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
ABBVIE INC COM 00287Y109 4,735 72,661 SH   DFND 5 42,689 0 29,972
ABBVIE INC COM 00287Y109 2,867 44,005 SH   DFND 1,5 44,005 0 0
ABBVIE INC COM 00287Y109 503 7,722 SH   DFND 5,6 7,722 0 0
ABBVIE INC COM 00287Y109 1,489 22,848 SH   DFND 1,2,5 22,848 0 0
ABBVIE INC COM 00287Y109 1,022 15,678 SH   DFND 1,4,5 15,678 0 0
ABBVIE INC COM 00287Y109 1,377 21,128 SH   DFND 1,5,7 21,128 0 0
ABBVIE INC COM 00287Y109 823 12,630 SH   DFND 1,5,8 12,630 0 0
ABBVIE INC COM 00287Y109 757 11,613 SH   DFND 5,9 11,613 0 0
ABBVIE INC COM 00287Y109 1,319 20,242 SH   DFND 1,3,5 20,242 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 2,228 98,568 SH   DFND 5 40,646 0 57,922
ADVANCED DISP SVCS INC DEL COM 00790X101 1,903 84,201 SH   DFND 1,5 84,201 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 885 39,152 SH   DFND 1,3,5 39,152 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 687 30,416 SH   DFND 1,4,5 30,416 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,017 45,009 SH   DFND 1,2,5 45,009 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 553 24,453 SH   DFND 1,5,8 24,453 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 508 22,465 SH   DFND 5,9 22,465 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 924 40,875 SH   DFND 1,5,7 40,875 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 417 18,471 SH   DFND 5,6 18,471 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 105 2,307 SH   DFND 1,5 2,307 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 122 2,693 SH   DFND 5 1,106 0 1,587
AERIE PHARMACEUTICALS INC COM 00771V108 28 615 SH   DFND 5,9 615 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 51 1,120 SH   DFND 1,5,7 1,120 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 23 506 SH   DFND 5,6 506 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 49 1,073 SH   DFND 1,3,5 1,073 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 30 669 SH   DFND 1,5,8 669 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 38 831 SH   DFND 1,4,5 831 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 55 1,214 SH   DFND 1,2,5 1,214 0 0
AIR PRODS & CHEMS INC COM 009158106 14,755 109,063 SH   DFND 1,5 109,063 0 0
AIR PRODS & CHEMS INC COM 009158106 22,845 168,861 SH   DFND 5 93,948 0 74,913
AIR PRODS & CHEMS INC COM 009158106 7,152 52,864 SH   DFND 1,5,7 52,864 0 0
AIR PRODS & CHEMS INC COM 009158106 5,341 39,481 SH   DFND 1,4,5 39,481 0 0
AIR PRODS & CHEMS INC COM 009158106 3,237 23,925 SH   DFND 5,6 23,925 0 0
AIR PRODS & CHEMS INC COM 009158106 7,992 59,074 SH   DFND 1,2,5 59,074 0 0
AIR PRODS & CHEMS INC COM 009158106 4,277 31,617 SH   DFND 1,5,8 31,617 0 0
AIR PRODS & CHEMS INC COM 009158106 6,850 50,635 SH   DFND 1,3,5 50,635 0 0
AIR PRODS & CHEMS INC COM 009158106 3,929 29,038 SH   DFND 5,9 29,038 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,342 35,817 SH   DFND 5 18,956 0 16,861
ALEXION PHARMACEUTICALS INC COM 015351109 2,899 23,915 SH   DFND 1,5 23,915 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,069 8,820 SH   DFND 1,4,5 8,820 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 793 6,537 SH   DFND 5,9 6,537 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 863 7,118 SH   DFND 1,5,8 7,118 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 651 5,371 SH   DFND 5,6 5,371 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,562 12,883 SH   DFND 1,2,5 12,883 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,442 11,897 SH   DFND 1,5,7 11,897 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,382 11,397 SH   DFND 1,3,5 11,397 0 0
ALLERGAN PLC SHS G0177J108 1,113 4,658 SH   DFND 1,5 4,658 0 0
ALLERGAN PLC SHS G0177J108 1,299 5,438 SH   DFND 5 2,240 0 3,198
ALLERGAN PLC SHS G0177J108 323 1,350 SH   DFND 1,5,8 1,350 0 0
ALLERGAN PLC SHS G0177J108 401 1,680 SH   DFND 1,4,5 1,680 0 0
ALLERGAN PLC SHS G0177J108 296 1,239 SH   DFND 5,9 1,239 0 0
ALLERGAN PLC SHS G0177J108 597 2,499 SH   DFND 1,2,5 2,499 0 0
ALLERGAN PLC SHS G0177J108 539 2,256 SH   DFND 1,5,7 2,256 0 0
ALLERGAN PLC SHS G0177J108 243 1,017 SH   DFND 5,6 1,017 0 0
ALLERGAN PLC SHS G0177J108 516 2,161 SH   DFND 1,3,5 2,161 0 0
ALPHABET INC CAP STK CL A 02079K305 8,507 10,034 SH   DFND 1,5 10,034 0 0
ALPHABET INC CAP STK CL A 02079K305 15,372 18,132 SH   DFND 5 11,225 0 6,907
ALPHABET INC CAP STK CL A 02079K305 4,131 4,873 SH   DFND 1,5,7 4,873 0 0
ALPHABET INC CAP STK CL A 02079K305 1,870 2,206 SH   DFND 5,6 2,206 0 0
ALPHABET INC CAP STK CL A 02079K305 3,958 4,668 SH   DFND 1,3,5 4,668 0 0
ALPHABET INC CAP STK CL A 02079K305 3,092 3,647 SH   DFND 1,4,5 3,647 0 0
ALPHABET INC CAP STK CL A 02079K305 4,682 5,522 SH   DFND 1,2,5 5,522 0 0
ALPHABET INC CAP STK CL A 02079K305 2,473 2,917 SH   DFND 1,5,8 2,917 0 0
ALPHABET INC CAP STK CL A 02079K305 2,270 2,677 SH   DFND 5,9 2,677 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 314 98,280 SH   DFND 5 40,680 0 57,600
AMARIN CORP PLC SPONS ADR NEW 023111206 269 83,946 SH   DFND 1,5 83,946 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 125 38,920 SH   DFND 1,3,5 38,920 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 148 46,240 SH   DFND 1,2,5 46,240 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 97 30,440 SH   DFND 1,4,5 30,440 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 78 24,320 SH   DFND 1,5,8 24,320 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 71 22,320 SH   DFND 5,9 22,320 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 130 40,640 SH   DFND 1,5,7 40,640 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 59 18,400 SH   DFND 5,6 18,400 0 0
AMAZON COM INC COM 023135106 3,347 3,775 SH   DFND 1,5 3,775 0 0
AMAZON COM INC COM 023135106 5,200 5,865 SH   DFND 5 3,256 0 2,609
AMAZON COM INC COM 023135106 738 832 SH   DFND 5,6 832 0 0
AMAZON COM INC COM 023135106 1,816 2,048 SH   DFND 1,2,5 2,048 0 0
AMAZON COM INC COM 023135106 976 1,101 SH   DFND 1,5,8 1,101 0 0
AMAZON COM INC COM 023135106 1,216 1,372 SH   DFND 1,4,5 1,372 0 0
AMAZON COM INC COM 023135106 1,563 1,763 SH   DFND 1,3,5 1,763 0 0
AMAZON COM INC COM 023135106 895 1,010 SH   DFND 5,9 1,010 0 0
AMAZON COM INC COM 023135106 1,631 1,840 SH   DFND 1,5,7 1,840 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 7,940 252,449 SH   DFND 1,5 252,449 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 14,296 454,558 SH   DFND 5 280,390 0 174,168
AMC ENTMT HLDGS INC CL A COM 00165C104 1,744 55,464 SH   DFND 5,6 55,464 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 2,865 91,104 SH   DFND 1,4,5 91,104 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 3,703 117,744 SH   DFND 1,3,5 117,744 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 3,865 122,904 SH   DFND 1,5,7 122,904 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 4,186 133,104 SH   DFND 1,2,5 133,104 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 2,125 67,560 SH   DFND 5,9 67,560 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 2,313 73,560 SH   DFND 1,5,8 73,560 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,120 82,019 SH   DFND 1,5 82,019 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 9,744 156,086 SH   DFND 5 100,938 0 55,148
AMERICAN INTL GROUP INC COM NEW 026874784 2,429 38,912 SH   DFND 1,5,7 38,912 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,454 23,284 SH   DFND 1,5,8 23,284 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,097 17,565 SH   DFND 5,6 17,565 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,335 21,385 SH   DFND 5,9 21,385 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,801 28,846 SH   DFND 1,4,5 28,846 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,631 42,140 SH   DFND 1,2,5 42,140 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,327 37,278 SH   DFND 1,3,5 37,278 0 0
AMERICAN TOWER CORP NEW COM 03027X100 573 4,718 SH   DFND 1,5 4,718 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,398 11,505 SH   DFND 5 8,384 0 3,121
AMERICAN TOWER CORP NEW COM 03027X100 121 994 SH   DFND 5,6 994 0 0
AMERICAN TOWER CORP NEW COM 03027X100 268 2,202 SH   DFND 1,5,7 2,202 0 0
AMERICAN TOWER CORP NEW COM 03027X100 256 2,109 SH   DFND 1,3,5 2,109 0 0
AMERICAN TOWER CORP NEW COM 03027X100 198 1,633 SH   DFND 1,4,5 1,633 0 0
AMERICAN TOWER CORP NEW COM 03027X100 160 1,317 SH   DFND 1,5,8 1,317 0 0
AMERICAN TOWER CORP NEW COM 03027X100 290 2,385 SH   DFND 1,2,5 2,385 0 0
AMERICAN TOWER CORP NEW COM 03027X100 147 1,210 SH   DFND 5,9 1,210 0 0
AMETEK INC NEW COM 031100100 1,212 22,412 SH   DFND 1,5 22,412 0 0
AMETEK INC NEW COM 031100100 3,192 59,022 SH   DFND 5 44,522 0 14,500
AMETEK INC NEW COM 031100100 250 4,627 SH   DFND 5,6 4,627 0 0
AMETEK INC NEW COM 031100100 601 11,120 SH   DFND 1,2,5 11,120 0 0
AMETEK INC NEW COM 031100100 411 7,609 SH   DFND 1,4,5 7,609 0 0
AMETEK INC NEW COM 031100100 331 6,122 SH   DFND 1,5,8 6,122 0 0
AMETEK INC NEW COM 031100100 304 5,625 SH   DFND 5,9 5,625 0 0
AMETEK INC NEW COM 031100100 530 9,803 SH   DFND 1,3,5 9,803 0 0
AMETEK INC NEW COM 031100100 553 10,233 SH   DFND 1,5,7 10,233 0 0
ANIXTER INTL INC COM 035290105 1,263 15,933 SH   DFND 5 6,565 0 9,368
ANIXTER INTL INC COM 035290105 1,072 13,519 SH   DFND 1,5 13,519 0 0
ANIXTER INTL INC COM 035290105 391 4,930 SH   DFND 1,4,5 4,930 0 0
