0001532155-16-000246.txt : 20161110 0001532155-16-000246.hdr.sgml : 20161110 20161110111125 ACCESSION NUMBER: 0001532155-16-000246 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161110 DATE AS OF CHANGE: 20161110 EFFECTIVENESS DATE: 20161110 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AXA CENTRAL INDEX KEY: 0000898427 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 000000000 STATE OF INCORPORATION: I0 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03570 FILM NUMBER: 161986619 BUSINESS ADDRESS: STREET 1: 25 AVE MATIGNON CITY: PARIS FRANCE STATE: I0 ZIP: 75008 BUSINESS PHONE: 2125544489 MAIL ADDRESS: STREET 1: 1290 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10104 FORMER COMPANY: FORMER CONFORMED NAME: AXA UAP DATE OF NAME CHANGE: 19970904 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000898427 XXXXXXXX 09-30-2016 09-30-2016 AXA

1290 AVENUE OF THE AMERICAS NEW YORK NY 10104

13F COMBINATION REPORT 028-03570 0001109448 028-10562 ALLIANCEBERNSTEIN L.P. 0000822426 028-02701 Allianz Asset Management of America L.P. 0001493338 028-13991 Allianz Global Investors U.S. LLC 0000313028 028-01006 BARROW HANLEY MEWHINNEY & STRAUSS LLC 0001086363 028-04293 BLACKROCK FINANCIAL MANAGEMENT INC/DE 0001305227 028-12016 BlackRock Investment Management, LLC 0001062842 028-07196 BOSTON ADVISORS LLC 0000918006 028-05129 Calvert Investment Management, Inc. 0000314965 028-00096 CAPITAL GUARDIAN TRUST CO 0001348883 028-11611 Clearbridge Investments, LLC 0001217541 028-10648 DIAMOND HILL CAPITAL MANAGEMENT INC 0000030163 028-00127 DREYFUS CORP 0001102578 028-05269 EARNEST PARTNERS LLC 0000898420 028-03578 FRANKLIN ADVISERS INC 0001027814 028-05930 FRANKLIN ADVISORY SERVICES LLC 0001023875 028-06154 FRANKLIN MUTUAL ADVISERS LLC 0000807249 028-01887 GAMCO INVESTORS, INC. ET AL 0001229262 028-10981 GOLDMAN SACHS ASSET MANAGEMENT, L.P. 0001519418 028-14519 Horizon Kinetics LLC 0000020430 028-00255 Invesco Advisers, Inc. 0000019617 028-00694 JPMORGAN CHASE & CO 0000728100 028-00413 LORD, ABBETT & CO. LLC 0000912938 028-04968 MASSACHUSETTS FINANCIAL SERVICES CO /MA/ 0001230193 028-11866 MORGAN STANLEY INVESTMENT MANAGEMENT INC 0001461201 028-13512 Northern Cross, LLC 0000908431 028-12530 PACIFIC GLOBAL INVESTMENT MANAGEMENT CO 0001170789 028-12454 POST ADVISORY GROUP LLC 0001257442 028-11338 SSGA FUNDS MANAGEMENT INC 0000080255 028-00115 PRICE T ROWE ASSOCIATES INC /MD/ 0001014885 028-05454 TEMPLETON GLOBAL ADVISORS LTD 0001145020 028-06605 THORNBURG INVESTMENT MANAGEMENT INC 0000902219 028-04557 WELLINGTON MANAGEMENT GROUP LLP 0001177719 028-10220 WESTFIELD CAPITAL MANAGEMENT CO LP 0000072971 028-00165 WELLS FARGO & COMPANY/MN 0001009006 028-05320 PALISADE CAPITAL MANAGEMENT LLC/NJ 0000944388 028-11685 1832 Asset Management L.P. 0000312348 028-00398 LOOMIS SAYLES & CO L P 0000861177 028-02682 UBS ASSET MANAGEMENT AMERICAS INC 0000728889 028-00203 OppenheimerFunds, Inc. 0001501436 028-14009 QS Investors, LLC 0001086431 028-04379 FEDERATED GLOBAL INVESTMENT MANAGEMENT CORP 0001021642 028-05840 VAUGHAN NELSON INVESTMENT MANAGEMENT, L.P. Y All media outlets, please contact Lauren Day (212-314-3731) with any questions. Anthony