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
3M CO COM 88579Y101 11,425 54,876 SH   DFND 7 0 48,911 0
3M CO COM 88579Y101 7,428 35,677 SH   DFND 2 0 13,619 0
51JOB INC SP ADR REP COM 316827104 904 20,215 SH   DFND 5 0 20,215 0
51JOB INC SP ADR REP COM 316827104 18,600 415,830 SH   DFND 8 0 415,830 0
ABBOTT LABS COM 002824100 30,936 636,411 SH   DFND 3 0 636,411 0
ABBOTT LABS COM 002824100 6,351 130,658 SH   DFND 2 0 126,725 0
ABBOTT LABS COM 002824100 4,413 90,791 SH   DFND 8 0 90,791 0
ABBOTT LABS COM 002824100 2,365 48,655 SH   DFND 7 0 45,557 0
ABBOTT LABS COM 002824100 6,791 139,701 SH   DFND 6 0 139,701 0
ABBVIE INC COM 00287Y109 3,933 54,237 SH   DFND 2 0 54,237 0
ABBVIE INC COM 00287Y109 8,158 112,515 SH   DFND 7 0 112,515 0
ABIOMED INC COM 003654100 20,242 141,254 SH   DFND 8 0 141,254 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,029 24,490 SH   DFND 8 0 24,490 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 17,474 141,282 SH   DFND 2 0 105,656 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11,148 90,136 SH   DFND 7 0 73,960 0
ACTIVISION BLIZZARD INC COM 00507V109 4,521 78,524 SH   DFND 7 0 78,524 0
ACTIVISION BLIZZARD INC COM 00507V109 1,069 18,567 SH   DFND 4 0 18,567 0
ACUITY BRANDS INC COM 00508Y102 6,970 34,286 SH   DFND 8 0 34,286 0
ACUITY BRANDS INC COM 00508Y102 284 1,395 SH   DFND 7 0 1,395 0
ACUITY BRANDS INC COM 00508Y102 544 2,675 SH   DFND 2 0 2,675 0
ADOBE SYS INC COM 00724F101 4,906 34,689 SH   DFND 7 0 34,689 0
ADOBE SYS INC COM 00724F101 18,914 133,726 SH   DFND 2 0 106,839 0
ADVANCE AUTO PARTS INC COM 00751Y106 211 1,808 SH   DFND 7 0 1,808 0
ADVANCED MICRO DEVICES INC COM 007903107 300 24,041 SH   DFND 7 0 24,041 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 11,430 6,500,000 PRN   DFND 2 0 6,150,001 0
AERCAP HOLDINGS NV SHS N00985106 772 16,629 SH   DFND 2 0 16,629 0
AERCAP HOLDINGS NV SHS N00985106 1,233 26,561 SH   DFND 7 0 17,962 0
AES CORP COM 00130H105 1,082 97,418 SH   DFND 7 0 97,418 0
AES CORP COM 00130H105 898 80,855 SH   DFND 3 0 80,855 0
AES CORP COM 00130H105 2,674 240,677 SH   DFND 2 0 240,677 0
AES CORP COM 00130H105 2,181 196,291 SH   DFND 8 0 196,291 0
AETNA INC NEW COM 00817Y108 2,005 13,205 SH   DFND 2 0 13,205 0
AETNA INC NEW COM 00817Y108 1,621 10,674 SH   DFND 7 0 9,424 0
AFFILIATED MANAGERS GROUP COM 008252108 2,844 17,145 SH   DFND 2 0 17,145 0
AFFILIATED MANAGERS GROUP COM 008252108 246 1,485 SH   DFND 7 0 1,485 0
AFLAC INC COM 001055102 3,897 50,161 SH   DFND 2 0 50,161 0
AFLAC INC COM 001055102 3,012 38,775 SH   DFND 7 0 28,982 0
AGCO CORP COM 001084102 423 6,275 SH   DFND 2 0 6,275 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,714 62,618 SH   DFND 2 0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 626 10,551 SH   DFND 7 0 10,551 0
AGIOS PHARMACEUTICALS INC COM 00847X104 10,580 205,641 SH   DFND 8 0 205,641 0
AGNC INVT CORP COM 00123Q104 4,726 221,961 SH   DFND 7 0 150,107 0
AGNICO EAGLE MINES LTD COM 008474108 1,296 28,714 SH   DFND 8 0 28,714 0
AGNICO EAGLE MINES LTD COM 008474108 358 7,943 SH   DFND 7 0 6,691 0
AGRIUM INC COM 008916108 386 4,267 SH   DFND 7 0 3,531 0
AIR PRODS & CHEMS INC COM 009158106 2,155 15,063 SH   DFND 8 0 15,063 0
AIR PRODS & CHEMS INC COM 009158106 3,075 21,495 SH   DFND 2 0 20,151 0
AIR PRODS & CHEMS INC COM 009158106 2,906 20,313 SH   DFND 7 0 7,801 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,190 104,200 SH   DFND 2 0 104,200 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,160 43,365 SH   DFND 8 0 43,365 0
AKAMAI TECHNOLOGIES INC COM 00971T101 257 5,169 SH   DFND 7 0 4,177 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 22,760 23,250,000 PRN   DFND 2 0 18,305,825 0
ALASKA AIR GROUP INC COM 011659109 2,932 32,664 SH   DFND 2 0 32,664 0
ALASKA AIR GROUP INC COM 011659109 3,291 36,661 SH   DFND 7 0 36,661 0
ALBEMARLE CORP COM 012653101 352 3,337 SH   DFND 7 0 3,337 0
ALBEMARLE CORP COM 012653101 8,608 81,565 SH   DFND 8 0 81,565 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 318 2,636 SH   DFND 7 0 2,636 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 231 1,914 SH   DFND 6 0 1,914 0
ALEXION PHARMACEUTICALS INC COM 015351109 727 5,977 SH   DFND 7 0 5,977 0
ALEXION PHARMACEUTICALS INC COM 015351109 511 4,200 SH   DFND 4 0 4,200 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 28,694 203,648 SH   DFND 3 0 203,648 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,037 28,655 SH   DFND 2 0 28,655 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 47,546 337,445 SH   DFND 8 0 337,445 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,984 113,442 SH   DFND 6 0 113,442 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 83,992 596,111 SH   DFND 5 0 596,111 0
ALIGN TECHNOLOGY INC COM 016255101 2,005 13,357 SH   DFND 8 0 13,357 0
ALIGN TECHNOLOGY INC COM 016255101 2,178 14,506 SH   DFND 7 0 14,506 0
ALKERMES PLC SHS G01767105 953 16,442 SH   DFND 7 0 16,442 0
ALKERMES PLC SHS G01767105 48,333 833,753 SH   DFND 8 0 833,753 0
ALLEGHANY CORP DEL COM 017175100 315 529 SH   DFND 7 0 477 0
ALLEGION PUB LTD CO ORD SHS G0176J109 828 10,209 SH   DFND 2 0 10,209 0
ALLEGION PUB LTD CO ORD SHS G0176J109 4,181 51,537 SH   DFND 7 0 47,552 0
ALLERGAN PLC SHS G0177J108 55,520 228,392 SH   DFND 8 0 228,392 0
ALLERGAN PLC SHS G0177J108 23,401 96,264 SH   DFND 2 0 83,419 0
ALLERGAN PLC SHS G0177J108 1,194 4,911 SH   DFND 4 0 4,911 0
ALLERGAN PLC SHS G0177J108 2,263 9,309 SH   DFND 7 0 8,918 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 383 1,491 SH   DFND 7 0 1,491 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 214 832 SH   DFND 8 0 832 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,740 6,778 SH   DFND 2 0 6,778 0
ALLIANT ENERGY CORP COM 018802108 946 23,539 SH   DFND 8 0 23,539 0
ALLIANT ENERGY CORP COM 018802108 266 6,630 SH   DFND 7 0 6,630 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,464 39,019 SH   DFND 7 0 39,019 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,501 40,005 SH   DFND 2 0 40,005 0
ALLSTATE CORP COM 020002101 9,238 104,458 SH   DFND 2 0 70,587 0
ALLSTATE CORP COM 020002101 6,366 71,978 SH   DFND 7 0 71,636 0
ALLY FINL INC COM 02005N100 257 12,308 SH   DFND 7 0 12,308 0
ALPHABET INC CAP STK CL C 02079K107 676 744 SH   DFND 2 0 0 0
ALPHABET INC CAP STK CL C 02079K107 19,565 21,530 SH   DFND 8 0 20,687 0
ALPHABET INC CAP STK CL C 02079K107 3,388 3,728 SH   DFND 3 0 0 0
ALPHABET INC CAP STK CL C 02079K107 9,693 10,666 SH   DFND 7 0 10,080 0
ALPHABET INC CAP STK CL C 02079K107 58,353 64,214 SH   DFND 6 0 64,214 0
ALPHABET INC CAP STK CL A 02079K305 121,461 130,648 SH   DFND 8 0 130,648 0
ALPHABET INC CAP STK CL A 02079K305 21,951 23,611 SH   DFND 3 0 23,611 0
ALPHABET INC CAP STK CL A 02079K305 358 385 SH   DFND 6 0 385 0
ALPHABET INC CAP STK CL A 02079K305 9,863 10,609 SH   DFND 7 0 10,300 0
ALPHABET INC CAP STK CL A 02079K305 3,691 3,970 SH   DFND 2 0 3,577 0
ALTRIA GROUP INC COM 02209S103 20,734 278,422 SH   DFND 8 0 278,422 0
ALTRIA GROUP INC COM 02209S103 2,537 34,063 SH   DFND 3 0 34,063 0
ALTRIA GROUP INC COM 02209S103 16,714 224,443 SH   DFND 7 0 187,810 0
ALTRIA GROUP INC COM 02209S103 298 4,002 SH   DFND 2 0 0 0
ALTRIA GROUP INC COM 02209S103 5,426 72,864 SH   DFND 6 0 72,864 0
AMAZON COM INC COM 023135106 79,813 82,451 SH   DFND 8 0 82,451 0
AMAZON COM INC COM 023135106 22,765 23,518 SH   DFND 2 0 20,874 0
AMAZON COM INC COM 023135106 2,354 2,432 SH   DFND 6 0 2,432 0
AMAZON COM INC COM 023135106 22,504 23,248 SH   DFND 3 0 23,248 0
AMAZON COM INC COM 023135106 11,071 11,437 SH   DFND 7 0 11,072 0
AMBEV SA SPONSORED ADR 02319V103 11,777 2,145,192 SH   DFND 4 0 2,144,552 0
AMBEV SA SPONSORED ADR 02319V103 648 118,083 SH   DFND 2 0 118,083 0
AMC NETWORKS INC CL A 00164V103 1,275 23,879 SH   DFND 8 0 23,879 0
AMC NETWORKS INC CL A 00164V103 677 12,670 SH   DFND 2 0 12,670 0
AMEREN CORP COM 023608102 433 7,915 SH   DFND 7 0 7,915 0
AMEREN CORP COM 023608102 2,390 43,721 SH   DFND 8 0 43,721 0
AMERICAN AIRLS GROUP INC COM 02376R102 4,325 85,953 SH   DFND 7 0 50,784 0
AMERICAN AIRLS GROUP INC COM 02376R102 798 15,856 SH   DFND 2 0 15,856 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 3,769 79,687 SH   DFND 6 0 79,687 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 539 44,723 SH   DFND 2 0 44,723 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 442 36,644 SH   DFND 7 0 36,644 0
AMERICAN ELEC PWR INC COM 025537101 939 13,515 SH   DFND 7 0 13,515 0
AMERICAN ELEC PWR INC COM 025537101 18,017 259,346 SH   DFND 8 0 259,346 0
AMERICAN EXPRESS CO COM 025816109 2,081 24,698 SH   DFND 7 0 24,698 0
AMERICAN EXPRESS CO COM 025816109 10,535 125,064 SH   DFND 2 0 125,064 0
AMERICAN FINL GROUP INC OHIO COM 025932104 270 2,713 SH   DFND 7 0 2,431 0
AMERICAN INTL GROUP INC COM NEW 026874784 647 10,348 SH   DFND 4 0 10,348 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,668 26,672 SH   DFND 7 0 26,672 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,511 1,500,000 PRN   DFND 2 0 90,900 0
AMERICAN TOWER CORP NEW COM 03027X100 3,819 28,863 SH   DFND 7 0 28,863 0
AMERICAN WTR WKS CO INC NEW COM 030420103 14,224 182,472 SH   DFND 2 0 119,916 0
AMERICAN WTR WKS CO INC NEW COM 030420103 8,161 104,693 SH   DFND 7 0 93,473 0
AMERICAN WTR WKS CO INC NEW COM 030420103 17,504 224,554 SH   DFND 8 0 224,554 0
AMERIPRISE FINL INC COM 03076C106 1,444 11,342 SH   DFND 2 0 11,342 0
AMERIPRISE FINL INC COM 03076C106 5,971 46,912 SH   DFND 7 0 44,662 0
AMERISOURCEBERGEN CORP COM 03073E105 1,385 14,647 SH   DFND 7 0 14,647 0
AMETEK INC NEW COM 031100100 392 6,471 SH   DFND 7 0 6,471 0
AMETEK INC NEW COM 031100100 6,428 106,129 SH   DFND 8 0 106,129 0
AMGEN INC COM 031162100 11,148 64,727 SH   DFND 2 0 41,834 0
AMGEN INC COM 031162100 10,016 58,154 SH   DFND 7 0 58,154 0
AMPHENOL CORP NEW CL A 032095101 16,283 220,578 SH   DFND 7 0 209,872 0
ANADARKO PETE CORP COM 032511107 3,401 75,004 SH   DFND 8 0 75,004 0
ANADARKO PETE CORP COM 032511107 688 15,174 SH   DFND 7 0 15,174 0
ANADARKO PETE CORP COM 032511107 8,179 180,403 SH   DFND 2 0 180,403 0
ANALOG DEVICES INC COM 032654105 6,475 83,227 SH   DFND 2 0 83,227 0
ANALOG DEVICES INC COM 032654105 4,295 55,208 SH   DFND 7 0 55,208 0
ANALOG DEVICES INC COM 032654105 13,309 171,061 SH   DFND 8 0 171,061 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 128 13,141 SH   DFND 8 0 13,141 0
ANNALY CAP MGMT INC COM 035710409 242 20,110 SH   DFND 5 0 0 0
ANNALY CAP MGMT INC COM 035710409 2,040 169,311 SH   DFND 3 0 169,311 0
ANNALY CAP MGMT INC COM 035710409 2,099 174,156 SH   DFND 7 0 63,467 0
ANNALY CAP MGMT INC COM 035710409 4,607 382,289 SH   DFND 6 0 382,289 0
ANSYS INC COM 03662Q105 1,860 15,289 SH   DFND 7 0 11,200 0
ANTHEM INC COM 036752103 1,333 7,086 SH   DFND 7 0 7,086 0
AON PLC SHS CL A G0408V102 3,891 29,269 SH   DFND 2 0 29,269 0
AON PLC SHS CL A G0408V102 7,648 57,525 SH   DFND 7 0 50,851 0
AON PLC SHS CL A G0408V102 45,970 345,770 SH   DFND 8 0 345,770 0
AON PLC SHS CL A G0408V102 10,495 78,942 SH   DFND 6 0 78,942 0
AON PLC SHS CL A G0408V102 679 5,109 SH   DFND 5 0 0 0
AON PLC SHS CL A G0408V102 38,856 292,264 SH   DFND 3 0 292,264 0
APACHE CORP COM 037411105 495 10,331 SH   DFND 7 0 10,331 0
APARTMENT INVT & MGMT CO CL A 03748R101 8,226 191,437 SH   DFND 6 0 191,437 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 231 8,734 SH   DFND 7 0 8,734 0
APPLE INC COM 037833100 27,500 190,947 SH   DFND 7 0 180,647 0
APPLE INC COM 037833100 24,974 173,403 SH   DFND 6 0 173,403 0
APPLE INC COM 037833100 38,520 267,466 SH   DFND 2 0 211,389 0
APPLE INC COM 037833100 160,840 1,116,787 SH   DFND 8 0 1,116,787 0
APPLIED MATLS INC COM 038222105 7,714 186,731 SH   DFND 7 0 156,090 0
APPLIED MATLS INC COM 038222105 6,369 154,181 SH   DFND 2 0 154,181 0
APTARGROUP INC COM 038336103 6,222 71,636 SH   DFND 2 0 71,636 0
AQUA AMERICA INC COM 03836W103 4,633 139,140 SH   DFND 8 0 139,140 0
ARAMARK COM 03852U106 13,701 334,322 SH   DFND 7 0 285,879 0
ARAMARK COM 03852U106 753 18,375 SH   DFND 2 0 18,375 0
ARCH CAP GROUP LTD ORD G0450A105 1,495 16,022 SH   DFND 7 0 2,977 0
ARCHER DANIELS MIDLAND CO COM 039483102 767 18,542 SH   DFND 7 0 18,542 0
ARCONIC INC COM 03965L100 265 11,714 SH   DFND 7 0 11,714 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 2,295 2,250,000 PRN   DFND 2 0 825,494 0
ARISTA NETWORKS INC COM 040413106 201 1,345 SH   DFND 7 0 1,345 0
ARROW ELECTRS INC COM 042735100 440 5,611 SH   DFND 7 0 5,611 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 733 5,622 SH   DFND 8 0 5,622 0
AT&T INC COM 00206R102 2,901 76,877 SH   DFND 2 0 42,450 0
AT&T INC COM 00206R102 5,209 138,060 SH   DFND 8 0 138,060 0
AT&T INC COM 00206R102 314 8,329 SH   DFND 6 0 8,329 0
AT&T INC COM 00206R102 7,014 185,897 SH   DFND 7 0 172,544 0
ATMOS ENERGY CORP COM 049560105 204 2,457 SH   DFND 7 0 2,457 0
ATWOOD OCEANICS INC COM 050095108 709 87,000 SH   DFND 2 0 87,000 0
AUTODESK INC COM 052769106 660 6,542 SH   DFND 7 0 6,542 0
AUTOLIV INC COM 052800109 283 2,576 SH   DFND 7 0 2,576 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,586 74,042 SH   DFND 7 0 47,828 0
AUTOZONE INC COM 053332102 7,678 13,460 SH   DFND 7 0 12,249 0
AVALONBAY CMNTYS INC COM 053484101 3,328 17,317 SH   DFND 6 0 17,317 0
AVALONBAY CMNTYS INC COM 053484101 833 4,334 SH   DFND 7 0 4,334 0
AVERY DENNISON CORP COM 053611109 1,669 18,886 SH   DFND 2 0 18,886 0
AVERY DENNISON CORP COM 053611109 7,822 88,511 SH   DFND 7 0 44,931 0
AVNET INC COM 053807103 229 5,900 SH   DFND 7 0 5,900 0
AXALTA COATING SYS LTD COM G0750C108 349 10,882 SH   DFND 7 0 10,882 0
AXALTA COATING SYS LTD COM G0750C108 1,428 44,561 SH   DFND 8 0 44,561 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 8,444 130,594 SH   DFND 7 0 93,928 0
AZURE PWR GLOBAL LTD SHS V0393H103 381 22,714 SH   DFND 8 0 22,714 0
BAIDU INC SPON ADR REP A 056752108 25,476 142,434 SH   DFND 5 0 43,150 0
BAIDU INC SPON ADR REP A 056752108 18,523 103,564 SH   DFND 8 0 103,564 0
BAKER HUGHES INC COM 057224107 10,314 189,213 SH   DFND 2 0 189,213 0
BAKER HUGHES INC COM 057224107 834 15,300 SH   DFND 7 0 12,967 0
BALL CORP COM 058498106 810 19,199 SH   DFND 2 0 19,199 0
BALL CORP COM 058498106 600 14,218 SH   DFND 7 0 12,308 0
BALL CORP COM 058498106 13,226 313,328 SH   DFND 6 0 313,328 0
BALL CORP COM 058498106 1,505 35,661 SH   DFND 8 0 35,661 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 6,006 706,580 SH   DFND 4 0 98,378 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 988 116,201 SH   DFND 2 0 116,201 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 14,789 1,739,889 SH   DFND 8 0 1,739,889 0
BANCO MACRO SA SPON ADR B 05961W105 313 3,400 SH   DFND 2 0 3,400 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 9,069 356,900 SH   DFND 8 0 356,900 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,559 34,984 SH   DFND 8 0 34,984 0
