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 15,681 74,707 SH   DFND 7 0 68,736 0
3M CO COM 88579Y101 9,072 43,219 SH   DFND 2 0 22,836 0
51JOB INC SP ADR REP COM 316827104 25,188 415,568 SH   DFND 8 0 415,568 0
51JOB INC SP ADR REP COM 316827104 1,225 20,215 SH   DFND 5 0 20,215 0
58 COM INC SPON ADR REP A 31680Q104 3,145 49,809 SH   DFND 8 0 99,618 0
58 COM INC SPON ADR REP A 31680Q104 26,400 418,122 SH   DFND 3 0 661,437 0
ABBOTT LABS COM 002824100 29,964 561,552 SH   DFND 3 0 561,552 0
ABBOTT LABS COM 002824100 7,454 139,701 SH   DFND 6 0 139,701 0
ABBOTT LABS COM 002824100 2,163 40,535 SH   DFND 7 0 37,390 0
ABBOTT LABS COM 002824100 5,544 103,904 SH   DFND 2 0 99,854 0
ABBOTT LABS COM 002824100 4,671 87,537 SH   DFND 8 0 87,537 0
ABBVIE INC COM 00287Y109 6,711 75,519 SH   DFND 2 0 75,519 0
ABBVIE INC COM 00287Y109 4,971 55,943 SH   DFND 7 0 55,943 0
ABIOMED INC COM 003654100 21,977 130,352 SH   DFND 8 0 130,352 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,179 146,012 SH   DFND 6 0 146,012 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,387 99,113 SH   DFND 7 0 82,348 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 14,715 108,944 SH   DFND 2 0 76,654 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,172 23,485 SH   DFND 8 0 23,485 0
ACTIVISION BLIZZARD INC COM 00507V109 4,590 71,151 SH   DFND 7 0 71,151 0
ACUITY BRANDS INC COM 00508Y102 6,118 35,719 SH   DFND 8 0 35,719 0
ACUITY BRANDS INC COM 00508Y102 343 2,002 SH   DFND 7 0 2,002 0
ADOBE SYS INC COM 00724F101 16,213 108,683 SH   DFND 2 0 85,123 0
ADOBE SYS INC COM 00724F101 5,778 38,733 SH   DFND 7 0 38,733 0
ADVANCED MICRO DEVICES INC COM 007903107 439 34,430 SH   DFND 7 0 34,430 0
AERCAP HOLDINGS NV SHS N00985106 850 16,629 SH   DFND 2 0 16,629 0
AERCAP HOLDINGS NV SHS N00985106 1,697 33,202 SH   DFND 7 0 23,754 0
AES CORP COM 00130H105 2,683 243,444 SH   DFND 8 0 243,444 0
AES CORP COM 00130H105 970 88,053 SH   DFND 3 0 88,053 0
AES CORP COM 00130H105 1,321 119,844 SH   DFND 2 0 119,844 0
AES CORP COM 00130H105 871 79,056 SH   DFND 7 0 79,056 0
AETNA INC NEW COM 00817Y108 2,254 14,174 SH   DFND 2 0 14,174 0
AETNA INC NEW COM 00817Y108 1,265 7,955 SH   DFND 7 0 7,262 0
AFFILIATED MANAGERS GROUP COM 008252108 3,255 17,145 SH   DFND 2 0 17,145 0
AFFILIATED MANAGERS GROUP COM 008252108 280 1,476 SH   DFND 7 0 1,476 0
AFLAC INC COM 001055102 3,975 48,843 SH   DFND 7 0 28,153 0
AFLAC INC COM 001055102 1,595 19,595 SH   DFND 2 0 19,595 0
AGCO CORP COM 001084102 463 6,275 SH   DFND 2 0 6,275 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,020 62,618 SH   DFND 2 0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 861 13,406 SH   DFND 7 0 13,406 0
AGIOS PHARMACEUTICALS INC COM 00847X104 17,094 256,086 SH   DFND 8 0 256,086 0
AGNC INVT CORP COM 00123Q104 7,405 341,548 SH   DFND 7 0 260,349 0
AGNICO EAGLE MINES LTD COM 008474108 1,229 27,183 SH   DFND 8 0 27,183 0
AGNICO EAGLE MINES LTD COM 008474108 281 6,223 SH   DFND 7 0 4,971 0
AGRIUM INC COM 008916108 307 2,866 SH   DFND 7 0 2,866 0
AIR PRODS & CHEMS INC COM 009158106 3,887 25,704 SH   DFND 7 0 13,124 0
AIR PRODS & CHEMS INC COM 009158106 3,257 21,536 SH   DFND 2 0 20,151 0
AIR PRODS & CHEMS INC COM 009158106 2,156 14,259 SH   DFND 8 0 14,259 0
AKAMAI TECHNOLOGIES INC COM 00971T101 252 5,169 SH   DFND 7 0 4,177 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,036 41,796 SH   DFND 8 0 41,796 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,807 119,200 SH   DFND 2 0 119,200 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 23,010 23,697,000 PRN   DFND 2 0 19,299,651 0
ALASKA AIR GROUP INC COM 011659109 2,491 32,664 SH   DFND 2 0 32,664 0
ALASKA AIR GROUP INC COM 011659109 3,861 50,620 SH   DFND 7 0 50,620 0
ALBEMARLE CORP COM 012653101 549 4,029 SH   DFND 7 0 4,029 0
ALBEMARLE CORP COM 012653101 9,573 70,229 SH   DFND 8 0 70,229 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 211 1,777 SH   DFND 7 0 1,777 0
ALEXION PHARMACEUTICALS INC COM 015351109 730 5,201 SH   DFND 7 0 5,201 0
ALEXION PHARMACEUTICALS INC COM 015351109 589 4,200 SH   DFND 4 0 4,200 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 33,213 192,306 SH   DFND 3 0 192,306 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,593 113,442 SH   DFND 6 0 113,442 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 85,982 497,838 SH   DFND 5 0 497,838 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 57,617 333,603 SH   DFND 8 0 333,603 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,857 22,330 SH   DFND 2 0 22,330 0
ALIGN TECHNOLOGY INC COM 016255101 10,217 54,849 SH   DFND 7 0 54,849 0
ALKERMES PLC SHS G01767105 37,913 745,724 SH   DFND 8 0 745,724 0
ALKERMES PLC SHS G01767105 677 13,322 SH   DFND 7 0 13,322 0
ALLEGHANY CORP DEL COM 017175100 481 869 SH   DFND 7 0 817 0
ALLEGION PUB LTD CO ORD SHS G0176J109 6,259 72,378 SH   DFND 7 0 68,393 0
ALLERGAN PLC SHS G0177J108 887 4,326 SH   DFND 3 0 4,326 0
ALLERGAN PLC SHS G0177J108 19,095 93,169 SH   DFND 2 0 81,302 0
ALLERGAN PLC SHS G0177J108 59,638 290,988 SH   DFND 8 0 290,988 0
ALLERGAN PLC SHS G0177J108 1,007 4,911 SH   DFND 4 0 4,911 0
ALLERGAN PLC SHS G0177J108 1,574 7,681 SH   DFND 7 0 7,290 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,402 6,328 SH   DFND 2 0 6,328 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 820 3,703 SH   DFND 7 0 3,703 0
ALLIANT ENERGY CORP COM 018802108 869 20,915 SH   DFND 8 0 20,915 0
ALLIANT ENERGY CORP COM 018802108 394 9,467 SH   DFND 7 0 9,467 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,148 57,239 SH   DFND 7 0 57,239 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,951 105,288 SH   DFND 2 0 105,288 0
ALLSTATE CORP COM 020002101 9,507 103,440 SH   DFND 7 0 96,272 0
ALLSTATE CORP COM 020002101 8,349 90,841 SH   DFND 2 0 60,899 0
ALLY FINL INC COM 02005N100 450 18,552 SH   DFND 7 0 18,552 0
ALPHABET INC CAP STK CL C 02079K107 12,509 13,042 SH   DFND 7 0 12,454 0
ALPHABET INC CAP STK CL C 02079K107 20,622 21,501 SH   DFND 8 0 20,687 0
ALPHABET INC CAP STK CL C 02079K107 61,588 64,214 SH   DFND 6 0 64,214 0
ALPHABET INC CAP STK CL C 02079K107 3,475 3,623 SH   DFND 3 0 0 0
ALPHABET INC CAP STK CL C 02079K107 734 765 SH   DFND 2 0 0 0
ALPHABET INC CAP STK CL A 02079K305 12,354 12,687 SH   DFND 7 0 12,377 0
ALPHABET INC CAP STK CL A 02079K305 22,991 23,611 SH   DFND 3 0 23,611 0
ALPHABET INC CAP STK CL A 02079K305 4,116 4,227 SH   DFND 2 0 3,823 0
ALPHABET INC CAP STK CL A 02079K305 375 385 SH   DFND 6 0 385 0
ALPHABET INC CAP STK CL A 02079K305 126,093 129,496 SH   DFND 8 0 129,496 0
ALTRIA GROUP INC COM 02209S103 1,802 28,421 SH   DFND 3 0 28,421 0
ALTRIA GROUP INC COM 02209S103 261 4,119 SH   DFND 2 0 0 0
ALTRIA GROUP INC COM 02209S103 5,396 85,080 SH   DFND 7 0 42,321 0
ALTRIA GROUP INC COM 02209S103 4,621 72,864 SH   DFND 6 0 72,864 0
AMAZON COM INC COM 023135106 79,024 82,201 SH   DFND 8 0 82,201 0
AMAZON COM INC COM 023135106 9,020 9,383 SH   DFND 7 0 9,016 0
AMAZON COM INC COM 023135106 14,547 15,132 SH   DFND 6 0 15,132 0
AMAZON COM INC COM 023135106 25,931 26,974 SH   DFND 3 0 26,974 0
AMAZON COM INC COM 023135106 24,504 25,489 SH   DFND 2 0 21,003 0
AMBEV SA SPONSORED ADR 02319V103 8,007 1,214,992 SH   DFND 4 0 1,214,352 0
AMBEV SA SPONSORED ADR 02319V103 820 124,383 SH   DFND 2 0 124,383 0
AMC NETWORKS INC CL A 00164V103 1,130 19,323 SH   DFND 8 0 19,323 0
AMC NETWORKS INC CL A 00164V103 741 12,670 SH   DFND 2 0 12,670 0
AMEREN CORP COM 023608102 2,247 38,848 SH   DFND 8 0 38,848 0
AMEREN CORP COM 023608102 3,228 55,803 SH   DFND 7 0 55,803 0
AMERICAN AIRLS GROUP INC COM 02376R102 753 15,856 SH   DFND 2 0 15,856 0
AMERICAN AIRLS GROUP INC COM 02376R102 4,493 94,599 SH   DFND 7 0 50,210 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,164 26,361 SH   DFND 6 0 26,361 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 340 23,766 SH   DFND 7 0 23,766 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 640 44,723 SH   DFND 2 0 44,723 0
AMERICAN ELEC PWR INC COM 025537101 753 10,721 SH   DFND 7 0 10,721 0
AMERICAN ELEC PWR INC COM 025537101 17,539 249,696 SH   DFND 8 0 249,696 0
AMERICAN EXPRESS CO COM 025816109 11,313 125,064 SH   DFND 2 0 125,064 0
AMERICAN EXPRESS CO COM 025816109 2,762 30,528 SH   DFND 7 0 30,528 0
AMERICAN FINL GROUP INC OHIO COM 025932104 916 8,854 SH   DFND 7 0 8,558 0
AMERICAN INTL GROUP INC COM NEW 026874784 635 10,348 SH   DFND 4 0 10,348 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,268 20,659 SH   DFND 7 0 20,659 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,500 1,500,000 PRN   DFND 2 0 90,900 0
AMERICAN TOWER CORP NEW COM 03027X100 4,140 30,291 SH   DFND 7 0 30,291 0
AMERICAN WTR WKS CO INC NEW COM 030420103 17,759 219,490 SH   DFND 8 0 219,490 0
AMERICAN WTR WKS CO INC NEW COM 030420103 14,273 176,411 SH   DFND 2 0 114,042 0
AMERICAN WTR WKS CO INC NEW COM 030420103 6,272 77,518 SH   DFND 7 0 68,295 0
AMERIPRISE FINL INC COM 03076C106 4,205 28,317 SH   DFND 2 0 28,317 0
AMERIPRISE FINL INC COM 03076C106 9,237 62,196 SH   DFND 7 0 59,646 0
AMERISOURCEBERGEN CORP COM 03073E105 1,303 15,751 SH   DFND 7 0 15,751 0
AMETEK INC NEW COM 031100100 7,212 109,214 SH   DFND 8 0 109,214 0
AMETEK INC NEW COM 031100100 4,167 63,102 SH   DFND 7 0 63,102 0
AMGEN INC COM 031162100 10,993 58,961 SH   DFND 2 0 37,895 0
AMGEN INC COM 031162100 9,458 50,725 SH   DFND 7 0 50,725 0
AMPHENOL CORP NEW CL A 032095101 20,663 244,126 SH   DFND 7 0 230,883 0
ANADARKO PETE CORP COM 032511107 8,813 180,403 SH   DFND 2 0 180,403 0
ANADARKO PETE CORP COM 032511107 626 12,820 SH   DFND 7 0 12,820 0
ANALOG DEVICES INC COM 032654105 7,172 83,227 SH   DFND 2 0 83,227 0
ANALOG DEVICES INC COM 032654105 14,590 169,314 SH   DFND 8 0 169,314 0
ANALOG DEVICES INC COM 032654105 4,808 55,802 SH   DFND 7 0 55,802 0
ANDEAVOR COM 03349M105 350 3,395 SH   DFND 7 0 3,395 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 823 88,540 SH   DFND 8 0 88,540 0
ANNALY CAP MGMT INC COM 035710409 1,784 146,372 SH   DFND 3 0 146,372 0
ANNALY CAP MGMT INC COM 035710409 2,126 174,414 SH   DFND 7 0 59,012 0
ANNALY CAP MGMT INC COM 035710409 245 20,110 SH   DFND 5 0 0 0
ANNALY CAP MGMT INC COM 035710409 4,660 382,289 SH   DFND 6 0 382,289 0
ANSYS INC COM 03662Q105 8,094 65,947 SH   DFND 7 0 58,309 0
ANTHEM INC COM 036752103 1,094 5,759 SH   DFND 7 0 5,759 0
AON PLC SHS CL A G0408V102 746 5,109 SH   DFND 5 0 0 0
AON PLC SHS CL A G0408V102 7,943 54,369 SH   DFND 7 0 47,695 0
AON PLC SHS CL A G0408V102 8,637 59,117 SH   DFND 6 0 59,117 0
AON PLC SHS CL A G0408V102 4,276 29,269 SH   DFND 2 0 29,269 0
AON PLC SHS CL A G0408V102 40,987 280,539 SH   DFND 3 0 280,539 0
AON PLC SHS CL A G0408V102 52,240 357,560 SH   DFND 8 0 357,560 0
APACHE CORP COM 037411105 698 15,233 SH   DFND 7 0 15,233 0
APARTMENT INVT & MGMT CO CL A 03748R101 10,306 234,973 SH   DFND 6 0 234,973 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 684 22,712 SH   DFND 7 0 22,712 0
APPLE INC COM 037833100 168,882 1,095,780 SH   DFND 8 0 1,095,780 0
APPLE INC COM 037833100 26,725 173,403 SH   DFND 6 0 173,403 0
APPLE INC COM 037833100 47,315 307,001 SH   DFND 2 0 254,335 0
APPLE INC COM 037833100 20,977 136,105 SH   DFND 7 0 131,785 0
APPLIED MATLS INC COM 038222105 5,723 109,869 SH   DFND 7 0 81,338 0
APPLIED MATLS INC COM 038222105 6,238 119,745 SH   DFND 2 0 119,745 0
APPLIED MATLS INC COM 038222105 210 4,033 SH   DFND 6 0 4,033 0
APTARGROUP INC COM 038336103 6,485 75,136 SH   DFND 2 0 75,136 0
AQUA AMERICA INC COM 03836W103 5,087 153,254 SH   DFND 8 0 153,254 0
ARAMARK COM 03852U106 12,333 303,689 SH   DFND 7 0 247,108 0
ARAMARK COM 03852U106 2,213 54,504 SH   DFND 2 0 54,504 0
ARCH CAP GROUP LTD ORD G0450A105 2,011 20,420 SH   DFND 7 0 7,328 0
ARCHER DANIELS MIDLAND CO COM 039483102 996 23,425 SH   DFND 7 0 23,425 0
ARCONIC INC COM 03965L100 218 8,755 SH   DFND 7 0 8,755 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 2,269 2,250,000 PRN   DFND 2 0 825,494 0
ARROW ELECTRS INC COM 042735100 376 4,679 SH   DFND 7 0 4,679 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 930 5,431 SH   DFND 8 0 5,431 0
AT&T INC COM 00206R102 2,417 61,703 SH   DFND 2 0 27,483 0
AT&T INC COM 00206R102 326 8,329 SH   DFND 6 0 8,329 0
AT&T INC COM 00206R102 13,492 344,445 SH   DFND 7 0 318,913 0
AT&T INC COM 00206R102 5,310 135,553 SH   DFND 8 0 135,553 0
ATMOS ENERGY CORP COM 049560105 213 2,546 SH   DFND 7 0 2,457 0
ATWOOD OCEANICS INC COM 050095108 441 47,000 SH   DFND 2 0 47,000 0
AUTODESK INC COM 052769106 928 8,265 SH   DFND 7 0 8,265 0
AUTOLIV INC COM 052800109 400 3,233 SH   DFND 7 0 3,233 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,223 56,924 SH   DFND 7 0 53,214 0
AUTOZONE INC COM 053332102 3,452 5,800 SH   DFND 7 0 5,190 0
AVALONBAY CMNTYS INC COM 053484101 995 5,577 SH   DFND 7 0 5,577 0
AVALONBAY CMNTYS INC COM 053484101 4,601 25,790 SH   DFND 6 0 25,790 0
AVERY DENNISON CORP COM 053611109 8,229 83,674 SH   DFND 7 0 41,559 0
AVNET INC COM 053807103 244 6,219 SH   DFND 7 0 5,516 0
AXALTA COATING SYS LTD COM G0750C108 444 15,365 SH   DFND 7 0 15,365 0
AXALTA COATING SYS LTD COM G0750C108 1,230 42,533 SH   DFND 8 0 42,533 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 4,291 74,878 SH   DFND 7 0 55,260 0
AZURE PWR GLOBAL LTD SHS V0393H103 363 22,802 SH   DFND 8 0 22,802 0
BAIDU INC SPON ADR REP A 056752108 43,431 175,344 SH   DFND 5 0 60,949 0
BAIDU INC SPON ADR REP A 056752108 25,652 103,564 SH   DFND 8 0 103,564 0
BAKER HUGHES A GE CO CL A 05722G100 685 18,705 SH   DFND 7 0 16,372 0
BAKER HUGHES A GE CO CL A 05722G100 6,929 189,213 SH   DFND 2 0 189,213 0
BALL CORP COM 058498106 1,533 37,111 SH   DFND 2 0 37,111 0
BALL CORP COM 058498106 1,295 31,359 SH   DFND 7 0 29,198 0
BALL CORP COM 058498106 1,394 33,759 SH   DFND 8 0 33,759 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 10,670 963,857 SH   DFND 8 0 963,857 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 4,927 445,080 SH   DFND 4 0 23,478 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 885 79,901 SH   DFND 2 0 79,901 0
BANCO MACRO SA SPON ADR B 05961W105 329 2,800 SH   DFND 2 0 2,800 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 10,476 352,622 SH   DFND 8 0 352,622 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,602 34,984 SH   DFND 8 0 34,984 0
BANK AMER CORP COM 060505104 46,988 1,854,302 SH   DFND 8 0 1,854,302 0
BANK AMER CORP COM 060505104 25,195 994,259 SH   DFND 2 0 798,128 0
BANK AMER CORP COM 060505104 359 14,158 SH   DFND 6 0 14,158 0
BANK AMER CORP COM 060505104 5,807 229,156 SH   DFND 7 0 219,271 0