Bruccoleri 201-743-5046 Anthony Bruccoleri Jersey City NJ 11-10-2016 5 1676 22764721 false 1 0000941620 028-10563 AXA ASSURANCES I A R D MUTUELLE ET AL 2 0000898482 028-03638 AXA ASSURANCES VIE MUTUELLE ET AL 4 0000888002 028-03344 AXA FINANCIAL INC 5 0001536185 028-14633 AXA Equitable Funds Management Group, LLC 6 0001129160 028-10564 AXA ROSENBERG INVESTMENT MANAGEMENT LLC INFORMATION TABLE 2 AXASA_13F-HR_InfoTable.xml ACCO BRANDS CORP COM 00081T108 1114 115600 SH DFND 6,2,1 0 0 115600 AFLAC INC COM 001055102 4430 61643 SH DFND 2,1 61643 0 0 AFLAC INC COM 001055102 21180 294703 SH DFND 6,2,1 273943 0 20760 AGCO CORP COM 001084102 8385 170006 SH DFND 6,2,1 84936 0 85070 AES CORP COM 00130H105 1222 95100 SH DFND 6,2,1 42500 0 52600 AMC ENTMT HLDGS INC CL A COM 00165C104 240 7707 SH DFND 2,1 7707 0 0 AT&T INC COM 00206R102 13358 328929 SH DFND 2,1 215858 0 113071 AT&T INC COM 00206R102 108245 2665480 SH DFND 6,2,1 1748940 0 916540 AVX CORP NEW COM 002444107 193 14000 SH DFND 6,2,1 0 0 14000 AZZ INC COM 002474104 4269 65400 SH DFND 6,2,1 29700 0 35700 ABBOTT LABS COM 002824100 343 8100 SH DFND 2,1 8100 0 0 ABBOTT LABS COM 002824100 27260 644600 SH DFND 6,2,1 320500 0 324100 ABBVIE INC COM 00287Y109 76874 1218864 SH DFND 2,1 1065276 0 153588 ABBVIE INC COM 00287Y109 109202 1731441 SH DFND 6,2,1 1186241 0 545200 ABERCROMBIE & FITCH CO CL A 002896207 203 12800 SH DFND 6,2,1 12800 0 0 ABIOMED INC COM 003654100 5359 41680 SH DFND 6,2,1 19880 0 21800 ACADIA HEALTHCARE COMPANY IN COM 00404A109 4682 94500 SH DFND 2,1 94500 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 5291 166339 SH DFND 2,1 166339 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 10430 287805 SH DFND 2,1 287805 0 0 ACHAOGEN INC COM 004449104 1283 267844 SH DFND 2,1 267844 0 0 ACHILLION PHARMACEUTICALS IN COM 00448Q201 6727 830520 SH DFND 2,1 830520 0 0 ACI WORLDWIDE INC COM 004498101 255 13167 SH DFND 2,1 13167 0 0 ACTIVISION BLIZZARD INC COM 00507V109 19477 439655 SH DFND 2,1 439655 0 0 ACTIVISION 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DFND 6,2,1 13600 0 42100 INTL PAPER CO COM 460146103 773 16109 SH DFND 2,1 16109 0 0 INTL PAPER CO COM 460146103 1842 38400 SH DFND 6,2,1 5200 0 33200 INTERNATIONAL SPEEDWAY CORP CL A 460335201 729 21800 SH DFND 6,2,1 14100 0 7700 INTERPUBLIC GROUP COS INC COM 460690100 335 15000 SH DFND 6,2,1 0 0 15000 INTERSIL CORP CL A 46069S109 1930 88000 SH DFND 2,1 88000 0 0 INTRAWEST RESORTS HLDGS INC COM 46090K109 262 16150 SH DFND 6,2,1 16150 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 15 900 SH DFND 2,1 0 0 900 INTERVAL LEISURE GROUP INC COM 46113M108 2536 147700 SH DFND 6,2,1 73500 0 74200 INTUIT COM 461202103 9110 82807 SH DFND 2,1 82807 0 0 INTUIT COM 461202103 16224 147480 SH DFND 6,2,1 46600 0 100880 INTUITIVE SURGICAL INC COM NEW 46120E602 19933 27500 SH DFND 2,1 27500 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 290 400 SH DFND 6,2,1 0 0 400 INVESTORS REAL ESTATE TR SH BEN INT 461730103 1738 292100 SH DFND 6,2,1 158200 0 133900 IONIS PHARMACEUTICALS INC COM 462222100 14012 382415 SH DFND 2,1 382415 0 0 IRON MTN INC NEW COM 46284V101 926 24680 SH DFND 6,2,1 24060 0 620 ISHARES GOLD TRUST ISHARES 464285105 