The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 1,519 | 1,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,500,000 | 0 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 1,571 | 1,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,500,000 | 0 | 0 | |
| ANADARKO PETE CORP | COM | 032511107 | 3,762 | 34,365 | SH | DFND | Compagnie Lombard, Odier SCA | 34,365 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 551 | 540,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 540,000 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 1,123 | 1,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,100,000 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 1,583 | 1,550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,550,000 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 1,816 | 1,780,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,780,000 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 1,989 | 1,950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,950,000 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 7,461 | 7,307,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 7,307,000 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 53,076 | 51,980,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 51,980,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 4.875% 3/1 | 04010LAG8 | 427 | 400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 400,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 4.875% 3/1 | 04010LAG8 | 534 | 500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 500,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 749 | 700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 700,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 951 | 900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 900,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 1,058 | 1,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,000,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 1,067 | 1,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,000,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 4.875% 3/1 | 04010LAG8 | 1,073 | 1,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,000,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 1,497 | 1,400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,400,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 1,819 | 1,700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,700,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 1,982 | 1,850,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,850,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 2,639 | 2,474,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,474,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 2,669 | 2,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,500,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 6,664 | 6,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 6,300,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 4.875% 3/1 | 04010LAG8 | 17,203 | 16,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 16,100,000 | 0 | 0 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 24,222 | 22,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 22,900,000 | 0 | 0 | |
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 1,262 | 1,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,200,000 | 0 | 0 | |
| BGC PARTNERS INC | NOTE 4.500% 7/1 | 05541TAD3 | 3,010 | 2,800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,800,000 | 0 | 0 | |
| BGC PARTNERS INC | NOTE 4.500% 7/1 | 05541TAD3 | 3,184 | 2,973,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,973,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 360 | 350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 350,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 823 | 800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 800,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 1,080 | 1,050,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,050,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 1,234 | 1,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,200,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 1,336 | 1,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,300,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 31,280 | 30,400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 30,400,000 | 0 | 0 | |
| CABOT OIL & GAS CORP | COM | 127097103 | 1,666 | 48,807 | SH | DFND | Compagnie Lombard, Odier SCA | 48,807 | 0 | 0 | |
| CANADIAN NATL RY CO | COM | 136375102 | 1,304 | 20,000 | SH | DFND | Compagnie Lombard, Odier SCA | 20,000 | 0 | 0 | |
| CARRIZO OIL & GAS INC | COM | 144577103 | 2,019 | 29,150 | SH | DFND | Compagnie Lombard, Odier SCA | 29,150 | 0 | 0 | |
| CEMEX SAB DE CV | NOTE 4.875% 3/1 | 151290AV5 | 2,065 | 1,650,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,650,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 264 | 250,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 250,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 634 | 600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 600,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 634 | 600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 600,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 792 | 750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 750,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 950 | 900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 900,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 7,808 | 7,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 7,500,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 26,420 | 25,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 25,000,000 | 0 | 0 | |
| CIMAREX ENERGY CO | COM | 171798101 | 4,419 | 30,800 | SH | DFND | Compagnie Lombard, Odier SCA | 30,800 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 232 | 250,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 250,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 740 | 800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 800,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 741 | 800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 800,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 925 | 1,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,000,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 4,352 | 4,700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,700,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 24,957 | 26,950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 26,950,000 | 0 | 0 | |
| CONCUR TECHNOLOGIES INC | NOTE 0.500% 6/1 | 206708AC3 | 224 | 200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 200,000 | 0 | 0 | |
| CONCUR TECHNOLOGIES INC | NOTE 0.500% 6/1 | 206708AC3 | 503 | 450,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 450,000 | 0 | 0 | |
| CONCUR TECHNOLOGIES INC | NOTE 0.500% 6/1 | 206708AC3 | 671 | 600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 600,000 | 0 | 0 | |
| CONCUR TECHNOLOGIES INC | NOTE 0.500% 6/1 | 206708AC3 | 782 | 700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 700,000 | 0 | 0 | |
| CONCUR TECHNOLOGIES INC | NOTE 0.500% 6/1 | 206708AC3 | 782 | 700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 700,000 | 0 | 0 | |
| CONCUR TECHNOLOGIES INC | NOTE 0.500% 6/1 | 206708AC3 | 20,736 | 18,550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 18,550,000 | 0 | 0 | |
| CONOCOPHILLIPS | COM | 20825C104 | 3,961 | 46,200 | SH | DFND | Compagnie Lombard, Odier SCA | 46,200 | 0 | 0 | |
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 419 | 350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 350,000 | 0 | 0 | |
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 899 | 750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 750,000 | 0 | 0 | |
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 1,258 | 1,050,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,050,000 | 0 | 0 | |
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 1,317 | 1,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,100,000 | 0 | 0 | |
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 1,437 | 1,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,200,000 | 0 | 0 | |