BANK MONTREAL QUE COM 063671101 751 9,919 SH   DFND 8 0 9,919 0
BANK MONTREAL QUE COM 063671101 232 3,063 SH   DFND 2 0 0 0
BANK MONTREAL QUE COM 063671101 2,391 31,586 SH   DFND 7 0 16,724 0
BANK N S HALIFAX COM 064149107 1,881 29,278 SH   DFND 7 0 26,122 0
BANK N S HALIFAX COM 064149107 261 4,069 SH   DFND 2 0 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,367 44,638 SH   DFND 7 0 41,425 0
BANK NEW YORK MELLON CORP COM 064058100 455 8,577 SH   DFND 2 0 4,440 0
BANK OF THE OZARKS COM 063904106 44,910 934,654 SH   DFND 8 0 934,654 0
BANK OF THE OZARKS COM 063904106 2,661 55,389 SH   DFND 2 0 55,389 0
BANK OF THE OZARKS COM 063904106 29,415 612,168 SH   DFND 3 0 612,168 0
BANKUNITED INC COM 06652K103 24,098 677,495 SH   DFND 8 0 677,495 0
BARD C R INC COM 067383109 532 1,659 SH   DFND 7 0 1,659 0
BARRICK GOLD CORP COM 067901108 548 34,077 SH   DFND 7 0 27,373 0
BARRICK GOLD CORP COM 067901108 964 59,889 SH   DFND 8 0 59,889 0
BAXTER INTL INC COM 071813109 1,289 20,545 SH   DFND 2 0 20,545 0
BAXTER INTL INC COM 071813109 8,414 134,087 SH   DFND 7 0 125,516 0
BB&T CORP COM 054937107 969 20,646 SH   DFND 7 0 20,646 0
BCE INC COM NEW 05534B760 960 20,491 SH   DFND 8 0 20,491 0
BCE INC COM NEW 05534B760 9,078 193,859 SH   DFND 7 0 45,459 0
BEACON ROOFING SUPPLY INC COM 073685109 11,245 219,418 SH   DFND 8 0 219,418 0
BECTON DICKINSON & CO COM 075887109 344 1,753 SH   DFND 2 0 0 0
BECTON DICKINSON & CO COM 075887109 4,552 23,231 SH   DFND 7 0 20,638 0
BERKLEY W R CORP COM 084423102 382 5,729 SH   DFND 7 0 5,266 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 299 1,631 SH   DFND 6 0 1,631 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 26,258 143,237 SH   DFND 7 0 133,816 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 525 2,865 SH   DFND 8 0 2,865 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 324 1,769 SH   DFND 2 0 0 0
BERRY GLOBAL GROUP INC COM 08579W103 2,680 47,314 SH   DFND 7 0 47,314 0
BERRY GLOBAL GROUP INC COM 08579W103 9,729 171,736 SH   DFND 2 0 171,736 0
BERRY GLOBAL GROUP INC COM 08579W103 39,284 693,443 SH   DFND 8 0 693,443 0
BEST BUY INC COM 086516101 12,256 215,161 SH   DFND 7 0 186,790 0
BIG LOTS INC COM 089302103 1,757 32,794 SH   DFND 8 0 32,794 0
BIG LOTS INC COM 089302103 751 14,017 SH   DFND 2 0 14,017 0
BIOGEN INC COM 09062X103 16,386 52,332 SH   DFND 2 0 51,978 0
BIOGEN INC COM 09062X103 7,330 23,409 SH   DFND 7 0 19,968 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 619 6,652 SH   DFND 7 0 6,652 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 14,695 157,895 SH   DFND 2 0 157,895 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,341 57,391 SH   DFND 8 0 57,391 0
BIOVERATIV INC COM 09075E100 1,256 22,014 SH   DFND 2 0 22,014 0
BJS RESTAURANTS INC COM 09180C106 2,365 77,671 SH   DFND 8 0 77,671 0
BLACK HILLS CORP COM 092113109 8,593 124,769 SH   DFND 8 0 124,769 0
BLACKBERRY LTD COM 09228F103 128 11,453 SH   DFND 7 0 11,453 0
BLACKROCK INC COM 09247X101 5,340 11,945 SH   DFND 2 0 4,137 0
BLACKROCK INC COM 09247X101 984 2,200 SH   DFND 8 0 2,200 0
BLACKROCK INC COM 09247X101 2,163 4,839 SH   DFND 7 0 4,839 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 25,495 764,000 SH   DFND 6 0 764,000 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,478 74,263 SH   DFND 2 0 74,263 0
BLOCK H & R INC COM 093671105 11,520 435,048 SH   DFND 7 0 303,933 0
BLOCK H & R INC COM 093671105 827 31,245 SH   DFND 2 0 31,245 0
BOEING CO COM 097023105 17,241 67,822 SH   DFND 8 0 67,822 0
BOEING CO COM 097023105 10,956 43,100 SH   DFND 7 0 43,100 0
BOEING CO COM 097023105 8,124 31,958 SH   DFND 2 0 31,958 0
BORGWARNER INC COM 099724106 654 12,761 SH   DFND 7 0 12,761 0
BORGWARNER INC COM 099724106 3,654 71,333 SH   DFND 2 0 71,333 0
BOSTON BEER INC CL A 100557107 4,136 26,481 SH   DFND 8 0 26,481 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 11,044 667,285 SH   DFND 8 0 667,285 0
BOSTON PROPERTIES INC COM 101121101 10,837 88,192 SH   DFND 6 0 88,192 0
BOSTON PROPERTIES INC COM 101121101 764 6,220 SH   DFND 7 0 6,220 0
BOSTON PROPERTIES INC COM 101121101 12,364 100,621 SH   DFND 8 0 100,621 0
BOSTON SCIENTIFIC CORP COM 101137107 60,970 2,090,171 SH   DFND 8 0 2,090,171 0
BOSTON SCIENTIFIC CORP COM 101137107 1,066 36,546 SH   DFND 7 0 29,873 0
BOSTON SCIENTIFIC CORP COM 101137107 1,052 36,069 SH   DFND 2 0 27,468 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 7,860 449,424 SH   DFND 6 0 449,424 0
BRF SA SPONSORED ADR 10552T107 1,227 85,150 SH   DFND 2 0 85,150 0
BRF SA SPONSORED ADR 10552T107 6,527 452,950 SH   DFND 4 0 452,750 0
BRISTOL MYERS SQUIBB CO COM 110122108 67,758 1,063,043 SH   DFND 8 0 1,063,043 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,474 70,196 SH   DFND 2 0 55,508 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,333 67,986 SH   DFND 7 0 67,986 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 8,941 143,164 SH   DFND 6 0 143,164 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 38,257 612,596 SH   DFND 3 0 612,596 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 4,614 73,854 SH   DFND 2 0 73,854 0
BRIXMOR PPTY GROUP INC COM 11120U105 13,093 696,420 SH   DFND 6 0 696,420 0
BROADCOM LTD SHS Y09827109 41,556 171,335 SH   DFND 8 0 171,335 0
BROADCOM LTD SHS Y09827109 23,877 98,446 SH   DFND 2 0 88,493 0
BROADCOM LTD SHS Y09827109 4,291 17,692 SH   DFND 7 0 17,692 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,672 33,057 SH   DFND 7 0 10,338 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 800 19,379 SH   DFND 7 0 19,379 0
BROWN FORMAN CORP CL B 115637209 232 4,278 SH   DFND 7 0 4,278 0
BRUNSWICK CORP COM 117043109 2,079 37,140 SH   DFND 2 0 37,140 0
BRUNSWICK CORP COM 117043109 15,402 275,177 SH   DFND 3 0 275,177 0
BRUNSWICK CORP COM 117043109 1,559 27,859 SH   DFND 8 0 27,859 0
BUFFALO WILD WINGS INC COM 119848109 6,006 56,824 SH   DFND 8 0 56,824 0
BUNGE LIMITED COM G16962105 1,298 18,681 SH   DFND 7 0 18,681 0
BURLINGTON STORES INC COM 122017106 819 8,577 SH   DFND 7 0 8,577 0
BURLINGTON STORES INC COM 122017106 2,339 24,498 SH   DFND 2 0 24,498 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 13,933 183,091 SH   DFND 7 0 103,399 0
CA INC COM 12673P105 2,123 63,592 SH   DFND 7 0 12,435 0
CABOT OIL & GAS CORP COM 127097103 245 9,154 SH   DFND 7 0 9,154 0
CADENCE DESIGN SYSTEM INC COM 127387108 14,740 373,438 SH   DFND 7 0 262,411 0
CAE INC COM 124765108 12,535 715,066 SH   DFND 6 0 715,066 0
CAE INC COM 124765108 5,154 294,013 SH   DFND 7 0 227,942 0
CALLON PETE CO DEL COM 13123X102 25,753 2,291,193 SH   DFND 8 0 2,291,193 0
CALPINE CORP COM NEW 131347304 645 43,762 SH   DFND 8 0 43,762 0
CAMDEN PPTY TR SH BEN INT 133131102 9,366 102,416 SH   DFND 6 0 102,416 0
CAMECO CORP COM 13321L108 481 49,793 SH   DFND 8 0 49,793 0
CAMPBELL SOUP CO COM 134429109 834 17,814 SH   DFND 7 0 6,823 0
CANADIAN NAT RES LTD COM 136385101 4,581 136,782 SH   DFND 8 0 136,782 0
CANADIAN NAT RES LTD COM 136385101 803 23,978 SH   DFND 7 0 23,978 0
CANADIAN NATL RY CO COM 136375102 2,028 24,476 SH   DFND 7 0 20,476 0
CANADIAN PAC RY LTD COM 13645T100 592 3,526 SH   DFND 7 0 3,526 0
CAPITAL ONE FINL CORP COM 14040H105 882 10,421 SH   DFND 7 0 10,421 0
CARDINAL HEALTH INC COM 14149Y108 879 13,131 SH   DFND 7 0 13,131 0
CARMAX INC COM 143130102 544 7,177 SH   DFND 7 0 7,177 0
CARNIVAL CORP UNIT 99/99/9999 143658300 522 8,091 SH   DFND 7 0 8,091 0
CARRIZO OIL & GAS INC COM 144577103 11,008 642,625 SH   DFND 8 0 642,625 0
CARS COM INC COM 14575E105 2,754 103,500 SH   DFND 2 0 103,500 0
CATERPILLAR INC DEL COM 149123101 1,164 9,330 SH   DFND 2 0 6,639 0
CATERPILLAR INC DEL COM 149123101 3,422 27,443 SH   DFND 7 0 25,373 0
CAVIUM INC COM 14964U108 9,853 149,417 SH   DFND 8 0 149,417 0
CBOE HLDGS INC COM 12503M108 2,777 25,805 SH   DFND 2 0 25,805 0
CBOE HLDGS INC COM 12503M108 14,473 134,471 SH   DFND 8 0 134,471 0
CBOE HLDGS INC COM 12503M108 2,484 23,076 SH   DFND 7 0 13,856 0
CBRE GROUP INC CL A 12504L109 435 11,490 SH   DFND 7 0 11,490 0
CBRE GROUP INC CL A 12504L109 21,822 576,070 SH   DFND 8 0 576,070 0
CBS CORP NEW CL B 124857202 554 9,546 SH   DFND 7 0 8,898 0
CBS CORP NEW CL B 124857202 1,455 25,083 SH   DFND 8 0 25,083 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,123 24,257 SH   DFND 7 0 13,545 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,439 62,141 SH   DFND 6 0 62,141 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,328 26,600 SH   DFND 3 0 26,600 0
CDW CORP COM 12514G108 2,659 40,289 SH   DFND 7 0 35,157 0
CDW CORP COM 12514G108 4,521 68,505 SH   DFND 2 0 68,505 0
CELANESE CORP DEL COM SER A 150870103 4,386 42,065 SH   DFND 2 0 42,065 0
CELANESE CORP DEL COM SER A 150870103 1,563 14,991 SH   DFND 7 0 14,991 0
CELANESE CORP DEL COM SER A 150870103 1,901 18,235 SH   DFND 8 0 18,235 0
CELGENE CORP COM 151020104 29,472 202,109 SH   DFND 3 0 202,109 0
CELGENE CORP COM 151020104 5,020 34,424 SH   DFND 7 0 34,424 0
CELGENE CORP COM 151020104 85,693 587,665 SH   DFND 8 0 587,665 0
CELGENE CORP COM 151020104 30,438 208,740 SH   DFND 2 0 181,405 0
CEMEX SAB DE CV SPON ADR NEW 151290889 205 22,523 SH   DFND 8 0 225,230 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2,540 279,749 SH   DFND 2 0 279,749 0
CEMEX SAB DE CV SPON ADR NEW 151290889 697 76,768 SH   DFND 4 0 767,680 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 10,869 9,550,000 PRN   DFND 2 0 9,807,599 0
CENOVUS ENERGY INC COM 15135U109 264 26,308 SH   DFND 7 0 20,689 0
CENTENE CORP DEL COM 15135B101 49,854 515,179 SH   DFND 8 0 515,179 0
CENTENE CORP DEL COM 15135B101 3,701 38,245 SH   DFND 7 0 38,245 0
CENTERPOINT ENERGY INC COM 15189T107 3,075 105,269 SH   DFND 7 0 91,938 0
CENTERSTATE BK CORP COM 15201P109 260 9,718 SH   DFND 8 0 9,718 0
CENTURYLINK INC COM 156700106 409 21,654 SH   DFND 7 0 21,654 0
CENTURYLINK INC COM 156700106 1,267 67,038 SH   DFND 8 0 67,038 0
CERNER CORP COM 156782104 861 12,079 SH   DFND 7 0 12,079 0
CF INDS HLDGS INC COM 125269100 222 6,306 SH   DFND 7 0 6,306 0
CHARLES RIV LABS INTL INC COM 159864107 15,598 144,395 SH   DFND 8 0 144,395 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,294 9,065 SH   DFND 7 0 9,065 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 518 4,542 SH   DFND 7 0 3,626 0
CHEESECAKE FACTORY INC COM 163072101 1,062 25,217 SH   DFND 2 0 25,217 0
CHEESECAKE FACTORY INC COM 163072101 428 10,155 SH   DFND 7 0 10,155 0
CHEVRON CORP NEW COM 166764100 7,022 59,758 SH   DFND 2 0 56,566 0
CHEVRON CORP NEW COM 166764100 55,568 472,922 SH   DFND 8 0 472,922 0
CHEVRON CORP NEW COM 166764100 8,555 72,807 SH   DFND 7 0 67,644 0
CHEVRON CORP NEW COM 166764100 317 2,698 SH   DFND 6 0 2,698 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 4,889 291,000 SH   DFND 2 0 291,000 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 13,434 145,597 SH   DFND 8 0 145,597 0
CHUBB LIMITED COM H1467J104 913 6,404 SH   DFND 8 0 6,404 0
CHUBB LIMITED COM H1467J104 3,818 26,786 SH   DFND 2 0 7,186 0
CHUBB LIMITED COM H1467J104 7,113 49,898 SH   DFND 7 0 42,218 0
CHURCH & DWIGHT INC COM 171340102 2,827 58,339 SH   DFND 7 0 30,143 0
CIENA CORP COM NEW 171779309 12,200 555,317 SH   DFND 8 0 555,317 0
CIGNA CORPORATION COM 125509109 2,117 11,324 SH   DFND 7 0 10,262 0
CIGNA CORPORATION COM 125509109 4,035 21,583 SH   DFND 2 0 21,583 0
CIMAREX ENERGY CO COM 171798101 22,584 198,677 SH   DFND 8 0 198,677 0
CINCINNATI FINL CORP COM 172062101 1,161 15,158 SH   DFND 7 0 14,771 0
CINTAS CORP COM 172908105 842 5,836 SH   DFND 2 0 5,836 0
CINTAS CORP COM 172908105 743 5,148 SH   DFND 7 0 4,783 0
CISCO SYS INC COM 17275R102 895 26,625 SH   DFND 5 0 0 0
CISCO SYS INC COM 17275R102 14,080 418,686 SH   DFND 2 0 382,226 0
CISCO SYS INC COM 17275R102 9,578 284,805 SH   DFND 6 0 284,805 0
CISCO SYS INC COM 17275R102 43,244 1,285,871 SH   DFND 8 0 1,285,871 0
CISCO SYS INC COM 17275R102 24,046 715,007 SH   DFND 3 0 715,007 0
CISCO SYS INC COM 17275R102 8,830 262,562 SH   DFND 7 0 205,264 0
CIT GROUP INC COM NEW 125581801 329 6,713 SH   DFND 7 0 6,713 0
CITIGROUP INC COM NEW 172967424 309 4,250 SH   DFND 2 0 0 0
CITIGROUP INC COM NEW 172967424 303 4,169 SH   DFND 6 0 4,169 0
CITIGROUP INC COM NEW 172967424 4,653 63,967 SH   DFND 7 0 60,697 0
CITIGROUP INC COM NEW 172967424 1,082 14,869 SH   DFND 8 0 14,869 0
CITIZENS FINL GROUP INC COM 174610105 754 19,921 SH   DFND 7 0 19,921 0
CITRIX SYS INC COM 177376100 935 12,173 SH   DFND 7 0 12,173 0
CITRIX SYS INC COM 177376100 1,482 19,297 SH   DFND 2 0 19,297 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 16,902 14,551,000 PRN   DFND 2 0 11,528,521 0
CLEAN HARBORS INC COM 184496107 1,174 20,700 SH   DFND 2 0 20,700 0
CLOROX CO DEL COM 189054109 21,995 166,739 SH   DFND 7 0 130,792 0
CLOVIS ONCOLOGY INC COM 189464100 8,541 103,655 SH   DFND 8 0 103,655 0
CME GROUP INC COM CL A 12572Q105 12,211 90,000 SH   DFND 6 0 90,000 0
CME GROUP INC COM CL A 12572Q105 8,076 59,519 SH   DFND 7 0 59,519 0
CMS ENERGY CORP COM 125896100 12,395 267,601 SH   DFND 8 0 267,601 0
CMS ENERGY CORP COM 125896100 564 12,180 SH   DFND 7 0 10,558 0
CNO FINL GROUP INC COM 12621E103 13,209 565,923 SH   DFND 8 0 565,923 0
COACH INC COM 189754104 27,154 674,142 SH   DFND 8 0 674,142 0
COACH INC COM 189754104 5,978 148,402 SH   DFND 2 0 148,402 0
COACH INC COM 189754104 223 5,548 SH   DFND 7 0 5,548 0
COCA COLA CO COM 191216100 13,085 290,708 SH   DFND 7 0 234,769 0
COCA COLA CO COM 191216100 264 5,871 SH   DFND 2 0 0 0
COCA COLA CO COM 191216100 244 5,423 SH   DFND 6 0 5,423 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,291 31,576 SH   DFND 7 0 31,576 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,128 29,329 SH   DFND 2 0 29,329 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,214 30,522 SH   DFND 6 0 30,522 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13,416 184,941 SH   DFND 3 0 184,941 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,075 28,604 SH   DFND 8 0 28,604 0
COLGATE PALMOLIVE CO COM 194162103 4,823 66,203 SH   DFND 2 0 34,811 0
COLGATE PALMOLIVE CO COM 194162103 12,119 166,351 SH   DFND 7 0 111,905 0
COLONY NORTHSTAR INC CL A COM 19625W104 141 11,235 SH   DFND 7 0 11,235 0
COLUMBIA BKG SYS INC COM 197236102 10,545 250,427 SH   DFND 8 0 250,427 0
COLUMBIA SPORTSWEAR CO COM 198516106 13,964 226,758 SH   DFND 8 0 226,758 0
COMCAST CORP NEW CL A 20030N101 9,803 254,764 SH   DFND 7 0 230,354 0
COMCAST CORP NEW CL A 20030N101 59,518 1,546,724 SH   DFND 8 0 1,504,863 0
COMCAST CORP NEW CL A 20030N101 37,506 974,680 SH   DFND 6 0 974,680 0