13776 1085560 SH DFND 5,4,2,1 1085560 0 0 ISHARES MSCI AUST ETF 464286103 1054 50415 SH DFND 5,4,2,1 50415 0 0 ISHARES AUSTRIA CAPD ETF 464286202 2298 140837 SH DFND 5,4,2,1 140837 0 0 ISHARES INTL HIGH YIELD 464286210 1087 22620 SH DFND 5,4,2,1 22620 0 0 ISHARES BELGIUM CAPD ETF 464286301 1454 77097 SH DFND 5,4,2,1 77097 0 0 ISHARES GLB GLD MINR ETF 464286335 539 48460 SH DFND 5,4,2,1 48460 0 0 ISHARES GLB AGRIC PR ETF 464286350 430 18010 SH DFND 5,4,2,1 18010 0 0 ISHARES MSCI CDA ETF 464286509 744 28958 SH DFND 5,4,2,1 28958 0 0 ISHARES MIN VOL GBL ETF 464286525 1416 18580 SH DFND 5,4,2,1 18580 0 0 ISHARES MIN VOL EMRG MKT 464286533 288 5320 SH DFND 5,4,2,1 5320 0 0 ISHARES MSCI THI CAP ETF 464286624 284 3868 SH DFND 5,4,2,1 3868 0 0 ISHARES MSCI ISR CAP ETF 464286632 1513 31500 SH DFND 5,4,2,1 31500 0 0 ISHARES MSCI BRIC INDX 464286657 340 9916 SH DFND 5,4,2,1 9916 0 0 ISHARES MSCI PAC JP ETF 464286665 1254 29656 SH DFND 2,1 0 0 29656 ISHARES MSCI PAC JP ETF 464286665 3378 79892 SH DFND 5,4,2,1 79892 0 0 ISHARES MSCI SINGAP ETF 464286673 1129 103926 SH DFND 5,4,2,1 103926 0 0 ISHARES MSCI FRANCE ETF 464286707 4578 189467 SH DFND 5,4,2,1 189467 0 0 ISHARES MSCI TURKEY ETF 464286715 306 8084 SH DFND 5,4,2,1 8084 0 0 ISHARES MSCI TAIWAN ETF 464286731 2936 187000 SH DFND 2,1 187000 0 0 ISHARES MSCI TAIWAN ETF 464286731 2936 187000 SH DFND 6,2,1 187000 0 0 ISHARES MSCI SZ CAP ETF 464286749 425 13900 SH DFND 5,4,2,1 13900 0 0 ISHARES MSCI SWEDEN ETF 464286756 741 25503 SH DFND 5,4,2,1 25503 0 0 ISHARES MSCI SPAN CP ETF 464286764 4016 149721 SH DFND 5,4,2,1 149721 0 0 ISHARES MSCI STH KOR ETF 464286772 22520 387400 SH DFND 2,1 387400 0 0 ISHARES MSCI STH KOR ETF 464286772 349 6000 SH DFND 5,4,2,1 6000 0 0 ISHARES MSCI STH KOR ETF 464286772 22520 387400 SH DFND 6,2,1 387400 0 0 ISHARES MSCI GERMANY ETF 464286806 14 520 SH DFND 2,1 520 0 0 ISHARES MSCI GERMANY ETF 464286806 9852 375010 SH DFND 5,4,2,1 375010 0 0 ISHARES MSCI NETHERL ETF 464286814 2065 82393 SH DFND 5,4,2,1 82393 0 0 ISHARES MSCI MEX CAP ETF 464286822 337 6948 SH DFND 5,4,2,1 6948 0 0 ISHARES MSCI MALAYSI ETF 464286830 200 24662 SH DFND 5,4,2,1 24662 0 0 ISHARES MSCI JAPAN ETF 464286848 10271 819080 SH DFND 5,4,2,1 819080 0 0 ISHARES MSCI ITALCPD ETF 464286855 6464 586548 SH DFND 5,4,2,1 586548 0 0 ISHARES MSCI HONG KG ETF 464286871 235 10677 SH DFND 5,4,2,1 10677 0 0 ISHARES TR S&P 100 ETF 464287101 5698 59402 SH DFND 5,4,2,1 59402 0 0 ISHARES TR MRNGSTR LG-CP GR 464287119 87524 717823 SH DFND 5,4,2,1 717823 0 0 ISHARES TR MRNGSTR LG-CP ET 464287127 30990 241654 SH DFND 5,4,2,1 241654 0 0 ISHARES TR TIPS BD ETF 464287176 1129 9690 SH DFND 5,4,2,1 9690 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 7689 202290 SH DFND 5,4,2,1 202290 0 0 ISHARES TR CORE S&P500 ETF 464287200 61464 282517 SH DFND 5,4,2,1 282517 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 337 8992 SH DFND 2,1 0 0 8992 ISHARES TR S&P 500 GRWT ETF 464287309 85034 698948 SH DFND 5,4,2,1 698948 0 0 ISHARES TR GLOBAL ENERG ETF 464287341 112 3401 SH DFND 2,1 3401 0 0 ISHARES TR GLOBAL ENERG ETF 464287341 388 11790 SH DFND 5,4,2,1 11790 0 0 ISHARES TR NA NAT RES 464287374 253 7350 SH DFND 5,4,2,1 7350 