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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
3M CO COM88579Y1016,22941,351SH DFND9034,4500
3M CO COM88579Y1019,03059,947SH DFND4034,0680
3M CO COM88579Y1015,19934,516SH DFND3000
3M CO COM88579Y10134,536229,265SH DFND100229,2650
51JOB INC SP ADR REP COM3168271046,409217,561SH DFND100435,1220
51JOB INC SP ADR REP COM31682710444815,208SH DFND6030,4160
ABBOTT LABS COM0028241002,95565,800SH DFND3000
ABBOTT LABS COM0028241003648,111SH DFND4000
ABBOTT LABS COM0028241003,25472,456SH DFND9068,9330
ABBOTT LABS COM0028241004,619102,842SH DFND100102,8420
ABBVIE INC COM00287Y1094,05568,455SH DFND3000
ABBVIE INC COM00287Y1094,76680,445SH DFND9077,5040
ABBVIE INC COM00287Y1099,566161,483SH DFND40161,4830
ABBVIE INC COM00287Y10975,1561,268,669SH DFND1001,268,6690
ABBVIE INC COM00287Y1099,508160,500SH DFND50160,5000
ABBVIE INC COM00287Y10911,313190,977SH DFND80190,9770
ABIOMED INC COM00365410014,439159,934SH DFND100159,9340
ACCENTURE PLC IRELAND SHS CLASS AG1151C1012242,140SH DFND802,1400
ACCENTURE PLC IRELAND SHS CLASS AG1151C1016,27560,044SH DFND9047,6450
ACCENTURE PLC IRELAND SHS CLASS AG1151C10120,874199,755SH DFND40161,1910
ACCENTURE PLC IRELAND SHS CLASS AG1151C1012,78826,676SH DFND3000
ACCENTURE PLC IRELAND SHS CLASS AG1151C1011,93118,483SH DFND10018,4830
ACE LTD SHSH0023R1055,55547,539SH DFND4013,6650
ACE LTD SHSH0023R1053,01225,774SH DFND9025,5020
ACE LTD SHSH0023R1056275,365SH DFND1005,3650
ACE LTD SHSH0023R1052,47421,173SH DFND3000
ACTIVISION BLIZZARD INC COM00507V1092,36361,044SH DFND9061,0440
ACUITY BRANDS INC COM00508Y1025,89425,211SH DFND4025,2110
ACUITY BRANDS INC COM00508Y1029033,864SH DFND901,8220
ADOBE SYS INC COM00724F10111,458121,972SH DFND4069,2590
ADOBE SYS INC COM00724F1012562,726SH DFND802,7260
ADOBE SYS INC COM00724F1011,12712,000SH DFND5012,0000
ADOBE SYS INC COM00724F1012,73029,066SH DFND9029,0660
ADVANCE AUTO PARTS INC COM00751Y1068825,859SH DFND905,8590
ADVANCE AUTO PARTS INC COM00751Y1063,83425,475SH DFND4025,4750
ADVANCE AUTO PARTS INC COM00751Y1061,59910,622SH DFND10010,6220
AECOM COM00766T1002,26575,415SH DFND4075,4150
AERCAP HOLDINGS NV SHSN0098510673417,005SH DFND9014,4090
AES CORP COM00130H10530631,935SH DFND9031,9350
AES CORP COM00130H10572675,899SH DFND3000
AETNA INC NEW COM00817Y1082,94827,265SH DFND9026,0090
AETNA INC NEW COM00817Y10821,991203,395SH DFND100203,3950
AETNA INC NEW COM00817Y1081,75216,200SH DFND1000
AETNA INC NEW COM00817Y1082,57023,767SH DFND3000
AETNA INC NEW COM00817Y10811,658107,827SH DFND40107,8270
AFFILIATED MANAGERS GROUP COM0082521087564,735SH DFND904,7350
AFLAC INC COM0010551021,80630,157SH DFND9030,1570
AFLAC INC COM0010551021,12318,742SH DFND3000
AGCO CORP COM0010841022275,009SH DFND905,0090
AGCO CORP COM0010841021,71037,675SH DFND4037,6750
AGILENT TECHNOLOGIES INC COM00846U1013,81091,118SH DFND409,5000
AGILENT TECHNOLOGIES INC COM00846U1011,25329,975SH DFND9029,9750
AGL RES INC COM00120410696615,133SH DFND9012,6770
AGNICO EAGLE MINES LTD COM0084741081,23546,999SH DFND9045,8310
AGNICO EAGLE MINES LTD COM00847410860923,171SH DFND3000
AGNICO EAGLE MINES LTD COM00847410878229,760SH DFND10029,7600
AGNICO EAGLE MINES LTD COM0084741081,65663,000SH DFND1000
AGRIUM INC COM00891610892710,381SH DFND9010,3810
AIR LEASE CORP CL A00912X3025,896176,095SH DFND100176,0950
AIR PRODS & CHEMS INC COM0091581063,20024,598SH DFND3000
AIR PRODS & CHEMS INC COM0091581063612,772SH DFND4000
AIR PRODS & CHEMS INC COM0091581062,16016,605SH DFND10016,6050
AIR PRODS & CHEMS INC COM0091581065,85344,983SH DFND9043,7790
AIRGAS INC COM0093631021,1388,227SH DFND907,8430
AIRGAS INC COM0093631021,1388,227SH DFND1008,2270
AKAMAI TECHNOLOGIES INC COM00971T10177814,786SH DFND9014,7860
AKAMAI TECHNOLOGIES INC DBCV 2/100971TAG617,23518,000,000PRN DFND40200,9720
ALASKA AIR GROUP INC COM01165910912,829159,344SH DFND40159,3440
ALASKA AIR GROUP INC COM01165910997812,147SH DFND901,4630
ALBEMARLE CORP COM0126531013967,069SH DFND907,0690
ALCOA INC COM01381710161262,049SH DFND4062,0490
ALCOA INC COM01381710150651,295SH DFND9044,7990
ALCOA INC COM01381710132032,420SH DFND10032,4200
ALEXANDRIA REAL ESTATE EQ IN COM0152711095405,978SH DFND905,9780
ALEXANDRIA REAL ESTATE EQ IN COM0152711095,48860,735SH DFND8060,7350