BANK AMER CORP COM 060505104 6,867 283,049 SH   DFND 7 0 273,213 0
BANK AMER CORP COM 060505104 343 14,158 SH   DFND 6 0 14,158 0
BANK AMER CORP COM 060505104 43,537 1,794,581 SH   DFND 8 0 1,794,581 0
BANK AMER CORP COM 060505104 25,362 1,045,422 SH   DFND 2 0 840,428 0
BANK MONTREAL QUE COM 063671101 2,352 32,021 SH   DFND 7 0 17,233 0
BANK MONTREAL QUE COM 063671101 727 9,893 SH   DFND 8 0 9,893 0
BANK MONTREAL QUE COM 063671101 218 2,975 SH   DFND 2 0 0 0
BANK N S HALIFAX COM 064149107 2,118 35,228 SH   DFND 7 0 32,114 0
BANK N S HALIFAX COM 064149107 238 3,953 SH   DFND 2 0 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,857 36,407 SH   DFND 7 0 33,242 0
BANK NEW YORK MELLON CORP COM 064058100 8,632 169,191 SH   DFND 2 0 165,173 0
BANK OF THE OZARKS INC COM 063904106 12,380 264,140 SH   DFND 8 0 264,140 0
BANKUNITED INC COM 06652K103 20,523 608,805 SH   DFND 8 0 608,805 0
BARD C R INC COM 067383109 626 1,979 SH   DFND 7 0 1,979 0
BARRICK GOLD CORP COM 067901108 616 38,741 SH   DFND 7 0 32,037 0
BARRICK GOLD CORP COM 067901108 1,007 63,264 SH   DFND 8 0 63,264 0
BAXTER INTL INC COM 071813109 6,947 114,753 SH   DFND 7 0 107,652 0
BAXTER INTL INC COM 071813109 1,159 19,140 SH   DFND 2 0 19,140 0
BB&T CORP COM 054937107 1,158 25,496 SH   DFND 7 0 25,496 0
BCE INC COM NEW 05534B760 940 20,870 SH   DFND 8 0 20,870 0
BCE INC COM NEW 05534B760 7,649 169,818 SH   DFND 7 0 4,895 0
BEACON ROOFING SUPPLY INC COM 073685109 9,986 203,804 SH   DFND 8 0 203,804 0
BECTON DICKINSON & CO COM 075887109 1,762 9,030 SH   DFND 7 0 7,261 0
BECTON DICKINSON & CO COM 075887109 332 1,704 SH   DFND 2 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 291 1,720 SH   DFND 2 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 25,815 152,417 SH   DFND 7 0 144,196 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 276 1,631 SH   DFND 6 0 1,631 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 952 5,621 SH   DFND 8 0 5,621 0
BERRY GLOBAL GROUP INC COM 08579W103 43,321 759,890 SH   DFND 8 0 759,890 0
BERRY GLOBAL GROUP INC COM 08579W103 2,550 44,725 SH   DFND 7 0 44,725 0
BERRY GLOBAL GROUP INC COM 08579W103 10,435 183,037 SH   DFND 2 0 183,037 0
BEST BUY INC COM 086516101 7,649 133,425 SH   DFND 7 0 104,060 0
BIG LOTS INC COM 089302103 2,729 56,510 SH   DFND 2 0 56,510 0
BIG LOTS INC COM 089302103 1,228 25,429 SH   DFND 8 0 25,429 0
BIOGEN INC COM 09062X103 6,783 24,996 SH   DFND 7 0 19,908 0
BIOGEN INC COM 09062X103 14,053 51,788 SH   DFND 2 0 51,434 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 13,235 145,728 SH   DFND 8 0 145,728 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 492 5,418 SH   DFND 7 0 5,418 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 14,217 156,537 SH   DFND 2 0 156,537 0
BIOVERATIV INC COM 09075E100 1,325 22,014 SH   DFND 2 0 22,014 0
BJS RESTAURANTS INC COM 09180C106 2,684 72,060 SH   DFND 8 0 72,060 0
BLACK HILLS CORP COM 092113109 7,840 116,203 SH   DFND 8 0 116,203 0
BLACKBERRY LTD COM 09228F103 114 11,453 SH   DFND 7 0 11,453 0
BLACKROCK INC COM 09247X101 17,900 42,375 SH   DFND 2 0 33,863 0
BLACKROCK INC COM 09247X101 1,637 3,875 SH   DFND 7 0 3,875 0
BLACKROCK INC COM 09247X101 927 2,195 SH   DFND 8 0 2,195 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 25,479 764,000 SH   DFND 6 0 764,000 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,672 50,139 SH   DFND 2 0 50,139 0
BLOCK H & R INC COM 093671105 8,461 273,716 SH   DFND 7 0 216,495 0
BLOCK H & R INC COM 093671105 966 31,245 SH   DFND 2 0 31,245 0
BOEING CO COM 097023105 5,675 28,697 SH   DFND 7 0 28,697 0
BOEING CO COM 097023105 7,360 37,221 SH   DFND 2 0 37,221 0
BOEING CO COM 097023105 12,013 60,750 SH   DFND 8 0 60,750 0
BORGWARNER INC COM 099724106 301 7,108 SH   DFND 7 0 7,108 0
BORGWARNER INC COM 099724106 6,765 159,704 SH   DFND 2 0 71,333 0
BOSTON BEER INC CL A 100557107 3,177 24,043 SH   DFND 8 0 24,043 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 9,323 607,360 SH   DFND 8 0 607,360 0
BOSTON PROPERTIES INC COM 101121101 12,416 100,928 SH   DFND 8 0 100,928 0
BOSTON PROPERTIES INC COM 101121101 599 4,868 SH   DFND 7 0 4,868 0
BOSTON PROPERTIES INC COM 101121101 12,641 102,757 SH   DFND 6 0 102,757 0
BOSTON SCIENTIFIC CORP COM 101137107 49,620 1,790,037 SH   DFND 8 0 1,790,037 0
BOSTON SCIENTIFIC CORP COM 101137107 1,877 67,720 SH   DFND 2 0 59,365 0
BOSTON SCIENTIFIC CORP COM 101137107 1,219 43,978 SH   DFND 7 0 37,398 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 10,880 620,645 SH   DFND 6 0 620,645 0
BRF SA SPONSORED ADR 10552T107 730 61,950 SH   DFND 2 0 61,950 0
BRF SA SPONSORED ADR 10552T107 4,636 393,250 SH   DFND 4 0 393,050 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,322 59,623 SH   DFND 7 0 59,623 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,205 75,462 SH   DFND 2 0 60,556 0
BRISTOL MYERS SQUIBB CO COM 110122108 32,136 576,736 SH   DFND 8 0 576,736 0
BRIXMOR PPTY GROUP INC COM 11120U105 12,389 692,884 SH   DFND 6 0 692,884 0
BROADCOM LTD SHS Y09827109 38,553 165,428 SH   DFND 8 0 165,428 0
BROADCOM LTD SHS Y09827109 4,558 19,556 SH   DFND 7 0 19,556 0
BROADCOM LTD SHS Y09827109 16,182 69,437 SH   DFND 2 0 66,407 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,240 29,639 SH   DFND 7 0 6,996 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 709 700,000 PRN   DFND 2 0 44,310 0
BROOKDALE SR LIVING INC COM 112463104 1,414 96,131 SH   DFND 8 0 96,131 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 956 24,394 SH   DFND 7 0 24,394 0
BROWN FORMAN CORP CL B 115637209 280 5,771 SH   DFND 7 0 5,771 0
BUFFALO WILD WINGS INC COM 119848109 6,679 52,719 SH   DFND 8 0 52,719 0
BUNGE LIMITED COM G16962105 603 8,089 SH   DFND 7 0 4,366 0
BURLINGTON STORES INC COM 122017106 5,013 54,496 SH   DFND 2 0 54,496 0
BURLINGTON STORES INC COM 122017106 1,437 15,624 SH   DFND 7 0 15,624 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10,275 149,604 SH   DFND 7 0 71,393 0
CA INC COM 12673P105 2,174 63,067 SH   DFND 7 0 10,040 0
CABOT OIL & GAS CORP COM 127097103 302 12,039 SH   DFND 7 0 12,039 0
CADENCE DESIGN SYSTEM INC COM 127387108 4,707 140,556 SH   DFND 7 0 26,924 0
CAE INC COM 124765108 5,493 318,646 SH   DFND 7 0 247,928 0
CAE INC COM 124765108 6,568 381,000 SH   DFND 6 0 381,000 0
CALLON PETE CO DEL COM 13123X102 15,052 1,418,620 SH   DFND 8 0 1,418,620 0
CALPINE CORP COM NEW 131347304 676 49,973 SH   DFND 8 0 49,973 0
CAMDEN PPTY TR SH BEN INT 133131102 10,958 128,153 SH   DFND 6 0 128,153 0
CAMECO CORP COM 13321L108 128 14,062 SH   DFND 7 0 14,062 0
CAMECO CORP COM 13321L108 479 52,598 SH   DFND 8 0 52,598 0
CAMPBELL SOUP CO COM 134429109 560 10,738 SH   DFND 2 0 10,738 0
CAMPBELL SOUP CO COM 134429109 1,391 26,678 SH   DFND 7 0 15,687 0
CANADIAN NAT RES LTD COM 136385101 3,789 131,369 SH   DFND 8 0 131,369 0
CANADIAN NAT RES LTD COM 136385101 875 30,324 SH   DFND 7 0 30,324 0
CANADIAN NATL RY CO COM 136375102 2,078 25,638 SH   DFND 7 0 25,638 0
CANADIAN PAC RY LTD COM 13645T100 687 4,274 SH   DFND 7 0 4,274 0
CAPITAL ONE FINL CORP COM 14040H105 1,063 12,869 SH   DFND 7 0 12,869 0
CARDINAL HEALTH INC COM 14149Y108 800 10,265 SH   DFND 7 0 10,265 0
CARDINAL HEALTH INC COM 14149Y108 25,322 324,972 SH   DFND 8 0 324,972 0
CARE CAP PPTYS INC COM 141624106 230 8,619 SH   DFND 6 0 8,619 0
CARMAX INC COM 143130102 385 6,102 SH   DFND 7 0 6,102 0
CARNIVAL CORP UNIT 99/99/9999 143658300 617 9,412 SH   DFND 7 0 9,412 0
CARRIZO OIL & GAS INC COM 144577103 8,369 480,442 SH   DFND 8 0 480,442 0
CARS COM INC COM 14575E105 1,959 73,558 SH   DFND 2 0 73,558 0
CATERPILLAR INC DEL COM 149123101 2,230 20,748 SH   DFND 7 0 18,688 0
CATERPILLAR INC DEL COM 149123101 281 2,616 SH   DFND 2 0 0 0
CAVIUM INC COM 14964U108 8,203 132,031 SH   DFND 8 0 132,031 0
CBOE HLDGS INC COM 12503M108 1,631 17,843 SH   DFND 2 0 17,843 0
CBOE HLDGS INC COM 12503M108 774 8,470 SH   DFND 7 0 7,894 0
CBOE HLDGS INC COM 12503M108 15,042 164,571 SH   DFND 8 0 164,571 0
CBRE GROUP INC CL A 12504L109 20,627 566,684 SH   DFND 8 0 566,684 0
CBRE GROUP INC CL A 12504L109 349 9,597 SH   DFND 7 0 9,597 0
CBS CORP NEW CL B 124857202 1,650 25,865 SH   DFND 8 0 25,865 0
CBS CORP NEW CL B 124857202 747 11,705 SH   DFND 7 0 11,057 0
CDK GLOBAL INC COM 12508E101 239 3,851 SH   DFND 7 0 3,851 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,228 27,446 SH   DFND 7 0 16,594 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,043 62,141 SH   DFND 6 0 62,141 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,491 30,687 SH   DFND 3 0 30,687 0
CDW CORP COM 12514G108 4,284 68,505 SH   DFND 2 0 68,505 0
CDW CORP COM 12514G108 2,585 41,346 SH   DFND 7 0 36,214 0
CELANESE CORP DEL COM SER A 150870103 1,829 19,263 SH   DFND 8 0 19,263 0
CELANESE CORP DEL COM SER A 150870103 1,086 11,444 SH   DFND 7 0 11,444 0
CELANESE CORP DEL COM SER A 150870103 3,152 33,197 SH   DFND 2 0 33,197 0
CELGENE CORP COM 151020104 74,854 576,374 SH   DFND 8 0 576,374 0
CELGENE CORP COM 151020104 26,970 207,670 SH   DFND 3 0 207,670 0
CELGENE CORP COM 151020104 29,320 225,763 SH   DFND 2 0 192,225 0
CELGENE CORP COM 151020104 3,457 26,621 SH   DFND 7 0 26,621 0
CELGENE CORP COM 151020104 2,000 15,398 SH   DFND 6 0 15,398 0
CEMEX SAB DE CV SPON ADR NEW 151290889 299 31,768 SH   DFND 4 0 317,680 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,475 156,549 SH   DFND 2 0 156,549 0
CEMEX SAB DE CV SPON ADR NEW 151290889 212 22,523 SH   DFND 8 0 225,230 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 11,483 9,550,000 PRN   DFND 2 0 9,807,599 0
CENOVUS ENERGY INC COM 15135U109 262 35,534 SH   DFND 7 0 29,915 0
CENTENE CORP DEL COM 15135B101 1,973 24,698 SH   DFND 7 0 24,698 0
CENTENE CORP DEL COM 15135B101 33,037 413,578 SH   DFND 8 0 413,578 0
CENTERPOINT ENERGY INC COM 15189T107 2,618 95,630 SH   DFND 7 0 82,299 0
CENTERSTATE BANKS INC COM 15201P109 241 9,692 SH   DFND 8 0 9,692 0
CENTURYLINK INC COM 156700106 738 30,902 SH   DFND 7 0 30,902 0
CENTURYLINK INC COM 156700106 620 25,980 SH   DFND 2 0 25,980 0
CENTURYLINK INC COM 156700106 1,630 68,278 SH   DFND 8 0 68,278 0
CERNER CORP COM 156782104 629 9,456 SH   DFND 7 0 9,456 0
CHARLES RIV LABS INTL INC COM 159864107 14,516 143,509 SH   DFND 8 0 143,509 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,489 7,389 SH   DFND 7 0 7,389 0
CHEESECAKE FACTORY INC COM 163072101 1,268 25,217 SH   DFND 2 0 25,217 0
CHEESECAKE FACTORY INC COM 163072101 516 10,253 SH   DFND 7 0 10,253 0
CHENIERE ENERGY INC COM NEW 16411R208 309 6,353 SH   DFND 7 0 6,353 0
CHEVRON CORP NEW COM 166764100 281 2,698 SH   DFND 6 0 2,698 0
CHEVRON CORP NEW COM 166764100 5,719 54,820 SH   DFND 7 0 51,420 0
CHEVRON CORP NEW COM 166764100 48,595 465,780 SH   DFND 8 0 465,780 0
CHEVRON CORP NEW COM 166764100 6,225 59,668 SH   DFND 2 0 56,566 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 4,558 231,000 SH   DFND 2 0 231,000 0
CHILDRENS PL INC COM 168905107 240 2,350 SH   DFND 7 0 2,350 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 364 875 SH   DFND 7 0 779 0
CHUBB LIMITED COM H1467J104 928 6,386 SH   DFND 8 0 6,386 0
CHUBB LIMITED COM H1467J104 5,996 41,243 SH   DFND 7 0 33,563 0
CHUBB LIMITED COM H1467J104 4,740 32,606 SH   DFND 2 0 10,859 0
CHURCH & DWIGHT INC COM 171340102 5,967 115,023 SH   DFND 7 0 46,538 0
CIENA CORP COM NEW 171779309 12,530 500,780 SH   DFND 8 0 500,780 0
CIGNA CORPORATION COM 125509109 1,572 9,391 SH   DFND 7 0 8,265 0
CIGNA CORPORATION COM 125509109 1,994 11,911 SH   DFND 2 0 11,911 0
CIMAREX ENERGY CO COM 171798101 216 2,297 SH   DFND 7 0 2,297 0
CIMAREX ENERGY CO COM 171798101 17,188 182,831 SH   DFND 8 0 182,831 0
CINCINNATI FINL CORP COM 172062101 1,010 13,943 SH   DFND 7 0 13,556 0
CINTAS CORP COM 172908105 361 2,868 SH   DFND 7 0 2,539 0
CISCO SYS INC COM 17275R102 13,229 422,649 SH   DFND 2 0 385,946 0
CISCO SYS INC COM 17275R102 7,089 226,493 SH   DFND 7 0 169,273 0
CISCO SYS INC COM 17275R102 22,242 710,597 SH   DFND 3 0 710,597 0
CISCO SYS INC COM 17275R102 40,434 1,291,811 SH   DFND 8 0 1,291,811 0
CISCO SYS INC COM 17275R102 833 26,625 SH   DFND 5 0 0 0
CISCO SYS INC COM 17275R102 8,150 260,371 SH   DFND 6 0 260,371 0
CIT GROUP INC COM NEW 125581801 228 4,679 SH   DFND 7 0 4,679 0
CITIGROUP INC COM NEW 172967424 276 4,131 SH   DFND 2 0 0 0
CITIGROUP INC COM NEW 172967424 992 14,830 SH   DFND 8 0 14,830 0
CITIGROUP INC COM NEW 172967424 5,277 78,904 SH   DFND 7 0 75,650 0
CITIGROUP INC COM NEW 172967424 279 4,169 SH   DFND 6 0 4,169 0
CITIZENS FINL GROUP INC COM 174610105 3,048 85,415 SH   DFND 7 0 85,415 0
CITRIX SYS INC COM 177376100 3,273 41,133 SH   DFND 2 0 41,133 0
CITRIX SYS INC COM 177376100 912 11,460 SH   DFND 7 0 11,460 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 17,736 14,760,000 PRN   DFND 2 0 11,531,428 0
CLEAN HARBORS INC COM 184496107 1,156 20,700 SH   DFND 2 0 20,700 0
CLOROX CO DEL COM 189054109 18,283 137,217 SH   DFND 7 0 106,176 0
CLOVIS ONCOLOGY INC COM 189464100 4,167 44,502 SH   DFND 8 0 44,502 0
CLUBCORP HLDGS INC COM 18948M108 9,304 710,234 SH   DFND 8 0 710,234 0
CME GROUP INC COM 12572Q105 7,572 60,458 SH   DFND 7 0 60,458 0
CME GROUP INC COM 12572Q105 484 3,864 SH   DFND 8 0 3,864 0
CMS ENERGY CORP COM 125896100 459 9,927 SH   DFND 7 0 8,305 0
CMS ENERGY CORP COM 125896100 12,673 274,001 SH   DFND 8 0 274,001 0
CNO FINL GROUP INC COM 12621E103 12,677 607,132 SH   DFND 8 0 607,132 0
COACH INC COM 189754104 351 7,415 SH   DFND 7 0 7,415 0
COACH INC COM 189754104 5,252 110,932 SH   DFND 2 0 110,932 0
COACH INC COM 189754104 30,288 639,805 SH   DFND 8 0 639,805 0
COCA COLA CO COM 191216100 10,884 242,666 SH   DFND 7 0 187,745 0
COCA COLA CO COM 191216100 256 5,705 SH   DFND 2 0 0 0
COCA COLA CO COM 191216100 243 5,423 SH   DFND 6 0 5,423 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,947 29,329 SH   DFND 2 0 29,329 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,617 24,345 SH   DFND 8 0 24,345 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 12,472 187,824 SH   DFND 3 0 187,824 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,027 30,522 SH   DFND 6 0 30,522 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,662 25,025 SH   DFND 7 0 25,025 0
COLGATE PALMOLIVE CO COM 194162103 12,176 164,256 SH   DFND 7 0 115,813 0
COLGATE PALMOLIVE CO COM 194162103 5,631 75,957 SH   DFND 2 0 42,124 0
COLONY NORTHSTAR INC CL A COM 19625W104 158 11,235 SH   DFND 7 0 11,235 0
COLUMBIA BKG SYS INC COM 197236102 9,060 227,365 SH   DFND 8 0 227,365 0
COLUMBIA SPORTSWEAR CO COM 198516106 10,890 187,564 SH   DFND 8 0 187,564 0
COMCAST CORP NEW CL A 20030N101 481 12,352 SH   DFND 5 0 0 0
COMCAST CORP NEW CL A 20030N101 11,498 295,430 SH   DFND 7 0 276,141 0
COMCAST CORP NEW CL A 20030N101 34,237 879,680 SH   DFND 6 0 879,680 0
COMCAST CORP NEW CL A 20030N101 12,642 324,815 SH   DFND 3 0 159,660 0
COMCAST CORP NEW CL A 20030N101 9,134 234,694 SH   DFND 2 0 39,744 0
