CHIEF OPERATING OFFICER AND CHIEF FINANCIAL OFFICER

0001405086-14-000293.txt : 20141113 0001405086-14-000293.hdr.sgml : 20141113 20141113171926 ACCESSION NUMBER: 0001405086-14-000293 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141113 DATE AS OF CHANGE: 20141113 EFFECTIVENESS DATE: 20141113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ASCEND CAPITAL, LLC CENTRAL INDEX KEY: 0001165501 IRS NUMBER: 880440610 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10128 FILM NUMBER: 141219329 BUSINESS ADDRESS: STREET 1: 4 ORINDA WAY STREET 2: SUITE 200-C CITY: ORINDA STATE: CA ZIP: 94563 BUSINESS PHONE: (415) 217-8304 MAIL ADDRESS: STREET 1: 4 ORINDA WAY STREET 2: SUITE 200-C CITY: ORINDA STATE: CA ZIP: 94563 FORMER COMPANY: FORMER CONFORMED NAME: ASCEND CAPITAL LLC DATE OF NAME CHANGE: 20020118 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001165501 XXXXXXXX 09-30-2014 09-30-2014 ASCEND CAPITAL, LLC

4 ORINDA WAY SUITE 200-C ORINDA CA 94563

13F HOLDINGS REPORT 028-10128 N BENJAMIN D. SLAVET CHIEF OPERATING OFFICER AND CHIEF FINANCIAL OFFICER 415-217-8304 /S/BENJAMIN D. SLAVET ORINDA CA 11-13-2014 6 858 3380776 false 1 0001317323 028-11218 Ascend Capital Limited Partnership 2 0001288471 028-11221 Ascend Partners Fund II LP 3 0001532761 028-15291 Ascend Wilson Fund LP 4 0001288472 028-11219 Ascend Partners Fund II, Ltd. 5 0001317314 028-11223 Fairbairn Malcolm 6 0001366848 028-12400 Ascend Partners Fund II BPO, Ltd. INFORMATION TABLE 2 ascendtable9-30-2014.xml AARONS INC COM PAR $0.50 002535300 5377 221081 SH DFND 1,5 221081 0 0 AARONS INC COM PAR $0.50 002535300 1115 45850 SH DFND 1,4,5 45850 0 0 AARONS INC COM PAR $0.50 002535300 285 11717 SH DFND 1,5,6 11717 0 0 AARONS INC COM PAR $0.50 002535300 2756 113338 SH DFND 1,2,5 113338 0 0 AARONS INC COM PAR $0.50 002535300 655 26939 SH DFND 1,3,5 26939 0 0 ACTAVIS PLC SHS G0083B108 16402 67980 SH DFND 1,5 67980 0 0 ACTAVIS PLC SHS G0083B108 1210 5016 SH DFND 1,5,6 5016 0 0 ACTAVIS PLC SHS G0083B108 2772 11487 SH DFND 1,3,5 11487 0 0 ACTAVIS PLC SHS G0083B108 11741 48660 SH DFND 1,2,5 48660 0 0 ACTAVIS PLC SHS G0083B108 4700 19479 SH DFND 1,4,5 19479 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 11622 89191 SH DFND 1,5 89191 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 859 6595 SH DFND 1,5,6 6595 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 8332 63948 SH DFND 1,2,5 63948 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1974 15149 SH DFND 1,3,5 15149 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 3363 25811 SH DFND 1,4,5 25811 0 0 AIR LEASE CORP CL A 00912X302 5085 156453 SH DFND 1,5 156453 0 0 AIR LEASE CORP CL A 00912X302 1063 32693 SH DFND 1,4,5 32693 0 0 AIR LEASE CORP CL A 00912X302 2632 80998 SH DFND 1,2,5 80998 0 0 AIR LEASE CORP CL A 00912X302 271 8349 SH DFND 1,5,6 8349 0 0 AIR LEASE CORP CL A 00912X302 624 19207 SH DFND 1,3,5 19207 0 0 AK STL HLDG CORP COM 001547108 1772 221230 SH DFND 1,5 221230 0 0 AK STL HLDG CORP COM 001547108 132 16500 SH DFND 1,5,6 16500 0 0 AK STL HLDG CORP COM 001547108 517 64593 SH DFND 1,4,5 64593 0 0 AK STL HLDG CORP COM 001547108 1279 159727 SH DFND 1,2,5 159727 0 0 AK STL HLDG CORP COM 001547108 304 37950 SH DFND 1,3,5 37950 0 0 ALLERGAN INC COM 018490102 16771 94116 SH DFND 1,5 94116 0 0 ALLERGAN INC COM 018490102 1215 6821 SH DFND 1,5,6 6821 0 0 ALLERGAN INC COM 018490102 12103 67923 SH DFND 1,2,5 67923 0 0 ALLERGAN INC COM 018490102 2827 15865 SH DFND 1,3,5 15865 0 0 ALLERGAN INC COM 018490102 4758 26703 SH DFND 1,4,5 26703 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 10207 41111 SH DFND 1,5 41111 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 543 2188 SH DFND 1,5,6 2188 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1248 5026 SH DFND 1,3,5 5026 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 2125 8560 SH DFND 1,4,5 8560 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 5253 21157 SH DFND 1,2,5 21157 0 0 AMERICAN EXPRESS CO COM 025816109 10756 122874 SH DFND 1,5 122874 0 0 AMERICAN EXPRESS CO COM 025816109 580 6620 SH DFND 1,5,6 6620 0 0 AMERICAN EXPRESS CO COM 025816109 5605 64025 SH DFND 1,2,5 64025 0 0 AMERICAN EXPRESS CO COM 025816109 2268 25905 SH DFND 1,4,5 25905 0 0 AMERICAN EXPRESS CO COM 025816109 1331 15207 SH DFND 1,3,5 15207 0 0 AON PLC SHS CL A G0408V102 8708 99324 SH DFND 1,5 99324 0 0 AON PLC SHS CL A G0408V102 469 5351 SH DFND 1,5,6 5351 0 0 AON PLC SHS CL A G0408V102 1836 20941 SH DFND 1,4,5 20941 0 0 AON PLC SHS CL A G0408V102 1078 12293 SH DFND 1,3,5 12293 0 0 AON PLC SHS CL A G0408V102 4538 51757 SH DFND 1,2,5 51757 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 13380 261849 SH DFND 1,5 261849 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3855 75444 SH DFND 1,4,5 75444 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2260 44235 SH DFND 1,3,5 44235 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 985 19279 SH DFND 1,5,6 19279 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 9574 187354 SH DFND 1,2,5 187354 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 4463 102156 SH DFND 1,5 102156 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 329 7527 SH DFND 1,5,6 7527 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 1265 28949 SH DFND 1,4,5 28949 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 3194 73111 SH DFND 1,2,5 73111 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 751 17182 SH DFND 1,3,5 17182 0 0 ARRIS GROUP INC NEW COM 04270V106 6417 226312 SH DFND 1,5 226312 0 0 ARRIS GROUP INC NEW COM 04270V106 1091 38481 SH DFND 1,3,5 38481 0 0 ARRIS GROUP INC NEW COM 04270V106 476 16801 SH DFND 1,5,6 16801 0 0 ARRIS GROUP INC NEW COM 04270V106 1853 65348 SH DFND 1,4,5 65348 0 0 ARRIS GROUP INC NEW COM 04270V106 4624 163058 SH DFND 1,2,5 163058 0 0 ASHLAND INC NEW COM 044209104 2354 22615 SH DFND 1,5 22615 0 0 ASHLAND INC NEW COM 044209104 173 1665 SH DFND 1,5,6 1665 0 0 ASHLAND INC NEW COM 044209104 678 6515 SH DFND 1,4,5 6515 0 0 ASHLAND INC NEW COM 044209104 398 3820 SH DFND 1,3,5 3820 0 0 ASHLAND INC NEW COM 044209104 1684 16177 SH DFND 1,2,5 16177 0 0 ASML HOLDING N V N Y REGISTRY SHS N07059210 17900 181139 SH DFND 1,5 181139 0 0 ASML HOLDING N V N Y REGISTRY SHS N07059210 3028 30640 SH DFND 1,3,5 30640 0 0 ASML HOLDING N V N Y REGISTRY SHS N07059210 12801 129541 SH DFND 1,2,5 129541 0 0 ASML HOLDING N V N Y REGISTRY SHS N07059210 1321 13363 SH DFND 1,5,6 13363 0 0 ASML HOLDING N V N Y REGISTRY SHS N07059210 5137 51982 SH DFND 1,4,5 51982 0 0 ASSURED GUARANTY LTD COM G0585R106 8623 389114 SH DFND 1,5 389114 0 0 ASSURED GUARANTY LTD COM G0585R106 467 21088 SH DFND 1,5,6 21088 0 0 ASSURED GUARANTY LTD COM G0585R106 1074 48445 SH DFND 1,3,5 48445 0 0 ASSURED GUARANTY LTD COM G0585R106 4520 203959 SH DFND 1,2,5 203959 0 0 ASSURED GUARANTY LTD COM G0585R106 1829 82525 SH DFND 1,4,5 82525 0 0 AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 3393 3247000 PRN DFND 1,5 3247000 0 0 AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 980 938000 PRN DFND 1,3,5 938000 0 0 AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 874 836000 PRN DFND 1,5,6 836000 0 0 AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 3895 3727000 PRN DFND 1,4,5 3727000 0 0 AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 9680 9263000 PRN DFND 1,2,5 9263000 0 0 AVIS BUDGET GROUP COM 053774105 2426 44200 SH Put DFND 1,5 44200 0 0 AVIS BUDGET GROUP COM 053774105 708 12900 SH Put DFND 1,4,5 12900 0 0 AVIS BUDGET GROUP COM 053774105 1756 32000 SH Put DFND 1,2,5 32000 0 0 AVIS BUDGET GROUP COM 053774105 417 7600 SH Put DFND 1,3,5 7600 0 0 AVIS BUDGET GROUP COM 053774105 181 3300 SH Put DFND 1,5,6 3300 0 0 AVNET INC COM 053807103 3703 89218 SH DFND 1,5 89218 0 0 AVNET INC COM 053807103 2652 63912 SH DFND 1,2,5 63912 0 0 AVNET INC COM 053807103 