ANIXTER INTL INC COM 035290105 237 2,990 SH   DFND 5,6 2,990 0 0
ANIXTER INTL INC COM 035290105 288 3,631 SH   DFND 5,9 3,631 0 0
ANIXTER INTL INC COM 035290105 583 7,355 SH   DFND 1,2,5 7,355 0 0
ANIXTER INTL INC COM 035290105 502 6,333 SH   DFND 1,3,5 6,333 0 0
ANIXTER INTL INC COM 035290105 524 6,611 SH   DFND 1,5,7 6,611 0 0
ANIXTER INTL INC COM 035290105 314 3,956 SH   DFND 1,5,8 3,956 0 0
ANNALY CAP MGMT INC COM 035710409 4,293 386,412 SH   DFND 5 201,502 0 184,910
ANNALY CAP MGMT INC COM 035710409 2,950 265,531 SH   DFND 1,5 265,531 0 0
ANNALY CAP MGMT INC COM 035710409 796 71,650 SH   DFND 5,9 71,650 0 0
ANNALY CAP MGMT INC COM 035710409 867 78,035 SH   DFND 1,5,8 78,035 0 0
ANNALY CAP MGMT INC COM 035710409 1,449 130,451 SH   DFND 1,5,7 130,451 0 0
ANNALY CAP MGMT INC COM 035710409 1,079 97,109 SH   DFND 1,4,5 97,109 0 0
ANNALY CAP MGMT INC COM 035710409 655 58,979 SH   DFND 5,6 58,979 0 0
ANNALY CAP MGMT INC COM 035710409 1,600 144,059 SH   DFND 1,2,5 144,059 0 0
ANNALY CAP MGMT INC COM 035710409 1,388 124,959 SH   DFND 1,3,5 124,959 0 0
ANSYS INC COM 03662Q105 2,212 20,701 SH   DFND 5 12,564 0 8,137
ANSYS INC COM 03662Q105 1,255 11,745 SH   DFND 1,5 11,745 0 0
ANSYS INC COM 03662Q105 277 2,593 SH   DFND 5,6 2,593 0 0
ANSYS INC COM 03662Q105 664 6,216 SH   DFND 1,2,5 6,216 0 0
ANSYS INC COM 03662Q105 613 5,740 SH   DFND 1,5,7 5,740 0 0
ANSYS INC COM 03662Q105 588 5,499 SH   DFND 1,3,5 5,499 0 0
ANSYS INC COM 03662Q105 455 4,256 SH   DFND 1,4,5 4,256 0 0
ANSYS INC COM 03662Q105 337 3,153 SH   DFND 5,9 3,153 0 0
ANSYS INC COM 03662Q105 367 3,433 SH   DFND 1,5,8 3,433 0 0
ANTHEM INC COM 036752103 3,260 19,712 SH   DFND 1,5 19,712 0 0
ANTHEM INC COM 036752103 4,906 29,667 SH   DFND 5 16,038 0 13,629
ANTHEM INC COM 036752103 951 5,752 SH   DFND 1,5,8 5,752 0 0
ANTHEM INC COM 036752103 873 5,281 SH   DFND 5,9 5,281 0 0
ANTHEM INC COM 036752103 1,764 10,664 SH   DFND 1,2,5 10,664 0 0
ANTHEM INC COM 036752103 719 4,348 SH   DFND 5,6 4,348 0 0
ANTHEM INC COM 036752103 1,185 7,164 SH   DFND 1,4,5 7,164 0 0
ANTHEM INC COM 036752103 1,523 9,210 SH   DFND 1,3,5 9,210 0 0
ANTHEM INC COM 036752103 1,590 9,615 SH   DFND 1,5,7 9,615 0 0
ARCONIC INC COM 03965L100 8,316 315,712 SH   DFND 5 180,702 0 135,010
ARCONIC INC COM 03965L100 5,127 194,634 SH   DFND 1,5 194,634 0 0
ARCONIC INC COM 03965L100 1,501 56,984 SH   DFND 1,5,8 56,984 0 0
ARCONIC INC COM 03965L100 1,134 43,034 SH   DFND 5,6 43,034 0 0
ARCONIC INC COM 03965L100 1,861 70,645 SH   DFND 1,4,5 70,645 0 0
ARCONIC INC COM 03965L100 2,508 95,227 SH   DFND 1,5,7 95,227 0 0
ARCONIC INC COM 03965L100 2,403 91,230 SH   DFND 1,3,5 91,230 0 0
ARCONIC INC COM 03965L100 1,379 52,335 SH   DFND 5,9 52,335 0 0
ARCONIC INC COM 03965L100 2,714 103,023 SH   DFND 1,2,5 103,023 0 0
ARENA PHARMACEUTICALS INC COM 040047102 307 210,049 SH   DFND 1,5 210,049 0 0
ARENA PHARMACEUTICALS INC COM 040047102 359 245,701 SH   DFND 5 101,700 0 144,001
ARENA PHARMACEUTICALS INC COM 040047102 169 115,600 SH   DFND 1,2,5 115,600 0 0
ARENA PHARMACEUTICALS INC COM 040047102 81 55,800 SH   DFND 5,9 55,800 0 0
ARENA PHARMACEUTICALS INC COM 040047102 67 46,000 SH   DFND 5,6 46,000 0 0
ARENA PHARMACEUTICALS INC COM 040047102 89 60,800 SH   DFND 1,5,8 60,800 0 0
ARENA PHARMACEUTICALS INC COM 040047102 111 76,100 SH   DFND 1,4,5 76,100 0 0
ARENA PHARMACEUTICALS INC COM 040047102 142 97,300 SH   DFND 1,3,5 97,300 0 0
ARENA PHARMACEUTICALS INC COM 040047102 148 101,599 SH   DFND 1,5,7 101,599 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 4,694 37,913 SH   DFND 1,5 37,913 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 7,678 62,013 SH   DFND 5 35,883 0 26,130
ASHLAND GLOBAL HLDGS INC COM 044186104 1,704 13,760 SH   DFND 1,4,5 13,760 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 2,282 18,433 SH   DFND 1,5,7 18,433 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,032 8,339 SH   DFND 5,6 8,339 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,366 11,029 SH   DFND 1,5,8 11,029 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,254 10,125 SH   DFND 5,9 10,125 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 2,555 20,639 SH   DFND 1,2,5 20,639 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 2,186 17,655 SH   DFND 1,3,5 17,655 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 4,769 153,134 SH   DFND 1,5 153,134 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 5,437 174,590 SH   DFND 5 71,723 0 102,867
ASTRAZENECA PLC SPONSORED ADR 046353108 1,352 43,408 SH   DFND 1,5,8 43,408 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,680 53,961 SH   DFND 1,4,5 53,961 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,021 32,802 SH   DFND 5,6 32,802 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,241 39,859 SH   DFND 5,9 39,859 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 2,482 79,703 SH   DFND 1,2,5 79,703 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 2,260 72,570 SH   DFND 1,5,7 72,570 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 2,165 69,518 SH   DFND 1,3,5 69,518 0 0
AT&T INC COM 00206R102 1,834 44,128 SH   DFND 5 24,918 0 19,210
AT&T INC COM 00206R102 1,140 27,445 SH   DFND 1,5 27,445 0 0
AT&T INC COM 00206R102 309 7,447 SH   DFND 5,9 7,447 0 0
AT&T INC COM 00206R102 539 12,980 SH   DFND 1,3,5 12,980 0 0
AT&T INC COM 00206R102 417 10,048 SH   DFND 1,4,5 10,048 0 0
AT&T INC COM 00206R102 337 8,104 SH   DFND 1,5,8 8,104 0 0
AT&T INC COM 00206R102 254 6,120 SH   DFND 5,6 6,120 0 0
AT&T INC COM 00206R102 563 13,549 SH   DFND 1,5,7 13,549 0 0
AT&T INC COM 00206R102 610 14,677 SH   DFND 1,2,5 14,677 0 0
ATWOOD OCEANICS INC COM 050095108 1,263 132,550 SH   DFND 1,5 132,550 0 0
ATWOOD OCEANICS INC COM 050095108 1,474 154,670 SH   DFND 5 63,433 0 91,237
ATWOOD OCEANICS INC COM 050095108 587 61,616 SH   DFND 1,3,5 61,616 0 0
ATWOOD OCEANICS INC COM 050095108 337 35,352 SH   DFND 5,9 35,352 0 0
ATWOOD OCEANICS INC COM 050095108 664 69,699 SH   DFND 1,2,5 69,699 0 0
ATWOOD OCEANICS INC COM 050095108 455 47,722 SH   DFND 1,4,5 47,722 0 0
ATWOOD OCEANICS INC COM 050095108 277 29,073 SH   DFND 5,6 29,073 0 0
ATWOOD OCEANICS INC COM 050095108 613 64,316 SH   DFND 1,5,7 64,316 0 0
ATWOOD OCEANICS INC COM 050095108 366 38,446 SH   DFND 1,5,8 38,446 0 0
AUTODESK INC COM 052769106 8,975 103,792 SH   DFND 1,5 103,792 0 0
AUTODESK INC COM 052769106 13,962 161,469 SH   DFND 5 89,937 0 71,532
AUTODESK INC COM 052769106 2,397 27,716 SH   DFND 5,9 27,716 0 0
AUTODESK INC COM 052769106 3,240 37,464 SH   DFND 1,4,5 37,464 0 0
AUTODESK INC COM 052769106 2,608 30,160 SH   DFND 1,5,8 30,160 0 0
AUTODESK INC COM 052769106 4,178 48,320 SH   DFND 1,3,5 48,320 0 0
AUTODESK INC COM 052769106 4,362 50,440 SH   DFND 1,5,7 50,440 0 0
AUTODESK INC COM 052769106 1,972 22,801 SH   DFND 5,6 22,801 0 0
AUTODESK INC COM 052769106 4,756 55,004 SH   DFND 1,2,5 55,004 0 0
AUTOZONE INC COM 053332102 12,079 16,705 SH   DFND 1,5 16,705 0 0
AUTOZONE INC COM 053332102 19,296 26,687 SH   DFND 5 15,180 0 11,507
AUTOZONE INC COM 053332102 6,402 8,854 SH   DFND 1,2,5 8,854 0 0
AUTOZONE INC COM 053332102 5,620 7,773 SH   DFND 1,3,5 7,773 0 0
AUTOZONE INC COM 053332102 3,224 4,459 SH   DFND 5,9 4,459 0 0
AUTOZONE INC COM 053332102 4,362 6,033 SH   DFND 1,4,5 6,033 0 0
AUTOZONE INC COM 053332102 2,654 3,670 SH   DFND 5,6 3,670 0 0
AUTOZONE INC COM 053332102 5,872 8,121 SH   DFND 1,5,7 8,121 0 0
AUTOZONE INC COM 053332102 3,509 4,853 SH   DFND 1,5,8 4,853 0 0
AXALTA COATING SYS LTD COM G0750C108 9,942 308,768 SH   DFND 5 185,503 0 123,265
AXALTA COATING SYS LTD COM G0750C108 5,775 179,345 SH   DFND 1,5 179,345 0 0
AXALTA COATING SYS LTD COM G0750C108 2,800 86,944 SH   DFND 1,5,7 86,944 0 0
AXALTA COATING SYS LTD COM G0750C108 3,060 95,025 SH   DFND 1,2,5 95,025 0 0
AXALTA COATING SYS LTD COM G0750C108 1,675 52,033 SH   DFND 1,5,8 52,033 0 0
AXALTA COATING SYS LTD COM G0750C108 1,266 39,315 SH   DFND 5,6 39,315 0 0
AXALTA COATING SYS LTD COM G0750C108 2,682 83,288 SH   DFND 1,3,5 83,288 0 0
AXALTA COATING SYS LTD COM G0750C108 2,081 64,637 SH   DFND 1,4,5 64,637 0 0
AXALTA COATING SYS LTD COM G0750C108 1,539 47,783 SH   DFND 5,9 47,783 0 0
BALL CORP COM 058498106 899 12,112 SH   DFND 5 4,960 0 7,152
BALL CORP COM 058498106 754 10,156 SH   DFND 1,5 10,156 0 0
BALL CORP COM 058498106 278 3,740 SH   DFND 1,4,5 3,740 0 0
BALL CORP COM 058498106 406 5,462 SH   DFND 1,2,5 5,462 0 0
BALL CORP COM 058498106 224 3,017 SH   DFND 1,5,8 3,017 0 0
BALL CORP COM 058498106 206 2,770 SH   DFND 5,9 2,770 0 0
BALL CORP COM 058498106 375 5,045 SH   DFND 1,5,7 5,045 0 0
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CITIGROUP INC COM NEW 172967424 6,579 109,980 SH   DFND 1,5 109,980 0 0
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CSRA INC COM 12650T104 3,158 107,811 SH   DFND 5 44,218 0 63,593
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EASTMAN CHEM CO COM 277432100 4,718 58,393 SH   DFND 5 35,482 0 22,911
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EASTMAN CHEM CO COM 277432100 781 9,671 SH   DFND 1,5,8 9,671 0 0
ECHOSTAR CORP CL A 278768106 3,803 66,776 SH   DFND 1,5 66,776 0 0
ECHOSTAR CORP CL A 278768106 4,443 78,009 SH   DFND 5 32,008 0 46,001