0 0 ISHARES TR LATN AMER 40 ETF 464287390 949 33847 SH DFND 5,4,2,1 33847 0 0 ISHARES TR S&P 500 VAL ETF 464287408 27257 287041 SH DFND 5,4,2,1 287041 0 0 ISHARES TR MSCI EAFE ETF 464287465 30480 515466 SH DFND 5,4,2,1 515466 0 0 ISHARES TR RUS MDCP VAL ETF 464287473 63809 831175 SH DFND 5,4,2,1 831175 0 0 ISHARES TR RUS MD CP GR ETF 464287481 4728 48554 SH DFND 5,4,2,1 48554 0 0 ISHARES TR RUS MID-CAP ETF 464287499 506 2905 SH DFND 5,4,2,1 2905 0 0 ISHARES TR CORE S&P MCP ETF 464287507 596 3855 SH DFND 5,4,2,1 3855 0 0 ISHARES TR N AMER TECH ETF 464287549 51477 416450 SH DFND 5,4,2,1 416450 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 40495 383403 SH DFND 5,4,2,1 383403 0 0 ISHARES TR S&P MC 400GR ETF 464287606 2946 16860 SH DFND 5,4,2,1 16860 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 121341 1164840 SH DFND 5,4,2,1 1164840 0 0 ISHARES TR RUS 1000 ETF 464287622 31471 261255 SH DFND 5,4,2,1 261255 0 0 ISHARES TR S&P MC 400VL ETF 464287705 57286 430721 SH DFND 5,4,2,1 430721 0 0 ISHARES TR U.S. ENERGY ETF 464287796 805 20640 SH DFND 5,4,2,1 20640 0 0 ISHARES TR MRNGSTR LG-CP VL 464288109 26234 297636 SH DFND 5,4,2,1 297636 0 0 ISHARES TR INTL TREA BD ETF 464288117 495 4925 SH DFND 5,4,2,1 4925 0 0 ISHARES TR MRGSTR MD CP ETF 464288208 998 6466 SH DFND 5,4,2,1 6466 0 0 ISHARES TR EMGR MKT INF ETF 464288216 494 16100 SH DFND 5,4,2,1 16100 0 0 ISHARES TR GL CLEAN ENE ETF 464288224 137 14970 SH DFND 5,4,2,1 14970 0 0 ISHARES TR EAFE SML CP ETF 464288273 7898 150700 SH DFND 5,4,2,1 150700 0 0 ISHARES TR JP MOR EM MK ETF 464288281 12598 107480 SH DFND 5,4,2,1 107480 0 0 ISHARES TR MRGSTR MD CP GRW 464288307 4141 25430 SH DFND 5,4,2,1 25430 0 0 ISHARES TR GLB INFRASTR ETF 464288372 2850 68580 SH DFND 5,4,2,1 68580 0 0 ISHARES TR MRGSTR MD CP VAL 464288406 11522 85937 SH DFND 5,4,2,1 85937 0 0 ISHARES TR INTL DEVPPTY ETF 464288422 3597 94840 SH DFND 5,4,2,1 94840 0 0 ISHARES TR INTL SEL DIV ETF 464288448 165 5500 SH DFND 2,1 5500 0 0 ISHARES TR INTL SEL DIV ETF 464288448 1197 39920 SH DFND 5,4,2,1 39920 0 0 ISHARES TR IBOXX HI YD ETF 464288513 9939 113900 SH DFND 5,4,2,1 113900 0 0 ISHARES TR U.S. PFD STK ETF 464288687 357 9040 SH DFND 5,4,2,1 9040 0 0 ISHARES TR US OIL&GS EX ETF 464288851 3125 50800 SH DFND 5,4,2,1 50800 0 0 ISHARES TR MICRO-CAP ETF 464288869 232 2970 SH DFND 5,4,2,1 2970 0 0 ISHARES NW ZEALND CP ETF 464289123 1438 30700 SH DFND 5,4,2,1 30700 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 1770 97280 SH DFND 5,4,2,1 97280 0 0 ISHARES TR MSCI INDONIA ETF 46429B309 412 15600 SH DFND 5,4,2,1 15600 0 0 ISHARES TR MSCI NORWAY ETF 46429B499 499 23200 SH DFND 5,4,2,1 23200 0 0 ISHARES TR IRELAND CAPD ETF 46429B507 589 15500 SH DFND 5,4,2,1 15500 0 0 ISHARES TR MSCI INDIA SM CP 46429B614 1678 45638 SH DFND 6,2,1 45638 0 0 ISHARES TR FLTG RATE BD ETF 46429B655 3739 73670 SH DFND 5,4,2,1 73670 0 0 ISHARES TR CHINA ETF 46429B671 771 15900 SH DFND 2,1 0 0 15900 ISHARES TR MIN VOL EAFE ETF 46429B689 634 9370 SH DFND 5,4,2,1 9370 0 0 ISHARES TR MIN VOL USA ETF 46429B697 275 6050 SH DFND 5,4,2,1 6050 0 0 ISHARES U S ETF TR COMMOD SEL STG 46431W853 379 11610 SH DFND 5,4,2,1 11610 0 0 ISHARES TR CORE MSCI EAFE 46432F842 