ALEXION PHARMACEUTICALS INC COM0153511092,11211,072SH DFND9011,0720
ALEXION PHARMACEUTICALS INC COM01535110933,229174,201SH DFND100174,2010
ALIBABA GROUP HLDG LTD SPONSORED ADS01609W10216,985209,000SH DFND80209,0000
ALIBABA GROUP HLDG LTD SPONSORED ADS01609W1021,93023,742SH DFND9023,7420
ALIBABA GROUP HLDG LTD SPONSORED ADS01609W10243,720537,963SH DFND60537,9630
ALIGN TECHNOLOGY INC COM0162551015,71886,834SH DFND10086,8340
ALKERMES PLC SHSG017671057,87999,251SH DFND10099,2510
ALKERMES PLC SHSG017671053724,688SH DFND904,6880
ALLEGHANY CORP DEL COM0171751008741,828SH DFND901,7680
ALLEGIANT TRAVEL CO COM01748X1028064,805SH DFND9000
ALLEGION PUB LTD CO ORD SHSG0176J10974611,314SH DFND908,2740
ALLEGION PUB LTD CO ORD SHSG0176J10919,512296,000SH DFND80296,0000
ALLERGAN PLC SHSG0177J1081,7145,484SH DFND505,4840
ALLERGAN PLC SHSG0177J1081,4554,656SH DFND3000
ALLERGAN PLC SHSG0177J10864,898207,673SH DFND100207,6730
ALLERGAN PLC SHSG0177J10812,20439,054SH DFND8039,0540
ALLERGAN PLC SHSG0177J1085,27116,866SH DFND405,6920
ALLERGAN PLC SHSG0177J1085,92318,955SH DFND9018,5100
ALLIANCE DATA SYSTEMS CORP COM0185811085281,908SH DFND401,9080
ALLIANCE DATA SYSTEMS CORP COM0185811081,0913,944SH DFND903,9440
ALLIANT ENERGY CORP COM0188021082383,811SH DFND903,8110
ALLIANT ENERGY CORP COM01880210872011,524SH DFND10011,5240
ALLIED WRLD ASSUR COM HLDG A SHSH0153110453814,454SH DFND9014,4540
ALLISON TRANSMISSION HLDGS I COM01973R1012,681103,567SH DFND40103,5670
ALLSTATE CORP COM0200021011,45523,426SH DFND9022,9770
ALLSTATE CORP COM02000210181213,080SH DFND4013,0800
ALLY FINL INC COM02005N10079142,438SH DFND9042,4380
ALNYLAM PHARMACEUTICALS INC COM02043Q1072,13522,682SH DFND10022,6820
ALNYLAM PHARMACEUTICALS INC COM02043Q1072272,412SH DFND902,4120
ALPHABET INC CAP STK CL C02079K1073,8985,136SH DFND8000
ALPHABET INC CAP STK CL C02079K1071,1641,534SH DFND4000
ALPHABET INC CAP STK CL C02079K10713,47017,750SH DFND9000
ALPHABET INC CAP STK CL C02079K1078,41811,093SH DFND3000
ALPHABET INC CAP STK CL C02079K1071,2141,600SH DFND5000
ALPHABET INC CAP STK CL C02079K10726,23934,576SH DFND10000
ALPHABET INC CAP STK CL A02079K3053,9685,100SH DFND404,2910
ALPHABET INC CAP STK CL A02079K3056,3028,100SH DFND508,1000
ALPHABET INC CAP STK CL A02079K3058,61411,072SH DFND3000
ALPHABET INC CAP STK CL A02079K30560,17077,338SH DFND8077,3380
ALPHABET INC CAP STK CL A02079K30512,24015,733SH DFND9015,3810
ALPHABET INC CAP STK CL A02079K305118,512152,327SH DFND100152,3270
ALTRIA GROUP INC COM02209S1039,680166,289SH DFND90131,0710
ALTRIA GROUP INC COM02209S1037,162123,037SH DFND40114,7830
ALTRIA GROUP INC COM02209S10338,526661,842SH DFND100661,8420
ALTRIA GROUP INC COM02209S1037,735132,881SH DFND80132,8810
ALTRIA GROUP INC COM02209S1032,51543,200SH DFND5043,2000
ALTRIA GROUP INC COM02209S1035,26890,502SH DFND3000
AMAZON COM INC COM02313510610,34815,310SH DFND3000
AMAZON COM INC COM0231351068,72612,911SH DFND402,8350
AMAZON COM INC COM02313510611,22016,601SH DFND9016,1850
AMAZON COM INC COM02313510661,44490,908SH DFND10090,9080
AMBEV SA SPONSORED ADR02319V1033,560798,230SH DFND20266,8000
AMC NETWORKS INC CL A00164V1035,05467,671SH DFND4067,6710
AMC NETWORKS INC CL A00164V1031,53020,482SH DFND10020,4820
AMC NETWORKS INC CL A00164V1036378,534SH DFND907770
AMEREN CORP COM0236081023357,738SH DFND907,7380
AMEREN CORP COM0236081021,85142,807SH DFND10042,8070
AMEREN CORP COM0236081021,24528,805SH DFND3000
AMERICA MOVIL SAB DE CV SPON ADR L SHS02364W1051,21786,586SH DFND2000
AMERICA MOVIL SAB DE CV SPON ADR L SHS02364W1053,179226,083SH DFND4000
AMERICAN AIRLS GROUP INC COM02376R10243310,216SH DFND9010,2160
AMERICAN AXLE & MFG HLDGS IN COM02406110331516,622SH DFND9000
AMERICAN CAMPUS CMNTYS INC COM02483510054113,092SH DFND9013,0920
AMERICAN CAPITAL AGENCY CORP COM02503X1051,70398,219SH DFND9098,2190
AMERICAN ELEC PWR INC COM0255371011,74830,000SH DFND1000
AMERICAN ELEC PWR INC COM02553710124,341417,731SH DFND100417,7310
AMERICAN ELEC PWR INC COM0255371011,01817,476SH DFND9017,4760
AMERICAN ELEC PWR INC COM0255371011,85931,897SH DFND3000
AMERICAN EQTY INVT LIFE HLD COM0256762063,713154,525SH DFND100154,5250
AMERICAN EXPRESS CO COM0258161097,480107,553SH DFND40107,5530
AMERICAN EXPRESS CO COM0258161093,39148,750SH DFND9048,7500