COMCAST CORP NEW CL A 20030N101 58,166 1,494,511 SH   DFND 8 0 1,460,729 0
COMERICA INC COM 200340107 374 5,101 SH   DFND 7 0 5,101 0
COMMSCOPE HLDG CO INC COM 20337X109 1,640 43,120 SH   DFND 7 0 43,120 0
COMMSCOPE HLDG CO INC COM 20337X109 5,105 134,223 SH   DFND 2 0 134,223 0
CONAGRA BRANDS INC COM 205887102 669 18,706 SH   DFND 2 0 18,706 0
CONAGRA BRANDS INC COM 205887102 786 21,967 SH   DFND 7 0 19,418 0
CONCHO RES INC COM 20605P101 5,346 43,989 SH   DFND 8 0 43,989 0
CONCHO RES INC COM 20605P101 515 4,236 SH   DFND 7 0 4,236 0
CONOCOPHILLIPS COM 20825C104 1,814 41,270 SH   DFND 7 0 39,114 0
CONOCOPHILLIPS COM 20825C104 5,220 118,740 SH   DFND 2 0 46,089 0
CONOCOPHILLIPS COM 20825C104 24,650 560,746 SH   DFND 8 0 560,746 0
CONSOLIDATED EDISON INC COM 209115104 1,181 14,616 SH   DFND 7 0 9,736 0
CONSTELLATION BRANDS INC CL A 21036P108 35,797 184,777 SH   DFND 8 0 184,777 0
CONSTELLATION BRANDS INC CL A 21036P108 2,018 10,417 SH   DFND 7 0 9,428 0
CONTINENTAL RESOURCES INC COM 212015101 2,119 65,529 SH   DFND 8 0 65,529 0
COOPER COS INC COM NEW 216648402 342 1,430 SH   DFND 7 0 1,430 0
COOPER TIRE & RUBR CO COM 216831107 5,328 147,600 SH   DFND 2 0 147,600 0
COPA HOLDINGS SA CL A P31076105 1,796 15,350 SH   DFND 2 0 15,350 0
COPA HOLDINGS SA CL A P31076105 959 8,193 SH   DFND 7 0 0 0
COPART INC COM 217204106 1,993 62,686 SH   DFND 7 0 62,686 0
CORE LABORATORIES N V COM N22717107 1,847 18,238 SH   DFND 8 0 18,238 0
CORESITE RLTY CORP COM 21870Q105 11,229 108,462 SH   DFND 6 0 108,462 0
CORNING INC COM 219350105 1,511 50,290 SH   DFND 7 0 50,290 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 8,187 233,724 SH   DFND 6 0 233,724 0
COSAN LTD SHS A G25343107 990 154,449 SH   DFND 4 0 153,399 0
COSAN LTD SHS A G25343107 231 36,065 SH   DFND 2 0 36,065 0
COSTAR GROUP INC COM 22160N109 221 839 SH   DFND 7 0 839 0
COSTCO WHSL CORP NEW COM 22160K105 2,015 12,597 SH   DFND 7 0 11,628 0
COSTCO WHSL CORP NEW COM 22160K105 10,977 68,638 SH   DFND 2 0 67,408 0
COSTCO WHSL CORP NEW COM 22160K105 1,397 8,733 SH   DFND 8 0 8,733 0
COSTCO WHSL CORP NEW COM 22160K105 10,355 64,750 SH   DFND 3 0 64,750 0
COTY INC COM CL A 222070203 236 12,576 SH   DFND 7 0 11,557 0
COUSINS PPTYS INC COM 222795106 4,994 568,165 SH   DFND 6 0 568,165 0
CREDICORP LTD COM G2519Y108 2,224 12,397 SH   DFND 2 0 12,397 0
CREDICORP LTD COM G2519Y108 653 3,639 SH   DFND 4 0 3,639 0
CREDICORP LTD COM G2519Y108 13,717 76,465 SH   DFND 8 0 76,465 0
CREE INC COM 225447101 5,029 204,000 SH   DFND 2 0 204,000 0
CRESCENT PT ENERGY CORP COM 22576C101 101 13,155 SH   DFND 7 0 13,155 0
CRITEO S A SPONS ADS 226718104 26,817 546,728 SH   DFND 3 0 546,728 0
CRITEO S A SPONS ADS 226718104 1,703 34,723 SH   DFND 6 0 34,723 0
CRITEO S A SPONS ADS 226718104 7,535 153,610 SH   DFND 2 0 142,817 0
CRITEO S A SPONS ADS 226718104 1,177 24,000 SH   DFND 4 0 24,000 0
CRITEO S A SPONS ADS 226718104 2,097 42,752 SH   DFND 8 0 42,752 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,458 24,531 SH   DFND 7 0 22,620 0
CROWN HOLDINGS INC COM 228368106 2,006 33,627 SH   DFND 8 0 33,627 0
CSG SYS INTL INC COM 126349109 8,991 221,552 SH   DFND 8 0 221,552 0
CSX CORP COM 126408103 7,914 145,043 SH   DFND 2 0 145,043 0
CSX CORP COM 126408103 2,327 42,646 SH   DFND 7 0 42,646 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,458 45,631 SH   DFND 8 0 45,631 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 17,345 322,037 SH   DFND 5 0 85,106 0
CUBESMART COM 229663109 7,119 296,148 SH   DFND 6 0 296,148 0
CUBIC CORP COM 229669106 10,851 234,356 SH   DFND 8 0 234,356 0
CUMMINS INC COM 231021106 15,582 96,056 SH   DFND 2 0 94,839 0
CUMMINS INC COM 231021106 313 1,930 SH   DFND 5 0 0 0
CUMMINS INC COM 231021106 3,510 21,639 SH   DFND 7 0 12,609 0
CVS HEALTH CORP COM 126650100 24,713 307,143 SH   DFND 8 0 307,143 0
CVS HEALTH CORP COM 126650100 17,401 216,265 SH   DFND 2 0 174,582 0
CVS HEALTH CORP COM 126650100 2,489 30,940 SH   DFND 7 0 29,155 0
CVS HEALTH CORP COM 126650100 228 2,830 SH   DFND 6 0 2,830 0
CYBERARK SOFTWARE LTD SHS M2682V108 12,120 242,651 SH   DFND 8 0 242,651 0
D R HORTON INC COM 23331A109 297 8,604 SH   DFND 7 0 8,604 0
DANAHER CORP DEL COM 235851102 1,699 20,134 SH   DFND 7 0 17,079 0
DANAHER CORP DEL COM 235851102 15,240 180,594 SH   DFND 2 0 113,696 0
DARDEN RESTAURANTS INC COM 237194105 3,575 39,533 SH   DFND 2 0 39,533 0
DARDEN RESTAURANTS INC COM 237194105 24,067 266,109 SH   DFND 7 0 247,937 0
DAVE & BUSTERS ENTMT INC COM 238337109 947 14,236 SH   DFND 8 0 14,236 0
DAVITA INC COM 23918K108 2,578 39,806 SH   DFND 7 0 37,024 0
DAVITA INC COM 23918K108 980 15,133 SH   DFND 2 0 15,133 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 478 8,940 SH   DFND 6 0 8,940 0
DDR CORP COM 23317H102 8,707 960,003 SH   DFND 6 0 960,003 0
DEAN FOODS CO NEW COM NEW 242370203 901 52,972 SH   DFND 7 0 52,972 0
DEERE & CO COM 244199105 1,298 10,501 SH   DFND 7 0 9,030 0
DEERE & CO COM 244199105 1,666 13,477 SH   DFND 2 0 13,477 0
DELL TECHNOLOGIES INC COM CL V 24703L103 471 7,715 SH   DFND 7 0 7,186 0
DELPHI AUTOMOTIVE PLC SHS G27823106 15,664 178,707 SH   DFND 8 0 178,707 0
DELPHI AUTOMOTIVE PLC SHS G27823106 663 7,560 SH   DFND 7 0 7,560 0
DELTA AIR LINES INC DEL COM NEW 247361702 12,237 227,709 SH   DFND 7 0 144,173 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,075 75,821 SH   DFND 2 0 75,821 0
DENTSPLY SIRONA INC COM 24906P109 1,474 22,737 SH   DFND 7 0 22,737 0
DEVON ENERGY CORP NEW COM 25179M103 3,877 121,272 SH   DFND 8 0 121,272 0
DEVON ENERGY CORP NEW COM 25179M103 2,998 93,785 SH   DFND 2 0 93,785 0
DEVON ENERGY CORP NEW COM 25179M103 515 16,109 SH   DFND 7 0 16,109 0
DEXCOM INC COM 252131107 12,281 167,885 SH   DFND 8 0 167,885 0
DIAGEO P L C SPON ADR NEW 25243Q205 970 8,095 SH   DFND 8 0 32,380 0
DIAMONDBACK ENERGY INC COM 25278X109 241 2,717 SH   DFND 7 0 2,226 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,493 410,364 SH   DFND 8 0 410,364 0
DICKS SPORTING GOODS INC COM 253393102 919 23,074 SH   DFND 2 0 23,074 0
DICKS SPORTING GOODS INC COM 253393102 3,597 90,307 SH   DFND 7 0 89,812 0
DIGITAL RLTY TR INC COM 253868103 556 4,924 SH   DFND 7 0 4,701 0
DIGITAL RLTY TR INC COM 253868103 32,297 285,942 SH   DFND 6 0 285,942 0
DISCOVER FINL SVCS COM 254709108 962 15,470 SH   DFND 7 0 15,470 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,284 49,718 SH   DFND 2 0 49,718 0
DISH NETWORK CORP CL A 25470M109 2,154 34,319 SH   DFND 8 0 34,319 0
DISH NETWORK CORP CL A 25470M109 380 6,053 SH   DFND 7 0 6,053 0
DISNEY WALT CO COM DISNEY 254687106 27,610 259,857 SH   DFND 8 0 259,857 0
DISNEY WALT CO COM DISNEY 254687106 20,420 192,188 SH   DFND 7 0 178,844 0
DISNEY WALT CO COM DISNEY 254687106 229 2,157 SH   DFND 6 0 2,157 0
DISNEY WALT CO COM DISNEY 254687106 4,791 45,095 SH   DFND 2 0 20,025 0
DOLLAR GEN CORP NEW COM 256677105 1,959 27,177 SH   DFND 8 0 27,177 0
DOLLAR GEN CORP NEW COM 256677105 557 7,723 SH   DFND 2 0 7,723 0
DOLLAR GEN CORP NEW COM 256677105 780 10,814 SH   DFND 7 0 10,814 0
DOLLAR TREE INC COM 256746108 1,237 17,692 SH   DFND 8 0 17,692 0
DOLLAR TREE INC COM 256746108 574 8,207 SH   DFND 7 0 6,848 0
DOMINION ENERGY INC COM 25746U109 4,801 62,652 SH   DFND 8 0 62,652 0
DOMINION ENERGY INC COM 25746U109 1,318 17,195 SH   DFND 7 0 16,923 0
DOMINOS PIZZA INC COM 25754A201 1,794 8,483 SH   DFND 7 0 2,031 0
DOMINOS PIZZA INC COM 25754A201 245 1,159 SH   DFND 8 0 1,159 0
DOMTAR CORP COM NEW 257559203 5,321 138,500 SH   DFND 2 0 138,500 0
DOUGLAS EMMETT INC COM 25960P109 4,705 123,131 SH   DFND 8 0 123,131 0
DOVER CORP COM 260003108 420 5,240 SH   DFND 7 0 5,240 0
DOW CHEM CO COM 260543103 2,029 32,171 SH   DFND 7 0 32,171 0
DOW CHEM CO COM 260543103 4,265 67,616 SH   DFND 8 0 67,616 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,492 27,354 SH   DFND 7 0 24,193 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 666 7,312 SH   DFND 2 0 7,312 0
DR REDDYS LABS LTD ADR 256135203 1,489 35,336 SH   DFND 5 0 35,336 0
DTE ENERGY CO COM 233331107 243 2,296 SH   DFND 2 0 0 0
DTE ENERGY CO COM 233331107 3,137 29,651 SH   DFND 7 0 26,837 0
DTE ENERGY CO COM 233331107 2,909 27,499 SH   DFND 8 0 27,499 0
DU PONT E I DE NEMOURS & CO COM 263534109 260 3,226 SH   DFND 2 0 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,078 25,747 SH   DFND 7 0 23,206 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,704 45,892 SH   DFND 8 0 45,892 0
DUKE ENERGY CORP NEW COM NEW 26441C204 6,390 76,449 SH   DFND 8 0 76,449 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,776 21,248 SH   DFND 7 0 18,983 0
DUKE REALTY CORP COM NEW 264411505 290 10,393 SH   DFND 7 0 10,393 0
DXC TECHNOLOGY CO COM 23355L106 632 8,238 SH   DFND 7 0 7,505 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 10,007 8,600,000 PRN   DFND 2 0 7,016,514 0
E TRADE FINANCIAL CORP COM NEW 269246401 267 7,009 SH   DFND 7 0 7,009 0
E TRADE FINANCIAL CORP COM NEW 269246401 10,509 276,336 SH   DFND 2 0 276,336 0
EAST WEST BANCORP INC COM 27579R104 792 13,515 SH   DFND 2 0 13,515 0
EAST WEST BANCORP INC COM 27579R104 229 3,913 SH   DFND 7 0 3,913 0
EASTMAN CHEM CO COM 277432100 355 4,221 SH   DFND 7 0 4,221 0
EASTMAN CHEM CO COM 277432100 1,552 18,479 SH   DFND 8 0 18,479 0
EASTMAN CHEM CO COM 277432100 800 9,524 SH   DFND 2 0 9,524 0
EATON CORP PLC SHS G29183103 1,295 16,640 SH   DFND 7 0 14,486 0
EATON CORP PLC SHS G29183103 3,720 47,795 SH   DFND 2 0 27,316 0
EATON VANCE CORP COM NON VTG 278265103 279 5,891 SH   DFND 7 0 2,523 0
EBAY INC COM 278642103 11,168 319,814 SH   DFND 8 0 319,814 0
EBAY INC COM 278642103 1,524 43,651 SH   DFND 7 0 43,651 0
ECOLAB INC COM 278865100 9,120 68,701 SH   DFND 2 0 13,361 0
ECOLAB INC COM 278865100 3,299 24,848 SH   DFND 8 0 24,848 0
ECOLAB INC COM 278865100 3,682 27,739 SH   DFND 7 0 25,721 0
EDISON INTL COM 281020107 3,658 46,788 SH   DFND 8 0 46,788 0
EDISON INTL COM 281020107 742 9,486 SH   DFND 7 0 9,486 0
EDUCATION RLTY TR INC COM NEW 28140H203 8,867 228,828 SH   DFND 8 0 228,828 0
EDWARDS LIFESCIENCES CORP COM 28176E108 812 6,867 SH   DFND 7 0 6,867 0
EDWARDS LIFESCIENCES CORP COM 28176E108 11,701 98,962 SH   DFND 2 0 72,704 0
EDWARDS LIFESCIENCES CORP COM 28176E108 42,501 359,450 SH   DFND 8 0 359,450 0
ELECTRONIC ARTS INC COM 285512109 2,092 19,786 SH   DFND 7 0 19,707 0
ELECTRONIC ARTS INC COM 285512109 6,680 63,187 SH   DFND 2 0 33,691 0
EMCOR GROUP INC COM 29084Q100 6,972 106,638 SH   DFND 8 0 106,638 0
EMERSON ELEC CO COM 291011104 1,430 23,982 SH   DFND 7 0 23,982 0
EMERSON ELEC CO COM 291011104 1,490 24,986 SH   DFND 2 0 24,986 0
ENBRIDGE INC COM 29250N105 8,314 208,834 SH   DFND 7 0 200,324 0
ENCANA CORP COM 292505104 224 25,462 SH   DFND 7 0 25,462 0
ENDOLOGIX INC COM 29266S106 7,536 1,550,539 SH   DFND 8 0 1,550,539 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 545 57,822 SH   DFND 4 0 2,891,100 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 927 98,328 SH   DFND 2 0 98,328 0
ENEL CHILE S A SPONSORED ADR 29278D105 307 55,836 SH   DFND 4 0 2,791,800 0
ENEL CHILE S A SPONSORED ADR 29278D105 1,075 195,540 SH   DFND 2 0 195,540 0
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 523 23,117 SH   DFND 2 0 23,117 0
ENERGIZER HLDGS INC NEW COM 29272W109 258 5,383 SH   DFND 7 0 5,383 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 688 38,324 SH   DFND 7 0 38,324 0
ENGILITY HLDGS INC NEW COM 29286C107 7,994 281,492 SH   DFND 8 0 281,492 0
ENTEGRIS INC COM 29362U104 8,040 366,269 SH   DFND 8 0 366,269 0
ENTERGY CORP NEW COM 29364G103 369 4,806 SH   DFND 7 0 4,806 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,063 76,182 SH   DFND 7 0 76,182 0
ENVISION HEALTHCARE CORP COM 29414D100 268 4,279 SH   DFND 7 0 3,625 0
EOG RES INC COM 26875P101 1,672 18,475 SH   DFND 7 0 18,475 0
EOG RES INC COM 26875P101 7,238 79,961 SH   DFND 6 0 79,961 0
EOG RES INC COM 26875P101 7,226 79,826 SH   DFND 8 0 79,826 0
EPR PPTYS COM SH BEN INT 26884U109 8,687 120,867 SH   DFND 8 0 120,867 0
EQT CORP COM 26884L109 314 5,364 SH   DFND 7 0 5,364 0
EQUIFAX INC COM 294429105 588 4,281 SH   DFND 7 0 3,987 0
EQUINIX INC COM PAR $0.001 29444U700 1,052 2,452 SH   DFND 7 0 2,452 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,038 35,188 SH   DFND 6 0 35,188 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 720 10,930 SH   DFND 6 0 10,930 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 779 11,838 SH   DFND 7 0 11,838 0
ESSEX PPTY TR INC COM 297178105 323 1,254 SH   DFND 6 0 1,254 0
ESSEX PPTY TR INC COM 297178105 453 1,761 SH   DFND 7 0 1,761 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 7,679 6,000,000 PRN   DFND 2 0 5,013,853 0
EVERCORE PARTNERS INC CLASS A 29977A105 6,579 93,325 SH   DFND 8 0 93,325 0
EVEREST RE GROUP LTD COM G3223R108 845 3,318 SH   DFND 2 0 3,318 0
EVEREST RE GROUP LTD COM G3223R108 18,159 71,325 SH   DFND 7 0 60,239 0
EVERSOURCE ENERGY COM 30040W108 614 10,115 SH   DFND 7 0 10,115 0
EXELON CORP COM 30161N101 3,069 85,088 SH   DFND 8 0 85,088 0
EXELON CORP COM 30161N101 5,656 156,807 SH   DFND 7 0 156,807 0
EXPEDIA INC DEL COM NEW 30212P303 1,927 12,935 SH   DFND 8 0 12,935 0
EXPEDIA INC DEL COM NEW 30212P303 1,847 12,397 SH   DFND 7 0 12,397 0
EXPEDIA INC DEL COM NEW 30212P303 10,110 67,878 SH   DFND 2 0 49,075 0
EXPEDITORS INTL WASH INC COM 302130109 13,769 243,786 SH   DFND 7 0 183,845 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,169 18,309 SH   DFND 7 0 18,309 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,712 26,814 SH   DFND 2 0 26,814 0
EXTRA SPACE STORAGE INC COM 30225T102 214 2,745 SH   DFND 8 0 2,745 0
EXTRA SPACE STORAGE INC COM 30225T102 6,948 89,078 SH   DFND 6 0 89,078 0
EXTRA SPACE STORAGE INC COM 30225T102 235 3,008 SH   DFND 7 0 3,008 0
EXXON MOBIL CORP COM 30231G102 8,364 103,606 SH   DFND 3 0 103,606 0
EXXON MOBIL CORP COM 30231G102 542 6,716 SH   DFND 5 0 0 0
EXXON MOBIL CORP COM 30231G102 14,662 181,617 SH   DFND 8 0 181,617 0
EXXON MOBIL CORP COM 30231G102 9,512 117,821 SH   DFND 7 0 112,618 0
EXXON MOBIL CORP COM 30231G102 6,253 77,454 SH   DFND 6 0 77,454 0
EXXON MOBIL CORP COM 30231G102 406 5,026 SH   DFND 2 0 0 0
F M C CORP COM NEW 302491303 1,052 14,400 SH   DFND 2 0 14,400 0
F M C CORP COM NEW 302491303 259 3,543 SH   DFND 7 0 3,543 0
F5 NETWORKS INC COM 315616102 6,003 47,243 SH   DFND 2 0 47,243 0
F5 NETWORKS INC COM 315616102 13,606 107,084 SH   DFND 7 0 99,182 0
FACEBOOK INC CL A 30303M102 66,177 438,316 SH   DFND 8 0 438,316 0
FACEBOOK INC CL A 30303M102 1,085 7,186 SH   DFND 2 0 5,259 0
FACEBOOK INC CL A 30303M102 35,451 234,804 SH   DFND 6 0 234,804 0
FACEBOOK INC CL A 30303M102 1,068 7,077 SH   DFND 4 0 7,077 0
FACEBOOK INC CL A 30303M102 12,124 80,301 SH   DFND 7 0 78,539 0
FASTENAL CO COM 311900104 2,089 47,981 SH   DFND 7 0 19,605 0