ECHOSTAR CORP CL A 278768106 1,015 17,824 SH   DFND 5,9 17,824 0 0
ECHOSTAR CORP CL A 278768106 835 14,658 SH   DFND 5,6 14,658 0 0
ECHOSTAR CORP CL A 278768106 1,103 19,376 SH   DFND 1,5,8 19,376 0 0
ECHOSTAR CORP CL A 278768106 2,021 35,481 SH   DFND 1,2,5 35,481 0 0
ECHOSTAR CORP CL A 278768106 1,370 24,061 SH   DFND 1,4,5 24,061 0 0
ECHOSTAR CORP CL A 278768106 1,769 31,058 SH   DFND 1,3,5 31,058 0 0
ECHOSTAR CORP CL A 278768106 1,846 32,419 SH   DFND 1,5,7 32,419 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,202 24,610 SH   DFND 5 10,080 0 14,530
ELECTRONICS FOR IMAGING INC COM 286082102 988 20,230 SH   DFND 1,5 20,230 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 501 10,250 SH   DFND 1,5,7 10,250 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 226 4,630 SH   DFND 5,6 4,630 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 480 9,820 SH   DFND 1,3,5 9,820 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 542 11,100 SH   DFND 1,2,5 11,100 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 371 7,600 SH   DFND 1,4,5 7,600 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 299 6,130 SH   DFND 1,5,8 6,130 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 275 5,630 SH   DFND 5,9 5,630 0 0
ENDO INTL PLC SHS G30401106 210 18,780 SH   DFND 5 7,727 0 11,053
ENDO INTL PLC SHS G30401106 179 16,050 SH   DFND 1,5 16,050 0 0
ENDO INTL PLC SHS G30401106 83 7,468 SH   DFND 1,3,5 7,468 0 0
ENDO INTL PLC SHS G30401106 52 4,666 SH   DFND 1,5,8 4,666 0 0
ENDO INTL PLC SHS G30401106 87 7,795 SH   DFND 1,5,7 7,795 0 0
ENDO INTL PLC SHS G30401106 39 3,525 SH   DFND 5,6 3,525 0 0
ENDO INTL PLC SHS G30401106 65 5,786 SH   DFND 1,4,5 5,786 0 0
ENDO INTL PLC SHS G30401106 48 4,286 SH   DFND 5,9 4,286 0 0
ENDO INTL PLC SHS G30401106 94 8,427 SH   DFND 1,2,5 8,427 0 0
ENERGOUS CORP COM 29272C103 25,243 1,618,123 SH   DFND 1,5 1,618,123 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 491 30,784 SH   DFND 5 12,628 0 18,156
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 410 25,751 SH   DFND 1,5 25,751 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 221 13,872 SH   DFND 1,2,5 13,872 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 112 7,037 SH   DFND 5,9 7,037 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 92 5,783 SH   DFND 5,6 5,783 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 122 7,664 SH   DFND 1,5,8 7,664 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 196 12,272 SH   DFND 1,3,5 12,272 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 204 12,811 SH   DFND 1,5,7 12,811 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 151 9,497 SH   DFND 1,4,5 9,497 0 0
FACEBOOK INC CL A 30303M102 8,939 62,930 SH   DFND 1,5 62,930 0 0
FACEBOOK INC CL A 30303M102 15,181 106,869 SH   DFND 5 63,811 0 43,058
FACEBOOK INC CL A 30303M102 4,133 29,096 SH   DFND 1,3,5 29,096 0 0
FACEBOOK INC CL A 30303M102 2,370 16,685 SH   DFND 5,9 16,685 0 0
FACEBOOK INC CL A 30303M102 3,223 22,690 SH   DFND 1,4,5 22,690 0 0
FACEBOOK INC CL A 30303M102 1,952 13,745 SH   DFND 5,6 13,745 0 0
FACEBOOK INC CL A 30303M102 4,315 30,379 SH   DFND 1,5,7 30,379 0 0
FACEBOOK INC CL A 30303M102 2,582 18,175 SH   DFND 1,5,8 18,175 0 0
FACEBOOK INC CL A 30303M102 4,843 34,095 SH   DFND 1,2,5 34,095 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 2,341 319,432 SH   DFND 1,5 319,432 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 2,739 373,649 SH   DFND 5 153,975 0 219,674
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 624 85,120 SH   DFND 5,9 85,120 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 1,088 148,428 SH   DFND 1,3,5 148,428 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 1,136 154,961 SH   DFND 1,5,7 154,961 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 847 115,562 SH   DFND 1,4,5 115,562 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 1,265 172,566 SH   DFND 1,2,5 172,566 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 679 92,700 SH   DFND 1,5,8 92,700 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 514 70,095 SH   DFND 5,6 70,095 0 0
FENIX PTS INC COM 31446L100 756 488,025 SH   DFND 5 199,966 0 288,059
FENIX PTS INC COM 31446L100 649 418,423 SH   DFND 1,5 418,423 0 0
FENIX PTS INC COM 31446L100 315 203,207 SH   DFND 1,5,7 203,207 0 0
FENIX PTS INC COM 31446L100 234 150,671 SH   DFND 1,4,5 150,671 0 0
FENIX PTS INC COM 31446L100 188 121,528 SH   DFND 1,5,8 121,528 0 0
FENIX PTS INC COM 31446L100 302 194,682 SH   DFND 1,3,5 194,682 0 0
FENIX PTS INC COM 31446L100 341 220,059 SH   DFND 1,2,5 220,059 0 0
FENIX PTS INC COM 31446L100 142 91,790 SH   DFND 5,6 91,790 0 0
FENIX PTS INC COM 31446L100 173 111,615 SH   DFND 5,9 111,615 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,297 15,172 SH   DFND 1,5 15,172 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,795 18,458 SH   DFND 5 7,560 0 10,898
FLEETCOR TECHNOLOGIES INC COM 339041105 1,164 7,688 SH   DFND 1,5,7 7,688 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 526 3,472 SH   DFND 5,6 3,472 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 863 5,700 SH   DFND 1,4,5 5,700 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 639 4,222 SH   DFND 5,9 4,222 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,115 7,365 SH   DFND 1,3,5 7,365 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 696 4,598 SH   DFND 1,5,8 4,598 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,261 8,325 SH   DFND 1,2,5 8,325 0 0
GASLOG LTD SHS G37585109 1,267 82,515 SH   DFND 5 34,156 0 48,359
GASLOG LTD SHS G37585109 1,090 70,995 SH   DFND 1,5 70,995 0 0
GASLOG LTD SHS G37585109 288 18,740 SH   DFND 5,9 18,740 0 0
GASLOG LTD SHS G37585109 524 34,121 SH   DFND 1,5,7 34,121 0 0
GASLOG LTD SHS G37585109 502 32,677 SH   DFND 1,3,5 32,677 0 0
GASLOG LTD SHS G37585109 237 15,449 SH   DFND 5,6 15,449 0 0
GASLOG LTD SHS G37585109 392 25,558 SH   DFND 1,4,5 25,558 0 0
GASLOG LTD SHS G37585109 313 20,419 SH   DFND 1,5,8 20,419 0 0
GASLOG LTD SHS G37585109 596 38,823 SH   DFND 1,2,5 38,823 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 714 21,875 SH   DFND 1,5 21,875 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 836 25,591 SH   DFND 5 10,576 0 15,015
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 259 7,945 SH   DFND 1,4,5 7,945 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 207 6,334 SH   DFND 1,5,8 6,334 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 190 5,828 SH   DFND 5,9 5,828 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 157 4,806 SH   DFND 5,6 4,806 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 332 10,156 SH   DFND 1,3,5 10,156 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 394 12,065 SH   DFND 1,2,5 12,065 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 346 10,605 SH   DFND 1,5,7 10,605 0 0
GENERAL ELECTRIC CO COM 369604103 5,093 170,892 SH   DFND 5 112,601 0 58,291
GENERAL ELECTRIC CO COM 369604103 2,548 85,498 SH   DFND 1,5 85,498 0 0
GENERAL ELECTRIC CO COM 369604103 733 24,592 SH   DFND 1,5,8 24,592 0 0
GENERAL ELECTRIC CO COM 369604103 1,225 41,121 SH   DFND 1,5,7 41,121 0 0
GENERAL ELECTRIC CO COM 369604103 1,327 44,531 SH   DFND 1,2,5 44,531 0 0
GENERAL ELECTRIC CO COM 369604103 673 22,586 SH   DFND 5,9 22,586 0 0
GENERAL ELECTRIC CO COM 369604103 1,174 39,396 SH   DFND 1,3,5 39,396 0 0
GENERAL ELECTRIC CO COM 369604103 909 30,490 SH   DFND 1,4,5 30,490 0 0
GENERAL ELECTRIC CO COM 369604103 554 18,575 SH   DFND 5,6 18,575 0 0
GODADDY INC CL A 380237107 1,553 40,976 SH   DFND 5 16,899 0 24,077
GODADDY INC CL A 380237107 1,345 35,491 SH   DFND 1,5 35,491 0 0
GODADDY INC CL A 380237107 291 7,685 SH   DFND 5,6 7,685 0 0
GODADDY INC CL A 380237107 354 9,330 SH   DFND 5,9 9,330 0 0
GODADDY INC CL A 380237107 480 12,678 SH   DFND 1,4,5 12,678 0 0
GODADDY INC CL A 380237107 617 16,270 SH   DFND 1,3,5 16,270 0 0
GODADDY INC CL A 380237107 720 19,002 SH   DFND 1,2,5 19,002 0 0
GODADDY INC CL A 380237107 644 16,986 SH   DFND 1,5,7 16,986 0 0
GODADDY INC CL A 380237107 385 10,163 SH   DFND 1,5,8 10,163 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 7,125 255,086 SH   DFND 1,5 255,086 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 8,330 298,232 SH   DFND 5 123,334 0 174,898
GOLAR LNG LTD BERMUDA SHS G9456A100 1,893 67,793 SH   DFND 5,9 67,793 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 3,447 123,410 SH   DFND 1,5,7 123,410 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 3,301 118,194 SH   DFND 1,3,5 118,194 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,560 55,842 SH   DFND 5,6 55,842 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 3,888 139,209 SH   DFND 1,2,5 139,209 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,063 73,847 SH   DFND 1,5,8 73,847 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,577 92,266 SH   DFND 1,4,5 92,266 0 0
GREEN DOT CORP CL A 39304D102 1,392 41,738 SH   DFND 1,5 41,738 0 0
GREEN DOT CORP CL A 39304D102 1,645 49,316 SH   DFND 5 20,275 0 29,041
GREEN DOT CORP CL A 39304D102 309 9,254 SH   DFND 5,6 9,254 0 0
GREEN DOT CORP CL A 39304D102 507 15,196 SH   DFND 1,4,5 15,196 0 0
GREEN DOT CORP CL A 39304D102 409 12,258 SH   DFND 1,5,8 12,258 0 0
GREEN DOT CORP CL A 39304D102 376 11,258 SH   DFND 5,9 11,258 0 0