8381 152000 SH DFND 5,4,2,1 152000 0 0 ISHARES INC CORE MSCI EMKT 46434G103 1615 35400 SH DFND 5,4,2,1 35400 0 0 ISHARES TR MSCI UTD KNGDM 46434V548 1052 66400 SH DFND 5,4,2,1 66400 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 1898 85200 SH DFND 6,2,1 50800 0 34400 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1788 163404 SH DFND 2,1 143304 0 20100 ITC HLDGS CORP COM 465685105 1024 22041 SH DFND 2,1 22041 0 0 IXYS CORP COM 46600W106 343 28500 SH DFND 6,2,1 4900 0 23600 JPMORGAN CHASE & CO COM 46625H100 15093 226652 SH DFND 2,1 163082 0 63570 JPMORGAN CHASE & CO COM 46625H100 64318 965880 SH DFND 6,2,1 862200 0 103680 JABIL CIRCUIT INC COM 466313103 3609 165400 SH DFND 6,2,1 131500 0 33900 JD COM INC SPON ADR CL A 47215P106 1634 62646 SH DFND 2,1 62646 0 0 JD COM INC SPON ADR CL A 47215P106 810 31040 SH DFND 6,2,1 31040 0 0 JOHNSON & JOHNSON COM 478160104 60506 512198 SH DFND 2,1 368948 0 143250 JOHNSON & JOHNSON COM 478160104 286831 2428100 SH DFND 6,2,1 1702500 0 725600 JONES LANG LASALLE INC COM 48020Q107 321 2823 SH DFND 2,1 2823 0 0 J2 GLOBAL INC COM 48123V102 2265 34000 SH DFND 6,2,1 17300 0 16700 JUNIPER NETWORKS INC COM 48203R104 1208 50220 SH DFND 2,1 17700 0 32520 JUNIPER NETWORKS INC COM 48203R104 12432 516700 SH DFND 6,2,1 447320 0 69380 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 568 16600 SH DFND 2,1 0 0 16600 KLA-TENCOR CORP COM 482480100 1046 15000 SH DFND 2,1 15000 0 0 KLA-TENCOR CORP COM 482480100 669 9600 SH DFND 6,2,1 2900 0 6700 KKR & CO L P DEL COM UNITS 48248M102 284 19941 SH DFND 2,1 19941 0 0 KADANT INC COM 48282T104 511 9800 SH DFND 6,2,1 7590 0 2210 KELLOGG CO COM 487836108 240 3100 SH DFND 2,1 3100 0 0 KELLOGG CO COM 487836108 11125 143600 SH DFND 6,2,1 34800 0 108800 KEYCORP NEW COM 493267108 297 24400 SH DFND 6,2,1 24400 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 221 6960 SH DFND 2,1 6960 0 0 KIMBERLY CLARK CORP COM 494368103 1091 8648 SH DFND 2,1 7797 0 851 KIMBERLY CLARK CORP COM 494368103 36694 290900 SH DFND 6,2,1 125200 0 165700 KIMCO RLTY CORP COM 49446R109 1893 65396 SH DFND 2,1 65396 0 0 KIMCO RLTY CORP COM 49446R109 368 12700 SH DFND 6,2,1 0 0 12700 KINDER MORGAN INC DEL COM 49456B101 1166 50405 SH DFND 2,1 43408 0 6997 KINDER MORGAN INC DEL COM 49456B101 6636 286900 SH DFND 6,2,1 264000 0 22900 KINROSS GOLD CORP COM NO PAR 496902404 1692 401900 SH DFND 2,1 305300 0 96600 KINROSS GOLD CORP COM NO PAR 496902404 4492 1066900 SH DFND 6,2,1 608900 0 458000 KNOWLES CORP COM 49926D109 1922 136830 SH DFND 6,2,1 95130 0 41700 KOHLS CORP COM 500255104 1632 37300 SH DFND 6,2,1 20200 0 17100 KOPPERS HOLDINGS INC COM 50060P106 1837 57100 SH DFND 6,2,1 25400 0 31700 KOREA ELECTRIC PWR SPONSORED ADR 500631106 215 8800 SH DFND 2,1 0 0 8800 KRAFT HEINZ CO COM 500754106 1253 14000 SH DFND 2,1 13099 0 901 KRAFT HEINZ CO COM 500754106 8038 89800 SH DFND 6,2,1 85000 0 4800 KROGER CO COM 501044101 2293 77247 SH DFND 2,1 74759 0 2488 KROGER CO COM 501044101 21168 713200 SH DFND 6,2,1 295700 0 417500 KULICKE & SOFFA INDS INC COM 501242101 151 11700 SH DFND 6,2,1 11700 0 0 L BRANDS INC COM 501797104 212 3000 SH DFND 2,1 3000 0 0 L BRANDS INC COM 501797104 7721 109100 SH DFND 6,2,1 