FCB FINL HLDGS INC CL A 30255G103 4,938 103,422 SH   DFND 8 0 103,422 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 264 2,086 SH   DFND 7 0 2,086 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,391 18,917 SH   DFND 6 0 18,917 0
FEDEX CORP COM 31428X106 1,640 7,547 SH   DFND 2 0 7,547 0
FEDEX CORP COM 31428X106 1,927 8,868 SH   DFND 7 0 8,868 0
FEDEX CORP COM 31428X106 20,058 92,293 SH   DFND 8 0 92,293 0
FERRO CORP COM 315405100 12,546 685,959 SH   DFND 8 0 685,959 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 104 10,256 SH   DFND 8 0 10,256 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 411 9,157 SH   DFND 7 0 9,157 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,525 17,860 SH   DFND 2 0 17,860 0
FIDELITY NATL INFORMATION SV COM 31620M106 16,334 191,267 SH   DFND 8 0 191,267 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,417 16,594 SH   DFND 7 0 15,939 0
FIFTH THIRD BANCORP COM 316773100 634 24,425 SH   DFND 7 0 24,425 0
FIFTH THIRD BANCORP COM 316773100 3,808 146,699 SH   DFND 2 0 88,433 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 6,120 5,500,000 PRN   DFND 2 0 5,016,565 0
FIREEYE INC COM 31816Q101 958 63,000 SH   DFND 4 0 63,000 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,140 1,250,000 PRN   DFND 2 0 1,250,000 0
FIRST DATA CORP NEW COM CL A 32008D106 6,825 374,973 SH   DFND 2 0 374,973 0
FIRST DATA CORP NEW COM CL A 32008D106 654 35,957 SH   DFND 7 0 35,957 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,595 90,675 SH   DFND 6 0 90,675 0
FIRST MERCHANTS CORP COM 320817109 7,916 197,198 SH   DFND 8 0 197,198 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 665 6,644 SH   DFND 8 0 6,644 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 378 3,780 SH   DFND 7 0 3,780 0
FIRST SOLAR INC COM 336433107 795 19,931 SH   DFND 8 0 19,931 0
FIRSTENERGY CORP COM 337932107 1,911 65,523 SH   DFND 7 0 39,339 0
FIRSTENERGY CORP COM 337932107 1,466 50,287 SH   DFND 2 0 50,287 0
FISERV INC COM 337738108 3,054 24,966 SH   DFND 2 0 24,966 0
FISERV INC COM 337738108 13,364 109,240 SH   DFND 7 0 72,911 0
FIVE BELOW INC COM 33829M101 805 16,312 SH   DFND 2 0 16,312 0
FIVE BELOW INC COM 33829M101 11,909 241,211 SH   DFND 8 0 241,211 0
FLEETCOR TECHNOLOGIES INC COM 339041105 417 2,894 SH   DFND 7 0 2,894 0
FLEX LTD ORD Y2573F102 3,968 243,313 SH   DFND 2 0 243,313 0
FLEX LTD ORD Y2573F102 1,212 74,326 SH   DFND 7 0 50,400 0
FLIR SYS INC COM 302445101 237 6,837 SH   DFND 7 0 6,036 0
FLOWSERVE CORP COM 34354P105 207 4,463 SH   DFND 7 0 4,463 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 6,157 62,609 SH   DFND 3 0 626,090 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,614 16,416 SH   DFND 8 0 164,160 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 655 6,659 SH   DFND 4 0 66,590 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,597 36,574 SH   DFND 2 0 153,826 0
FOOT LOCKER INC COM 344849104 8,861 179,805 SH   DFND 7 0 133,742 0
FOOT LOCKER INC COM 344849104 1,811 36,748 SH   DFND 8 0 36,748 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,095 97,824 SH   DFND 7 0 97,824 0
FORTINET INC COM 34959E109 708 18,910 SH   DFND 8 0 18,910 0
FORTIS INC COM 349553107 343 9,755 SH   DFND 7 0 9,755 0
FORTIS INC COM 349553107 487 13,849 SH   DFND 8 0 13,849 0
FORTIVE CORP COM 34959J108 6,119 96,591 SH   DFND 8 0 96,591 0
FORTIVE CORP COM 34959J108 700 11,049 SH   DFND 7 0 9,988 0
FORTIVE CORP COM 34959J108 5,452 86,054 SH   DFND 2 0 68,177 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,068 47,029 SH   DFND 2 0 47,029 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,034 15,851 SH   DFND 7 0 15,851 0
FRANCO NEVADA CORP COM 351858105 314 4,354 SH   DFND 7 0 4,354 0
FRANKLIN RES INC COM 354613101 544 12,143 SH   DFND 7 0 12,143 0
FREEPORT-MCMORAN INC CL B 35671D857 416 34,621 SH   DFND 7 0 34,621 0
GALLAGHER ARTHUR J & CO COM 363576109 2,692 47,023 SH   DFND 7 0 29,431 0
GALLAGHER ARTHUR J & CO COM 363576109 823 14,379 SH   DFND 5 0 0 0
GAP INC DEL COM 364760108 5,042 229,276 SH   DFND 7 0 221,226 0
GARTNER INC COM 366651107 9,029 73,107 SH   DFND 7 0 62,480 0
GENERAL ELECTRIC CO COM 369604103 6,753 250,031 SH   DFND 7 0 239,299 0
GENERAL ELECTRIC CO COM 369604103 21,266 787,354 SH   DFND 2 0 611,351 0
GENERAL ELECTRIC CO COM 369604103 13,880 513,874 SH   DFND 3 0 513,874 0
GENERAL ELECTRIC CO COM 369604103 11,721 433,959 SH   DFND 8 0 433,959 0
GENERAL ELECTRIC CO COM 369604103 8,774 324,838 SH   DFND 6 0 324,838 0
GENERAL MLS INC COM 370334104 2,337 42,191 SH   DFND 2 0 42,191 0
GENERAL MLS INC COM 370334104 720 13,000 SH   DFND 4 0 13,000 0
GENERAL MLS INC COM 370334104 1,396 25,190 SH   DFND 7 0 23,374 0
GENERAL MTRS CO COM 37045V100 675 19,315 SH   DFND 2 0 19,315 0
GENERAL MTRS CO COM 37045V100 1,611 46,134 SH   DFND 7 0 46,134 0
GENTEX CORP COM 371901109 1,886 99,400 SH   DFND 2 0 99,400 0
GENUINE PARTS CO COM 372460105 2,167 23,363 SH   DFND 7 0 11,838 0
GEOPARK LTD USD SHS G38327105 546 72,332 SH   DFND 8 0 72,332 0
GGP INC COM 36174X101 353 14,974 SH   DFND 7 0 14,974 0
GGP INC COM 36174X101 18,253 774,735 SH   DFND 6 0 774,735 0
GILDAN ACTIVEWEAR INC COM 375916103 3,803 123,740 SH   DFND 7 0 114,313 0
GILEAD SCIENCES INC COM 375558103 8,722 123,223 SH   DFND 2 0 92,726 0
GILEAD SCIENCES INC COM 375558103 3,339 47,173 SH   DFND 7 0 43,260 0
GLOBAL PMTS INC COM 37940X102 4,199 46,487 SH   DFND 2 0 46,487 0
GLOBAL PMTS INC COM 37940X102 1,014 11,226 SH   DFND 7 0 11,226 0
GLOBANT S A COM L44385109 525 12,091 SH   DFND 8 0 12,091 0
GOLDCORP INC NEW COM 380956409 302 23,378 SH   DFND 7 0 23,378 0
GOLDCORP INC NEW COM 380956409 927 71,768 SH   DFND 8 0 71,768 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,780 12,530 SH   DFND 7 0 11,675 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,349 10,585 SH   DFND 8 0 10,585 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,612 7,264 SH   DFND 2 0 6,178 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,278 36,549 SH   DFND 7 0 27,766 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,347 67,147 SH   DFND 2 0 67,147 0
GOODYEAR TIRE & RUBR CO COM 382550101 844 24,149 SH   DFND 4 0 24,149 0
GRAINGER W W INC COM 384802104 3,327 18,427 SH   DFND 7 0 11,256 0
GRAINGER W W INC COM 384802104 5,122 28,373 SH   DFND 2 0 28,373 0
GRAMERCY PPTY TR COM NEW 385002308 14,031 472,258 SH   DFND 6 0 472,258 0
GRAN TIERRA ENERGY INC COM 38500T101 15,442 6,893,603 SH   DFND 8 0 6,893,603 0
GRANITE CONSTR INC COM 387328107 11,538 239,183 SH   DFND 8 0 239,183 0
GROUPE CGI INC CL A SUB VTG 39945C109 2,734 53,527 SH   DFND 7 0 6,780 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,503 35,245 SH   DFND 8 0 35,245 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2,836 116,369 SH   DFND 2 0 116,369 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 866 35,525 SH   DFND 4 0 177,625 0
HAEMONETICS CORP COM 405024100 2,358 59,700 SH   DFND 2 0 59,700 0
HALLIBURTON CO COM 406216101 26,349 616,938 SH   DFND 8 0 616,938 0
HALLIBURTON CO COM 406216101 1,021 23,900 SH   DFND 7 0 23,900 0
HANESBRANDS INC COM 410345102 655 28,295 SH   DFND 2 0 28,295 0
HANESBRANDS INC COM 410345102 383 16,552 SH   DFND 7 0 14,402 0
HARLEY DAVIDSON INC COM 412822108 367 6,795 SH   DFND 7 0 6,795 0
HARRIS CORP DEL COM 413875105 730 6,689 SH   DFND 2 0 6,689 0
HARRIS CORP DEL COM 413875105 480 4,402 SH   DFND 7 0 4,402 0
HARTFORD FINL SVCS GROUP INC COM 416515104 626 11,902 SH   DFND 7 0 11,902 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,831 34,832 SH   DFND 2 0 34,832 0
HASBRO INC COM 418056107 4,377 39,251 SH   DFND 6 0 39,251 0
HASBRO INC COM 418056107 303 2,720 SH   DFND 5 0 0 0
HASBRO INC COM 418056107 4,719 42,323 SH   DFND 8 0 42,323 0
HASBRO INC COM 418056107 8,398 75,308 SH   DFND 3 0 75,308 0
HASBRO INC COM 418056107 1,232 11,051 SH   DFND 7 0 7,593 0
HAWAIIAN HOLDINGS INC COM 419879101 1,028 21,888 SH   DFND 7 0 21,888 0
HCA HEALTHCARE INC COM 40412C101 914 10,487 SH   DFND 7 0 9,497 0
HCA HEALTHCARE INC COM 40412C101 208 2,383 SH   DFND 6 0 2,383 0
HCP INC COM 40414L109 470 14,715 SH   DFND 7 0 14,715 0
HCP INC COM 40414L109 3,585 112,172 SH   DFND 6 0 112,172 0
HD SUPPLY HLDGS INC COM 40416M105 1,811 59,133 SH   DFND 7 0 59,133 0
HD SUPPLY HLDGS INC COM 40416M105 6,435 210,099 SH   DFND 2 0 210,099 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 31,691 364,386 SH   DFND 5 0 567,158 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 19,916 229,000 SH   DFND 6 0 229,000 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 29,343 337,387 SH   DFND 8 0 337,387 0
HEALTHCARE RLTY TR COM 421946104 14,317 419,249 SH   DFND 6 0 419,249 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 12,331 396,370 SH   DFND 6 0 396,370 0
HEICO CORP NEW COM 422806109 1,998 27,806 SH   DFND 8 0 27,806 0
HENRY JACK & ASSOC INC COM 426281101 2,175 20,937 SH   DFND 7 0 2,017 0
HERSHEY CO COM 427866108 4,803 44,735 SH   DFND 7 0 38,906 0
HESS CORP COM 42809H107 3,340 76,137 SH   DFND 2 0 76,137 0
HESS CORP COM 42809H107 2,908 66,276 SH   DFND 6 0 66,276 0
HESS CORP COM 42809H107 26,619 606,769 SH   DFND 3 0 606,769 0
HESS CORP COM 42809H107 32,296 736,177 SH   DFND 8 0 736,177 0
HESS CORP COM 42809H107 404 9,202 SH   DFND 7 0 9,202 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 903 54,459 SH   DFND 7 0 54,459 0
HEXCEL CORP NEW COM 428291108 7,834 148,396 SH   DFND 8 0 148,396 0
HIGHWOODS PPTYS INC COM 431284108 209 4,121 SH   DFND 6 0 4,121 0
HIGHWOODS PPTYS INC COM 431284108 9,447 186,296 SH   DFND 8 0 186,296 0
HILTON GRAND VACATIONS INC COM 43283X105 818 22,697 SH   DFND 8 0 22,697 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 363 5,868 SH   DFND 7 0 5,868 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 19,773 319,690 SH   DFND 8 0 319,690 0
HMS HLDGS CORP COM 40425J101 2,237 120,900 SH   DFND 2 0 120,900 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 651 39,221 SH   DFND 5 0 39,221 0
HOLOGIC INC COM 436440101 388 8,548 SH   DFND 7 0 8,548 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 12,503 8,500,000 PRN   DFND 2 0 7,048,116 0
HOME DEPOT INC COM 437076102 12,567 81,926 SH   DFND 2 0 69,497 0
HOME DEPOT INC COM 437076102 45,685 297,816 SH   DFND 8 0 297,816 0
HOME DEPOT INC COM 437076102 258 1,681 SH   DFND 6 0 1,681 0
HOME DEPOT INC COM 437076102 13,843 90,244 SH   DFND 7 0 81,640 0
HONEYWELL INTL INC COM 438516106 39,553 296,745 SH   DFND 8 0 296,745 0
HONEYWELL INTL INC COM 438516106 7,280 54,616 SH   DFND 3 0 54,616 0
HONEYWELL INTL INC COM 438516106 9,954 74,677 SH   DFND 7 0 66,043 0
HONEYWELL INTL INC COM 438516106 3,223 24,181 SH   DFND 2 0 22,005 0
HORMEL FOODS CORP COM 440452100 348 10,202 SH   DFND 7 0 8,532 0
HOST HOTELS & RESORTS INC COM 44107P104 35,091 1,920,691 SH   DFND 6 0 1,920,691 0
HOST HOTELS & RESORTS INC COM 44107P104 430 23,538 SH   DFND 7 0 23,538 0
HP INC COM 40434L105 5,872 335,932 SH   DFND 2 0 335,932 0
HP INC COM 40434L105 1,237 70,762 SH   DFND 7 0 70,762 0
HSN INC COM 404303109 2,964 92,906 SH   DFND 8 0 92,906 0
HUBBELL INC COM 443510607 3,498 30,906 SH   DFND 2 0 0 0
HUDSON PAC PPTYS INC COM 444097109 6,798 198,832 SH   DFND 6 0 198,832 0
HUMANA INC COM 444859102 2,794 11,611 SH   DFND 2 0 7,069 0
HUMANA INC COM 444859102 1,456 6,052 SH   DFND 7 0 6,052 0
HUNT J B TRANS SVCS INC COM 445658107 1,501 16,430 SH   DFND 7 0 8,847 0
HUNTINGTON BANCSHARES INC COM 446150104 359 26,571 SH   DFND 7 0 26,571 0
HUNTINGTON BANCSHARES INC COM 446150104 24,254 1,793,971 SH   DFND 6 0 1,793,971 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,187 17,120 SH   DFND 2 0 17,120 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,000 10,746 SH   DFND 7 0 9,140 0
ICICI BK LTD ADR 45104G104 3,123 348,160 SH   DFND 5 0 696,320 0
IDEX CORP COM 45167R104 304 2,689 SH   DFND 7 0 2,314 0
IDEXX LABS INC COM 45168D104 8,086 50,091 SH   DFND 7 0 42,819 0
ILLINOIS TOOL WKS INC COM 452308109 2,788 19,463 SH   DFND 2 0 17,581 0
ILLINOIS TOOL WKS INC COM 452308109 14,510 101,291 SH   DFND 7 0 62,926 0
ILLUMINA INC COM 452327109 668 3,849 SH   DFND 7 0 3,849 0
ILLUMINA INC NOTE 6/1 452327AF6 16,932 16,750,000 PRN   DFND 2 0 12,009,830 0
IMPERIAL OIL LTD COM NEW 453038408 333 11,403 SH   DFND 7 0 7,926 0
INCYTE CORP COM 45337C102 5,417 43,026 SH   DFND 2 0 43,026 0
INCYTE CORP COM 45337C102 1,262 10,025 SH   DFND 7 0 10,025 0
INFOSYS LTD SPONSORED ADR 456788108 894 59,490 SH   DFND 5 0 59,490 0
INGERSOLL-RAND PLC SHS G47791101 40,604 444,295 SH   DFND 8 0 444,295 0
INGERSOLL-RAND PLC SHS G47791101 7,730 84,580 SH   DFND 2 0 29,203 0
INGERSOLL-RAND PLC SHS G47791101 946 10,349 SH   DFND 4 0 10,349 0
INGERSOLL-RAND PLC SHS G47791101 985 10,779 SH   DFND 7 0 10,779 0
INGREDION INC COM 457187102 381 3,199 SH   DFND 7 0 3,199 0
INSULET CORP COM 45784P101 18,302 356,700 SH   DFND 8 0 356,700 0
INTEL CORP COM 458140100 5,506 163,186 SH   DFND 7 0 158,855 0
INTEL CORP COM 458140100 215 6,377 SH   DFND 6 0 6,377 0
INTEL CORP COM 458140100 4,731 140,226 SH   DFND 2 0 134,727 0
INTEL CORP SDCV 12/1 458140AD2 19,317 14,800,000 PRN   DFND 2 0 10,025,691 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,136 5,500,000 PRN   DFND 2 0 4,071,822 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 7,294 110,644 SH   DFND 7 0 107,657 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 42,170 639,711 SH   DFND 8 0 639,711 0
INTERFACE INC COM 458665304 9,520 484,482 SH   DFND 8 0 484,482 0
INTERNATIONAL BUSINESS MACHS COM 459200101 9,280 60,324 SH   DFND 7 0 47,163 0
INTERNATIONAL BUSINESS MACHS COM 459200101 208 1,353 SH   DFND 6 0 1,353 0
INTERNATIONAL BUSINESS MACHS COM 459200101 20,618 134,028 SH   DFND 2 0 128,034 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,813 20,835 SH   DFND 8 0 20,835 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 656 4,862 SH   DFND 3 0 4,862 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,133 38,020 SH   DFND 7 0 24,253 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,288 70,393 SH   DFND 8 0 70,393 0
INTERPUBLIC GROUP COS INC COM 460690100 5,074 206,271 SH   DFND 7 0 126,080 0
INTERPUBLIC GROUP COS INC COM 460690100 1,445 58,726 SH   DFND 8 0 58,726 0
INTERPUBLIC GROUP COS INC COM 460690100 3,688 149,927 SH   DFND 2 0 60,025 0
INTERXION HOLDING N.V SHS N47279109 2,896 63,250 SH   DFND 6 0 63,250 0
INTL PAPER CO COM 460146103 4,439 78,409 SH   DFND 7 0 73,167 0
INTL PAPER CO COM 460146103 2,900 51,223 SH   DFND 8 0 51,223 0
INTL PAPER CO COM 460146103 4,692 82,880 SH   DFND 2 0 82,880 0
INTUIT COM 461202103 836 6,297 SH   DFND 2 0 6,297 0
INTUIT COM 461202103 8,967 67,517 SH   DFND 7 0 65,034 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,093 1,169 SH   DFND 7 0 1,032 0
INVESCO LTD SHS G491BT108 462 13,137 SH   DFND 7 0 13,137 0
INVESCO LTD SHS G491BT108 203 5,764 SH   DFND 8 0 5,764 0
INVITATION HOMES INC COM 46187W107 2,788 128,909 SH   DFND 6 0 128,909 0
