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
ACTIVISION BLIZZARD INC COM 00507V109 3,020 52,458 SH   DFND 5 21,084 0 31,374
ACTIVISION BLIZZARD INC COM 00507V109 2,519 43,758 SH   DFND 1,5 43,758 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,325 23,016 SH   DFND 1,2,5 23,016 0 0
ACTIVISION BLIZZARD INC COM 00507V109 699 12,138 SH   DFND 5,9 12,138 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,223 21,252 SH   DFND 1,3,5 21,252 0 0
ACTIVISION BLIZZARD INC COM 00507V109 759 13,188 SH   DFND 1,5,8 13,188 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,278 22,197 SH   DFND 1,5,7 22,197 0 0
ACTIVISION BLIZZARD INC COM 00507V109 797 13,839 SH   DFND 1,4,5 13,839 0 0
ACTIVISION BLIZZARD INC COM 00507V109 516 8,967 SH   DFND 5,6 8,967 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 3,398 149,511 SH   DFND 5 60,221 0 89,290
ADVANCED DISP SVCS INC DEL COM 00790X101 2,899 127,547 SH   DFND 1,5 127,547 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,375 60,473 SH   DFND 1,3,5 60,473 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,504 66,184 SH   DFND 1,2,5 66,184 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 785 34,524 SH   DFND 5,9 34,524 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 895 39,373 SH   DFND 1,4,5 39,373 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 853 37,542 SH   DFND 1,5,8 37,542 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 580 25,511 SH   DFND 5,6 25,511 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,436 63,167 SH   DFND 1,5,7 63,167 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 1,786 1,832,000 PRN   DFND 1,5 1,832,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 2,792 2,864,000 PRN   DFND 5 1,446,000 0 1,418,000
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 732 751,000 PRN   DFND 5,9 751,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 597 612,000 PRN   DFND 1,5,8 612,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 1,339 1,373,000 PRN   DFND 1,5,7 1,373,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 1,252 1,284,000 PRN   DFND 1,4,5 1,284,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 1,282 1,315,000 PRN   DFND 1,3,5 1,315,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 812 833,000 PRN   DFND 5,6 833,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 2,083 2,136,000 PRN   DFND 1,2,5 2,136,000 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 303 51,802 SH   DFND 1,5 51,802 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 356 60,771 SH   DFND 5 24,546 0 36,225
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 93 15,972 SH   DFND 1,4,5 15,972 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 89 15,232 SH   DFND 1,5,8 15,232 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 144 24,536 SH   DFND 1,3,5 24,536 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 150 25,618 SH   DFND 1,5,7 25,618 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 61 10,349 SH   DFND 5,6 10,349 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 82 14,005 SH   DFND 5,9 14,005 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 157 26,903 SH   DFND 1,2,5 26,903 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 4,873 94,720 SH   DFND 5 38,178 0 56,542
AGIOS PHARMACEUTICALS INC COM 00847X104 4,150 80,659 SH   DFND 1,5 80,659 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,223 23,773 SH   DFND 1,5,8 23,773 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,283 24,929 SH   DFND 1,4,5 24,929 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 2,058 39,994 SH   DFND 1,5,7 39,994 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 2,159 41,971 SH   DFND 1,2,5 41,971 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,970 38,291 SH   DFND 1,3,5 38,291 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,125 21,858 SH   DFND 5,9 21,858 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 831 16,153 SH   DFND 5,6 16,153 0 0
AIR PRODS & CHEMS INC COM 009158106 6,093 42,593 SH   DFND 1,5 42,593 0 0
AIR PRODS & CHEMS INC COM 009158106 12,694 88,729 SH   DFND 5 58,944 0 29,785
AIR PRODS & CHEMS INC COM 009158106 1,217 8,508 SH   DFND 5,6 8,508 0 0
AIR PRODS & CHEMS INC COM 009158106 3,013 21,061 SH   DFND 1,5,7 21,061 0 0
AIR PRODS & CHEMS INC COM 009158106 2,887 20,177 SH   DFND 1,3,5 20,177 0 0
AIR PRODS & CHEMS INC COM 009158106 3,182 22,241 SH   DFND 1,2,5 22,241 0 0
AIR PRODS & CHEMS INC COM 009158106 1,792 12,529 SH   DFND 1,5,8 12,529 0 0
AIR PRODS & CHEMS INC COM 009158106 1,647 11,513 SH   DFND 5,9 11,513 0 0
AIR PRODS & CHEMS INC COM 009158106 1,879 13,133 SH   DFND 1,4,5 13,133 0 0
ALCOA CORP COM 013872106 3,193 97,785 SH   DFND 1,5 97,785 0 0
ALCOA CORP COM 013872106 6,277 192,247 SH   DFND 5 123,868 0 68,379
ALCOA CORP COM 013872106 638 19,532 SH   DFND 5,6 19,532 0 0
ALCOA CORP COM 013872106 1,512 46,313 SH   DFND 1,3,5 46,313 0 0
ALCOA CORP COM 013872106 1,662 50,913 SH   DFND 1,2,5 50,913 0 0
ALCOA CORP COM 013872106 984 30,146 SH   DFND 1,4,5 30,146 0 0
ALCOA CORP COM 013872106 863 26,430 SH   DFND 5,9 26,430 0 0
ALCOA CORP COM 013872106 1,579 48,357 SH   DFND 1,5,7 48,357 0 0
ALCOA CORP COM 013872106 939 28,755 SH   DFND 1,5,8 28,755 0 0
ALPHABET INC CAP STK CL A 02079K305 7,508 8,076 SH   DFND 1,5 8,076 0 0
ALPHABET INC CAP STK CL A 02079K305 14,206 15,281 SH   DFND 5 9,613 0 5,668
ALPHABET INC CAP STK CL A 02079K305 3,575 3,845 SH   DFND 1,3,5 3,845 0 0
ALPHABET INC CAP STK CL A 02079K305 2,040 2,194 SH   DFND 5,9 2,194 0 0
ALPHABET INC CAP STK CL A 02079K305 1,507 1,621 SH   DFND 5,6 1,621 0 0
ALPHABET INC CAP STK CL A 02079K305 3,734 4,016 SH   DFND 1,5,7 4,016 0 0
ALPHABET INC CAP STK CL A 02079K305 3,922 4,219 SH   DFND 1,2,5 4,219 0 0
ALPHABET INC CAP STK CL A 02079K305 2,327 2,503 SH   DFND 1,4,5 2,503 0 0
ALPHABET INC CAP STK CL A 02079K305 2,220 2,388 SH   DFND 1,5,8 2,388 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 755 41,020 SH   DFND 5 16,599 0 24,421
AMAG PHARMACEUTICALS INC COM 00163U106 643 34,933 SH   DFND 1,5 34,933 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 198 10,768 SH   DFND 1,4,5 10,768 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 128 6,977 SH   DFND 5,6 6,977 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 318 17,268 SH   DFND 1,5,7 17,268 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 189 10,273 SH   DFND 1,5,8 10,273 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 174 9,439 SH   DFND 5,9 9,439 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 304 16,543 SH   DFND 1,3,5 16,543 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 336 18,255 SH   DFND 1,2,5 18,255 0 0
AMAZON COM INC COM 023135106 3,168 3,273 SH   DFND 1,5 3,273 0 0
AMAZON COM INC COM 023135106 6,105 6,307 SH   DFND 5 4,016 0 2,291
AMAZON COM INC COM 023135106 932 963 SH   DFND 1,5,8 963 0 0
AMAZON COM INC COM 023135106 1,501 1,551 SH   DFND 1,3,5 1,551 0 0
AMAZON COM INC COM 023135106 1,568 1,620 SH   DFND 1,5,7 1,620 0 0
AMAZON COM INC COM 023135106 633 654 SH   DFND 5,6 654 0 0
AMAZON COM INC COM 023135106 977 1,009 SH   DFND 1,4,5 1,009 0 0
AMAZON COM INC COM 023135106 1,650 1,705 SH   DFND 1,2,5 1,705 0 0
AMAZON COM INC COM 023135106 858 886 SH   DFND 5,9 886 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 232 10,200 SH   DFND 1,5 10,200 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 284 12,505 SH   DFND 5 5,060 0 7,445
AMC ENTMT HLDGS INC CL A COM 00165C104 71 3,130 SH   DFND 1,5,8 3,130 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 65 2,875 SH   DFND 5,9 2,875 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 120 5,265 SH   DFND 1,5,7 5,265 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 48 2,125 SH   DFND 5,6 2,125 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 75 3,280 SH   DFND 1,4,5 3,280 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 115 5,040 SH   DFND 1,3,5 5,040 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 127 5,580 SH   DFND 1,2,5 5,580 0 0
ANSYS INC COM 03662Q105 5,880 48,325 SH   DFND 5 27,806 0 20,519
ANSYS INC COM 03662Q105 3,569 29,335 SH   DFND 1,5 29,335 0 0
ANSYS INC COM 03662Q105 1,691 13,896 SH   DFND 1,3,5 13,896 0 0
ANSYS INC COM 03662Q105 1,848 15,186 SH   DFND 1,2,5 15,186 0 0
ANSYS INC COM 03662Q105 1,050 8,626 SH   DFND 1,5,8 8,626 0 0
ANSYS INC COM 03662Q105 713 5,861 SH   DFND 5,6 5,861 0 0
ANSYS INC COM 03662Q105 965 7,933 SH   DFND 5,9 7,933 0 0
ANSYS INC COM 03662Q105 1,766 14,515 SH   DFND 1,5,7 14,515 0 0
ANSYS INC COM 03662Q105 1,101 9,047 SH   DFND 1,4,5 9,047 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 638 45,355 SH   DFND 1,5 45,355 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 747 53,059 SH   DFND 5 21,326 0 31,733
AQUINOX PHARMACEUTICALS INC COM 03842B101 188 13,340 SH   DFND 1,5,8 13,340 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 328 23,280 SH   DFND 1,2,5 23,280 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 173 12,278 SH   DFND 5,9 12,278 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 302 21,497 SH   DFND 1,3,5 21,497 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 197 13,997 SH   DFND 1,4,5 13,997 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 128 9,071 SH   DFND 5,6 9,071 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 316 22,451 SH   DFND 1,5,7 22,451 0 0
ARBOR RLTY TR INC COM 038923108 250 29,976 SH   DFND 5 12,048 0 17,928
ARBOR RLTY TR INC COM 038923108 214 25,623 SH   DFND 1,5 25,623 0 0
ARBOR RLTY TR INC COM 038923108 43 5,124 SH   DFND 5,6 5,124 0 0
ARBOR RLTY TR INC COM 038923108 58 6,936 SH   DFND 5,9 6,936 0 0
ARBOR RLTY TR INC COM 038923108 63 7,536 SH   DFND 1,5,8 7,536 0 0
ARBOR RLTY TR INC COM 038923108 110 13,152 SH   DFND 1,2,5 13,152 0 0
ARBOR RLTY TR INC COM 038923108 101 12,144 SH   DFND 1,3,5 12,144 0 0
ARBOR RLTY TR INC COM 038923108 106 12,684 SH   DFND 1,5,7 12,684 0 0
ARBOR RLTY TR INC COM 038923108 66 7,908 SH   DFND 1,4,5 7,908 0 0
ARCONIC INC COM 03965L100 6,803 300,366 SH   DFND 5 188,995 0 111,371
ARCONIC INC COM 03965L100 3,596 158,749 SH   DFND 1,5 158,749 0 0
ARCONIC INC COM 03965L100 1,060 46,817 SH   DFND 1,5,8 46,817 0 0
ARCONIC INC COM 03965L100 1,112 49,113 SH   DFND 1,4,5 49,113 0 0
ARCONIC INC COM 03965L100 1,785 78,788 SH   DFND 1,5,7 78,788 0 0
ARCONIC INC COM 03965L100 1,708 75,430 SH   DFND 1,3,5 75,430 0 0
ARCONIC INC COM 03965L100 1,859 82,071 SH   DFND 1,2,5 82,071 0 0
ARCONIC INC COM 03965L100 721 31,822 SH   DFND 5,6 31,822 0 0
ARCONIC INC COM 03965L100 976 43,071 SH   DFND 5,9 43,071 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 408 24,172 SH   DFND 1,5 24,172 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 478 28,353 SH   DFND 5 11,454 0 16,899
ARENA PHARMACEUTICALS INC COM NEW 040047607 126 7,445 SH   DFND 1,4,5 7,445 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 202 11,952 SH   DFND 1,5,7 11,952 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 110 6,525 SH   DFND 5,9 6,525 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 120 7,102 SH   DFND 1,5,8 7,102 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 81 4,826 SH   DFND 5,6 4,826 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 193 11,443 SH   DFND 1,3,5 11,443 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 213 12,605 SH   DFND 1,2,5 12,605 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 962 14,589 SH   DFND 1,5 14,589 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 2,026 30,739 SH   DFND 5 20,531 0 10,208
ASHLAND GLOBAL HLDGS INC COM 044186104 476 7,220 SH   DFND 1,5,7 7,220 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 296 4,495 SH   DFND 1,4,5 4,495 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 283 4,289 SH   DFND 1,5,8 4,289 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 502 7,619 SH   DFND 1,2,5 7,619 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 260 3,939 SH   DFND 5,9 3,939 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 192 2,916 SH   DFND 5,6 2,916 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 456 6,911 SH   DFND 1,3,5 6,911 0 0
AT&T INC COM 00206R102 3,066 81,249 SH   DFND 5 51,369 0 29,880
AT&T INC COM 00206R102 1,586 42,028 SH   DFND 1,5 42,028 0 0
AT&T INC COM 00206R102 827 21,920 SH   DFND 1,2,5 21,920 0 0
AT&T INC COM 00206R102 474 12,560 SH   DFND 1,5,8 12,560 0 0
AT&T INC COM 00206R102 436 11,560 SH   DFND 5,9 11,560 0 0