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 35,887 | 29,950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 29,950,000 | 0 | 0 | |
| DIAMONDBACK ENERGY INC | COM | 25278X109 | 2,213 | 24,915 | SH | DFND | Compagnie Lombard, Odier SCA | 24,915 | 0 | 0 | |
| DRESSER-RAND GROUP INC | COM | 261608103 | 648 | 10,167 | SH | DFND | Compagnie Lombard, Odier SCA | 10,167 | 0 | 0 | |
| DRIL-QUIP INC | COM | 262037104 | 2,043 | 18,700 | SH | DFND | Compagnie Lombard, Odier SCA | 18,700 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 630 | 500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 500,000 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 1,323 | 1,050,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,050,000 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 1,865 | 1,480,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,480,000 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 1,952 | 1,550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,550,000 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 2,267 | 1,800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,800,000 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 52,177 | 41,400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 41,400,000 | 0 | 0 | |
| EMERSON ELEC CO | COM | 291011104 | 1,991 | 30,000 | SH | DFND | Compagnie Lombard, Odier SCA | 30,000 | 0 | 0 | |
| ENCANA CORP | COM | 292505104 | 1,568 | 66,000 | SH | DFND | Compagnie Lombard, Odier SCA | 66,000 | 0 | 0 | |
| EOG RES INC | COM | 26875P101 | 2,923 | 25,014 | SH | DFND | Compagnie Lombard, Odier SCA | 25,014 | 0 | 0 | |
| EQT CORP | COM | 26884L109 | 3,410 | 31,900 | SH | DFND | Compagnie Lombard, Odier SCA | 31,900 | 0 | 0 | |
| FIFTH STR FIN CORP | NOTE 5.375% 4/0 | 31679BAC4 | 3,161 | 3,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,000,000 | 0 | 0 | |
| FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 10,016 | 5,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 5,000,000 | 0 | 0 | |
| GENERAL ELECTRIC CO | COM | 369604103 | 959 | 36,500 | SH | DFND | Compagnie Lombard, Odier SCA | 36,500 | 0 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 618 | 170,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 170,000 | 0 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 1,891 | 520,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 520,000 | 0 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 2,034 | 560,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 560,000 | 0 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 11,860 | 3,250,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,250,000 | 0 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 47,444 | 13,050,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 13,050,000 | 0 | 0 | |
| GRAN TIERRA ENERGY INC | COM | 38500T101 | 1,351 | 165,800 | SH | DFND | Compagnie Lombard, Odier SCA | 165,800 | 0 | 0 | |
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 1,856 | 1,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,500,000 | 0 | 0 | |
| HELMERICH & PAYNE INC | COM | 423452101 | 3,212 | 27,664 | SH | DFND | Compagnie Lombard, Odier SCA | 27,664 | 0 | 0 | |
| HESS CORP | COM | 42809H107 | 4,677 | 47,300 | SH | DFND | Compagnie Lombard, Odier SCA | 47,300 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 271 | 250,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 250,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 325 | 300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 300,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 374 | 300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 300,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 596 | 550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 550,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 874 | 700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 700,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 813 | 750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 750,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 866 | 800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 800,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 1,098 | 880,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 880,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 1,028 | 950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 950,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 1,185 | 950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 950,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 1,372 | 1,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,100,000 | 0 | 0 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 2,727 | 2,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,500,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 9,751 | 9,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 9,000,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 23,728 | 21,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 21,900,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 34,220 | 27,420,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 27,420,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 1,231 | 800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 800,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,540 | 1,650,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,650,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 3,540 | 2,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,300,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 4,153 | 2,700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,700,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 4,926 | 3,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,200,000 | 0 | 0 | |
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 4,111 | 3,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,300,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 5,152 | 3,350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,350,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 6,335 | 4,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,100,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 64,113 | 41,650,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 41,650,000 | 0 | 0 | |
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 5,129 | 4,800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,800,000 | 0 | 0 | |
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 5,363 | 5,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 5,000,000 | 0 | 0 | |
| KODIAK OIL & GAS CORP | COM | 50015Q100 | 1,873 | 128,700 | SH | DFND | Compagnie Lombard, Odier SCA | 128,700 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 536 | 400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 400,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,005 | 750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 750,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 1,302 | 1,050,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,050,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,541 | 1,150,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,150,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,607 | 1,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,200,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 2,343 | 1,750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,750,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 2,366 | 1,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,900,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 2,556 | 1,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,900,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 2,853 | 2,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,300,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 3,969 | 3,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,200,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 4,709 | 3,800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,800,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 5,948 | 4,800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,800,000 | 0 | 0 | |
| LIBERTY INTERACTIVE LLC | DEB 0.750% 3/3 | 530610AC8 | 468 | 350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 350,000 | 0 | 0 | |