AMERICAN EXPRESS CO COM0258161093,13445,061SH DFND3000
AMERICAN FINL GROUP INC OHIO COM0259321045307,359SH DFND907,3590
AMERICAN INTL GROUP INC COM NEW0268747843,61958,394SH DFND3000
AMERICAN INTL GROUP INC COM NEW0268747842,23136,000SH DFND4036,0000
AMERICAN INTL GROUP INC COM NEW0268747844,37470,589SH DFND9070,5890
AMERICAN INTL GROUP INC COM NEW0268747843,82361,684SH DFND8061,6840
AMERICAN INTL GROUP INC COM NEW0268747845,05181,500SH DFND5081,5000
AMERICAN INTL GROUP INC COM NEW02687478426,495427,553SH DFND100427,5530
AMERICAN TOWER CORP NEW COM03027X1001,59616,466SH DFND3000
AMERICAN TOWER CORP NEW COM03027X1005,33054,973SH DFND9054,9730
AMERICAN TOWER CORP NEW COM03027X1004,36345,000SH DFND1000
AMERICAN WTR WKS CO INC NEW COM0304201035,12485,755SH DFND9082,0700
AMERICAN WTR WKS CO INC NEW COM0304201033,83864,237SH DFND4000
AMERICAN WTR WKS CO INC NEW COM03042010317,930300,091SH DFND100300,0910
AMERICAN WTR WKS CO INC NEW COM0304201032,03234,000SH DFND1000
AMERIPRISE FINL INC COM03076C1061,47913,894SH DFND9013,8940
AMERIPRISE FINL INC COM03076C10618,238171,378SH DFND100171,3780
AMERISOURCEBERGEN CORP COM03073E1052,32622,431SH DFND3000
AMERISOURCEBERGEN CORP COM03073E10513,484130,016SH DFND90120,6530
AMERISOURCEBERGEN CORP COM03073E10511,403109,954SH DFND40109,9540
AMETEK INC NEW COM03110010025,232470,829SH DFND100470,8290
AMETEK INC NEW COM0311001001,45027,054SH DFND9027,0540
AMGEN INC COM0311621001,0236,300SH DFND506,3000
AMGEN INC COM0311621004,20325,891SH DFND3000
AMGEN INC COM0311621003,59422,142SH DFND4011,7430
AMGEN INC COM0311621006,88942,438SH DFND9042,4380
AMGEN INC COM0311621001,92311,847SH DFND10011,8470
AMPHENOL CORP NEW CL A0320951015,349102,416SH DFND40102,4160
AMPHENOL CORP NEW CL A0320951012,18241,778SH DFND3000
AMPHENOL CORP NEW CL A0320951019,920189,932SH DFND90188,9560
AMTRUST FINL SVCS INC COM0323593095148,347SH DFND9000
ANADARKO PETE CORP COM0325111071,04021,406SH DFND3000
ANADARKO PETE CORP COM0325111071,50731,020SH DFND9031,0200
ANADARKO PETE CORP COM0325111072,59853,474SH DFND10053,4740
ANALOG DEVICES INC COM03265410530,931559,123SH DFND100559,1230
ANALOG DEVICES INC COM0326541051,27222,989SH DFND9022,9890
ANALOG DEVICES INC COM03265410571913,000SH DFND5013,0000
ANNALY CAP MGMT INC COM0357104091,815193,471SH DFND90193,4710
ANSYS INC COM03662Q1051,36614,770SH DFND9014,0970
ANTERO RES CORP COM03674X10663329,044SH DFND9029,0440
ANTHEM INC COM0367521032,40117,218SH DFND3000
ANTHEM INC COM0367521033,56325,550SH DFND9025,0480
ANTHEM INC COM0367521037,81656,055SH DFND10056,0550
AON PLC SHS CL AG0408V10210,724116,305SH DFND40116,3050
AON PLC SHS CL AG0408V1022,10022,778SH DFND9022,7780
AON PLC SHS CL AG0408V10215,590169,068SH DFND80169,0680
AON PLC SHS CL AG0408V10224,703267,900SH DFND100267,9000
AON PLC SHS CL AG0408V10211,572125,500SH DFND50125,5000
APACHE CORP COM03741110569715,663SH DFND3000
APACHE CORP COM0374111051,35230,405SH DFND10030,4050
APACHE CORP COM0374111051,21127,235SH DFND9025,1580
APARTMENT INVT & MGMT CO CL A03748R10115,468386,415SH DFND80386,4150
APPLE INC COM03783310026,275249,621SH DFND90243,2010
APPLE INC COM0378331008,20677,961SH DFND4066,7460
APPLE INC COM03783310027,642262,605SH DFND3000
APPLE INC COM0378331005,41051,400SH DFND1000
APPLE INC COM03783310096,852920,122SH DFND100920,1220
APPLE INC COM03783310042,391402,724SH DFND80402,7240
APPLIED MATLS INC COM0382221051,27168,053SH DFND9068,0530
APTARGROUP INC COM0383361033,67650,600SH DFND4050,6000
APTARGROUP INC COM0383361035487,544SH DFND907,5440
AQUA AMERICA INC COM03836W10355818,740SH DFND9018,7400
ARAMARK COM03852U1061,07533,328SH DFND9023,9480
ARCH CAP GROUP LTD ORDG0450A10595913,755SH DFND9013,2680
ARCHER DANIELS MIDLAND CO COM0394831021,18632,326SH DFND3000
ARCHER DANIELS MIDLAND CO COM0394831021,08529,571SH DFND9029,5710
ARCHROCK INC COM03957W1067510,007SH DFND9010,0070
ARES CAP CORP NOTE 5.750% 2/004010LAB92,3912,400,000PRN DFND4000
ARES CAP CORP NOTE 5.750% 2/004010LAB97,9708,000,000PRN DFND50435,6370
ARES CAP CORP NOTE 5.125% 6/004010LAD520,57720,500,000PRN DFND401,076,9640
ARIAD PHARMACEUTICALS INC COM04033A1005,943950,851SH DFND100950,8510
ARROW ELECTRS INC COM0427351002163,978SH DFND903,9780
ASBURY AUTOMOTIVE GROUP INC COM0434361043835,676SH DFND9000
ASHLAND INC NEW COM0442091047186,996SH DFND906,9960