AT&T INC COM 00206R102 764 20,240 SH   DFND 1,3,5 20,240 0 0
AT&T INC COM 00206R102 798 21,141 SH   DFND 1,5,7 21,141 0 0
AT&T INC COM 00206R102 322 8,539 SH   DFND 5,6 8,539 0 0
AT&T INC COM 00206R102 497 13,181 SH   DFND 1,4,5 13,181 0 0
AUTODESK INC COM 052769106 10,558 104,726 SH   DFND 5 61,050 0 43,676
AUTODESK INC COM 052769106 6,293 62,422 SH   DFND 1,5 62,422 0 0
AUTODESK INC COM 052769106 1,851 18,360 SH   DFND 1,5,8 18,360 0 0
AUTODESK INC COM 052769106 3,241 32,149 SH   DFND 1,2,5 32,149 0 0
AUTODESK INC COM 052769106 3,115 30,898 SH   DFND 1,5,7 30,898 0 0
AUTODESK INC COM 052769106 1,258 12,481 SH   DFND 5,6 12,481 0 0
AUTODESK INC COM 052769106 1,703 16,894 SH   DFND 5,9 16,894 0 0
AUTODESK INC COM 052769106 1,942 19,262 SH   DFND 1,4,5 19,262 0 0
AUTODESK INC COM 052769106 2,983 29,583 SH   DFND 1,3,5 29,583 0 0
AXALTA COATING SYS LTD COM G0750C108 4,619 144,166 SH   DFND 5 101,170 0 42,996
AXALTA COATING SYS LTD COM G0750C108 1,971 61,503 SH   DFND 1,5 61,503 0 0
AXALTA COATING SYS LTD COM G0750C108 532 16,604 SH   DFND 5,9 16,604 0 0
AXALTA COATING SYS LTD COM G0750C108 579 18,076 SH   DFND 1,5,8 18,076 0 0
AXALTA COATING SYS LTD COM G0750C108 393 12,272 SH   DFND 5,6 12,272 0 0
AXALTA COATING SYS LTD COM G0750C108 1,033 32,226 SH   DFND 1,2,5 32,226 0 0
AXALTA COATING SYS LTD COM G0750C108 974 30,406 SH   DFND 1,5,7 30,406 0 0
AXALTA COATING SYS LTD COM G0750C108 933 29,107 SH   DFND 1,3,5 29,107 0 0
AXALTA COATING SYS LTD COM G0750C108 607 18,943 SH   DFND 1,4,5 18,943 0 0
BEACON ROOFING SUPPLY INC COM 073685109 2,451 50,016 SH   DFND 1,5 50,016 0 0
BEACON ROOFING SUPPLY INC COM 073685109 2,877 58,722 SH   DFND 5 23,754 0 34,968
BEACON ROOFING SUPPLY INC COM 073685109 755 15,408 SH   DFND 1,4,5 15,408 0 0
BEACON ROOFING SUPPLY INC COM 073685109 1,212 24,732 SH   DFND 1,5,7 24,732 0 0
BEACON ROOFING SUPPLY INC COM 073685109 489 9,982 SH   DFND 5,6 9,982 0 0
BEACON ROOFING SUPPLY INC COM 073685109 1,160 23,674 SH   DFND 1,3,5 23,674 0 0
BEACON ROOFING SUPPLY INC COM 073685109 662 13,507 SH   DFND 5,9 13,507 0 0
BEACON ROOFING SUPPLY INC COM 073685109 720 14,701 SH   DFND 1,5,8 14,701 0 0
BEACON ROOFING SUPPLY INC COM 073685109 1,283 26,179 SH   DFND 1,2,5 26,179 0 0
BERRY GLOBAL GROUP INC COM 08579W103 7,572 132,816 SH   DFND 1,5 132,816 0 0
BERRY GLOBAL GROUP INC COM 08579W103 11,367 199,379 SH   DFND 5 106,039 0 93,340
BERRY GLOBAL GROUP INC COM 08579W103 2,347 41,168 SH   DFND 1,4,5 41,168 0 0
BERRY GLOBAL GROUP INC COM 08579W103 3,765 66,034 SH   DFND 1,5,7 66,034 0 0
BERRY GLOBAL GROUP INC COM 08579W103 2,058 36,105 SH   DFND 5,9 36,105 0 0
BERRY GLOBAL GROUP INC COM 08579W103 3,604 63,225 SH   DFND 1,3,5 63,225 0 0
BERRY GLOBAL GROUP INC COM 08579W103 3,925 68,840 SH   DFND 1,2,5 68,840 0 0
BERRY GLOBAL GROUP INC COM 08579W103 2,237 39,245 SH   DFND 1,5,8 39,245 0 0
BERRY GLOBAL GROUP INC COM 08579W103 1,521 26,675 SH   DFND 5,6 26,675 0 0
BIOGEN INC COM 09062X103 3,392 12,500 SH   DFND 1,5 12,500 0 0
BIOGEN INC COM 09062X103 5,821 21,451 SH   DFND 5 12,666 0 8,785
BIOGEN INC COM 09062X103 1,749 6,447 SH   DFND 1,2,5 6,447 0 0
BIOGEN INC COM 09062X103 1,615 5,952 SH   DFND 1,3,5 5,952 0 0
BIOGEN INC COM 09062X103 1,052 3,877 SH   DFND 1,4,5 3,877 0 0
BIOGEN INC COM 09062X103 1,687 6,218 SH   DFND 1,5,7 6,218 0 0
BIOGEN INC COM 09062X103 923 3,401 SH   DFND 5,9 3,401 0 0
BIOGEN INC COM 09062X103 682 2,512 SH   DFND 5,6 2,512 0 0
BIOGEN INC COM 09062X103 1,003 3,695 SH   DFND 1,5,8 3,695 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,744 30,218 SH   DFND 1,5 30,218 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,914 54,111 SH   DFND 5 32,972 0 21,139
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,358 14,954 SH   DFND 1,5,7 14,954 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,418 15,610 SH   DFND 1,2,5 15,610 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 548 6,039 SH   DFND 5,6 6,039 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 742 8,174 SH   DFND 5,9 8,174 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,300 14,318 SH   DFND 1,3,5 14,318 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 847 9,323 SH   DFND 1,4,5 9,323 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 807 8,887 SH   DFND 1,5,8 8,887 0 0
BORGWARNER INC COM 099724106 1,131 26,692 SH   DFND 1,5 26,692 0 0
BORGWARNER INC COM 099724106 2,619 61,832 SH   DFND 5 43,159 0 18,673
BORGWARNER INC COM 099724106 306 7,225 SH   DFND 5,9 7,225 0 0
BORGWARNER INC COM 099724106 333 7,850 SH   DFND 1,5,8 7,850 0 0
BORGWARNER INC COM 099724106 536 12,650 SH   DFND 1,3,5 12,650 0 0
BORGWARNER INC COM 099724106 580 13,700 SH   DFND 1,2,5 13,700 0 0
BORGWARNER INC COM 099724106 226 5,337 SH   DFND 5,6 5,337 0 0
BORGWARNER INC COM 099724106 349 8,239 SH   DFND 1,4,5 8,239 0 0
BORGWARNER INC COM 099724106 560 13,213 SH   DFND 1,5,7 13,213 0 0
BOYD GAMING CORP COM 103304101 1,240 49,960 SH   DFND 5 20,080 0 29,880
BOYD GAMING CORP COM 103304101 1,056 42,569 SH   DFND 1,5 42,569 0 0
BOYD GAMING CORP COM 103304101 544 21,920 SH   DFND 1,2,5 21,920 0 0
BOYD GAMING CORP COM 103304101 312 12,560 SH   DFND 1,5,8 12,560 0 0
BOYD GAMING CORP COM 103304101 287 11,560 SH   DFND 5,9 11,560 0 0
BOYD GAMING CORP COM 103304101 502 20,240 SH   DFND 1,3,5 20,240 0 0
BOYD GAMING CORP COM 103304101 525 21,141 SH   DFND 1,5,7 21,141 0 0
BOYD GAMING CORP COM 103304101 212 8,539 SH   DFND 5,6 8,539 0 0
BOYD GAMING CORP COM 103304101 327 13,181 SH   DFND 1,4,5 13,181 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 684 689,000 PRN   DFND 5 300,000 0 389,000
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 400 403,000 PRN   DFND 1,5 403,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 123 124,000 PRN   DFND 1,5,8 124,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 304 306,000 PRN   DFND 1,4,5 306,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 261 263,000 PRN   DFND 1,3,5 263,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 444 447,000 PRN   DFND 1,2,5 447,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 149 150,000 PRN   DFND 5,9 150,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 185 186,000 PRN   DFND 5,6 186,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 273 275,000 PRN   DFND 1,5,7 275,000 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,522 102,464 SH   DFND 5 41,282 0 61,182
CALITHERA BIOSCIENCES INC COM 13089P101 1,298 87,381 SH   DFND 1,5 87,381 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 260 17,484 SH   DFND 5,6 17,484 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 401 26,984 SH   DFND 1,4,5 26,984 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 671 45,180 SH   DFND 1,2,5 45,180 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 382 25,726 SH   DFND 1,5,8 25,726 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 615 41,445 SH   DFND 1,3,5 41,445 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 351 23,663 SH   DFND 5,9 23,663 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 643 43,279 SH   DFND 1,5,7 43,279 0 0
CELANESE CORP DEL COM SER A 150870103 1,185 12,486 SH   DFND 5 8,766 0 3,720
CELANESE CORP DEL COM SER A 150870103 505 5,320 SH   DFND 1,5 5,320 0 0
CELANESE CORP DEL COM SER A 150870103 149 1,565 SH   DFND 1,5,8 1,565 0 0
CELANESE CORP DEL COM SER A 150870103 137 1,438 SH   DFND 5,9 1,438 0 0
CELANESE CORP DEL COM SER A 150870103 250 2,630 SH   DFND 1,5,7 2,630 0 0
CELANESE CORP DEL COM SER A 150870103 101 1,063 SH   DFND 5,6 1,063 0 0
CELANESE CORP DEL COM SER A 150870103 156 1,640 SH   DFND 1,4,5 1,640 0 0
CELANESE CORP DEL COM SER A 150870103 239 2,520 SH   DFND 1,3,5 2,520 0 0
CELANESE CORP DEL COM SER A 150870103 265 2,789 SH   DFND 1,2,5 2,789 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 1,034 38,476 SH   DFND 5 24,930 0 13,546
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 1,501 55,855 SH   DFND 1,5 55,855 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 152 5,649 SH   DFND 1,5,8 5,649 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 139 5,189 SH   DFND 5,9 5,189 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 188 7,004 SH   DFND 1,4,5 7,004 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 254 9,466 SH   DFND 1,5,7 9,466 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 115 4,267 SH   DFND 5,6 4,267 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 244 9,068 SH   DFND 1,3,5 9,068 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 297 11,037 SH   DFND 1,2,5 11,037 0 0
CITIGROUP INC COM NEW 172967424 902 13,484 SH   DFND 5 9,463 0 4,021
CITIGROUP INC COM NEW 172967424 384 5,749 SH   DFND 1,5 5,749 0 0
CITIGROUP INC COM NEW 172967424 190 2,844 SH   DFND 1,5,7 2,844 0 0
CITIGROUP INC COM NEW 172967424 104 1,553 SH   DFND 5,9 1,553 0 0
CITIGROUP INC COM NEW 172967424 182 2,722 SH   DFND 1,3,5 2,722 0 0
CITIGROUP INC COM NEW 172967424 113 1,691 SH   DFND 1,5,8 1,691 0 0
CITIGROUP INC COM NEW 172967424 202 3,014 SH   DFND 1,2,5 3,014 0 0
CITIGROUP INC COM NEW 172967424 119 1,772 SH   DFND 1,4,5 1,772 0 0
CITIGROUP INC COM NEW 172967424 77 1,148 SH   DFND 5,6 1,148 0 0
COACH INC COM 189754104 6,112 129,109 SH   DFND 1,5 129,109 0 0
COACH INC COM 189754104 10,705 226,137 SH   DFND 5 135,831 0 90,306
COACH INC COM 189754104 3,024 63,880 SH   DFND 1,5,7 63,880 0 0
COACH INC COM 189754104 1,797 37,968 SH   DFND 1,5,8 37,968 0 0
COACH INC COM 189754104 2,896 61,168 SH   DFND 1,3,5 61,168 0 0
COACH INC COM 189754104 1,885 39,826 SH   DFND 1,4,5 39,826 0 0
COACH INC COM 189754104 1,653 34,923 SH   DFND 5,9 34,923 0 0
COACH INC COM 189754104 3,159 66,731 SH   DFND 1,2,5 66,731 0 0
COACH INC COM 189754104 1,222 25,803 SH   DFND 5,6 25,803 0 0
COMCAST CORP NEW CL A 20030N101 2,365 60,763 SH   DFND 5 42,088 0 18,675
COMCAST CORP NEW CL A 20030N101 1,021 26,239 SH   DFND 1,5 26,239 0 0
COMCAST CORP NEW CL A 20030N101 321 8,238 SH   DFND 1,4,5 8,238 0 0
COMCAST CORP NEW CL A 20030N101 281 7,225 SH   DFND 5,9 7,225 0 0
COMCAST CORP NEW CL A 20030N101 306 7,850 SH   DFND 1,5,8 7,850 0 0
COMCAST CORP NEW CL A 20030N101 492 12,650 SH   DFND 1,3,5 12,650 0 0
COMCAST CORP NEW CL A 20030N101 533 13,700 SH   DFND 1,2,5 13,700 0 0
COMCAST CORP NEW CL A 20030N101 208 5,337 SH   DFND 5,6 5,337 0 0
COMCAST CORP NEW CL A 20030N101 514 13,213 SH   DFND 1,5,7 13,213 0 0
CONOCOPHILLIPS COM 20825C104 9,787 222,631 SH   DFND 5 140,428 0 82,203
CONOCOPHILLIPS COM 20825C104 5,167 117,529 SH   DFND 1,5 117,529 0 0
CONOCOPHILLIPS COM 20825C104 1,397 31,781 SH   DFND 5,9 31,781 0 0
CONOCOPHILLIPS COM 20825C104 1,593 36,242 SH   DFND 1,4,5 36,242 0 0
CONOCOPHILLIPS COM 20825C104 2,674 60,835 SH   DFND 1,2,5 60,835 0 0
CONOCOPHILLIPS COM 20825C104 1,519 34,556 SH   DFND 1,5,8 34,556 0 0
CONOCOPHILLIPS COM 20825C104 1,032 23,482 SH   DFND 5,6 23,482 0 0
CONOCOPHILLIPS COM 20825C104 2,447 55,670 SH   DFND 1,3,5 55,670 0 0
CONOCOPHILLIPS COM 20825C104 2,556 58,150 SH   DFND 1,5,7 58,150 0 0
CONSTELLIUM NV CL A N22035104 1,331 192,867 SH   DFND 1,5 192,867 0 0
CONSTELLIUM NV CL A N22035104 1,563 226,474 SH   DFND 5 91,640 0 134,834
CONSTELLIUM NV CL A N22035104 697 101,058 SH   DFND 1,2,5 101,058 0 0
CONSTELLIUM NV CL A N22035104 410 59,403 SH   DFND 1,4,5 59,403 0 0
CONSTELLIUM NV CL A N22035104 359 52,068 SH   DFND 5,9 52,068 0 0
CONSTELLIUM NV CL A N22035104 658 95,353 SH   DFND 1,5,7 95,353 0 0
CONSTELLIUM NV CL A N22035104 266 38,485 SH   DFND 5,6 38,485 0 0
CONSTELLIUM NV CL A N22035104 391 56,686 SH   DFND 1,5,8 56,686 0 0
CONSTELLIUM NV CL A N22035104 630 91,278 SH   DFND 1,3,5 91,278 0 0
COUSINS PPTYS INC COM 222795106 1,069 121,601 SH   DFND 1,5 121,601 0 0
COUSINS PPTYS INC COM 222795106 1,254 142,655 SH   DFND 5 57,596 0 85,059
COUSINS PPTYS INC COM 222795106 556 63,304 SH   DFND 1,2,5 63,304 0 0
COUSINS PPTYS INC COM 222795106 506 57,593 SH   DFND 1,3,5 57,593 0 0
COUSINS PPTYS INC COM 222795106 330 37,489 SH   DFND 1,4,5 37,489 0 0
COUSINS PPTYS INC COM 222795106 529 60,161 SH   DFND 1,5,7 60,161 0 0
COUSINS PPTYS INC COM 222795106 289 32,866 SH   DFND 5,9 32,866 0 0
COUSINS PPTYS INC COM 222795106 214 24,289 SH   DFND 5,6 24,289 0 0
COUSINS PPTYS INC COM 222795106 314 35,758 SH   DFND 1,5,8 35,758 0 0
CSRA INC COM 12650T104 2,376 74,836 SH   DFND 1,5 74,836 0 0
CSRA INC COM 12650T104 2,790 87,878 SH   DFND 5 35,514 0 52,364
CSRA INC COM 12650T104 642 20,228 SH   DFND 5,9 20,228 0 0
CSRA INC COM 12650T104 1,176 37,034 SH   DFND 1,5,7 37,034 0 0