1072 25828 SH DFND 1,4,5 25828 0 0 AVNET INC COM 053807103 629 15166 SH DFND 1,3,5 15166 0 0 AVNET INC COM 053807103 274 6600 SH DFND 1,5,6 6600 0 0 AXIALL CORP COM 05463D100 1464 40877 SH DFND 1,5 40877 0 0 AXIALL CORP COM 05463D100 250 6987 SH DFND 1,3,5 6987 0 0 AXIALL CORP COM 05463D100 109 3043 SH DFND 1,5,6 3043 0 0 AXIALL CORP COM 05463D100 426 11909 SH DFND 1,4,5 11909 0 0 AXIALL CORP COM 05463D100 1057 29511 SH DFND 1,2,5 29511 0 0 B/E AEROSPACE INC COM 073302101 12754 151944 SH DFND 1,5 151944 0 0 B/E AEROSPACE INC COM 073302101 9125 108705 SH DFND 1,2,5 108705 0 0 B/E AEROSPACE INC COM 073302101 2163 25774 SH DFND 1,3,5 25774 0 0 B/E AEROSPACE INC COM 073302101 941 11215 SH DFND 1,5,6 11215 0 0 B/E AEROSPACE INC COM 073302101 3683 43879 SH DFND 1,4,5 43879 0 0 BANK AMER CORP COM 060505104 5593 328037 SH DFND 1,5 328037 0 0 BANK AMER CORP COM 060505104 1184 69443 SH DFND 1,4,5 69443 0 0 BANK AMER CORP COM 060505104 302 17738 SH DFND 1,5,6 17738 0 0 BANK AMER CORP COM 060505104 695 40749 SH DFND 1,3,5 40749 0 0 BANK AMER CORP COM 060505104 2927 171643 SH DFND 1,2,5 171643 0 0 BEACON ROOFING SUPPLY INC COM 073685109 3904 153203 SH DFND 1,5 153203 0 0 BEACON ROOFING SUPPLY INC COM 073685109 291 11440 SH DFND 1,5,6 11440 0 0 BEACON ROOFING SUPPLY INC COM 073685109 669 26268 SH DFND 1,3,5 26268 0 0 BEACON ROOFING SUPPLY INC COM 073685109 1138 44665 SH DFND 1,4,5 44665 0 0 BEACON ROOFING SUPPLY INC COM 073685109 2829 111038 SH DFND 1,2,5 111038 0 0 BELDEN INC COM 077454106 4954 77377 SH DFND 1,5 77377 0 0 BELDEN INC COM 077454106 1448 22616 SH DFND 1,4,5 22616 0 0 BELDEN INC COM 077454106 3582 55952 SH DFND 1,2,5 55952 0 0 BELDEN INC COM 077454106 370 5774 SH DFND 1,5,6 5774 0 0 BELDEN INC COM 077454106 850 13281 SH DFND 1,3,5 13281 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21318 154322 SH DFND 1,5 154322 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2640 19113 SH DFND 1,3,5 19113 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11134 80599 SH DFND 1,2,5 80599 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1148 8309 SH DFND 1,5,6 8309 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4494 32534 SH DFND 1,4,5 32534 0 0 BERRY PLASTICS GROUP INC COM 08579W103 10106 400391 SH DFND 1,5 400391 0 0 BERRY PLASTICS GROUP INC COM 08579W103 753 29816 SH DFND 1,5,6 29816 0 0 BERRY PLASTICS GROUP INC COM 08579W103 1730 68546 SH DFND 1,3,5 68546 0 0 BERRY PLASTICS GROUP INC COM 08579W103 2945 116691 SH DFND 1,4,5 116691 0 0 BERRY PLASTICS GROUP INC COM 08579W103 7305 289433 SH DFND 1,2,5 289433 0 0 BIOGEN IDEC INC COM 09062X103 14035 42426 SH DFND 1,5 42426 0 0 BIOGEN IDEC INC COM 09062X103 2386 7212 SH DFND 1,3,5 7212 0 0 BIOGEN IDEC INC COM 09062X103 1037 3135 SH DFND 1,5,6 3135 0 0 BIOGEN IDEC INC COM 09062X103 4060 12274 SH DFND 1,4,5 12274 0 0 BIOGEN IDEC INC COM 09062X103 10040 30349 SH DFND 1,2,5 30349 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 5163 71543 SH DFND 1,5 71543 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 381 5280 SH DFND 1,5,6 5280 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 3692 51163 SH DFND 1,2,5 51163 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 874 12113 SH DFND 1,3,5 12113 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1483 20551 SH DFND 1,4,5 20551 0 0 BLACKHAWK NETWORK HLDGS INC CL A 09238E104 1604 49512 SH DFND 1,5 49512 0 0 BLACKHAWK NETWORK HLDGS INC CL A 09238E104 68 2108 SH DFND 1,5,6 2108 0 0 BLACKHAWK NETWORK HLDGS INC CL A 09238E104 157 4839 SH DFND 1,3,5 4839 0 0 BLACKHAWK NETWORK HLDGS INC CL A 09238E104 661 20388 SH DFND 1,2,5 20388 0 0 BLACKHAWK NETWORK HLDGS INC CL A 09238E104 267 8253 SH DFND 1,4,5 8253 0 0 BLACKROCK INC COM 09247X101 3023 9208 SH DFND 1,5 9208 0 0 BLACKROCK INC COM 09247X101 1263 3846 SH DFND 1,2,5 3846 0 0 BLACKROCK INC COM 09247X101 295 899 SH DFND 1,3,5 899 0 0 BLACKROCK INC COM 09247X101 491 1496 SH DFND 1,4,5 1496 0 0 BLACKROCK INC COM 09247X101 130 396 SH DFND 1,5,6 396 0 0 BLOCK H & R INC COM 093671105 3633 117148 SH DFND 1,5 117148 0 0 BLOCK H & R INC COM 093671105 606 19540 SH DFND 1,4,5 19540 0 0 BLOCK H & R INC COM 093671105 356 11482 SH DFND 1,3,5 11482 0 0 BLOCK H & R INC COM 093671105 155 4995 SH DFND 1,5,6 4995 0 0 BLOCK H & R INC COM 093671105 1497 48285 SH DFND 1,2,5 48285 0 0 BLUEBIRD BIO INC COM 09609G100 1428 39803 SH DFND 1,5 39803 0 0 BLUEBIRD BIO INC COM 09609G100 107 2969 SH DFND 1,5,6 2969 0 0 BLUEBIRD BIO INC COM 09609G100 245 6829 SH DFND 1,3,5 6829 0 0 BLUEBIRD BIO INC COM 09609G100 417 11626 SH DFND 1,4,5 11626 0 0 BLUEBIRD BIO INC COM 09609G100 1032 28773 SH DFND 1,2,5 28773 0 0 BOEING CO COM 097023105 9953 78140 SH DFND 1,5 78140 0 0 BOEING CO COM 097023105 736 5775 SH DFND 1,5,6 5775 0 0 BOEING CO COM 097023105 7122 55913 SH DFND 1,2,5 55913 0 0 BOEING CO COM 097023105 2880 22610 SH DFND 1,4,5 22610 0 0 BOEING CO COM 097023105 1692 13283 SH DFND 1,3,5 13283 0 0 BOFI HLDG INC COM 05566U108 4933 67850 SH DFND 1,5 67850 0 0 BOFI HLDG INC COM 05566U108 224 3082 SH DFND 1,5,6 3082 0 0 BOFI HLDG INC COM 05566U108 516 7098 SH DFND 1,3,5 7098 0 0 BOFI HLDG INC COM 05566U108 2175 29918 SH DFND 1,2,5 29918 0 0 BOFI HLDG INC COM 05566U108 878 12077 SH DFND 1,4,5 12077 0 0 BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 1222 1228000 PRN DFND 1,5 1228000 0 0 BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 960 964000 PRN DFND 1,4,5 964000 0 0 BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 2261 2271000 PRN DFND 1,2,5 2271000 0 0 BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 194 195000 PRN DFND 1,5,6 195000 0 0 BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 340 342000 PRN DFND 1,3,5 342000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 3445 67310 SH DFND 1,5 67310 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 254 4954 SH DFND 1,5,6 4954 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 975 19044 SH DFND 1,4,5 19044 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 579 11311 SH DFND 1,3,5 11311 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 2456 47982 SH DFND 1,2,5 47982 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 9074 177300 SH Call DFND 1,5 177300 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1551 30300 SH Call DFND 1,3,5 30300 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 676 13200 SH Call DFND 1,5,6 13200 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 6536 127700 SH Call DFND 1,2,5 127700 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 2636 51500 SH Call DFND 1,4,5 51500 0 0 BROADCOM CORP CL A 111320107 15609 386173 SH DFND 1,5 386173 0 0 BROADCOM CORP CL A 111320107 1151 28464 SH DFND 1,5,6 28464 0 0 BROADCOM CORP CL A 111320107 2637 65232 SH DFND 1,3,5 65232 0 0 BROADCOM CORP CL A 111320107 4469 110570 SH DFND 1,4,5 110570 0 0 BROADCOM CORP CL A 111320107 11159 276087 SH DFND 1,2,5 276087 0 0 BRUNSWICK CORP COM 117043109 21926 520302 SH DFND 1,5 520302 0 0 BRUNSWICK CORP COM 117043109 15834 375756 SH DFND 1,2,5 375756 0 0 BRUNSWICK CORP COM 117043109 1629 38650 SH DFND 1,5,6 38650 0 0 BRUNSWICK CORP COM 117043109 3744 88854 SH DFND 1,3,5 88854 0 0 BRUNSWICK CORP COM 117043109 6382 151438 SH DFND 1,4,5 151438 0 0 C&J ENERGY SVCS INC COM 12467B304 3090 101160 SH DFND 1,5 101160 0 0 C&J ENERGY SVCS INC COM 12467B304 230 7521 SH DFND 1,5,6 7521 0 0 C&J ENERGY SVCS INC COM 12467B304 2231 73026 SH DFND 1,2,5 73026 0 0 C&J ENERGY SVCS INC COM 12467B304 899 29426 SH DFND 1,4,5 29426 0 0 C&J ENERGY SVCS INC COM 12467B304 527 17263 SH DFND 1,3,5 17263 0 0 CAPITAL ONE FINL CORP COM 14040H105 4365 53477 SH DFND 1,5 53477 0 0 CAPITAL ONE FINL CORP COM 14040H105 592 7253 SH DFND 1,3,5 7253 0 0 CAPITAL ONE FINL CORP COM 14040H105 257 3149 SH DFND 1,5,6 3149 0 0 CAPITAL ONE FINL CORP COM 14040H105 1007 12341 SH DFND 