COMCAST CORP NEW CL A 20030N101 475 12,352 SH   DFND 5 0 0 0
COMCAST CORP NEW CL A 20030N101 12,310 319,898 SH   DFND 3 0 159,083 0
COMCAST CORP NEW CL A 20030N101 7,571 196,753 SH   DFND 2 0 67,727 0
COMERICA INC COM 200340107 483 6,333 SH   DFND 7 0 6,333 0
COMMSCOPE HLDG CO INC COM 20337X109 4,458 134,223 SH   DFND 2 0 134,223 0
COMMSCOPE HLDG CO INC COM 20337X109 1,231 37,066 SH   DFND 7 0 37,066 0
CONAGRA BRANDS INC COM 205887102 411 12,171 SH   DFND 7 0 9,755 0
CONCHO RES INC COM 20605P101 5,969 45,319 SH   DFND 8 0 45,319 0
CONCHO RES INC COM 20605P101 435 3,303 SH   DFND 7 0 3,303 0
CONOCOPHILLIPS COM 20825C104 4,847 96,852 SH   DFND 2 0 30,244 0
CONOCOPHILLIPS COM 20825C104 2,551 50,975 SH   DFND 7 0 48,819 0
CONOCOPHILLIPS COM 20825C104 30,284 605,065 SH   DFND 8 0 605,065 0
CONSOLIDATED EDISON INC COM 209115104 1,413 17,515 SH   DFND 7 0 12,440 0
CONSTELLATION BRANDS INC CL A 21036P108 1,877 9,411 SH   DFND 7 0 8,451 0
CONSTELLATION BRANDS INC CL A 21036P108 37,083 185,925 SH   DFND 8 0 185,925 0
CONSTELLATION BRANDS INC CL A 21036P108 1,568 7,861 SH   DFND 2 0 7,861 0
CONTINENTAL RESOURCES INC COM 212015101 2,634 68,229 SH   DFND 8 0 68,229 0
COOPER COS INC COM NEW 216648402 727 3,067 SH   DFND 7 0 1,740 0
COOPER TIRE & RUBR CO COM 216831107 6,021 161,000 SH   DFND 2 0 161,000 0
COPA HOLDINGS SA CL A P31076105 1,254 10,066 SH   DFND 7 0 0 0
COPA HOLDINGS SA CL A P31076105 1,370 11,000 SH   DFND 2 0 11,000 0
COPART INC COM 217204106 1,582 46,022 SH   DFND 7 0 46,022 0
CORESITE RLTY CORP COM 21870Q105 8,087 72,272 SH   DFND 6 0 72,272 0
CORNING INC COM 219350105 1,532 51,188 SH   DFND 7 0 51,188 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2,819 85,864 SH   DFND 6 0 85,864 0
COSAN LTD SHS A G25343107 1,926 236,949 SH   DFND 4 0 235,899 0
COSAN LTD SHS A G25343107 374 45,965 SH   DFND 2 0 45,965 0
COSTAR GROUP INC COM 22160N109 225 839 SH   DFND 7 0 839 0
COSTCO WHSL CORP NEW COM 22160K105 1,912 11,639 SH   DFND 8 0 11,639 0
COSTCO WHSL CORP NEW COM 22160K105 13,561 82,543 SH   DFND 2 0 81,276 0
COSTCO WHSL CORP NEW COM 22160K105 30,512 185,723 SH   DFND 3 0 185,723 0
COSTCO WHSL CORP NEW COM 22160K105 1,715 10,436 SH   DFND 7 0 9,467 0
COTY INC COM CL A 222070203 191 11,557 SH   DFND 7 0 11,557 0
COUSINS PPTYS INC COM 222795106 3,946 422,506 SH   DFND 6 0 422,506 0
CREDICORP LTD COM G2519Y108 787 3,839 SH   DFND 4 0 3,839 0
CREDICORP LTD COM G2519Y108 2,316 11,297 SH   DFND 2 0 11,297 0
CREDICORP LTD COM G2519Y108 15,173 74,006 SH   DFND 8 0 74,006 0
CREDIT ACCEP CORP MICH COM 225310101 447 1,594 SH   DFND 7 0 1,594 0
CREE INC COM 225447101 5,751 204,000 SH   DFND 2 0 204,000 0
CRESCENT PT ENERGY CORP COM 22576C101 106 13,155 SH   DFND 7 0 13,155 0
CRITEO S A SPONS ADS 226718104 3,765 90,724 SH   DFND 8 0 90,724 0
CRITEO S A SPONS ADS 226718104 996 24,000 SH   DFND 4 0 24,000 0
CRITEO S A SPONS ADS 226718104 1,441 34,723 SH   DFND 6 0 34,723 0
CRITEO S A SPONS ADS 226718104 6,611 159,294 SH   DFND 2 0 148,501 0
CRITEO S A SPONS ADS 226718104 30,519 735,392 SH   DFND 3 0 735,392 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,208 22,080 SH   DFND 7 0 20,229 0
CROWN HOLDINGS INC COM 228368106 985 16,492 SH   DFND 7 0 15,164 0
CROWN HOLDINGS INC COM 228368106 1,913 32,033 SH   DFND 8 0 32,033 0
CSG SYS INTL INC COM 126349109 10,040 250,373 SH   DFND 8 0 250,373 0
CSX CORP COM 126408103 15,470 285,100 SH   DFND 2 0 285,100 0
CSX CORP COM 126408103 2,864 52,779 SH   DFND 7 0 52,779 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 15,488 293,671 SH   DFND 5 0 71,729 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,290 43,416 SH   DFND 8 0 34,993 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 18,223 16,921,000 PRN   DFND 2 0 12,508,438 0
CUBESMART COM 229663109 7,258 279,580 SH   DFND 6 0 279,580 0
CUBIC CORP COM 229669106 15,741 308,645 SH   DFND 8 0 308,645 0
CUMMINS INC COM 231021106 2,427 14,442 SH   DFND 7 0 9,576 0
CUMMINS INC COM 231021106 14,365 85,490 SH   DFND 2 0 84,237 0
CUMMINS INC COM 231021106 324 1,930 SH   DFND 5 0 0 0
CVS HEALTH CORP COM 126650100 16,674 205,042 SH   DFND 2 0 166,640 0
CVS HEALTH CORP COM 126650100 1,986 24,423 SH   DFND 7 0 22,638 0
CVS HEALTH CORP COM 126650100 30,260 372,110 SH   DFND 8 0 372,110 0
CVS HEALTH CORP COM 126650100 235 2,887 SH   DFND 6 0 2,887 0
CYBERARK SOFTWARE LTD SHS M2682V108 15,422 376,139 SH   DFND 8 0 376,139 0
D R HORTON INC COM 23331A109 257 6,432 SH   DFND 7 0 6,432 0
DANA INCORPORATED COM 235825205 242 8,643 SH   DFND 7 0 8,643 0
DANAHER CORP DEL COM 235851102 17,941 209,150 SH   DFND 2 0 142,378 0
DANAHER CORP DEL COM 235851102 3,779 44,055 SH   DFND 7 0 39,325 0
DANAHER CORP DEL COM 235851102 15,875 185,069 SH   DFND 6 0 185,069 0
DARDEN RESTAURANTS INC COM 237194105 23,238 294,979 SH   DFND 7 0 257,788 0
DARDEN RESTAURANTS INC COM 237194105 2,860 36,303 SH   DFND 2 0 36,303 0
DAVITA INC COM 23918K108 2,364 39,806 SH   DFND 7 0 37,024 0
DAVITA INC COM 23918K108 965 16,243 SH   DFND 2 0 16,243 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 416 7,188 SH   DFND 6 0 7,188 0
DDR CORP COM 23317H102 5,275 575,897 SH   DFND 6 0 575,897 0
DEAN FOODS CO NEW COM NEW 242370203 600 55,122 SH   DFND 7 0 55,122 0
DEERE & CO COM 244199105 1,746 13,905 SH   DFND 2 0 13,905 0
DEERE & CO COM 244199105 1,542 12,277 SH   DFND 7 0 11,454 0
DELL TECHNOLOGIES INC COM CL V 24703L103 683 8,844 SH   DFND 7 0 8,315 0
DELPHI AUTOMOTIVE PLC SHS G27823106 24,370 247,662 SH   DFND 8 0 247,662 0
DELPHI AUTOMOTIVE PLC SHS G27823106 742 7,536 SH   DFND 7 0 7,536 0
DELPHI AUTOMOTIVE PLC SHS G27823106 5,258 53,431 SH   DFND 2 0 8,055 0
DELTA AIR LINES INC DEL COM NEW 247361702 15,301 317,326 SH   DFND 7 0 219,452 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,156 106,923 SH   DFND 2 0 106,923 0
DENTSPLY SIRONA INC COM 24906P109 712 11,910 SH   DFND 7 0 11,910 0
DEVON ENERGY CORP NEW COM 25179M103 3,443 93,785 SH   DFND 2 0 93,785 0
DEVON ENERGY CORP NEW COM 25179M103 5,425 147,792 SH   DFND 8 0 147,792 0
DEVON ENERGY CORP NEW COM 25179M103 735 20,024 SH   DFND 7 0 20,024 0
DEXCOM INC COM 252131107 16,298 333,131 SH   DFND 8 0 333,131 0
DIAGEO P L C SPON ADR NEW 25243Q205 1,033 7,819 SH   DFND 8 0 31,276 0
DIAMONDBACK ENERGY INC COM 25278X109 266 2,717 SH   DFND 7 0 2,226 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,949 451,988 SH   DFND 8 0 451,988 0
DICKS SPORTING GOODS INC COM 253393102 623 23,074 SH   DFND 2 0 23,074 0
DIGITAL RLTY TR INC COM 253868103 933 7,888 SH   DFND 7 0 7,888 0
DIGITAL RLTY TR INC COM 253868103 6,810 57,554 SH   DFND 6 0 57,554 0
DISCOVER FINL SVCS COM 254709108 1,138 17,645 SH   DFND 7 0 17,645 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,058 49,718 SH   DFND 2 0 49,718 0
DISH NETWORK CORP CL A 25470M109 247 4,554 SH   DFND 7 0 4,554 0
DISH NETWORK CORP CL A 25470M109 1,810 33,369 SH   DFND 8 0 33,369 0
DISNEY WALT CO COM DISNEY 254687106 213 2,157 SH   DFND 6 0 2,157 0
DISNEY WALT CO COM DISNEY 254687106 2,748 27,880 SH   DFND 2 0 9,276 0
DISNEY WALT CO COM DISNEY 254687106 25,309 256,763 SH   DFND 8 0 256,763 0
DISNEY WALT CO COM DISNEY 254687106 22,492 228,178 SH   DFND 7 0 201,913 0
DOLLAR GEN CORP NEW COM 256677105 2,491 30,739 SH   DFND 8 0 30,739 0
DOLLAR GEN CORP NEW COM 256677105 509 6,275 SH   DFND 7 0 6,275 0
DOLLAR TREE INC COM 256746108 975 11,225 SH   DFND 8 0 11,225 0
DOLLAR TREE INC COM 256746108 580 6,684 SH   DFND 7 0 5,325 0
DOMINION ENERGY INC COM 25746U109 1,130 14,690 SH   DFND 7 0 13,430 0
DOMINION ENERGY INC COM 25746U109 4,283 55,671 SH   DFND 8 0 55,671 0
DOMINOS PIZZA INC COM 25754A201 230 1,159 SH   DFND 8 0 1,159 0
DOMINOS PIZZA INC COM 25754A201 3,526 17,761 SH   DFND 7 0 11,130 0
DOMTAR CORP COM NEW 257559203 4,708 108,500 SH   DFND 2 0 108,500 0
DOUGLAS EMMETT INC COM 25960P109 5,346 135,619 SH   DFND 8 0 135,619 0
DOVER CORP COM 260003108 795 8,695 SH   DFND 7 0 8,695 0
DOWDUPONT INC COM 26078J100 3,777 54,552 SH   DFND 7 0 51,280 0
DOWDUPONT INC COM 26078J100 295 4,255 SH   DFND 2 0 0 0
DOWDUPONT INC COM 26078J100 8,287 119,705 SH   DFND 8 0 119,705 0
DOWDUPONT INC COM 26078J100 1,708 24,666 SH   DFND 4 0 24,666 0
DOWDUPONT INC COM 26078J100 256 3,704 SH   DFND 6 0 3,704 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,320 26,220 SH   DFND 7 0 21,916 0
DR REDDYS LABS LTD ADR 256135203 1,028 28,804 SH   DFND 5 0 28,804 0
DTE ENERGY CO COM 233331107 254 2,363 SH   DFND 2 0 0 0
DTE ENERGY CO COM 233331107 3,108 28,948 SH   DFND 7 0 26,124 0
DTE ENERGY CO COM 233331107 2,623 24,435 SH   DFND 8 0 24,435 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,701 67,931 SH   DFND 8 0 67,931 0
DUKE ENERGY CORP NEW COM NEW 26441C204 8,027 95,646 SH   DFND 7 0 31,602 0
DUKE ENERGY CORP NEW COM NEW 26441C204 201 2,391 SH   DFND 2 0 0 0
DUKE REALTY CORP COM NEW 264411505 375 12,999 SH   DFND 7 0 12,999 0
DXC TECHNOLOGY CO COM 23355L106 552 6,422 SH   DFND 7 0 6,422 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 9,574 8,431,000 PRN   DFND 2 0 7,014,769 0
E TRADE FINANCIAL CORP COM NEW 269246401 234 5,355 SH   DFND 7 0 5,355 0
EAST WEST BANCORP INC COM 27579R104 808 13,515 SH   DFND 2 0 13,515 0
EAST WEST BANCORP INC COM 27579R104 559 9,353 SH   DFND 7 0 9,353 0
EASTGROUP PPTY INC COM 277276101 3,675 41,707 SH   DFND 6 0 41,707 0
EASTMAN CHEM CO COM 277432100 479 5,296 SH   DFND 7 0 5,296 0
EASTMAN CHEM CO COM 277432100 1,583 17,494 SH   DFND 8 0 17,494 0
EASTMAN CHEM CO COM 277432100 862 9,524 SH   DFND 2 0 9,524 0
EATON CORP PLC SHS G29183103 1,546 20,130 SH   DFND 7 0 17,942 0
EATON CORP PLC SHS G29183103 2,928 38,131 SH   DFND 2 0 17,832 0
EBAY INC COM 278642103 1,064 27,673 SH   DFND 7 0 27,673 0
ECOLAB INC COM 278865100 3,025 23,523 SH   DFND 8 0 23,523 0
ECOLAB INC COM 278865100 7,882 61,287 SH   DFND 2 0 8,850 0
ECOLAB INC COM 278865100 5,582 43,404 SH   DFND 7 0 40,479 0
EDISON INTL COM 281020107 3,208 41,575 SH   DFND 8 0 41,575 0
EDISON INTL COM 281020107 643 8,335 SH   DFND 7 0 8,335 0
EDUCATION RLTY TR INC COM NEW 28140H203 9,056 252,038 SH   DFND 8 0 252,038 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,942 90,951 SH   DFND 2 0 67,310 0
EDWARDS LIFESCIENCES CORP COM 28176E108 48,367 442,480 SH   DFND 8 0 442,480 0
EDWARDS LIFESCIENCES CORP COM 28176E108 940 8,602 SH   DFND 7 0 8,602 0
ELECTRONIC ARTS INC COM 285512109 5,228 44,281 SH   DFND 2 0 19,072 0
ELECTRONIC ARTS INC COM 285512109 2,102 17,803 SH   DFND 7 0 17,803 0
EMCOR GROUP INC COM 29084Q100 7,975 114,941 SH   DFND 8 0 114,941 0
EMERSON ELEC CO COM 291011104 1,175 18,706 SH   DFND 7 0 18,706 0
EMERSON ELEC CO COM 291011104 1,570 24,986 SH   DFND 2 0 24,986 0
ENBRIDGE INC COM 29250N105 8,215 196,355 SH   DFND 7 0 187,845 0
ENCANA CORP COM 292505104 226 19,170 SH   DFND 7 0 19,170 0
ENDOLOGIX INC COM 29266S106 7,448 1,669,854 SH   DFND 8 0 1,669,854 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,005 98,328 SH   DFND 2 0 98,328 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 794 77,722 SH   DFND 4 0 3,886,100 0
ENEL CHILE S A SPONSORED ADR 29278D105 411 68,436 SH   DFND 4 0 3,421,800 0
ENEL CHILE S A SPONSORED ADR 29278D105 1,173 195,540 SH   DFND 2 0 195,540 0
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 244 9,251 SH   DFND 4 0 277,530 0
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 609 23,117 SH   DFND 2 0 23,117 0
ENERGIZER HLDGS INC NEW COM 29272W109 248 5,383 SH   DFND 7 0 5,383 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 601 34,575 SH   DFND 7 0 34,575 0
ENGILITY HLDGS INC NEW COM 29286C107 10,522 303,408 SH   DFND 8 0 303,408 0
ENTEGRIS INC COM 29362U104 11,699 405,507 SH   DFND 8 0 405,507 0
ENTERGY CORP NEW COM 29364G103 281 3,675 SH   DFND 7 0 3,675 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,790 68,666 SH   DFND 7 0 68,666 0
ENVISION HEALTHCARE CORP COM 29414D100 263 5,855 SH   DFND 7 0 5,201 0
EOG RES INC COM 26875P101 8,041 83,115 SH   DFND 8 0 83,115 0
EOG RES INC COM 26875P101 1,193 12,334 SH   DFND 7 0 12,334 0
EOG RES INC COM 26875P101 10,154 104,961 SH   DFND 6 0 104,961 0
EPR PPTYS COM SH BEN INT 26884U109 9,284 133,126 SH   DFND 8 0 133,126 0
EQT CORP COM 26884L109 422 6,463 SH   DFND 7 0 6,463 0
EQUIFAX INC COM 294429105 229 2,158 SH   DFND 7 0 2,158 0
EQUINIX INC COM PAR $0.001 29444U700 1,359 3,046 SH   DFND 7 0 3,046 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 272 3,201 SH   DFND 6 0 3,201 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 986 14,955 SH   DFND 7 0 14,955 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 680 10,312 SH   DFND 6 0 10,312 0
ESSEX PPTY TR INC COM 297178105 261 1,029 SH   DFND 6 0 1,029 0
ESSEX PPTY TR INC COM 297178105 339 1,336 SH   DFND 7 0 1,336 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 8,033 5,917,000 PRN   DFND 2 0 5,012,703 0
EVERCORE INC CLASS A 29977A105 8,249 102,791 SH   DFND 8 0 102,791 0
EVEREST RE GROUP LTD COM G3223R108 13,482 59,031 SH   DFND 7 0 48,981 0
EVEREST RE GROUP LTD COM G3223R108 758 3,318 SH   DFND 2 0 3,318 0
EVERSOURCE ENERGY COM 30040W108 780 12,908 SH   DFND 7 0 12,908 0
EXELIXIS INC COM 30161Q104 281 11,609 SH   DFND 7 0 11,609 0
EXELON CORP COM 30161N101 1,577 41,871 SH   DFND 7 0 41,871 0
EXELON CORP COM 30161N101 2,848 75,606 SH   DFND 8 0 75,606 0
EXPEDIA INC DEL COM NEW 30212P303 2,575 17,891 SH   DFND 8 0 17,891 0
EXPEDIA INC DEL COM NEW 30212P303 2,249 15,624 SH   DFND 7 0 15,624 0
EXPEDIA INC DEL COM NEW 30212P303 20,142 139,935 SH   DFND 2 0 122,653 0
EXPEDITORS INTL WASH INC COM 302130109 9,653 161,256 SH   DFND 7 0 104,194 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 827 13,068 SH   DFND 7 0 13,068 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,180 18,643 SH   DFND 2 0 18,643 0
EXTRA SPACE STORAGE INC COM 30225T102 219 2,745 SH   DFND 8 0 2,745 0
EXTRA SPACE STORAGE INC COM 30225T102 240 3,008 SH   DFND 7 0 3,008 0
EXTRA SPACE STORAGE INC COM 30225T102 12,796 160,116 SH   DFND 6 0 160,116 0
EXXON MOBIL CORP COM 30231G102 14,116 172,187 SH   DFND 8 0 172,187 0
EXXON MOBIL CORP COM 30231G102 424 5,168 SH   DFND 2 0 0 0
EXXON MOBIL CORP COM 30231G102 8,190 99,906 SH   DFND 3 0 99,906 0
EXXON MOBIL CORP COM 30231G102 6,350 77,454 SH   DFND 6 0 77,454 0
EXXON MOBIL CORP COM 30231G102 8,844 107,879 SH   DFND 7 0 102,445 0
EXXON MOBIL CORP COM 30231G102 551 6,716 SH   DFND 5 0 0 0
F M C CORP COM NEW 302491303 243 2,717 SH   DFND 7 0 2,717 0
F M C CORP COM NEW 302491303 1,286 14,400 SH   DFND 2 0 14,400 0
F5 NETWORKS INC COM 315616102 9,747 80,848 SH   DFND 7 0 72,589 0