| LIBERTY INTERACTIVE LLC | DEB 0.750% 3/3 | 530610AC8 | 535 | 400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 400,000 | 0 | 0 | |
| LIBERTY INTERACTIVE LLC | DEB 0.750% 3/3 | 530610AC8 | 1,003 | 750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 750,000 | 0 | 0 | |
| LIBERTY INTERACTIVE LLC | DEB 0.750% 3/3 | 530610AC8 | 1,472 | 1,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,100,000 | 0 | 0 | |
| LIBERTY INTERACTIVE LLC | DEB 0.750% 3/3 | 530610AC8 | 1,738 | 1,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,300,000 | 0 | 0 | |
| LIBERTY INTERACTIVE LLC | DEB 0.750% 3/3 | 530610AC8 | 41,521 | 31,030,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 31,030,000 | 0 | 0 | |
| MARATHON OIL CORP | COM | 565849106 | 4,546 | 113,872 | SH | DFND | Compagnie Lombard, Odier SCA | 113,872 | 0 | 0 | |
| MASTEC INC | COM | 576323109 | 1,237 | 40,145 | SH | DFND | Compagnie Lombard, Odier SCA | 40,145 | 0 | 0 | |
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 10,536 | 2,730,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,730,000 | 0 | 0 | |
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 3,029 | 3,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,000,000 | 0 | 0 | |
| NATIONAL OILWELL VARCO INC | COM | 637071101 | 1,717 | 20,845 | SH | DFND | Compagnie Lombard, Odier SCA | 20,845 | 0 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,067 | 2,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,900,000 | 0 | 0 | |
| NOBLE ENERGY INC | COM | 655044105 | 4,329 | 55,891 | SH | DFND | Compagnie Lombard, Odier SCA | 55,891 | 0 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 6,072 | 3,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,000,000 | 0 | 0 | |
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 3,902 | 3,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,900,000 | 0 | 0 | |
| OASIS PETE INC NEW | COM | 674215108 | 3,948 | 70,636 | SH | DFND | Compagnie Lombard, Odier SCA | 70,636 | 0 | 0 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 250 | 200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 200,000 | 0 | 0 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 624 | 500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 500,000 | 0 | 0 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 811 | 650,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 650,000 | 0 | 0 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 812 | 650,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 650,000 | 0 | 0 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 1,249 | 1,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,000,000 | 0 | 0 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 3,699 | 2,950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,950,000 | 0 | 0 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 14,709 | 11,775,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 11,775,000 | 0 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 372 | 350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 350,000 | 0 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 744 | 700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 700,000 | 0 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 903 | 850,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 850,000 | 0 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 1,169 | 1,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,100,000 | 0 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 1,221 | 1,150,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,150,000 | 0 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 2,017 | 1,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,900,000 | 0 | 0 | |
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 49,620 | 46,700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 46,700,000 | 0 | 0 | |
| OMNICOM GROUP INC | NOTE 7/3 | 681919AV8 | 1,853 | 1,400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,400,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 3,513 | 3,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,000,000 | 0 | 0 | |
| PATTERSON UTI ENERGY INC | COM | 703481101 | 1,408 | 40,285 | SH | DFND | Compagnie Lombard, Odier SCA | 40,285 | 0 | 0 | |
| PDL BIOPHARMA INC | NOTE 4.000% 2/0 | 69329YAF1 | 3,489 | 3,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,000,000 | 0 | 0 | |
| PRAXAIR INC | COM | 74005P104 | 1,661 | 12,500 | SH | DFND | Compagnie Lombard, Odier SCA | 12,500 | 0 | 0 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 141 | 100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 100,000 | 0 | 0 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 141 | 100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 100,000 | 0 | 0 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 283 | 200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 200,000 | 0 | 0 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 424 | 300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 300,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 1,583 | 1,340,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,340,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 1,897 | 1,600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,600,000 | 0 | 0 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 2,400 | 1,700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,700,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 3,839 | 3,250,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,250,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,808 | 4,070,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,070,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,839 | 4,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,100,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 5,784 | 4,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,900,000 | 0 | 0 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 7,447 | 5,250,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 5,250,000 | 0 | 0 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 9,822 | 6,950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 6,950,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 146,657 | 124,140,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 124,140,000 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 669 | 600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 600,000 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 1,449 | 1,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,300,000 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 1,895 | 1,700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,700,000 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 2,060 | 1,850,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,850,000 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 2,118 | 1,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,900,000 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 2,227 | 2,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,000,000 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 2,685 | 2,400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,400,000 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 53,723 | 48,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 48,200,000 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 626 | 600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 600,000 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 1,379 | 1,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,300,000 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 5.375%10/1 | 74348TAK8 | 2,717 | 2,600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,600,000 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 5,224 | 5,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 5,000,000 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 13,478 | 12,900,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 12,900,000 | 0 | 0 | |
| QUANTA SVCS INC | COM | 74762E102 | 1,006 | 29,080 | SH | DFND | Compagnie Lombard, Odier SCA | 29,080 | 0 | 0 | |
| REX ENERGY CORPORATION | COM | 761565100 | 526 | 29,700 | SH | DFND | Compagnie Lombard, Odier SCA | 29,700 | 0 | 0 | |
| ROSETTA RESOURCES INC | COM | 777779307 | 1,542 | 28,110 | SH | DFND | Compagnie Lombard, Odier SCA | 28,110 | 0 | 0 | |