CSRA INC COM 12650T104 1,241 39,091 SH   DFND 1,2,5 39,091 0 0
CSRA INC COM 12650T104 475 14,949 SH   DFND 5,6 14,949 0 0
CSRA INC COM 12650T104 1,126 35,452 SH   DFND 1,3,5 35,452 0 0
CSRA INC COM 12650T104 699 22,014 SH   DFND 1,5,8 22,014 0 0
CSRA INC COM 12650T104 733 23,074 SH   DFND 1,4,5 23,074 0 0
CYRUSONE INC COM 23283R100 1,054 18,905 SH   DFND 1,5 18,905 0 0
CYRUSONE INC COM 23283R100 1,236 22,170 SH   DFND 5 8,951 0 13,219
CYRUSONE INC COM 23283R100 548 9,828 SH   DFND 1,2,5 9,828 0 0
CYRUSONE INC COM 23283R100 521 9,350 SH   DFND 1,5,7 9,350 0 0
CYRUSONE INC COM 23283R100 499 8,952 SH   DFND 1,3,5 8,952 0 0
CYRUSONE INC COM 23283R100 210 3,775 SH   DFND 5,6 3,775 0 0
CYRUSONE INC COM 23283R100 310 5,560 SH   DFND 1,5,8 5,560 0 0
CYRUSONE INC COM 23283R100 325 5,827 SH   DFND 1,4,5 5,827 0 0
CYRUSONE INC COM 23283R100 285 5,108 SH   DFND 5,9 5,108 0 0
DENTSPLY SIRONA INC COM 24906P109 2,220 34,237 SH   DFND 1,5 34,237 0 0
DENTSPLY SIRONA INC COM 24906P109 3,894 60,063 SH   DFND 5 36,116 0 23,947
DENTSPLY SIRONA INC COM 24906P109 600 9,256 SH   DFND 5,9 9,256 0 0
DENTSPLY SIRONA INC COM 24906P109 684 10,556 SH   DFND 1,4,5 10,556 0 0
DENTSPLY SIRONA INC COM 24906P109 1,051 16,216 SH   DFND 1,3,5 16,216 0 0
DENTSPLY SIRONA INC COM 24906P109 444 6,840 SH   DFND 5,6 6,840 0 0
DENTSPLY SIRONA INC COM 24906P109 1,151 17,757 SH   DFND 1,2,5 17,757 0 0
DENTSPLY SIRONA INC COM 24906P109 1,098 16,938 SH   DFND 1,5,7 16,938 0 0
DENTSPLY SIRONA INC COM 24906P109 653 10,067 SH   DFND 1,5,8 10,067 0 0
DERMIRA INC COM 24983L104 2,437 83,629 SH   DFND 5 33,611 0 50,018
DERMIRA INC COM 24983L104 2,079 71,358 SH   DFND 1,5 71,358 0 0
DERMIRA INC COM 24983L104 987 33,881 SH   DFND 1,3,5 33,881 0 0
DERMIRA INC COM 24983L104 564 19,349 SH   DFND 5,9 19,349 0 0
DERMIRA INC COM 24983L104 1,031 35,387 SH   DFND 1,5,7 35,387 0 0
DERMIRA INC COM 24983L104 613 21,030 SH   DFND 1,5,8 21,030 0 0
DERMIRA INC COM 24983L104 417 14,297 SH   DFND 5,6 14,297 0 0
DERMIRA INC COM 24983L104 1,075 36,893 SH   DFND 1,2,5 36,893 0 0
DERMIRA INC COM 24983L104 643 22,063 SH   DFND 1,4,5 22,063 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,554 17,494 SH   DFND 1,5 17,494 0 0
DIAMONDBACK ENERGY INC COM 25278X109 4,523 50,926 SH   DFND 5 39,422 0 11,504
DIAMONDBACK ENERGY INC COM 25278X109 395 4,451 SH   DFND 5,9 4,451 0 0
DIAMONDBACK ENERGY INC COM 25278X109 692 7,792 SH   DFND 1,3,5 7,792 0 0
DIAMONDBACK ENERGY INC COM 25278X109 292 3,288 SH   DFND 5,6 3,288 0 0
DIAMONDBACK ENERGY INC COM 25278X109 723 8,139 SH   DFND 1,5,7 8,139 0 0
DIAMONDBACK ENERGY INC COM 25278X109 451 5,074 SH   DFND 1,4,5 5,074 0 0
DIAMONDBACK ENERGY INC COM 25278X109 429 4,836 SH   DFND 1,5,8 4,836 0 0
DIAMONDBACK ENERGY INC COM 25278X109 749 8,439 SH   DFND 1,2,5 8,439 0 0
DISH NETWORK CORP CL A 25470M109 650 10,360 SH   DFND 1,5 10,360 0 0
DISH NETWORK CORP CL A 25470M109 1,648 26,258 SH   DFND 5 18,788 0 7,470
DISH NETWORK CORP CL A 25470M109 344 5,480 SH   DFND 1,2,5 5,480 0 0
DISH NETWORK CORP CL A 25470M109 197 3,140 SH   DFND 1,5,8 3,140 0 0
DISH NETWORK CORP CL A 25470M109 181 2,890 SH   DFND 5,9 2,890 0 0
DISH NETWORK CORP CL A 25470M109 332 5,285 SH   DFND 1,5,7 5,285 0 0
DISH NETWORK CORP CL A 25470M109 134 2,135 SH   DFND 5,6 2,135 0 0
DISH NETWORK CORP CL A 25470M109 207 3,295 SH   DFND 1,4,5 3,295 0 0
DISH NETWORK CORP CL A 25470M109 318 5,060 SH   DFND 1,3,5 5,060 0 0
DUKE REALTY CORP COM NEW 264411505 300 10,742 SH   DFND 5 4,317 0 6,425
DUKE REALTY CORP COM NEW 264411505 246 8,793 SH   DFND 1,5 8,793 0 0
DUKE REALTY CORP COM NEW 264411505 122 4,352 SH   DFND 1,3,5 4,352 0 0
DUKE REALTY CORP COM NEW 264411505 75 2,700 SH   DFND 1,5,8 2,700 0 0
DUKE REALTY CORP COM NEW 264411505 79 2,834 SH   DFND 1,4,5 2,834 0 0
DUKE REALTY CORP COM NEW 264411505 132 4,713 SH   DFND 1,2,5 4,713 0 0
DUKE REALTY CORP COM NEW 264411505 69 2,485 SH   DFND 5,9 2,485 0 0
DUKE REALTY CORP COM NEW 264411505 51 1,836 SH   DFND 5,6 1,836 0 0
DUKE REALTY CORP COM NEW 264411505 127 4,545 SH   DFND 1,5,7 4,545 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,922 34,865 SH   DFND 5 14,013 0 20,852
DUNKIN BRANDS GROUP INC COM 265504100 1,685 30,569 SH   DFND 1,5 30,569 0 0
DUNKIN BRANDS GROUP INC COM 265504100 329 5,960 SH   DFND 5,6 5,960 0 0
DUNKIN BRANDS GROUP INC COM 265504100 445 8,067 SH   DFND 5,9 8,067 0 0
DUNKIN BRANDS GROUP INC COM 265504100 507 9,198 SH   DFND 1,4,5 9,198 0 0
DUNKIN BRANDS GROUP INC COM 265504100 483 8,765 SH   DFND 1,5,8 8,765 0 0
DUNKIN BRANDS GROUP INC COM 265504100 779 14,125 SH   DFND 1,3,5 14,125 0 0
DUNKIN BRANDS GROUP INC COM 265504100 813 14,753 SH   DFND 1,5,7 14,753 0 0
DUNKIN BRANDS GROUP INC COM 265504100 843 15,297 SH   DFND 1,2,5 15,297 0 0
DXC TECHNOLOGY CO COM 23355L106 4,166 54,297 SH   DFND 1,5 54,297 0 0
DXC TECHNOLOGY CO COM 23355L106 8,232 107,295 SH   DFND 5 69,321 0 37,974
DXC TECHNOLOGY CO COM 23355L106 832 10,844 SH   DFND 5,6 10,844 0 0
DXC TECHNOLOGY CO COM 23355L106 1,225 15,964 SH   DFND 1,5,8 15,964 0 0
DXC TECHNOLOGY CO COM 23355L106 1,284 16,736 SH   DFND 1,4,5 16,736 0 0
DXC TECHNOLOGY CO COM 23355L106 2,169 28,272 SH   DFND 1,2,5 28,272 0 0
DXC TECHNOLOGY CO COM 23355L106 2,061 26,858 SH   DFND 1,5,7 26,858 0 0
DXC TECHNOLOGY CO COM 23355L106 1,126 14,673 SH   DFND 5,9 14,673 0 0
DXC TECHNOLOGY CO COM 23355L106 1,973 25,711 SH   DFND 1,3,5 25,711 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 760 19,984 SH   DFND 5 8,032 0 11,952
E TRADE FINANCIAL CORP COM NEW 269246401 622 16,360 SH   DFND 1,5 16,360 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 176 4,624 SH   DFND 5,9 4,624 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 333 8,768 SH   DFND 1,2,5 8,768 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 322 8,456 SH   DFND 1,5,7 8,456 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 200 5,272 SH   DFND 1,4,5 5,272 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 191 5,024 SH   DFND 1,5,8 5,024 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 308 8,096 SH   DFND 1,3,5 8,096 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 130 3,416 SH   DFND 5,6 3,416 0 0
EASTMAN CHEM CO COM 277432100 8,083 96,234 SH   DFND 5 63,648 0 32,586
EASTMAN CHEM CO COM 277432100 3,912 46,574 SH   DFND 1,5 46,574 0 0
EASTMAN CHEM CO COM 277432100 2,008 23,905 SH   DFND 1,2,5 23,905 0 0
EASTMAN CHEM CO COM 277432100 1,854 22,073 SH   DFND 1,3,5 22,073 0 0
EASTMAN CHEM CO COM 277432100 1,207 14,373 SH   DFND 1,4,5 14,373 0 0
EASTMAN CHEM CO COM 277432100 782 9,313 SH   DFND 5,6 9,313 0 0
EASTMAN CHEM CO COM 277432100 1,059 12,607 SH   DFND 5,9 12,607 0 0
EASTMAN CHEM CO COM 277432100 1,150 13,697 SH   DFND 1,5,8 13,697 0 0
EASTMAN CHEM CO COM 277432100 1,936 23,055 SH   DFND 1,5,7 23,055 0 0
ECHOSTAR CORP CL A 278768106 355 5,854 SH   DFND 1,5 5,854 0 0
ECHOSTAR CORP CL A 278768106 834 13,737 SH   DFND 5 9,640 0 4,097
ECHOSTAR CORP CL A 278768106 110 1,805 SH   DFND 1,4,5 1,805 0 0
ECHOSTAR CORP CL A 278768106 71 1,169 SH   DFND 5,6 1,169 0 0
ECHOSTAR CORP CL A 278768106 176 2,896 SH   DFND 1,5,7 2,896 0 0
ECHOSTAR CORP CL A 278768106 168 2,773 SH   DFND 1,3,5 2,773 0 0
ECHOSTAR CORP CL A 278768106 96 1,582 SH   DFND 5,9 1,582 0 0
ECHOSTAR CORP CL A 278768106 105 1,723 SH   DFND 1,5,8 1,723 0 0
ECHOSTAR CORP CL A 278768106 186 3,070 SH   DFND 1,2,5 3,070 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 1,057 27,277 SH   DFND 1,5 27,277 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 1,241 32,038 SH   DFND 5 12,992 0 19,046
EDUCATION RLTY TR INC COM NEW 28140H203 500 12,902 SH   DFND 1,3,5 12,902 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 211 5,440 SH   DFND 5,6 5,440 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 311 8,013 SH   DFND 1,5,8 8,013 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 522 13,466 SH   DFND 1,5,7 13,466 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 285 7,360 SH   DFND 5,9 7,360 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 325 8,397 SH   DFND 1,4,5 8,397 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 552 14,253 SH   DFND 1,2,5 14,253 0 0
ELECTRONIC ARTS INC COM 285512109 2,641 24,980 SH   DFND 5 10,040 0 14,940
ELECTRONIC ARTS INC COM 285512109 2,210 20,901 SH   DFND 1,5 20,901 0 0
ELECTRONIC ARTS INC COM 285512109 1,159 10,960 SH   DFND 1,2,5 10,960 0 0
ELECTRONIC ARTS INC COM 285512109 664 6,280 SH   DFND 1,5,8 6,280 0 0
ELECTRONIC ARTS INC COM 285512109 611 5,780 SH   DFND 5,9 5,780 0 0
ELECTRONIC ARTS INC COM 285512109 1,117 10,570 SH   DFND 1,5,7 10,570 0 0
ELECTRONIC ARTS INC COM 285512109 451 4,270 SH   DFND 5,6 4,270 0 0
ELECTRONIC ARTS INC COM 285512109 697 6,590 SH   DFND 1,4,5 6,590 0 0
ELECTRONIC ARTS INC COM 285512109 1,070 10,120 SH   DFND 1,3,5 10,120 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 3,297 69,591 SH   DFND 5 27,970 0 41,621
ELECTRONICS FOR IMAGING INC COM 286082102 2,819 59,492 SH   DFND 1,5 59,492 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 763 16,102 SH   DFND 5,9 16,102 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,336 28,193 SH   DFND 1,3,5 28,193 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,448 30,569 SH   DFND 1,2,5 30,569 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 564 11,895 SH   DFND 5,6 11,895 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 870 18,358 SH   DFND 1,4,5 18,358 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 829 17,495 SH   DFND 1,5,8 17,495 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,395 29,447 SH   DFND 1,5,7 29,447 0 0
ENERGOUS CORP COM 29272C103 26,311 1,618,123 SH   DFND 1,5 1,618,123 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 10,129 523,208 SH   DFND 5 345,015 0 178,193
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,909 253,548 SH   DFND 1,5 253,548 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 986 50,928 SH   DFND 5,6 50,928 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,531 130,722 SH   DFND 1,2,5 130,722 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,450 74,903 SH   DFND 1,5,8 74,903 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,441 126,072 SH   DFND 1,5,7 126,072 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,522 78,601 SH   DFND 1,4,5 78,601 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,335 68,939 SH   DFND 5,9 68,939 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,337 120,703 SH   DFND 1,3,5 120,703 0 0
FACEBOOK INC CL A 30303M102 19,525 129,321 SH   DFND 5 73,946 0 55,375
FACEBOOK INC CL A 30303M102 12,063 79,898 SH   DFND 1,5 79,898 0 0
FACEBOOK INC CL A 30303M102 2,388 15,814 SH   DFND 5,6 15,814 0 0
FACEBOOK INC CL A 30303M102 5,914 39,169 SH   DFND 1,5,7 39,169 0 0
FACEBOOK INC CL A 30303M102 5,661 37,498 SH   DFND 1,3,5 37,498 0 0
FACEBOOK INC CL A 30303M102 6,206 41,108 SH   DFND 1,2,5 41,108 0 0
FACEBOOK INC CL A 30303M102 3,231 21,402 SH   DFND 5,9 21,402 0 0
FACEBOOK INC CL A 30303M102 3,515 23,279 SH   DFND 1,5,8 23,279 0 0
FACEBOOK INC CL A 30303M102 3,686 24,411 SH   DFND 1,4,5 24,411 0 0
FORTIVE CORP COM 34959J108 6,069 95,796 SH   DFND 5 57,144 0 38,652
FORTIVE CORP COM 34959J108 3,411 53,847 SH   DFND 1,5 53,847 0 0
FORTIVE CORP COM 34959J108 947 14,954 SH   DFND 5,9 14,954 0 0
FORTIVE CORP COM 34959J108 1,029 16,246 SH   DFND 1,5,8 16,246 0 0
FORTIVE CORP COM 34959J108 1,659 26,181 SH   DFND 1,3,5 26,181 0 0
FORTIVE CORP COM 34959J108 700 11,047 SH   DFND 5,6 11,047 0 0
FORTIVE CORP COM 34959J108 1,080 17,051 SH   DFND 1,4,5 17,051 0 0
FORTIVE CORP COM 34959J108 1,796 28,355 SH   DFND 1,2,5 28,355 0 0
FORTIVE CORP COM 34959J108 1,732 27,347 SH   DFND 1,5,7 27,347 0 0
GALAPAGOS NV SPON ADR 36315X101 1,198 15,650 SH   DFND 1,5 15,650 0 0
GALAPAGOS NV SPON ADR 36315X101 1,401 18,313 SH   DFND 5 7,360 0 10,953
GALAPAGOS NV SPON ADR 36315X101 593 7,748 SH   DFND 1,5,7 7,748 0 0
GALAPAGOS NV SPON ADR 36315X101 615 8,034 SH   DFND 1,2,5 8,034 0 0
GALAPAGOS NV SPON ADR 36315X101 240 3,130 SH   DFND 5,6 3,130 0 0
GALAPAGOS NV SPON ADR 36315X101 324 4,237 SH   DFND 5,9 4,237 0 0
GALAPAGOS NV SPON ADR 36315X101 370 4,830 SH   DFND 1,4,5 4,830 0 0
GALAPAGOS NV SPON ADR 36315X101 352 4,603 SH   DFND 1,5,8 4,603 0 0
GALAPAGOS NV SPON ADR 36315X101 568 7,419 SH   DFND 1,3,5 7,419 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,261 41,355 SH   DFND 5 16,698 0 24,657