ASPEN INSURANCE HOLDINGS LTD SHSG0538410553110,995SH DFND9010,9950
ASSOCIATED BANC CORP COM04548710553228,348SH DFND9028,3480
ASSURANT INC COM04621X1081,06313,204SH DFND9012,8280
AT&T INC COM00206R1029,122265,093SH DFND3000
AT&T INC COM00206R1027,992232,244SH DFND1000
AT&T INC COM00206R10248414,073SH DFND4000
AT&T INC COM00206R10213,722398,767SH DFND90382,1060
AT&T INC COM00206R10249,9491,451,576SH DFND1001,451,5760
ATLANTIC TELE NETWORK INC COM NEW0490792056,24779,859SH DFND10079,8590
ATMEL CORP COM04951310414,6711,703,905SH DFND1001,703,9050
ATMOS ENERGY CORP COM0495601055458,651SH DFND908,6510
ATWOOD OCEANICS INC COM0500951081,557152,200SH DFND40152,2000
AUTODESK INC COM0527691062,54241,726SH DFND3000
AUTODESK INC COM0527691061,24320,406SH DFND9020,4060
AUTOLIV INC COM0528001091,1168,944SH DFND908,9440
AUTOMATIC DATA PROCESSING IN COM0530151034,23650,000SH DFND1000
AUTOMATIC DATA PROCESSING IN COM0530151035,53465,318SH DFND9050,0140
AUTOMATIC DATA PROCESSING IN COM0530151035,86469,216SH DFND4069,2160
AUTOMATIC DATA PROCESSING IN COM0530151036597,778SH DFND1007,7780
AUTONATION INC COM05329W1024,02367,435SH DFND4067,4350
AUTONATION INC COM05329W1024277,160SH DFND904,0670
AUTOZONE INC COM0533321022,9684,000SH DFND1000
AUTOZONE INC COM0533321028,81811,885SH DFND9011,8110
AUTOZONE INC COM0533321021,8192,452SH DFND3000
AVAGO TECHNOLOGIES LTD SHSY0486S1043,28222,610SH DFND9022,6100
AVAGO TECHNOLOGIES LTD SHSY0486S1042,90319,999SH DFND3000
AVAGO TECHNOLOGIES LTD SHSY0486S1045503,789SH DFND403,7890
AVALONBAY CMNTYS INC COM0534841012,74414,900SH DFND1000
AVALONBAY CMNTYS INC COM05348410114,38078,099SH DFND8078,0990
AVALONBAY CMNTYS INC COM0534841012,94816,010SH DFND9015,2610
AVERY DENNISON CORP COM0536111097,717123,161SH DFND40123,1610
AVERY DENNISON CORP COM0536111092,28836,509SH DFND9031,9530
AVIANCA HLDGS SA SPON ADR REP PFD05367G10019846,253SH DFND4000
AVIS BUDGET GROUP COM05377410555915,393SH DFND4015,3930
AVNET INC COM05380710390821,203SH DFND9021,2030
AXALTA COATING SYS LTD COMG0750C1081,71864,458SH DFND4064,4580
AXALTA COATING SYS LTD COMG0750C10826810,074SH DFND9010,0740
AXALTA COATING SYS LTD COMG0750C1081,11641,890SH DFND10041,8900
AXIS CAPITAL HOLDINGS LTD SHSG0692U1091,24022,059SH DFND9021,5460
B/E AEROSPACE INC COM07330210153512,631SH DFND4012,6310
B/E AEROSPACE INC COM07330210179518,754SH DFND9018,7540
BAIDU INC SPON ADR REP A0567521083,55418,800SH DFND401,8800
BAIDU INC SPON ADR REP A0567521086,59734,900SH DFND503,4900
BAIDU INC SPON ADR REP A05675210826,027137,681SH DFND6013,7690
BAIDU INC SPON ADR REP A0567521081,2066,382SH DFND906380
BAIDU INC SPON ADR REP A0567521084,63424,515SH DFND802,4520
BAIDU INC SPON ADR REP A05675210813,78272,905SH DFND1007,2910
BAKER HUGHES INC COM0572241071,62135,127SH DFND9035,1270
BAKER HUGHES INC COM05722410795020,586SH DFND3000
BALL CORP COM0584981061,23616,995SH DFND9016,0130
BALL CORP COM0584981061,99027,364SH DFND4027,3640
BALL CORP COM05849810674810,282SH DFND10010,2820
BANCO BRADESCO S A SP ADR PFD NEW0594603038,4411,754,961SH DFND2000
BANCO BRADESCO S A SP ADR PFD NEW059460303934194,155SH DFND4000
BANCO SANTANDER CHILE NEW SP ADR REP COM05965X1095,232296,597SH DFND100118,638,8000
BANCO SANTANDER CHILE NEW SP ADR REP COM05965X1091,53587,020SH DFND4034,808,0000
BANCOLOMBIA S A SPON ADR PREF05968L10238814,500SH DFND2000
BANCOLOMBIA S A SPON ADR PREF05968L1021,92672,013SH DFND4000
BANK AMER CORP COM0605051047,554448,870SH DFND3000
BANK AMER CORP COM06050510443325,755SH DFND4000
BANK AMER CORP COM0605051049,051537,814SH DFND90526,6260
BANK AMER CORP COM06050510494255,976SH DFND10055,9760
BANK HAWAII CORP COM0625401095508,749SH DFND908,7490
BANK MONTREAL QUE COM0636711013,50562,115SH DFND9058,9380
BANK MONTREAL QUE COM0636711013,04754,000SH DFND1000
BANK MONTREAL QUE COM0636711014698,314SH DFND1008,3140
BANK MONTREAL QUE COM0636711013466,136SH DFND4000
BANK MONTREAL QUE COM0636711011,62628,812SH DFND3000
BANK N S HALIFAX COM0641491072,28256,432SH DFND3000
BANK N S HALIFAX COM0641491073,37583,469SH DFND9079,0880
BANK N S HALIFAX COM0641491073308,153SH DFND4000
BANK NEW YORK MELLON CORP COM0640581009,894240,029SH DFND40231,7420
BANK NEW YORK MELLON CORP COM0640581002,83368,735SH DFND9065,1350
BANK NEW YORK MELLON CORP COM0640581002,39458,090SH DFND3000