IRON MTN INC NEW COM 46284V101 295 8,591 SH   DFND 7 0 8,591 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 20,964 1,110,403 SH   DFND 8 0 1,110,403 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 11,247 10,600,000 PRN   DFND 2 0 9,023,950 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,687 152,665 SH   DFND 2 0 152,665 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 4,866 440,366 SH   DFND 4 0 252,422 0
JABIL INC COM 466313103 1,540 52,760 SH   DFND 7 0 52,760 0
JABIL INC COM 466313103 8,629 295,629 SH   DFND 2 0 295,629 0
JACK IN THE BOX INC COM 466367109 10,425 105,834 SH   DFND 8 0 105,834 0
JACOBS ENGR GROUP INC DEL COM 469814107 247 4,533 SH   DFND 7 0 4,533 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 9,348 8,500,000 PRN   DFND 2 0 7,007,509 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 47,720 306,881 SH   DFND 8 0 306,881 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 371 2,387 SH   DFND 7 0 2,387 0
JD COM INC SPON ADR CL A 47215P106 5,560 141,764 SH   DFND 5 0 4,965,791 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 2,180 2,155,000 PRN   DFND 2 0 2,155,000 0
JETBLUE AIRWAYS CORP COM 477143101 772 33,804 SH   DFND 2 0 33,804 0
JOHNSON & JOHNSON COM 478160104 5,016 37,914 SH   DFND 6 0 37,914 0
JOHNSON & JOHNSON COM 478160104 554 4,189 SH   DFND 5 0 0 0
JOHNSON & JOHNSON COM 478160104 4,808 36,341 SH   DFND 2 0 32,710 0
JOHNSON & JOHNSON COM 478160104 11,713 88,540 SH   DFND 3 0 88,540 0
JOHNSON & JOHNSON COM 478160104 10,177 76,931 SH   DFND 8 0 76,931 0
JOHNSON & JOHNSON COM 478160104 26,927 203,549 SH   DFND 7 0 176,436 0
JOHNSON CTLS INTL PLC SHS G51502105 13,485 311,000 SH   DFND 6 0 311,000 0
JOHNSON CTLS INTL PLC SHS G51502105 4,270 98,473 SH   DFND 2 0 98,473 0
JOHNSON CTLS INTL PLC SHS G51502105 1,464 33,754 SH   DFND 7 0 33,754 0
JONES LANG LASALLE INC COM 48020Q107 207 1,652 SH   DFND 7 0 1,652 0
JPMORGAN CHASE & CO COM 46625H100 59,623 652,330 SH   DFND 8 0 652,330 0
JPMORGAN CHASE & CO COM 46625H100 12,816 140,222 SH   DFND 7 0 136,297 0
JPMORGAN CHASE & CO COM 46625H100 3,791 41,477 SH   DFND 2 0 36,493 0
JPMORGAN CHASE & CO COM 46625H100 6,400 70,025 SH   DFND 3 0 70,025 0
JPMORGAN CHASE & CO COM 46625H100 36,290 397,045 SH   DFND 6 0 397,045 0
JUNIPER NETWORKS INC COM 48203R104 2,065 74,068 SH   DFND 7 0 74,068 0
K2M GROUP HLDGS INC COM 48273J107 945 38,788 SH   DFND 8 0 38,788 0
KANSAS CITY SOUTHERN COM NEW 485170302 362 3,459 SH   DFND 7 0 3,459 0
KAR AUCTION SVCS INC COM 48238T109 722 17,210 SH   DFND 2 0 17,210 0
KELLOGG CO COM 487836108 2,375 34,192 SH   DFND 7 0 12,382 0
KEYCORP NEW COM 493267108 762 40,676 SH   DFND 7 0 34,470 0
KEYCORP NEW COM 493267108 18,836 1,005,132 SH   DFND 2 0 745,251 0
KILROY RLTY CORP COM 49427F108 6,023 80,147 SH   DFND 6 0 80,147 0
KIMBERLY CLARK CORP COM 494368103 13,824 107,071 SH   DFND 7 0 65,192 0
KIMCO RLTY CORP COM 49446R109 204 11,101 SH   DFND 7 0 11,101 0
KIMCO RLTY CORP COM 49446R109 31,031 1,691,047 SH   DFND 6 0 1,691,047 0
KINDER MORGAN INC DEL COM 49456B101 4,607 240,425 SH   DFND 8 0 240,425 0
KINDER MORGAN INC DEL COM 49456B101 13,201 689,000 SH   DFND 6 0 689,000 0
KINDER MORGAN INC DEL COM 49456B101 2,531 132,096 SH   DFND 7 0 132,096 0
KINROSS GOLD CORP COM NO PAR 496902404 113 27,878 SH   DFND 7 0 27,878 0
KKR & CO L P DEL COM UNITS 48248M102 2,277 122,399 SH   DFND 2 0 122,399 0
KKR & CO L P DEL COM UNITS 48248M102 1,661 89,321 SH   DFND 3 0 89,321 0
KKR & CO L P DEL COM UNITS 48248M102 827 44,453 SH   DFND 7 0 44,453 0
KKR & CO L P DEL COM UNITS 48248M102 3,801 204,380 SH   DFND 6 0 204,380 0
KKR & CO L P DEL COM UNITS 48248M102 341 18,357 SH   DFND 5 0 0 0
KLA-TENCOR CORP COM 482480100 2,025 22,131 SH   DFND 7 0 22,131 0
KLA-TENCOR CORP COM 482480100 3,071 33,557 SH   DFND 2 0 33,557 0
KOHLS CORP COM 500255104 424 10,971 SH   DFND 7 0 10,971 0
KRAFT HEINZ CO COM 500754106 1,803 21,052 SH   DFND 7 0 21,052 0
KROGER CO COM 501044101 1,451 62,211 SH   DFND 7 0 58,510 0
KROGER CO COM 501044101 2,241 96,105 SH   DFND 2 0 73,098 0
L BRANDS INC COM 501797104 6,818 126,509 SH   DFND 6 0 126,509 0
L BRANDS INC COM 501797104 1,542 28,612 SH   DFND 8 0 28,612 0
L BRANDS INC COM 501797104 419 7,780 SH   DFND 7 0 6,385 0
L BRANDS INC COM 501797104 9,067 168,251 SH   DFND 3 0 168,251 0
L3 TECHNOLOGIES INC COM 502413107 315 1,884 SH   DFND 7 0 1,884 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 28,531 185,096 SH   DFND 6 0 185,096 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 514 3,334 SH   DFND 7 0 3,334 0
LAM RESEARCH CORP COM 512807108 8,805 62,255 SH   DFND 7 0 38,002 0
LAM RESEARCH CORP COM 512807108 9,207 65,097 SH   DFND 8 0 65,097 0
LAS VEGAS SANDS CORP COM 517834107 779 12,199 SH   DFND 2 0 12,199 0
LAS VEGAS SANDS CORP COM 517834107 882 13,798 SH   DFND 7 0 13,798 0
LAS VEGAS SANDS CORP COM 517834107 4,324 67,679 SH   DFND 3 0 67,679 0
LAS VEGAS SANDS CORP COM 517834107 8,651 135,397 SH   DFND 6 0 135,397 0
LAS VEGAS SANDS CORP COM 517834107 1,938 30,336 SH   DFND 8 0 30,336 0
LAUDER ESTEE COS INC CL A 518439104 3,154 32,856 SH   DFND 2 0 32,856 0
LAUDER ESTEE COS INC CL A 518439104 5,552 57,844 SH   DFND 7 0 49,615 0
LAUDER ESTEE COS INC CL A 518439104 21,781 226,928 SH   DFND 8 0 226,928 0
LEAR CORP COM NEW 521865204 1,560 10,983 SH   DFND 7 0 10,983 0
LEAR CORP COM NEW 521865204 6,264 44,091 SH   DFND 2 0 44,091 0
LEGGETT & PLATT INC COM 524660107 1,713 32,603 SH   DFND 7 0 12,171 0
LENNAR CORP CL A 526057104 261 4,901 SH   DFND 7 0 4,901 0
LENNOX INTL INC COM 526107107 1,564 8,516 SH   DFND 7 0 8,516 0
LENNOX INTL INC COM 526107107 5,896 32,109 SH   DFND 2 0 32,109 0
LEUCADIA NATL CORP COM 527288104 202 7,715 SH   DFND 7 0 7,715 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 587 9,899 SH   DFND 7 0 9,899 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,206 37,198 SH   DFND 8 0 37,198 0
LIBERTY BROADBAND CORP COM SER C 530307305 221 2,548 SH   DFND 7 0 2,548 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 250 7,773 SH   DFND 7 0 7,773 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,865 120,320 SH   DFND 2 0 117,233 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 592 18,981 SH   DFND 7 0 18,981 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 254 8,139 SH   DFND 2 0 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 244 9,960 SH   DFND 7 0 9,960 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 16,697 14,600,000 PRN   DFND 2 0 12,396,479 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 16,471 13,900,000 PRN   DFND 2 0 12,001,900 0
LIBERTY PPTY TR SH BEN INT 531172104 8,842 217,197 SH   DFND 6 0 217,197 0
LIFE STORAGE INC COM 53223X107 25,643 346,054 SH   DFND 6 0 346,054 0
LILLY ELI & CO COM 532457108 2,533 30,782 SH   DFND 7 0 26,415 0
LILLY ELI & CO COM 532457108 19,401 235,730 SH   DFND 2 0 205,289 0
LILLY ELI & CO COM 532457108 39,421 478,991 SH   DFND 8 0 478,991 0
LILLY ELI & CO COM 532457108 1,111 13,500 SH   DFND 4 0 13,500 0
LINCOLN NATL CORP IND COM 534187109 835 12,358 SH   DFND 7 0 12,358 0
LINCOLN NATL CORP IND COM 534187109 3,682 54,480 SH   DFND 2 0 54,480 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 1,505 53,319 SH   DFND 8 0 53,319 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 6,240 237,459 SH   DFND 8 0 237,459 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,004 38,209 SH   DFND 2 0 38,209 0
LIVE NATION ENTERTAINMENT IN COM 538034109 239 6,860 SH   DFND 8 0 6,860 0
LKQ CORP COM 501889208 296 8,991 SH   DFND 7 0 8,991 0
LKQ CORP COM 501889208 4,164 126,376 SH   DFND 2 0 30,000 0
LOEWS CORP COM 540424108 4,616 98,616 SH   DFND 7 0 80,701 0
LOWES COS INC COM 548661107 32,696 421,725 SH   DFND 8 0 421,725 0
LOWES COS INC COM 548661107 3,552 45,810 SH   DFND 7 0 43,496 0
LOWES COS INC COM 548661107 13,240 170,768 SH   DFND 2 0 168,435 0
LOWES COS INC COM 548661107 18,469 238,219 SH   DFND 6 0 238,219 0
LTC PPTYS INC COM 502175102 6,935 134,942 SH   DFND 6 0 134,942 0
LULULEMON ATHLETICA INC COM 550021109 7,631 127,888 SH   DFND 8 0 127,888 0
LUXOFT HLDG INC ORD SHS CL A G57279104 18,034 296,362 SH   DFND 1 0 268,422 0
LUXOFT HLDG INC ORD SHS CL A G57279104 1,339 21,999 SH   DFND 2 0 21,999 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 21,159 250,724 SH   DFND 2 0 240,706 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 26,239 310,924 SH   DFND 8 0 310,924 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,368 51,757 SH   DFND 7 0 32,263 0
M & T BK CORP COM 55261F104 786 4,856 SH   DFND 7 0 4,856 0
MACERICH CO COM 554382101 19,187 330,474 SH   DFND 6 0 330,474 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 11,242 201,572 SH   DFND 8 0 201,572 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,307 1,305,000 PRN   DFND 2 0 5,835 0
MACYS INC COM 55616P104 1,156 49,748 SH   DFND 2 0 49,748 0
MACYS INC COM 55616P104 1,400 60,235 SH   DFND 7 0 27,079 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 577 8,098 SH   DFND 7 0 8,098 0
MAGNA INTL INC COM 559222401 2,659 57,389 SH   DFND 8 0 57,389 0
MAGNA INTL INC COM 559222401 475 10,256 SH   DFND 7 0 10,256 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 523 15,575 SH   DFND 5 0 15,575 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,414 31,546 SH   DFND 4 0 31,546 0
MANPOWERGROUP INC COM 56418H100 1,117 10,000 SH   DFND 4 0 10,000 0
MANPOWERGROUP INC COM 56418H100 1,128 10,106 SH   DFND 7 0 2,448 0
MANPOWERGROUP INC COM 56418H100 3,348 29,989 SH   DFND 2 0 29,989 0
MANULIFE FINL CORP COM 56501R106 1,785 95,142 SH   DFND 2 0 95,142 0
MANULIFE FINL CORP COM 56501R106 1,009 53,760 SH   DFND 7 0 53,760 0
MARATHON OIL CORP COM 565849106 316 26,688 SH   DFND 7 0 26,688 0
MARATHON OIL CORP COM 565849106 3,511 296,320 SH   DFND 8 0 296,320 0
MARATHON OIL CORP COM 565849106 13,266 1,119,520 SH   DFND 2 0 944,291 0
MARATHON PETE CORP COM 56585A102 904 17,282 SH   DFND 7 0 17,282 0
MARKEL CORP COM 570535104 404 414 SH   DFND 7 0 385 0
MARRIOTT INTL INC NEW CL A 571903202 1,947 19,411 SH   DFND 7 0 100,096 0
MARRIOTT INTL INC NEW CL A 571903202 3,143 31,331 SH   DFND 2 0 31,331 0
MARSH & MCLENNAN COS INC COM 571748102 17,072 218,989 SH   DFND 3 0 218,989 0
MARSH & MCLENNAN COS INC COM 571748102 3,233 41,473 SH   DFND 2 0 41,473 0
MARSH & MCLENNAN COS INC COM 571748102 1,830 23,474 SH   DFND 6 0 23,474 0
MARSH & MCLENNAN COS INC COM 571748102 2,960 37,970 SH   DFND 8 0 37,970 0
MARSH & MCLENNAN COS INC COM 571748102 268 3,436 SH   DFND 5 0 0 0
MARSH & MCLENNAN COS INC COM 571748102 9,464 121,399 SH   DFND 7 0 89,970 0
MARTIN MARIETTA MATLS INC COM 573284106 329 1,478 SH   DFND 7 0 1,478 0
MARTIN MARIETTA MATLS INC COM 573284106 995 4,471 SH   DFND 4 0 4,471 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 174 10,527 SH   DFND 7 0 10,527 0
MASCO CORP COM 574599106 1,181 30,896 SH   DFND 7 0 15,507 0
MASCO CORP COM 574599106 15,590 408,000 SH   DFND 6 0 408,000 0
MASCO CORP COM 574599106 229 5,989 SH   DFND 8 0 5,989 0
MASCO CORP COM 574599106 825 21,596 SH   DFND 2 0 21,596 0
MASTERCARD INCORPORATED CL A 57636Q104 20,397 167,948 SH   DFND 7 0 134,319 0
MASTERCARD INCORPORATED CL A 57636Q104 11,882 97,834 SH   DFND 2 0 97,834 0
MASTERCARD INCORPORATED CL A 57636Q104 5,999 49,396 SH   DFND 8 0 49,396 0
MASTERCARD INCORPORATED CL A 57636Q104 15,939 131,238 SH   DFND 3 0 131,238 0
MASTERCARD INCORPORATED CL A 57636Q104 2,034 16,747 SH   DFND 6 0 16,747 0
MATTEL INC COM 577081102 13,953 648,054 SH   DFND 2 0 613,432 0
MATTEL INC COM 577081102 254 11,796 SH   DFND 7 0 9,830 0
MAXIM INTEGRATED PRODS INC COM 57772K101 466 10,388 SH   DFND 7 0 10,388 0
MCCORMICK & CO INC COM NON VTG 579780206 665 6,822 SH   DFND 2 0 6,822 0
MCCORMICK & CO INC COM NON VTG 579780206 3,360 34,463 SH   DFND 7 0 11,842 0
MCDERMOTT INTL INC COM 580037109 2,163 301,700 SH   DFND 2 0 301,700 0
MCDONALDS CORP COM 580135101 13,682 89,334 SH   DFND 7 0 71,418 0
MCDONALDS CORP COM 580135101 5,039 32,897 SH   DFND 2 0 18,212 0
MCKESSON CORP COM 58155Q103 1,833 11,139 SH   DFND 7 0 11,139 0
MCKESSON CORP COM 58155Q103 8,254 50,167 SH   DFND 2 0 50,167 0
MEDNAX INC COM 58502B106 244 4,045 SH   DFND 7 0 3,522 0
MEDTRONIC PLC SHS G5960L103 4,177 47,066 SH   DFND 7 0 43,491 0
MEDTRONIC PLC SHS G5960L103 10,283 115,864 SH   DFND 6 0 115,864 0
MEDTRONIC PLC SHS G5960L103 12,164 137,056 SH   DFND 2 0 134,171 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 501 22,337 SH   DFND 7 0 27,367 0
MERCADOLIBRE INC COM 58733R102 642 2,559 SH   DFND 7 0 2,559 0
MERCADOLIBRE INC COM 58733R102 547 2,182 SH   DFND 8 0 2,182 0
MERCK & CO INC COM 58933Y105 4,427 69,073 SH   DFND 6 0 69,073 0
MERCK & CO INC COM 58933Y105 785 12,252 SH   DFND 5 0 0 0
MERCK & CO INC COM 58933Y105 13,448 209,827 SH   DFND 2 0 178,518 0
MERCK & CO INC COM 58933Y105 8,356 130,372 SH   DFND 3 0 130,372 0
MERCK & CO INC COM 58933Y105 46,881 731,494 SH   DFND 8 0 731,494 0
MERCK & CO INC COM 58933Y105 24,034 374,997 SH   DFND 7 0 314,351 0
METHANEX CORP COM 59151K108 1,466 33,276 SH   DFND 8 0 33,276 0
METLIFE INC COM 59156R108 13,179 239,882 SH   DFND 2 0 217,620 0
METLIFE INC COM 59156R108 1,353 24,622 SH   DFND 7 0 24,622 0
METTLER TOLEDO INTERNATIONAL COM 592688105 13,262 22,533 SH   DFND 7 0 20,499 0
METTLER TOLEDO INTERNATIONAL COM 592688105 782 1,329 SH   DFND 2 0 1,329 0
MGIC INVT CORP WIS COM 552848103 4,853 433,327 SH   DFND 2 0 433,327 0
MGIC INVT CORP WIS COM 552848103 1,267 113,113 SH   DFND 7 0 113,113 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 5,662 193,971 SH   DFND 6 0 193,971 0
MGM RESORTS INTERNATIONAL COM 552953101 352 11,265 SH   DFND 7 0 11,265 0
MGM RESORTS INTERNATIONAL COM 552953101 1,336 42,709 SH   DFND 8 0 42,709 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,849 51,005 SH   DFND 7 0 41,627 0
MICROCHIP TECHNOLOGY INC COM 595017104 544 7,050 SH   DFND 7 0 7,050 0
MICROCHIP TECHNOLOGY INC COM 595017104 902 11,688 SH   DFND 2 0 11,688 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 12,084 8,000,000 PRN   DFND 2 0 8,000,000 0
MICRON TECHNOLOGY INC COM 595112103 5,346 179,030 SH   DFND 2 0 119,587 0
MICRON TECHNOLOGY INC COM 595112103 1,407 47,116 SH   DFND 7 0 47,116 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 22,415 19,900,000 PRN   DFND 2 0 15,144,199 0
MICROSEMI CORP COM 595137100 10,042 214,571 SH   DFND 8 0 214,571 0
MICROSOFT CORP COM 594918104 13,182 191,238 SH   DFND 2 0 135,977 0
MICROSOFT CORP COM 594918104 125,208 1,816,458 SH   DFND 8 0 1,816,458 0
MICROSOFT CORP COM 594918104 16,872 244,774 SH   DFND 7 0 237,600 0
MICROSOFT CORP COM 594918104 23,728 344,228 SH   DFND 6 0 344,228 0
MID AMER APT CMNTYS INC COM 59522J103 26,856 254,846 SH   DFND 6 0 254,846 0
MID AMER APT CMNTYS INC COM 59522J103 290 2,748 SH   DFND 7 0 2,748 0
MIDDLEBY CORP COM 596278101 219 1,803 SH   DFND 7 0 1,803 0