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 3,183 | 3,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,000,000 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 306 | 250,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 250,000 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 674 | 550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 550,000 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 919 | 750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 750,000 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 992 | 810,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 810,000 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,120 | 915,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 915,000 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 27,210 | 22,205,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 22,205,000 | 0 | 0 | |
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 1,460 | 1,600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,600,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 629 | 550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 550,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 1,144 | 1,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,000,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 1,831 | 1,600,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,600,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 1,944 | 1,700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,700,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 2,058 | 1,800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,800,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 4,349 | 3,800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,800,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 51,213 | 44,750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 44,750,000 | 0 | 0 | |
| SCHLUMBERGER LTD | COM | 806857108 | 4,944 | 41,913 | SH | DFND | Compagnie Lombard, Odier SCA | 41,913 | 0 | 0 | |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 1,751 | 38,500 | SH | DFND | Compagnie Lombard, Odier SCA | 38,500 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 350 | 350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 350,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 400 | 400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 400,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 548 | 550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 550,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 699 | 700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 700,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 1,049 | 1,050,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,050,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 1,098 | 1,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,100,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 4,502 | 4,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,500,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 13,904 | 13,950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 13,950,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 14,196 | 14,150,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 14,150,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 34 | 30,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 30,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 57 | 50,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 50,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 69 | 60,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 60,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 69 | 60,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 60,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 393 | 350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 350,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 1,123 | 1,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,000,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 1,291 | 1,150,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,150,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 1,346 | 1,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,200,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 1,514 | 1,350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,350,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 2,582 | 2,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,300,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 2,634 | 2,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,300,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 38,336 | 34,150,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 34,150,000 | 0 | 0 | |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 4,420 | 103,400 | SH | DFND | Compagnie Lombard, Odier SCA | 103,400 | 0 | 0 | |
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 388 | 400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 400,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 629 | 650,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 650,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 631 | 650,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 650,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 728 | 750,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 750,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 922 | 950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 950,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 923 | 950,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 950,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 1,064 | 1,100,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,100,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 1,452 | 1,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,500,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 1,985 | 2,050,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,050,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 2,419 | 2,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,500,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 4,648 | 4,800,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 4,800,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 23,599 | 24,300,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 24,300,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 62,504 | 64,550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 64,550,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 899 | 700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 700,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 1,541 | 1,200,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,200,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 1,925 | 1,500,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,500,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 2,183 | 1,700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 1,700,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 3,730 | 2,907,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 2,907,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 3,867 | 3,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,000,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 4,559 | 3,550,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,550,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 50,532 | 39,350,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 39,350,000 | 0 | 0 | |
| TIBCO SOFTWARE INC | NOTE 2.250% 5/0 | 88632QAB9 | 7,966 | 7,725,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 7,725,000 | 0 | 0 | |
| U S SILICA HLDGS INC | COM | 90346E103 | 1,752 | 31,599 | SH | DFND | Compagnie Lombard, Odier SCA | 31,599 | 0 | 0 | |
| VALERO ENERGY CORP NEW | COM | 91913Y100 | 2,170 | 43,320 | SH | DFND | Compagnie Lombard, Odier SCA | 43,320 | 0 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 10,697 | 7,000,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 7,000,000 | 0 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 1,154 | 700,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 700,000 | 0 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 5,624 | 3,400,000 | PRN | DFND | Compagnie Lombard, Odier SCA | 3,400,000 | 0 | 0 | |