168D104 6,842 44,000 SH   DFND   44,000 0 0
DANAHER CORP DEL COM 235851102 7,116 82,957 SH   DFND   82,957 0 0
CLOROX CO DEL COM 189054109 7,344 55,677 SH   DFND   55,677 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 7,525 250,000 SH   DFND   250,000 0 0
POOL CORPORATION COM 73278L105 7,572 70,000 SH   DFND   70,000 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 7,701 80,000 SH   DFND   80,000 0 0
GILEAD SCIENCES INC COM 375558103 8,761 108,129 SH   DFND   108,129 0 0
HUMANA INC COM 444859102 9,464 38,845 SH   DFND   38,845 0 0
TIFFANY & CO NEW COM 886547108 10,195 111,083 SH   DFND   111,083 0 0
VENTAS INC COM 92276F100 10,249 157,361 SH   DFND   157,361 0 0
ALLERGAN PLC SHS G0177J108 10,585 51,645 SH   DFND   51,645 0 0
QIWI PLC SPON ADR REP B 74735M108 10,762 635,300 SH   DFND   635,300 0 0
LAUDER ESTEE COS INC CL A 518439104 11,016 102,152 SH   DFND   102,152 0 0
MORGAN STANLEY COM NEW 617446448 11,676 242,391 SH   DFND   242,391 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 12,658 66,905 SH   DFND   66,905 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 13,279 194,707 SH   DFND   194,707 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 13,822 22,074 SH   DFND   22,074 0 0
ALPHABET INC CAP STK CL C 02079K107 14,158 14,762 SH   DFND   14,762 0 0
PFIZER INC COM 717081103 14,593 408,756 SH   DFND   408,756 0 0
SCHEIN HENRY INC COM 806407102 14,758 180,000 SH   DFND   180,000 0 0
CELGENE CORP COM 151020104 15,012 102,949 SH   DFND   102,949 0 0
STRYKER CORP COM 863667101 15,216 107,138 SH   DFND   107,138 0 0
ZOETIS INC CL A 98978V103 15,664 245,676 SH   DFND   245,676 0 0
HOME DEPOT INC COM 437076102 15,837 96,824 SH   DFND   96,824 0 0
YANDEX N V SHS CLASS A N97284108 16,439 498,900 SH   DFND   498,900 0 0
AMAZON COM INC COM 023135106 16,509 17,173 SH   DFND   17,173 0 0
SERVICE CORP INTL COM 817565104 18,975 550,000 SH   DFND   550,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 18,986 295,727 SH   DFND   295,727 0 0
ISHARES TR NASDAQ BIOTECH 464287556 19,181 57,500 SH   DFND   57,500 0 0
AMERIPRISE FINL INC COM 03076C106 19,182 129,162 SH   DFND   129,162 0 0
UNITEDHEALTH GROUP INC COM 91324P102 21,334 108,929 SH   DFND   108,929 0 0
JOHNSON & JOHNSON COM 478160104 21,718 167,045 SH   DFND   167,045 0 0
PRICESMART INC COM 741511109 21,759 243,800 SH   DFND   243,800 0 0
ABBVIE INC COM 00287Y109 21,820 245,560 SH   DFND   245,560 0 0
CIGNA CORPORATION COM 125509109 22,264 119,099 SH   DFND   119,099 0 0
YUM CHINA HLDGS INC COM 98850P109 22,295 557,789 SH   DFND   557,789 0 0
AMBEV SA SPONSORED ADR 02319V103 25,109 3,810,200 SH   DFND   3,810,200 0 0
BAIDU INC SPON ADR REP A 056752108 32,745 132,200 SH   DFND   132,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 43,799 253,600 SH   DFND   253,600 0 0