32300 0 76800 LKQ CORP COM 501889208 50156 1414429 SH DFND 2,1 1414429 0 0 LKQ CORP COM 501889208 376 10600 SH DFND 6,2,1 0 0 10600 LTC PPTYS INC COM 502175102 1924 37000 SH DFND 2,1 37000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 124 900 SH DFND 2,1 900 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4482 32600 SH DFND 6,2,1 7800 0 24800 LAKE SUNAPEE BK GROUP COM 510866106 303 16757 SH DFND 6,2,1 6600 0 10157 LAM RESEARCH CORP COM 512807108 2055 21700 SH DFND 2,1 21700 0 0 LAM RESEARCH CORP COM 512807108 25922 273700 SH DFND 6,2,1 190200 0 83500 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 21331 13400000 PRN DFND 2,1 7000000 0 6400000 LANNET INC COM 516012101 295 11100 SH DFND 6,2,1 3000 0 8100 LAREDO PETROLEUM INC COM 516806106 506 39239 SH DFND 2,1 39239 0 0 LAS VEGAS SANDS CORP COM 517834107 2127 36959 SH DFND 2,1 36289 0 670 LAS VEGAS SANDS CORP COM 517834107 840 14600 SH DFND 6,2,1 11900 0 2700 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2631 110216 SH DFND 2,1 63216 0 47000 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 9562 400576 SH DFND 6,2,1 290716 0 109860 LATTICE SEMICONDUCTOR CORP COM 518415104 1919 295700 SH DFND 6,2,1 148300 0 147400 LAUDER ESTEE COS INC CL A 518439104 765 8633 SH DFND 2,1 8633 0 0 LAUDER ESTEE COS INC CL A 518439104 10025 113200 SH DFND 6,2,1 31400 0 81800 LEAR CORP COM NEW 521865204 1649 13600 SH DFND 6,2,1 1700 0 11900 LEGG MASON INC COM 524901105 425 12700 SH DFND 6,2,1 12700 0 0 LEIDOS HLDGS INC COM 525327102 415 9600 SH DFND 2,1 0 0 9600 LEIDOS HLDGS INC COM 525327102 9393 217030 SH DFND 6,2,1 96830 0 120200 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4221 91000 SH DFND 2,1 37100 0 53900 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 27814 599700 SH DFND 6,2,1 523800 0 75900 LEXINGTON REALTY TRUST COM 529043101 4510 437900 SH DFND 6,2,1 214200 0 223700 LIFEPOINT HEALTH INC COM 53219L109 5593 94432 SH DFND 2,1 94432 0 0 LIFETIME BRANDS INC COM 53222Q103 677 50300 SH DFND 6,2,1 44100 0 6200 LIFELOCK INC COM 53224V100 2173 128410 SH DFND 6,2,1 57910 0 70500 LILLY ELI & CO COM 532457108 31323 390264 SH DFND 2,1 387721 0 2543 LILLY ELI & CO COM 532457108 53935 672000 SH DFND 6,2,1 288000 0 384000 LINEAR TECHNOLOGY CORP COM 535678106 130 2200 SH DFND 2,1 2200 0 0 LINEAR TECHNOLOGY CORP COM 535678106 6054 102100 SH DFND 6,2,1 26500 0 75600 LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 10897 11000000 PRN DFND 2,1 11000000 0 0 LION BIOTECHNOLOGIES INC COM 53619R102 5625 683505 SH DFND 2,1 683505 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 429 85700 SH DFND 6,2,1 85700 0 0 LOCKHEED MARTIN CORP COM 539830109 479 2000 SH DFND 6,2,1 1500 0 500 LOEWS CORP COM 540424108 8658 210400 SH DFND 2,1 131300 0 79100 LOEWS CORP COM 540424108 34381 835500 SH DFND 6,2,1 725000 0 110500 LOWES COS INC COM 548661107 3561 49320 SH DFND 2,1 26249 0 23071 LOWES COS INC COM 548661107 52497 727000 SH DFND 6,2,1 406900 0 320100 LOXO ONCOLOGY INC COM 548862101 5208 198939 SH DFND 2,1 198939 0 0 LULULEMON ATHLETICA INC COM 550021109 487 7987 SH DFND 2,1 7987 0 0 LUMENTUM HLDGS INC COM 55024U109 5012 120000 SH DFND 2,1 120000 0 0 M & T BK CORP COM 55261F104 267 