F5 NETWORKS INC COM 315616102 4,289 35,578 SH   DFND 2 0 35,578 0
FACEBOOK INC CL A 30303M102 85,512 500,448 SH   DFND 8 0 500,448 0
FACEBOOK INC CL A 30303M102 9,763 57,136 SH   DFND 7 0 55,236 0
FACEBOOK INC CL A 30303M102 1,237 7,241 SH   DFND 2 0 5,259 0
FACEBOOK INC CL A 30303M102 1,209 7,077 SH   DFND 4 0 7,077 0
FACEBOOK INC CL A 30303M102 20,984 122,804 SH   DFND 6 0 122,804 0
FASTENAL CO COM 311900104 6,453 141,585 SH   DFND 7 0 113,209 0
FCB FINL HLDGS INC CL A 30255G103 5,502 113,913 SH   DFND 8 0 113,913 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 401 3,228 SH   DFND 7 0 2,981 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 7,751 62,406 SH   DFND 6 0 62,406 0
FEDEX CORP COM 31428X106 22,982 101,881 SH   DFND 8 0 101,881 0
FEDEX CORP COM 31428X106 1,625 7,205 SH   DFND 7 0 7,205 0
FEDEX CORP COM 31428X106 1,702 7,547 SH   DFND 2 0 7,547 0
FERRO CORP COM 315405100 10,732 481,245 SH   DFND 8 0 481,245 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 139 10,256 SH   DFND 8 0 10,256 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 437 9,206 SH   DFND 7 0 9,206 0
FIDELITY NATL INFORMATION SV COM 31620M106 17,504 187,430 SH   DFND 8 0 187,430 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,270 13,594 SH   DFND 7 0 12,925 0
FIDELITY NATL INFORMATION SV COM 31620M106 786 8,413 SH   DFND 2 0 8,413 0
FIFTH THIRD BANCORP COM 316773100 601 21,492 SH   DFND 7 0 21,492 0
FIFTH THIRD BANCORP COM 316773100 3,232 115,505 SH   DFND 2 0 58,094 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 5,579 5,360,000 PRN   DFND 2 0 5,011,927 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,164 1,250,000 PRN   DFND 2 0 1,250,000 0
FIRST DATA CORP NEW COM CL A 32008D106 1,263 69,992 SH   DFND 7 0 69,992 0
FIRST DATA CORP NEW COM CL A 32008D106 8,990 498,318 SH   DFND 2 0 498,318 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,481 82,460 SH   DFND 6 0 82,460 0
FIRST MERCHANTS CORP COM 320817109 9,324 217,201 SH   DFND 8 0 217,201 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 302 2,888 SH   DFND 7 0 2,888 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 426 4,080 SH   DFND 8 0 4,080 0
FIRST SOLAR INC COM 336433107 877 19,112 SH   DFND 8 0 19,112 0
FIRSTENERGY CORP COM 337932107 3,938 127,732 SH   DFND 2 0 127,732 0
FIRSTENERGY CORP COM 337932107 8,592 278,690 SH   DFND 7 0 223,385 0
FISERV INC COM 337738108 16,222 125,793 SH   DFND 7 0 88,832 0
FISERV INC COM 337738108 4,893 37,940 SH   DFND 2 0 37,940 0
FIVE BELOW INC COM 33829M101 14,859 270,762 SH   DFND 8 0 270,762 0
FLEETCOR TECHNOLOGIES INC COM 339041105 778 5,027 SH   DFND 7 0 5,027 0
FLEX LTD ORD Y2573F102 3,909 235,913 SH   DFND 2 0 235,913 0
FLEX LTD ORD Y2573F102 1,261 76,089 SH   DFND 7 0 56,128 0
FLIR SYS INC COM 302445101 266 6,837 SH   DFND 7 0 6,036 0
FLOWSERVE CORP COM 34354P105 273 6,406 SH   DFND 7 0 6,406 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,757 18,394 SH   DFND 8 0 183,940 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 639 6,684 SH   DFND 3 0 66,840 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,805 29,359 SH   DFND 2 0 29,359 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 732 7,659 SH   DFND 4 0 76,590 0
FOOT LOCKER INC COM 344849104 1,877 53,297 SH   DFND 7 0 52,529 0
FOOT LOCKER INC COM 344849104 1,259 35,736 SH   DFND 8 0 35,736 0
FORD MTR CO DEL COM PAR $0.01 345370860 946 79,018 SH   DFND 7 0 79,018 0
FORTINET INC COM 34959E109 217 6,066 SH   DFND 7 0 6,066 0
FORTINET INC COM 34959E109 656 18,308 SH   DFND 8 0 18,308 0
FORTIS INC COM 349553107 440 12,305 SH   DFND 8 0 12,305 0
FORTIS INC COM 349553107 272 7,609 SH   DFND 7 0 7,609 0
FORTIVE CORP COM 34959J108 976 13,793 SH   DFND 7 0 12,732 0
FORTIVE CORP COM 34959J108 6,931 97,905 SH   DFND 8 0 97,905 0
FORTIVE CORP COM 34959J108 2,408 34,010 SH   DFND 2 0 16,376 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 754 11,216 SH   DFND 2 0 11,216 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 808 12,021 SH   DFND 7 0 12,021 0
FRANCO NEVADA CORP COM 351858105 254 3,284 SH   DFND 7 0 3,284 0
FRANKLIN RES INC COM 354613101 875 19,667 SH   DFND 7 0 19,667 0
FREEPORT-MCMORAN INC CL B 35671D857 436 31,064 SH   DFND 7 0 31,064 0
GALLAGHER ARTHUR J & CO COM 363576109 1,778 28,891 SH   DFND 7 0 12,923 0
GALLAGHER ARTHUR J & CO COM 363576109 885 14,379 SH   DFND 5 0 0 0
GAP INC DEL COM 364760108 8,816 298,530 SH   DFND 7 0 289,668 0
GARTNER INC COM 366651107 8,451 67,928 SH   DFND 7 0 53,955 0
GENERAL ELECTRIC CO COM 369604103 9,363 387,235 SH   DFND 6 0 387,235 0
GENERAL ELECTRIC CO COM 369604103 4,922 203,552 SH   DFND 7 0 192,770 0
GENERAL ELECTRIC CO COM 369604103 12,554 519,205 SH   DFND 3 0 519,205 0
GENERAL ELECTRIC CO COM 369604103 17,544 725,574 SH   DFND 2 0 561,713 0
GENERAL MLS INC COM 370334104 1,934 37,362 SH   DFND 7 0 35,387 0
GENERAL MLS INC COM 370334104 875 16,900 SH   DFND 4 0 16,900 0
GENERAL MLS INC COM 370334104 1,167 22,556 SH   DFND 2 0 22,556 0
GENERAL MTRS CO COM 37045V100 780 19,315 SH   DFND 2 0 19,315 0
GENERAL MTRS CO COM 37045V100 1,857 45,981 SH   DFND 7 0 45,981 0
GENTEX CORP COM 371901109 4,166 210,400 SH   DFND 2 0 210,400 0
GENUINE PARTS CO COM 372460105 930 9,720 SH   DFND 7 0 9,205 0
GEOPARK LTD USD SHS G38327105 704 80,366 SH   DFND 8 0 80,366 0
GGP INC COM 36174X101 57,914 2,788,369 SH   DFND 6 0 2,788,369 0
GGP INC COM 36174X101 314 15,105 SH   DFND 7 0 15,105 0
GILDAN ACTIVEWEAR INC COM 375916103 1,430 45,719 SH   DFND 7 0 41,884 0
GILEAD SCIENCES INC COM 375558103 6,376 78,698 SH   DFND 7 0 61,580 0
GILEAD SCIENCES INC COM 375558103 6,922 85,441 SH   DFND 2 0 57,361 0
GLOBAL PMTS INC COM 37940X102 3,954 41,604 SH   DFND 2 0 41,604 0
GLOBAL PMTS INC COM 37940X102 1,177 12,387 SH   DFND 7 0 12,387 0
GOLDCORP INC NEW COM 380956409 880 67,939 SH   DFND 8 0 67,939 0
GOLDCORP INC NEW COM 380956409 232 17,922 SH   DFND 7 0 17,922 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,601 10,965 SH   DFND 7 0 10,105 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,730 7,295 SH   DFND 2 0 6,178 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,460 10,373 SH   DFND 8 0 10,373 0
GOODYEAR TIRE & RUBR CO COM 382550101 3,169 95,318 SH   DFND 7 0 95,318 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,233 67,147 SH   DFND 2 0 67,147 0
GRAINGER W W INC COM 384802104 3,348 18,628 SH   DFND 7 0 11,457 0
GRAINGER W W INC COM 384802104 5,100 28,373 SH   DFND 2 0 28,373 0
GRAMERCY PPTY TR COM NEW 385002308 11,459 378,800 SH   DFND 6 0 378,800 0
GRAN TIERRA ENERGY INC COM 38500T101 15,585 6,835,308 SH   DFND 8 0 6,835,308 0
GRANITE CONSTR INC COM 387328107 14,855 256,339 SH   DFND 8 0 256,339 0
GROUPE CGI INC CL A SUB VTG 39945C109 2,614 50,394 SH   DFND 7 0 5,239 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,964 38,107 SH   DFND 8 0 38,107 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 963 39,025 SH   DFND 4 0 195,125 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2,784 112,869 SH   DFND 2 0 112,869 0
HALLIBURTON CO COM 406216101 1,427 31,000 SH   DFND 4 0 31,000 0
HALLIBURTON CO COM 406216101 24,477 531,752 SH   DFND 8 0 531,752 0
HALLIBURTON CO COM 406216101 854 18,555 SH   DFND 7 0 18,555 0
HANESBRANDS INC COM 410345102 781 31,702 SH   DFND 2 0 31,702 0
HANESBRANDS INC COM 410345102 450 18,275 SH   DFND 7 0 16,125 0
HARLEY DAVIDSON INC COM 412822108 445 9,221 SH   DFND 7 0 9,221 0
HARRIS CORP DEL COM 413875105 545 4,136 SH   DFND 7 0 3,802 0
HARRIS CORP DEL COM 413875105 881 6,689 SH   DFND 2 0 6,689 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,902 106,475 SH   DFND 7 0 106,475 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,498 27,030 SH   DFND 2 0 27,030 0
HASBRO INC COM 418056107 3,834 39,251 SH   DFND 6 0 39,251 0
HASBRO INC COM 418056107 7,239 74,122 SH   DFND 2 0 74,122 0
HASBRO INC COM 418056107 4,681 47,923 SH   DFND 8 0 47,923 0
HASBRO INC COM 418056107 266 2,720 SH   DFND 5 0 0 0
HASBRO INC COM 418056107 27,138 277,858 SH   DFND 3 0 277,858 0
HASBRO INC COM 418056107 1,894 19,387 SH   DFND 7 0 8,922 0
HAWAIIAN HOLDINGS INC COM 419879101 686 18,265 SH   DFND 7 0 18,265 0
HCA HEALTHCARE INC COM 40412C101 222 2,787 SH   DFND 6 0 2,787 0
HCA HEALTHCARE INC COM 40412C101 1,090 13,692 SH   DFND 7 0 12,038 0
HCP INC COM 40414L109 515 18,491 SH   DFND 7 0 18,491 0
HCP INC COM 40414L109 24,871 893,684 SH   DFND 6 0 893,684 0
HD SUPPLY HLDGS INC COM 40416M105 1,253 34,726 SH   DFND 7 0 34,726 0
HD SUPPLY HLDGS INC COM 40416M105 5,338 148,001 SH   DFND 2 0 148,001 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 4,048 42,000 SH   DFND 6 0 42,000 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 21,467 222,759 SH   DFND 5 0 379,315 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 32,515 337,397 SH   DFND 8 0 337,397 0
HEALTHCARE RLTY TR COM 421946104 6,366 196,843 SH   DFND 6 0 196,843 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 13,185 442,439 SH   DFND 6 0 442,439 0
HEICO CORP NEW COM 422806109 2,754 30,660 SH   DFND 8 0 30,660 0
HENRY JACK & ASSOC INC COM 426281101 5,345 52,004 SH   DFND 7 0 30,077 0
HERSHEY CO COM 427866108 4,238 38,823 SH   DFND 7 0 38,007 0
HESS CORP COM 42809H107 39,200 835,994 SH   DFND 8 0 835,994 0
HESS CORP COM 42809H107 517 11,034 SH   DFND 7 0 11,034 0
HESS CORP COM 42809H107 5,646 120,408 SH   DFND 6 0 120,408 0
HESS CORP COM 42809H107 3,570 76,137 SH   DFND 2 0 76,137 0
HESS CORP COM 42809H107 29,748 634,422 SH   DFND 3 0 634,422 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 989 67,206 SH   DFND 7 0 67,206 0
HEXCEL CORP NEW COM 428291108 9,184 159,949 SH   DFND 8 0 159,949 0
HIGHWOODS PPTYS INC COM 431284108 215 4,121 SH   DFND 6 0 4,121 0
HIGHWOODS PPTYS INC COM 431284108 10,689 205,193 SH   DFND 8 0 205,193 0
HILTON GRAND VACATIONS INC COM 43283X105 850 22,009 SH   DFND 8 0 22,009 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 29,758 428,474 SH   DFND 8 0 428,474 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 491 7,077 SH   DFND 7 0 7,077 0
HMS HLDGS CORP COM 40425J101 3,027 152,400 SH   DFND 2 0 152,400 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 691 31,983 SH   DFND 5 0 31,983 0
HOLOGIC INC COM 436440101 361 9,843 SH   DFND 7 0 9,843 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 10,174 8,360,000 PRN   DFND 2 0 7,043,625 0
HOME DEPOT INC COM 437076102 10,755 65,753 SH   DFND 2 0 53,420 0
HOME DEPOT INC COM 437076102 1,137 6,950 SH   DFND 4 0 6,950 0
HOME DEPOT INC COM 437076102 275 1,681 SH   DFND 6 0 1,681 0
HOME DEPOT INC COM 437076102 46,876 286,601 SH   DFND 8 0 286,601 0
HOME DEPOT INC COM 437076102 21,345 130,504 SH   DFND 7 0 118,649 0
HONEYWELL INTL INC COM 438516106 7,715 54,432 SH   DFND 3 0 54,432 0
HONEYWELL INTL INC COM 438516106 11,759 82,960 SH   DFND 7 0 73,220 0
HONEYWELL INTL INC COM 438516106 1,665 11,745 SH   DFND 2 0 9,505 0
HONEYWELL INTL INC COM 438516106 45,922 323,985 SH   DFND 8 0 323,985 0
HORMEL FOODS CORP COM 440452100 443 13,787 SH   DFND 7 0 12,117 0
HOST HOTELS & RESORTS INC COM 44107P104 22,423 1,212,696 SH   DFND 6 0 1,212,696 0
HOST HOTELS & RESORTS INC COM 44107P104 545 29,480 SH   DFND 7 0 29,480 0
HP INC COM 40434L105 6,705 335,932 SH   DFND 2 0 335,932 0
HP INC COM 40434L105 2,054 102,903 SH   DFND 7 0 102,903 0
HSN INC COM 404303109 3,538 90,607 SH   DFND 8 0 90,607 0
HUBBELL INC COM 443510607 3,586 30,906 SH   DFND 2 0 0 0
HUDSON PAC PPTYS INC COM 444097109 9,861 294,106 SH   DFND 6 0 294,106 0
HUMANA INC COM 444859102 2,194 9,006 SH   DFND 2 0 4,531 0
HUMANA INC COM 444859102 1,825 7,490 SH   DFND 7 0 6,930 0
HUNT J B TRANS SVCS INC COM 445658107 4,537 40,844 SH   DFND 7 0 26,952 0
HUNTINGTON BANCSHARES INC COM 446150104 281 20,132 SH   DFND 7 0 20,132 0
HUNTINGTON BANCSHARES INC COM 446150104 25,044 1,793,971 SH   DFND 6 0 1,793,971 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,793 12,334 SH   DFND 2 0 12,334 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,459 6,443 SH   DFND 7 0 6,443 0
ICICI BK LTD ADR 45104G104 2,426 283,430 SH   DFND 5 0 566,860 0
IDEX CORP COM 45167R104 2,848 23,447 SH   DFND 7 0 21,478 0
IDEXX LABS INC COM 45168D104 6,708 43,138 SH   DFND 7 0 41,179 0
ILLINOIS TOOL WKS INC COM 452308109 16,932 114,439 SH   DFND 7 0 74,589 0
ILLINOIS TOOL WKS INC COM 452308109 11,007 74,390 SH   DFND 2 0 72,453 0
ILLUMINA INC COM 452327109 667 3,348 SH   DFND 7 0 3,348 0
ILLUMINA INC NOTE 6/1 452327AF6 16,851 15,973,000 PRN   DFND 2 0 11,508,741 0
IMPERIAL OIL LTD COM NEW 453038408 1,154 36,135 SH   DFND 7 0 31,639 0
INCYTE CORP COM 45337C102 5,137 44,008 SH   DFND 2 0 44,008 0
INCYTE CORP COM 45337C102 617 5,283 SH   DFND 7 0 5,283 0
INFOSYS LTD SPONSORED ADR 456788108 708 48,560 SH   DFND 5 0 48,560 0
INGERSOLL-RAND PLC SHS G47791101 968 10,853 SH   DFND 7 0 10,853 0
INGERSOLL-RAND PLC SHS G47791101 6,578 73,768 SH   DFND 2 0 18,391 0
INGERSOLL-RAND PLC SHS G47791101 42,744 479,354 SH   DFND 8 0 479,354 0
INGREDION INC COM 457187102 379 3,139 SH   DFND 7 0 2,975 0
INSULET CORP COM 45784P101 19,611 356,043 SH   DFND 8 0 356,043 0
INTEL CORP COM 458140100 1,485 39,000 SH   DFND 4 0 39,000 0
INTEL CORP COM 458140100 243 6,377 SH   DFND 6 0 6,377 0
INTEL CORP COM 458140100 5,346 140,389 SH   DFND 2 0 134,727 0
INTEL CORP COM 458140100 7,574 198,898 SH   DFND 7 0 194,498 0
INTEL CORP SDCV 2.950%12/1 458140AD2 21,569 15,106,000 PRN   DFND 2 0 10,018,571 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,870 5,360,000 PRN   DFND 2 0 4,065,590 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 44,368 645,823 SH   DFND 8 0 645,823 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,500 65,504 SH   DFND 7 0 62,517 0
INTERFACE INC COM 458665304 11,436 522,202 SH   DFND 8 0 522,202 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,431 113,254 SH   DFND 2 0 111,716 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,603 59,299 SH   DFND 7 0 45,854 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,193 22,344 SH   DFND 8 0 22,344 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 657 4,595 SH   DFND 3 0 4,595 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6,568 45,958 SH   DFND 7 0 31,635 0
INTERPUBLIC GROUP COS INC COM 460690100 3,326 159,975 SH   DFND 2 0 120,724 0
INTERPUBLIC GROUP COS INC COM 460690100 763 36,687 SH   DFND 7 0 23,634 0
INTL PAPER CO COM 460146103 3,515 61,859 SH   DFND 2 0 61,859 0
INTL PAPER CO COM 460146103 4,468 78,637 SH   DFND 7 0 73,021 0
INTL PAPER CO COM 460146103 2,755 48,491 SH   DFND 8 0 48,491 0