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,075 35,253 SH   DFND 1,5 35,253 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 532 17,440 SH   DFND 1,5,7 17,440 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 316 10,366 SH   DFND 1,5,8 10,366 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 215 7,041 SH   DFND 5,6 7,041 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 331 10,867 SH   DFND 1,4,5 10,867 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 291 9,527 SH   DFND 5,9 9,527 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 509 16,695 SH   DFND 1,3,5 16,695 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 560 18,359 SH   DFND 1,2,5 18,359 0 0
GENERAL ELECTRIC CO COM 369604103 414 15,337 SH   DFND 1,5 15,337 0 0
GENERAL ELECTRIC CO COM 369604103 506 18,735 SH   DFND 5 7,530 0 11,205
GENERAL ELECTRIC CO COM 369604103 86 3,202 SH   DFND 5,6 3,202 0 0
GENERAL ELECTRIC CO COM 369604103 222 8,220 SH   DFND 1,2,5 8,220 0 0
GENERAL ELECTRIC CO COM 369604103 134 4,943 SH   DFND 1,4,5 4,943 0 0
GENERAL ELECTRIC CO COM 369604103 127 4,710 SH   DFND 1,5,8 4,710 0 0
GENERAL ELECTRIC CO COM 369604103 205 7,590 SH   DFND 1,3,5 7,590 0 0
GENERAL ELECTRIC CO COM 369604103 117 4,335 SH   DFND 5,9 4,335 0 0
GENERAL ELECTRIC CO COM 369604103 214 7,928 SH   DFND 1,5,7 7,928 0 0
GENESEE & WYO INC CL A 371559105 5,166 75,542 SH   DFND 5 30,361 0 45,181
GENESEE & WYO INC CL A 371559105 4,398 64,308 SH   DFND 1,5 64,308 0 0
GENESEE & WYO INC CL A 371559105 1,195 17,476 SH   DFND 5,9 17,476 0 0
GENESEE & WYO INC CL A 371559105 883 12,914 SH   DFND 5,6 12,914 0 0
GENESEE & WYO INC CL A 371559105 2,186 31,965 SH   DFND 1,5,7 31,965 0 0
GENESEE & WYO INC CL A 371559105 2,093 30,605 SH   DFND 1,3,5 30,605 0 0
GENESEE & WYO INC CL A 371559105 2,273 33,243 SH   DFND 1,2,5 33,243 0 0
GENESEE & WYO INC CL A 371559105 1,299 18,994 SH   DFND 1,5,8 18,994 0 0
GENESEE & WYO INC CL A 371559105 1,363 19,931 SH   DFND 1,4,5 19,931 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,434 89,012 SH   DFND 5 35,881 0 53,131
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,076 75,912 SH   DFND 1,5 75,912 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 415 15,182 SH   DFND 5,6 15,182 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 611 22,340 SH   DFND 1,5,8 22,340 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 641 23,432 SH   DFND 1,4,5 23,432 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,028 37,585 SH   DFND 1,5,7 37,585 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,074 39,285 SH   DFND 1,2,5 39,285 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 984 35,989 SH   DFND 1,3,5 35,989 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 562 20,547 SH   DFND 5,9 20,547 0 0
GODADDY INC CL A 380237107 1,887 44,483 SH   DFND 1,5 44,483 0 0
GODADDY INC CL A 380237107 2,213 52,158 SH   DFND 5 21,037 0 31,121
GODADDY INC CL A 380237107 377 8,888 SH   DFND 5,6 8,888 0 0
GODADDY INC CL A 380237107 934 22,012 SH   DFND 1,5,7 22,012 0 0
GODADDY INC CL A 380237107 510 12,029 SH   DFND 5,9 12,029 0 0
GODADDY INC CL A 380237107 555 13,083 SH   DFND 1,5,8 13,083 0 0
GODADDY INC CL A 380237107 894 21,074 SH   DFND 1,3,5 21,074 0 0
GODADDY INC CL A 380237107 582 13,719 SH   DFND 1,4,5 13,719 0 0
GODADDY INC CL A 380237107 979 23,087 SH   DFND 1,2,5 23,087 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 5,059 227,358 SH   DFND 1,5 227,358 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 5,921 266,109 SH   DFND 5 107,048 0 159,061
GOLAR LNG LTD BERMUDA SHS G9456A100 2,504 112,529 SH   DFND 1,5,7 112,529 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,603 117,010 SH   DFND 1,2,5 117,010 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,561 70,151 SH   DFND 1,4,5 70,151 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,369 61,524 SH   DFND 5,9 61,524 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,397 107,736 SH   DFND 1,3,5 107,736 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,011 45,454 SH   DFND 5,6 45,454 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,488 66,862 SH   DFND 1,5,8 66,862 0 0
GRANITE PT MTG TR INC COM 38741L107 378 19,984 SH   DFND 5 8,032 0 11,952
GRANITE PT MTG TR INC COM 38741L107 323 17,082 SH   DFND 1,5 17,082 0 0
GRANITE PT MTG TR INC COM 38741L107 87 4,624 SH   DFND 5,9 4,624 0 0
GRANITE PT MTG TR INC COM 38741L107 166 8,768 SH   DFND 1,2,5 8,768 0 0
GRANITE PT MTG TR INC COM 38741L107 160 8,456 SH   DFND 1,5,7 8,456 0 0
GRANITE PT MTG TR INC COM 38741L107 100 5,272 SH   DFND 1,4,5 5,272 0 0
GRANITE PT MTG TR INC COM 38741L107 95 5,024 SH   DFND 1,5,8 5,024 0 0
GRANITE PT MTG TR INC COM 38741L107 153 8,096 SH   DFND 1,3,5 8,096 0 0
GRANITE PT MTG TR INC COM 38741L107 65 3,416 SH   DFND 5,6 3,416 0 0
GREEN DOT CORP CL A 39304D102 1,327 34,432 SH   DFND 1,5 34,432 0 0
GREEN DOT CORP CL A 39304D102 1,557 40,423 SH   DFND 5 16,343 0 24,080
GREEN DOT CORP CL A 39304D102 358 9,298 SH   DFND 5,9 9,298 0 0
GREEN DOT CORP CL A 39304D102 409 10,608 SH   DFND 1,4,5 10,608 0 0
GREEN DOT CORP CL A 39304D102 628 16,302 SH   DFND 1,3,5 16,302 0 0
GREEN DOT CORP CL A 39304D102 265 6,878 SH   DFND 5,6 6,878 0 0
GREEN DOT CORP CL A 39304D102 694 18,009 SH   DFND 1,2,5 18,009 0 0
GREEN DOT CORP CL A 39304D102 656 17,030 SH   DFND 1,5,7 17,030 0 0
GREEN DOT CORP CL A 39304D102 390 10,121 SH   DFND 1,5,8 10,121 0 0
HALLIBURTON CO COM 406216101 17,298 405,006 SH   DFND 5 243,743 0 161,263
HALLIBURTON CO COM 406216101 9,840 230,383 SH   DFND 1,5 230,383 0 0
HALLIBURTON CO COM 406216101 5,131 120,131 SH   DFND 1,2,5 120,131 0 0
HALLIBURTON CO COM 406216101 2,661 62,314 SH   DFND 5,9 62,314 0 0
HALLIBURTON CO COM 406216101 1,967 46,050 SH   DFND 5,6 46,050 0 0
HALLIBURTON CO COM 406216101 4,871 114,053 SH   DFND 1,5,7 114,053 0 0
HALLIBURTON CO COM 406216101 3,036 71,079 SH   DFND 1,4,5 71,079 0 0
HALLIBURTON CO COM 406216101 2,896 67,800 SH   DFND 1,5,8 67,800 0 0
HALLIBURTON CO COM 406216101 4,664 109,197 SH   DFND 1,3,5 109,197 0 0
HALYARD HEALTH INC COM 40650V100 1,059 26,953 SH   DFND 1,5 26,953 0 0
HALYARD HEALTH INC COM 40650V100 1,243 31,657 SH   DFND 5 12,813 0 18,844
HALYARD HEALTH INC COM 40650V100 523 13,324 SH   DFND 1,5,7 13,324 0 0
HALYARD HEALTH INC COM 40650V100 211 5,383 SH   DFND 5,6 5,383 0 0
HALYARD HEALTH INC COM 40650V100 326 8,308 SH   DFND 1,4,5 8,308 0 0
HALYARD HEALTH INC COM 40650V100 286 7,283 SH   DFND 5,9 7,283 0 0
HALYARD HEALTH INC COM 40650V100 555 14,140 SH   DFND 1,2,5 14,140 0 0
HALYARD HEALTH INC COM 40650V100 311 7,928 SH   DFND 1,5,8 7,928 0 0
HALYARD HEALTH INC COM 40650V100 501 12,765 SH   DFND 1,3,5 12,765 0 0
HERC HLDGS INC COM 42704L104 2,032 51,688 SH   DFND 5 20,776 0 30,912
HERC HLDGS INC COM 42704L104 1,737 44,187 SH   DFND 1,5 44,187 0 0
HERC HLDGS INC COM 42704L104 470 11,956 SH   DFND 5,9 11,956 0 0
HERC HLDGS INC COM 42704L104 860 21,872 SH   DFND 1,5,7 21,872 0 0
HERC HLDGS INC COM 42704L104 347 8,835 SH   DFND 5,6 8,835 0 0
HERC HLDGS INC COM 42704L104 511 12,993 SH   DFND 1,5,8 12,993 0 0
HERC HLDGS INC COM 42704L104 823 20,942 SH   DFND 1,3,5 20,942 0 0
HERC HLDGS INC COM 42704L104 536 13,635 SH   DFND 1,4,5 13,635 0 0
HERC HLDGS INC COM 42704L104 892 22,679 SH   DFND 1,2,5 22,679 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,601 25,881 SH   DFND 1,5 25,881 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,931 31,219 SH   DFND 5 12,550 0 18,669
HILTON WORLDWIDE HLDGS INC COM 43300A203 509 8,236 SH   DFND 1,4,5 8,236 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 447 7,223 SH   DFND 5,9 7,223 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 486 7,850 SH   DFND 1,5,8 7,850 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 782 12,648 SH   DFND 1,3,5 12,648 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 330 5,337 SH   DFND 5,6 5,337 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 848 13,711 SH   DFND 1,2,5 13,711 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 817 13,211 SH   DFND 1,5,7 13,211 0 0
HOME DEPOT INC COM 437076102 434 2,831 SH   DFND 1,5 2,831 0 0
HOME DEPOT INC COM 437076102 427 2,784 SH   DFND 5 1,119 0 1,665
HOME DEPOT INC COM 437076102 187 1,221 SH   DFND 1,2,5 1,221 0 0
HOME DEPOT INC COM 437076102 99 644 SH   DFND 5,9 644 0 0
HOME DEPOT INC COM 437076102 181 1,178 SH   DFND 1,5,7 1,178 0 0
HOME DEPOT INC COM 437076102 173 1,128 SH   DFND 1,3,5 1,128 0 0
HOME DEPOT INC COM 437076102 73 476 SH   DFND 5,6 476 0 0
HOME DEPOT INC COM 437076102 107 700 SH   DFND 1,5,8 700 0 0
HOME DEPOT INC COM 437076102 113 734 SH   DFND 1,4,5 734 0 0
HONEYWELL INTL INC COM 438516106 1,665 12,489 SH   DFND 5 5,020 0 7,469
HONEYWELL INTL INC COM 438516106 1,411 10,587 SH   DFND 1,5 10,587 0 0
HONEYWELL INTL INC COM 438516106 730 5,480 SH   DFND 1,2,5 5,480 0 0
HONEYWELL INTL INC COM 438516106 419 3,140 SH   DFND 1,5,8 3,140 0 0
HONEYWELL INTL INC COM 438516106 385 2,890 SH   DFND 5,9 2,890 0 0
HONEYWELL INTL INC COM 438516106 704 5,285 SH   DFND 1,5,7 5,285 0 0
HONEYWELL INTL INC COM 438516106 285 2,135 SH   DFND 5,6 2,135 0 0
HONEYWELL INTL INC COM 438516106 439 3,295 SH   DFND 1,4,5 3,295 0 0
HONEYWELL INTL INC COM 438516106 674 5,060 SH   DFND 1,3,5 5,060 0 0
HUMANA INC COM 444859102 4,392 18,252 SH   DFND 5 11,081 0 7,171
HUMANA INC COM 444859102 2,467 10,253 SH   DFND 1,5 10,253 0 0
HUMANA INC COM 444859102 725 3,014 SH   DFND 1,5,8 3,014 0 0
HUMANA INC COM 444859102 667 2,772 SH   DFND 5,9 2,772 0 0
HUMANA INC COM 444859102 761 3,161 SH   DFND 1,4,5 3,161 0 0
HUMANA INC COM 444859102 1,280 5,320 SH   DFND 1,2,5 5,320 0 0
HUMANA INC COM 444859102 1,221 5,073 SH   DFND 1,5,7 5,073 0 0
HUMANA INC COM 444859102 492 2,046 SH   DFND 5,6 2,046 0 0
HUMANA INC COM 444859102 1,168 4,856 SH   DFND 1,3,5 4,856 0 0
IBERIABANK CORP COM 450828108 5,433 66,657 SH   DFND 1,5 66,657 0 0
IBERIABANK CORP COM 450828108 6,366 78,114 SH   DFND 5 31,499 0 46,615
IBERIABANK CORP COM 450828108 1,085 13,314 SH   DFND 5,6 13,314 0 0
IBERIABANK CORP COM 450828108 1,675 20,549 SH   DFND 1,4,5 20,549 0 0
IBERIABANK CORP COM 450828108 1,468 18,018 SH   DFND 5,9 18,018 0 0
IBERIABANK CORP COM 450828108 2,573 31,566 SH   DFND 1,3,5 31,566 0 0
IBERIABANK CORP COM 450828108 2,687 32,973 SH   DFND 1,5,7 32,973 0 0
IBERIABANK CORP COM 450828108 2,816 34,557 SH   DFND 1,2,5 34,557 0 0
IBERIABANK CORP COM 450828108 1,597 19,591 SH   DFND 1,5,8 19,591 0 0
IMMUNOMEDICS INC COM 452907108 1,268 143,614 SH   DFND 5 57,811 0 85,803
IMMUNOMEDICS INC COM 452907108 1,083 122,655 SH   DFND 1,5 122,655 0 0
IMMUNOMEDICS INC COM 452907108 216 24,516 SH   DFND 5,6 24,516 0 0
IMMUNOMEDICS INC COM 452907108 513 58,114 SH   DFND 1,3,5 58,114 0 0
IMMUNOMEDICS INC COM 452907108 536 60,700 SH   DFND 1,5,7 60,700 0 0
IMMUNOMEDICS INC COM 452907108 318 36,069 SH   DFND 1,5,8 36,069 0 0
IMMUNOMEDICS INC COM 452907108 334 37,838 SH   DFND 1,4,5 37,838 0 0
IMMUNOMEDICS INC COM 452907108 559 63,254 SH   DFND 1,2,5 63,254 0 0
IMMUNOMEDICS INC COM 452907108 293 33,183 SH   DFND 5,9 33,183 0 0
INCYTE CORP COM 45337C102 1,351 10,726 SH   DFND 1,5 10,726 0 0
INCYTE CORP COM 45337C102 2,525 20,053 SH   DFND 5 12,551 0 7,502
INCYTE CORP COM 45337C102 397 3,154 SH   DFND 1,5,8 3,154 0 0
INCYTE CORP COM 45337C102 365 2,900 SH   DFND 5,9 2,900 0 0
INCYTE CORP COM 45337C102 668 5,306 SH   DFND 1,5,7 5,306 0 0
INCYTE CORP COM 45337C102 270 2,142 SH   DFND 5,6 2,142 0 0
INCYTE CORP COM 45337C102 702 5,574 SH   DFND 1,2,5 5,574 0 0
INCYTE CORP COM 45337C102 416 3,307 SH   DFND 1,4,5 3,307 0 0
INCYTE CORP COM 45337C102 640 5,080 SH   DFND 1,3,5 5,080 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 936 25,010 SH   DFND 5 10,120 0 14,890
INTERACTIVE BROKERS GROUP IN COM 45841N107 797 21,299 SH   DFND 1,5 21,299 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 234 6,260 SH   DFND 1,5,8 6,260 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 215 5,750 SH   DFND 5,9 5,750 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 394 10,530 SH   DFND 1,5,7 10,530 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 159 4,250 SH   DFND 5,6 4,250 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 245 6,560 SH   DFND 1,4,5 6,560 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 377 10,080 SH   DFND 1,3,5 10,080 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 418 11,160 SH   DFND 1,2,5 11,160 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,077 17,152 SH   DFND 1,5 17,152 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,436 20,118 SH   DFND 5 8,123 0 11,995