GREEN DOT CORP CL A 39304D102 683 20,485 SH   DFND 1,5,7 20,485 0 0
GREEN DOT CORP CL A 39304D102 655 19,627 SH   DFND 1,3,5 19,627 0 0
GREEN DOT CORP CL A 39304D102 739 22,167 SH   DFND 1,2,5 22,167 0 0
HALLIBURTON CO COM 406216101 9,274 188,457 SH   DFND 1,5 188,457 0 0
HALLIBURTON CO COM 406216101 15,705 319,147 SH   DFND 5 189,350 0 129,797
HALLIBURTON CO COM 406216101 2,039 41,433 SH   DFND 5,6 41,433 0 0
HALLIBURTON CO COM 406216101 4,506 91,571 SH   DFND 1,5,7 91,571 0 0
HALLIBURTON CO COM 406216101 2,475 50,300 SH   DFND 5,9 50,300 0 0
HALLIBURTON CO COM 406216101 4,316 87,706 SH   DFND 1,3,5 87,706 0 0
HALLIBURTON CO COM 406216101 3,364 68,362 SH   DFND 1,4,5 68,362 0 0
HALLIBURTON CO COM 406216101 5,044 102,509 SH   DFND 1,2,5 102,509 0 0
HALLIBURTON CO COM 406216101 2,695 54,775 SH   DFND 1,5,8 54,775 0 0
HD SUPPLY HLDGS INC COM 40416M105 4,470 108,690 SH   DFND 1,5 108,690 0 0
HD SUPPLY HLDGS INC COM 40416M105 8,063 196,052 SH   DFND 5 122,239 0 73,813
HD SUPPLY HLDGS INC COM 40416M105 1,280 31,128 SH   DFND 1,5,8 31,128 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,141 52,049 SH   DFND 1,5,7 52,049 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,051 49,866 SH   DFND 1,3,5 49,866 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,176 28,605 SH   DFND 5,9 28,605 0 0
HD SUPPLY HLDGS INC COM 40416M105 967 23,521 SH   DFND 5,6 23,521 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,588 38,611 SH   DFND 1,4,5 38,611 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,318 56,366 SH   DFND 1,2,5 56,366 0 0
HOME DEPOT INC COM 437076102 3,076 20,950 SH   DFND 1,5 20,950 0 0
HOME DEPOT INC COM 437076102 5,421 36,919 SH   DFND 5 22,402 0 14,517
HOME DEPOT INC COM 437076102 679 4,622 SH   DFND 5,6 4,622 0 0
HOME DEPOT INC COM 437076102 1,441 9,814 SH   DFND 1,3,5 9,814 0 0
HOME DEPOT INC COM 437076102 1,115 7,594 SH   DFND 1,4,5 7,594 0 0
HOME DEPOT INC COM 437076102 1,629 11,094 SH   DFND 1,2,5 11,094 0 0
HOME DEPOT INC COM 437076102 900 6,129 SH   DFND 1,5,8 6,129 0 0
HOME DEPOT INC COM 437076102 826 5,628 SH   DFND 5,9 5,628 0 0
HOME DEPOT INC COM 437076102 1,504 10,243 SH   DFND 1,5,7 10,243 0 0
IBERIABANK CORP COM 450828108 8,501 107,470 SH   DFND 5 44,095 0 63,375
IBERIABANK CORP COM 450828108 7,258 91,758 SH   DFND 1,5 91,758 0 0
IBERIABANK CORP COM 450828108 2,113 26,708 SH   DFND 1,5,8 26,708 0 0
IBERIABANK CORP COM 450828108 3,385 42,800 SH   DFND 1,3,5 42,800 0 0
IBERIABANK CORP COM 450828108 1,942 24,556 SH   DFND 5,9 24,556 0 0
IBERIABANK CORP COM 450828108 3,839 48,538 SH   DFND 1,2,5 48,538 0 0
IBERIABANK CORP COM 450828108 1,598 20,197 SH   DFND 5,6 20,197 0 0
IBERIABANK CORP COM 450828108 2,623 33,165 SH   DFND 1,4,5 33,165 0 0
IBERIABANK CORP COM 450828108 3,534 44,678 SH   DFND 1,5,7 44,678 0 0
IMAX CORP COM 45245E109 4,710 138,543 SH   DFND 5 57,079 0 81,464
IMAX CORP COM 45245E109 4,082 120,061 SH   DFND 1,5 120,061 0 0
IMAX CORP COM 45245E109 1,169 34,384 SH   DFND 1,5,8 34,384 0 0
IMAX CORP COM 45245E109 1,954 57,473 SH   DFND 1,5,7 57,473 0 0
IMAX CORP COM 45245E109 1,872 55,050 SH   DFND 1,3,5 55,050 0 0
IMAX CORP COM 45245E109 1,073 31,566 SH   DFND 5,9 31,566 0 0
IMAX CORP COM 45245E109 884 25,995 SH   DFND 5,6 25,995 0 0
IMAX CORP COM 45245E109 2,175 63,983 SH   DFND 1,2,5 63,983 0 0
IMAX CORP COM 45245E109 1,457 42,855 SH   DFND 1,4,5 42,855 0 0
INCYTE CORP COM 45337C102 2,440 18,257 SH   DFND 1,5 18,257 0 0
INCYTE CORP COM 45337C102 3,684 27,557 SH   DFND 5 14,695 0 12,862
INCYTE CORP COM 45337C102 548 4,098 SH   DFND 5,6 4,098 0 0
INCYTE CORP COM 45337C102 1,313 9,826 SH   DFND 1,2,5 9,826 0 0
INCYTE CORP COM 45337C102 725 5,426 SH   DFND 1,5,8 5,426 0 0
INCYTE CORP COM 45337C102 899 6,727 SH   DFND 1,4,5 6,727 0 0
INCYTE CORP COM 45337C102 666 4,984 SH   DFND 5,9 4,984 0 0
INCYTE CORP COM 45337C102 1,213 9,073 SH   DFND 1,5,7 9,073 0 0
INCYTE CORP COM 45337C102 1,162 8,693 SH   DFND 1,3,5 8,693 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 1,418 1,422,000 PRN   DFND 1,5 1,422,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 1,640 1,644,000 PRN   DFND 5 303,000 0 1,341,000
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 521 522,000 PRN   DFND 5,9 522,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 2,083 2,088,000 PRN   DFND 1,2,5 2,088,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 422 423,000 PRN   DFND 1,5,8 423,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 945 947,000 PRN   DFND 1,5,7 947,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 1,408 1,412,000 PRN   DFND 1,4,5 1,412,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 645 647,000 PRN   DFND 5,6 647,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 905 907,000 PRN   DFND 1,3,5 907,000 0 0
ISHARES MSCI EURZONE ETF 464286608 5,744 152,771 SH   DFND 5 63,235 0 89,536
ISHARES MSCI EURZONE ETF 464286608 4,905 130,458 SH   DFND 1,5 130,458 0 0
ISHARES MSCI EURZONE ETF 464286608 2,275 60,499 SH   DFND 1,3,5 60,499 0 0
ISHARES MSCI EURZONE ETF 464286608 2,703 71,878 SH   DFND 1,2,5 71,878 0 0
ISHARES MSCI EURZONE ETF 464286608 1,421 37,804 SH   DFND 1,5,8 37,804 0 0
ISHARES MSCI EURZONE ETF 464286608 2,375 63,172 SH   DFND 1,5,7 63,172 0 0
ISHARES MSCI EURZONE ETF 464286608 1,075 28,602 SH   DFND 5,6 28,602 0 0
ISHARES MSCI EURZONE ETF 464286608 1,779 47,317 SH   DFND 1,4,5 47,317 0 0
ISHARES MSCI EURZONE ETF 464286608 1,305 34,695 SH   DFND 5,9 34,695 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 984 30,232 SH   DFND 5 12,483 0 17,749
ISHARES TR MSCI UK ETF NEW 46435G334 833 25,599 SH   DFND 1,5 25,599 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 184 5,666 SH   DFND 5,6 5,666 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 244 7,492 SH   DFND 1,5,8 7,492 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 390 11,994 SH   DFND 1,3,5 11,994 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 408 12,522 SH   DFND 1,5,7 12,522 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 459 14,090 SH   DFND 1,2,5 14,090 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 224 6,877 SH   DFND 5,9 6,877 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 305 9,357 SH   DFND 1,4,5 9,357 0 0
KATE SPADE & CO COM 485865109 2,297 98,869 SH   DFND 5 40,567 0 58,302
KATE SPADE & CO COM 485865109 1,962 84,469 SH   DFND 1,5 84,469 0 0
KATE SPADE & CO COM 485865109 431 18,572 SH   DFND 5,6 18,572 0 0
KATE SPADE & CO COM 485865109 915 39,392 SH   DFND 1,3,5 39,392 0 0
KATE SPADE & CO COM 485865109 955 41,114 SH   DFND 1,5,7 41,114 0 0
KATE SPADE & CO COM 485865109 571 24,586 SH   DFND 1,5,8 24,586 0 0
KATE SPADE & CO COM 485865109 525 22,591 SH   DFND 5,9 22,591 0 0
KATE SPADE & CO COM 485865109 1,035 44,542 SH   DFND 1,2,5 44,542 0 0
KATE SPADE & CO COM 485865109 708 30,495 SH   DFND 1,4,5 30,495 0 0
KEANE GROUP INC COM 48669A108 436 30,490 SH   DFND 1,5 30,490 0 0
KEANE GROUP INC COM 48669A108 510 35,631 SH   DFND 5 14,647 0 20,984
KEANE GROUP INC COM 48669A108 96 6,692 SH   DFND 5,6 6,692 0 0
KEANE GROUP INC COM 48669A108 116 8,131 SH   DFND 5,9 8,131 0 0
KEANE GROUP INC COM 48669A108 233 16,310 SH   DFND 1,2,5 16,310 0 0
KEANE GROUP INC COM 48669A108 212 14,804 SH   DFND 1,5,7 14,804 0 0
KEANE GROUP INC COM 48669A108 127 8,855 SH   DFND 1,5,8 8,855 0 0
KEANE GROUP INC COM 48669A108 158 11,015 SH   DFND 1,4,5 11,015 0 0
KEANE GROUP INC COM 48669A108 203 14,181 SH   DFND 1,3,5 14,181 0 0
KRAFT HEINZ CO COM 500754106 8,001 88,109 SH   DFND 1,5 88,109 0 0
KRAFT HEINZ CO COM 500754106 12,318 135,642 SH   DFND 5 74,860 0 60,782
KRAFT HEINZ CO COM 500754106 2,139 23,553 SH   DFND 5,9 23,553 0 0
KRAFT HEINZ CO COM 500754106 3,730 41,075 SH   DFND 1,3,5 41,075 0 0
KRAFT HEINZ CO COM 500754106 3,893 42,875 SH   DFND 1,5,7 42,875 0 0
KRAFT HEINZ CO COM 500754106 2,328 25,634 SH   DFND 1,5,8 25,634 0 0
KRAFT HEINZ CO COM 500754106 4,229 46,573 SH   DFND 1,2,5 46,573 0 0
KRAFT HEINZ CO COM 500754106 2,893 31,859 SH   DFND 1,4,5 31,859 0 0
KRAFT HEINZ CO COM 500754106 1,760 19,379 SH   DFND 5,6 19,379 0 0
LAUDER ESTEE COS INC CL A 518439104 4,824 56,891 SH   DFND 5 37,175 0 19,716
LAUDER ESTEE COS INC CL A 518439104 2,501 29,502 SH   DFND 1,5 29,502 0 0
LAUDER ESTEE COS INC CL A 518439104 1,179 13,908 SH   DFND 1,5,7 13,908 0 0
LAUDER ESTEE COS INC CL A 518439104 533 6,282 SH   DFND 5,6 6,282 0 0
LAUDER ESTEE COS INC CL A 518439104 648 7,642 SH   DFND 5,9 7,642 0 0
LAUDER ESTEE COS INC CL A 518439104 1,130 13,325 SH   DFND 1,3,5 13,325 0 0
LAUDER ESTEE COS INC CL A 518439104 875 10,315 SH   DFND 1,4,5 10,315 0 0
LAUDER ESTEE COS INC CL A 518439104 706 8,321 SH   DFND 1,5,8 8,321 0 0
LAUDER ESTEE COS INC CL A 518439104 1,277 15,055 SH   DFND 1,2,5 15,055 0 0
LKQ CORP COM 501889208 2,849 97,331 SH   DFND 5 53,742 0 43,589
LKQ CORP COM 501889208 1,830 62,530 SH   DFND 1,5 62,530 0 0
LKQ CORP COM 501889208 407 13,890 SH   DFND 5,6 13,890 0 0
LKQ CORP COM 501889208 667 22,800 SH   DFND 1,4,5 22,800 0 0
LKQ CORP COM 501889208 900 30,734 SH   DFND 1,5,7 30,734 0 0
LKQ CORP COM 501889208 975 33,300 SH   DFND 1,2,5 33,300 0 0
LKQ CORP COM 501889208 494 16,890 SH   DFND 5,9 16,890 0 0
LKQ CORP COM 501889208 538 18,374 SH   DFND 1,5,8 18,374 0 0
LKQ CORP COM 501889208 862 29,443 SH   DFND 1,3,5 29,443 0 0