INTUIT COM 461202103 11,572 81,412 SH   DFND 7 0 78,929 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,748 1,671 SH   DFND 7 0 963 0
INVESCO LTD SHS G491BT108 202 5,764 SH   DFND 8 0 5,764 0
INVESCO LTD SHS G491BT108 753 21,494 SH   DFND 2 0 21,494 0
INVESCO LTD SHS G491BT108 568 16,205 SH   DFND 7 0 16,205 0
IRON MTN INC NEW COM 46284V101 362 9,300 SH   DFND 7 0 9,300 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 28,599 1,813,498 SH   DFND 8 0 1,813,498 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 11,050 10,431,000 PRN   DFND 2 0 9,021,420 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2,293 167,365 SH   DFND 2 0 167,365 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2,031 148,266 SH   DFND 4 0 11,322 0
JABIL INC COM 466313103 10,546 369,392 SH   DFND 2 0 369,392 0
JABIL INC COM 466313103 2,072 72,578 SH   DFND 7 0 72,578 0
JACK IN THE BOX INC COM 466367109 12,336 121,038 SH   DFND 8 0 121,038 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 4,216 121,011 SH   DFND 6 0 121,011 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,474 42,295 SH   DFND 8 0 42,295 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,467 42,108 SH   DFND 2 0 42,108 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 2,314 66,420 SH   DFND 3 0 66,420 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 456 3,120 SH   DFND 7 0 3,120 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 46,430 317,470 SH   DFND 8 0 317,470 0
JD COM INC SPON ADR CL A 47215P106 10,126 265,075 SH   DFND 5 0 8,429,686 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 2,189 2,155,000 PRN   DFND 2 0 2,155,000 0
JETBLUE AIRWAYS CORP COM 477143101 1,192 64,323 SH   DFND 2 0 64,323 0
JETBLUE AIRWAYS CORP COM 477143101 270 14,580 SH   DFND 7 0 14,580 0
JOHNSON & JOHNSON COM 478160104 4,738 36,444 SH   DFND 2 0 32,710 0
JOHNSON & JOHNSON COM 478160104 545 4,189 SH   DFND 5 0 0 0
JOHNSON & JOHNSON COM 478160104 4,929 37,914 SH   DFND 6 0 37,914 0
JOHNSON & JOHNSON COM 478160104 4,887 37,588 SH   DFND 8 0 37,588 0
JOHNSON & JOHNSON COM 478160104 17,907 137,739 SH   DFND 7 0 114,816 0
JOHNSON & JOHNSON COM 478160104 2,022 15,556 SH   DFND 3 0 15,556 0
JOHNSON CTLS INTL PLC SHS G51502105 3,967 98,473 SH   DFND 2 0 98,473 0
JOHNSON CTLS INTL PLC SHS G51502105 1,525 37,853 SH   DFND 7 0 37,319 0
JONES LANG LASALLE INC COM 48020Q107 206 1,664 SH   DFND 7 0 1,664 0
JPMORGAN CHASE & CO COM 46625H100 25,410 266,045 SH   DFND 6 0 266,045 0
JPMORGAN CHASE & CO COM 46625H100 3,975 41,618 SH   DFND 2 0 36,493 0
JPMORGAN CHASE & CO COM 46625H100 53,776 563,044 SH   DFND 8 0 563,044 0
JPMORGAN CHASE & CO COM 46625H100 8,887 93,044 SH   DFND 7 0 89,101 0
JPMORGAN CHASE & CO COM 46625H100 937 9,806 SH   DFND 3 0 9,806 0
JUNIPER NETWORKS INC COM 48203R104 2,476 88,970 SH   DFND 7 0 88,970 0
K2M GROUP HLDGS INC COM 48273J107 9,640 454,491 SH   DFND 8 0 454,491 0
KANSAS CITY SOUTHERN COM NEW 485170302 443 4,073 SH   DFND 7 0 4,073 0
KELLOGG CO COM 487836108 2,926 46,916 SH   DFND 7 0 22,901 0
KEYCORP NEW COM 493267108 19,548 1,038,670 SH   DFND 2 0 801,853 0
KEYCORP NEW COM 493267108 926 49,194 SH   DFND 7 0 43,069 0
KILROY RLTY CORP COM 49427F108 6,177 86,847 SH   DFND 6 0 86,847 0
KIMBERLY CLARK CORP COM 494368103 17,721 150,586 SH   DFND 7 0 103,387 0
KIMCO RLTY CORP COM 49446R109 217 11,101 SH   DFND 7 0 11,101 0
KIMCO RLTY CORP COM 49446R109 35,287 1,804,976 SH   DFND 6 0 1,804,976 0
KINDER MORGAN INC DEL COM 49456B101 4,801 250,330 SH   DFND 8 0 250,330 0
KINDER MORGAN INC DEL COM 49456B101 16,207 845,000 SH   DFND 6 0 845,000 0
KINDER MORGAN INC DEL COM 49456B101 2,174 113,339 SH   DFND 7 0 113,339 0
KINROSS GOLD CORP COM NO PAR 496902404 118 27,878 SH   DFND 7 0 27,878 0
KKR & CO L P DEL COM UNITS 48248M102 1,619 79,655 SH   DFND 3 0 79,655 0
KKR & CO L P DEL COM UNITS 48248M102 1,579 77,653 SH   DFND 7 0 77,653 0
KKR & CO L P DEL COM UNITS 48248M102 5,078 249,781 SH   DFND 2 0 249,781 0
KKR & CO L P DEL COM UNITS 48248M102 4,155 204,380 SH   DFND 6 0 204,380 0
KKR & CO L P DEL COM UNITS 48248M102 373 18,357 SH   DFND 5 0 0 0
KLA-TENCOR CORP COM 482480100 2,480 23,397 SH   DFND 7 0 23,397 0
KLA-TENCOR CORP COM 482480100 4,443 41,915 SH   DFND 2 0 41,915 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 14,489 348,701 SH   DFND 8 0 348,701 0
KOHLS CORP COM 500255104 2,299 50,357 SH   DFND 7 0 50,076 0
KRAFT HEINZ CO COM 500754106 1,988 25,631 SH   DFND 7 0 25,630 0
KROGER CO COM 501044101 849 42,306 SH   DFND 7 0 42,306 0
KROGER CO COM 501044101 1,708 85,143 SH   DFND 2 0 62,473 0
L BRANDS INC COM 501797104 825 19,821 SH   DFND 7 0 5,013 0
L BRANDS INC COM 501797104 7,389 177,584 SH   DFND 3 0 177,584 0
L BRANDS INC COM 501797104 6,452 155,052 SH   DFND 6 0 155,052 0
L BRANDS INC COM 501797104 1,313 31,552 SH   DFND 8 0 31,552 0
L3 TECHNOLOGIES INC COM 502413107 268 1,420 SH   DFND 7 0 1,420 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 22,056 146,096 SH   DFND 6 0 146,096 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 622 4,120 SH   DFND 7 0 4,120 0
LAM RESEARCH CORP COM 512807108 11,726 63,371 SH   DFND 8 0 63,371 0
LAM RESEARCH CORP COM 512807108 11,943 64,545 SH   DFND 7 0 42,017 0
LAS VEGAS SANDS CORP COM 517834107 3,828 59,662 SH   DFND 3 0 59,662 0
LAS VEGAS SANDS CORP COM 517834107 1,887 29,418 SH   DFND 8 0 29,418 0
LAS VEGAS SANDS CORP COM 517834107 836 13,025 SH   DFND 7 0 13,025 0
LAS VEGAS SANDS CORP COM 517834107 31,656 493,397 SH   DFND 6 0 493,397 0
LAS VEGAS SANDS CORP COM 517834107 783 12,199 SH   DFND 2 0 12,199 0
LAUDER ESTEE COS INC CL A 518439104 8,610 79,843 SH   DFND 7 0 71,614 0
LAUDER ESTEE COS INC CL A 518439104 13,853 128,460 SH   DFND 8 0 128,460 0
LEAR CORP COM NEW 521865204 6,523 37,685 SH   DFND 2 0 37,685 0
LEAR CORP COM NEW 521865204 1,665 9,618 SH   DFND 7 0 9,618 0
LEGGETT & PLATT INC COM 524660107 1,630 34,160 SH   DFND 7 0 8,269 0
LENNAR CORP CL A 526057104 201 3,809 SH   DFND 7 0 3,809 0
LENNOX INTL INC COM 526107107 1,023 5,715 SH   DFND 7 0 5,715 0
LENNOX INTL INC COM 526107107 3,129 17,485 SH   DFND 2 0 17,485 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 632 11,863 SH   DFND 7 0 11,863 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,946 36,523 SH   DFND 8 0 36,523 0
LIBERTY BROADBAND CORP COM SER C 530307305 243 2,548 SH   DFND 7 0 2,548 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 252 7,438 SH   DFND 7 0 7,438 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 4,080 120,320 SH   DFND 2 0 117,233 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 784 23,962 SH   DFND 7 0 23,962 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 266 8,139 SH   DFND 2 0 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 235 9,960 SH   DFND 7 0 9,960 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 17,080 14,364,000 PRN   DFND 2 0 12,395,787 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 16,586 13,650,000 PRN   DFND 2 0 12,001,650 0
LIBERTY PPTY TR SH BEN INT 531172104 255 6,212 SH   DFND 7 0 6,212 0
LIBERTY PPTY TR SH BEN INT 531172104 4,497 109,521 SH   DFND 6 0 109,521 0
LIFE STORAGE INC COM 53223X107 519 6,350 SH   DFND 6 0 6,350 0
LILLY ELI & CO COM 532457108 20,045 234,330 SH   DFND 2 0 207,761 0
LILLY ELI & CO COM 532457108 2,231 26,085 SH   DFND 7 0 21,613 0
LILLY ELI & CO COM 532457108 1,155 13,500 SH   DFND 4 0 13,500 0
LILLY ELI & CO COM 532457108 19,742 230,797 SH   DFND 8 0 230,797 0
LINCOLN NATL CORP IND COM 534187109 4,003 54,480 SH   DFND 2 0 54,480 0
LINCOLN NATL CORP IND COM 534187109 883 12,017 SH   DFND 7 0 12,017 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 2,030 60,674 SH   DFND 8 0 60,674 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,215 38,209 SH   DFND 2 0 38,209 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 10,243 322,215 SH   DFND 8 0 322,215 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,934 44,399 SH   DFND 8 0 44,399 0
LKQ CORP COM 501889208 4,872 135,376 SH   DFND 2 0 30,000 0
LKQ CORP COM 501889208 406 11,283 SH   DFND 7 0 11,283 0
LOEWS CORP COM 540424108 4,345 90,788 SH   DFND 7 0 73,395 0
LOWES COS INC COM 548661107 5,248 65,654 SH   DFND 7 0 62,967 0
LOWES COS INC COM 548661107 11,581 144,874 SH   DFND 2 0 142,470 0
LTC PPTYS INC COM 502175102 6,825 145,275 SH   DFND 6 0 145,275 0
LULULEMON ATHLETICA INC COM 550021109 9,312 149,595 SH   DFND 8 0 149,595 0
LUXOFT HLDG INC ORD SHS CL A G57279104 1,052 21,999 SH   DFND 2 0 21,999 0
LUXOFT HLDG INC ORD SHS CL A G57279104 20,275 424,161 SH   DFND 1 0 382,995 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,803 48,493 SH   DFND 7 0 30,442 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 24,102 243,331 SH   DFND 2 0 233,460 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 30,919 312,159 SH   DFND 8 0 312,159 0
M & T BK CORP COM 55261F104 977 6,064 SH   DFND 7 0 6,064 0
MACERICH CO COM 554382101 285 5,176 SH   DFND 7 0 5,176 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 11,664 261,466 SH   DFND 8 0 261,466 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,603 1,653,000 PRN   DFND 2 0 5,835 0
MACYS INC COM 55616P104 1,086 49,748 SH   DFND 2 0 49,748 0
MACYS INC COM 55616P104 3,139 143,873 SH   DFND 7 0 113,882 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 518 7,287 SH   DFND 7 0 7,287 0
MAGNA INTL INC COM 559222401 468 8,770 SH   DFND 7 0 8,770 0
MAGNA INTL INC COM 559222401 2,971 55,651 SH   DFND 8 0 55,651 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 550 19,146 SH   DFND 5 0 19,146 0
MANPOWERGROUP INC COM 56418H100 5,769 48,961 SH   DFND 7 0 32,253 0
MANPOWERGROUP INC COM 56418H100 4,379 37,165 SH   DFND 2 0 37,165 0
MANULIFE FINL CORP COM 56501R106 1,992 98,169 SH   DFND 2 0 98,169 0
MANULIFE FINL CORP COM 56501R106 855 42,158 SH   DFND 7 0 42,158 0
MARATHON OIL CORP COM 565849106 434 31,976 SH   DFND 7 0 31,976 0
MARATHON OIL CORP COM 565849106 4,184 308,528 SH   DFND 8 0 308,528 0
MARATHON OIL CORP COM 565849106 14,496 1,069,047 SH   DFND 2 0 908,624 0
MARATHON PETE CORP COM 56585A102 1,196 21,330 SH   DFND 7 0 21,330 0
MARKEL CORP COM 570535104 1,661 1,555 SH   DFND 7 0 1,442 0
MARRIOTT INTL INC NEW CL A 571903202 3,075 27,892 SH   DFND 7 0 163,234 0
MARRIOTT INTL INC NEW CL A 571903202 6,004 54,451 SH   DFND 2 0 54,451 0
MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAA5 1,045 1,000,000 PRN   DFND 2 0 1,000,000 0
MARSH & MCLENNAN COS INC COM 571748102 18,198 217,133 SH   DFND 3 0 217,133 0
MARSH & MCLENNAN COS INC COM 571748102 11,441 136,511 SH   DFND 7 0 104,355 0
MARSH & MCLENNAN COS INC COM 571748102 288 3,436 SH   DFND 5 0 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,476 41,473 SH   DFND 2 0 41,473 0
MARSH & MCLENNAN COS INC COM 571748102 3,562 42,495 SH   DFND 8 0 42,495 0
MARSH & MCLENNAN COS INC COM 571748102 1,967 23,474 SH   DFND 6 0 23,474 0
MARTIN MARIETTA MATLS INC COM 573284106 1,335 6,471 SH   DFND 4 0 6,471 0
MARTIN MARIETTA MATLS INC COM 573284106 231 1,121 SH   DFND 7 0 1,121 0
MASCO CORP COM 574599106 239 6,114 SH   DFND 8 0 6,114 0
MASCO CORP COM 574599106 842 21,596 SH   DFND 2 0 21,596 0
MASCO CORP COM 574599106 1,268 32,505 SH   DFND 7 0 17,116 0
MASCO CORP COM 574599106 15,916 408,000 SH   DFND 6 0 408,000 0
MASTERCARD INCORPORATED CL A 57636Q104 7,398 52,391 SH   DFND 8 0 52,391 0
MASTERCARD INCORPORATED CL A 57636Q104 18,325 129,781 SH   DFND 3 0 129,781 0
MASTERCARD INCORPORATED CL A 57636Q104 205 1,450 SH   DFND 5 0 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,365 16,747 SH   DFND 6 0 16,747 0
MASTERCARD INCORPORATED CL A 57636Q104 2,851 20,193 SH   DFND 2 0 20,193 0
MASTERCARD INCORPORATED CL A 57636Q104 21,726 153,864 SH   DFND 7 0 122,585 0
MATTEL INC COM 577081102 229 14,800 SH   DFND 7 0 14,800 0
MATTEL INC COM 577081102 9,462 611,263 SH   DFND 2 0 611,263 0
MAXIM INTEGRATED PRODS INC COM 57772K101 408 8,555 SH   DFND 7 0 8,555 0
MCCORMICK & CO INC COM NON VTG 579780206 3,579 34,866 SH   DFND 7 0 10,409 0
MCDERMOTT INTL INC COM 580037109 2,193 301,700 SH   DFND 2 0 301,700 0
MCDONALDS CORP COM 580135101 11,258 71,854 SH   DFND 2 0 57,267 0
MCDONALDS CORP COM 580135101 18,588 118,639 SH   DFND 7 0 100,918 0
MCKESSON CORP COM 58155Q103 1,348 8,776 SH   DFND 7 0 8,776 0
MCKESSON CORP COM 58155Q103 7,706 50,167 SH   DFND 2 0 50,167 0
MEDTRONIC PLC SHS G5960L103 17,565 225,864 SH   DFND 6 0 225,864 0
MEDTRONIC PLC SHS G5960L103 10,897 140,122 SH   DFND 2 0 137,152 0
MEDTRONIC PLC SHS G5960L103 3,242 41,684 SH   DFND 7 0 38,247 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 593 24,569 SH   DFND 7 0 29,599 0
MERCADOLIBRE INC COM 58733R102 633 2,446 SH   DFND 8 0 2,446 0
MERCADOLIBRE INC COM 58733R102 860 3,321 SH   DFND 7 0 3,321 0
MERCK & CO INC COM 58933Y105 23,784 371,445 SH   DFND 7 0 310,027 0
MERCK & CO INC COM 58933Y105 12,853 200,735 SH   DFND 2 0 169,725 0
MERCK & CO INC COM 58933Y105 8,686 135,660 SH   DFND 3 0 135,660 0
MERCK & CO INC COM 58933Y105 784 12,252 SH   DFND 5 0 0 0
MERCK & CO INC COM 58933Y105 41,355 645,864 SH   DFND 8 0 645,864 0
MERCK & CO INC COM 58933Y105 5,668 88,519 SH   DFND 6 0 88,519 0
METHANEX CORP COM 59151K108 1,585 31,501 SH   DFND 8 0 31,501 0
METLIFE INC COM 59156R108 11,841 227,934 SH   DFND 2 0 205,998 0
METLIFE INC COM 59156R108 1,016 19,561 SH   DFND 7 0 19,561 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,643 2,624 SH   DFND 2 0 2,624 0
METTLER TOLEDO INTERNATIONAL COM 592688105 14,213 22,698 SH   DFND 7 0 20,631 0
MGIC INVT CORP WIS COM 552848103 6,337 505,759 SH   DFND 2 0 505,759 0
MGIC INVT CORP WIS COM 552848103 1,957 156,169 SH   DFND 7 0 156,169 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 11,314 374,500 SH   DFND 6 0 374,500 0
MGM RESORTS INTERNATIONAL COM 552953101 1,421 43,590 SH   DFND 8 0 43,590 0
MGM RESORTS INTERNATIONAL COM 552953101 279 8,573 SH   DFND 7 0 8,573 0
MICHAEL KORS HLDGS LTD SHS G60754101 9,140 191,021 SH   DFND 7 0 165,245 0
MICROCHIP TECHNOLOGY INC COM 595017104 981 10,927 SH   DFND 7 0 10,927 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,831 20,399 SH   DFND 2 0 20,399 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13,976 8,000,000 PRN   DFND 2 0 8,000,000 0
MICRON TECHNOLOGY INC COM 595112103 3,527 89,666 SH   DFND 7 0 89,666 0
MICRON TECHNOLOGY INC COM 595112103 6,136 156,002 SH   DFND 2 0 108,998 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 22,503 16,283,000 PRN   DFND 2 0 12,628,767 0
MICROSEMI CORP COM 595137100 12,302 238,958 SH   DFND 8 0 238,958 0
MICROSOFT CORP COM 594918104 132,897 1,784,090 SH   DFND 8 0 1,784,090 0