INTERCEPT PHARMACEUTICALS IN COM 45845P108 561 4,636 SH   DFND 5,9 4,636 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,078 8,908 SH   DFND 1,2,5 8,908 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,027 8,484 SH   DFND 1,5,7 8,484 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 640 5,289 SH   DFND 1,4,5 5,289 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 611 5,043 SH   DFND 1,5,8 5,043 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 984 8,124 SH   DFND 1,3,5 8,124 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 415 3,425 SH   DFND 5,6 3,425 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 960 57,454 SH   DFND 5 23,092 0 34,362
INVESCO MORTGAGE CAPITAL INC COM 46131B100 821 49,111 SH   DFND 1,5 49,111 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 241 14,444 SH   DFND 1,5,8 14,444 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 421 25,208 SH   DFND 1,2,5 25,208 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 389 23,276 SH   DFND 1,3,5 23,276 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 222 13,294 SH   DFND 5,9 13,294 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 164 9,821 SH   DFND 5,6 9,821 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 253 15,157 SH   DFND 1,4,5 15,157 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 406 24,311 SH   DFND 1,5,7 24,311 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 3,187 74,996 SH   DFND 5 30,290 0 44,706
IRHYTHM TECHNOLOGIES INC COM 450056106 2,717 63,935 SH   DFND 1,5 63,935 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 543 12,768 SH   DFND 5,6 12,768 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 734 17,277 SH   DFND 5,9 17,277 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 837 19,706 SH   DFND 1,4,5 19,706 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 799 18,798 SH   DFND 1,5,8 18,798 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,286 30,274 SH   DFND 1,3,5 30,274 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,343 31,619 SH   DFND 1,5,7 31,619 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,416 33,327 SH   DFND 1,2,5 33,327 0 0
ISHARES MSCI EURZONE ETF 464286608 5,396 133,805 SH   DFND 5 54,143 0 79,662
ISHARES MSCI EURZONE ETF 464286608 4,595 113,944 SH   DFND 1,5 113,944 0 0
ISHARES MSCI EURZONE ETF 464286608 1,415 35,096 SH   DFND 1,4,5 35,096 0 0
ISHARES MSCI EURZONE ETF 464286608 2,175 53,928 SH   DFND 1,3,5 53,928 0 0
ISHARES MSCI EURZONE ETF 464286608 2,272 56,336 SH   DFND 1,5,7 56,336 0 0
ISHARES MSCI EURZONE ETF 464286608 2,408 59,707 SH   DFND 1,2,5 59,707 0 0
ISHARES MSCI EURZONE ETF 464286608 1,351 33,491 SH   DFND 1,5,8 33,491 0 0
ISHARES MSCI EURZONE ETF 464286608 917 22,738 SH   DFND 5,6 22,738 0 0
ISHARES MSCI EURZONE ETF 464286608 1,241 30,763 SH   DFND 5,9 30,763 0 0
JACK IN THE BOX INC COM 466367109 5,581 56,657 SH   DFND 1,5 56,657 0 0
JACK IN THE BOX INC COM 466367109 6,826 69,303 SH   DFND 5 27,926 0 41,377
JACK IN THE BOX INC COM 466367109 1,165 11,826 SH   DFND 5,6 11,826 0 0
JACK IN THE BOX INC COM 466367109 2,761 28,029 SH   DFND 1,3,5 28,029 0 0
JACK IN THE BOX INC COM 466367109 2,883 29,269 SH   DFND 1,5,7 29,269 0 0
JACK IN THE BOX INC COM 466367109 1,798 18,249 SH   DFND 1,4,5 18,249 0 0
JACK IN THE BOX INC COM 466367109 1,576 16,003 SH   DFND 5,9 16,003 0 0
JACK IN THE BOX INC COM 466367109 3,014 30,603 SH   DFND 1,2,5 30,603 0 0
JACK IN THE BOX INC COM 466367109 1,714 17,399 SH   DFND 1,5,8 17,399 0 0
KRAFT HEINZ CO COM 500754106 7,547 88,128 SH   DFND 1,5 88,128 0 0
KRAFT HEINZ CO COM 500754106 13,114 153,132 SH   DFND 5 91,492 0 61,640
KRAFT HEINZ CO COM 500754106 1,508 17,608 SH   DFND 5,6 17,608 0 0
KRAFT HEINZ CO COM 500754106 3,575 41,744 SH   DFND 1,3,5 41,744 0 0
KRAFT HEINZ CO COM 500754106 3,734 43,602 SH   DFND 1,5,7 43,602 0 0
KRAFT HEINZ CO COM 500754106 2,219 25,913 SH   DFND 1,5,8 25,913 0 0
KRAFT HEINZ CO COM 500754106 2,327 27,177 SH   DFND 1,4,5 27,177 0 0
KRAFT HEINZ CO COM 500754106 3,908 45,635 SH   DFND 1,2,5 45,635 0 0
KRAFT HEINZ CO COM 500754106 2,041 23,830 SH   DFND 5,9 23,830 0 0
LAUDER ESTEE COS INC CL A 518439104 4,122 42,949 SH   DFND 5 24,750 0 18,199
LAUDER ESTEE COS INC CL A 518439104 2,475 25,783 SH   DFND 1,5 25,783 0 0
LAUDER ESTEE COS INC CL A 518439104 1,183 12,328 SH   DFND 1,3,5 12,328 0 0
LAUDER ESTEE COS INC CL A 518439104 1,236 12,878 SH   DFND 1,5,7 12,878 0 0
LAUDER ESTEE COS INC CL A 518439104 499 5,199 SH   DFND 5,6 5,199 0 0
LAUDER ESTEE COS INC CL A 518439104 771 8,030 SH   DFND 1,4,5 8,030 0 0
LAUDER ESTEE COS INC CL A 518439104 676 7,041 SH   DFND 5,9 7,041 0 0
LAUDER ESTEE COS INC CL A 518439104 734 7,650 SH   DFND 1,5,8 7,650 0 0
LAUDER ESTEE COS INC CL A 518439104 1,281 13,351 SH   DFND 1,2,5 13,351 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 20,088 384,170 SH   DFND 1,5 384,170 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 26,996 516,281 SH   DFND 5 247,361 0 268,920
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 10,316 197,280 SH   DFND 1,2,5 197,280 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 5,911 113,040 SH   DFND 1,5,8 113,040 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 9,525 182,160 SH   DFND 1,3,5 182,160 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 5,440 104,040 SH   DFND 5,9 104,040 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 9,949 190,261 SH   DFND 1,5,7 190,261 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 4,019 76,859 SH   DFND 5,6 76,859 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 6,203 118,620 SH   DFND 1,4,5 118,620 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 12,329 275,138 SH   DFND 5 183,209 0 91,929
MALLINCKRODT PUB LTD CO SHS G5785G107 5,889 131,417 SH   DFND 1,5 131,417 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,593 35,552 SH   DFND 5,9 35,552 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,177 26,268 SH   DFND 5,6 26,268 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,914 65,033 SH   DFND 1,5,7 65,033 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,790 62,266 SH   DFND 1,3,5 62,266 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 3,038 67,798 SH   DFND 1,2,5 67,798 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,817 40,540 SH   DFND 1,4,5 40,540 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,732 38,647 SH   DFND 1,5,8 38,647 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,782 12,499 SH   DFND 1,5 12,499 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,380 19,679 SH   DFND 5 10,906 0 8,773
MARTIN MARIETTA MATLS INC COM 573284106 1,433 6,436 SH   DFND 1,2,5 6,436 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,323 5,944 SH   DFND 1,3,5 5,944 0 0
MARTIN MARIETTA MATLS INC COM 573284106 862 3,871 SH   DFND 1,4,5 3,871 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,382 6,207 SH   DFND 1,5,7 6,207 0 0
MARTIN MARIETTA MATLS INC COM 573284106 755 3,394 SH   DFND 5,9 3,394 0 0
MARTIN MARIETTA MATLS INC COM 573284106 558 2,507 SH   DFND 5,6 2,507 0 0
MARTIN MARIETTA MATLS INC COM 573284106 821 3,688 SH   DFND 1,5,8 3,688 0 0
METHANEX CORP COM 59151K108 616 13,984 SH   DFND 5 5,620 0 8,364
METHANEX CORP COM 59151K108 527 11,954 SH   DFND 1,5 11,954 0 0
METHANEX CORP COM 59151K108 261 5,918 SH   DFND 1,5,7 5,918 0 0
METHANEX CORP COM 59151K108 250 5,666 SH   DFND 1,3,5 5,666 0 0
METHANEX CORP COM 59151K108 143 3,236 SH   DFND 5,9 3,236 0 0
METHANEX CORP COM 59151K108 155 3,516 SH   DFND 1,5,8 3,516 0 0
METHANEX CORP COM 59151K108 105 2,391 SH   DFND 5,6 2,391 0 0
METHANEX CORP COM 59151K108 163 3,689 SH   DFND 1,4,5 3,689 0 0
METHANEX CORP COM 59151K108 270 6,136 SH   DFND 1,2,5 6,136 0 0
METLIFE INC COM 59156R108 18,910 344,194 SH   DFND 5 202,469 0 141,725
METLIFE INC COM 59156R108 11,134 202,662 SH   DFND 1,5 202,662 0 0
METLIFE INC COM 59156R108 5,786 105,314 SH   DFND 1,2,5 105,314 0 0
METLIFE INC COM 59156R108 5,507 100,244 SH   DFND 1,5,7 100,244 0 0
METLIFE INC COM 59156R108 3,009 54,770 SH   DFND 5,9 54,770 0 0
METLIFE INC COM 59156R108 2,224 40,474 SH   DFND 5,6 40,474 0 0
METLIFE INC COM 59156R108 3,273 59,579 SH   DFND 1,5,8 59,579 0 0
METLIFE INC COM 59156R108 3,432 62,469 SH   DFND 1,4,5 62,469 0 0
METLIFE INC COM 59156R108 5,272 95,966 SH   DFND 1,3,5 95,966 0 0
MICROSOFT CORP COM 594918104 5,038 73,095 SH   DFND 1,5 73,095 0 0
MICROSOFT CORP COM 594918104 10,728 155,641 SH   DFND 5 104,530 0 51,111
MICROSOFT CORP COM 594918104 1,006 14,592 SH   DFND 5,6 14,592 0 0
MICROSOFT CORP COM 594918104 1,481 21,488 SH   DFND 1,5,8 21,488 0 0
MICROSOFT CORP COM 594918104 1,361 19,745 SH   DFND 5,9 19,745 0 0
MICROSOFT CORP COM 594918104 2,492 36,148 SH   DFND 1,5,7 36,148 0 0
MICROSOFT CORP COM 594918104 2,385 34,604 SH   DFND 1,3,5 34,604 0 0
MICROSOFT CORP COM 594918104 2,630 38,158 SH   DFND 1,2,5 38,158 0 0
MICROSOFT CORP COM 594918104 1,553 22,523 SH   DFND 1,4,5 22,523 0 0
MOHAWK INDS INC COM 608190104 5,566 23,030 SH   DFND 1,5 23,030 0 0
MOHAWK INDS INC COM 608190104 8,822 36,503 SH   DFND 5 19,913 0 16,590
MOHAWK INDS INC COM 608190104 1,552 6,420 SH   DFND 5,9 6,420 0 0
MOHAWK INDS INC COM 608190104 1,686 6,975 SH   DFND 1,5,8 6,975 0 0
MOHAWK INDS INC COM 608190104 1,146 4,742 SH   DFND 5,6 4,742 0 0
MOHAWK INDS INC COM 608190104 1,769 7,320 SH   DFND 1,4,5 7,320 0 0
MOHAWK INDS INC COM 608190104 2,837 11,740 SH   DFND 1,5,7 11,740 0 0
MOHAWK INDS INC COM 608190104 2,942 12,173 SH   DFND 1,2,5 12,173 0 0
MOHAWK INDS INC COM 608190104 2,716 11,239 SH   DFND 1,3,5 11,239 0 0
MONDELEZ INTL INC CL A 609207105 1,224 28,333 SH   DFND 1,5 28,333 0 0
MONDELEZ INTL INC CL A 609207105 2,512 58,166 SH   DFND 5 38,351 0 19,815
MONDELEZ INTL INC CL A 609207105 244 5,660 SH   DFND 5,6 5,660 0 0
MONDELEZ INTL INC CL A 609207105 580 13,420 SH   DFND 1,3,5 13,420 0 0
MONDELEZ INTL INC CL A 609207105 331 7,659 SH   DFND 5,9 7,659 0 0
MONDELEZ INTL INC CL A 609207105 377 8,737 SH   DFND 1,4,5 8,737 0 0
MONDELEZ INTL INC CL A 609207105 360 8,333 SH   DFND 1,5,8 8,333 0 0
MONDELEZ INTL INC CL A 609207105 605 14,015 SH   DFND 1,5,7 14,015 0 0
MONDELEZ INTL INC CL A 609207105 637 14,741 SH   DFND 1,2,5 14,741 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,846 57,280 SH   DFND 1,5 57,280 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,897 98,569 SH   DFND 5 58,333 0 40,236
MONSTER BEVERAGE CORP NEW COM 61174X109 840 16,913 SH   DFND 1,5,8 16,913 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,466 29,517 SH   DFND 1,2,5 29,517 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 773 15,567 SH   DFND 5,9 15,567 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 571 11,497 SH   DFND 5,6 11,497 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,414 28,470 SH   DFND 1,5,7 28,470 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 882 17,751 SH   DFND 1,4,5 17,751 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,354 27,255 SH   DFND 1,3,5 27,255 0 0
MYLAN N V SHS EURO N59465109 11,189 288,227 SH   DFND 5 116,048 0 172,179
MYLAN N V SHS EURO N59465109 9,555 246,138 SH   DFND 1,5 246,138 0 0
MYLAN N V SHS EURO N59465109 1,910 49,194 SH   DFND 5,6 49,194 0 0
MYLAN N V SHS EURO N59465109 4,527 116,612 SH   DFND 1,3,5 116,612 0 0
MYLAN N V SHS EURO N59465109 2,947 75,924 SH   DFND 1,4,5 75,924 0 0
MYLAN N V SHS EURO N59465109 2,585 66,581 SH   DFND 5,9 66,581 0 0
MYLAN N V SHS EURO N59465109 2,810 72,379 SH   DFND 1,5,8 72,379 0 0
MYLAN N V SHS EURO N59465109 4,728 121,803 SH   DFND 1,5,7 121,803 0 0
MYLAN N V SHS EURO N59465109 4,931 127,021 SH   DFND 1,2,5 127,021 0 0
NEWELL BRANDS INC COM 651229106 7,773 144,964 SH   DFND 5 84,550 0 60,414
NEWELL BRANDS INC COM 651229106 4,618 86,117 SH   DFND 1,5 86,117 0 0
NEWELL BRANDS INC COM 651229106 867 16,176 SH   DFND 5,6 16,176 0 0
NEWELL BRANDS INC COM 651229106 1,253 23,372 SH   DFND 5,9 23,372 0 0
NEWELL BRANDS INC COM 651229106 1,429 26,655 SH   DFND 1,4,5 26,655 0 0
NEWELL BRANDS INC COM 651229106 1,362 25,399 SH   DFND 1,5,8 25,399 0 0
NEWELL BRANDS INC COM 651229106 2,292 42,750 SH   DFND 1,5,7 42,750 0 0
NEWELL BRANDS INC COM 651229106 2,376 44,319 SH   DFND 1,2,5 44,319 0 0
NEWELL BRANDS INC COM 651229106 2,195 40,927 SH   DFND 1,3,5 40,927 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,938 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 167 315,362 SH   DFND 5 129,007 0 186,355