MINERALS TECHNOLOGIES INC COM 603158106 7,043 96,213 SH   DFND 8 0 96,213 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,538 302,842 SH   DFND 1 0 280,081 0
MOHAWK INDS INC COM 608190104 844 3,492 SH   DFND 7 0 3,222 0
MOLSON COORS BREWING CO CL B 60871R209 950 11,000 SH   DFND 4 0 11,000 0
MOLSON COORS BREWING CO CL B 60871R209 484 5,605 SH   DFND 7 0 5,605 0
MONDELEZ INTL INC CL A 609207105 2,266 52,456 SH   DFND 7 0 48,768 0
MONDELEZ INTL INC CL A 609207105 6,473 149,866 SH   DFND 2 0 110,245 0
MONSANTO CO NEW COM 61166W101 2,862 24,178 SH   DFND 8 0 24,178 0
MONSANTO CO NEW COM 61166W101 14,401 121,673 SH   DFND 7 0 112,354 0
MONSTER BEVERAGE CORP NEW COM 61174X109 9,956 200,410 SH   DFND 8 0 200,410 0
MONSTER BEVERAGE CORP NEW COM 61174X109 530 10,664 SH   DFND 7 0 10,664 0
MOODYS CORP COM 615369105 426 3,500 SH   DFND 2 0 3,500 0
MOODYS CORP COM 615369105 673 5,532 SH   DFND 7 0 5,532 0
MORGAN STANLEY COM NEW 617446448 1,680 37,696 SH   DFND 7 0 37,696 0
MORGAN STANLEY COM NEW 617446448 1,552 34,819 SH   DFND 2 0 34,819 0
MOSAIC CO NEW COM 61945C103 233 10,208 SH   DFND 7 0 10,208 0
MOSAIC CO NEW COM 61945C103 4,719 206,689 SH   DFND 2 0 206,689 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,327 38,351 SH   DFND 7 0 12,741 0
MRC GLOBAL INC COM 55345K103 7,238 438,160 SH   DFND 8 0 438,160 0
MSA SAFETY INC COM 553498106 6,555 80,751 SH   DFND 8 0 80,751 0
MSCI INC COM 55354G100 2,685 26,072 SH   DFND 2 0 26,072 0
MSCI INC COM 55354G100 1,042 10,122 SH   DFND 7 0 10,122 0
MSCI INC COM 55354G100 1,515 14,707 SH   DFND 8 0 14,707 0
MSCI INC COM 55354G100 3,590 34,859 SH   DFND 6 0 34,859 0
MSCI INC COM 55354G100 7,583 73,625 SH   DFND 3 0 73,625 0
NABORS INDUSTRIES LTD SHS G6359F103 3,649 448,288 SH   DFND 8 0 448,288 0
NASDAQ INC COM 631103108 6,056 84,710 SH   DFND 7 0 84,710 0
NASDAQ INC COM 631103108 773 10,814 SH   DFND 8 0 10,814 0
NASDAQ INC COM 631103108 2,983 41,733 SH   DFND 3 0 41,733 0
NASDAQ INC COM 631103108 23,978 335,400 SH   DFND 6 0 335,400 0
NATIONAL HEALTH INVS INC COM 63633D104 18,220 230,045 SH   DFND 6 0 230,045 0
NATIONAL OILWELL VARCO INC COM 637071101 557 16,914 SH   DFND 7 0 12,277 0
NATIONAL RETAIL PPTYS INC COM 637417106 9,123 233,331 SH   DFND 6 0 233,331 0
NCI BUILDING SYS INC COM NEW 628852204 10,340 619,164 SH   DFND 8 0 619,164 0
NETAPP INC COM 64110D104 2,091 52,222 SH   DFND 7 0 22,368 0
NETEASE INC SPONSORED ADR 64110W102 14,217 47,290 SH   DFND 5 0 22,787,098 0
NETFLIX INC COM 64110L106 2,037 13,632 SH   DFND 7 0 13,587 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 17,923 389,626 SH   DFND 8 0 389,626 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 13,619 193,205 SH   DFND 8 0 193,205 0
NEW RELIC INC COM 64829B100 16,626 386,560 SH   DFND 8 0 386,560 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 2,064 132,640 SH   DFND 2 0 132,640 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 561 36,040 SH   DFND 7 0 36,040 0
NEW YORK CMNTY BANCORP INC COM 649445103 271 20,633 SH   DFND 7 0 17,796 0
NEW YORK REIT INC COM 64976L109 1,628 188,472 SH   DFND 6 0 188,472 0
NEWELL BRANDS INC COM 651229106 8,097 151,004 SH   DFND 2 0 151,004 0
NEWELL BRANDS INC COM 651229106 897 16,738 SH   DFND 7 0 16,652 0
NEWMONT MINING CORP COM 651639106 1,079 33,315 SH   DFND 8 0 33,315 0
NEWMONT MINING CORP COM 651639106 939 28,998 SH   DFND 7 0 28,998 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 3,312 3,300,000 PRN   DFND 2 0 2,000,000 0
NEWS CORP NEW CL A 65249B109 185 13,492 SH   DFND 7 0 13,492 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 9,923 165,941 SH   DFND 8 0 165,941 0
NEXTERA ENERGY INC COM 65339F101 8,205 58,554 SH   DFND 8 0 58,554 0
NEXTERA ENERGY INC COM 65339F101 2,228 15,901 SH   DFND 7 0 14,057 0
NEXTERA ENERGY INC COM 65339F101 6,201 44,253 SH   DFND 2 0 18,067 0
NIELSEN HLDGS PLC SHS EUR G6518L108 339 8,764 SH   DFND 7 0 8,764 0
NIKE INC CL B 654106103 3,466 58,742 SH   DFND 2 0 58,742 0
NIKE INC CL B 654106103 19,324 327,531 SH   DFND 8 0 327,531 0
NIKE INC CL B 654106103 42,061 712,896 SH   DFND 6 0 712,896 0
NIKE INC CL B 654106103 5,836 98,915 SH   DFND 7 0 75,539 0
NISOURCE INC COM 65473P105 443 17,460 SH   DFND 7 0 17,460 0
NISOURCE INC COM 65473P105 844 33,298 SH   DFND 8 0 33,298 0
NOBLE CORP PLC SHS USD G65431101 1,608 444,228 SH   DFND 2 0 444,228 0
NOBLE ENERGY INC COM 655044105 411 14,537 SH   DFND 7 0 14,537 0
NOKIA CORP SPONSORED ADR 654902204 8,075 1,310,877 SH   DFND 3 0 1,310,877 0
NORDSTROM INC COM 655664100 637 13,320 SH   DFND 2 0 13,320 0
NORDSTROM INC COM 655664100 5,685 118,863 SH   DFND 7 0 88,284 0
NORFOLK SOUTHERN CORP COM 655844108 1,203 9,889 SH   DFND 7 0 9,889 0
NORFOLK SOUTHERN CORP COM 655844108 14,054 115,480 SH   DFND 2 0 115,480 0
NORTHERN TR CORP COM 665859104 677 6,963 SH   DFND 7 0 6,963 0
NORTHROP GRUMMAN CORP COM 666807102 16,892 65,800 SH   DFND 7 0 43,846 0
NORTHROP GRUMMAN CORP COM 666807102 37,546 146,259 SH   DFND 8 0 146,259 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 18,416 339,218 SH   DFND 8 0 339,218 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 203 3,738 SH   DFND 7 0 3,738 0
NOVARTIS A G SPONSORED ADR 66987V109 2,721 32,601 SH   DFND 8 0 32,601 0
NUANCE COMMUNICATIONS INC COM 67020Y100 492 28,285 SH   DFND 7 0 9,598 0
NUANCE COMMUNICATIONS INC COM 67020Y100 749 43,000 SH   DFND 4 0 43,000 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 501 500,000 PRN   DFND 2 0 500,000 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 9,550 9,900,000 PRN   DFND 2 0 9,033,062 0
NUCOR CORP COM 670346105 1,606 27,744 SH   DFND 2 0 27,744 0
NUCOR CORP COM 670346105 637 11,000 SH   DFND 4 0 11,000 0
NUCOR CORP COM 670346105 2,315 40,009 SH   DFND 8 0 40,009 0
NUCOR CORP COM 670346105 1,445 24,964 SH   DFND 7 0 24,964 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 18,028 13,000,000 PRN   DFND 2 0 10,050,147 0
NVIDIA CORP COM 67066G104 2,510 17,360 SH   DFND 7 0 17,360 0
NVR INC COM 62944T105 1,654 686 SH   DFND 7 0 241 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 12,889 10,800,000 PRN   DFND 2 0 10,007,779 0
NXP SEMICONDUCTORS N V COM N6596X109 1,928 17,611 SH   DFND 4 0 17,611 0
NXP SEMICONDUCTORS N V COM N6596X109 6,700 61,215 SH   DFND 7 0 42,202 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 11,383 52,041 SH   DFND 8 0 52,041 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 537 2,454 SH   DFND 2 0 2,454 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,276 5,835 SH   DFND 7 0 4,487 0
OCCIDENTAL PETE CORP DEL COM 674599105 16,952 283,144 SH   DFND 2 0 245,118 0
OCCIDENTAL PETE CORP DEL COM 674599105 12,451 207,964 SH   DFND 7 0 187,089 0
OFFICE DEPOT INC COM 676220106 3,330 590,500 SH   DFND 2 0 590,500 0
OLD DOMINION FGHT LINES INC COM 679580100 795 8,352 SH   DFND 2 0 8,352 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,108 184,974 SH   DFND 6 0 184,974 0
OMNICOM GROUP INC COM 681919106 3,228 38,940 SH   DFND 7 0 8,131 0
OMNICOM GROUP INC COM 681919106 303 3,652 SH   DFND 2 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,352 96,330 SH   DFND 2 0 96,330 0
ON SEMICONDUCTOR CORP COM 682189105 10,675 760,304 SH   DFND 8 0 760,304 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 13,720 13,200,000 PRN   DFND 2 0 11,238,792 0
ONEOK INC NEW COM 682680103 805 15,441 SH   DFND 7 0 15,441 0
OPEN TEXT CORP COM 683715106 1,014 32,134 SH   DFND 7 0 6,187 0
ORACLE CORP COM 68389X105 3,646 72,716 SH   DFND 2 0 40,215 0
ORACLE CORP COM 68389X105 11,040 220,177 SH   DFND 7 0 187,001 0
ORACLE CORP COM 68389X105 241 4,812 SH   DFND 6 0 4,812 0
OSHKOSH CORP COM 688239201 12,185 176,908 SH   DFND 8 0 176,908 0
OWENS CORNING NEW COM 690742101 500 7,467 SH   DFND 7 0 7,467 0
OWENS CORNING NEW COM 690742101 3,557 53,147 SH   DFND 2 0 53,147 0
OWENS ILL INC COM NEW 690768403 497 20,781 SH   DFND 7 0 20,781 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,181 35,067 SH   DFND 8 0 35,067 0
PACCAR INC COM 693718108 636 9,638 SH   DFND 7 0 9,638 0
PACIFIC PREMIER BANCORP COM 69478X105 7,667 207,772 SH   DFND 8 0 207,772 0
PACKAGING CORP AMER COM 695156109 2,059 18,485 SH   DFND 7 0 18,485 0
PACKAGING CORP AMER COM 695156109 2,039 18,301 SH   DFND 8 0 18,301 0
PACKAGING CORP AMER COM 695156109 9,255 83,089 SH   DFND 2 0 83,089 0
PALO ALTO NETWORKS INC COM 697435105 296 2,210 SH   DFND 7 0 2,210 0
PALO ALTO NETWORKS INC COM 697435105 8,391 62,705 SH   DFND 8 0 62,705 0
PANERA BREAD CO CL A 69840W108 255 810 SH   DFND 7 0 810 0
PANERA BREAD CO CL A 69840W108 822 2,613 SH   DFND 2 0 2,613 0
PARAMOUNT GROUP INC COM 69924R108 17,938 1,121,109 SH   DFND 6 0 1,121,109 0
PARKER HANNIFIN CORP COM 701094104 3,370 21,084 SH   DFND 7 0 18,248 0
PARKER HANNIFIN CORP COM 701094104 1,048 6,559 SH   DFND 2 0 6,559 0
PARSLEY ENERGY INC CL A 701877102 239 8,605 SH   DFND 7 0 7,366 0
PATTERSON COMPANIES INC COM 703395103 3,967 84,500 SH   DFND 2 0 84,500 0
PAYCHEX INC COM 704326107 3,336 58,582 SH   DFND 7 0 24,915 0
PAYPAL HLDGS INC COM 70450Y103 5,718 106,545 SH   DFND 2 0 43,578 0
PAYPAL HLDGS INC COM 70450Y103 7,744 144,287 SH   DFND 8 0 144,287 0
PAYPAL HLDGS INC COM 70450Y103 1,631 30,397 SH   DFND 7 0 30,397 0
PDC ENERGY INC COM 69327R101 8,313 192,842 SH   DFND 8 0 192,842 0
PEBBLEBROOK HOTEL TR COM 70509V100 9,710 301,165 SH   DFND 6 0 301,165 0
PEMBINA PIPELINE CORP COM 706327103 3,873 116,950 SH   DFND 7 0 108,659 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 25,732 2,273,110 SH   DFND 6 0 2,273,110 0
PENTAIR PLC SHS G7S00T104 7,435 111,739 SH   DFND 2 0 111,739 0
PENTAIR PLC SHS G7S00T104 314 4,719 SH   DFND 7 0 4,719 0
PEOPLES UNITED FINANCIAL INC COM 712704105 265 14,999 SH   DFND 7 0 14,999 0
PEPSICO INC COM 713448108 14,348 124,236 SH   DFND 7 0 92,239 0
PEPSICO INC COM 713448108 7,848 67,955 SH   DFND 2 0 32,582 0
PEPSICO INC COM 713448108 39,711 343,852 SH   DFND 8 0 343,852 0
PEPSICO INC COM 713448108 219 1,892 SH   DFND 6 0 1,892 0
PERRIGO CO PLC SHS G97822103 281 3,723 SH   DFND 7 0 3,723 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,178 425,997 SH   DFND 2 0 425,997 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 15,232 2,041,836 SH   DFND 4 0 1,254,527 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,543 193,100 SH   DFND 2 0 193,100 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 12,647 1,582,803 SH   DFND 4 0 2,291,612 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 135 16,919 SH   DFND 8 0 33,838 0
PFIZER INC COM 717081103 280 8,321 SH   DFND 6 0 8,321 0
PFIZER INC COM 717081103 7,385 219,867 SH   DFND 2 0 180,417 0
PFIZER INC COM 717081103 23,066 686,696 SH   DFND 7 0 564,655 0
PG&E CORP COM 69331C108 4,059 61,153 SH   DFND 8 0 61,153 0
PG&E CORP COM 69331C108 980 14,761 SH   DFND 7 0 13,822 0
PHILIP MORRIS INTL INC COM 718172109 12,968 110,413 SH   DFND 7 0 90,885 0
PHILIP MORRIS INTL INC COM 718172109 219 1,864 SH   DFND 6 0 1,864 0
PHILIP MORRIS INTL INC COM 718172109 297 2,529 SH   DFND 2 0 0 0
PHILLIPS 66 COM 718546104 1,168 14,127 SH   DFND 7 0 14,127 0
PHILLIPS 66 COM 718546104 5,662 68,476 SH   DFND 8 0 68,476 0
PHYSICIANS RLTY TR COM 71943U104 232 11,507 SH   DFND 6 0 11,507 0
PINNACLE FOODS INC DEL COM 72348P104 1,728 29,099 SH   DFND 7 0 29,099 0
PINNACLE FOODS INC DEL COM 72348P104 3,175 53,456 SH   DFND 2 0 53,456 0
PINNACLE FOODS INC DEL COM 72348P104 679 11,435 SH   DFND 8 0 11,435 0
PINNACLE WEST CAP CORP COM 723484101 327 3,840 SH   DFND 7 0 3,840 0
PINNACLE WEST CAP CORP COM 723484101 2,079 24,409 SH   DFND 8 0 24,409 0
PIONEER NAT RES CO COM 723787107 25,852 162,000 SH   DFND 6 0 162,000 0
PIONEER NAT RES CO COM 723787107 5,182 32,474 SH   DFND 8 0 32,474 0
PIONEER NAT RES CO COM 723787107 880 5,517 SH   DFND 7 0 5,517 0
PLEXUS CORP COM 729132100 8,137 154,785 SH   DFND 8 0 154,785 0
PNC FINL SVCS GROUP INC COM 693475105 7,883 63,132 SH   DFND 7 0 63,083 0
PNM RES INC COM 69349H107 7,071 184,852 SH   DFND 8 0 184,852 0
POLARIS INDS INC COM 731068102 1,799 19,505 SH   DFND 2 0 19,505 0
POLARIS INDS INC COM 731068102 13,745 149,028 SH   DFND 3 0 149,028 0
POLARIS INDS INC COM 731068102 1,589 17,229 SH   DFND 8 0 17,229 0
POLARIS INDS INC COM 731068102 243 2,633 SH   DFND 5 0 0 0
POLARIS INDS INC COM 731068102 1,934 20,969 SH   DFND 6 0 20,969 0
POTASH CORP SASK INC COM 73755L107 533 32,706 SH   DFND 8 0 32,706 0
POTASH CORP SASK INC COM 73755L107 370 22,710 SH   DFND 7 0 22,710 0
PPG INDS INC COM 693506107 1,034 9,401 SH   DFND 7 0 8,754 0
PPL CORP COM 69351T106 5,598 144,794 SH   DFND 7 0 23,492 0
PRAXAIR INC COM 74005P104 2,688 20,277 SH   DFND 8 0 20,277 0
PRAXAIR INC COM 74005P104 9,738 73,464 SH   DFND 7 0 57,045 0
PRICE T ROWE GROUP INC COM 74144T108 1,766 23,802 SH   DFND 7 0 8,488 0
PRICELINE GRP INC COM NEW 741503403 4,850 2,593 SH   DFND 7 0 2,593 0
PRICELINE GRP INC COM NEW 741503403 32,063 17,141 SH   DFND 8 0 17,141 0
PRICELINE GRP INC COM NEW 741503403 3,425 1,831 SH   DFND 2 0 1,831 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 10,067 5,100,000 PRN   DFND 2 0 4,001,164 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 14,248 9,700,000 PRN   DFND 2 0 9,000,532 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,665 3,200,000 PRN   DFND 2 0 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,969 30,739 SH   DFND 7 0 30,739 0
PRINCIPAL FINL GROUP INC COM 74251V102 5,505 85,922 SH   DFND 2 0 85,922 0
PROCTER AND GAMBLE CO COM 742718109 14,721 168,910 SH   DFND 7 0 138,726 0
PROCTER AND GAMBLE CO COM 742718109 308 3,532 SH   DFND 6 0 3,532 0
PROCTER AND GAMBLE CO COM 742718109 10,080 115,665 SH   DFND 2 0 69,433 0
PROGRESSIVE CORP OHIO COM 743315103 8,188 185,712 SH   DFND 7 0 176,419 0
PROGRESSIVE CORP OHIO COM 743315103 3,246 73,622 SH   DFND 2 0 73,622 0
PROLOGIS INC COM 74340W103 8,852 150,958 SH   DFND 6 0 150,958 0
PROLOGIS INC COM 74340W103 996 16,988 SH   DFND 7 0 16,988 0
PROOFPOINT INC COM 743424103 13,217 152,222 SH   DFND 8 0 152,222 0
PRUDENTIAL FINL INC COM 744320102 9,032 83,521 SH   DFND 2 0 52,464 0
PRUDENTIAL FINL INC COM 744320102 7,736 71,541 SH   DFND 7 0 71,541 0
PTC INC COM 69370C100 20,779 376,983 SH   DFND 8 0 376,983 0
PUBLIC STORAGE COM 74460D109 1,160 5,565 SH   DFND 7 0 5,565 0
PUBLIC STORAGE COM 74460D109 44,135 211,646 SH   DFND 6 0 211,646 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 582 13,541 SH   DFND 7 0 13,541 0
PULTE GROUP INC COM 745867101 17,833 727,000 SH   DFND 6 0 727,000 0
PVH CORP COM 693656100 2,337 20,409 SH   DFND 8 0 20,409 0
PVH CORP COM 693656100 7,819 68,290 SH   DFND 7 0 68,290 0
QTS RLTY TR INC COM CL A 74736A103 21,164 404,429 SH   DFND 6 0 404,429 0
QUALCOMM INC COM 747525103 2,732 49,470 SH   DFND 7 0 47,365 0
QUALCOMM INC COM 747525103 23,518 425,896 SH   DFND 8 0 425,896 0
QUEST DIAGNOSTICS INC COM 74834L100 12,222 109,953 SH   DFND 7 0 98,194 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 575 6,419 SH   DFND 7 0 6,419 0