BANKUNITED INC COM06652K10352814,643SH DFND9014,6430
BANKUNITED INC COM06652K1036,570182,199SH DFND100182,1990
BARD C R INC COM0673831092,00210,570SH DFND3000
BARD C R INC COM0673831092,85515,071SH DFND9015,0710
BARD C R INC COM0673831094,63524,469SH DFND4024,4690
BARRACUDA NETWORKS INC COM0683231045,162276,350SH DFND100276,3500
BARRICK GOLD CORP COM067901108840113,797SH DFND90107,4690
BAXALTA INC COM07177M1031,12328,779SH DFND9028,7790
BAXTER INTL INC COM07181310986122,571SH DFND3000
BAXTER INTL INC COM0718131096,814178,598SH DFND90176,4820
BB&T CORP COM0549371072,28260,342SH DFND9060,3420
BB&T CORP COM0549371071,47539,015SH DFND3000
BCE INC COM NEW05534B7601,56440,500SH DFND1000
BCE INC COM NEW05534B76083921,728SH DFND10021,7280
BCE INC COM NEW05534B7609,195238,096SH DFND9067,5490
BECTON DICKINSON & CO COM07588710912,78282,952SH DFND9080,9140
BECTON DICKINSON & CO COM0758871092,77317,999SH DFND3000
BECTON DICKINSON & CO COM07588710922,805148,000SH DFND80148,0000
BECTON DICKINSON & CO COM0758871095413,514SH DFND4000
BED BATH & BEYOND INC COM07589610073115,156SH DFND3000
BED BATH & BEYOND INC COM0758961001,50731,234SH DFND9031,2340
BEMIS INC COM08143710552911,831SH DFND9011,8310
BERKLEY W R CORP COM08442310275113,711SH DFND9013,1310
BERKSHIRE HATHAWAY INC DEL CL A0846701085933SH DFND9030
BERKSHIRE HATHAWAY INC DEL CL B NEW0846707024683,546SH DFND4000
BERKSHIRE HATHAWAY INC DEL CL B NEW0846707025,05238,259SH DFND3000
BERKSHIRE HATHAWAY INC DEL CL B NEW0846707023,56527,000SH DFND1000
BERKSHIRE HATHAWAY INC DEL CL B NEW0846707026,82451,684SH DFND9050
BERRY PLASTICS GROUP INC COM08579W1032,28463,141SH DFND4063,1410
BERRY PLASTICS GROUP INC COM08579W10366618,418SH DFND907580
BEST BUY INC COM08651610187628,775SH DFND9028,7750
BEST BUY INC COM08651610150416,541SH DFND3000
BIG LOTS INC COM08930210373118,955SH DFND10018,9550
BIO RAD LABS INC CL A0905722075283,806SH DFND903810
BIOGEN INC COM09062X1032,8529,308SH DFND3000
BIOGEN INC COM09062X1034,25213,878SH DFND9013,2310
BIOGEN INC COM09062X10344,342144,742SH DFND100144,7420
BIOGEN INC COM09062X10314,79448,291SH DFND4038,8280
BIOMARIN PHARMACEUTICAL INC COM09061G1011,06910,208SH DFND9010,2080
BIOMARIN PHARMACEUTICAL INC COM09061G10116,488157,387SH DFND40146,7630
BIOMARIN PHARMACEUTICAL INC COM09061G1018,59582,040SH DFND10082,0400
BIOMED REALTY TRUST INC COM09063H10754422,981SH DFND9022,9810
BJS RESTAURANTS INC COM09180C1063,88389,317SH DFND10089,3170
BLACKROCK INC COM09247X1016291,847SH DFND1001,8470
BLACKROCK INC COM09247X1012,0265,949SH DFND3000
BLACKROCK INC COM09247X1015,06914,885SH DFND404,6460
BLACKROCK INC COM09247X1012,6037,645SH DFND907,6450
BLOCK H & R INC COM0936711052,96288,909SH DFND4088,9090
BLOCK H & R INC COM0936711051,61948,602SH DFND9040,2130
BLOOMIN BRANDS INC COM0942351082,299136,123SH DFND40136,1230
BLOOMIN BRANDS INC COM09423510817210,170SH DFND901,5780
BLUEBIRD BIO INC COM09609G1004,43469,047SH DFND10069,0470
BOEING CO COM0970231051,0427,210SH DFND907,2100
BORGWARNER INC COM09972410645310,475SH DFND9010,4750
BORGWARNER INC COM0997241062,78864,498SH DFND4000
BOSTON BEER INC CL A1005571073,48717,271SH DFND10000
BOSTON PRIVATE FINL HLDGS IN COM1011191058,066711,298SH DFND100711,2980
BOSTON PROPERTIES INC COM1011211011,90014,900SH DFND1000
BOSTON PROPERTIES INC COM1011211019,73776,344SH DFND8076,3440
BOSTON PROPERTIES INC COM1011211011,80514,155SH DFND9013,8930
BOSTON SCIENTIFIC CORP COM10113710731817,230SH DFND4000
BOSTON SCIENTIFIC CORP COM10113710719,2311,042,872SH DFND1001,042,8720
BOSTON SCIENTIFIC CORP COM1011371071,69191,701SH DFND9084,2160
BRANDYWINE RLTY TR SH BEN INT NEW10536820313,6751,001,117SH DFND801,001,1170
BRF SA SPONSORED ADR10552T10742630,850SH DFND201,2820
BRINKER INTL INC COM1096411003,36370,137SH DFND4070,1370
BRISTOL MYERS SQUIBB CO COM1101221087,318106,385SH DFND90106,3850
BRISTOL MYERS SQUIBB CO COM1101221084,87370,845SH DFND3000
BRISTOL MYERS SQUIBB CO COM11012210819,554284,260SH DFND40219,3250
BRISTOL MYERS SQUIBB CO COM1101221082363,426SH DFND803,4260
BRISTOL MYERS SQUIBB CO COM11012210829,330426,363SH DFND100426,3630
BRIXMOR PPTY GROUP INC COM11120U10565025,165SH DFND9025,1650
BRIXMOR PPTY GROUP INC COM11120U10511,014426,563SH DFND80426,5630
BROADCOM CORP CL A1113201072213,816SH DFND803,8160