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 137 258,078 SH   DFND 1,5 258,078 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 38 70,992 SH   DFND 5,9 70,992 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 48 91,476 SH   DFND 1,4,5 91,476 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 67 125,924 SH   DFND 1,3,5 125,924 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 70 131,497 SH   DFND 1,5,7 131,497 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 75 141,838 SH   DFND 1,2,5 141,838 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 31 58,524 SH   DFND 5,6 58,524 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 42 78,572 SH   DFND 1,5,8 78,572 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 330 39,712 SH   DFND 5 16,028 0 23,684
NEXEO SOLUTIONS INC COM SHS 65342H102 281 33,865 SH   DFND 1,5 33,865 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 133 16,034 SH   DFND 1,3,5 16,034 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 56 6,761 SH   DFND 5,6 6,761 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 146 17,613 SH   DFND 1,2,5 17,613 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 139 16,749 SH   DFND 1,5,7 16,749 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 87 10,437 SH   DFND 1,4,5 10,437 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 83 9,955 SH   DFND 1,5,8 9,955 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 76 9,151 SH   DFND 5,9 9,151 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,187 183,047 SH   DFND 5 73,793 0 109,254
NUANCE COMMUNICATIONS INC COM 67020Y100 2,720 156,204 SH   DFND 1,5 156,204 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 800 45,928 SH   DFND 1,5,8 45,928 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 543 31,208 SH   DFND 5,6 31,208 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,345 77,282 SH   DFND 1,5,7 77,282 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,288 73,987 SH   DFND 1,3,5 73,987 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 735 42,234 SH   DFND 5,9 42,234 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,409 80,923 SH   DFND 1,2,5 80,923 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 839 48,166 SH   DFND 1,4,5 48,166 0 0
PARSLEY ENERGY INC CL A 701877102 9,337 336,452 SH   DFND 5 213,194 0 123,258
PARSLEY ENERGY INC CL A 701877102 4,889 176,165 SH   DFND 1,5 176,165 0 0
PARSLEY ENERGY INC CL A 701877102 1,509 54,368 SH   DFND 1,4,5 54,368 0 0
PARSLEY ENERGY INC CL A 701877102 2,420 87,203 SH   DFND 1,5,7 87,203 0 0
PARSLEY ENERGY INC CL A 701877102 2,317 83,491 SH   DFND 1,3,5 83,491 0 0
PARSLEY ENERGY INC CL A 701877102 978 35,227 SH   DFND 5,6 35,227 0 0
PARSLEY ENERGY INC CL A 701877102 1,438 51,812 SH   DFND 1,5,8 51,812 0 0
PARSLEY ENERGY INC CL A 701877102 1,323 47,685 SH   DFND 5,9 47,685 0 0
PARSLEY ENERGY INC CL A 701877102 2,510 90,446 SH   DFND 1,2,5 90,446 0 0
PATTERSON COMPANIES INC COM 703395103 2,038 43,412 SH   DFND 1,5 43,412 0 0
PATTERSON COMPANIES INC COM 703395103 2,399 51,102 SH   DFND 5 20,539 0 30,563
PATTERSON COMPANIES INC COM 703395103 555 11,824 SH   DFND 5,9 11,824 0 0
PATTERSON COMPANIES INC COM 703395103 1,053 22,421 SH   DFND 1,2,5 22,421 0 0
PATTERSON COMPANIES INC COM 703395103 410 8,735 SH   DFND 5,6 8,735 0 0
PATTERSON COMPANIES INC COM 703395103 603 12,847 SH   DFND 1,5,8 12,847 0 0
PATTERSON COMPANIES INC COM 703395103 633 13,481 SH   DFND 1,4,5 13,481 0 0
PATTERSON COMPANIES INC COM 703395103 1,015 21,623 SH   DFND 1,5,7 21,623 0 0
PATTERSON COMPANIES INC COM 703395103 972 20,703 SH   DFND 1,3,5 20,703 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 5,476 5,502,000 PRN   DFND 5 5,502,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 6,487 6,517,000 PRN   DFND 1,5 6,517,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 4,161 4,181,000 PRN   DFND 1,3,5 4,181,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 6,452 6,482,000 PRN   DFND 1,4,5 6,482,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 2,884 2,898,000 PRN   DFND 5,6 2,898,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 2,326 2,337,000 PRN   DFND 5,9 2,337,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 1,946 1,955,000 PRN   DFND 1,5,8 1,955,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 4,341 4,361,000 PRN   DFND 1,5,7 4,361,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 9,562 9,607,000 PRN   DFND 1,2,5 9,607,000 0 0
PENTAIR PLC SHS G7S00T104 166 2,501 SH   DFND 5 1,012 0 1,489
PENTAIR PLC SHS G7S00T104 142 2,127 SH   DFND 1,5 2,127 0 0
PENTAIR PLC SHS G7S00T104 74 1,116 SH   DFND 1,2,5 1,116 0 0
PENTAIR PLC SHS G7S00T104 70 1,053 SH   DFND 1,5,7 1,053 0 0
PENTAIR PLC SHS G7S00T104 44 656 SH   DFND 1,4,5 656 0 0
PENTAIR PLC SHS G7S00T104 67 1,008 SH   DFND 1,3,5 1,008 0 0
PENTAIR PLC SHS G7S00T104 28 425 SH   DFND 5,6 425 0 0
PENTAIR PLC SHS G7S00T104 42 626 SH   DFND 1,5,8 626 0 0
PENTAIR PLC SHS G7S00T104 38 575 SH   DFND 5,9 575 0 0
PFIZER INC COM 717081103 8,478 252,384 SH   DFND 5 101,854 0 150,530
PFIZER INC COM 717081103 7,230 215,250 SH   DFND 1,5 215,250 0 0
PFIZER INC COM 717081103 2,229 66,353 SH   DFND 1,4,5 66,353 0 0
PFIZER INC COM 717081103 2,126 63,283 SH   DFND 1,5,8 63,283 0 0
PFIZER INC COM 717081103 3,576 106,471 SH   DFND 1,5,7 106,471 0 0
PFIZER INC COM 717081103 3,424 101,931 SH   DFND 1,3,5 101,931 0 0
PFIZER INC COM 717081103 3,757 111,852 SH   DFND 1,2,5 111,852 0 0
PFIZER INC COM 717081103 1,444 42,990 SH   DFND 5,6 42,990 0 0
PFIZER INC COM 717081103 1,954 58,175 SH   DFND 5,9 58,175 0 0
PINNACLE FOODS INC DEL COM 72348P104 2,830 47,643 SH   DFND 1,5 47,643 0 0
PINNACLE FOODS INC DEL COM 72348P104 4,871 81,999 SH   DFND 5 48,669 0 33,330
PINNACLE FOODS INC DEL COM 72348P104 1,401 23,580 SH   DFND 1,5,7 23,580 0 0
PINNACLE FOODS INC DEL COM 72348P104 832 14,014 SH   DFND 1,5,8 14,014 0 0
PINNACLE FOODS INC DEL COM 72348P104 566 9,522 SH   DFND 5,6 9,522 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,341 22,574 SH   DFND 1,3,5 22,574 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,465 24,662 SH   DFND 1,2,5 24,662 0 0
PINNACLE FOODS INC DEL COM 72348P104 766 12,889 SH   DFND 5,9 12,889 0 0
PINNACLE FOODS INC DEL COM 72348P104 873 14,699 SH   DFND 1,4,5 14,699 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 1,681 132,552 SH   DFND 1,5 132,552 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 1,980 156,125 SH   DFND 5 62,750 0 93,375
PLATFORM SPECIALTY PRODS COR COM 72766Q105 498 39,250 SH   DFND 1,5,8 39,250 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 869 68,500 SH   DFND 1,2,5 68,500 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 802 63,250 SH   DFND 1,3,5 63,250 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 522 41,188 SH   DFND 1,4,5 41,188 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 458 36,125 SH   DFND 5,9 36,125 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 338 26,687 SH   DFND 5,6 26,687 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 838 66,063 SH   DFND 1,5,7 66,063 0 0
POST HLDGS INC COM 737446104 2,028 26,120 SH   DFND 1,5 26,120 0 0
POST HLDGS INC COM 737446104 2,378 30,625 SH   DFND 5 12,306 0 18,319
POST HLDGS INC COM 737446104 598 7,701 SH   DFND 1,5,8 7,701 0 0
POST HLDGS INC COM 737446104 407 5,236 SH   DFND 5,6 5,236 0 0
POST HLDGS INC COM 737446104 628 8,082 SH   DFND 1,4,5 8,082 0 0
POST HLDGS INC COM 737446104 550 7,082 SH   DFND 5,9 7,082 0 0
POST HLDGS INC COM 737446104 963 12,407 SH   DFND 1,3,5 12,407 0 0
POST HLDGS INC COM 737446104 1,006 12,957 SH   DFND 1,5,7 12,957 0 0
POST HLDGS INC COM 737446104 1,046 13,469 SH   DFND 1,2,5 13,469 0 0
PROTHENA CORP PLC SHS G72800108 1,428 26,384 SH   DFND 5 10,650 0 15,734
PROTHENA CORP PLC SHS G72800108 1,212 22,397 SH   DFND 1,5 22,397 0 0
PROTHENA CORP PLC SHS G72800108 376 6,951 SH   DFND 1,4,5 6,951 0 0
PROTHENA CORP PLC SHS G72800108 243 4,493 SH   DFND 5,6 4,493 0 0
PROTHENA CORP PLC SHS G72800108 329 6,075 SH   DFND 5,9 6,075 0 0
PROTHENA CORP PLC SHS G72800108 358 6,611 SH   DFND 1,5,8 6,611 0 0
PROTHENA CORP PLC SHS G72800108 602 11,125 SH   DFND 1,5,7 11,125 0 0
PROTHENA CORP PLC SHS G72800108 576 10,651 SH   DFND 1,3,5 10,651 0 0
PROTHENA CORP PLC SHS G72800108 634 11,713 SH   DFND 1,2,5 11,713 0 0
PRUDENTIAL FINL INC COM 744320102 610 5,644 SH   DFND 1,5 5,644 0 0
PRUDENTIAL FINL INC COM 744320102 1,433 13,249 SH   DFND 5 9,302 0 3,947
PRUDENTIAL FINL INC COM 744320102 320 2,961 SH   DFND 1,2,5 2,961 0 0
PRUDENTIAL FINL INC COM 744320102 188 1,740 SH   DFND 1,4,5 1,740 0 0
PRUDENTIAL FINL INC COM 744320102 122 1,127 SH   DFND 5,6 1,127 0 0
PRUDENTIAL FINL INC COM 744320102 302 2,790 SH   DFND 1,5,7 2,790 0 0
PRUDENTIAL FINL INC COM 744320102 289 2,674 SH   DFND 1,3,5 2,674 0 0
PRUDENTIAL FINL INC COM 744320102 180 1,661 SH   DFND 1,5,8 1,661 0 0
PTC INC COM 69370C100 2,451 44,459 SH   DFND 1,5 44,459 0 0
PTC INC COM 69370C100 3,700 67,133 SH   DFND 5 35,966 0 31,167
PTC INC COM 69370C100 491 8,906 SH   DFND 5,6 8,906 0 0
PTC INC COM 69370C100 665 12,056 SH   DFND 5,9 12,056 0 0
PTC INC COM 69370C100 1,164 21,112 SH   DFND 1,3,5 21,112 0 0
PTC INC COM 69370C100 1,263 22,921 SH   DFND 1,2,5 22,921 0 0
PTC INC COM 69370C100 722 13,103 SH   DFND 1,5,8 13,103 0 0
PTC INC COM 69370C100 758 13,747 SH   DFND 1,4,5 13,747 0 0
PTC INC COM 69370C100 1,215 22,051 SH   DFND 1,5,7 22,051 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 1,310 14,988 SH   DFND 5 6,024 0 8,964
PUMA BIOTECHNOLOGY INC COM 74587V107 1,077 12,325 SH   DFND 1,5 12,325 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 224 2,562 SH   DFND 5,6 2,562 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 303 3,468 SH   DFND 5,9 3,468 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 329 3,768 SH   DFND 1,5,8 3,768 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 575 6,576 SH   DFND 1,2,5 6,576 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 531 6,072 SH   DFND 1,3,5 6,072 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 554 6,342 SH   DFND 1,5,7 6,342 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 346 3,954 SH   DFND 1,4,5 3,954 0 0
RAYTHEON CO COM NEW 755111507 4,275 26,476 SH   DFND 5 10,654 0 15,822
RAYTHEON CO COM NEW 755111507 3,622 22,430 SH   DFND 1,5 22,430 0 0
RAYTHEON CO COM NEW 755111507 1,127 6,978 SH   DFND 1,4,5 6,978 0 0
RAYTHEON CO COM NEW 755111507 730 4,520 SH   DFND 5,6 4,520 0 0
RAYTHEON CO COM NEW 755111507 988 6,119 SH   DFND 5,9 6,119 0 0
RAYTHEON CO COM NEW 755111507 1,074 6,650 SH   DFND 1,5,8 6,650 0 0
RAYTHEON CO COM NEW 755111507 1,879 11,639 SH   DFND 1,2,5 11,639 0 0
RAYTHEON CO COM NEW 755111507 1,807 11,191 SH   DFND 1,5,7 11,191 0 0
RAYTHEON CO COM NEW 755111507 1,730 10,715 SH   DFND 1,3,5 10,715 0 0
RED ROCK RESORTS INC CL A 75700L108 3,114 132,242 SH   DFND 1,5 132,242 0 0
RED ROCK RESORTS INC CL A 75700L108 3,678 156,190 SH   DFND 5 63,035 0 93,155
RED ROCK RESORTS INC CL A 75700L108 849 36,040 SH   DFND 5,9 36,040 0 0
RED ROCK RESORTS INC CL A 75700L108 627 26,625 SH   DFND 5,6 26,625 0 0
RED ROCK RESORTS INC CL A 75700L108 1,552 65,908 SH   DFND 1,5,7 65,908 0 0
RED ROCK RESORTS INC CL A 75700L108 968 41,091 SH   DFND 1,4,5 41,091 0 0
RED ROCK RESORTS INC CL A 75700L108 1,486 63,101 SH   DFND 1,3,5 63,101 0 0
RED ROCK RESORTS INC CL A 75700L108 922 39,158 SH   DFND 1,5,8 39,158 0 0
RED ROCK RESORTS INC CL A 75700L108 1,634 69,372 SH   DFND 1,2,5 69,372 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 2,822 2,788,000 PRN   DFND 1,5 2,788,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 5,033 4,972,000 PRN   DFND 5 2,143,000 0 2,829,000
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 1,952 1,928,000 PRN   DFND 1,3,5 1,928,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 2,037 2,012,000 PRN   DFND 1,5,7 2,012,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 909 898,000 PRN   DFND 1,5,8 898,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 1,235 1,220,000 PRN   DFND 5,6 1,220,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 2,000 1,976,000 PRN   DFND 1,4,5 1,976,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 1,115 1,101,000 PRN   DFND 5,9 1,101,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 3,200 3,161,000 PRN   DFND 1,2,5 3,161,000 0 0
REGENXBIO INC COM 75901B107 1,189 60,179 SH   DFND 1,5 60,179 0 0