2300 SH DFND 2,1 2300 0 0 M & T BK CORP COM 55261F104 14141 121800 SH DFND 6,2,1 32300 0 89500 MB FINANCIAL INC NEW COM 55264U108 776 20400 SH DFND 6,2,1 0 0 20400 MDU RES GROUP INC COM 552690109 10792 424200 SH DFND 6,2,1 145100 0 279100 MGM RESORTS INTERNATIONAL COM 552953101 10464 402000 SH DFND 2,1 402000 0 0 MGP INGREDIENTS INC NEW COM 55303J106 1958 48312 SH DFND 6,2,1 26612 0 21700 MSCI INC COM 55354G100 1907 22722 SH DFND 2,1 22722 0 0 MTS SYS CORP COM 553777103 704 15300 SH DFND 6,2,1 13430 0 1870 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 4573 108000 SH DFND 2,1 108000 0 0 MAGELLAN HEALTH INC COM NEW 559079207 3626 67489 SH DFND 2,1 67489 0 0 MAGNA INTL INC COM 559222401 594 13840 SH DFND 2,1 7500 0 6340 MAGNA INTL INC COM 559222401 10471 243800 SH DFND 6,2,1 64200 0 179600 MANHATTAN ASSOCS INC COM 562750109 27136 470945 SH DFND 2,1 470945 0 0 MANNING & NAPIER INC CL A 56382Q102 588 82870 SH DFND 6,2,1 62100 0 20770 MANPOWERGROUP INC COM 56418H100 12812 177300 SH DFND 6,2,1 80500 0 96800 MANTECH INTL CORP CL A 564563104 637 16900 SH DFND 6,2,1 10100 0 6800 MANULIFE FINL CORP COM 56501R106 2145 152000 SH DFND 2,1 147000 0 5000 MANULIFE FINL CORP COM 56501R106 643 45600 SH DFND 6,2,1 23000 0 22600 MARATHON OIL CORP COM 565849106 733 46344 SH DFND 2,1 46344 0 0 MARATHON OIL CORP COM 565849106 3404 215300 SH DFND 6,2,1 119300 0 96000 MARATHON PETE CORP COM 56585A102 459 11304 SH DFND 2,1 10264 0 1040 MARATHON PETE CORP COM 56585A102 130 3200 SH DFND 6,2,1 0 0 3200 MARCUS CORP COM 566330106 1665 66480 SH DFND 6,2,1 37380 0 29100 MARKEL CORP COM 570535104 186 200 SH DFND 2,1 200 0 0 MARKEL CORP COM 570535104 557 600 SH DFND 6,2,1 600 0 0 MARSH & MCLENNAN COS INC COM 571748102 652 9700 SH DFND 2,1 9700 0 0 MARSH & MCLENNAN COS INC COM 571748102 8164 121400 SH DFND 6,2,1 110900 0 10500 MARRIOTT INTL INC NEW CL A 571903202 619 9200 SH DFND 2,1 9200 0 0 MARRIOTT INTL INC NEW CL A 571903202 15573 231300 SH DFND 6,2,1 214400 0 16900 MARTIN MARIETTA MATLS INC COM 573284106 2687 15000 SH DFND 2,1 15000 0 0 MASCO CORP COM 574599106 248 7217 SH DFND 2,1 7217 0 0 MASCO CORP COM 574599106 1273 37100 SH DFND 6,2,1 0 0 37100 MASTEC INC COM 576323109 755 25394 SH DFND 2,1 25394 0 0 MASTERCARD INCORPORATED CL A 57636Q104 1489 14629 SH DFND 2,1 13691 0 938 MASTERCARD INCORPORATED CL A 57636Q104 44850 440700 SH DFND 6,2,1 225950 0 214750 MATADOR RES CO COM 576485205 299 12286 SH DFND 2,1 12286 0 0 MATERION CORP COM 576690101 1784 58100 SH DFND 6,2,1 28800 0 29300 MATTEL INC COM 577081102 286 9438 SH DFND 2,1 9438 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 252 6300 SH DFND 6,2,1 0 0 6300 MAXLINEAR INC CL A 57776J100 2461 121400 SH DFND 6,2,1 65700 0 55700 MCCORMICK & CO INC COM NON VTG 579780206 200 2000 SH DFND 2,1 2000 0 0 MCCORMICK & CO INC COM NON VTG 579780206 10442 104500 SH DFND 6,2,1 24000 0 80500 MCDONALDS CORP COM 580135101 1840 15953 SH DFND 2,1 13469 0 2484 MCDONALDS CORP COM 580135101 65274 565830 SH DFND 6,2,1 251000 0 314830 MCKESSON CORP COM 58155Q103 30442 182562 SH DFND 2,1 182085 0 477 MCKESSON CORP COM 58155Q103 22895 137300 SH DFND 6,2,1 55600 0 81700 MEAD JOHNSON NUTRITION CO COM 582839106 21769 275520 SH