MICROSOFT CORP COM 594918104 22,431 301,127 SH   DFND 7 0 293,887 0
MICROSOFT CORP COM 594918104 14,741 197,896 SH   DFND 2 0 143,057 0
MICROSOFT CORP COM 594918104 25,642 344,228 SH   DFND 6 0 344,228 0
MID AMER APT CMNTYS INC COM 59522J103 217 2,029 SH   DFND 7 0 2,029 0
MID AMER APT CMNTYS INC COM 59522J103 10,355 96,884 SH   DFND 6 0 96,884 0
MIDDLEBY CORP COM 596278101 334 2,603 SH   DFND 7 0 2,603 0
MINERALS TECHNOLOGIES INC COM 603158106 7,487 105,973 SH   DFND 8 0 105,973 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,262 216,648 SH   DFND 1 0 230,475 0
MOHAWK INDS INC COM 608190104 6,734 27,208 SH   DFND 7 0 25,123 0
MOLSON COORS BREWING CO CL B 60871R209 354 4,338 SH   DFND 7 0 4,338 0
MOLSON COORS BREWING CO CL B 60871R209 898 11,000 SH   DFND 4 0 11,000 0
MONDELEZ INTL INC CL A 609207105 2,609 64,175 SH   DFND 7 0 60,487 0
MONDELEZ INTL INC CL A 609207105 15,943 392,100 SH   DFND 6 0 392,100 0
MONDELEZ INTL INC CL A 609207105 5,348 131,528 SH   DFND 2 0 92,282 0
MONSANTO CO NEW COM 61166W101 16,320 136,204 SH   DFND 7 0 125,411 0
MONSANTO CO NEW COM 61166W101 2,742 22,888 SH   DFND 8 0 22,888 0
MONSTER BEVERAGE CORP NEW COM 61174X109 21,864 395,734 SH   DFND 8 0 395,734 0
MONSTER BEVERAGE CORP NEW COM 61174X109 502 9,093 SH   DFND 7 0 9,093 0
MOODYS CORP COM 615369105 981 7,045 SH   DFND 7 0 7,045 0
MOODYS CORP COM 615369105 681 4,892 SH   DFND 2 0 4,892 0
MORGAN STANLEY COM NEW 617446448 1,677 34,819 SH   DFND 2 0 34,819 0
MORGAN STANLEY COM NEW 617446448 1,467 30,456 SH   DFND 7 0 30,456 0
MOSAIC CO NEW COM 61945C103 4,462 206,689 SH   DFND 2 0 206,689 0
MOSAIC CO NEW COM 61945C103 321 14,871 SH   DFND 7 0 14,871 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,228 49,815 SH   DFND 7 0 23,207 0
MRC GLOBAL INC COM 55345K103 9,423 538,785 SH   DFND 8 0 538,785 0
MSA SAFETY INC COM 553498106 10,449 131,422 SH   DFND 8 0 131,422 0
MSCI INC COM 55354G100 2,069 17,698 SH   DFND 7 0 14,755 0
MSCI INC COM 55354G100 8,030 68,689 SH   DFND 3 0 68,689 0
MSCI INC COM 55354G100 4,075 34,859 SH   DFND 6 0 34,859 0
MSCI INC COM 55354G100 2,010 17,191 SH   DFND 8 0 17,191 0
MSCI INC COM 55354G100 3,048 26,072 SH   DFND 2 0 26,072 0
NABORS INDUSTRIES LTD SHS G6359F103 4,230 524,160 SH   DFND 8 0 524,160 0
NASDAQ INC COM 631103108 18,725 241,400 SH   DFND 6 0 241,400 0
NASDAQ INC COM 631103108 6,045 77,932 SH   DFND 7 0 77,932 0
NASDAQ INC COM 631103108 3,237 41,733 SH   DFND 3 0 41,733 0
NASDAQ INC COM 631103108 963 12,412 SH   DFND 8 0 12,412 0
NATIONAL HEALTH INVS INC COM 63633D104 14,049 181,764 SH   DFND 6 0 181,764 0
NATIONAL OILWELL VARCO INC COM 637071101 614 17,181 SH   DFND 7 0 14,717 0
NCI BUILDING SYS INC COM NEW 628852204 12,271 786,578 SH   DFND 8 0 786,578 0
NETAPP INC COM 64110D104 1,842 42,085 SH   DFND 7 0 32,766 0
NETEASE INC SPONSORED ADR 64110W102 16,011 60,690 SH   DFND 5 0 27,439,314 0
NETFLIX INC COM 64110L106 3,090 17,040 SH   DFND 7 0 17,040 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 32,037 522,801 SH   DFND 8 0 522,801 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 17,052 193,205 SH   DFND 8 0 193,205 0
NEW RELIC INC COM 64829B100 17,464 350,687 SH   DFND 8 0 350,687 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 646 38,596 SH   DFND 7 0 38,596 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 2,353 140,640 SH   DFND 2 0 140,640 0
NEW YORK CMNTY BANCORP INC COM 649445103 249 19,335 SH   DFND 7 0 16,498 0
NEWELL BRANDS INC COM 651229106 5,886 137,954 SH   DFND 2 0 137,954 0
NEWELL BRANDS INC COM 651229106 825 19,329 SH   DFND 7 0 19,329 0
NEWFIELD EXPL CO COM 651290108 242 8,157 SH   DFND 7 0 8,157 0
NEWMONT MINING CORP COM 651639106 717 19,124 SH   DFND 7 0 19,124 0
NEWMONT MINING CORP COM 651639106 1,183 31,537 SH   DFND 8 0 31,537 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 11,387 182,773 SH   DFND 8 0 182,773 0
NEXTERA ENERGY INC COM 65339F101 5,182 35,361 SH   DFND 7 0 32,596 0
NEXTERA ENERGY INC COM 65339F101 7,625 52,029 SH   DFND 8 0 52,029 0
NEXTERA ENERGY INC COM 65339F101 5,265 35,928 SH   DFND 2 0 11,922 0
NIELSEN HLDGS PLC SHS EUR G6518L108 275 6,623 SH   DFND 7 0 6,623 0
NIKE INC CL B 654106103 3,448 66,506 SH   DFND 7 0 66,506 0
NIKE INC CL B 654106103 27,869 537,484 SH   DFND 8 0 537,484 0
NIKE INC CL B 654106103 36,964 712,896 SH   DFND 6 0 712,896 0
NIKE INC CL B 654106103 3,046 58,742 SH   DFND 2 0 58,742 0
NISOURCE INC COM 65473P105 553 21,627 SH   DFND 7 0 21,627 0
NISOURCE INC COM 65473P105 757 29,587 SH   DFND 8 0 29,587 0
NOBLE CORP PLC SHS USD G65431101 2,043 444,228 SH   DFND 2 0 444,228 0
NOBLE ENERGY INC COM 655044105 500 17,633 SH   DFND 7 0 17,633 0
NOKIA CORP SPONSORED ADR 654902204 7,839 1,310,877 SH   DFND 3 0 1,310,877 0
NORDSTROM INC COM 655664100 7,363 156,169 SH   DFND 7 0 128,820 0
NORDSTROM INC COM 655664100 628 13,320 SH   DFND 2 0 13,320 0
NORFOLK SOUTHERN CORP COM 655844108 1,652 12,489 SH   DFND 2 0 12,489 0
NORFOLK SOUTHERN CORP COM 655844108 1,556 11,765 SH   DFND 7 0 11,765 0
NORTHERN TR CORP COM 665859104 819 8,912 SH   DFND 7 0 8,912 0
NORTHROP GRUMMAN CORP COM 666807102 15,714 54,616 SH   DFND 7 0 36,344 0
NORTHROP GRUMMAN CORP COM 666807102 44,891 156,023 SH   DFND 8 0 156,023 0
NORTHROP GRUMMAN CORP COM 666807102 839 2,916 SH   DFND 2 0 2,916 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 18,173 336,226 SH   DFND 8 0 336,226 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 741 13,706 SH   DFND 2 0 13,706 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 429 7,944 SH   DFND 7 0 7,944 0
NOVARTIS A G SPONSORED ADR 66987V109 2,799 32,601 SH   DFND 8 0 32,601 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,218 77,471 SH   DFND 7 0 56,941 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,518 1,500,000 PRN   DFND 2 0 1,500,000 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 9,151 9,751,000 PRN   DFND 2 0 9,027,588 0
NUCOR CORP COM 670346105 2,123 37,875 SH   DFND 8 0 37,875 0
NUCOR CORP COM 670346105 902 16,087 SH   DFND 7 0 16,087 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 14,428 12,668,000 PRN   DFND 2 0 10,044,597 0
NVIDIA CORP COM 67066G104 4,255 23,803 SH   DFND 7 0 23,803 0
NVR INC COM 62944T105 5,990 2,098 SH   DFND 7 0 1,457 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 12,608 10,400,000 PRN   DFND 2 0 10,003,889 0
NXP SEMICONDUCTORS N V COM N6596X109 1,992 17,611 SH   DFND 4 0 17,611 0
NXP SEMICONDUCTORS N V COM N6596X109 8,671 76,675 SH   DFND 7 0 55,257 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 424 1,970 SH   DFND 7 0 1,970 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,185 33,362 SH   DFND 8 0 33,362 0
OCCIDENTAL PETE CORP DEL COM 674599105 18,032 280,832 SH   DFND 7 0 254,752 0
OCCIDENTAL PETE CORP DEL COM 674599105 17,305 269,501 SH   DFND 2 0 233,852 0
OFFICE DEPOT INC COM 676220106 2,681 590,500 SH   DFND 2 0 590,500 0
OLD DOMINION FGHT LINES INC COM 679580100 920 8,352 SH   DFND 2 0 8,352 0
OMEGA HEALTHCARE INVS INC COM 681936100 7,233 226,668 SH   DFND 6 0 226,668 0
OMNICOM GROUP INC COM 681919106 2,571 34,713 SH   DFND 7 0 10,292 0
OMNICOM GROUP INC COM 681919106 278 3,757 SH   DFND 2 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,872 101,330 SH   DFND 2 0 101,330 0
ON SEMICONDUCTOR CORP COM 682189105 15,522 840,401 SH   DFND 8 0 840,401 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 14,313 11,970,000 PRN   DFND 2 0 11,238,792 0
ONEOK INC NEW COM 682680103 1,033 18,646 SH   DFND 7 0 18,646 0
OPEN TEXT CORP COM 683715106 1,035 32,038 SH   DFND 7 0 6,187 0
ORACLE CORP COM 68389X105 2,847 58,892 SH   DFND 2 0 26,615 0
ORACLE CORP COM 68389X105 11,573 239,351 SH   DFND 7 0 208,394 0
ORACLE CORP COM 68389X105 233 4,812 SH   DFND 6 0 4,812 0
OSHKOSH CORP COM 688239201 17,245 208,933 SH   DFND 8 0 208,933 0
OWENS CORNING NEW COM 690742101 1,948 25,185 SH   DFND 2 0 25,185 0
OWENS CORNING NEW COM 690742101 286 3,699 SH   DFND 7 0 3,699 0
OWENS ILL INC COM NEW 690768403 232 9,209 SH   DFND 7 0 9,209 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,265 36,880 SH   DFND 8 0 36,880 0
PACCAR INC COM 693718108 604 8,354 SH   DFND 7 0 8,354 0
PACIFIC PREMIER BANCORP COM 69478X105 8,609 228,050 SH   DFND 8 0 228,050 0
PACKAGING CORP AMER COM 695156109 1,987 17,325 SH   DFND 8 0 17,325 0
PACKAGING CORP AMER COM 695156109 2,426 21,155 SH   DFND 7 0 21,155 0
PACKAGING CORP AMER COM 695156109 9,790 85,367 SH   DFND 2 0 85,367 0
PALO ALTO NETWORKS INC COM 697435105 8,844 61,375 SH   DFND 8 0 61,375 0
PALO ALTO NETWORKS INC COM 697435105 238 1,650 SH   DFND 7 0 1,650 0
PARAMOUNT GROUP INC COM 69924R108 17,391 1,086,968 SH   DFND 6 0 1,086,968 0
PARKER HANNIFIN CORP COM 701094104 2,153 12,299 SH   DFND 7 0 9,463 0
PATTERSON COMPANIES INC COM 703395103 4,835 125,100 SH   DFND 2 0 125,100 0
PAYCHEX INC COM 704326107 3,857 64,323 SH   DFND 7 0 28,200 0
PAYPAL HLDGS INC COM 70450Y103 9,026 140,964 SH   DFND 8 0 140,964 0
PAYPAL HLDGS INC COM 70450Y103 1,592 24,861 SH   DFND 7 0 24,861 0
PAYPAL HLDGS INC COM 70450Y103 5,441 84,968 SH   DFND 2 0 28,798 0
PDC ENERGY INC COM 69327R101 13,200 269,227 SH   DFND 8 0 269,227 0
PEBBLEBROOK HOTEL TR COM 70509V100 8,079 223,540 SH   DFND 6 0 223,540 0
PEMBINA PIPELINE CORP COM 706327103 3,039 86,589 SH   DFND 7 0 80,165 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 28,749 2,740,657 SH   DFND 6 0 2,740,657 0
PENTAIR PLC SHS G7S00T104 245 3,609 SH   DFND 7 0 3,609 0
PENTAIR PLC SHS G7S00T104 7,594 111,739 SH   DFND 2 0 111,739 0
PEOPLES UNITED FINANCIAL INC COM 712704105 210 11,585 SH   DFND 7 0 11,585 0
PEPSICO INC COM 713448108 17,243 154,740 SH   DFND 7 0 117,632 0
PEPSICO INC COM 713448108 42,375 380,285 SH   DFND 8 0 380,285 0
PEPSICO INC COM 713448108 5,361 48,112 SH   DFND 2 0 16,678 0
PEPSICO INC COM 713448108 211 1,892 SH   DFND 6 0 1,892 0
PERRIGO CO PLC SHS G97822103 298 3,519 SH   DFND 7 0 2,803 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 17,677 1,829,936 SH   DFND 4 0 1,196,627 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,924 406,197 SH   DFND 2 0 406,197 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 170 16,919 SH   DFND 8 0 33,838 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,198 218,900 SH   DFND 2 0 218,900 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 14,898 1,483,903 SH   DFND 4 0 2,099,712 0
PFIZER INC COM 717081103 23,271 651,856 SH   DFND 7 0 532,036 0
PFIZER INC COM 717081103 7,639 213,990 SH   DFND 2 0 174,717 0
PFIZER INC COM 717081103 297 8,321 SH   DFND 6 0 8,321 0
PG&E CORP COM 69331C108 3,700 54,339 SH   DFND 8 0 54,339 0
PG&E CORP COM 69331C108 800 11,755 SH   DFND 7 0 11,059 0
PHILIP MORRIS INTL INC COM 718172109 207 1,864 SH   DFND 6 0 1,864 0
PHILIP MORRIS INTL INC COM 718172109 289 2,601 SH   DFND 2 0 0 0
PHILIP MORRIS INTL INC COM 718172109 11,941 107,567 SH   DFND 7 0 85,246 0
PHILLIPS 66 COM 718546104 6,532 71,297 SH   DFND 8 0 71,297 0
PHILLIPS 66 COM 718546104 1,592 17,377 SH   DFND 7 0 17,377 0
PHYSICIANS RLTY TR COM 71943U104 5,831 328,865 SH   DFND 6 0 328,865 0
PINNACLE FOODS INC DEL COM 72348P104 638 11,163 SH   DFND 8 0 11,163 0
PINNACLE FOODS INC DEL COM 72348P104 2,152 37,638 SH   DFND 2 0 37,638 0
PINNACLE FOODS INC DEL COM 72348P104 1,642 28,729 SH   DFND 7 0 28,729 0
PINNACLE WEST CAP CORP COM 723484101 325 3,840 SH   DFND 7 0 3,840 0
PINNACLE WEST CAP CORP COM 723484101 1,834 21,689 SH   DFND 8 0 21,689 0
PIONEER NAT RES CO COM 723787107 1,021 6,920 SH   DFND 7 0 6,920 0
PIONEER NAT RES CO COM 723787107 5,235 35,479 SH   DFND 8 0 35,479 0
PIONEER NAT RES CO COM 723787107 13,574 92,000 SH   DFND 6 0 92,000 0
PLEXUS CORP COM 729132100 9,810 174,920 SH   DFND 8 0 174,920 0
PNC FINL SVCS GROUP INC COM 693475105 8,478 62,904 SH   DFND 7 0 62,901 0
PNM RES INC COM 69349H107 7,841 194,559 SH   DFND 8 0 194,559 0
POLARIS INDS INC COM 731068102 2,194 20,969 SH   DFND 6 0 20,969 0
POLARIS INDS INC COM 731068102 365 3,491 SH   DFND 7 0 3,491 0
POLARIS INDS INC COM 731068102 275 2,633 SH   DFND 5 0 0 0
POLARIS INDS INC COM 731068102 816 7,802 SH   DFND 3 0 7,802 0
POTASH CORP SASK INC COM 73755L107 346 17,991 SH   DFND 7 0 17,991 0
POTASH CORP SASK INC COM 73755L107 596 30,961 SH   DFND 8 0 30,961 0
PPG INDS INC COM 693506107 1,762 16,215 SH   DFND 7 0 15,505 0
PPL CORP COM 69351T106 6,237 164,352 SH   DFND 7 0 26,047 0
PRA HEALTH SCIENCES INC COM 69354M108 406 5,330 SH   DFND 7 0 5,330 0
PRAXAIR INC COM 74005P104 2,682 19,195 SH   DFND 8 0 19,195 0
PRAXAIR INC COM 74005P104 9,653 69,081 SH   DFND 7 0 53,270 0
PRICE T ROWE GROUP INC COM 74144T108 2,467 27,210 SH   DFND 7 0 13,007 0
PRICELINE GRP INC COM NEW 741503403 3,208 1,752 SH   DFND 2 0 1,752 0
PRICELINE GRP INC COM NEW 741503403 18,748 10,240 SH   DFND 6 0 10,240 0
PRICELINE GRP INC COM NEW 741503403 5,269 2,878 SH   DFND 7 0 2,878 0
PRICELINE GRP INC COM NEW 741503403 35,566 19,426 SH   DFND 8 0 19,426 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6,868 4,758,000 PRN   DFND 2 0 4,500,196 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,690 3,200,000 PRN   DFND 2 0 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,382 37,021 SH   DFND 7 0 37,021 0
PRINCIPAL FINL GROUP INC COM 74251V102 6,246 97,074 SH   DFND 2 0 97,074 0
PROCTER AND GAMBLE CO COM 742718109 17,365 190,861 SH   DFND 7 0 160,660 0
PROCTER AND GAMBLE CO COM 742718109 321 3,532 SH   DFND 6 0 3,532 0
PROCTER AND GAMBLE CO COM 742718109 9,092 99,930 SH   DFND 2 0 58,789 0
PROGRESSIVE CORP OHIO COM 743315103 6,161 127,245 SH   DFND 2 0 127,245 0
PROGRESSIVE CORP OHIO COM 743315103 13,267 274,007 SH   DFND 7 0 218,363 0
PROLOGIS INC COM 74340W103 5,854 92,244 SH   DFND 6 0 92,244 0
PROLOGIS INC COM 74340W103 1,380 21,742 SH   DFND 7 0 21,742 0
PROOFPOINT INC COM 743424103 18,246 209,196 SH   DFND 8 0 209,196 0
PRUDENTIAL FINL INC COM 744320102 3,938 37,040 SH   DFND 7 0 37,040 0
PRUDENTIAL FINL INC COM 744320102 9,116 85,743 SH   DFND 2 0 56,353 0
PTC INC COM 69370C100 22,476 399,369 SH   DFND 8 0 399,369 0
PUBLIC STORAGE COM 74460D109 62,140 290,386 SH   DFND 6 0 290,386 0
PUBLIC STORAGE COM 74460D109 1,005 4,697 SH   DFND 7 0 4,697 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 538 11,636 SH   DFND 7 0 11,636 0
PVH CORP COM 693656100 2,134 16,925 SH   DFND 8 0 16,925 0
PVH CORP COM 693656100 411 3,260 SH   DFND 7 0 3,260 0
QORVO INC COM 74736K101 216 3,058 SH   DFND 7 0 3,058 0
QTS RLTY TR INC COM CL A 74736A103 20,932 399,775 SH   DFND 6 0 399,775 0
QUALCOMM INC COM 747525103 15,735 303,533 SH   DFND 8 0 303,533 0