LOWES COS INC COM 548661107 4,762 57,929 SH   DFND 5 43,781 0 14,148
LOWES COS INC COM 548661107 1,823 22,171 SH   DFND 1,5 22,171 0 0
LOWES COS INC COM 548661107 491 5,972 SH   DFND 1,5,8 5,972 0 0
LOWES COS INC COM 548661107 451 5,485 SH   DFND 5,9 5,485 0 0
LOWES COS INC COM 548661107 820 9,980 SH   DFND 1,5,7 9,980 0 0
LOWES COS INC COM 548661107 371 4,508 SH   DFND 5,6 4,508 0 0
LOWES COS INC COM 548661107 786 9,562 SH   DFND 1,3,5 9,562 0 0
LOWES COS INC COM 548661107 609 7,403 SH   DFND 1,4,5 7,403 0 0
LOWES COS INC COM 548661107 888 10,799 SH   DFND 1,2,5 10,799 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 9,461 212,273 SH   DFND 1,5 212,273 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 15,211 341,293 SH   DFND 5 194,991 0 146,302
MALLINCKRODT PUB LTD CO SHS G5785G107 5,008 112,354 SH   DFND 1,2,5 112,354 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,751 61,730 SH   DFND 1,5,8 61,730 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,527 56,706 SH   DFND 5,9 56,706 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 4,601 103,221 SH   DFND 1,5,7 103,221 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 4,407 98,887 SH   DFND 1,3,5 98,887 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,079 46,637 SH   DFND 5,6 46,637 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 3,415 76,621 SH   DFND 1,4,5 76,621 0 0
MASCO CORP COM 574599106 5,760 169,462 SH   DFND 1,5 169,462 0 0
MASCO CORP COM 574599106 10,363 304,877 SH   DFND 5 190,011 0 114,866
MASCO CORP COM 574599106 2,639 77,649 SH   DFND 1,3,5 77,649 0 0
MASCO CORP COM 574599106 2,053 60,393 SH   DFND 1,4,5 60,393 0 0
MASCO CORP COM 574599106 2,755 81,059 SH   DFND 1,5,7 81,059 0 0
MASCO CORP COM 574599106 1,647 48,450 SH   DFND 1,5,8 48,450 0 0
MASCO CORP COM 574599106 1,247 36,675 SH   DFND 5,6 36,675 0 0
MASCO CORP COM 574599106 3,026 89,036 SH   DFND 1,2,5 89,036 0 0
MASCO CORP COM 574599106 1,514 44,550 SH   DFND 5,9 44,550 0 0
MATTEL INC COM 577081102 845 33,014 SH   DFND 1,5 33,014 0 0
MATTEL INC COM 577081102 1,304 50,919 SH   DFND 5 27,713 0 23,206
MATTEL INC COM 577081102 454 17,732 SH   DFND 1,2,5 17,732 0 0
MATTEL INC COM 577081102 230 8,998 SH   DFND 5,9 8,998 0 0
MATTEL INC COM 577081102 189 7,392 SH   DFND 5,6 7,392 0 0
MATTEL INC COM 577081102 419 16,374 SH   DFND 1,5,7 16,374 0 0
MATTEL INC COM 577081102 251 9,797 SH   DFND 1,5,8 9,797 0 0
MATTEL INC COM 577081102 402 15,687 SH   DFND 1,3,5 15,687 0 0
MATTEL INC COM 577081102 311 12,139 SH   DFND 1,4,5 12,139 0 0
MCDONALDS CORP COM 580135101 1,966 15,172 SH   DFND 1,5 15,172 0 0
MCDONALDS CORP COM 580135101 2,392 18,458 SH   DFND 5 7,560 0 10,898
MCDONALDS CORP COM 580135101 996 7,688 SH   DFND 1,5,7 7,688 0 0
MCDONALDS CORP COM 580135101 450 3,472 SH   DFND 5,6 3,472 0 0
MCDONALDS CORP COM 580135101 739 5,700 SH   DFND 1,4,5 5,700 0 0
MCDONALDS CORP COM 580135101 547 4,222 SH   DFND 5,9 4,222 0 0
MCDONALDS CORP COM 580135101 955 7,365 SH   DFND 1,3,5 7,365 0 0
MCDONALDS CORP COM 580135101 596 4,598 SH   DFND 1,5,8 4,598 0 0
MCDONALDS CORP COM 580135101 1,079 8,325 SH   DFND 1,2,5 8,325 0 0
MEDTRONIC PLC SHS G5960L103 4,426 54,939 SH   DFND 1,5 54,939 0 0
MEDTRONIC PLC SHS G5960L103 6,340 78,696 SH   DFND 5 40,835 0 37,861
MEDTRONIC PLC SHS G5960L103 1,600 19,860 SH   DFND 1,4,5 19,860 0 0
MEDTRONIC PLC SHS G5960L103 2,340 29,049 SH   DFND 1,2,5 29,049 0 0
MEDTRONIC PLC SHS G5960L103 1,286 15,969 SH   DFND 1,5,8 15,969 0 0
MEDTRONIC PLC SHS G5960L103 973 12,079 SH   DFND 5,6 12,079 0 0
MEDTRONIC PLC SHS G5960L103 1,182 14,675 SH   DFND 5,9 14,675 0 0
MEDTRONIC PLC SHS G5960L103 2,062 25,590 SH   DFND 1,3,5 25,590 0 0
MEDTRONIC PLC SHS G5960L103 2,152 26,711 SH   DFND 1,5,7 26,711 0 0
METLIFE INC COM 59156R108 9,567 181,126 SH   DFND 1,5 181,126 0 0
METLIFE INC COM 59156R108 16,270 308,018 SH   DFND 5 183,647 0 124,371
METLIFE INC COM 59156R108 2,547 48,224 SH   DFND 5,9 48,224 0 0
METLIFE INC COM 59156R108 4,441 84,070 SH   DFND 1,3,5 84,070 0 0
METLIFE INC COM 59156R108 2,773 52,507 SH   DFND 1,5,8 52,507 0 0
METLIFE INC COM 59156R108 4,635 87,753 SH   DFND 1,5,7 87,753 0 0
METLIFE INC COM 59156R108 5,020 95,034 SH   DFND 1,2,5 95,034 0 0
METLIFE INC COM 59156R108 2,092 39,615 SH   DFND 5,6 39,615 0 0
METLIFE INC COM 59156R108 3,436 65,055 SH   DFND 1,4,5 65,055 0 0
MICROSOFT CORP COM 594918104 4,520 68,638 SH   DFND 1,5 68,638 0 0
MICROSOFT CORP COM 594918104 8,641 131,198 SH   DFND 5 84,401 0 46,797
MICROSOFT CORP COM 594918104 1,626 24,692 SH   DFND 1,4,5 24,692 0 0
MICROSOFT CORP COM 594918104 984 14,944 SH   DFND 5,6 14,944 0 0
MICROSOFT CORP COM 594918104 2,174 33,017 SH   DFND 1,5,7 33,017 0 0
MICROSOFT CORP COM 594918104 1,301 19,757 SH   DFND 1,5,8 19,757 0 0
MICROSOFT CORP COM 594918104 1,194 18,134 SH   DFND 5,9 18,134 0 0
MICROSOFT CORP COM 594918104 2,083 31,622 SH   DFND 1,3,5 31,622 0 0
MICROSOFT CORP COM 594918104 2,458 37,319 SH   DFND 1,2,5 37,319 0 0
MOHAWK INDS INC COM 608190104 3,996 17,414 SH   DFND 1,5 17,414 0 0
MOHAWK INDS INC COM 608190104 6,238 27,183 SH   DFND 5 14,985 0 12,198
MOHAWK INDS INC COM 608190104 1,181 5,146 SH   DFND 1,5,8 5,146 0 0
MOHAWK INDS INC COM 608190104 1,892 8,244 SH   DFND 1,3,5 8,244 0 0
MOHAWK INDS INC COM 608190104 2,139 9,320 SH   DFND 1,2,5 9,320 0 0
MOHAWK INDS INC COM 608190104 891 3,883 SH   DFND 5,6 3,883 0 0
MOHAWK INDS INC COM 608190104 1,084 4,724 SH   DFND 5,9 4,724 0 0
MOHAWK INDS INC COM 608190104 1,975 8,604 SH   DFND 1,5,7 8,604 0 0
MOHAWK INDS INC COM 608190104 1,464 6,381 SH   DFND 1,4,5 6,381 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,940 1,939,000 PRN   DFND 5 841,000 0 1,098,000
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,127 1,127,000 PRN   DFND 1,5 1,127,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,258 1,258,000 PRN   DFND 1,2,5 1,258,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 426 426,000 PRN   DFND 5,9 426,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 862 862,000 PRN   DFND 1,4,5 862,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 525 525,000 PRN   DFND 5,6 525,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 347 347,000 PRN   DFND 1,5,8 347,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 774 774,000 PRN   DFND 1,5,7 774,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 742 742,000 PRN   DFND 1,3,5 742,000 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 225 312,595 SH   DFND 5 129,389 0 183,206
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 184 255,852 SH   DFND 1,5 255,852 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 51 70,992 SH   DFND 5,9 70,992 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 106 147,074 SH   DFND 1,2,5 147,074 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 70 96,819 SH   DFND 1,4,5 96,819 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 42 58,524 SH   DFND 5,6 58,524 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 56 77,354 SH   DFND 1,5,8 77,354 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 93 129,262 SH   DFND 1,5,7 129,262 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 89 123,791 SH   DFND 1,3,5 123,791 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 250 28,230 SH   DFND 1,5 28,230 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 293 33,045 SH   DFND 5 13,666 0 19,379
NEXEO SOLUTIONS INC COM SHS 65342H102 91 10,246 SH   DFND 1,4,5 10,246 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 55 6,195 SH   DFND 5,6 6,195 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 67 7,514 SH   DFND 5,9 7,514 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 138 15,562 SH   DFND 1,2,5 15,562 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 121 13,678 SH   DFND 1,5,7 13,678 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 72 8,177 SH   DFND 1,5,8 8,177 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 116 13,099 SH   DFND 1,3,5 13,099 0 0
NORDSTROM INC COM 655664100 597 12,823 SH   DFND 5 5,252 0 7,571
NORDSTROM INC COM 655664100 491 10,539 SH   DFND 1,5 10,539 0 0
NORDSTROM INC COM 655664100 269 5,783 SH   DFND 1,2,5 5,783 0 0
NORDSTROM INC COM 655664100 112 2,411 SH   DFND 5,6 2,411 0 0
NORDSTROM INC COM 655664100 249 5,341 SH   DFND 1,5,7 5,341 0 0
NORDSTROM INC COM 655664100 137 2,932 SH   DFND 5,9 2,932 0 0
NORDSTROM INC COM 655664100 184 3,960 SH   DFND 1,4,5 3,960 0 0
NORDSTROM INC COM 655664100 149 3,195 SH   DFND 1,5,8 3,195 0 0
NORDSTROM INC COM 655664100 238 5,116 SH   DFND 1,3,5 5,116 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,229 5,168 SH   DFND 5 2,117 0 3,051
NORTHROP GRUMMAN CORP COM 666807102 1,011 4,249 SH   DFND 1,5 4,249 0 0
NORTHROP GRUMMAN CORP COM 666807102 306 1,287 SH   DFND 1,5,8 1,287 0 0
NORTHROP GRUMMAN CORP COM 666807102 490 2,062 SH   DFND 1,3,5 2,062 0 0
NORTHROP GRUMMAN CORP COM 666807102 554 2,331 SH   DFND 1,2,5 2,331 0 0
NORTHROP GRUMMAN CORP COM 666807102 231 972 SH   DFND 5,6 972 0 0
NORTHROP GRUMMAN CORP COM 666807102 281 1,182 SH   DFND 5,9 1,182 0 0
NORTHROP GRUMMAN CORP COM 666807102 512 2,153 SH   DFND 1,5,7 2,153 0 0
NORTHROP GRUMMAN CORP COM 666807102 380 1,596 SH   DFND 1,4,5 1,596 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,092 120,864 SH   DFND 5 49,808 0 71,056