1,4,5 12341 0 0 CAPITAL ONE FINL CORP COM 14040H105 2494 30554 SH DFND 1,2,5 30554 0 0 CARLISLE COS INC COM 142339100 1103 13721 SH DFND 1,5 13721 0 0 CARLISLE COS INC COM 142339100 322 4008 SH DFND 1,4,5 4008 0 0 CARLISLE COS INC COM 142339100 189 2354 SH DFND 1,3,5 2354 0 0 CARLISLE COS INC COM 142339100 82 1023 SH DFND 1,5,6 1023 0 0 CARLISLE COS INC COM 142339100 797 9917 SH DFND 1,2,5 9917 0 0 CDK GLOBAL INC COM 12508E101 2231 72920 SH DFND 1,5 72920 0 0 CDK GLOBAL INC COM 12508E101 167 5445 SH DFND 1,5,6 5445 0 0 CDK GLOBAL INC COM 12508E101 1614 52778 SH DFND 1,2,5 52778 0 0 CDK GLOBAL INC COM 12508E101 383 12523 SH DFND 1,3,5 12523 0 0 CDK GLOBAL INC COM 12508E101 653 21334 SH DFND 1,4,5 21334 0 0 CELGENE CORP COM 151020104 8464 89300 SH DFND 1,5 89300 0 0 CELGENE CORP COM 151020104 2444 25784 SH DFND 1,4,5 25784 0 0 CELGENE CORP COM 151020104 1436 15154 SH DFND 1,3,5 15154 0 0 CELGENE CORP COM 151020104 624 6588 SH DFND 1,5,6 6588 0 0 CELGENE CORP COM 151020104 6061 63946 SH DFND 1,2,5 63946 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 5728 439285 SH DFND 1,5 439285 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 50 3857 SH DFND 1,5,6 3857 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 488 37400 SH DFND 1,2,5 37400 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 115 8851 SH DFND 1,3,5 8851 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 197 15093 SH DFND 1,4,5 15093 0 0 CENTURY CMNTYS INC COM 156504300 1079 62176 SH DFND 1,5 62176 0 0 CENTURY CMNTYS INC COM 156504300 80 4625 SH DFND 1,5,6 4625 0 0 CENTURY CMNTYS INC COM 156504300 309 17804 SH DFND 1,4,5 17804 0 0 CENTURY CMNTYS INC COM 156504300 778 44826 SH DFND 1,2,5 44826 0 0 CENTURY CMNTYS INC COM 156504300 183 10569 SH DFND 1,3,5 10569 0 0 CF INDS HLDGS INC COM 125269100 6758 24203 SH DFND 1,5 24203 0 0 CF INDS HLDGS INC COM 125269100 4889 17508 SH DFND 1,2,5 17508 0 0 CF INDS HLDGS INC COM 125269100 1157 4142 SH DFND 1,3,5 4142 0 0 CF INDS HLDGS INC COM 125269100 507 1814 SH DFND 1,5,6 1814 0 0 CF INDS HLDGS INC COM 125269100 1972 7062 SH DFND 1,4,5 7062 0 0 CHEMTURA CORP COM NEW 163893209 14532 622889 SH DFND 1,5 622889 0 0 CHEMTURA CORP COM NEW 163893209 4232 181379 SH DFND 1,4,5 181379 0 0 CHEMTURA CORP COM NEW 163893209 1081 46346 SH DFND 1,5,6 46346 0 0 CHEMTURA CORP COM NEW 163893209 10493 449763 SH DFND 1,2,5 449763 0 0 CHEMTURA CORP COM NEW 163893209 2483 106415 SH DFND 1,3,5 106415 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 19456 29188 SH DFND 1,5 29188 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 3306 4960 SH DFND 1,3,5 4960 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1437 2156 SH DFND 1,5,6 2156 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 13944 20918 SH DFND 1,2,5 20918 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 5631 8447 SH DFND 1,4,5 8447 0 0 CHRISTOPHER & BANKS CORP COM 171046105 1690 170870 SH DFND 1,5 170870 0 0 CHRISTOPHER & BANKS CORP COM 171046105 484 48976 SH DFND 1,4,5 48976 0 0 CHRISTOPHER & BANKS CORP COM 171046105 1220 123384 SH DFND 1,2,5 123384 0 0 CHRISTOPHER & BANKS CORP COM 171046105 126 12703 SH DFND 1,5,6 12703 0 0 CHRISTOPHER & BANKS CORP COM 171046105 287 29067 SH DFND 1,3,5 29067 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 4738 5710000 PRN DFND 1,5 5710000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 6704 8079000 PRN DFND 1,2,5 8079000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 842 1015000 PRN DFND 1,5,6 1015000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 2711 3267000 PRN DFND 1,4,5 3267000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1099 1324000 PRN DFND 1,3,5 1324000 0 0 COOPER TIRE & RUBR CO COM 216831107 643 22407 SH DFND 1,5 22407 0 0 COOPER TIRE & RUBR CO COM 216831107 48 1665 SH DFND 1,5,6 1665 0 0 COOPER TIRE & RUBR CO COM 216831107 187 6515 SH DFND 1,4,5 6515 0 0 COOPER TIRE & RUBR CO COM 216831107 110 3820 SH DFND 1,3,5 3820 0 0 COOPER TIRE & RUBR CO COM 216831107 464 16177 SH DFND 1,2,5 16177 0 0 COPA HOLDINGS SA CL A P31076105 1622 15121 SH DFND 1,5 15121 0 0 COPA HOLDINGS SA CL A P31076105 474 4420 SH DFND 1,4,5 4420 0 0 COPA HOLDINGS SA CL A P31076105 279 2596 SH DFND 1,3,5 2596 0 0 COPA HOLDINGS SA CL A P31076105 121 1129 SH DFND 1,5,6 1129 0 0 COPA HOLDINGS SA CL A P31076105 1173 10933 SH DFND 1,2,5 10933 0 0 CROWN HOLDINGS INC COM 228368106 19230 431931 SH DFND 1,5 431931 0 0 CROWN HOLDINGS INC COM 228368106 1424 31980 SH DFND 1,5,6 31980 0 0 CROWN HOLDINGS INC COM 228368106 5574 125202 SH DFND 1,4,5 125202 0 0 CROWN HOLDINGS INC COM 228368106 3271 73479 SH DFND 1,3,5 73479 0 0 CROWN HOLDINGS INC COM 228368106 13823 310493 SH DFND 1,2,5 310493 0 0 DECKERS OUTDOOR CORP COM 243537107 14249 146627 SH DFND 1,5 146627 0 0 DECKERS OUTDOOR CORP COM 243537107 1059 10896 SH DFND 1,5,6 10896 0 0 DECKERS OUTDOOR CORP COM 243537107 4145 42650 SH DFND 1,4,5 42650 0 0 DECKERS OUTDOOR CORP COM 243537107 10292 105911 SH DFND 1,2,5 105911 0 0 DECKERS OUTDOOR CORP COM 243537107 2433 25035 SH DFND 1,3,5 25035 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 12325 200930 SH DFND 1,5 200930 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 2094 34144 SH DFND 1,3,5 34144 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 911 14847 SH DFND 1,5,6 14847 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 3566 58127 SH DFND 1,4,5 58127 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 8817 143741 SH DFND 1,2,5 143741 0 0 DISH NETWORK CORP CL A 25470M109 26228 406127 SH DFND 1,5 406127 0 0 DISH NETWORK CORP CL A 25470M109 4435 68672 SH DFND 1,3,5 68672 0 0 DISH NETWORK CORP CL A 25470M109 18765 290568 SH DFND 1,2,5 290568 0 0 DISH NETWORK CORP CL A 25470M109 1932 29913 SH DFND 1,5,6 29913 0 0 DISH NETWORK CORP CL A 25470M109 7560 117070 SH DFND 1,4,5 117070 0 0 DISNEY WALT CO COM DISNEY 254687106 15881 178378 SH DFND 1,5 178378 0 0 DISNEY WALT CO COM DISNEY 254687106 1175 13200 SH DFND 1,5,6 13200 0 0 DISNEY WALT CO COM DISNEY 254687106 11379 127816 SH DFND 1,2,5 127816 0 0 DISNEY WALT CO COM DISNEY 254687106 2703 30362 SH DFND 1,3,5 30362 0 0 DISNEY WALT CO COM DISNEY 254687106 4602 51686 SH DFND 1,4,5 51686 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 12766 12906000 PRN DFND 1,5 12906000 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 2869 2901000 PRN DFND 1,3,5 2901000 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 7132 7210000 PRN DFND 1,4,5 7210000 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 1988 2010000 PRN DFND 1,5,6 2010000 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 17452 17644000 PRN DFND 1,2,5 17644000 0 0 EASTMAN CHEM CO COM 277432100 22141 273719 SH DFND 1,5 273719 0 0 EASTMAN CHEM CO COM 277432100 3752 46378 SH DFND 1,3,5 46378 0 0 EASTMAN CHEM CO COM 277432100 1634 20197 SH DFND 1,5,6 20197 0 0 EASTMAN CHEM CO COM 277432100 15843 195859 SH DFND 1,2,5 195859 0 0 EASTMAN CHEM CO COM 277432100 6384 78922 SH DFND 1,4,5 78922 0 0 EATON CORP PLC SHS G29183103 2857 45082 SH DFND 1,5 45082 0 0 EATON CORP PLC SHS G29183103 818 12914 SH DFND 1,4,5 12914 0 0 EATON CORP PLC SHS G29183103 481 7586 SH DFND 1,3,5 7586 0 0 EATON CORP PLC SHS G29183103 209 3300 SH DFND 1,5,6 3300 0 0 EATON CORP PLC SHS G29183103 2025 31950 SH DFND 1,2,5 31950 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 5294 112646 SH DFND 1,5 112646 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 655 13928 SH DFND 1,3,5 13928 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 285 6054 SH DFND 1,5,6 6054 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 2760 58720 SH DFND 1,2,5 58720 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 1114 23707 SH DFND 1,4,5 23707 0 0 FACEBOOK INC CL A 30303M102 12831 162333 SH DFND 1,5 162333 0 0 FACEBOOK INC CL A 30303M102 2160 27328 SH DFND 1,3,5 27328 0 