REGENXBIO INC COM 75901B107 1,407 71,246 SH   DFND 5 28,757 0 42,489
REGENXBIO INC COM 75901B107 370 18,732 SH   DFND 1,4,5 18,732 0 0
REGENXBIO INC COM 75901B107 594 30,052 SH   DFND 1,5,7 30,052 0 0
REGENXBIO INC COM 75901B107 240 12,136 SH   DFND 5,6 12,136 0 0
REGENXBIO INC COM 75901B107 624 31,580 SH   DFND 1,2,5 31,580 0 0
REGENXBIO INC COM 75901B107 353 17,865 SH   DFND 1,5,8 17,865 0 0
REGENXBIO INC COM 75901B107 324 16,423 SH   DFND 5,9 16,423 0 0
REGENXBIO INC COM 75901B107 568 28,775 SH   DFND 1,3,5 28,775 0 0
RITE AID CORP COM 767754104 262 88,965 SH   DFND 1,5 88,965 0 0
RITE AID CORP COM 767754104 307 104,078 SH   DFND 5 41,831 0 62,247
RITE AID CORP COM 767754104 135 45,664 SH   DFND 1,2,5 45,664 0 0
RITE AID CORP COM 767754104 77 26,165 SH   DFND 1,5,8 26,165 0 0
RITE AID CORP COM 767754104 81 27,457 SH   DFND 1,4,5 27,457 0 0
RITE AID CORP COM 767754104 71 24,082 SH   DFND 5,9 24,082 0 0
RITE AID CORP COM 767754104 124 42,165 SH   DFND 1,3,5 42,165 0 0
RITE AID CORP COM 767754104 52 17,791 SH   DFND 5,6 17,791 0 0
RITE AID CORP COM 767754104 130 44,039 SH   DFND 1,5,7 44,039 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,308 21,126 SH   DFND 1,5 21,126 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,096 37,495 SH   DFND 5 22,555 0 14,940
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,197 10,960 SH   DFND 1,2,5 10,960 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 686 6,280 SH   DFND 1,5,8 6,280 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 631 5,780 SH   DFND 5,9 5,780 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 466 4,269 SH   DFND 5,6 4,269 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 720 6,591 SH   DFND 1,4,5 6,591 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,105 10,120 SH   DFND 1,3,5 10,120 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,155 10,571 SH   DFND 1,5,7 10,571 0 0
RPM INTL INC COM 749685103 406 7,450 SH   DFND 1,5 7,450 0 0
RPM INTL INC COM 749685103 953 17,475 SH   DFND 5 12,263 0 5,212
RPM INTL INC COM 749685103 120 2,191 SH   DFND 1,5,8 2,191 0 0
RPM INTL INC COM 749685103 81 1,488 SH   DFND 5,6 1,488 0 0
RPM INTL INC COM 749685103 110 2,013 SH   DFND 5,9 2,013 0 0
RPM INTL INC COM 749685103 213 3,907 SH   DFND 1,2,5 3,907 0 0
RPM INTL INC COM 749685103 192 3,528 SH   DFND 1,3,5 3,528 0 0
RPM INTL INC COM 749685103 201 3,686 SH   DFND 1,5,7 3,686 0 0
RPM INTL INC COM 749685103 125 2,296 SH   DFND 1,4,5 2,296 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 851 44,433 SH   DFND 5 17,861 0 26,572
SAFETY INCOME & GROWTH INC COM 78649D104 728 37,990 SH   DFND 1,5 37,990 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 360 18,804 SH   DFND 1,5,7 18,804 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 145 7,597 SH   DFND 5,6 7,597 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 214 11,174 SH   DFND 1,5,8 11,174 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 225 11,724 SH   DFND 1,4,5 11,724 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 373 19,498 SH   DFND 1,2,5 19,498 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 197 10,283 SH   DFND 5,9 10,283 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 345 18,003 SH   DFND 1,3,5 18,003 0 0
SEALED AIR CORP NEW COM 81211K100 1,678 37,491 SH   DFND 1,5 37,491 0 0
SEALED AIR CORP NEW COM 81211K100 3,250 72,599 SH   DFND 5 45,642 0 26,957
SEALED AIR CORP NEW COM 81211K100 345 7,704 SH   DFND 5,6 7,704 0 0
SEALED AIR CORP NEW COM 81211K100 507 11,332 SH   DFND 1,5,8 11,332 0 0
SEALED AIR CORP NEW COM 81211K100 532 11,892 SH   DFND 1,4,5 11,892 0 0
SEALED AIR CORP NEW COM 81211K100 885 19,776 SH   DFND 1,2,5 19,776 0 0
SEALED AIR CORP NEW COM 81211K100 854 19,073 SH   DFND 1,5,7 19,073 0 0
SEALED AIR CORP NEW COM 81211K100 817 18,261 SH   DFND 1,3,5 18,261 0 0
SEALED AIR CORP NEW COM 81211K100 467 10,429 SH   DFND 5,9 10,429 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5,553 141,684 SH   DFND 5 57,018 0 84,666
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4,724 120,540 SH   DFND 1,5 120,540 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,347 59,896 SH   DFND 1,5,7 59,896 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,283 32,748 SH   DFND 5,9 32,748 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,248 57,349 SH   DFND 1,3,5 57,349 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,395 35,597 SH   DFND 1,5,8 35,597 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 948 24,195 SH   DFND 5,6 24,195 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,463 37,343 SH   DFND 1,4,5 37,343 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,445 62,399 SH   DFND 1,2,5 62,399 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 752 773,000 PRN   DFND 1,5 773,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 1,062 1,092,000 PRN   DFND 5 443,000 0 649,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 472 485,000 PRN   DFND 1,2,5 485,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 180 185,000 PRN   DFND 5,6 185,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 310 319,000 PRN   DFND 1,4,5 319,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 427 439,000 PRN   DFND 1,3,5 439,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 240 247,000 PRN   DFND 1,5,8 247,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 244 251,000 PRN   DFND 5,9 251,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 446 459,000 PRN   DFND 1,5,7 459,000 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 3,420 65,698 SH   DFND 5 26,508 0 39,190
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 2,909 55,878 SH   DFND 1,5 55,878 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,443 27,716 SH   DFND 1,5,7 27,716 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 899 17,276 SH   DFND 1,4,5 17,276 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 858 16,482 SH   DFND 1,5,8 16,482 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,522 29,226 SH   DFND 1,2,5 29,226 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 789 15,147 SH   DFND 5,9 15,147 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 583 11,195 SH   DFND 5,6 11,195 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,382 26,539 SH   DFND 1,3,5 26,539 0 0
SLM CORP COM 78442P106 144 12,490 SH   DFND 5 5,020 0 7,470
SLM CORP COM 78442P106 123 10,674 SH   DFND 1,5 10,674 0 0
SLM CORP COM 78442P106 63 5,480 SH   DFND 1,2,5 5,480 0 0
SLM CORP COM 78442P106 36 3,140 SH   DFND 1,5,8 3,140 0 0
SLM CORP COM 78442P106 33 2,890 SH   DFND 5,9 2,890 0 0
SLM CORP COM 78442P106 61 5,285 SH   DFND 1,5,7 5,285 0 0
SLM CORP COM 78442P106 25 2,135 SH   DFND 5,6 2,135 0 0
SLM CORP COM 78442P106 38 3,295 SH   DFND 1,4,5 3,295 0 0
SLM CORP COM 78442P106 58 5,060 SH   DFND 1,3,5 5,060 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4,422 4,676,000 PRN   DFND 1,5 4,676,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 6,830 7,223,000 PRN   DFND 5 3,544,000 0 3,679,000
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,419 1,501,000 PRN   DFND 1,5,8 1,501,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 3,180 3,363,000 PRN   DFND 1,5,7 3,363,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4,947 5,232,000 PRN   DFND 1,2,5 5,232,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 2,974 3,145,000 PRN   DFND 1,4,5 3,145,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,739 1,839,000 PRN   DFND 5,9 1,839,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,929 2,040,000 PRN   DFND 5,6 2,040,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 3,048 3,223,000 PRN   DFND 1,3,5 3,223,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 5,311 5,319,000 PRN   DFND 1,5 5,319,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 9,096 9,109,000 PRN   DFND 5 3,916,000 0 5,193,000
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 3,509 3,514,000 PRN   DFND 1,3,5 3,514,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 5,824 5,832,000 PRN   DFND 1,2,5 5,832,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 1,636 1,638,000 PRN   DFND 1,5,8 1,638,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 2,226 2,229,000 PRN   DFND 5,6 2,229,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 2,007 2,010,000 PRN   DFND 5,9 2,010,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 3,820 3,826,000 PRN   DFND 1,4,5 3,826,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 3,665 3,670,000 PRN   DFND 1,5,7 3,670,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 318 52,225 SH   DFND 5 21,132 0 31,093
SOUTHWESTERN ENERGY CO COM 845467109 321 52,787 SH   DFND 1,5 52,787 0 0
SOUTHWESTERN ENERGY CO COM 845467109 54 8,874 SH   DFND 5,6 8,874 0 0
SOUTHWESTERN ENERGY CO COM 845467109 134 21,988 SH   DFND 1,5,7 21,988 0 0
SOUTHWESTERN ENERGY CO COM 845467109 128 21,048 SH   DFND 1,3,5 21,048 0 0
SOUTHWESTERN ENERGY CO COM 845467109 141 23,217 SH   DFND 1,2,5 23,217 0 0
SOUTHWESTERN ENERGY CO COM 845467109 73 12,007 SH   DFND 5,9 12,007 0 0
SOUTHWESTERN ENERGY CO COM 845467109 79 13,071 SH   DFND 1,5,8 13,071 0 0
SOUTHWESTERN ENERGY CO COM 845467109 83 13,699 SH   DFND 1,4,5 13,699 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 7,908 7,985,000 PRN   DFND 5 3,434,000 0 4,551,000
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 4,609 4,654,000 PRN   DFND 1,5 4,654,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,978 3,007,000 PRN   DFND 1,4,5 3,007,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 1,742 1,759,000 PRN   DFND 5,9 1,759,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,188 3,219,000 PRN   DFND 1,5,7 3,219,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 1,929 1,948,000 PRN   DFND 5,6 1,948,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 1,420 1,434,000 PRN   DFND 1,5,8 1,434,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,051 3,081,000 PRN   DFND 1,3,5 3,081,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 4,959 5,007,000 PRN   DFND 1,2,5 5,007,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 2,848 2,838,000 PRN   DFND 5 510,000 0 2,328,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 2,206 2,198,000 PRN   DFND 1,5 2,198,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 1,584 1,578,000 PRN   DFND 1,3,5 1,578,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 904 901,000 PRN   DFND 5,9 901,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 738 735,000 PRN   DFND 1,5,8 735,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 1,546 1,541,000 PRN   DFND 1,4,5 1,541,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 1,653 1,647,000 PRN   DFND 1,5,7 1,647,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 1,002 999,000 PRN   DFND 5,6 999,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 2,572 2,563,000 PRN   DFND 1,2,5 2,563,000 0 0
SYMANTEC CORP COM 871503108 5,681 201,100 SH   DFND 5 115,407 0 85,693
SYMANTEC CORP COM 871503108 3,461 122,510 SH   DFND 1,5 122,510 0 0
SYMANTEC CORP COM 871503108 1,639 58,032 SH   DFND 1,3,5 58,032 0 0
SYMANTEC CORP COM 871503108 1,712 60,616 SH   DFND 1,5,7 60,616 0 0
SYMANTEC CORP COM 871503108 936 33,129 SH   DFND 5,9 33,129 0 0
SYMANTEC CORP COM 871503108 1,791 63,410 SH   DFND 1,2,5 63,410 0 0
SYMANTEC CORP COM 871503108 1,067 37,781 SH   DFND 1,4,5 37,781 0 0
SYMANTEC CORP COM 871503108 692 24,479 SH   DFND 5,6 24,479 0 0
SYMANTEC CORP COM 871503108 1,018 36,023 SH   DFND 1,5,8 36,023 0 0
TABLEAU SOFTWARE INC CL A 87336U105 3,105 50,684 SH   DFND 5 20,442 0 30,242
TABLEAU SOFTWARE INC CL A 87336U105 2,649 43,230 SH   DFND 1,5 43,230 0 0
TABLEAU SOFTWARE INC CL A 87336U105 817 13,332 SH   DFND 1,4,5 13,332 0 0
TABLEAU SOFTWARE INC CL A 87336U105 716 11,690 SH   DFND 5,9 11,690 0 0
TABLEAU SOFTWARE INC CL A 87336U105 529 8,638 SH   DFND 5,6 8,638 0 0
TABLEAU SOFTWARE INC CL A 87336U105 1,374 22,429 SH   DFND 1,2,5 22,429 0 0
TABLEAU SOFTWARE INC CL A 87336U105 779 12,713 SH   DFND 1,5,8 12,713 0 0
TABLEAU SOFTWARE INC CL A 87336U105 1,311 21,391 SH   DFND 1,5,7 21,391 0 0
TABLEAU SOFTWARE INC CL A 87336U105 1,255 20,479 SH   DFND 1,3,5 20,479 0 0
TECH DATA CORP COM 878237106 3,251 32,186 SH   DFND 1,5 32,186 0 0
TECH DATA CORP COM 878237106 3,805 37,677 SH   DFND 5 15,159 0 22,518
TECH DATA CORP COM 878237106 880 8,710 SH   DFND 5,9 8,710 0 0
TECH DATA CORP COM 878237106 650 6,435 SH   DFND 5,6 6,435 0 0