NUANCE COMMUNICATIONS INC COM 67020Y100 1,790 103,391 SH   DFND 1,5 103,391 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 393 22,680 SH   DFND 5,6 22,680 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 519 29,988 SH   DFND 1,5,8 29,988 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 968 55,936 SH   DFND 1,2,5 55,936 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 647 37,401 SH   DFND 1,4,5 37,401 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 477 27,537 SH   DFND 5,9 27,537 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 831 48,021 SH   DFND 1,3,5 48,021 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 868 50,135 SH   DFND 1,5,7 50,135 0 0
NUVASIVE INC COM 670704105 3,337 44,689 SH   DFND 5 18,337 0 26,352
NUVASIVE INC COM 670704105 2,877 38,524 SH   DFND 1,5 38,524 0 0
NUVASIVE INC COM 670704105 1,503 20,132 SH   DFND 1,2,5 20,132 0 0
NUVASIVE INC COM 670704105 829 11,106 SH   DFND 1,5,8 11,106 0 0
NUVASIVE INC COM 670704105 1,387 18,578 SH   DFND 1,5,7 18,578 0 0
NUVASIVE INC COM 670704105 1,329 17,798 SH   DFND 1,3,5 17,798 0 0
NUVASIVE INC COM 670704105 627 8,397 SH   DFND 5,6 8,397 0 0
NUVASIVE INC COM 670704105 1,029 13,783 SH   DFND 1,4,5 13,783 0 0
NUVASIVE INC COM 670704105 763 10,211 SH   DFND 5,9 10,211 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,648 24,637 SH   DFND 5 13,967 0 10,670
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,159 15,411 SH   DFND 1,5 15,411 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,116 4,135 SH   DFND 5,9 4,135 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,947 7,214 SH   DFND 1,3,5 7,214 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,246 8,324 SH   DFND 1,2,5 8,324 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,032 7,529 SH   DFND 1,5,7 7,529 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 919 3,404 SH   DFND 5,6 3,404 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,216 4,507 SH   DFND 1,5,8 4,507 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,513 5,608 SH   DFND 1,4,5 5,608 0 0
OASIS PETE INC NEW COM 674215108 2,977 208,753 SH   DFND 1,5 208,753 0 0
OASIS PETE INC NEW COM 674215108 3,501 245,531 SH   DFND 5 101,495 0 144,036
OASIS PETE INC NEW COM 674215108 1,639 114,912 SH   DFND 1,2,5 114,912 0 0
OASIS PETE INC NEW COM 674215108 1,388 97,328 SH   DFND 1,3,5 97,328 0 0
OASIS PETE INC NEW COM 674215108 867 60,809 SH   DFND 1,5,8 60,809 0 0
OASIS PETE INC NEW COM 674215108 1,084 76,019 SH   DFND 1,4,5 76,019 0 0
OASIS PETE INC NEW COM 674215108 1,449 101,623 SH   DFND 1,5,7 101,623 0 0
OASIS PETE INC NEW COM 674215108 796 55,813 SH   DFND 5,9 55,813 0 0
OASIS PETE INC NEW COM 674215108 656 45,997 SH   DFND 5,6 45,997 0 0
PARKER HANNIFIN CORP COM 701094104 1,397 8,712 SH   DFND 1,5 8,712 0 0
PARKER HANNIFIN CORP COM 701094104 3,853 24,033 SH   DFND 5 18,391 0 5,642
PARKER HANNIFIN CORP COM 701094104 288 1,798 SH   DFND 5,6 1,798 0 0
PARKER HANNIFIN CORP COM 701094104 351 2,188 SH   DFND 5,9 2,188 0 0
PARKER HANNIFIN CORP COM 701094104 638 3,980 SH   DFND 1,5,7 3,980 0 0
PARKER HANNIFIN CORP COM 701094104 474 2,959 SH   DFND 1,4,5 2,959 0 0
PARKER HANNIFIN CORP COM 701094104 382 2,381 SH   DFND 1,5,8 2,381 0 0
PARKER HANNIFIN CORP COM 701094104 611 3,814 SH   DFND 1,3,5 3,814 0 0
PARKER HANNIFIN CORP COM 701094104 697 4,345 SH   DFND 1,2,5 4,345 0 0
PARSLEY ENERGY INC CL A 701877102 5,057 155,556 SH   DFND 1,5 155,556 0 0
PARSLEY ENERGY INC CL A 701877102 8,499 261,421 SH   DFND 5 154,877 0 106,544
PARSLEY ENERGY INC CL A 701877102 1,826 56,160 SH   DFND 1,4,5 56,160 0 0
PARSLEY ENERGY INC CL A 701877102 1,462 44,976 SH   DFND 1,5,8 44,976 0 0
PARSLEY ENERGY INC CL A 701877102 2,444 75,170 SH   DFND 1,5,7 75,170 0 0
PARSLEY ENERGY INC CL A 701877102 2,747 84,488 SH   DFND 1,2,5 84,488 0 0
PARSLEY ENERGY INC CL A 701877102 1,342 41,285 SH   DFND 5,9 41,285 0 0
PARSLEY ENERGY INC CL A 701877102 1,106 34,013 SH   DFND 5,6 34,013 0 0
PARSLEY ENERGY INC CL A 701877102 2,341 71,995 SH   DFND 1,3,5 71,995 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 5,449 5,502,000 PRN   DFND 5 5,502,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 6,455 6,517,000 PRN   DFND 1,5 6,517,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 4,141 4,181,000 PRN   DFND 1,3,5 4,181,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 6,420 6,482,000 PRN   DFND 1,4,5 6,482,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 2,870 2,898,000 PRN   DFND 5,6 2,898,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 2,315 2,337,000 PRN   DFND 5,9 2,337,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 1,936 1,955,000 PRN   DFND 1,5,8 1,955,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 4,319 4,361,000 PRN   DFND 1,5,7 4,361,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 9,515 9,607,000 PRN   DFND 1,2,5 9,607,000 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,648 28,472 SH   DFND 1,5 28,472 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,990 34,396 SH   DFND 5 14,102 0 20,294
PINNACLE FOODS INC DEL COM 72348P104 374 6,465 SH   DFND 5,6 6,465 0 0
PINNACLE FOODS INC DEL COM 72348P104 455 7,864 SH   DFND 5,9 7,864 0 0
PINNACLE FOODS INC DEL COM 72348P104 496 8,564 SH   DFND 1,5,8 8,564 0 0
PINNACLE FOODS INC DEL COM 72348P104 897 15,505 SH   DFND 1,2,5 15,505 0 0
PINNACLE FOODS INC DEL COM 72348P104 614 10,615 SH   DFND 1,4,5 10,615 0 0
PINNACLE FOODS INC DEL COM 72348P104 794 13,717 SH   DFND 1,3,5 13,717 0 0
PINNACLE FOODS INC DEL COM 72348P104 829 14,317 SH   DFND 1,5,7 14,317 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 433 33,284 SH   DFND 1,5 33,284 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 527 40,495 SH   DFND 5 16,586 0 23,909
PLATFORM SPECIALTY PRODS COR COM 72766Q105 121 9,264 SH   DFND 5,9 9,264 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 163 12,506 SH   DFND 1,4,5 12,506 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 99 7,619 SH   DFND 5,6 7,619 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 238 18,265 SH   DFND 1,2,5 18,265 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 220 16,866 SH   DFND 1,5,7 16,866 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 210 16,159 SH   DFND 1,3,5 16,159 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 131 10,087 SH   DFND 1,5,8 10,087 0 0
POST HLDGS INC COM 737446104 6,158 70,359 SH   DFND 5 28,927 0 41,432
POST HLDGS INC COM 737446104 5,281 60,343 SH   DFND 1,5 60,343 0 0
POST HLDGS INC COM 737446104 2,559 29,244 SH   DFND 1,5,7 29,244 0 0
POST HLDGS INC COM 737446104 1,158 13,228 SH   DFND 5,6 13,228 0 0
POST HLDGS INC COM 737446104 1,530 17,481 SH   DFND 1,5,8 17,481 0 0
POST HLDGS INC COM 737446104 2,452 28,017 SH   DFND 1,3,5 28,017 0 0
POST HLDGS INC COM 737446104 1,906 21,774 SH   DFND 1,4,5 21,774 0 0
POST HLDGS INC COM 737446104 1,406 16,063 SH   DFND 5,9 16,063 0 0
POST HLDGS INC COM 737446104 2,787 31,843 SH   DFND 1,2,5 31,843 0 0
PRAXAIR INC COM 74005P104 5,821 49,081 SH   DFND 1,5 49,081 0 0
PRAXAIR INC COM 74005P104 9,677 81,591 SH   DFND 5 47,671 0 33,920
PRAXAIR INC COM 74005P104 1,696 14,298 SH   DFND 1,5,8 14,298 0 0
PRAXAIR INC COM 74005P104 3,073 25,909 SH   DFND 1,2,5 25,909 0 0
PRAXAIR INC COM 74005P104 1,282 10,809 SH   DFND 5,6 10,809 0 0
PRAXAIR INC COM 74005P104 2,104 17,742 SH   DFND 1,4,5 17,742 0 0
PRAXAIR INC COM 74005P104 1,559 13,143 SH   DFND 5,9 13,143 0 0
PRAXAIR INC COM 74005P104 2,836 23,915 SH   DFND 1,5,7 23,915 0 0
PRAXAIR INC COM 74005P104 2,717 22,911 SH   DFND 1,3,5 22,911 0 0
PROCTER AND GAMBLE CO COM 742718109 1,106 12,305 SH   DFND 5 5,040 0 7,265
PROCTER AND GAMBLE CO COM 742718109 909 10,115 SH   DFND 1,5 10,115 0 0
PROCTER AND GAMBLE CO COM 742718109 460 5,125 SH   DFND 1,5,7 5,125 0 0
PROCTER AND GAMBLE CO COM 742718109 208 2,315 SH   DFND 5,6 2,315 0 0
PROCTER AND GAMBLE CO COM 742718109 441 4,910 SH   DFND 1,3,5 4,910 0 0
PROCTER AND GAMBLE CO COM 742718109 499 5,550 SH   DFND 1,2,5 5,550 0 0
PROCTER AND GAMBLE CO COM 742718109 341 3,800 SH   DFND 1,4,5 3,800 0 0
PROCTER AND GAMBLE CO COM 742718109 275 3,065 SH   DFND 1,5,8 3,065 0 0
PROCTER AND GAMBLE CO COM 742718109 253 2,815 SH   DFND 5,9 2,815 0 0
RANGE RES CORP COM 75281A109 243 8,366 SH   DFND 5 3,427 0 4,939
RANGE RES CORP COM 75281A109 200 6,877 SH   DFND 1,5 6,877 0 0
RANGE RES CORP COM 75281A109 97 3,338 SH   DFND 1,3,5 3,338 0 0
RANGE RES CORP COM 75281A109 75 2,584 SH   DFND 1,4,5 2,584 0 0
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RANGE RES CORP COM 75281A109 110 3,773 SH   DFND 1,2,5 3,773 0 0
RANGE RES CORP COM 75281A109 46 1,574 SH   DFND 5,6 1,574 0 0
RANGE RES CORP COM 75281A109 56 1,914 SH   DFND 5,9 1,914 0 0
RAYTHEON CO COM NEW 755111507 1,448 9,498 SH   DFND 1,5 9,498 0 0
RAYTHEON CO COM NEW 755111507 1,762 11,554 SH   DFND 5 4,733 0 6,821
RAYTHEON CO COM NEW 755111507 703 4,611 SH   DFND 1,3,5 4,611 0 0
RAYTHEON CO COM NEW 755111507 795 5,211 SH   DFND 1,2,5 5,211 0 0
RAYTHEON CO COM NEW 755111507 439 2,878 SH   DFND 1,5,8 2,878 0 0
RAYTHEON CO COM NEW 755111507 403 2,644 SH   DFND 5,9 2,644 0 0
RAYTHEON CO COM NEW 755111507 734 4,812 SH   DFND 1,5,7 4,812 0 0
RAYTHEON CO COM NEW 755111507 544 3,568 SH   DFND 1,4,5 3,568 0 0