DFND 2,1 274027 0 1493 MEAD JOHNSON NUTRITION CO COM 582839106 6850 86700 SH DFND 6,2,1 25500 0 61200 MEDICAL PPTYS TRUST INC COM 58463J304 2901 196400 SH DFND 2,1 111600 0 84800 MEDICAL PPTYS TRUST INC COM 58463J304 12772 864759 SH DFND 6,2,1 655100 0 209659 MEDIFAST INC COM 58470H101 1292 34200 SH DFND 6,2,1 23900 0 10300 MEDIDATA SOLUTIONS INC COM 58471A105 9535 171000 SH DFND 2,1 171000 0 0 MEETME INC COM 585141104 1304 210400 SH DFND 6,2,1 152600 0 57800 MENTOR GRAPHICS CORP COM 587200106 952 36018 SH DFND 2,1 36018 0 0 MENTOR GRAPHICS CORP COM 587200106 8736 330418 SH DFND 6,2,1 157318 0 173100 MERCK & CO INC COM 58933Y105 10240 164078 SH DFND 2,1 114235 0 49843 MERCK & CO INC COM 58933Y105 95879 1536274 SH DFND 6,2,1 831774 0 704500 MERRIMACK PHARMACEUTICALS IN COM 590328100 6025 948827 SH DFND 2,1 948827 0 0 METHODE ELECTRS INC COM 591520200 3147 90000 SH DFND 6,2,1 44900 0 45100 METLIFE INC COM 59156R108 3045 68538 SH DFND 2,1 66407 0 2131 METLIFE INC COM 59156R108 9095 204700 SH DFND 6,2,1 192500 0 12200 METTLER TOLEDO INTERNATIONAL COM 592688105 14064 33500 SH DFND 6,2,1 30000 0 3500 MICROSOFT CORP COM 594918104 48271 838031 SH DFND 2,1 634739 0 203292 MICROSOFT CORP COM 594918104 175853 3053000 SH DFND 6,2,1 2286000 0 767000 MICROCHIP TECHNOLOGY INC COM 595017104 22868 368000 SH DFND 2,1 368000 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 3880 1500000 PRN DFND 2,1 1500000 0 0 MICRON TECHNOLOGY INC COM 595112103 2969 166990 SH DFND 2,1 165019 0 1971 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 8976 10100000 PRN DFND 2,1 10100000 0 0 MICROSEMI CORP COM 595137100 252 6000 SH DFND 6,2,1 0 0 6000 MID-AMER APT CMNTYS INC COM 59522J103 4578 48705 SH DFND 2,1 48705 0 0 MIDDLEBY CORP COM 596278101 662 5358 SH DFND 2,1 5358 0 0 MINERALS TECHNOLOGIES INC COM 603158106 5888 83300 SH DFND 6,2,1 41100 0 42200 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 890 116705 SH DFND 2,1 116705 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2155 282400 SH DFND 6,2,1 110800 0 171600 MOHAWK INDS INC COM 608190104 2630 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SPDR SERIES TRUST BRC HGH YLD BD 78464A417 9910 269885 SH DFND 5,4,2,1 269885 0 0 SPDR SERIES TRUST CITI INT GVT ETF 78464A490 584 10260 SH DFND 5,4,2,1 10260 0 0 SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 1995 23094 SH DFND 5,4,2,1 23094 0 0 SPDR SER TR SHT TRM HGH YLD 78468R408 1690 61050 SH DFND 5,4,2,1 61050 0 0 SPDR SER TR RUSS1000LOWVOL 78468R804 260 3270 SH DFND 5,4,2,1 3270 0 0 SABRE CORP COM 78573M104 4036 143210 SH DFND 2,1 143210 0 0 SABRE CORP COM 78573M104 59 2100 SH DFND 6,2,1 2100 0 0 SAGE THERAPEUTICS INC COM 78667J108 2214 48075 SH DFND 2,1 48075 0 0 SALESFORCE COM INC COM 79466L302 52367 734150 SH DFND 2,1 732400 0 1750 SALESFORCE COM INC COM 79466L302 6591 92400 SH DFND 6,2,1 83400 0 9000 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 8668 7250000 PRN DFND 2,1 7250000 0 0 SANDERSON FARMS INC COM 800013104 642 6660 SH DFND 2,1 5060 0 1600 SANDERSON FARMS INC COM 800013104 6502 67500 SH DFND 6,2,1 24400 0 43100 SANFILIPPO JOHN B & SON INC COM 800422107 1725 33600 SH 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