BROADCOM CORP CL A1113201072,37741,106SH DFND9041,1060
BROADCOM CORP CL A1113201075,14488,970SH DFND4021,1020
BROADCOM CORP CL A1113201073,02852,363SH DFND3000
BROADRIDGE FINL SOLUTIONS IN COM11133T1031,24523,177SH DFND9017,0570
BROOKFIELD ASSET MGMT INC CL A LTD VT SH1125851041,51347,973SH DFND9047,9730
BROOKFIELD ASSET MGMT INC CL A LTD VT SH1125851042,30473,081SH DFND3000
BROWN & BROWN INC COM11523610162019,316SH DFND9019,3160
BROWN FORMAN CORP CL B1156372092,19722,128SH DFND3000
BROWN FORMAN CORP CL B1156372091,30213,115SH DFND9000
BROWN FORMAN CORP CL B11563720935,595358,532SH DFND10000
BUFFALO WILD WINGS INC COM1198481095,42033,950SH DFND10033,9500
BUILDERS FIRSTSOURCE INC COM12008R1074,988450,156SH DFND100450,1560
BUNGE LIMITED COMG1696210590513,247SH DFND9013,2470
BURLINGTON STORES INC COM1220171061,90444,379SH DFND10044,3790
BURLINGTON STORES INC COM1220171063558,269SH DFND906050
BURLINGTON STORES INC COM1220171062,53759,135SH DFND4059,1350
C H ROBINSON WORLDWIDE INC COM NEW12541W2092,05433,111SH DFND9032,3140
C H ROBINSON WORLDWIDE INC COM NEW12541W2093,64358,740SH DFND4058,7400
CA INC COM12673P1051,37047,969SH DFND3000
CA INC COM12673P10589831,459SH DFND4031,4590
CA INC COM12673P1052,35782,541SH DFND9034,5010
CA INC COM12673P10556919,911SH DFND10019,9110
CABLEVISION SYS CORP CL A NY CABLVS12686C10987027,266SH DFND9027,0360
CABOT OIL & GAS CORP COM12709710393452,774SH DFND10052,7740
CABOT OIL & GAS CORP COM12709710375042,369SH DFND9042,3690
CABOT OIL & GAS CORP COM12709710346726,382SH DFND3000
CALLON PETE CO DEL COM13123X1024,551545,733SH DFND100545,7330
CALPINE CORP COM NEW13134730415510,704SH DFND9010,7040
CALPINE CORP COM NEW13134730471849,642SH DFND10049,6420
CALPINE CORP COM NEW13134730470048,355SH DFND4048,3550
CAMDEN PPTY TR SH BEN INT1331311027519,787SH DFND909,7870
CAMDEN PPTY TR SH BEN INT13313110224,958325,142SH DFND80325,1420
CAMECO CORP COM13321L10849139,793SH DFND3000
CAMECO CORP COM13321L10830024,362SH DFND9024,3620
CAMECO CORP COM13321L10868755,696SH DFND10055,6960
CAMERON INTERNATIONAL CORP COM13342B1051,28120,275SH DFND9019,2030
CAMERON INTERNATIONAL CORP COM13342B1055608,856SH DFND408,8560
CAMPBELL SOUP CO COM1344291091,10320,988SH DFND3000
CAMPBELL SOUP CO COM1344291093,27062,229SH DFND4062,2290
CAMPBELL SOUP CO COM1344291091,37426,143SH DFND9026,1430
CANADIAN NAT RES LTD COM13638510191942,116SH DFND9042,1160
CANADIAN NAT RES LTD COM1363851011,01346,406SH DFND3000
CANADIAN NAT RES LTD COM1363851012,350107,665SH DFND100107,6650
CANADIAN NATL RY CO COM1363751022,63847,203SH DFND9047,2030
CANADIAN NATL RY CO COM1363751022,05536,773SH DFND3000
CANADIAN NATL RY CO COM1363751021,45326,000SH DFND1000
CANADIAN PAC RY LTD COM13645T1001,1438,960SH DFND908,9600
CAPITAL ONE FINL CORP COM14040H10510,025138,884SH DFND100138,8840
CAPITAL ONE FINL CORP COM14040H1055,63678,089SH DFND4078,0890
CAPITAL ONE FINL CORP COM14040H1051,58121,897SH DFND3000
CAPITAL ONE FINL CORP COM14040H1052,36232,719SH DFND9032,7190
CAPITOL FED FINL INC COM14057J10152441,716SH DFND9041,7160
CARDINAL HEALTH INC COM14149Y1083,30337,000SH DFND1000
CARDINAL HEALTH INC COM14149Y1082,33326,136SH DFND4026,1360
CARDINAL HEALTH INC COM14149Y10819,646220,073SH DFND80220,0730
CARDINAL HEALTH INC COM14149Y1083,40038,091SH DFND9034,6290
CARDINAL HEALTH INC COM14149Y1082,20324,683SH DFND3000
CARE CAP PPTYS INC COM1416241062789,081SH DFND909,0810
CARLISLE COS INC COM1423391006146,922SH DFND406,9220
CARLISLE COS INC COM1423391005576,282SH DFND906,2820
CARMAX INC COM1431301025269,738SH DFND909,7380
CARNIVAL CORP PAIRED CTF1436583001,80533,125SH DFND3000
CARNIVAL CORP PAIRED CTF1436583001,13820,891SH DFND4020,8910
CARNIVAL CORP PAIRED CTF1436583001,65330,339SH DFND9026,1680
CARRIZO OIL & GAS INC COM1445771035,753194,487SH DFND100194,4870
CASCADE BANCORP COM NEW14715420719932,848SH DFND10032,8480
CATERPILLAR INC DEL COM1491231011,99929,421SH DFND3000
CATERPILLAR INC DEL COM1491231012,54137,383SH DFND9035,0400
CATERPILLAR INC DEL COM1491231013675,394SH DFND4000
CBRE GROUP INC CL A12504L10944212,789SH DFND9012,7890
CBS CORP NEW CL B12485720294320,000SH DFND9000
CBS CORP NEW CL B1248572021,08623,048SH DFND10000
CBS CORP NEW CL B12485720210,861230,448SH DFND4000
CDK GLOBAL INC COM12508E1015,964125,641SH DFND40125,6410