RADIAN GROUP INC COM 750236101 721 44,075 SH   DFND 7 0 44,075 0
RALPH LAUREN CORP CL A 751212101 578 7,829 SH   DFND 7 0 3,879 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 5,634 436,726 SH   DFND 6 0 436,726 0
RANDGOLD RES LTD ADR 752344309 8,521 96,322 SH   DFND 8 0 96,322 0
RANGE RES CORP COM 75281A109 24,565 1,060,195 SH   DFND 8 0 1,060,195 0
RAYMOND JAMES FINANCIAL INC COM 754730109 330 4,117 SH   DFND 7 0 4,117 0
RAYMOND JAMES FINANCIAL INC COM 754730109 780 9,724 SH   DFND 2 0 9,724 0
RAYTHEON CO COM NEW 755111507 17,513 108,452 SH   DFND 7 0 81,246 0
RAYTHEON CO COM NEW 755111507 44,235 273,932 SH   DFND 8 0 273,932 0
REALTY INCOME CORP COM 756109104 374 6,779 SH   DFND 7 0 6,779 0
REALTY INCOME CORP COM 756109104 10,152 183,979 SH   DFND 6 0 183,979 0
RED HAT INC COM 756577102 13,417 140,127 SH   DFND 2 0 113,003 0
RED HAT INC COM 756577102 469 4,900 SH   DFND 7 0 4,900 0
RED HAT INC NOTE 0.250%10/0 756577AD4 13,940 10,090,000 PRN   DFND 2 0 7,023,157 0
REGENCY CTRS CORP COM 758849103 8,119 129,621 SH   DFND 6 0 129,621 0
REGENCY CTRS CORP COM 758849103 228 3,642 SH   DFND 7 0 3,642 0
REGENERON PHARMACEUTICALS COM 75886F107 1,048 2,133 SH   DFND 7 0 2,133 0
REGIONS FINL CORP NEW COM 7591EP100 487 33,297 SH   DFND 7 0 33,297 0
REINSURANCE GROUP AMER INC COM NEW 759351604 648 5,048 SH   DFND 7 0 4,824 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 445 6,106 SH   DFND 8 0 6,106 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,200 15,819 SH   DFND 7 0 2,005 0
RENASANT CORP COM 75970E107 13,529 309,295 SH   DFND 8 0 309,295 0
REPLIGEN CORP COM 759916109 10,975 264,837 SH   DFND 8 0 264,837 0
REPUBLIC SVCS INC COM 760759100 11,578 181,674 SH   DFND 7 0 128,407 0
RESMED INC COM 761152107 321 4,120 SH   DFND 7 0 4,120 0
RESTAURANT BRANDS INTL INC COM 76131D103 340 5,435 SH   DFND 7 0 5,435 0
REXFORD INDL RLTY INC COM 76169C100 10,034 365,671 SH   DFND 8 0 365,671 0
REYNOLDS AMERICAN INC COM 761713106 47,852 735,734 SH   DFND 3 0 735,734 0
REYNOLDS AMERICAN INC COM 761713106 1,671 25,697 SH   DFND 7 0 22,780 0
REYNOLDS AMERICAN INC COM 761713106 17,780 273,365 SH   DFND 6 0 273,365 0
REYNOLDS AMERICAN INC COM 761713106 5,883 90,452 SH   DFND 2 0 90,452 0
RIVERVIEW BANCORP INC COM 769397100 147 22,161 SH   DFND 8 0 22,161 0
RLJ LODGING TR COM 74965L101 28,609 1,439,785 SH   DFND 6 0 1,439,785 0
RLJ LODGING TR COM 74965L101 6,281 316,110 SH   DFND 8 0 316,110 0
ROBERT HALF INTL INC COM 770323103 334 6,962 SH   DFND 7 0 6,962 0
ROCKWELL AUTOMATION INC COM 773903109 1,587 9,800 SH   DFND 8 0 9,800 0
ROCKWELL AUTOMATION INC COM 773903109 1,828 11,287 SH   DFND 7 0 4,182 0
ROCKWELL COLLINS INC COM 774341101 778 7,403 SH   DFND 2 0 7,403 0
ROCKWELL COLLINS INC COM 774341101 7,093 67,499 SH   DFND 7 0 62,565 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,221 47,051 SH   DFND 8 0 47,051 0
ROGERS COMMUNICATIONS INC CL B 775109200 828 17,544 SH   DFND 7 0 10,724 0
ROLLINS INC COM 775711104 4,844 118,984 SH   DFND 7 0 88,119 0
ROPER TECHNOLOGIES INC COM 776696106 10,132 43,763 SH   DFND 7 0 40,453 0
ROSS STORES INC COM 778296103 8,602 148,998 SH   DFND 7 0 136,134 0
ROSS STORES INC COM 778296103 6,286 108,881 SH   DFND 8 0 108,881 0
ROSS STORES INC COM 778296103 1,235 21,389 SH   DFND 2 0 21,389 0
ROYAL BK CDA MONTREAL QUE COM 780087102 296 4,088 SH   DFND 2 0 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 684 9,438 SH   DFND 8 0 9,438 0
ROYAL BK CDA MONTREAL QUE COM 780087102 17,295 238,548 SH   DFND 7 0 208,353 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,444 13,220 SH   DFND 7 0 13,220 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,169 29,008 SH   DFND 2 0 29,008 0
RYDER SYS INC COM 783549108 32,141 446,529 SH   DFND 8 0 446,529 0
S&P GLOBAL INC COM 78409V104 321 2,201 SH   DFND 5 0 0 0
S&P GLOBAL INC COM 78409V104 3,844 26,333 SH   DFND 6 0 26,333 0
S&P GLOBAL INC COM 78409V104 5,744 39,347 SH   DFND 2 0 39,347 0
S&P GLOBAL INC COM 78409V104 3,330 22,808 SH   DFND 7 0 15,956 0
S&P GLOBAL INC COM 78409V104 22,816 156,282 SH   DFND 3 0 156,282 0
S&P GLOBAL INC COM 78409V104 3,475 23,803 SH   DFND 8 0 23,803 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,316 345,066 SH   DFND 6 0 345,066 0
SABRE CORP COM 78573M104 4,816 221,217 SH   DFND 2 0 221,217 0
SABRE CORP COM 78573M104 397 18,221 SH   DFND 7 0 18,221 0
SABRE CORP COM 78573M104 3,331 153,012 SH   DFND 8 0 153,012 0
SABRE CORP COM 78573M104 32,202 1,479,173 SH   DFND 3 0 1,479,173 0
SABRE CORP COM 78573M104 10,045 461,431 SH   DFND 6 0 461,431 0
SALESFORCE COM INC COM 79466L302 24,247 279,985 SH   DFND 8 0 279,985 0
SALESFORCE COM INC COM 79466L302 1,813 20,934 SH   DFND 7 0 20,934 0
SALESFORCE COM INC COM 79466L302 19,115 220,724 SH   DFND 2 0 180,659 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 7,415 5,600,000 PRN   DFND 4 0 84,287 0
SANDERSON FARMS INC COM 800013104 1,750 15,128 SH   DFND 8 0 15,128 0
SAP SE SPON ADR 803054204 7,554 72,174 SH   DFND 3 0 72,174 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,117 8,277 SH   DFND 7 0 8,277 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,155 15,977 SH   DFND 8 0 15,977 0
SCANA CORP NEW COM 80589M102 265 3,961 SH   DFND 7 0 3,225 0
SCHEIN HENRY INC COM 806407102 659 3,602 SH   DFND 7 0 3,181 0
SCHLUMBERGER LTD COM 806857108 18,632 282,983 SH   DFND 8 0 282,983 0
SCHLUMBERGER LTD COM 806857108 4,675 71,011 SH   DFND 2 0 25,450 0
SCHLUMBERGER LTD COM 806857108 5,193 78,873 SH   DFND 3 0 78,873 0
SCHLUMBERGER LTD COM 806857108 11,144 169,256 SH   DFND 7 0 155,245 0
SCHWAB CHARLES CORP NEW COM 808513105 1,641 38,202 SH   DFND 7 0 38,202 0
SCHWAB CHARLES CORP NEW COM 808513105 29,811 693,933 SH   DFND 8 0 693,933 0
SCHWAB CHARLES CORP NEW COM 808513105 16,725 389,309 SH   DFND 6 0 389,309 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,518 22,215 SH   DFND 7 0 3,706 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 11,278 291,037 SH   DFND 7 0 185,537 0
SEALED AIR CORP NEW COM 81211K100 270 6,036 SH   DFND 7 0 6,036 0
SEALED AIR CORP NEW COM 81211K100 5,258 117,471 SH   DFND 2 0 15,071 0
SEMPRA ENERGY COM 816851109 2,455 21,773 SH   DFND 8 0 21,773 0
SEMPRA ENERGY COM 816851109 1,866 16,547 SH   DFND 7 0 16,547 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,736 44,298 SH   DFND 6 0 44,298 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 3,168 80,833 SH   DFND 2 0 80,833 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 3,041 77,609 SH   DFND 8 0 77,609 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 22,950 585,611 SH   DFND 3 0 585,611 0
SERVICENOW INC COM 81762P102 503 4,746 SH   DFND 7 0 4,746 0
SERVICENOW INC COM 81762P102 13,831 130,482 SH   DFND 8 0 130,482 0
SERVICENOW INC NOTE 11/0 81762PAB8 18,635 12,750,000 PRN   DFND 2 0 10,037,223 0
SHAKE SHACK INC CL A 819047101 3,537 101,406 SH   DFND 8 0 101,406 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,424 203,045 SH   DFND 7 0 15,137 0
SHERWIN WILLIAMS CO COM 824348106 3,305 9,417 SH   DFND 2 0 9,417 0
SHERWIN WILLIAMS CO COM 824348106 3,005 8,563 SH   DFND 7 0 3,975 0
SHIRE PLC SPONSORED ADR 82481R106 17,263 104,456 SH   DFND 8 0 109,560 0
SIGNATURE BK NEW YORK N Y COM 82669G104 229 1,596 SH   DFND 7 0 1,596 0
SIGNET JEWELERS LIMITED SHS G81276100 3,977 62,881 SH   DFND 2 0 62,881 0
SIMON PPTY GROUP INC NEW COM 828806109 1,727 10,679 SH   DFND 7 0 10,048 0
SIMON PPTY GROUP INC NEW COM 828806109 18,965 117,242 SH   DFND 8 0 117,242 0
SIMON PPTY GROUP INC NEW COM 828806109 107,637 665,412 SH   DFND 6 0 665,412 0
SINA CORP ORD G81477104 4,825 56,785 SH   DFND 5 0 56,785 0
SIRIUS XM HLDGS INC COM 82968B103 13,927 2,546,103 SH   DFND 7 0 2,342,883 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,077 32,069 SH   DFND 7 0 32,069 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,822 18,987 SH   DFND 2 0 18,987 0
SL GREEN RLTY CORP COM 78440X101 280 2,643 SH   DFND 7 0 2,643 0
SL GREEN RLTY CORP COM 78440X101 6,663 62,977 SH   DFND 6 0 62,977 0
SMITH A O COM 831865209 218 3,864 SH   DFND 7 0 3,864 0
SMITH A O COM 831865209 240 4,266 SH   DFND 8 0 4,266 0
SMUCKER J M CO COM NEW 832696405 2,034 17,189 SH   DFND 7 0 9,112 0
SMUCKER J M CO COM NEW 832696405 1,142 9,652 SH   DFND 2 0 9,652 0
SNAP ON INC COM 833034101 268 1,696 SH   DFND 7 0 1,696 0
SONIC CORP COM 835451105 2,720 102,686 SH   DFND 8 0 102,686 0
SOUTHERN CO COM 842587107 221 4,615 SH   DFND 2 0 0 0
SOUTHERN CO COM 842587107 973 20,327 SH   DFND 8 0 20,327 0
SOUTHERN CO COM 842587107 6,324 132,082 SH   DFND 7 0 26,615 0
SOUTHWEST AIRLS CO COM 844741108 4,097 65,927 SH   DFND 7 0 60,592 0
SOUTHWEST AIRLS CO COM 844741108 4,099 65,956 SH   DFND 2 0 65,956 0
SOUTHWESTERN ENERGY CO COM 845467109 2,040 335,493 SH   DFND 2 0 335,493 0
SPECTRANETICS CORP COM 84760C107 11,272 293,554 SH   DFND 8 0 293,554 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 4,470 35,745 SH   DFND 7 0 32,661 0
SPIRE INC COM 84857L101 6,150 88,165 SH   DFND 8 0 88,165 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,884 49,779 SH   DFND 2 0 49,779 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,398 24,134 SH   DFND 7 0 24,134 0
SPIRIT RLTY CAP INC NEW COM 84860W102 4,025 543,130 SH   DFND 6 0 543,130 0
SPLUNK INC COM 848637104 8,135 142,988 SH   DFND 8 0 142,988 0
SPRINT CORP COM SER 1 85207U105 466 56,781 SH   DFND 8 0 56,781 0
SPRINT CORP COM SER 1 85207U105 181 22,053 SH   DFND 7 0 22,053 0
SPROUTS FMRS MKT INC COM 85208M102 11,324 499,503 SH   DFND 8 0 499,503 0
SQUARE INC CL A 852234103 1,012 43,127 SH   DFND 8 0 43,127 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 297 7,744 SH   DFND 7 0 7,744 0
STANLEY BLACK & DECKER INC COM 854502101 9,210 65,441 SH   DFND 7 0 60,392 0
STAPLES INC COM 855030102 594 58,939 SH   DFND 7 0 25,513 0
STARBUCKS CORP COM 855244109 16,112 276,312 SH   DFND 7 0 242,704 0
STARBUCKS CORP COM 855244109 5,475 93,890 SH   DFND 3 0 93,890 0
STARBUCKS CORP COM 855244109 1,719 29,472 SH   DFND 2 0 29,472 0
STARBUCKS CORP COM 855244109 6,190 106,153 SH   DFND 8 0 106,153 0
STARBUCKS CORP COM 855244109 12,419 212,974 SH   DFND 6 0 212,974 0
STARWOOD PPTY TR INC COM 85571B105 1,457 65,075 SH   DFND 2 0 65,075 0
STARWOOD PPTY TR INC COM 85571B105 234 10,430 SH   DFND 7 0 10,430 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 813 750,000 PRN   DFND 2 0 35,846 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 1,012 1,000,000 PRN   DFND 2 0 1,000,000 0
STATE STR CORP COM 857477103 2,737 30,506 SH   DFND 7 0 30,506 0
STEEL DYNAMICS INC COM 858119100 721 20,140 SH   DFND 7 0 20,140 0
STEEL DYNAMICS INC COM 858119100 628 17,549 SH   DFND 8 0 17,549 0
STEEL DYNAMICS INC COM 858119100 834 23,284 SH   DFND 4 0 23,284 0
STEEL DYNAMICS INC COM 858119100 716 20,008 SH   DFND 2 0 20,008 0
STERICYCLE INC COM 858912108 211 2,761 SH   DFND 7 0 2,276 0
STERICYCLE INC COM 858912108 1,000 13,100 SH   DFND 2 0 13,100 0
STERLING BANCORP DEL COM 85917A100 10,685 459,569 SH   DFND 8 0 459,569 0
STRYKER CORP COM 863667101 1,563 11,259 SH   DFND 7 0 9,000 0
STRYKER CORP COM 863667101 302 2,175 SH   DFND 2 0 0 0
SUMMIT MATLS INC CL A 86614U100 17,374 601,785 SH   DFND 8 0 601,785 0
SUN LIFE FINL INC COM 866796105 753 21,057 SH   DFND 7 0 21,057 0
SUNCOR ENERGY INC NEW COM 867224107 1,440 49,300 SH   DFND 7 0 44,880 0
SUNCOR ENERGY INC NEW COM 867224107 9,248 316,700 SH   DFND 8 0 316,700 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 239 250,000 PRN   DFND 2 0 250,000 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 15,330 19,500,000 PRN   DFND 2 0 15,301,893 0
SUNTRUST BKS INC COM 867914103 739 13,024 SH   DFND 7 0 13,024 0
SVB FINL GROUP COM 78486Q101 311 1,771 SH   DFND 7 0 1,771 0
SVB FINL GROUP COM 78486Q101 7,207 41,000 SH   DFND 6 0 41,000 0
SWIFT TRANSN CO CL A 87074U101 6,885 259,818 SH   DFND 8 0 259,818 0
SYMANTEC CORP COM 871503108 13,489 477,487 SH   DFND 8 0 477,487 0
SYMANTEC CORP COM 871503108 3,063 108,431 SH   DFND 7 0 108,431 0
SYMANTEC CORP COM 871503108 804 28,459 SH   DFND 4 0 28,459 0
SYMANTEC CORP COM 871503108 743 26,304 SH   DFND 2 0 26,304 0
SYNCHRONY FINL COM 87165B103 1,847 61,943 SH   DFND 2 0 61,943 0
SYNCHRONY FINL COM 87165B103 665 22,290 SH   DFND 7 0 22,290 0
SYNOPSYS INC COM 871607107 2,947 40,407 SH   DFND 7 0 37,764 0
SYSCO CORP COM 871829107 13,530 268,830 SH   DFND 7 0 207,843 0
T MOBILE US INC COM 872590104 1,794 29,592 SH   DFND 8 0 29,592 0
T MOBILE US INC COM 872590104 1,569 25,887 SH   DFND 4 0 25,887 0
T MOBILE US INC COM 872590104 706 11,644 SH   DFND 7 0 10,018 0
T MOBILE US INC COM 872590104 1,944 32,061 SH   DFND 2 0 11,735 0
TABLEAU SOFTWARE INC CL A 87336U105 9,924 161,976 SH   DFND 8 0 161,976 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,517 329,420 SH   DFND 3 0 1,647,100 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 38,317 1,096,021 SH   DFND 8 0 1,360,217 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,912 169,115 SH   DFND 5 0 845,575 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,567 73,416 SH   DFND 7 0 73,416 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,359 181,888 SH   DFND 6 0 181,888 0
TAL ED GROUP ADS REPSTG COM 874080104 9,990 81,679 SH   DFND 5 0 254,623 0
TANGER FACTORY OUTLET CTRS I COM 875465106 15,472 595,525 SH   DFND 3 0 595,525 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,883 72,494 SH   DFND 8 0 72,494 0
TANGER FACTORY OUTLET CTRS I COM 875465106 9,869 379,873 SH   DFND 6 0 379,873 0
TANGER FACTORY OUTLET CTRS I COM 875465106 245 9,438 SH   DFND 5 0 0 0
TARGA RES CORP COM 87612G101 251 5,546 SH   DFND 7 0 5,546 0
TARGET CORP COM 87612E106 516 9,860 SH   DFND 2 0 9,860 0
TARGET CORP COM 87612E106 1,161 22,203 SH   DFND 7 0 19,259 0
TATA MTRS LTD SPONSORED ADR 876568502 2,241 67,881 SH   DFND 5 0 339,405 0
TD AMERITRADE HLDG CORP COM 87236Y108 331 7,691 SH   DFND 7 0 7,691 0
TE CONNECTIVITY LTD REG SHS H84989104 21,576 274,227 SH   DFND 2 0 206,056 0
TE CONNECTIVITY LTD REG SHS H84989104 8,602 109,334 SH   DFND 7 0 99,562 0
TE CONNECTIVITY LTD REG SHS H84989104 9,921 126,099 SH   DFND 8 0 126,099 0
TECK RESOURCES LTD CL B 878742204 384 15,131 SH   DFND 7 0 15,131 0
TEGNA INC COM 87901J105 3,796 263,400 SH   DFND 2 0 263,400 0
TELEFLEX INC COM 879369106 236 1,134 SH   DFND 7 0 1,134 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,890 214,227 SH   DFND 4 0 201,636 0
TELUS CORP COM 87971M103 7,467 216,298 SH   DFND 7 0 0 0
TEMPUR SEALY INTL INC COM 88023U101 352 6,584 SH   DFND 7 0 6,584 0
TENNECO INC COM 880349105 7,527 130,164 SH   DFND 8 0 130,164 0
TERADATA CORP DEL COM 88076W103 2,961 100,416 SH   DFND 2 0 100,416 0
TESARO INC COM 881569107 6,103 43,637 SH   DFND 8 0 43,637 0
TESLA INC COM 88160R101 1,455 4,025 SH   DFND 7 0 4,025 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 40,739 35,175,000 PRN   DFND 2 0 28,885,525 0
TESORO CORP COM 881609101 401 4,279 SH   DFND 7 0 4,279 0