0 FACEBOOK INC CL A 30303M102 3655 46243 SH DFND 1,4,5 46243 0 0 FACEBOOK INC CL A 30303M102 944 11937 SH DFND 1,5,6 11937 0 0 FACEBOOK INC CL A 30303M102 9160 115887 SH DFND 1,2,5 115887 0 0 FASTENAL CO COM 311900104 3009 67018 SH DFND 1,5 67018 0 0 FASTENAL CO COM 311900104 511 11370 SH DFND 1,3,5 11370 0 0 FASTENAL CO COM 311900104 222 4950 SH DFND 1,5,6 4950 0 0 FASTENAL CO COM 311900104 2152 47929 SH DFND 1,2,5 47929 0 0 FASTENAL CO COM 311900104 869 19355 SH DFND 1,4,5 19355 0 0 FIRST NBC BK HLDG CO COM 32115D106 4150 126706 SH DFND 1,5 126706 0 0 FIRST NBC BK HLDG CO COM 32115D106 178 5446 SH DFND 1,5,6 5446 0 0 FIRST NBC BK HLDG CO COM 32115D106 1734 52945 SH DFND 1,2,5 52945 0 0 FIRST NBC BK HLDG CO COM 32115D106 407 12435 SH DFND 1,3,5 12435 0 0 FIRST NBC BK HLDG CO COM 32115D106 687 20974 SH DFND 1,4,5 20974 0 0 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 333 23270 SH DFND 1,5 23270 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 10351 72835 SH DFND 1,5 72835 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 1281 9014 SH DFND 1,3,5 9014 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 558 3924 SH DFND 1,5,6 3924 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 5394 37954 SH DFND 1,2,5 37954 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 2183 15357 SH DFND 1,4,5 15357 0 0 FLOWSERVE CORP COM 34354P105 9438 133829 SH DFND 1,5 133829 0 0 FLOWSERVE CORP COM 34354P105 6762 95891 SH DFND 1,2,5 95891 0 0 FLOWSERVE CORP COM 34354P105 2732 38746 SH DFND 1,4,5 38746 0 0 FLOWSERVE CORP COM 34354P105 1605 22754 SH DFND 1,3,5 22754 0 0 FLOWSERVE CORP COM 34354P105 698 9899 SH DFND 1,5,6 9899 0 0 G-III APPAREL GROUP LTD COM 36237H101 5504 66420 SH DFND 1,5 66420 0 0 G-III APPAREL GROUP LTD COM 36237H101 940 11350 SH DFND 1,3,5 11350 0 0 G-III APPAREL GROUP LTD COM 36237H101 409 4941 SH DFND 1,5,6 4941 0 0 G-III APPAREL GROUP LTD COM 36237H101 1602 19338 SH DFND 1,4,5 19338 0 0 G-III APPAREL GROUP LTD COM 36237H101 3973 47951 SH DFND 1,2,5 47951 0 0 GALLAGHER ARTHUR J & CO COM 363576109 9293 204868 SH DFND 1,5 204868 0 0 GALLAGHER ARTHUR J & CO COM 363576109 470 10364 SH DFND 1,5,6 10364 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1841 40593 SH DFND 1,4,5 40593 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1082 23849 SH DFND 1,3,5 23849 0 0 GALLAGHER ARTHUR J & CO COM 363576109 4560 100536 SH DFND 1,2,5 100536 0 0 GARMIN LTD SHS H2906T109 15884 305529 SH DFND 1,5 305529 0 0 GARMIN LTD SHS H2906T109 1172 22545 SH DFND 1,5,6 22545 0 0 GARMIN LTD SHS H2906T109 2687 51675 SH DFND 1,3,5 51675 0 0 GARMIN LTD SHS H2906T109 4554 87593 SH DFND 1,4,5 87593 0 0 GARMIN LTD SHS H2906T109 11357 218453 SH DFND 1,2,5 218453 0 0 GATX CORP COM 361448103 6623 113466 SH DFND 1,5 113466 0 0 GATX CORP COM 361448103 312 5342 SH DFND 1,5,6 5342 0 0 GATX CORP COM 361448103 716 12262 SH DFND 1,3,5 12262 0 0 GATX CORP COM 361448103 3018 51708 SH DFND 1,2,5 51708 0 0 GATX CORP COM 361448103 1220 20899 SH DFND 1,4,5 20899 0 0 GENERAL ELECTRIC CO COM 369604103 8168 318802 SH DFND 1,5 318802 0 0 GENERAL ELECTRIC CO COM 369604103 2368 92434 SH DFND 1,4,5 92434 0 0 GENERAL ELECTRIC CO COM 369604103 605 23609 SH DFND 1,5,6 23609 0 0 GENERAL ELECTRIC CO COM 369604103 5860 228728 SH DFND 1,2,5 228728 0 0 GENERAL ELECTRIC CO COM 369604103 1391 54279 SH DFND 1,3,5 54279 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4262 92704 SH DFND 1,5 92704 0 0 GNC HLDGS INC COM CL A 36191G107 1997 51542 SH DFND 1,5 51542 0 0 GNC HLDGS INC COM CL A 36191G107 341 8804 SH DFND 1,3,5 8804 0 0 GNC HLDGS INC COM CL A 36191G107 149 3835 SH DFND 1,5,6 3835 0 0 GNC HLDGS INC COM CL A 36191G107 1441 37201 SH DFND 1,2,5 37201 0 0 GNC HLDGS INC COM CL A 36191G107 581 15007 SH DFND 1,4,5 15007 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 6666 100393 SH DFND 1,5 100393 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 492 7409 SH DFND 1,5,6 7409 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 4777 71940 SH DFND 1,2,5 71940 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 1132 17041 SH DFND 1,3,5 17041 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 1926 29003 SH DFND 1,4,5 29003 0 0 GOOGLE INC CL A 38259P508 10988 18674 SH DFND 1,5 18674 0 0 GOOGLE INC CL A 38259P508 3193 5426 SH DFND 1,4,5 5426 0 0 GOOGLE INC CL A 38259P508 7902 13430 SH DFND 1,2,5 13430 0 0 GOOGLE INC CL A 38259P508 817 1388 SH DFND 1,5,6 1388 0 0 GOOGLE INC CL A 38259P508 1876 3188 SH DFND 1,3,5 3188 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 4121 331500 SH DFND 1,5 331500 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 2981 239850 SH DFND 1,2,5 239850 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 308 24750 SH DFND 1,5,6 24750 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 708 56925 SH DFND 1,3,5 56925 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 1205 96975 SH DFND 1,4,5 96975 0 0 GREEN DOT CORP CL A 39304D102 1964 92895 SH DFND 1,5 92895 0 0 GREEN DOT CORP CL A 39304D102 809 38264 SH DFND 1,2,5 38264 0 0 GREEN DOT CORP CL A 39304D102 84 3960 SH DFND 1,5,6 3960 0 0 GREEN DOT CORP CL A 39304D102 327 15491 SH DFND 1,4,5 15491 0 0 GREEN DOT CORP CL A 39304D102 192 9087 SH DFND 1,3,5 9087 0 0 GREEN PLAINS INC COM 393222104 2761 73833 SH DFND 1,5 73833 0 0 GREEN PLAINS INC COM 393222104 1993 53304 SH DFND 1,2,5 53304 0 0 GREEN PLAINS INC COM 393222104 206 5504 SH DFND 1,5,6 5504 0 0 GREEN PLAINS INC COM 393222104 473 12644 SH DFND 1,3,5 12644 0 0 GREEN PLAINS INC COM 393222104 803 21486 SH DFND 1,4,5 21486 0 0 HALLIBURTON CO COM 406216101 11465 177718 SH DFND 1,5 177718 0 0 HALLIBURTON CO COM 406216101 847 13122 SH DFND 1,5,6 13122 0 0 HALLIBURTON CO COM 406216101 8210 127265 SH DFND 1,2,5 127265 0 0 HALLIBURTON CO COM 406216101 1947 30177 SH DFND 1,3,5 30177 0 0 HALLIBURTON CO COM 406216101 3314 51379 SH DFND 1,4,5 51379 0 0 HANESBRANDS INC COM 410345102 14850 138218 SH DFND 1,5 138218 0 0 HANESBRANDS INC COM 410345102 1094 10180 SH DFND 1,5,6 10180 0 0 HANESBRANDS INC COM 410345102 10628 98920 SH DFND 1,2,5 98920 0 0 HANESBRANDS INC COM 410345102 2511 23370 SH DFND 1,3,5 23370 0 0 HANESBRANDS INC COM 410345102 4281 39846 SH DFND 1,4,5 39846 0 0 HARLEY DAVIDSON INC COM 412822108 6517 111978 SH DFND 1,5 111978 0 0 HARLEY DAVIDSON INC COM 412822108 480 8250 SH DFND 1,5,6 8250 0 0 HARLEY DAVIDSON INC COM 412822108 1104 18976 SH DFND 1,3,5 18976 0 0 HARLEY DAVIDSON INC COM 412822108 1880 32302 SH DFND 1,4,5 32302 0 0 HARLEY DAVIDSON INC COM 412822108 4649 79882 SH DFND 1,2,5 79882 0 0 HD SUPPLY HLDGS INC COM 40416M105 15186 557084 SH DFND 1,5 557084 0 0 HD SUPPLY HLDGS INC COM 40416M105 2584 94801 SH DFND 1,3,5 94801 0 0 HD SUPPLY HLDGS INC COM 40416M105 4401 161449 SH DFND 1,4,5 161449 0 0 HD SUPPLY HLDGS INC COM 40416M105 10891 399516 SH DFND 1,2,5 399516 0 0 HD SUPPLY HLDGS INC COM 40416M105 1124 41244 SH DFND 1,5,6 41244 0 0 HONEYWELL INTL INC COM 438516106 38781 416461 SH DFND 1,5 416461 0 0 HONEYWELL INTL INC COM 438516106 2861 30721 SH DFND 1,5,6 30721 0 0 HONEYWELL INTL INC COM 438516106 11199 120260 SH DFND 1,4,5 120260 0 0 HONEYWELL INTL INC COM 438516106 6579 70648 SH DFND 1,3,5 70648 0 0 HONEYWELL INTL INC COM 438516106 27742 297914 SH DFND 1,2,5 297914 0 0 HORMEL FOODS CORP COM 440452100 9186 178757 SH DFND 1,5 178757 0 0 HORMEL FOODS CORP COM 440452100 1555 30265 SH DFND 1,3,5 30265 0 0 HORMEL FOODS CORP COM 440452100 2649 51555 SH DFND 1,4,5 51555 0 0 HORMEL FOODS CORP COM 440452100 677 13173 SH DFND 1,5,6 13173 0 0 HORMEL FOODS CORP COM 440452100 6574 127916 SH DFND 1,2,5 127916 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 6157 121017 SH DFND 1,5 121017 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 332 6516 SH DFND 1,5,6 6516 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 762 14981 SH DFND 