CDK GLOBAL INC COM12508E10186218,155SH DFND9018,1550
CDN IMPERIAL BK COMM TORONTO COM1360691011,04915,925SH DFND3000
CDN IMPERIAL BK COMM TORONTO COM1360691017,451113,123SH DFND90112,6100
CDW CORP COM12514G1084069,652SH DFND905,2100
CDW CORP COM12514G10898523,422SH DFND4023,4220
CELANESE CORP DEL COM SER A15087010381912,162SH DFND9012,1620
CELANESE CORP DEL COM SER A1508701031,01715,103SH DFND4015,1030
CELANESE CORP DEL COM SER A1508701032,65239,382SH DFND10039,3820
CELANESE CORP DEL COM SER A1508701031,79126,605SH DFND3000
CELGENE CORP COM1510201045,07642,383SH DFND9042,3830
CELGENE CORP COM1510201044,29535,867SH DFND3000
CELGENE CORP COM1510201045,09042,500SH DFND5042,5000
CELGENE CORP COM1510201049,79681,796SH DFND4047,3700
CELGENE CORP COM15102010453,854449,685SH DFND100449,6850
CELGENE CORP COM15102010422,857190,854SH DFND80190,8540
CEMEX SAB DE CV SPON ADR NEW151290889883158,571SH DFND2000
CEMEX SAB DE CV SPON ADR NEW1512908893,198574,098SH DFND1005,625,4500
CEMEX SAB DE CV SPON ADR NEW1512908892,411432,822SH DFND404,328,2200
CEMEX SAB DE CV NOTE 3.750% 3/1151290BC613,22614,500,000PRN DFND4015,634,0450
CENTENE CORP DEL COM15135B10169510,556SH DFND9010,5560
CENTERPOINT ENERGY INC COM15189T10788348,109SH DFND9048,1090
CENTERPOINT ENERGY INC COM15189T10783945,718SH DFND3000
CENTURYLINK INC COM15670010661424,419SH DFND3000
CENTURYLINK INC COM1567001062,22788,514SH DFND9088,5140
CENTURYLINK INC COM1567001062,557101,632SH DFND40101,6320
CENTURYLINK INC COM1567001063,111123,648SH DFND100123,6480
CERNER CORP COM1567821041,40923,421SH DFND9023,4210
CF INDS HLDGS INC COM1252691001,15928,408SH DFND9028,4080
CF INDS HLDGS INC COM1252691001,99948,987SH DFND4048,9870
CHARTER COMMUNICATIONS INC D CL A NEW16117M3051,7869,756SH DFND909,7560
CHECK POINT SOFTWARE TECH LT ORDM2246510419,857244,000SH DFND80244,0000
CHECK POINT SOFTWARE TECH LT ORDM224651045,23064,269SH DFND9063,6170
CHEESECAKE FACTORY INC COM1630721012545,511SH DFND9000
CHEMTURA CORP COM NEW1638932093,307121,255SH DFND100121,2550
CHENIERE ENERGY INC COM NEW16411R20840110,759SH DFND9010,7590
CHENIERE ENERGY INC COM NEW16411R20861116,414SH DFND10016,4140
CHENIERE ENERGY INC NOTE 4.250% 3/116411RAG47971,500,000PRN DFND4010,8400
CHESAPEAKE ENERGY CORP COM16516710716837,357SH DFND9037,3570
CHEVRON CORP NEW COM16676410036,897410,153SH DFND100410,1530
CHEVRON CORP NEW COM1667641005,66462,964SH DFND4056,5660
CHEVRON CORP NEW COM16676410011,620129,171SH DFND90101,3630
CHEVRON CORP NEW COM1667641007,66785,222SH DFND3000
CHEVRON CORP NEW COM1667641002232,476SH DFND6000
CHICAGO BRIDGE & IRON CO N V COM1672501093609,241SH DFND909,2410
CHICAGO BRIDGE & IRON CO N V COM1672501091,48638,100SH DFND4038,1000
CHIPOTLE MEXICAN GRILL INC COM1696561051,4953,115SH DFND902,9440
CHURCH & DWIGHT INC COM1713401021,33115,685SH DFND3000
CHURCH & DWIGHT INC COM1713401022,15225,353SH DFND9024,2360
CIENA CORP COM NEW1717793093,762181,807SH DFND40181,8070
CIGNA CORPORATION COM1255091094,78732,712SH DFND4032,7120
CIGNA CORPORATION COM1255091093,38423,125SH DFND9021,1280
CIGNA CORPORATION COM12550910918,283124,941SH DFND100124,9410
CIMAREX ENERGY CO COM17179810111,055123,681SH DFND100123,6810
CIMAREX ENERGY CO COM1717981015095,696SH DFND905,6960
CINCINNATI FINL CORP COM17206210187014,706SH DFND9014,2300
CINEMARK HOLDINGS INC COM17243V10235110,490SH DFND908,0660
CINTAS CORP COM1729081053,61939,751SH DFND4039,7510
CINTAS CORP COM1729081057,08677,823SH DFND9068,3620
CISCO SYS INC COM17275R1026,409236,024SH DFND3000
CISCO SYS INC COM17275R1028,509313,352SH DFND90307,3680
CISCO SYS INC COM17275R10248,7101,793,759SH DFND801,793,7590
CISCO SYS INC COM17275R10275,0352,763,216SH DFND1002,763,2160
CISCO SYS INC COM17275R10212,138447,000SH DFND50447,0000
CISCO SYS INC COM17275R1024,447163,779SH DFND40150,0040
CIT GROUP INC COM NEW12558180182420,754SH DFND9020,7540
CITIGROUP INC COM NEW1729674246,584127,227SH DFND3000
CITIGROUP INC COM NEW17296742418,846364,168SH DFND100364,1680
CITIGROUP INC COM NEW1729674247,727149,310SH DFND90145,6090
CITIGROUP INC COM NEW1729674244418,519SH DFND4000
CITIZENS FINL GROUP INC COM1746101051,18345,189SH DFND9045,1890
CITRIX SYS INC COM1773761004,41958,415SH DFND4058,4150
CITRIX SYS INC COM17737610015,830209,249SH DFND100209,2490