QUALCOMM INC COM 747525103 1,930 37,224 SH   DFND 7 0 35,119 0
QUEST DIAGNOSTICS INC COM 74834L100 11,829 126,329 SH   DFND 7 0 113,001 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 701 7,377 SH   DFND 7 0 7,377 0
RADIAN GROUP INC COM 750236101 824 44,075 SH   DFND 7 0 44,075 0
RALPH LAUREN CORP CL A 751212101 3,490 39,525 SH   DFND 7 0 32,978 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 5,889 452,622 SH   DFND 6 0 452,622 0
RANDGOLD RES LTD ADR 752344309 10,984 112,468 SH   DFND 8 0 112,468 0
RANGE RES CORP COM 75281A109 25,894 1,323,173 SH   DFND 8 0 1,323,173 0
RAYMOND JAMES FINANCIAL INC COM 754730109 537 6,365 SH   DFND 7 0 6,365 0
RAYMOND JAMES FINANCIAL INC COM 754730109 820 9,724 SH   DFND 2 0 9,724 0
RAYTHEON CO COM NEW 755111507 22,929 122,893 SH   DFND 7 0 88,922 0
RAYTHEON CO COM NEW 755111507 54,905 294,268 SH   DFND 8 0 294,268 0
REALTY INCOME CORP COM 756109104 3,203 56,011 SH   DFND 6 0 56,011 0
REALTY INCOME CORP COM 756109104 312 5,455 SH   DFND 7 0 5,455 0
RED HAT INC COM 756577102 6,059 54,652 SH   DFND 7 0 51,337 0
RED HAT INC COM 756577102 3,951 35,637 SH   DFND 2 0 12,840 0
REGENCY CTRS CORP COM 758849103 5,431 87,542 SH   DFND 6 0 87,542 0
REGENCY CTRS CORP COM 758849103 226 3,642 SH   DFND 7 0 3,642 0
REGENERON PHARMACEUTICALS COM 75886F107 761 1,701 SH   DFND 7 0 1,701 0
REGIONS FINL CORP NEW COM 7591EP100 739 48,516 SH   DFND 7 0 48,516 0
REINSURANCE GROUP AMER INC COM NEW 759351604 673 4,824 SH   DFND 7 0 4,824 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 440 5,781 SH   DFND 8 0 5,781 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,821 20,878 SH   DFND 7 0 7,302 0
RENASANT CORP COM 75970E107 14,132 329,414 SH   DFND 8 0 329,414 0
REPLIGEN CORP COM 759916109 12,445 324,766 SH   DFND 8 0 324,766 0
REPUBLIC SVCS INC COM 760759100 15,212 230,275 SH   DFND 7 0 175,553 0
RESMED INC COM 761152107 400 5,192 SH   DFND 7 0 5,192 0
RESTAURANT BRANDS INTL INC COM 76131D103 260 4,073 SH   DFND 7 0 4,073 0
REXFORD INDL RLTY INC COM 76169C100 11,527 402,762 SH   DFND 8 0 402,762 0
RIVERVIEW BANCORP INC COM 769397100 187 22,220 SH   DFND 8 0 22,220 0
RLJ LODGING TR COM 74965L101 7,660 348,172 SH   DFND 8 0 348,172 0
RLJ LODGING TR COM 74965L101 23,749 1,079,507 SH   DFND 6 0 1,079,507 0
ROBERT HALF INTL INC COM 770323103 3,842 76,314 SH   DFND 7 0 72,692 0
ROCKWELL AUTOMATION INC COM 773903109 1,675 9,398 SH   DFND 8 0 9,398 0
ROCKWELL AUTOMATION INC COM 773903109 2,551 14,316 SH   DFND 7 0 7,211 0
ROCKWELL COLLINS INC COM 774341101 7,883 60,312 SH   DFND 7 0 55,903 0
ROCKWELL COLLINS INC COM 774341101 2,517 19,258 SH   DFND 2 0 19,258 0
ROCKWELL COLLINS INC COM 774341101 218 1,671 SH   DFND 8 0 1,671 0
ROGERS COMMUNICATIONS INC CL B 775109200 787 15,261 SH   DFND 7 0 8,441 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,381 46,197 SH   DFND 8 0 46,197 0
ROLLINS INC COM 775711104 9,996 216,646 SH   DFND 7 0 165,044 0
ROPER TECHNOLOGIES INC COM 776696106 9,942 40,847 SH   DFND 7 0 37,831 0
ROSS STORES INC COM 778296103 10,562 163,573 SH   DFND 7 0 137,175 0
ROSS STORES INC COM 778296103 7,030 108,881 SH   DFND 8 0 108,881 0
ROSS STORES INC COM 778296103 1,381 21,389 SH   DFND 2 0 21,389 0
ROYAL BK CDA MONTREAL QUE COM 780087102 732 9,463 SH   DFND 8 0 9,463 0
ROYAL BK CDA MONTREAL QUE COM 780087102 16,944 219,051 SH   DFND 7 0 189,620 0
ROYAL BK CDA MONTREAL QUE COM 780087102 325 4,206 SH   DFND 2 0 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,148 18,123 SH   DFND 7 0 18,123 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,900 24,466 SH   DFND 2 0 24,466 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 5,604 5,000,000 PRN   DFND 2 0 4,736,602 0
S&P GLOBAL INC COM 78409V104 3,477 22,242 SH   DFND 6 0 22,242 0
S&P GLOBAL INC COM 78409V104 5,903 37,762 SH   DFND 2 0 37,762 0
S&P GLOBAL INC COM 78409V104 3,470 22,198 SH   DFND 7 0 16,533 0
S&P GLOBAL INC COM 78409V104 24,045 153,826 SH   DFND 3 0 153,826 0
S&P GLOBAL INC COM 78409V104 344 2,201 SH   DFND 5 0 0 0
S&P GLOBAL INC COM 78409V104 4,196 26,846 SH   DFND 8 0 26,846 0
SABRA HEALTH CARE REIT INC COM 78573L106 15,198 692,728 SH   DFND 6 0 692,728 0
SABRE CORP COM 78573M104 8,352 461,431 SH   DFND 6 0 461,431 0
SABRE CORP COM 78573M104 26,538 1,466,181 SH   DFND 3 0 1,466,181 0
SABRE CORP COM 78573M104 3,313 183,012 SH   DFND 8 0 183,012 0
SABRE CORP COM 78573M104 3,032 167,532 SH   DFND 2 0 167,532 0
SALESFORCE COM INC COM 79466L302 20,111 215,277 SH   DFND 2 0 180,300 0
SALESFORCE COM INC COM 79466L302 25,790 276,070 SH   DFND 8 0 276,070 0
SALESFORCE COM INC COM 79466L302 2,497 26,726 SH   DFND 7 0 26,726 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 7,848 5,600,000 PRN   DFND 4 0 5,600,000 0
SANDERSON FARMS INC COM 800013104 2,634 16,306 SH   DFND 8 0 16,306 0
SANDERSON FARMS INC COM 800013104 2,832 17,534 SH   DFND 2 0 17,534 0
SANDERSON FARMS INC COM 800013104 787 4,872 SH   DFND 7 0 4,872 0
SAP SE SPON ADR 803054204 7,914 72,174 SH   DFND 3 0 72,174 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,261 8,752 SH   DFND 7 0 8,752 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,260 15,686 SH   DFND 8 0 15,686 0
SCHEIN HENRY INC COM 806407102 1,211 14,770 SH   DFND 7 0 13,754 0
SCHLUMBERGER LTD COM 806857108 5,564 79,763 SH   DFND 3 0 79,763 0
SCHLUMBERGER LTD COM 806857108 13,793 197,717 SH   DFND 8 0 197,717 0
SCHLUMBERGER LTD COM 806857108 15,013 215,211 SH   DFND 7 0 198,679 0
SCHLUMBERGER LTD COM 806857108 4,089 58,610 SH   DFND 2 0 16,818 0
SCHOLASTIC CORP COM 807066105 1,711 46,000 SH   DFND 2 0 46,000 0
SCHWAB CHARLES CORP NEW COM 808513105 2,074 47,414 SH   DFND 7 0 47,414 0
SCHWAB CHARLES CORP NEW COM 808513105 25,227 576,742 SH   DFND 8 0 576,742 0
SCHWAB CHARLES CORP NEW COM 808513105 17,028 389,309 SH   DFND 6 0 389,309 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 278 3,242 SH   DFND 7 0 3,242 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 12,491 376,572 SH   DFND 7 0 257,562 0
SEALED AIR CORP NEW COM 81211K100 5,018 117,471 SH   DFND 2 0 15,071 0
SEALED AIR CORP NEW COM 81211K100 357 8,367 SH   DFND 7 0 8,367 0
SEMPRA ENERGY COM 816851109 2,043 17,897 SH   DFND 7 0 17,897 0
SEMPRA ENERGY COM 816851109 2,208 19,347 SH   DFND 8 0 19,347 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 16,322 349,278 SH   DFND 3 0 349,278 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,013 43,081 SH   DFND 8 0 43,081 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,210 47,289 SH   DFND 2 0 47,289 0
SERVICENOW INC COM 81762P102 445 3,784 SH   DFND 7 0 3,784 0
SERVICENOW INC COM 81762P102 12,367 105,223 SH   DFND 8 0 105,223 0
SHAKE SHACK INC CL A 819047101 3,620 108,936 SH   DFND 8 0 108,936 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,809 209,009 SH   DFND 7 0 15,137 0
SHERWIN WILLIAMS CO COM 824348106 4,028 11,250 SH   DFND 7 0 5,689 0
SHERWIN WILLIAMS CO COM 824348106 3,183 8,890 SH   DFND 2 0 8,890 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 10,618 732,275 SH   DFND 7 0 732,275 0
SHIRE PLC SPONSORED ADR 82481R106 16,932 110,563 SH   DFND 8 0 115,493 0
SIGNATURE BK NEW YORK N Y COM 82669G104 297 2,319 SH   DFND 7 0 2,319 0
SIGNET JEWELERS LIMITED SHS G81276100 4,185 62,881 SH   DFND 2 0 62,881 0
SIMON PPTY GROUP INC NEW COM 828806109 2,067 12,839 SH   DFND 7 0 12,208 0
SIMON PPTY GROUP INC NEW COM 828806109 115,258 715,845 SH   DFND 6 0 715,845 0
SIMON PPTY GROUP INC NEW COM 828806109 18,696 116,114 SH   DFND 8 0 116,114 0
SINA CORP ORD G81477104 12,051 105,114 SH   DFND 5 0 105,114 0
SIRIUS XM HLDGS INC COM 82968B103 16,937 3,068,293 SH   DFND 7 0 2,842,775 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,935 18,987 SH   DFND 2 0 18,987 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,789 37,186 SH   DFND 7 0 37,186 0
SL GREEN RLTY CORP COM 78440X101 5,989 59,114 SH   DFND 6 0 59,114 0
SL GREEN RLTY CORP COM 78440X101 214 2,113 SH   DFND 7 0 2,113 0
SMITH A O COM 831865209 348 5,850 SH   DFND 7 0 5,850 0
SMITH A O COM 831865209 259 4,355 SH   DFND 8 0 4,355 0
SMUCKER J M CO COM NEW 832696405 1,012 9,646 SH   DFND 7 0 6,367 0
SNAP ON INC COM 833034101 359 2,409 SH   DFND 7 0 2,409 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 507 9,108 SH   DFND 8 0 9,108 0
SONIC CORP COM 835451105 2,878 113,100 SH   DFND 8 0 113,100 0
SOUTHERN CO COM 842587107 233 4,751 SH   DFND 2 0 0 0
SOUTHERN CO COM 842587107 888 18,063 SH   DFND 8 0 18,063 0
SOUTHERN CO COM 842587107 8,433 171,602 SH   DFND 7 0 50,724 0
SOUTHWEST AIRLS CO COM 844741108 7,187 128,385 SH   DFND 7 0 122,132 0
SOUTHWEST AIRLS CO COM 844741108 5,201 92,911 SH   DFND 2 0 92,911 0
SOUTHWESTERN ENERGY CO COM 845467109 2,050 335,493 SH   DFND 2 0 335,493 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 220 2,080 SH   DFND 7 0 2,080 0
SPIRE INC COM 84857L101 7,249 97,108 SH   DFND 8 0 97,108 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,465 18,853 SH   DFND 7 0 18,853 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,869 49,779 SH   DFND 2 0 49,779 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,000 350,099 SH   DFND 6 0 350,099 0
SPLUNK INC COM 848637104 231 3,473 SH   DFND 7 0 3,473 0
SPLUNK INC COM 848637104 9,253 139,288 SH   DFND 8 0 139,288 0
SPRINT CORP COM SER 1 85207U105 434 55,750 SH   DFND 8 0 55,750 0
SPRINT CORP COM SER 1 85207U105 263 33,777 SH   DFND 7 0 33,777 0
SPROUTS FMRS MKT INC COM 85208M102 10,268 547,038 SH   DFND 8 0 547,038 0
SQUARE INC CL A 852234103 1,326 46,043 SH   DFND 8 0 46,043 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 311 7,744 SH   DFND 7 0 7,744 0
STANLEY BLACK & DECKER INC COM 854502101 6,394 42,351 SH   DFND 7 0 39,257 0
STARBUCKS CORP COM 855244109 1,583 29,472 SH   DFND 2 0 29,472 0
STARBUCKS CORP COM 855244109 5,064 94,292 SH   DFND 3 0 94,292 0
STARBUCKS CORP COM 855244109 17,925 333,736 SH   DFND 7 0 298,426 0
STARBUCKS CORP COM 855244109 5,974 111,228 SH   DFND 8 0 111,228 0
STARBUCKS CORP COM 855244109 11,439 212,974 SH   DFND 6 0 212,974 0
STARWOOD PPTY TR INC COM 85571B105 647 29,809 SH   DFND 2 0 29,809 0
STARWOOD PPTY TR INC COM 85571B105 213 9,785 SH   DFND 7 0 9,785 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 793 750,000 PRN   DFND 2 0 35,846 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 1,017 1,000,000 PRN   DFND 2 0 1,000,000 0
STATE STR CORP COM 857477103 2,097 21,954 SH   DFND 7 0 21,954 0
STATE STR CORP COM 857477103 1,584 16,579 SH   DFND 2 0 16,579 0
STEEL DYNAMICS INC COM 858119100 573 16,612 SH   DFND 8 0 16,612 0
STEEL DYNAMICS INC COM 858119100 1,320 38,284 SH   DFND 4 0 38,284 0
STEEL DYNAMICS INC COM 858119100 690 20,008 SH   DFND 2 0 20,008 0
STEEL DYNAMICS INC COM 858119100 350 10,146 SH   DFND 7 0 10,146 0
STERICYCLE INC COM 858912108 1,354 18,900 SH   DFND 2 0 18,900 0
STERLING BANCORP DEL COM 85917A100 12,477 506,184 SH   DFND 8 0 506,184 0
STRYKER CORP COM 863667101 318 2,238 SH   DFND 2 0 0 0
STRYKER CORP COM 863667101 1,919 13,510 SH   DFND 7 0 11,182 0
SUMMIT MATLS INC CL A 86614U100 20,739 647,479 SH   DFND 8 0 647,479 0
SUN LIFE FINL INC COM 866796105 763 19,167 SH   DFND 7 0 18,772 0
SUNCOR ENERGY INC NEW COM 867224107 11,458 327,089 SH   DFND 8 0 327,089 0
SUNCOR ENERGY INC NEW COM 867224107 202 5,780 SH   DFND 2 0 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,405 40,112 SH   DFND 7 0 35,692 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 238 250,000 PRN   DFND 2 0 250,000 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 15,248 19,203,000 PRN   DFND 2 0 15,295,802 0
SUNTRUST BKS INC COM 867914103 6,450 107,920 SH   DFND 2 0 107,920 0
SUNTRUST BKS INC COM 867914103 666 11,137 SH   DFND 7 0 11,137 0
SVB FINL GROUP COM 78486Q101 24,509 131,000 SH   DFND 6 0 131,000 0
SVB FINL GROUP COM 78486Q101 547 2,922 SH   DFND 7 0 2,922 0
SYMANTEC CORP COM 871503108 15,644 476,797 SH   DFND 8 0 476,797 0
SYMANTEC CORP COM 871503108 934 28,459 SH   DFND 4 0 28,459 0
SYMANTEC CORP COM 871503108 1,770 53,943 SH   DFND 7 0 53,943 0
SYMANTEC CORP COM 871503108 3,494 106,505 SH   DFND 2 0 106,505 0
SYNCHRONY FINL COM 87165B103 1,923 61,943 SH   DFND 2 0 61,943 0
SYNCHRONY FINL COM 87165B103 913 29,401 SH   DFND 7 0 26,280 0
SYNCHRONY FINL COM 87165B103 23,974 772,094 SH   DFND 6 0 772,094 0
SYNOPSYS INC COM 871607107 2,464 30,601 SH   DFND 7 0 28,512 0
SYSCO CORP COM 871829107 4,626 85,739 SH   DFND 7 0 75,408 0
T MOBILE US INC COM 872590104 1,799 29,171 SH   DFND 2 0 11,735 0
T MOBILE US INC COM 872590104 1,792 29,055 SH   DFND 8 0 29,055 0
T MOBILE US INC COM 872590104 621 10,078 SH   DFND 7 0 8,452 0
T MOBILE US INC COM 872590104 1,165 18,887 SH   DFND 4 0 18,887 0
TABLEAU SOFTWARE INC CL A 87336U105 13,438 179,442 SH   DFND 8 0 179,442 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,913 77,571 SH   DFND 7 0 77,571 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12,153 323,637 SH   DFND 3 0 1,618,185 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,830 181,888 SH   DFND 6 0 181,888 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 41,702 1,110,577 SH   DFND 8 0 1,436,549 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,214 138,858 SH   DFND 5 0 694,290 0
TAL ED GROUP SPONSORED ADS 874080104 16,370 485,613 SH   DFND 5 0 182,115 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,017 82,602 SH   DFND 8 0 82,602 0
TANGER FACTORY OUTLET CTRS I COM 875465106 10,601 434,105 SH   DFND 6 0 434,105 0
TANGER FACTORY OUTLET CTRS I COM 875465106 230 9,438 SH   DFND 5 0 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 14,910 610,546 SH   DFND 3 0 610,546 0
TARGA RES CORP COM 87612G101 262 5,546 SH   DFND 7 0 5,546 0
TARGET CORP COM 87612E106 2,124 35,995 SH   DFND 7 0 32,992 0
TARGET CORP COM 87612E106 1,364 23,107 SH   DFND 2 0 23,107 0
TATA MTRS LTD SPONSORED ADR 876568502 1,729 55,304 SH   DFND 5 0 276,520 0
TD AMERITRADE HLDG CORP COM 87236Y108 460 9,422 SH   DFND 7 0 9,422 0
TE CONNECTIVITY LTD REG SHS H84989104 7,794 93,831 SH   DFND 7 0 85,227 0
TE CONNECTIVITY LTD REG SHS H84989104 10,190 122,677 SH   DFND 8 0 122,677 0
TE CONNECTIVITY LTD REG SHS H84989104 22,901 275,711 SH   DFND 2 0 198,169 0
TECK RESOURCES LTD CL B 878742204 296 11,675 SH   DFND 7 0 11,675 0
TEGNA INC COM 87901J105 4,444 333,400 SH   DFND 2 0 333,400 0
TELEFLEX INC COM 879369106 274 1,134 SH   DFND 7 0 1,134 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,310 145,827 SH   DFND 4 0 141,536 0
TELUS CORP COM 87971M103 8,958 249,054 SH   DFND 7 0 54,108 0
TEMPUR SEALY INTL INC COM 88023U101 657 10,186 SH   DFND 7 0 10,186 0