1,3,5 14981 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 3209 63061 SH DFND 1,2,5 63061 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 1298 25507 SH DFND 1,4,5 25507 0 0 HUBBELL INC CL B 443510201 19606 162664 SH DFND 1,5 162664 0 0 HUBBELL INC CL B 443510201 3339 27701 SH DFND 1,3,5 27701 0 0 HUBBELL INC CL B 443510201 5685 47163 SH DFND 1,4,5 47163 0 0 HUBBELL INC CL B 443510201 1452 12043 SH DFND 1,5,6 12043 0 0 HUBBELL INC CL B 443510201 14062 116667 SH DFND 1,2,5 116667 0 0 IBERIABANK CORP COM 450828108 5805 92865 SH DFND 1,5 92865 0 0 IBERIABANK CORP COM 450828108 2393 38280 SH DFND 1,2,5 38280 0 0 IBERIABANK CORP COM 450828108 248 3961 SH DFND 1,5,6 3961 0 0 IBERIABANK CORP COM 450828108 968 15491 SH DFND 1,4,5 15491 0 0 IBERIABANK CORP COM 450828108 569 9103 SH DFND 1,3,5 9103 0 0 INFOBLOX INC COM 45672H104 13271 899756 SH DFND 1,5 899756 0 0 INFOBLOX INC COM 45672H104 2259 153154 SH DFND 1,3,5 153154 0 0 INFOBLOX INC COM 45672H104 987 66886 SH DFND 1,5,6 66886 0 0 INFOBLOX INC COM 45672H104 9573 649019 SH DFND 1,2,5 649019 0 0 INFOBLOX INC COM 45672H104 3823 259185 SH DFND 1,4,5 259185 0 0 INGERSOLL-RAND PLC SHS G47791101 14551 258188 SH DFND 1,5 258188 0 0 INGERSOLL-RAND PLC SHS G47791101 2492 44224 SH DFND 1,3,5 44224 0 0 INGERSOLL-RAND PLC SHS G47791101 4246 75330 SH DFND 1,4,5 75330 0 0 INGERSOLL-RAND PLC SHS G47791101 1084 19226 SH DFND 1,5,6 19226 0 0 INGERSOLL-RAND PLC SHS G47791101 10505 186387 SH DFND 1,2,5 186387 0 0 INGRAM MICRO INC CL A 457153104 16452 637437 SH DFND 1,5 637437 0 0 INGRAM MICRO INC CL A 457153104 2794 108244 SH DFND 1,3,5 108244 0 0 INGRAM MICRO INC CL A 457153104 4716 182702 SH DFND 1,4,5 182702 0 0 INGRAM MICRO INC CL A 457153104 1222 47359 SH DFND 1,5,6 47359 0 0 INGRAM MICRO INC CL A 457153104 11853 459258 SH DFND 1,2,5 459258 0 0 INVESCO LTD SHS G491BT108 10076 255218 SH DFND 1,5 255218 0 0 INVESCO LTD SHS G491BT108 978 24769 SH DFND 1,3,5 24769 0 0 INVESCO LTD SHS G491BT108 1642 41579 SH DFND 1,4,5 41579 0 0 INVESCO LTD SHS G491BT108 428 10843 SH DFND 1,5,6 10843 0 0 INVESCO LTD SHS G491BT108 4151 105150 SH DFND 1,2,5 105150 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 5985 380745 SH DFND 1,5 380745 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 584 37128 SH DFND 1,3,5 37128 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 256 16258 SH DFND 1,5,6 16258 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 2476 157482 SH DFND 1,2,5 157482 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 983 62511 SH DFND 1,4,5 62511 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 3758 238475 SH DFND 1,5 238475 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 627 39808 SH DFND 1,4,5 39808 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 368 23356 SH DFND 1,3,5 23356 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1557 98788 SH DFND 1,2,5 98788 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 160 10155 SH DFND 1,5,6 10155 0 0 JARDEN CORP COM 471109108 13031 216787 SH DFND 1,5 216787 0 0 JARDEN CORP COM 471109108 9322 155078 SH DFND 1,2,5 155078 0 0 JARDEN CORP COM 471109108 960 15975 SH DFND 1,5,6 15975 0 0 JARDEN CORP COM 471109108 3757 62501 SH DFND 1,4,5 62501 0 0 JARDEN CORP COM 471109108 2204 36662 SH DFND 1,3,5 36662 0 0 JOHNSON CTLS INC COM 478366107 3716 84451 SH DFND 1,5 84451 0 0 JOHNSON CTLS INC COM 478366107 268 6094 SH DFND 1,5,6 6094 0 0 JOHNSON CTLS INC COM 478366107 2603 59168 SH DFND 1,2,5 59168 0 0 JOHNSON CTLS INC COM 478366107 617 14015 SH DFND 1,3,5 14015 0 0 JOHNSON CTLS INC COM 478366107 1049 23851 SH DFND 1,4,5 23851 0 0 JONES ENERGY INC COM CL A 48019R108 662 35261 SH DFND 1,5 35261 0 0 JONES ENERGY INC COM CL A 48019R108 116 6160 SH DFND 1,3,5 6160 0 0 JONES ENERGY INC COM CL A 48019R108 197 10478 SH DFND 1,4,5 10478 0 0 JONES ENERGY INC COM CL A 48019R108 50 2674 SH DFND 1,5,6 2674 0 0 JONES ENERGY INC COM CL A 48019R108 489 26013 SH DFND 1,2,5 26013 0 0 JPMORGAN CHASE & CO COM 46625H100 11790 195722 SH DFND 1,5 195722 0 0 JPMORGAN CHASE & CO COM 46625H100 638 10584 SH DFND 1,5,6 10584 0 0 JPMORGAN CHASE & CO COM 46625H100 2496 41433 SH DFND 1,4,5 41433 0 0 JPMORGAN CHASE & CO COM 46625H100 1465 24313 SH DFND 1,3,5 24313 0 0 JPMORGAN CHASE & CO COM 46625H100 6169 102411 SH DFND 1,2,5 102411 0 0 KB HOME COM 48666K109 4290 287128 SH DFND 1,5 287128 0 0 KB HOME COM 48666K109 182 12192 SH DFND 1,5,6 12192 0 0 KB HOME COM 48666K109 420 28086 SH DFND 1,3,5 28086 0 0 KB HOME COM 48666K109 714 47781 SH DFND 1,4,5 47781 0 0 KB HOME COM 48666K109 1769 118413 SH DFND 1,2,5 118413 0 0 KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 468 468000 PRN DFND 1,5 468000 0 0 KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 152 152000 PRN DFND 1,3,5 152000 0 0 KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 217 217000 PRN DFND 1,5,6 217000 0 0 KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 563 563000 PRN DFND 1,4,5 563000 0 0 KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 1400 1400000 PRN DFND 1,2,5 1400000 0 0 KNOWLES CORP COM 49926D109 4393 165774 SH DFND 1,5 165774 0 0 KNOWLES CORP COM 49926D109 326 12314 SH DFND 1,5,6 12314 0 0 KNOWLES CORP COM 49926D109 3162 119331 SH DFND 1,2,5 119331 0 0 KNOWLES CORP COM 49926D109 746 28137 SH DFND 1,3,5 28137 0 0 KNOWLES CORP COM 49926D109 1257 47444 SH DFND 1,4,5 47444 0 0 KYTHERA BIOPHARMACEUTICALS I COM 501570105 1289 39347 SH DFND 1,5 39347 0 0 KYTHERA BIOPHARMACEUTICALS I COM 501570105 219 6672 SH DFND 1,3,5 6672 0 0 KYTHERA BIOPHARMACEUTICALS I COM 501570105 927 28296 SH DFND 1,2,5 28296 0 0 KYTHERA BIOPHARMACEUTICALS I COM 501570105 96 2922 SH DFND 1,5,6 2922 0 0 KYTHERA BIOPHARMACEUTICALS I COM 501570105 368 11233 SH DFND 1,4,5 11233 0 0 LENNOX INTL INC COM 526107107 3557 46279 SH DFND 1,5 46279 0 0 LENNOX INTL INC COM 526107107 611 7945 SH DFND 1,3,5 7945 0 0 LENNOX INTL INC COM 526107107 1040 13526 SH DFND 1,4,5 13526 0 0 LENNOX INTL INC COM 526107107 265 3452 SH DFND 1,5,6 3452 0 0 LENNOX INTL INC COM 526107107 2574 33486 SH DFND 1,2,5 33486 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 13271 311954 SH DFND 1,5 311954 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 983 23100 SH DFND 1,5,6 23100 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 3848 90456 SH DFND 1,4,5 90456 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 2260 53134 SH DFND 1,3,5 53134 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 9514 223641 SH DFND 1,2,5 223641 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 17859 435427 SH DFND 1,5 435427 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 1319 32160 SH DFND 1,5,6 32160 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 5163 125880 SH DFND 1,4,5 125880 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 3032 73931 SH DFND 1,3,5 73931 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 12778 311549 SH DFND 1,2,5 311549 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 22493 476742 SH DFND 1,5 476742 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 1662 35225 SH DFND 1,5,6 35225 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 16143 342152 SH DFND 1,2,5 342152 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 6506 137898 SH DFND 1,4,5 137898 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 3823 81038 SH DFND 1,3,5 81038 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 22610 481161 SH DFND 1,5 481161 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 3843 81793 SH DFND 1,3,5 81793 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 1671 35553 SH DFND 1,5,6 35553 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 16229 345375 SH DFND 1,2,5 345375 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 6540 139184 SH DFND 1,4,5 139184 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 