RAYTHEON CO COM NEW 755111507 332 2,174 SH   DFND 5,6 2,174 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 360 6,163 SH   DFND 5 2,531 0 3,632
RED ROBIN GOURMET BURGERS IN COM 75689M101 316 5,401 SH   DFND 1,5 5,401 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 82 1,408 SH   DFND 5,9 1,408 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 150 2,560 SH   DFND 1,5,7 2,560 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 68 1,158 SH   DFND 5,6 1,158 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 143 2,452 SH   DFND 1,3,5 2,452 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 162 2,774 SH   DFND 1,2,5 2,774 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 111 1,900 SH   DFND 1,4,5 1,900 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 89 1,530 SH   DFND 1,5,8 1,530 0 0
RED ROCK RESORTS INC CL A 75700L108 8,461 381,455 SH   DFND 5 156,240 0 225,215
RED ROCK RESORTS INC CL A 75700L108 7,220 325,536 SH   DFND 1,5 325,536 0 0
RED ROCK RESORTS INC CL A 75700L108 1,936 87,265 SH   DFND 5,9 87,265 0 0
RED ROCK RESORTS INC CL A 75700L108 1,592 71,765 SH   DFND 5,6 71,765 0 0
RED ROCK RESORTS INC CL A 75700L108 2,107 95,015 SH   DFND 1,5,8 95,015 0 0
RED ROCK RESORTS INC CL A 75700L108 2,613 117,800 SH   DFND 1,4,5 117,800 0 0
RED ROCK RESORTS INC CL A 75700L108 3,816 172,050 SH   DFND 1,2,5 172,050 0 0
RED ROCK RESORTS INC CL A 75700L108 3,376 152,210 SH   DFND 1,3,5 152,210 0 0
RED ROCK RESORTS INC CL A 75700L108 3,524 158,875 SH   DFND 1,5,7 158,875 0 0
ROSS STORES INC COM 778296103 811 12,305 SH   DFND 5 5,040 0 7,265
ROSS STORES INC COM 778296103 666 10,115 SH   DFND 1,5 10,115 0 0
ROSS STORES INC COM 778296103 338 5,125 SH   DFND 1,5,7 5,125 0 0
ROSS STORES INC COM 778296103 152 2,315 SH   DFND 5,6 2,315 0 0
ROSS STORES INC COM 778296103 323 4,910 SH   DFND 1,3,5 4,910 0 0
ROSS STORES INC COM 778296103 366 5,550 SH   DFND 1,2,5 5,550 0 0
ROSS STORES INC COM 778296103 250 3,800 SH   DFND 1,4,5 3,800 0 0
ROSS STORES INC COM 778296103 202 3,065 SH   DFND 1,5,8 3,065 0 0
ROSS STORES INC COM 778296103 185 2,815 SH   DFND 5,9 2,815 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 583 4,843 SH   DFND 1,5 4,843 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,385 11,505 SH   DFND 5 8,384 0 3,121
SBA COMMUNICATIONS CORP NEW CL A 78410G104 120 994 SH   DFND 5,6 994 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 265 2,202 SH   DFND 1,5,7 2,202 0 0
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SBA COMMUNICATIONS CORP NEW CL A 78410G104 197 1,633 SH   DFND 1,4,5 1,633 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 159 1,317 SH   DFND 1,5,8 1,317 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 287 2,385 SH   DFND 1,2,5 2,385 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 146 1,210 SH   DFND 5,9 1,210 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 1,411 1,457,000 PRN   DFND 5 680,000 0 777,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 796 822,000 PRN   DFND 1,5 822,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 330 341,000 PRN   DFND 5,6 341,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 510 527,000 PRN   DFND 1,3,5 527,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 1,174 1,212,000 PRN   DFND 1,2,5 1,212,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 267 276,000 PRN   DFND 5,9 276,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 792 818,000 PRN   DFND 1,4,5 818,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 239 247,000 PRN   DFND 1,5,8 247,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 533 550,000 PRN   DFND 1,5,7 550,000 0 0
SLM CORP COM 78442P106 782 64,617 SH   DFND 1,5 64,617 0 0
SLM CORP COM 78442P106 1,692 139,795 SH   DFND 5 97,583 0 42,212
SLM CORP COM 78442P106 267 22,080 SH   DFND 1,4,5 22,080 0 0
SLM CORP COM 78442P106 345 28,537 SH   DFND 1,3,5 28,537 0 0
SLM CORP COM 78442P106 163 13,443 SH   DFND 5,6 13,443 0 0
SLM CORP COM 78442P106 198 16,373 SH   DFND 5,9 16,373 0 0
SLM CORP COM 78442P106 360 29,787 SH   DFND 1,5,7 29,787 0 0
SLM CORP COM 78442P106 216 17,827 SH   DFND 1,5,8 17,827 0 0
SLM CORP COM 78442P106 390 32,259 SH   DFND 1,2,5 32,259 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,255 1,408,000 PRN   DFND 1,5 1,408,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 2,165 2,428,000 PRN   DFND 5 1,056,000 0 1,372,000
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 585 656,000 PRN   DFND 5,6 656,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 960 1,077,000 PRN   DFND 1,4,5 1,077,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 474 532,000 PRN   DFND 5,9 532,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 387 434,000 PRN   DFND 1,5,8 434,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 826 926,000 PRN   DFND 1,3,5 926,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,401 1,572,000 PRN   DFND 1,2,5 1,572,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 862 967,000 PRN   DFND 1,5,7 967,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 4,258 4,412,000 PRN   DFND 5 1,915,000 0 2,497,000
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 2,476 2,566,000 PRN   DFND 1,5 2,566,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 1,152 1,194,000 PRN   DFND 5,6 1,194,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 1,891 1,960,000 PRN   DFND 1,4,5 1,960,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 934 968,000 PRN   DFND 5,9 968,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 1,700 1,762,000 PRN   DFND 1,5,7 1,762,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 1,628 1,687,000 PRN   DFND 1,3,5 1,687,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 762 790,000 PRN   DFND 1,5,8 790,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 2,761 2,861,000 PRN   DFND 1,2,5 2,861,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 14,075 1,722,781 SH   DFND 5 1,009,460 0 713,321
SOUTHWESTERN ENERGY CO COM 845467109 8,457 1,035,110 SH   DFND 1,5 1,035,110 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,056 374,085 SH   DFND 1,4,5 374,085 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,110 503,056 SH   DFND 1,5,7 503,056 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,258 276,435 SH   DFND 5,9 276,435 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,858 227,467 SH   DFND 5,6 227,467 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,458 300,899 SH   DFND 1,5,8 300,899 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,937 481,898 SH   DFND 1,3,5 481,898 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,505 551,383 SH   DFND 1,2,5 551,383 0 0
SYMANTEC CORP COM 871503108 3,411 111,193 SH   DFND 1,5 111,193 0 0
SYMANTEC CORP COM 871503108 5,343 174,164 SH   DFND 5 94,398 0 79,766
SYMANTEC CORP COM 871503108 948 30,908 SH   DFND 5,9 30,908 0 0
SYMANTEC CORP COM 871503108 1,653 53,872 SH   DFND 1,3,5 53,872 0 0
SYMANTEC CORP COM 871503108 781 25,444 SH   DFND 5,6 25,444 0 0
SYMANTEC CORP COM 871503108 1,725 56,241 SH   DFND 1,5,7 56,241 0 0
SYMANTEC CORP COM 871503108 1,909 62,230 SH   DFND 1,2,5 62,230 0 0
SYMANTEC CORP COM 871503108 1,286 41,902 SH   DFND 1,4,5 41,902 0 0
SYMANTEC CORP COM 871503108 1,032 33,631 SH   DFND 1,5,8 33,631 0 0
SYNCHRONY FINL COM 87165B103 2,377 69,302 SH   DFND 5 28,385 0 40,917
SYNCHRONY FINL COM 87165B103 1,954 56,967 SH   DFND 1,5 56,967 0 0
SYNCHRONY FINL COM 87165B103 990 28,864 SH   DFND 1,5,7 28,864 0 0
SYNCHRONY FINL COM 87165B103 447 13,038 SH   DFND 5,6 13,038 0 0
SYNCHRONY FINL COM 87165B103 544 15,854 SH   DFND 5,9 15,854 0 0
SYNCHRONY FINL COM 87165B103 948 27,653 SH   DFND 1,3,5 27,653 0 0
SYNCHRONY FINL COM 87165B103 1,072 31,258 SH   DFND 1,2,5 31,258 0 0
SYNCHRONY FINL COM 87165B103 592 17,262 SH   DFND 1,5,8 17,262 0 0
SYNCHRONY FINL COM 87165B103 734 21,402 SH   DFND 1,4,5 21,402 0 0
T MOBILE US INC COM 872590104 7,996 123,798 SH   DFND 5 69,947 0 53,851
T MOBILE US INC COM 872590104 5,026 77,807 SH   DFND 1,5 77,807 0 0
T MOBILE US INC COM 872590104 1,824 28,237 SH   DFND 1,4,5 28,237 0 0
T MOBILE US INC COM 872590104 1,109 17,169 SH   DFND 5,6 17,169 0 0
T MOBILE US INC COM 872590104 1,348 20,874 SH   DFND 5,9 20,874 0 0
T MOBILE US INC COM 872590104 2,454 37,989 SH   DFND 1,5,7 37,989 0 0
T MOBILE US INC COM 872590104 1,468 22,731 SH   DFND 1,5,8 22,731 0 0
T MOBILE US INC COM 872590104 2,686 41,591 SH   DFND 1,2,5 41,591 0 0
T MOBILE US INC COM 872590104 2,350 36,391 SH   DFND 1,3,5 36,391 0 0
TECH DATA CORP COM 878237106 1,617 17,224 SH   DFND 5 7,082 0 10,142
TECH DATA CORP COM 878237106 1,385 14,747 SH   DFND 1,5 14,747 0 0
TECH DATA CORP COM 878237106 304 3,235 SH   DFND 5,6 3,235 0 0
TECH DATA CORP COM 878237106 369 3,930 SH   DFND 5,9 3,930 0 0
TECH DATA CORP COM 878237106 402 4,278 SH   DFND 1,5,8 4,278 0 0
TECH DATA CORP COM 878237106 739 7,871 SH   DFND 1,2,5 7,871 0 0
TECH DATA CORP COM 878237106 643 6,852 SH   DFND 1,3,5 6,852 0 0
TECH DATA CORP COM 878237106 500 5,322 SH   DFND 1,4,5 5,322 0 0
TECH DATA CORP COM 878237106 672 7,153 SH   DFND 1,5,7 7,153 0 0
TESORO CORP COM 881609101 5,035 62,113 SH   DFND 1,5 62,113 0 0
TESORO CORP COM 881609101 8,461 104,375 SH   DFND 5 61,541 0 42,834
TESORO CORP COM 881609101 1,465 18,076 SH   DFND 1,5,8 18,076 0 0