TENNECO INC COM 880349105 12,449 205,190 SH   DFND 8 0 205,190 0
TERADATA CORP DEL COM 88076W103 2,231 66,017 SH   DFND 2 0 66,017 0
TERADATA CORP DEL COM 88076W103 251 7,438 SH   DFND 7 0 7,438 0
TESARO INC COM 881569107 230 1,784 SH   DFND 7 0 1,784 0
TESARO INC COM 881569107 10,870 84,200 SH   DFND 8 0 84,200 0
TESLA INC COM 88160R101 1,734 5,084 SH   DFND 7 0 5,084 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 11,417 10,150,000 PRN   DFND 2 0 6,011,532 0
TEXAS INSTRS INC COM 882508104 8,934 99,660 SH   DFND 7 0 76,729 0
TEXAS INSTRS INC COM 882508104 17,328 193,305 SH   DFND 2 0 189,547 0
THERAVANCE BIOPHARMA INC COM G8807B106 5,986 174,824 SH   DFND 8 0 174,824 0
THERMO FISHER SCIENTIFIC INC COM 883556102 16,555 87,499 SH   DFND 7 0 79,707 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,527 13,354 SH   DFND 2 0 11,776 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,158 6,123 SH   DFND 4 0 6,123 0
THERMO FISHER SCIENTIFIC INC COM 883556102 10,757 56,854 SH   DFND 6 0 56,854 0
THOMSON REUTERS CORP COM 884903105 1,578 34,387 SH   DFND 7 0 14,776 0
THOR INDS INC COM 885160101 392 3,113 SH   DFND 7 0 3,113 0
THOR INDS INC COM 885160101 4,672 37,109 SH   DFND 2 0 37,109 0
TIFFANY & CO NEW COM 886547108 405 4,416 SH   DFND 7 0 4,416 0
TIME INC NEW COM 887228104 5,090 377,000 SH   DFND 2 0 377,000 0
TIME WARNER INC COM NEW 887317303 3,152 30,768 SH   DFND 7 0 30,768 0
TIME WARNER INC COM NEW 887317303 21,299 207,896 SH   DFND 8 0 207,896 0
TIMKEN CO COM 887389104 7,098 146,202 SH   DFND 2 0 146,202 0
TJX COS INC NEW COM 872540109 12,006 162,837 SH   DFND 7 0 127,962 0
TJX COS INC NEW COM 872540109 4,028 54,626 SH   DFND 3 0 54,626 0
TJX COS INC NEW COM 872540109 15,248 206,814 SH   DFND 2 0 165,452 0
TJX COS INC NEW COM 872540109 826 11,208 SH   DFND 8 0 11,208 0
TOLL BROTHERS INC COM 889478103 205 4,942 SH   DFND 8 0 4,942 0
TORCHMARK CORP COM 891027104 15,521 193,791 SH   DFND 7 0 177,869 0
TORONTO DOMINION BK ONT COM NEW 891160509 12,854 228,432 SH   DFND 7 0 193,910 0
TORONTO DOMINION BK ONT COM NEW 891160509 262 4,657 SH   DFND 2 0 0 0
TOTAL SYS SVCS INC COM 891906109 1,106 16,886 SH   DFND 7 0 16,886 0
TOTAL SYS SVCS INC COM 891906109 3,248 49,593 SH   DFND 2 0 49,593 0
TPI COMPOSITES INC COM 87266J104 9,360 419,000 SH   DFND 6 0 419,000 0
TRACTOR SUPPLY CO COM 892356106 306 4,838 SH   DFND 7 0 4,838 0
TRANSCANADA CORP COM 89353D107 6,243 126,299 SH   DFND 8 0 126,299 0
TRANSCANADA CORP COM 89353D107 5,261 106,436 SH   DFND 7 0 100,562 0
TRANSDIGM GROUP INC COM 893641100 244 955 SH   DFND 7 0 955 0
TRANSUNION COM 89400J107 1,240 26,245 SH   DFND 7 0 26,245 0
TRANSUNION COM 89400J107 2,390 50,575 SH   DFND 2 0 50,575 0
TRAVELERS COMPANIES INC COM 89417E109 7,870 64,238 SH   DFND 7 0 57,120 0
TRICO BANCSHARES COM 896095106 8,803 216,024 SH   DFND 8 0 216,024 0
TRIMBLE INC COM 896239100 410 10,451 SH   DFND 7 0 10,451 0
TRINITY INDS INC COM 896522109 11,408 357,611 SH   DFND 8 0 357,611 0
TRINSEO S A SHS L9340P101 578 8,618 SH   DFND 4 0 8,618 0
TURQUOISE HILL RES LTD COM 900435108 101 32,554 SH   DFND 7 0 32,554 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 698 26,464 SH   DFND 7 0 24,360 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 16,006 606,752 SH   DFND 8 0 576,971 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 634 24,043 SH   DFND 2 0 24,043 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 230 8,920 SH   DFND 7 0 8,920 0
TWITTER INC COM 90184L102 308 18,233 SH   DFND 7 0 14,916 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,883 2,000,000 PRN   DFND 2 0 2,000,000 0
TYLER TECHNOLOGIES INC COM 902252105 651 3,736 SH   DFND 2 0 3,736 0
TYSON FOODS INC CL A 902494103 3,364 47,750 SH   DFND 7 0 39,949 0
TYSON FOODS INC CL A 902494103 608 8,633 SH   DFND 2 0 8,633 0
U S G CORP COM NEW 903293405 825 25,270 SH   DFND 2 0 25,270 0
U S SILICA HLDGS INC COM 90346E103 12,365 397,968 SH   DFND 8 0 397,968 0
UDR INC COM 902653104 371 9,768 SH   DFND 7 0 9,768 0
UGI CORP NEW COM 902681105 1,044 22,279 SH   DFND 8 0 22,279 0
ULTA BEAUTY INC COM 90384S303 1,214 5,372 SH   DFND 2 0 5,372 0
ULTA BEAUTY INC COM 90384S303 1,708 7,554 SH   DFND 8 0 7,554 0
ULTA BEAUTY INC COM 90384S303 1,002 4,432 SH   DFND 7 0 4,432 0
UNDER ARMOUR INC CL A 904311107 169 10,237 SH   DFND 7 0 9,236 0
UNION BANKSHARES CORP NEW COM 90539J109 7,657 216,925 SH   DFND 8 0 216,925 0
UNION PAC CORP COM 907818108 29,875 257,606 SH   DFND 8 0 257,606 0
UNION PAC CORP COM 907818108 880 7,589 SH   DFND 4 0 7,589 0
UNION PAC CORP COM 907818108 2,204 19,007 SH   DFND 7 0 17,866 0
UNION PAC CORP COM 907818108 6,947 59,905 SH   DFND 2 0 24,055 0
UNISYS CORP COM NEW 909214306 3,471 408,400 SH   DFND 2 0 408,400 0
UNITED CONTL HLDGS INC COM 910047109 3,027 49,716 SH   DFND 2 0 49,716 0
UNITED CONTL HLDGS INC COM 910047109 8,925 146,595 SH   DFND 7 0 112,420 0
UNITED NAT FOODS INC COM 911163103 6,960 167,336 SH   DFND 8 0 167,336 0
UNITED PARCEL SERVICE INC CL B 911312106 9,716 80,909 SH   DFND 7 0 60,208 0
UNITED RENTALS INC COM 911363109 10,255 73,917 SH   DFND 2 0 73,917 0
UNITED RENTALS INC COM 911363109 1,432 10,321 SH   DFND 7 0 10,321 0
UNITED RENTALS INC COM 911363109 832 6,000 SH   DFND 4 0 6,000 0
UNITED TECHNOLOGIES CORP COM 913017109 351 3,020 SH   DFND 2 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,013 17,342 SH   DFND 7 0 15,018 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 678 5,788 SH   DFND 7 0 3,580 0
UNITEDHEALTH GROUP INC COM 91324P102 27,803 141,963 SH   DFND 7 0 134,408 0
UNITEDHEALTH GROUP INC COM 91324P102 3,546 18,106 SH   DFND 6 0 18,106 0
UNITEDHEALTH GROUP INC COM 91324P102 17,064 87,130 SH   DFND 2 0 85,718 0
UNITEDHEALTH GROUP INC COM 91324P102 73,067 373,076 SH   DFND 8 0 373,076 0
UNITEDHEALTH GROUP INC COM 91324P102 31,993 163,353 SH   DFND 3 0 163,353 0
UNIVERSAL HLTH SVCS INC CL B 913903100 210 1,893 SH   DFND 6 0 600 0
UNIVERSAL HLTH SVCS INC CL B 913903100 261 2,350 SH   DFND 7 0 2,350 0
UNUM GROUP COM 91529Y106 314 6,144 SH   DFND 7 0 6,144 0
UNUM GROUP COM 91529Y106 24,037 470,124 SH   DFND 8 0 470,124 0
US BANCORP DEL COM NEW 902973304 21,237 396,286 SH   DFND 7 0 375,382 0
US BANCORP DEL COM NEW 902973304 5,375 100,305 SH   DFND 2 0 31,696 0
V F CORP COM 918204108 1,758 27,651 SH   DFND 7 0 27,651 0
VAIL RESORTS INC COM 91879Q109 3,119 13,672 SH   DFND 7 0 12,504 0
VALE S A ADR 91912E105 4,992 495,779 SH   DFND 4 0 495,779 0
VALE S A ADR 91912E105 1,996 198,240 SH   DFND 2 0 198,240 0
VALERO ENERGY CORP NEW COM 91913Y100 8,341 108,417 SH   DFND 8 0 108,417 0
VALERO ENERGY CORP NEW COM 91913Y100 1,844 23,970 SH   DFND 7 0 23,970 0
VALERO ENERGY CORP NEW COM 91913Y100 2,523 32,801 SH   DFND 2 0 32,801 0
VANTIV INC CL A 92210H105 5,908 83,840 SH   DFND 2 0 83,840 0
VANTIV INC CL A 92210H105 3,518 49,924 SH   DFND 7 0 38,158 0
VANTIV INC CL A 92210H105 10,036 142,416 SH   DFND 8 0 142,416 0
VAREX IMAGING CORP COM 92214X106 1,694 50,052 SH   DFND 2 0 50,052 0
VARIAN MED SYS INC COM 92220P105 3,923 39,202 SH   DFND 7 0 35,984 0
VEEVA SYS INC CL A COM 922475108 6,077 107,723 SH   DFND 8 0 107,723 0
VENTAS INC COM 92276F100 520 7,983 SH   DFND 7 0 7,983 0
VENTAS INC COM 92276F100 22,863 351,035 SH   DFND 6 0 351,035 0
VEON LTD SPONSORED ADR 91822M106 1,558 372,729 SH   DFND 2 0 372,729 0
VEON LTD SPONSORED ADR 91822M106 12,421 2,971,599 SH   DFND 1 0 2,608,080 0
VEREIT INC COM 92339V100 218 26,269 SH   DFND 7 0 26,269 0
VERISIGN INC COM 92343E102 232 2,180 SH   DFND 7 0 2,180 0
VERISK ANALYTICS INC COM 92345Y106 10,793 129,741 SH   DFND 7 0 119,167 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,343 128,159 SH   DFND 6 0 128,159 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,783 76,440 SH   DFND 3 0 76,440 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,402 169,770 SH   DFND 7 0 165,992 0
VERIZON COMMUNICATIONS INC COM 92343V104 30,145 609,106 SH   DFND 8 0 609,106 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,662 53,791 SH   DFND 2 0 24,670 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,370 48,471 SH   DFND 7 0 48,471 0
VERTEX PHARMACEUTICALS INC COM 92532F100 21,890 143,974 SH   DFND 8 0 143,974 0
VIACOM INC NEW CL B 92553P201 452 16,248 SH   DFND 2 0 16,248 0
VIACOM INC NEW CL B 92553P201 271 9,743 SH   DFND 7 0 9,559 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 12,579 12,792,000 PRN   DFND 2 0 10,770,295 0
VISA INC COM CL A 92826C839 10,046 95,456 SH   DFND 6 0 95,456 0
VISA INC COM CL A 92826C839 20,224 192,168 SH   DFND 2 0 143,244 0
VISA INC COM CL A 92826C839 74,646 709,292 SH   DFND 8 0 709,292 0
VISA INC COM CL A 92826C839 15,420 146,520 SH   DFND 7 0 136,563 0
VMWARE INC CL A COM 928563402 3,554 32,552 SH   DFND 7 0 32,188 0
VORNADO RLTY TR SH BEN INT 929042109 496 6,455 SH   DFND 7 0 6,455 0
VORNADO RLTY TR SH BEN INT 929042109 258 3,357 SH   DFND 6 0 3,357 0
VOYA FINL INC COM 929089100 298 7,463 SH   DFND 7 0 7,463 0
VULCAN MATLS CO COM 929160109 339 2,832 SH   DFND 7 0 2,832 0
VULCAN MATLS CO COM 929160109 2,497 20,878 SH   DFND 8 0 20,878 0
WABCO HLDGS INC COM 92927K102 322 2,179 SH   DFND 7 0 2,179 0
WABCO HLDGS INC COM 92927K102 329 2,221 SH   DFND 8 0 2,221 0
WABTEC CORP COM 929740108 263 3,470 SH   DFND 7 0 3,470 0
WAL-MART STORES INC COM 931142103 2,597 33,234 SH   DFND 7 0 33,234 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 13,778 178,420 SH   DFND 8 0 178,420 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 25,314 327,822 SH   DFND 6 0 327,822 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,713 99,877 SH   DFND 7 0 99,877 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 4,250 129,736 SH   DFND 6 0 129,736 0
WASTE CONNECTIONS INC COM 94106B101 271 3,876 SH   DFND 8 0 3,876 0
WASTE CONNECTIONS INC COM 94106B101 2,245 32,089 SH   DFND 7 0 10,587 0
WASTE CONNECTIONS INC COM 94106B101 1,469 21,000 SH   DFND 2 0 21,000 0
WASTE MGMT INC DEL COM 94106L109 12,610 161,108 SH   DFND 7 0 105,636 0
WASTE MGMT INC DEL COM 94106L109 7,995 102,144 SH   DFND 2 0 39,944 0
WATERS CORP COM 941848103 1,257 7,000 SH   DFND 2 0 7,000 0
WATERS CORP COM 941848103 578 3,220 SH   DFND 7 0 3,220 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,241 46,833 SH   DFND 2 0 0 0
WAYFAIR INC CL A 94419L101 14,114 209,404 SH   DFND 8 0 209,404 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 3,874 4,000,000 PRN   DFND 2 0 3,716,748 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 3,476 3,145,000 PRN   DFND 2 0 3,018,729 0
WEATHERFORD INTL PLC ORD SHS G48833100 550 120,000 SH   DFND 4 0 120,000 0
WEATHERFORD INTL PLC ORD SHS G48833100 118 25,791 SH   DFND 7 0 25,791 0
WEC ENERGY GROUP INC COM 92939U106 2,104 33,521 SH   DFND 8 0 33,521 0
WEC ENERGY GROUP INC COM 92939U106 915 14,579 SH   DFND 7 0 12,797 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,161 6,762 SH   DFND 7 0 6,762 0
WELLCARE HEALTH PLANS INC COM 94946T106 9,896 57,624 SH   DFND 8 0 57,624 0
WELLS FARGO CO NEW COM 949746101 6,014 109,048 SH   DFND 7 0 104,311 0
WELLS FARGO CO NEW COM 949746101 357 6,478 SH   DFND 6 0 6,478 0
WELLS FARGO CO NEW COM 949746101 21,057 381,810 SH   DFND 8 0 381,810 0
WELLS FARGO CO NEW COM 949746101 11,664 211,493 SH   DFND 2 0 205,336 0
WELLTOWER INC COM 95040Q104 578 8,223 SH   DFND 7 0 8,223 0
WELLTOWER INC COM 95040Q104 26,643 379,092 SH   DFND 6 0 379,092 0
WENDYS CO COM 95058W100 448 28,835 SH   DFND 7 0 28,835 0
WENDYS CO COM 95058W100 1,609 103,612 SH   DFND 2 0 103,612 0
WESTAR ENERGY INC COM 95709T100 214 4,306 SH   DFND 7 0 3,488 0
WESTERN ALLIANCE BANCORP COM 957638109 12,098 227,927 SH   DFND 8 0 227,927 0
WESTERN DIGITAL CORP COM 958102105 1,391 16,095 SH   DFND 8 0 16,095 0
WESTERN DIGITAL CORP COM 958102105 14,457 167,329 SH   DFND 2 0 155,491 0
WESTERN DIGITAL CORP COM 958102105 3,833 44,359 SH   DFND 7 0 43,537 0
WESTERN UN CO COM 959802109 428 22,317 SH   DFND 7 0 22,317 0
WESTLAKE CHEM CORP COM 960413102 1,404 16,899 SH   DFND 8 0 16,899 0
WESTROCK CO COM 96145D105 4,141 73,000 SH   DFND 2 0 0 0
WESTROCK CO COM 96145D105 523 9,224 SH   DFND 7 0 9,224 0
WEYERHAEUSER CO COM 962166104 1,028 30,221 SH   DFND 7 0 30,221 0
WHIRLPOOL CORP COM 963320106 349 1,893 SH   DFND 7 0 1,893 0
WHIRLPOOL CORP COM 963320106 3,232 17,526 SH   DFND 2 0 17,526 0
WHITING PETE CORP NEW COM 966387102 7,693 1,408,949 SH   DFND 8 0 1,408,949 0
WILLIAMS COS INC DEL COM 969457100 562 18,737 SH   DFND 7 0 18,737 0
WILLIAMS COS INC DEL COM 969457100 4,984 166,072 SH   DFND 8 0 166,072 0
WIPRO LTD SPON ADR 1 SH 97651M109 635 111,881 SH   DFND 5 0 111,881 0
WORKDAY INC CL A 98138H101 598 5,675 SH   DFND 7 0 5,675 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 12,180 11,268,000 PRN   DFND 2 0 9,559,042 0
WYNDHAM WORLDWIDE CORP COM 98310W108 8,129 77,116 SH   DFND 2 0 77,116 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,617 15,342 SH   DFND 7 0 15,342 0
WYNN RESORTS LTD COM 983134107 1,356 9,107 SH   DFND 7 0 9,107 0
XCEL ENERGY INC COM 98389B100 2,035 43,009 SH   DFND 7 0 40,981 0
XEROX CORP COM NEW 984121608 272 8,166 SH   DFND 7 0 8,166 0
XILINX INC COM 983919101 1,614 22,780 SH   DFND 8 0 22,780 0
XILINX INC COM 983919101 4,356 61,496 SH   DFND 7 0 41,392 0
XPO LOGISTICS INC COM 983793100 222 3,278 SH   DFND 7 0 3,278 0
XYLEM INC COM 98419M100 14,951 238,727 SH   DFND 6 0 238,727 0
XYLEM INC COM 98419M100 622 9,929 SH   DFND 7 0 9,929 0
XYLEM INC COM 98419M100 9,230 147,378 SH   DFND 2 0 84,609 0
XYLEM INC COM 98419M100 1,691 27,000 SH   DFND 4 0 27,000 0
YAMANA GOLD INC COM 98462Y100 59 22,378 SH   DFND 7 0 22,378 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 1,095 1,100,000 PRN   DFND 2 0 1,100,000 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 701 31,446 SH   DFND 8 0 31,446 0
YUM BRANDS INC COM 988498101 6,389 86,801 SH   DFND 7 0 67,126 0
YUM CHINA HLDGS INC COM 98850P109 1,613 40,357 SH   DFND 8 0 40,357 0
ZAYO GROUP HLDGS INC COM 98919V105 230 6,688 SH   DFND 7 0 6,688 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 440 4,055 SH   DFND 7 0 4,055 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,248 27,741 SH   DFND 8 0 27,741 0
ZIMMER BIOMET HLDGS INC COM 98956P102 293 2,499 SH   DFND 5 0 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 563 4,807 SH   DFND 7 0 4,807 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,156 35,498 SH   DFND 2 0 35,498 0
ZIMMER BIOMET HLDGS INC COM 98956P102 29,233 249,666 SH   DFND 3 0 249,666 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,630 13,918 SH   DFND 6 0 13,918 0
ZOETIS INC CL A 98978V103 1,284 20,138 SH   DFND 7 0 20,138 0