9375 276558 SH DFND 1,5 276558 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 6774 199810 SH DFND 1,2,5 199810 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 699 20605 SH DFND 1,5,6 20605 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1606 47378 SH DFND 1,3,5 47378 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2734 80649 SH DFND 1,4,5 80649 0 0 LIFE TIME FITNESS INC COM 53217R207 2335 46288 SH DFND 1,5 46288 0 0 LIFE TIME FITNESS INC COM 53217R207 401 7942 SH DFND 1,3,5 7942 0 0 LIFE TIME FITNESS INC COM 53217R207 174 3453 SH DFND 1,5,6 3453 0 0 LIFE TIME FITNESS INC COM 53217R207 1687 33452 SH DFND 1,2,5 33452 0 0 LIFE TIME FITNESS INC COM 53217R207 682 13521 SH DFND 1,4,5 13521 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 11884 109371 SH DFND 1,5 109371 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 880 8095 SH DFND 1,5,6 8095 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2022 18609 SH DFND 1,3,5 18609 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3444 31694 SH DFND 1,4,5 31694 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8524 78445 SH DFND 1,2,5 78445 0 0 MAGELLAN HEALTH INC COM NEW 559079207 607 11087 SH DFND 1,5 11087 0 0 MAGELLAN HEALTH INC COM NEW 559079207 438 8002 SH DFND 1,2,5 8002 0 0 MAGELLAN HEALTH INC COM NEW 559079207 103 1887 SH DFND 1,3,5 1887 0 0 MAGELLAN HEALTH INC COM NEW 559079207 45 825 SH DFND 1,5,6 825 0 0 MAGELLAN HEALTH INC COM NEW 559079207 175 3199 SH DFND 1,4,5 3199 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 10468 116122 SH DFND 1,5 116122 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 3024 33545 SH DFND 1,4,5 33545 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 7494 83126 SH DFND 1,2,5 83126 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 1776 19702 SH DFND 1,3,5 19702 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 773 8577 SH DFND 1,5,6 8577 0 0 MCDONALDS CORP COM 580135101 12572 132598 SH DFND 1,5 132598 0 0 MCDONALDS CORP COM 580135101 939 9900 SH DFND 1,5,6 9900 0 0 MCDONALDS CORP COM 580135101 9096 95940 SH DFND 1,2,5 95940 0 0 MCDONALDS CORP COM 580135101 2159 22771 SH DFND 1,3,5 22771 0 0 MCDONALDS CORP COM 580135101 3678 38791 SH DFND 1,4,5 38791 0 0 MENS WEARHOUSE INC COM 587118100 8357 176976 SH DFND 1,5 176976 0 0 MENS WEARHOUSE INC COM 587118100 6041 127927 SH DFND 1,2,5 127927 0 0 MENS WEARHOUSE INC COM 587118100 2437 51620 SH DFND 1,4,5 51620 0 0 MENS WEARHOUSE INC COM 587118100 1430 30294 SH DFND 1,3,5 30294 0 0 MENS WEARHOUSE INC COM 587118100 623 13183 SH DFND 1,5,6 13183 0 0 META FINL GROUP INC COM 59100U108 960 27236 SH DFND 1,5 27236 0 0 META FINL GROUP INC COM 59100U108 165 4672 SH DFND 1,3,5 4672 0 0 META FINL GROUP INC COM 59100U108 699 19816 SH DFND 1,2,5 19816 0 0 META FINL GROUP INC COM 59100U108 277 7866 SH DFND 1,4,5 7866 0 0 META FINL GROUP INC COM 59100U108 72 2046 SH DFND 1,5,6 2046 0 0 METHANEX CORP COM 59151K108 17450 261222 SH DFND 1,5 261222 0 0 METHANEX CORP COM 59151K108 1284 19216 SH DFND 1,5,6 19216 0 0 METHANEX CORP COM 59151K108 12471 186698 SH DFND 1,2,5 186698 0 0 METHANEX CORP COM 59151K108 2945 44093 SH DFND 1,3,5 44093 0 0 METHANEX CORP COM 59151K108 5023 75197 SH DFND 1,4,5 75197 0 0 MICHAELS COS INC COM 59408Q106 3484 199340 SH DFND 1,5 199340 0 0 MICHAELS COS INC COM 59408Q106 2516 143912 SH DFND 1,2,5 143912 0 0 MICHAELS COS INC COM 59408Q106 594 34002 SH DFND 1,3,5 34002 0 0 MICHAELS COS INC COM 59408Q106 259 14789 SH DFND 1,5,6 14789 0 0 MICHAELS COS INC COM 59408Q106 1013 57957 SH DFND 1,4,5 57957 0 0 MICROSOFT CORP COM 594918104 30532 658587 SH DFND 1,5 658587 0 0 MICROSOFT CORP COM 594918104 5158 111267 SH DFND 1,3,5 111267 0 0 MICROSOFT CORP COM 594918104 8796 189736 SH DFND 1,4,5 189736 0 0 MICROSOFT CORP COM 594918104 2248 48490 SH DFND 1,5,6 48490 0 0 MICROSOFT CORP COM 594918104 21842 471146 SH DFND 1,2,5 471146 0 0 MOLSON COORS BREWING CO CL B 60871R209 13301 178680 SH DFND 1,5 178680 0 0 MOLSON COORS BREWING CO CL B 60871R209 2257 30320 SH DFND 1,3,5 30320 0 0 MOLSON COORS BREWING CO CL B 60871R209 983 13200 SH DFND 1,5,6 13200 0 0 MOLSON COORS BREWING CO CL B 60871R209 3842 51612 SH DFND 1,4,5 51612 0 0 MOLSON COORS BREWING CO CL B 60871R209 9516 127832 SH DFND 1,2,5 127832 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 511 45080 SH DFND 1,5 45080 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 146 12880 SH DFND 1,4,5 12880 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 38 3350 SH DFND 1,5,6 3350 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 368 32484 SH DFND 1,2,5 32484 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 87 7650 SH DFND 1,3,5 7650 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 9530 150602 SH DFND 1,5 150602 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 702 11088 SH DFND 1,5,6 11088 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 6821 107784 SH DFND 1,2,5 107784 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 2747 43406 SH DFND 1,4,5 43406 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1614 25511 SH DFND 1,3,5 25511 0 0 NAVIENT CORP COM 63938C108 9282 524122 SH DFND 1,5 524122 0 0 NAVIENT CORP COM 63938C108 4835 273030 SH DFND 1,2,5 273030 0 0 NAVIENT CORP COM 63938C108 498 28109 SH DFND 1,5,6 28109 0 0 NAVIENT CORP COM 63938C108 1947 109928 SH DFND 1,4,5 109928 0 0 NAVIENT CORP COM 63938C108 1145 64653 SH DFND 1,3,5 64653 0 0 NEW RESIDENTIAL INVT CORP COM 64828T102 8108 1390662 SH DFND 1,5 1390662 0 0 NEW RESIDENTIAL INVT CORP COM 64828T102 347 59516 SH DFND 1,5,6 59516 0 0 NEW RESIDENTIAL INVT CORP COM 64828T102 3362 576716 SH DFND 1,2,5 576716 0 0 NEW RESIDENTIAL INVT CORP COM 64828T102 1336 229143 SH DFND 1,4,5 229143 0 0 NEW RESIDENTIAL INVT CORP COM 64828T102 793 135967 SH DFND 1,3,5 135967 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 7216 391736 SH DFND 1,5 391736 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 308 16728 SH DFND 1,5,6 16728 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 1184 64289 SH DFND 1,4,5 64289 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 705 38249 SH DFND 1,3,5 38249 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 2986 162118 SH DFND 1,2,5 162118 0 0 NORTHSTAR RLTY FIN CORP COM NEW 66704R704 19269 1090492 SH DFND 1,5 1090492 0 0 NORTHSTAR RLTY FIN CORP COM NEW 66704R704 4616 261248 SH DFND 1,4,5 261248 0 0 NORTHSTAR RLTY FIN CORP COM NEW 66704R704 1180 66769 SH DFND 1,5,6 66769 0 0 NORTHSTAR RLTY FIN CORP COM NEW 66704R704 11457 648396 SH DFND 1,2,5 648396 0 0 NORTHSTAR RLTY FIN CORP COM NEW 66704R704 2714 153595 SH DFND 1,3,5 153595 0 0 NOW INC COM 67011P100 1381 45411 SH DFND 1,5 45411 0 0 NOW INC COM 67011P100 235 7743 SH DFND 1,3,5 7743 0 0 NOW INC COM 67011P100 103 3374 SH DFND 1,5,6 3374 0 0 NOW INC COM 67011P100 402 13206 SH DFND 1,4,5 13206 0 0 NOW INC COM 67011P100 997 32785 SH DFND 1,2,5 32785 0 0 OFFICE DEPOT INC COM 676220106 2276 442781 SH DFND 1,5 442781 0 0 OFFICE DEPOT INC COM 676220106 662 128801 SH DFND 1,4,5 128801 0 0 OFFICE DEPOT INC COM 676220106 1644 319816 SH DFND 1,2,5 319816 0 0 OFFICE DEPOT INC COM 676220106 389 75701 SH DFND 1,3,5 75701 0 0 OFFICE DEPOT INC COM 676220106 169 32901 SH DFND 1,5,6 32901 0 0 ORION ENGINEERED CARBONS S A COM L72967109 5881 333773 SH DFND 1,5 333773 0 0 ORION ENGINEERED CARBONS S A COM L72967109 1003 56906 SH DFND 1,3,5 56906 0 0 ORION ENGINEERED CARBONS S A COM L72967109 437 24803 SH DFND 1,5,6 24803 0 0 ORION ENGINEERED CARBONS S A COM L72967109 4246 240985 SH DFND 1,2,5 240985 0 0 ORION ENGINEERED CARBONS S A COM L72967109 1710 97053 SH DFND 1,4,5 97053 0 0 OWENS CORNING NEW COM 690742101 3787 119278 SH DFND 1,5 119278 0 0 OWENS CORNING NEW COM 690742101 1105 34816 SH DFND 1,4,5 34816 0 0 OWENS CORNING NEW COM 690742101 282 8893 SH DFND 1,5,6 8893 0 