TECH DATA CORP COM 878237106 1,673 16,568 SH   DFND 1,2,5 16,568 0 0
TECH DATA CORP COM 878237106 1,609 15,931 SH   DFND 1,5,7 15,931 0 0
TECH DATA CORP COM 878237106 1,003 9,931 SH   DFND 1,4,5 9,931 0 0
TECH DATA CORP COM 878237106 956 9,469 SH   DFND 1,5,8 9,469 0 0
TECH DATA CORP COM 878237106 1,541 15,253 SH   DFND 1,3,5 15,253 0 0
TIME WARNER INC COM NEW 887317303 1,254 12,490 SH   DFND 5 5,020 0 7,470
TIME WARNER INC COM NEW 887317303 1,027 10,225 SH   DFND 1,5 10,225 0 0
TIME WARNER INC COM NEW 887317303 550 5,480 SH   DFND 1,2,5 5,480 0 0
TIME WARNER INC COM NEW 887317303 315 3,140 SH   DFND 1,5,8 3,140 0 0
TIME WARNER INC COM NEW 887317303 290 2,890 SH   DFND 5,9 2,890 0 0
TIME WARNER INC COM NEW 887317303 531 5,285 SH   DFND 1,5,7 5,285 0 0
TIME WARNER INC COM NEW 887317303 214 2,135 SH   DFND 5,6 2,135 0 0
TIME WARNER INC COM NEW 887317303 331 3,295 SH   DFND 1,4,5 3,295 0 0
TIME WARNER INC COM NEW 887317303 508 5,060 SH   DFND 1,3,5 5,060 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 1,422 1,474,000 PRN   DFND 5 635,000 0 839,000
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 829 859,000 PRN   DFND 1,5 859,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 595 617,000 PRN   DFND 1,4,5 617,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 346 359,000 PRN   DFND 5,6 359,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 313 324,000 PRN   DFND 5,9 324,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 908 941,000 PRN   DFND 1,2,5 941,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 256 265,000 PRN   DFND 1,5,8 265,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 547 567,000 PRN   DFND 1,3,5 567,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 572 593,000 PRN   DFND 1,5,7 593,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 602 602,000 PRN   DFND 5 111,000 0 491,000
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 518 518,000 PRN   DFND 1,5 518,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 156 156,000 PRN   DFND 1,5,8 156,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 333 333,000 PRN   DFND 1,3,5 333,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 517 517,000 PRN   DFND 1,4,5 517,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 623 623,000 PRN   DFND 1,2,5 623,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 237 237,000 PRN   DFND 5,6 237,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 348 348,000 PRN   DFND 1,5,7 348,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 191 191,000 PRN   DFND 5,9 191,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 5,884 6,245,000 PRN   DFND 1,5 6,245,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,724 7,137,000 PRN   DFND 5 1,243,000 0 5,894,000
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,749 1,856,000 PRN   DFND 1,5,8 1,856,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 8,519 9,042,000 PRN   DFND 1,2,5 9,042,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,757 3,988,000 PRN   DFND 1,3,5 3,988,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,181 6,561,000 PRN   DFND 1,4,5 6,561,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,002 2,125,000 PRN   DFND 5,9 2,125,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,479 2,631,000 PRN   DFND 5,6 2,631,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,924 4,165,000 PRN   DFND 1,5,7 4,165,000 0 0
UNITED RENTALS INC COM 911363109 1,226 10,879 SH   DFND 1,5 10,879 0 0
UNITED RENTALS INC COM 911363109 2,874 25,498 SH   DFND 5 17,888 0 7,610
UNITED RENTALS INC COM 911363109 361 3,200 SH   DFND 1,5,8 3,200 0 0
UNITED RENTALS INC COM 911363109 607 5,383 SH   DFND 1,5,7 5,383 0 0
UNITED RENTALS INC COM 911363109 581 5,154 SH   DFND 1,3,5 5,154 0 0
UNITED RENTALS INC COM 911363109 378 3,357 SH   DFND 1,4,5 3,357 0 0
UNITED RENTALS INC COM 911363109 634 5,622 SH   DFND 1,2,5 5,622 0 0
UNITED RENTALS INC COM 911363109 245 2,174 SH   DFND 5,6 2,174 0 0
UNITED RENTALS INC COM 911363109 332 2,943 SH   DFND 5,9 2,943 0 0
VALMONT INDS INC COM 920253101 374 2,498 SH   DFND 5 1,004 0 1,494
VALMONT INDS INC COM 920253101 319 2,135 SH   DFND 1,5 2,135 0 0
VALMONT INDS INC COM 920253101 86 578 SH   DFND 5,9 578 0 0
VALMONT INDS INC COM 920253101 164 1,096 SH   DFND 1,2,5 1,096 0 0
VALMONT INDS INC COM 920253101 158 1,057 SH   DFND 1,5,7 1,057 0 0
VALMONT INDS INC COM 920253101 99 659 SH   DFND 1,4,5 659 0 0
VALMONT INDS INC COM 920253101 94 628 SH   DFND 1,5,8 628 0 0
VALMONT INDS INC COM 920253101 151 1,012 SH   DFND 1,3,5 1,012 0 0
VALMONT INDS INC COM 920253101 64 427 SH   DFND 5,6 427 0 0
VALVOLINE INC COM 92047W101 5,037 212,338 SH   DFND 5 133,387 0 78,951
VALVOLINE INC COM 92047W101 2,678 112,894 SH   DFND 1,5 112,894 0 0
VALVOLINE INC COM 92047W101 825 34,800 SH   DFND 1,4,5 34,800 0 0
VALVOLINE INC COM 92047W101 1,325 55,843 SH   DFND 1,5,7 55,843 0 0
VALVOLINE INC COM 92047W101 1,268 53,460 SH   DFND 1,3,5 53,460 0 0
VALVOLINE INC COM 92047W101 724 30,510 SH   DFND 5,9 30,510 0 0
VALVOLINE INC COM 92047W101 535 22,547 SH   DFND 5,6 22,547 0 0
VALVOLINE INC COM 92047W101 787 33,190 SH   DFND 1,5,8 33,190 0 0
VALVOLINE INC COM 92047W101 1,392 58,678 SH   DFND 1,2,5 58,678 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 971 8,748 SH   DFND 5 3,536 0 5,212
VIRTUS INVT PARTNERS INC COM 92828Q109 826 7,448 SH   DFND 1,5 7,448 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 243 2,192 SH   DFND 1,5,8 2,192 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 165 1,485 SH   DFND 5,6 1,485 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 432 3,895 SH   DFND 1,2,5 3,895 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 223 2,012 SH   DFND 5,9 2,012 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 391 3,525 SH   DFND 1,3,5 3,525 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 409 3,683 SH   DFND 1,5,7 3,683 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 255 2,297 SH   DFND 1,4,5 2,297 0 0
VISA INC COM CL A 92826C839 7,529 80,281 SH   DFND 5 51,103 0 29,178
VISA INC COM CL A 92826C839 3,911 41,702 SH   DFND 1,5 41,702 0 0
VISA INC COM CL A 92826C839 1,207 12,870 SH   DFND 1,4,5 12,870 0 0
VISA INC COM CL A 92826C839 782 8,340 SH   DFND 5,6 8,340 0 0
VISA INC COM CL A 92826C839 1,854 19,765 SH   DFND 1,3,5 19,765 0 0
VISA INC COM CL A 92826C839 2,007 21,405 SH   DFND 1,2,5 21,405 0 0
VISA INC COM CL A 92826C839 1,059 11,289 SH   DFND 5,9 11,289 0 0
VISA INC COM CL A 92826C839 1,150 12,265 SH   DFND 1,5,8 12,265 0 0
VISA INC COM CL A 92826C839 1,936 20,643 SH   DFND 1,5,7 20,643 0 0
VULCAN MATLS CO COM 929160109 1,718 13,565 SH   DFND 1,5 13,565 0 0
VULCAN MATLS CO COM 929160109 2,099 16,567 SH   DFND 5 6,659 0 9,908
VULCAN MATLS CO COM 929160109 554 4,371 SH   DFND 1,4,5 4,371 0 0
VULCAN MATLS CO COM 929160109 359 2,832 SH   DFND 5,6 2,832 0 0
VULCAN MATLS CO COM 929160109 850 6,712 SH   DFND 1,3,5 6,712 0 0
VULCAN MATLS CO COM 929160109 528 4,165 SH   DFND 1,5,8 4,165 0 0
VULCAN MATLS CO COM 929160109 888 7,010 SH   DFND 1,5,7 7,010 0 0
VULCAN MATLS CO COM 929160109 921 7,269 SH   DFND 1,2,5 7,269 0 0
VULCAN MATLS CO COM 929160109 486 3,833 SH   DFND 5,9 3,833 0 0
WAL-MART STORES INC COM 931142103 2,285 30,190 SH   DFND 1,5 30,190 0 0
WAL-MART STORES INC COM 931142103 4,113 54,349 SH   DFND 5 33,071 0 21,278
WAL-MART STORES INC COM 931142103 1,139 15,056 SH   DFND 1,5,7 15,056 0 0
WAL-MART STORES INC COM 931142103 460 6,080 SH   DFND 5,6 6,080 0 0
WAL-MART STORES INC COM 931142103 623 8,231 SH   DFND 5,9 8,231 0 0
WAL-MART STORES INC COM 931142103 1,091 14,413 SH   DFND 1,3,5 14,413 0 0
WAL-MART STORES INC COM 931142103 710 9,387 SH   DFND 1,4,5 9,387 0 0
WAL-MART STORES INC COM 931142103 677 8,945 SH   DFND 1,5,8 8,945 0 0
WAL-MART STORES INC COM 931142103 1,185 15,653 SH   DFND 1,2,5 15,653 0 0
WASTE CONNECTIONS INC COM 94106B101 15,153 235,228 SH   DFND 5 146,630 0 88,598
WASTE CONNECTIONS INC COM 94106B101 8,113 125,934 SH   DFND 1,5 125,934 0 0
WASTE CONNECTIONS INC COM 94106B101 4,219 65,497 SH   DFND 1,2,5 65,497 0 0
WASTE CONNECTIONS INC COM 94106B101 1,630 25,305 SH   DFND 5,6 25,305 0 0
WASTE CONNECTIONS INC COM 94106B101 2,206 34,250 SH   DFND 5,9 34,250 0 0
WASTE CONNECTIONS INC COM 94106B101 2,516 39,060 SH   DFND 1,4,5 39,060 0 0
WASTE CONNECTIONS INC COM 94106B101 3,865 59,996 SH   DFND 1,3,5 59,996 0 0
WASTE CONNECTIONS INC COM 94106B101 4,037 62,669 SH   DFND 1,5,7 62,669 0 0
WASTE CONNECTIONS INC COM 94106B101 2,399 37,238 SH   DFND 1,5,8 37,238 0 0
WHOLE FOODS MKT INC COM 966837106 263 6,245 SH   DFND 5 2,510 0 3,735
WHOLE FOODS MKT INC COM 966837106 225 5,338 SH   DFND 1,5 5,338 0 0
WHOLE FOODS MKT INC COM 966837106 115 2,740 SH   DFND 1,2,5 2,740 0 0
WHOLE FOODS MKT INC COM 966837106 66 1,570 SH   DFND 1,5,8 1,570 0 0
WHOLE FOODS MKT INC COM 966837106 61 1,445 SH   DFND 5,9 1,445 0 0
WHOLE FOODS MKT INC COM 966837106 111 2,643 SH   DFND 1,5,7 2,643 0 0
WHOLE FOODS MKT INC COM 966837106 45 1,067 SH   DFND 5,6 1,067 0 0
WHOLE FOODS MKT INC COM 966837106 69 1,648 SH   DFND 1,4,5 1,648 0 0
WHOLE FOODS MKT INC COM 966837106 107 2,530 SH   DFND 1,3,5 2,530 0 0
XPO LOGISTICS INC COM 983793100 1,494 23,116 SH   DFND 1,5 23,116 0 0
XPO LOGISTICS INC COM 983793100 4,556 70,498 SH   DFND 5 54,533 0 15,965
XPO LOGISTICS INC COM 983793100 399 6,176 SH   DFND 5,9 6,176 0 0
XPO LOGISTICS INC COM 983793100 434 6,711 SH   DFND 1,5,8 6,711 0 0
XPO LOGISTICS INC COM 983793100 455 7,042 SH   DFND 1,4,5 7,042 0 0
XPO LOGISTICS INC COM 983793100 295 4,563 SH   DFND 5,6 4,563 0 0
XPO LOGISTICS INC COM 983793100 757 11,712 SH   DFND 1,2,5 11,712 0 0
XPO LOGISTICS INC COM 983793100 730 11,295 SH   DFND 1,5,7 11,295 0 0
XPO LOGISTICS INC COM 983793100 699 10,815 SH   DFND 1,3,5 10,815 0 0
XYLEM INC COM 98419M100 2,475 44,643 SH   DFND 1,5 44,643 0 0
XYLEM INC COM 98419M100 4,280 77,223 SH   DFND 5 45,994 0 31,229
XYLEM INC COM 98419M100 1,281 23,104 SH   DFND 1,2,5 23,104 0 0
XYLEM INC COM 98419M100 1,225 22,092 SH   DFND 1,5,7 22,092 0 0
XYLEM INC COM 98419M100 763 13,770 SH   DFND 1,4,5 13,770 0 0
XYLEM INC COM 98419M100 495 8,923 SH   DFND 5,6 8,923 0 0
XYLEM INC COM 98419M100 669 12,075 SH   DFND 5,9 12,075 0 0
XYLEM INC COM 98419M100 728 13,131 SH   DFND 1,5,8 13,131 0 0
XYLEM INC COM 98419M100 1,172 21,151 SH   DFND 1,3,5 21,151 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 783 810,000 PRN   DFND 1,5 810,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 911 942,000 PRN   DFND 5 174,000 0 768,000
YANDEX NV NOTE 1.125%12/1 98474TAB3 358 370,000 PRN   DFND 5,6 370,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 524 542,000 PRN   DFND 1,5,7 542,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 502 519,000 PRN   DFND 1,3,5 519,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 234 242,000 PRN   DFND 1,5,8 242,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 287 297,000 PRN   DFND 5,9 297,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 940 972,000 PRN   DFND 1,2,5 972,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 779 806,000 PRN   DFND 1,4,5 806,000 0 0
YUM BRANDS INC COM 988498101 590 7,999 SH   DFND 5 3,215 0 4,784
YUM BRANDS INC COM 988498101 504 6,837 SH   DFND 1,5 6,837 0 0
YUM BRANDS INC COM 988498101 239 3,240 SH   DFND 1,3,5 3,240 0 0
YUM BRANDS INC COM 988498101 101 1,367 SH   DFND 5,6 1,367 0 0
YUM BRANDS INC COM 988498101 259 3,509 SH   DFND 1,2,5 3,509 0 0
YUM BRANDS INC COM 988498101 148 2,011 SH   DFND 1,5,8 2,011 0 0
YUM BRANDS INC COM 988498101 250 3,385 SH   DFND 1,5,7 3,385 0 0
YUM BRANDS INC COM 988498101 156 2,110 SH   DFND 1,4,5 2,110 0 0
YUM BRANDS INC COM 988498101 137 1,851 SH   DFND 5,9 1,851 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,551 19,866 SH   DFND 1,5 19,866 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,911 38,247 SH   DFND 5 24,354 0 13,893
ZIMMER BIOMET HLDGS INC COM 98956P102 1,327 10,334 SH   DFND 1,2,5 10,334 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,262 9,826 SH   DFND 1,5,7 9,826 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 750 5,840 SH   DFND 1,5,8 5,840 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 786 6,123 SH   DFND 1,4,5 6,123 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 689 5,369 SH   DFND 5,9 5,369 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 509 3,967 SH   DFND 5,6 3,967 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,208 9,407 SH   DFND 1,3,5 9,407 0 0