TESORO CORP COM 881609101 1,824 22,496 SH   DFND 1,4,5 22,496 0 0
TESORO CORP COM 881609101 1,346 16,601 SH   DFND 5,9 16,601 0 0
TESORO CORP COM 881609101 2,706 33,380 SH   DFND 1,2,5 33,380 0 0
TESORO CORP COM 881609101 1,107 13,661 SH   DFND 5,6 13,661 0 0
TESORO CORP COM 881609101 2,346 28,943 SH   DFND 1,3,5 28,943 0 0
TESORO CORP COM 881609101 2,449 30,215 SH   DFND 1,5,7 30,215 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 1,447 1,511,000 PRN   DFND 1,5 1,511,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 2,500 2,610,000 PRN   DFND 5 1,144,000 0 1,466,000
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 1,134 1,184,000 PRN   DFND 1,4,5 1,184,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 949 991,000 PRN   DFND 1,3,5 991,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 673 703,000 PRN   DFND 5,6 703,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 443 463,000 PRN   DFND 1,5,8 463,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 544 568,000 PRN   DFND 5,9 568,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 1,852 1,934,000 PRN   DFND 1,2,5 1,934,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 991 1,035,000 PRN   DFND 1,5,7 1,035,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 597 602,000 PRN   DFND 5 111,000 0 491,000
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 513 518,000 PRN   DFND 1,5 518,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 155 156,000 PRN   DFND 1,5,8 156,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 330 333,000 PRN   DFND 1,3,5 333,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 513 517,000 PRN   DFND 1,4,5 517,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 618 623,000 PRN   DFND 1,2,5 623,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 235 237,000 PRN   DFND 5,6 237,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 345 348,000 PRN   DFND 1,5,7 348,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 189 191,000 PRN   DFND 5,9 191,000 0 0
TREEHOUSE FOODS INC COM 89469A104 521 6,153 SH   DFND 5 2,520 0 3,633
TREEHOUSE FOODS INC COM 89469A104 428 5,057 SH   DFND 1,5 5,057 0 0
TREEHOUSE FOODS INC COM 89469A104 217 2,563 SH   DFND 1,5,7 2,563 0 0
TREEHOUSE FOODS INC COM 89469A104 98 1,157 SH   DFND 5,6 1,157 0 0
TREEHOUSE FOODS INC COM 89469A104 208 2,455 SH   DFND 1,3,5 2,455 0 0
TREEHOUSE FOODS INC COM 89469A104 235 2,775 SH   DFND 1,2,5 2,775 0 0
TREEHOUSE FOODS INC COM 89469A104 161 1,900 SH   DFND 1,4,5 1,900 0 0
TREEHOUSE FOODS INC COM 89469A104 130 1,533 SH   DFND 1,5,8 1,533 0 0
TREEHOUSE FOODS INC COM 89469A104 119 1,407 SH   DFND 5,9 1,407 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 5,863 6,245,000 PRN   DFND 1,5 6,245,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,701 7,137,000 PRN   DFND 5 1,243,000 0 5,894,000
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,743 1,856,000 PRN   DFND 1,5,8 1,856,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 8,489 9,042,000 PRN   DFND 1,2,5 9,042,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,744 3,988,000 PRN   DFND 1,3,5 3,988,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,160 6,561,000 PRN   DFND 1,4,5 6,561,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,995 2,125,000 PRN   DFND 5,9 2,125,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,470 2,631,000 PRN   DFND 5,6 2,631,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,910 4,165,000 PRN   DFND 1,5,7 4,165,000 0 0
VERSUM MATLS INC COM 92532W103 2,723 89,001 SH   DFND 1,5 89,001 0 0
VERSUM MATLS INC COM 92532W103 3,188 104,175 SH   DFND 5 42,729 0 61,446
VERSUM MATLS INC COM 92532W103 1,325 43,312 SH   DFND 1,5,7 43,312 0 0
VERSUM MATLS INC COM 92532W103 729 23,808 SH   DFND 5,9 23,808 0 0
VERSUM MATLS INC COM 92532W103 792 25,889 SH   DFND 1,5,8 25,889 0 0
VERSUM MATLS INC COM 92532W103 1,436 46,940 SH   DFND 1,2,5 46,940 0 0
VERSUM MATLS INC COM 92532W103 1,270 41,493 SH   DFND 1,3,5 41,493 0 0
VERSUM MATLS INC COM 92532W103 599 19,579 SH   DFND 5,6 19,579 0 0
VERSUM MATLS INC COM 92532W103 983 32,139 SH   DFND 1,4,5 32,139 0 0
VISA INC COM CL A 92826C839 8,215 92,439 SH   DFND 5 56,049 0 36,390
VISA INC COM CL A 92826C839 4,760 53,557 SH   DFND 1,5 53,557 0 0
VISA INC COM CL A 92826C839 2,563 28,840 SH   DFND 1,2,5 28,840 0 0
VISA INC COM CL A 92826C839 1,705 19,180 SH   DFND 1,4,5 19,180 0 0
VISA INC COM CL A 92826C839 1,365 15,361 SH   DFND 1,5,8 15,361 0 0
VISA INC COM CL A 92826C839 2,185 24,590 SH   DFND 1,3,5 24,590 0 0
VISA INC COM CL A 92826C839 2,282 25,674 SH   DFND 1,5,7 25,674 0 0
VISA INC COM CL A 92826C839 1,253 14,101 SH   DFND 5,9 14,101 0 0
VISA INC COM CL A 92826C839 1,032 11,617 SH   DFND 5,6 11,617 0 0
WASTE CONNECTIONS INC COM 94106B101 8,463 95,936 SH   DFND 1,5 95,936 0 0
WASTE CONNECTIONS INC COM 94106B101 15,563 176,411 SH   DFND 5 111,082 0 65,329
WASTE CONNECTIONS INC COM 94106B101 1,839 20,840 SH   DFND 5,6 20,840 0 0
WASTE CONNECTIONS INC COM 94106B101 2,233 25,316 SH   DFND 5,9 25,316 0 0
WASTE CONNECTIONS INC COM 94106B101 4,503 51,048 SH   DFND 1,2,5 51,048 0 0
WASTE CONNECTIONS INC COM 94106B101 4,065 46,082 SH   DFND 1,5,7 46,082 0 0
WASTE CONNECTIONS INC COM 94106B101 2,432 27,565 SH   DFND 1,5,8 27,565 0 0
WASTE CONNECTIONS INC COM 94106B101 3,894 44,140 SH   DFND 1,3,5 44,140 0 0
WASTE CONNECTIONS INC COM 94106B101 3,029 34,333 SH   DFND 1,4,5 34,333 0 0
WESCO INTL INC COM 95082P105 2,026 29,129 SH   DFND 1,5 29,129 0 0
WESCO INTL INC COM 95082P105 2,394 34,419 SH   DFND 5 14,158 0 20,261
WESCO INTL INC COM 95082P105 449 6,452 SH   DFND 5,6 6,452 0 0
WESCO INTL INC COM 95082P105 546 7,856 SH   DFND 5,9 7,856 0 0
WESCO INTL INC COM 95082P105 737 10,598 SH   DFND 1,4,5 10,598 0 0
WESCO INTL INC COM 95082P105 994 14,296 SH   DFND 1,5,7 14,296 0 0
WESCO INTL INC COM 95082P105 1,077 15,483 SH   DFND 1,2,5 15,483 0 0
WESCO INTL INC COM 95082P105 595 8,555 SH   DFND 1,5,8 8,555 0 0
WESCO INTL INC COM 95082P105 953 13,697 SH   DFND 1,3,5 13,697 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,855 128,786 SH   DFND 5 78,524 0 50,262
WYNDHAM WORLDWIDE CORP COM 98310W108 6,206 73,624 SH   DFND 1,5 73,624 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,787 21,196 SH   DFND 1,5,8 21,196 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,263 38,712 SH   DFND 1,2,5 38,712 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,352 16,041 SH   DFND 5,6 16,041 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,864 33,973 SH   DFND 1,3,5 33,973 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,643 19,487 SH   DFND 5,9 19,487 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,226 26,403 SH   DFND 1,4,5 26,403 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,989 35,463 SH   DFND 1,5,7 35,463 0 0
XPO LOGISTICS INC COM 983793100 9,695 202,437 SH   DFND 5 116,931 0 85,506
XPO LOGISTICS INC COM 983793100 5,922 123,662 SH   DFND 1,5 123,662 0 0
XPO LOGISTICS INC COM 983793100 2,888 60,313 SH   DFND 1,5,7 60,313 0 0
XPO LOGISTICS INC COM 983793100 2,767 57,779 SH   DFND 1,3,5 57,779 0 0
XPO LOGISTICS INC COM 983793100 1,306 27,262 SH   DFND 5,6 27,262 0 0
XPO LOGISTICS INC COM 983793100 1,588 33,149 SH   DFND 5,9 33,149 0 0
XPO LOGISTICS INC COM 983793100 1,727 36,069 SH   DFND 1,5,8 36,069 0 0
XPO LOGISTICS INC COM 983793100 3,133 65,422 SH   DFND 1,2,5 65,422 0 0
XPO LOGISTICS INC COM 983793100 2,145 44,783 SH   DFND 1,4,5 44,783 0 0
XYLEM INC COM 98419M100 111 2,210 SH   DFND 5 907 0 1,303
XYLEM INC COM 98419M100 115 2,282 SH   DFND 1,5 2,282 0 0
XYLEM INC COM 98419M100 21 417 SH   DFND 5,6 417 0 0
XYLEM INC COM 98419M100 50 998 SH   DFND 1,2,5 998 0 0
XYLEM INC COM 98419M100 28 552 SH   DFND 1,5,8 552 0 0
XYLEM INC COM 98419M100 34 683 SH   DFND 1,4,5 683 0 0
XYLEM INC COM 98419M100 44 883 SH   DFND 1,3,5 883 0 0
XYLEM INC COM 98419M100 25 507 SH   DFND 5,9 507 0 0
XYLEM INC COM 98419M100 46 922 SH   DFND 1,5,7 922 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 775 810,000 PRN   DFND 1,5 810,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 902 942,000 PRN   DFND 5 174,000 0 768,000
YANDEX NV NOTE 1.125%12/1 98474TAB3 354 370,000 PRN   DFND 5,6 370,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 519 542,000 PRN   DFND 1,5,7 542,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 497 519,000 PRN   DFND 1,3,5 519,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 232 242,000 PRN   DFND 1,5,8 242,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 284 297,000 PRN   DFND 5,9 297,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 930 972,000 PRN   DFND 1,2,5 972,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 771 806,000 PRN   DFND 1,4,5 806,000 0 0
YUM BRANDS INC COM 988498101 409 6,403 SH   DFND 5 2,623 0 3,780
YUM BRANDS INC COM 988498101 336 5,263 SH   DFND 1,5 5,263 0 0
YUM BRANDS INC COM 988498101 185 2,888 SH   DFND 1,2,5 2,888 0 0
YUM BRANDS INC COM 988498101 77 1,205 SH   DFND 5,6 1,205 0 0
YUM BRANDS INC COM 988498101 170 2,667 SH   DFND 1,5,7 2,667 0 0
YUM BRANDS INC COM 988498101 94 1,465 SH   DFND 5,9 1,465 0 0
YUM BRANDS INC COM 988498101 126 1,977 SH   DFND 1,4,5 1,977 0 0
YUM BRANDS INC COM 988498101 102 1,595 SH   DFND 1,5,8 1,595 0 0
YUM BRANDS INC COM 988498101 163 2,555 SH   DFND 1,3,5 2,555 0 0