0 OWENS CORNING NEW COM 690742101 649 20442 SH DFND 1,3,5 20442 0 0 OWENS CORNING NEW COM 690742101 2735 86155 SH DFND 1,2,5 86155 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 3846 275490 SH DFND 1,5 275490 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 286 20480 SH DFND 1,5,6 20480 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 2770 198402 SH DFND 1,2,5 198402 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 654 46861 SH DFND 1,3,5 46861 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 1106 79195 SH DFND 1,4,5 79195 0 0 PACWEST BANCORP DEL COM 695263103 8937 216760 SH DFND 1,5 216760 0 0 PACWEST BANCORP DEL COM 695263103 442 10718 SH DFND 1,5,6 10718 0 0 PACWEST BANCORP DEL COM 695263103 1015 24629 SH DFND 1,3,5 24629 0 0 PACWEST BANCORP DEL COM 695263103 4274 103670 SH DFND 1,2,5 103670 0 0 PACWEST BANCORP DEL COM 695263103 1728 41923 SH DFND 1,4,5 41923 0 0 PAPA JOHNS INTL INC COM 698813102 4480 112034 SH DFND 1,5 112034 0 0 PAPA JOHNS INTL INC COM 698813102 764 19100 SH DFND 1,3,5 19100 0 0 PAPA JOHNS INTL INC COM 698813102 1303 32577 SH DFND 1,4,5 32577 0 0 PAPA JOHNS INTL INC COM 698813102 3235 80885 SH DFND 1,2,5 80885 0 0 PAPA JOHNS INTL INC COM 698813102 333 8323 SH DFND 1,5,6 8323 0 0 PENTAIR PLC SHS G7S00T104 31819 485862 SH DFND 1,5 485862 0 0 PENTAIR PLC SHS G7S00T104 5399 82436 SH DFND 1,3,5 82436 0 0 PENTAIR PLC SHS G7S00T104 9190 140331 SH DFND 1,4,5 140331 0 0 PENTAIR PLC SHS G7S00T104 2348 35851 SH DFND 1,5,6 35851 0 0 PENTAIR PLC SHS G7S00T104 22788 347958 SH DFND 1,2,5 347958 0 0 PFIZER INC COM 717081103 31575 1067810 SH DFND 1,5 1067810 0 0 PFIZER INC COM 717081103 2325 78642 SH DFND 1,5,6 78642 0 0 PFIZER INC COM 717081103 9100 307739 SH DFND 1,4,5 307739 0 0 PFIZER INC COM 717081103 5336 180468 SH DFND 1,3,5 180468 0 0 PFIZER INC COM 717081103 22587 763864 SH DFND 1,2,5 763864 0 0 PHILLIPS 66 COM 718546104 18127 222939 SH DFND 1,5 222939 0 0 PHILLIPS 66 COM 718546104 1338 16460 SH DFND 1,5,6 16460 0 0 PHILLIPS 66 COM 718546104 3075 37822 SH DFND 1,3,5 37822 0 0 PHILLIPS 66 COM 718546104 12975 159576 SH DFND 1,2,5 159576 0 0 PHILLIPS 66 COM 718546104 5238 64423 SH DFND 1,4,5 64423 0 0 PINNACLE FOODS INC DEL COM 72348P104 7588 232394 SH DFND 1,5 232394 0 0 PINNACLE FOODS INC DEL COM 72348P104 2211 67730 SH DFND 1,4,5 67730 0 0 PINNACLE FOODS INC DEL COM 72348P104 566 17325 SH DFND 1,5,6 17325 0 0 PINNACLE FOODS INC DEL COM 72348P104 5477 167753 SH DFND 1,2,5 167753 0 0 PINNACLE FOODS INC DEL COM 72348P104 1299 39798 SH DFND 1,3,5 39798 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 717 28667 SH DFND 1,5 28667 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 205 8194 SH DFND 1,4,5 8194 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 518 20692 SH DFND 1,2,5 20692 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 53 2129 SH DFND 1,5,6 2129 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 122 4863 SH DFND 1,3,5 4863 0 0 POLARIS INDS INC COM 731068102 18364 122601 SH DFND 1,5 122601 0 0 POLARIS INDS INC COM 731068102 13167 87904 SH DFND 1,2,5 87904 0 0 POLARIS INDS INC COM 731068102 1358 9069 SH DFND 1,5,6 9069 0 0 POLARIS INDS INC COM 731068102 5318 35502 SH DFND 1,4,5 35502 0 0 POLARIS INDS INC COM 731068102 3124 20859 SH DFND 1,3,5 20859 0 0 POLYCOM INC COM 73172K104 15619 1271419 SH DFND 1,5 1271419 0 0 POLYCOM INC COM 73172K104 1163 94641 SH DFND 1,5,6 94641 0 0 POLYCOM INC COM 73172K104 4516 367591 SH DFND 1,4,5 367591 0 0 POLYCOM INC COM 73172K104 2664 216856 SH DFND 1,3,5 216856 0 0 POLYCOM INC COM 73172K104 11271 917493 SH DFND 1,2,5 917493 0 0 PRICE T ROWE GROUP INC COM 74144T108 4564 58220 SH DFND 1,5 58220 0 0 PRICE T ROWE GROUP INC COM 74144T108 445 5680 SH DFND 1,3,5 5680 0 0 PRICE T ROWE GROUP INC COM 74144T108 194 2470 SH DFND 1,5,6 2470 0 0 PRICE T ROWE GROUP INC COM 74144T108 1880 23980 SH DFND 1,2,5 23980 0 0 PRICE T ROWE GROUP INC COM 74144T108 757 9650 SH DFND 1,4,5 9650 0 0 PRICELINE GRP INC COM NEW 741503403 7201 6215 SH DFND 1,5 6215 0 0 PRICELINE GRP INC COM NEW 741503403 2097 1810 SH DFND 1,4,5 1810 0 0 PRICELINE GRP INC COM NEW 741503403 5183 4474 SH DFND 1,2,5 4474 0 0 PRICELINE GRP INC COM NEW 741503403 1233 1064 SH DFND 1,3,5 1064 0 0 PRICELINE GRP INC COM NEW 741503403 535 462 SH DFND 1,5,6 462 0 0 PRUDENTIAL FINL INC COM 744320102 10434 118646 SH DFND 1,5 118646 0 0 PRUDENTIAL FINL INC COM 744320102 2199 25004 SH DFND 1,4,5 25004 0 0 PRUDENTIAL FINL INC COM 744320102 1290 14674 SH DFND 1,3,5 14674 0 0 PRUDENTIAL FINL INC COM 744320102 562 6392 SH DFND 1,5,6 6392 0 0 PRUDENTIAL FINL INC COM 744320102 5438 61841 SH DFND 1,2,5 61841 0 0 PRUDENTIAL PLC ADR 74435K204 520 11686 SH DFND 1,5 11686 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 3145 55278 SH DFND 1,5 55278 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 235 4122 SH DFND 1,5,6 4122 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 2276 39994 SH DFND 1,2,5 39994 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 539 9471 SH DFND 1,3,5 9471 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 918 16135 SH DFND 1,4,5 16135 0 0 RETROPHIN INC COM 761299106 1143 126689 SH DFND 1,5 126689 0 0 RETROPHIN INC COM 761299106 327 36233 SH DFND 1,4,5 36233 0 0 RETROPHIN INC COM 761299106 85 9411 SH DFND 1,5,6 9411 0 0 RETROPHIN INC COM 761299106 194 21502 SH DFND 1,3,5 21502 0 0 RETROPHIN INC COM 761299106 822 91165 SH DFND 1,2,5 91165 0 0 ROCKWELL AUTOMATION INC COM 773903109 4949 45037 SH DFND 1,5 45037 0 0 ROCKWELL AUTOMATION INC COM 773903109 849 7731 SH DFND 1,3,5 7731 0 0 ROCKWELL AUTOMATION INC COM 773903109 370 3363 SH DFND 1,5,6 3363 0 0 ROCKWELL AUTOMATION INC COM 773903109 3572 32512 SH DFND 1,2,5 32512 0 0 ROCKWELL AUTOMATION INC COM 773903109 1447 13169 SH DFND 1,4,5 13169 0 0 ROCKWOOD HLDGS INC COM 774415103 15416 201642 SH DFND 1,5 201642 0 0 ROCKWOOD HLDGS INC COM 774415103 1136 14855 SH DFND 1,5,6 14855 0 0 ROCKWOOD HLDGS INC COM 774415103 4403 57588 SH DFND 1,4,5 57588 0 0 ROCKWOOD HLDGS INC COM 774415103 2598 33989 SH DFND 1,3,5 33989 0 0 ROCKWOOD HLDGS INC COM 774415103 11030 144280 SH DFND 1,2,5 144280 0 0 SALIX PHARMACEUTICALS INC COM 795435106 18004 115230 SH DFND 1,5 115230 0 0 SALIX PHARMACEUTICALS INC COM 795435106 12888 82486 SH DFND 1,2,5 82486 0 0 SALIX PHARMACEUTICALS INC COM 795435106 3053 19538 SH DFND 1,3,5 19538 0 0 SALIX PHARMACEUTICALS INC COM 795435106 1328 8501 SH DFND 1,5,6 8501 0 0 SALIX PHARMACEUTICALS INC COM 795435106 5198 33271 SH DFND 1,4,5 33271 0 0 SONIC CORP COM 835451105 3708 165835 SH DFND 1,5 165835 0 0 SONIC CORP COM 835451105 277 12368 SH DFND 1,5,6 12368 0 0 SONIC CORP COM 835451105 636 28456 SH DFND 1,3,5 28456 0 0 SONIC CORP COM 835451105 2681 119894 SH DFND 1,2,5 119894 0 0 SONIC CORP COM 835451105 1083 48447 SH DFND 1,4,5 48447 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12225 321207 SH DFND 1,5 321207 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2069 54368 SH DFND 1,3,5 54368 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3527 92663 SH DFND 1,4,5 92663 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 901 23674 SH DFND 1,5,6 23674 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8753 229970 SH DFND 1,2,5 229970 0 0 SWIFT TRANSN CO CL A 87074U101 6967 332064 SH DFND 1,5 332064 0 0 SWIFT TRANSN CO CL A 87074U101 519 24724 SH DFND 1,5,6 24724 0 0 SWIFT TRANSN CO CL A 87074U101 2030 96754 SH DFND 1,4,5 96754 0 0 SWIFT TRANSN CO CL A 87074U101 5028 239668 SH DFND 1,2,5 239668 0 0 SWIFT TRANSN CO CL A 87074U101 1191 56790 SH DFND 1,3,5 56790 0 0 SYNAGEVA BIOPHARMA CORP COM 87159A103 2586 37601 SH DFND 1,5 37601 0 0 SYNAGEVA BIOPHARMA CORP COM 87159A103 444 6451 SH DFND 1,3,5 6451 0 0 SYNAGEVA BIOPHARMA CORP COM 87159A103 755 10982 SH DFND 1,4,5 10982 0 0 SYNAGEVA BIOPHARMA CORP COM 87159A103 193 2805 