TEXAS INSTRS INC COM 882508104 5,541 72,027 SH   DFND 2 0 68,374 0
TEXAS INSTRS INC COM 882508104 5,310 69,026 SH   DFND 7 0 46,109 0
TEXAS ROADHOUSE INC COM 882681109 332 6,509 SH   DFND 7 0 6,509 0
THERAVANCE BIOPHARMA INC COM G8807B106 6,484 162,755 SH   DFND 8 0 162,755 0
THERMO FISHER SCIENTIFIC INC COM 883556102 13,758 78,854 SH   DFND 6 0 78,854 0
THERMO FISHER SCIENTIFIC INC COM 883556102 16,527 94,725 SH   DFND 7 0 86,533 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,068 6,123 SH   DFND 4 0 6,123 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,728 38,561 SH   DFND 2 0 10,971 0
THOMSON REUTERS CORP COM 884903105 4,195 90,630 SH   DFND 7 0 66,093 0
THOR INDS INC COM 885160101 3,879 37,109 SH   DFND 2 0 37,109 0
THOR INDS INC COM 885160101 522 4,991 SH   DFND 7 0 4,991 0
TIFFANY & CO NEW COM 886547108 340 3,622 SH   DFND 7 0 3,622 0
TIME INC NEW COM 887228104 5,410 377,000 SH   DFND 2 0 377,000 0
TIME WARNER INC COM NEW 887317303 2,465 24,547 SH   DFND 7 0 24,547 0
TIME WARNER INC COM NEW 887317303 20,919 208,337 SH   DFND 8 0 208,337 0
TIMKEN CO COM 887389104 6,929 149,812 SH   DFND 2 0 149,812 0
TJX COS INC NEW COM 872540109 15,546 215,406 SH   DFND 2 0 172,367 0
TJX COS INC NEW COM 872540109 9,961 138,022 SH   DFND 7 0 104,033 0
TJX COS INC NEW COM 872540109 686 9,501 SH   DFND 8 0 9,501 0
TJX COS INC NEW COM 872540109 3,942 54,626 SH   DFND 3 0 54,626 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 250 250,000 PRN   DFND 2 0 250,000 0
TORCHMARK CORP COM 891027104 14,557 190,284 SH   DFND 7 0 175,109 0
TORONTO DOMINION BK ONT COM NEW 891160509 13,696 271,846 SH   DFND 7 0 235,108 0
TORONTO DOMINION BK ONT COM NEW 891160509 228 4,524 SH   DFND 2 0 0 0
TOTAL SYS SVCS INC COM 891906109 1,841 31,602 SH   DFND 7 0 30,602 0
TOTAL SYS SVCS INC COM 891906109 3,227 55,402 SH   DFND 2 0 55,402 0
TRACTOR SUPPLY CO COM 892356106 252 4,648 SH   DFND 7 0 4,648 0
TRACTOR SUPPLY CO COM 892356106 473 8,731 SH   DFND 2 0 8,731 0
TRANSCANADA CORP COM 89353D107 5,824 122,175 SH   DFND 8 0 122,175 0
TRANSCANADA CORP COM 89353D107 3,035 63,661 SH   DFND 7 0 60,711 0
TRANSDIGM GROUP INC COM 893641100 351 1,305 SH   DFND 7 0 1,305 0
TRANSUNION COM 89400J107 10,611 245,000 SH   DFND 6 0 245,000 0
TRANSUNION COM 89400J107 548 12,653 SH   DFND 7 0 12,653 0
TRAVELERS COMPANIES INC COM 89417E109 16,314 128,937 SH   DFND 8 0 128,937 0
TRAVELERS COMPANIES INC COM 89417E109 7,708 60,920 SH   DFND 7 0 53,802 0
TRICO BANCSHARES COM 896095106 6,922 196,933 SH   DFND 8 0 196,933 0
TRIMBLE INC COM 896239100 255 7,136 SH   DFND 7 0 7,136 0
TRINITY INDS INC COM 896522109 7,144 254,887 SH   DFND 8 0 254,887 0
TRINSEO S A SHS L9340P101 592 8,618 SH   DFND 4 0 8,618 0
TURQUOISE HILL RES LTD COM 900435108 103 38,998 SH   DFND 7 0 38,998 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 880 31,060 SH   DFND 7 0 28,878 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 17,406 614,197 SH   DFND 8 0 583,366 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 681 24,043 SH   DFND 2 0 24,043 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 328 11,777 SH   DFND 7 0 11,777 0
TWITTER INC COM 90184L102 320 17,925 SH   DFND 7 0 14,608 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,772 4,000,000 PRN   DFND 2 0 2,025,759 0
TYLER TECHNOLOGIES INC COM 902252105 1,500 8,536 SH   DFND 2 0 8,536 0
TYSON FOODS INC CL A 902494103 7,830 125,024 SH   DFND 7 0 111,914 0
TYSON FOODS INC CL A 902494103 2,455 39,204 SH   DFND 2 0 39,204 0
U S G CORP COM NEW 903293405 605 20,843 SH   DFND 7 0 20,843 0
U S G CORP COM NEW 903293405 2,301 79,292 SH   DFND 2 0 79,292 0
U S SILICA HLDGS INC COM 90346E103 12,539 353,315 SH   DFND 8 0 353,315 0
UDR INC COM 902653104 306 7,841 SH   DFND 7 0 7,841 0
UGI CORP NEW COM 902681105 1,214 25,072 SH   DFND 8 0 25,072 0
UGI CORP NEW COM 902681105 858 17,721 SH   DFND 7 0 3,742 0
ULTA BEAUTY INC COM 90384S303 3,295 11,466 SH   DFND 2 0 11,466 0
ULTA BEAUTY INC COM 90384S303 323 1,125 SH   DFND 8 0 1,125 0
ULTA BEAUTY INC COM 90384S303 1,786 6,216 SH   DFND 7 0 6,216 0
UNDER ARMOUR INC CL A 904311107 512 23,518 SH   DFND 8 0 23,518 0
UNDER ARMOUR INC CL C 904311206 477 23,684 SH   DFND 8 0 23,684 0
UNION BANKSHARES CORP NEW COM 90539J109 6,677 196,949 SH   DFND 8 0 196,949 0
UNION PAC CORP COM 907818108 20,274 186,158 SH   DFND 6 0 186,158 0
UNION PAC CORP COM 907818108 7,938 72,887 SH   DFND 2 0 33,136 0
UNION PAC CORP COM 907818108 827 7,589 SH   DFND 4 0 7,589 0
UNION PAC CORP COM 907818108 26,143 240,041 SH   DFND 8 0 240,041 0
UNION PAC CORP COM 907818108 2,510 23,051 SH   DFND 7 0 21,910 0
UNISYS CORP COM NEW 909214306 4,511 352,400 SH   DFND 2 0 352,400 0
UNITED CONTL HLDGS INC COM 910047109 8,968 119,179 SH   DFND 7 0 88,706 0
UNITED CONTL HLDGS INC COM 910047109 3,741 49,716 SH   DFND 2 0 49,716 0
UNITED CONTL HLDGS INC COM 910047109 843 11,208 SH   DFND 4 0 11,208 0
UNITED NAT FOODS INC COM 911163103 5,698 155,249 SH   DFND 8 0 155,249 0
UNITED PARCEL SERVICE INC CL B 911312106 8,147 73,668 SH   DFND 7 0 52,976 0
UNITED RENTALS INC COM 911363109 8,331 73,917 SH   DFND 2 0 73,917 0
UNITED RENTALS INC COM 911363109 1,712 15,187 SH   DFND 7 0 15,187 0
UNITED TECHNOLOGIES CORP COM 913017109 2,578 21,109 SH   DFND 7 0 18,796 0
UNITED TECHNOLOGIES CORP COM 913017109 359 2,936 SH   DFND 2 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 26,158 141,077 SH   DFND 7 0 133,695 0
UNITEDHEALTH GROUP INC COM 91324P102 74,073 399,489 SH   DFND 8 0 399,489 0
UNITEDHEALTH GROUP INC COM 91324P102 23,626 127,421 SH   DFND 3 0 127,421 0
UNITEDHEALTH GROUP INC COM 91324P102 15,942 85,979 SH   DFND 2 0 84,607 0
UNITEDHEALTH GROUP INC COM 91324P102 3,971 21,417 SH   DFND 6 0 21,417 0
UNIVERSAL HLTH SVCS INC CL B 913903100 215 1,758 SH   DFND 6 0 586 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,337 19,143 SH   DFND 7 0 3,868 0
UNUM GROUP COM 91529Y106 18,313 392,724 SH   DFND 8 0 392,724 0
UNUM GROUP COM 91529Y106 283 6,068 SH   DFND 7 0 6,068 0
US BANCORP DEL COM NEW 902973304 6,420 123,657 SH   DFND 2 0 48,180 0
US BANCORP DEL COM NEW 902973304 20,984 404,169 SH   DFND 7 0 384,438 0
V F CORP COM 918204108 1,626 28,221 SH   DFND 7 0 28,221 0
VAIL RESORTS INC COM 91879Q109 4,074 20,086 SH   DFND 7 0 18,408 0
VAIL RESORTS INC COM 91879Q109 914 4,508 SH   DFND 2 0 4,508 0
VALE S A ADR 91912E105 1,026 117,300 SH   DFND 2 0 117,300 0
VALE S A ADR 91912E105 5,017 573,400 SH   DFND 4 0 573,400 0
VALE S A ADR REPSTG PFD 91912E204 432 53,000 SH   DFND 4 0 42,900 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,147 124,076 SH   DFND 7 0 122,117 0
VALERO ENERGY CORP NEW COM 91913Y100 1,774 26,297 SH   DFND 7 0 26,297 0
VALERO ENERGY CORP NEW COM 91913Y100 2,213 32,801 SH   DFND 2 0 32,801 0
VALERO ENERGY CORP NEW COM 91913Y100 14,846 220,070 SH   DFND 8 0 220,070 0
VANTIV INC CL A 92210H105 3,082 48,664 SH   DFND 7 0 37,050 0
VANTIV INC CL A 92210H105 5,421 85,589 SH   DFND 2 0 85,589 0
VANTIV INC CL A 92210H105 9,261 146,211 SH   DFND 8 0 146,211 0
VARIAN MED SYS INC COM 92220P105 4,084 39,576 SH   DFND 7 0 35,905 0
VCA INC COM 918194101 1,870 20,253 SH   DFND 2 0 20,253 0
VCA INC COM 918194101 710 7,687 SH   DFND 7 0 7,687 0
VEEVA SYS INC CL A COM 922475108 6,010 98,019 SH   DFND 8 0 98,019 0
VENTAS INC COM 92276F100 646 9,295 SH   DFND 7 0 9,295 0
VENTAS INC COM 92276F100 2,723 39,193 SH   DFND 6 0 39,193 0
VEON LTD SPONSORED ADR 91822M106 845 216,226 SH   DFND 2 0 216,226 0
VEON LTD SPONSORED ADR 91822M106 20,818 5,324,360 SH   DFND 1 0 4,765,391 0
VEREIT INC COM 92339V100 214 26,269 SH   DFND 7 0 26,269 0
VERISIGN INC COM 92343E102 1,892 20,356 SH   DFND 8 0 20,356 0
VERISIGN INC COM 92343E102 289 3,114 SH   DFND 7 0 3,114 0
VERISK ANALYTICS INC COM 92345Y106 13,651 161,804 SH   DFND 7 0 148,881 0
VERIZON COMMUNICATIONS INC COM 92343V104 26,861 601,446 SH   DFND 8 0 601,446 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,724 128,159 SH   DFND 6 0 128,159 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,978 66,681 SH   DFND 2 0 37,337 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,216 139,176 SH   DFND 7 0 135,453 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,576 80,071 SH   DFND 3 0 80,071 0
VERTEX PHARMACEUTICALS INC COM 92532F100 21,958 170,387 SH   DFND 8 0 170,387 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,041 8,075 SH   DFND 7 0 8,075 0
VIACOM INC NEW CL B 92553P201 545 16,248 SH   DFND 2 0 16,248 0
VIACOM INC NEW CL B 92553P201 328 9,762 SH   DFND 7 0 9,559 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 10,898 11,000,000 PRN   DFND 2 0 8,772,362 0
VISA INC COM CL A 92826C839 230 2,456 SH   DFND 6 0 2,456 0
VISA INC COM CL A 92826C839 9,012 96,097 SH   DFND 2 0 37,562 0
VISA INC COM CL A 92826C839 67,643 721,299 SH   DFND 8 0 721,299 0
VISA INC COM CL A 92826C839 14,867 158,535 SH   DFND 7 0 147,788 0
VMWARE INC CL A COM 928563402 6,065 69,367 SH   DFND 7 0 62,308 0
VORNADO RLTY TR SH BEN INT 929042109 507 5,403 SH   DFND 7 0 5,403 0
VORNADO RLTY TR SH BEN INT 929042109 315 3,357 SH   DFND 6 0 3,357 0
VULCAN MATLS CO COM 929160109 1,508 11,906 SH   DFND 2 0 11,906 0
VULCAN MATLS CO COM 929160109 482 3,808 SH   DFND 7 0 3,808 0
VULCAN MATLS CO COM 929160109 2,794 22,055 SH   DFND 8 0 22,055 0
WABCO HLDGS INC COM 92927K102 277 2,176 SH   DFND 8 0 2,176 0
WABTEC CORP COM 929740108 206 2,249 SH   DFND 7 0 2,249 0
WAL-MART STORES INC COM 931142103 3,193 42,195 SH   DFND 7 0 42,195 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,292 93,118 SH   DFND 7 0 93,118 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 13,972 178,420 SH   DFND 8 0 178,420 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 370 4,727 SH   DFND 6 0 4,727 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 5,097 159,772 SH   DFND 6 0 159,772 0
WASTE CONNECTIONS INC COM 94106B101 1,940 30,120 SH   DFND 7 0 9,483 0
WASTE CONNECTIONS INC COM 94106B101 245 3,797 SH   DFND 8 0 3,797 0
WASTE CONNECTIONS INC COM 94106B101 1,353 21,000 SH   DFND 2 0 21,000 0
WASTE MGMT INC DEL COM 94106L109 9,548 130,166 SH   DFND 7 0 76,128 0
WASTE MGMT INC DEL COM 94106L109 7,438 101,403 SH   DFND 2 0 39,203 0
WATERS CORP COM 941848103 488 2,652 SH   DFND 7 0 2,652 0
WATERS CORP COM 941848103 1,287 7,000 SH   DFND 2 0 7,000 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,960 46,833 SH   DFND 2 0 0 0
WAYFAIR INC CL A 94419L101 14,858 193,265 SH   DFND 8 0 193,265 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 3,325 3,200,000 PRN   DFND 2 0 3,025,833 0
WEATHERFORD INTL PLC ORD SHS G48833100 464 120,000 SH   DFND 4 0 120,000 0
WEATHERFORD INTL PLC ORD SHS G48833100 100 25,791 SH   DFND 7 0 25,791 0
WEC ENERGY GROUP INC COM 92939U106 2,315 37,724 SH   DFND 8 0 37,724 0
WEC ENERGY GROUP INC COM 92939U106 727 11,848 SH   DFND 7 0 10,066 0
WELLCARE HEALTH PLANS INC COM 94946T106 6,575 36,616 SH   DFND 8 0 36,616 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,214 6,762 SH   DFND 7 0 6,762 0
WELLS FARGO CO NEW COM 949746101 7,437 134,215 SH   DFND 7 0 129,501 0
WELLS FARGO CO NEW COM 949746101 32,388 584,507 SH   DFND 8 0 584,507 0
WELLS FARGO CO NEW COM 949746101 359 6,478 SH   DFND 6 0 6,478 0
WELLS FARGO CO NEW COM 949746101 11,709 211,321 SH   DFND 2 0 205,336 0
WELLTOWER INC COM 95040Q104 704 9,410 SH   DFND 7 0 9,410 0
WELLTOWER INC COM 95040Q104 34,092 455,475 SH   DFND 6 0 455,475 0
WENDYS CO COM 95058W100 1,607 103,612 SH   DFND 2 0 103,612 0
WENDYS CO COM 95058W100 453 29,220 SH   DFND 7 0 29,220 0
WESTAR ENERGY INC COM 95709T100 228 4,306 SH   DFND 7 0 3,488 0
WESTERN ALLIANCE BANCORP COM 957638109 10,193 207,170 SH   DFND 8 0 207,170 0
WESTERN DIGITAL CORP COM 958102105 4,020 45,373 SH   DFND 7 0 42,089 0
WESTERN DIGITAL CORP COM 958102105 15,395 173,758 SH   DFND 2 0 161,743 0
WESTERN DIGITAL CORP COM 958102105 1,487 16,785 SH   DFND 8 0 16,785 0
WESTERN UN CO COM 959802109 300 15,761 SH   DFND 7 0 15,761 0
WESTLAKE CHEM CORP COM 960413102 1,182 17,851 SH   DFND 8 0 17,851 0
WESTROCK CO COM 96145D105 4,136 73,000 SH   DFND 2 0 0 0
WESTROCK CO COM 96145D105 419 7,402 SH   DFND 7 0 7,402 0
WEX INC COM 96208T104 219 2,103 SH   DFND 7 0 2,103 0
WEYERHAEUSER CO COM 962166104 792 23,645 SH   DFND 7 0 23,645 0
WHEATON PRECIOUS METALS CORP COM 962879102 289 14,526 SH   DFND 7 0 14,526 0
WHIRLPOOL CORP COM 963320106 787 4,105 SH   DFND 7 0 4,105 0
WHIRLPOOL CORP COM 963320106 4,928 25,718 SH   DFND 2 0 25,718 0
WHITING PETE CORP NEW COM 966387102 6,477 1,175,561 SH   DFND 8 0 1,175,561 0
WHOLE FOODS MKT INC COM 966837106 425 10,091 SH   DFND 7 0 10,091 0
WILLIAMS COS INC DEL COM 969457100 4,830 159,500 SH   DFND 8 0 159,500 0
WILLIAMS COS INC DEL COM 969457100 659 21,768 SH   DFND 7 0 21,768 0
WIPRO LTD SPON ADR 1 SH 97651M109 713 137,094 SH   DFND 5 0 137,094 0
WORKDAY INC CL A 98138H101 365 3,760 SH   DFND 7 0 3,760 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 12,769 11,450,000 PRN   DFND 2 0 9,565,120 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,223 12,177 SH   DFND 7 0 12,177 0
WYNDHAM WORLDWIDE CORP COM 98310W108 6,163 61,376 SH   DFND 2 0 61,376 0
WYNN RESORTS LTD COM 983134107 691 5,155 SH   DFND 7 0 5,155 0
XCEL ENERGY INC COM 98389B100 729 15,891 SH   DFND 7 0 13,684 0
XEROX CORP COM NEW 984121608 247 8,584 SH   DFND 7 0 8,584 0
XILINX INC COM 983919101 1,514 23,542 SH   DFND 8 0 23,542 0
XILINX INC COM 983919101 2,897 45,036 SH   DFND 7 0 25,134 0
XYLEM INC COM 98419M100 22,394 404,000 SH   DFND 6 0 404,000 0
XYLEM INC COM 98419M100 10,015 180,686 SH   DFND 2 0 109,150 0
XYLEM INC COM 98419M100 438 7,904 SH   DFND 7 0 7,904 0
XYLEM INC COM 98419M100 1,497 27,000 SH   DFND 4 0 27,000 0
YAHOO INC NOTE 12/0 984332AF3 5,691 5,000,000 PRN   DFND 4 0 93,581 0
YAHOO INC NOTE 12/0 984332AF3 23,880 21,000,000 PRN   DFND 2 0 17,051,470 0
YAMANA GOLD INC COM 98462Y100 108 44,521 SH   DFND 7 0 44,521 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 1,065 1,100,000 PRN   DFND 2 0 1,100,000 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 616 28,119 SH   DFND 8 0 28,119 0
YUM BRANDS INC COM 988498101 1,748 23,697 SH   DFND 7 0 9,624 0
ZAYO GROUP HLDGS INC COM 98919V105 272 8,796 SH   DFND 7 0 8,796 0
ZENDESK INC COM 98936J101 7,516 270,560 SH   DFND 8 0 270,560 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,826 29,799 SH   DFND 2 0 29,799 0
ZIMMER BIOMET HLDGS INC COM 98956P102 710 5,532 SH   DFND 7 0 5,532 0
ZIMMER BIOMET HLDGS INC COM 98956P102 24,141 188,011 SH   DFND 3 0 188,011 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,146 24,505 SH   DFND 8 0 24,505 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,787 13,918 SH   DFND 6 0 13,918 0
ZIMMER BIOMET HLDGS INC COM 98956P102 321 2,499 SH   DFND 5 0 0 0
ZIONS BANCORPORATION COM 989701107 231 5,260 SH   DFND 7 0 5,260 0
ZOETIS INC CL A 98978V103 1,294 20,743 SH   DFND 7 0 20,743 0