SH DFND 1,5,6 2805 0 0 SYNAGEVA BIOPHARMA CORP COM 87159A103 1868 27161 SH DFND 1,2,5 27161 0 0 TESORO CORP COM 881609101 25706 421547 SH DFND 1,5 421547 0 0 TESORO CORP COM 881609101 4363 71542 SH DFND 1,3,5 71542 0 0 TESORO CORP COM 881609101 18399 301724 SH DFND 1,2,5 301724 0 0 TESORO CORP COM 881609101 1898 31130 SH DFND 1,5,6 31130 0 0 TESORO CORP COM 881609101 7429 121823 SH DFND 1,4,5 121823 0 0 THORATEC CORP COM NEW 885175307 888 33224 SH DFND 1,5 33224 0 0 THORATEC CORP COM NEW 885175307 151 5664 SH DFND 1,3,5 5664 0 0 THORATEC CORP COM NEW 885175307 66 2468 SH DFND 1,5,6 2468 0 0 THORATEC CORP COM NEW 885175307 641 23985 SH DFND 1,2,5 23985 0 0 THORATEC CORP COM NEW 885175307 258 9659 SH DFND 1,4,5 9659 0 0 TRANSDIGM GROUP INC COM 893641100 415 2252 SH DFND 1,5 2252 0 0 TRANSDIGM GROUP INC COM 893641100 119 644 SH DFND 1,4,5 644 0 0 TRANSDIGM GROUP INC COM 893641100 300 1627 SH DFND 1,2,5 1627 0 0 TRANSDIGM GROUP INC COM 893641100 31 167 SH DFND 1,5,6 167 0 0 TRANSDIGM GROUP INC COM 893641100 70 382 SH DFND 1,3,5 382 0 0 TUESDAY MORNING CORP COM NEW 899035505 2625 135253 SH DFND 1,5 135253 0 0 TUESDAY MORNING CORP COM NEW 899035505 195 10054 SH DFND 1,5,6 10054 0 0 TUESDAY MORNING CORP COM NEW 899035505 756 38945 SH DFND 1,4,5 38945 0 0 TUESDAY MORNING CORP COM NEW 899035505 447 23021 SH DFND 1,3,5 23021 0 0 TUESDAY MORNING CORP COM NEW 899035505 1891 97448 SH DFND 1,2,5 97448 0 0 TYSON FOODS INC CL A 902494103 18041 458250 SH DFND 1,5 458250 0 0 TYSON FOODS INC CL A 902494103 1328 33737 SH DFND 1,5,6 33737 0 0 TYSON FOODS INC CL A 902494103 12907 327830 SH DFND 1,2,5 327830 0 0 TYSON FOODS INC CL A 902494103 3049 77447 SH DFND 1,3,5 77447 0 0 TYSON FOODS INC CL A 902494103 5198 132030 SH DFND 1,4,5 132030 0 0 UNITED CONTL HLDGS INC COM 910047109 6793 145171 SH DFND 1,5 145171 0 0 UNITED CONTL HLDGS INC COM 910047109 1963 41946 SH DFND 1,4,5 41946 0 0 UNITED CONTL HLDGS INC COM 910047109 502 10721 SH DFND 1,5,6 10721 0 0 UNITED CONTL HLDGS INC COM 910047109 1152 24631 SH DFND 1,3,5 24631 0 0 UNITED CONTL HLDGS INC COM 910047109 4861 103887 SH DFND 1,2,5 103887 0 0 UNITED PARCEL SERVICE INC CL B 911312106 9025 91825 SH DFND 1,5 91825 0 0 UNITED PARCEL SERVICE INC CL B 911312106 2546 25900 SH DFND 1,4,5 25900 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1495 15214 SH DFND 1,3,5 15214 0 0 UNITED PARCEL SERVICE INC CL B 911312106 651 6621 SH DFND 1,5,6 6621 0 0 UNITED PARCEL SERVICE INC CL B 911312106 6305 64146 SH DFND 1,2,5 64146 0 0 UNITED STATES STL CORP NEW COM 912909108 464 11840 SH DFND 1,5 11840 0 0 UNITED STATES STL CORP NEW COM 912909108 35 883 SH DFND 1,5,6 883 0 0 UNITED STATES STL CORP NEW COM 912909108 334 8532 SH DFND 1,2,5 8532 0 0 UNITED STATES STL CORP NEW COM 912909108 80 2030 SH DFND 1,3,5 2030 0 0 UNITED STATES STL CORP NEW COM 912909108 135 3455 SH DFND 1,4,5 3455 0 0 UNITED TECHNOLOGIES CORP COM 913017109 2139 20252 SH DFND 1,5 20252 0 0 UNITED TECHNOLOGIES CORP COM 913017109 301 2846 SH DFND 1,3,5 2846 0 0 UNITED TECHNOLOGIES CORP COM 913017109 131 1239 SH DFND 1,5,6 1239 0 0 UNITED TECHNOLOGIES CORP COM 913017109 512 4847 SH DFND 1,4,5 4847 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1269 12015 SH DFND 1,2,5 12015 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 14485 110406 SH DFND 1,5 110406 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 2458 18732 SH DFND 1,3,5 18732 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 1069 8148 SH DFND 1,5,6 8148 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 10355 78929 SH DFND 1,2,5 78929 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 4185 31895 SH DFND 1,4,5 31895 0 0 VERIFONE SYS INC COM 92342Y109 17126 498148 SH DFND 1,5 498148 0 0 VERIFONE SYS INC COM 92342Y109 2908 84579 SH DFND 1,3,5 84579 0 0 VERIFONE SYS INC COM 92342Y109 1272 37005 SH DFND 1,5,6 37005 0 0 VERIFONE SYS INC COM 92342Y109 12330 358645 SH DFND 1,2,5 358645 0 0 VERIFONE SYS INC COM 92342Y109 4903 142623 SH DFND 1,4,5 142623 0 0 VERISIGN INC COM 92343E102 17310 314044 SH DFND 1,5 314044 0 0 VERISIGN INC COM 92343E102 1276 23144 SH DFND 1,5,6 23144 0 0 VERISIGN INC COM 92343E102 2935 53242 SH DFND 1,3,5 53242 0 0 VERISIGN INC COM 92343E102 4994 90599 SH DFND 1,4,5 90599 0 0 VERISIGN INC COM 92343E102 12395 224878 SH DFND 1,2,5 224878 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 6059 291277 SH DFND 1,5 291277 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 446 21464 SH DFND 1,5,6 21464 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 4335 208418 SH DFND 1,2,5 208418 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 1747 84004 SH DFND 1,4,5 84004 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 1025 49268 SH DFND 1,3,5 49268 0 0 WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 1349 1341000 PRN DFND 1,5 1341000 0 0 WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 632 628000 PRN DFND 1,5,6 628000 0 0 WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 777 772000 PRN DFND 1,3,5 772000 0 0 WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 5208 5176000 PRN DFND 1,2,5 5176000 0 0 WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 2096 2083000 PRN DFND 1,4,5 2083000 0 0 WESCO INTL INC COM 95082P105 5537 70749 SH DFND 1,5 70749 0 0 WESCO INTL INC COM 95082P105 413 5278 SH DFND 1,5,6 5278 0 0 WESCO INTL INC COM 95082P105 950 12140 SH DFND 1,3,5 12140 0 0 WESCO INTL INC COM 95082P105 4004 51160 SH DFND 1,2,5 51160 0 0 WESCO INTL INC COM 95082P105 1618 20673 SH DFND 1,4,5 20673 0 0 WEX INC COM 96208T104 4240 38436 SH DFND 1,5 38436 0 0 WEX INC COM 96208T104 1760 15958 SH DFND 1,2,5 15958 0 0 WEX INC COM 96208T104 414 3754 SH DFND 1,3,5 3754 0 0 WEX INC COM 96208T104 181 1642 SH DFND 1,5,6 1642 0 0 WEX INC COM 96208T104 697 6318 SH DFND 1,4,5 6318 0 0 WILLIAMS COS INC DEL COM 969457100 20292 366606 SH DFND 1,5 366606 0 0 WILLIAMS COS INC DEL COM 969457100 1495 27008 SH DFND 1,5,6 27008 0 0 WILLIAMS COS INC DEL COM 969457100 3433 62019 SH DFND 1,3,5 62019 0 0 WILLIAMS COS INC DEL COM 969457100 5851 105718 SH DFND 1,4,5 105718 0 0 WILLIAMS COS INC DEL COM 969457100 14519 262308 SH DFND 1,2,5 262308 0 0 WISDOMTREE INVTS INC COM 97717P104 5373 472188 SH DFND 1,5 472188 0 0 WISDOMTREE INVTS INC COM 97717P104 291 25612 SH DFND 1,5,6 25612 0 0 WISDOMTREE INVTS INC COM 97717P104 1141 100227 SH DFND 1,4,5 100227 0 0 WISDOMTREE INVTS INC COM 97717P104 670 58837 SH DFND 1,3,5 58837 0 0 WISDOMTREE INVTS INC COM 97717P104 2819 247711 SH DFND 1,2,5 247711 0 0 XENOPORT INC COM 98411C100 956 177624 SH DFND 1,5 177624 0 0 XENOPORT INC COM 98411C100 71 13208 SH DFND 1,5,6 13208 0 0 XENOPORT INC COM 98411C100 273 50809 SH DFND 1,4,5 50809 0 0 XENOPORT INC COM 98411C100 162 30129 SH DFND 1,3,5 30129 0 0 XENOPORT INC COM 98411C100 690 128230 SH DFND 1,2,5 128230 0 0 YANDEX N V SHS CLASS A N97284108 8513 306284 SH DFND 1,5 306284 0 0 YANDEX N V SHS CLASS A N97284108 632 22748 SH DFND 1,5,6 22748 0 0 YANDEX N V SHS CLASS A N97284108 1445 51971 SH DFND 1,3,5 51971 0 0 YANDEX N V SHS CLASS A N97284108 2434 87559 SH DFND 1,4,5 87559 0 0 YANDEX N V SHS CLASS A N97284108 6127 220438 SH DFND 1,2,5 220438 0 0 ZIMMER HLDGS INC COM 98956P102 3597 35777 SH DFND 1,5 35777 0 0 ZIMMER HLDGS INC COM 98956P102 1033 10272 SH DFND 1,4,5 10272 0 0 ZIMMER HLDGS INC COM 98956P102 265 2635 SH DFND 1,5,6 2635 0 0 ZIMMER HLDGS INC COM 98956P102 608 6048 SH DFND 1,3,5 6048 0 0 ZIMMER HLDGS INC COM 98956P102 2574 25597 SH DFND 1,2,5 25597 0 0 ZIONS BANCORPORATION COM 989701107 3682 126709 SH DFND 1,5 126709 0 0 ZIONS BANCORPORATION COM 989701107 157 5404 SH DFND 1,5,6 5404 0 0 ZIONS BANCORPORATION COM 989701107 361 12420 SH DFND 1,3,5 12420 0 0 ZIONS BANCORPORATION COM 989701107 614 21136 SH DFND 1,4,5 21136 0 0 ZIONS BANCORPORATION COM 989701107 1518 52231 SH DFND 1,2,5 52231 0 0