CITRIX SYS INC COM1773761004,82663,795SH DFND8063,7950
CITRIX SYS INC COM1773761001,12114,823SH DFND9014,8230
CITRIX SYS INC COM1773761006,65788,000SH DFND5088,0000
CITRIX SYS INC NOTE 0.500% 4/1177376AD238,50035,000,000PRN DFND40372,2220
CLEAN HARBORS INC COM1844961072836,800SH DFND406,8000
CLOROX CO DEL COM1890541092,15617,000SH DFND1000
CLOROX CO DEL COM1890541096,97254,973SH DFND4054,9730
CLOROX CO DEL COM1890541095,26741,530SH DFND9025,8740
CLUBCORP HLDGS INC COM18948M1086,295344,546SH DFND100344,5460
CME GROUP INC COM12572Q1052,88731,865SH DFND9030,0910
CME GROUP INC COM12572Q1052,29925,372SH DFND3000
CME GROUP INC COM12572Q1057438,202SH DFND1008,2020
CMS ENERGY CORP COM1258961001,73748,146SH DFND10048,1460
CMS ENERGY CORP COM12589610043312,007SH DFND9012,0070
CNA FINL CORP COM12611710052114,818SH DFND9014,8180
CNO FINL GROUP INC COM12621E1037,480391,854SH DFND100391,8540
COACH INC COM1897541046,456197,265SH DFND40197,2650
COACH INC COM1897541041,36841,798SH DFND10041,7980
COACH INC COM18975410484525,809SH DFND9025,8090
COACH INC COM18975410446214,127SH DFND3000
COCA COLA CO COM19121610011,882276,590SH DFND90271,4790
COCA COLA CO COM19121610050511,764SH DFND4000
COCA COLA CO COM1912161001,28930,000SH DFND1000
COCA COLA CO COM1912161007,549175,731SH DFND3000
COCA COLA ENTERPRISES INC NE COM19122T1093,14763,908SH DFND4063,9080
COCA COLA ENTERPRISES INC NE COM19122T1091,48830,218SH DFND9030,2180
COCA COLA ENTERPRISES INC NE COM19122T1091,86537,882SH DFND3000
COGNIZANT TECHNOLOGY SOLUTIO CL A1924461022,22237,016SH DFND9037,0160
COGNIZANT TECHNOLOGY SOLUTIO CL A1924461022,34839,124SH DFND3000
COGNIZANT TECHNOLOGY SOLUTIO CL A1924461021,06517,751SH DFND10017,7510
COGNIZANT TECHNOLOGY SOLUTIO CL A1924461024,68077,979SH DFND4077,9790
COGNIZANT TECHNOLOGY SOLUTIO CL A19244610235,425590,218SH DFND60590,2180
COLGATE PALMOLIVE CO COM1941621036,759101,451SH DFND4096,0810
COLGATE PALMOLIVE CO COM1941621036,789101,904SH DFND9070,0490
COLGATE PALMOLIVE CO COM1941621033,19848,000SH DFND1000
COLGATE PALMOLIVE CO COM1941621033,38550,809SH DFND3000
COLUMBIA BKG SYS INC COM1972361025,297162,930SH DFND100162,9300
COLUMBIA PIPELINE GROUP INC COM19828010951525,735SH DFND9025,7350
COLUMBIA PPTY TR INC COM NEW19828720348620,705SH DFND9020,7050
COLUMBIA SPORTSWEAR CO COM1985161065,663116,149SH DFND100116,1490
COMCAST CORP NEW CL A20030N1012,56545,446SH DFND405,0270
COMCAST CORP NEW CL A20030N10151,195907,233SH DFND100120,0270
COMCAST CORP NEW CL A20030N10114,273252,929SH DFND9032,9550
COMCAST CORP NEW CL A20030N10118,293324,163SH DFND8042,8870
COMCAST CORP NEW CL A20030N1014,88186,500SH DFND5011,4440
COMCAST CORP NEW CL A20030N1018,191145,155SH DFND3000
COMERICA INC COM2003401072495,952SH DFND1005,9520
COMERICA INC COM20034010784720,250SH DFND9020,2500
COMMERCE BANCSHARES INC COM20052510353412,564SH DFND9012,5640
COMMUNICATIONS SALES&LEAS IN COM20341J10439421,100SH DFND9021,1000
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A20440T20164361,090SH DFND2000
COMPUTER SCIENCES CORP COM2053631042658,102SH DFND908,1020
CONAGRA FOODS INC COM2058871025,589132,574SH DFND40132,5740
CONAGRA FOODS INC COM2058871022,72764,678SH DFND9062,2310
CONCHO RES INC COM20605P1017628,209SH DFND908,2090
CONCHO RES INC COM20605P10111,853127,642SH DFND100127,6420
CONMED CORP COM2074101018,461192,069SH DFND100192,0690
CONOCOPHILLIPS COM20825C1042,85261,076SH DFND3000
CONOCOPHILLIPS COM20825C10421,205454,176SH DFND100454,1760
CONOCOPHILLIPS COM20825C1042645,644SH DFND4000
CONOCOPHILLIPS COM20825C1042,87861,646SH DFND9059,1940
CONSOLIDATED EDISON INC COM2091151041,22919,115SH DFND3000
CONSOLIDATED EDISON INC COM2091151044,40668,549SH DFND9066,8330
CONSOLIDATED EDISON INC COM2091151041,92830,000SH DFND1000
CONSTELLATION BRANDS INC CL A21036P1081,0327,246SH DFND407,2460
CONSTELLATION BRANDS INC CL A21036P1082,98020,922SH DFND9020,9220
CONTINENTAL RESOURCES INC COM2120151011,98786,472SH DFND10086,4720
COOPER COS INC COM NEW2166484024703,504SH DFND903,2410
COPA HOLDINGS SA CL AP310761052,15244,600SH DFND4000
CORE LABORATORIES N V COMN227171071,19010,941SH DFND10010,9410
CORE LABORATORIES N V COMN227171079428,661SH DFND908,6610
CORNING INC COM2193501051,63489,413SH DFND9089,4130
CORNING INC COM2193501051,64589,999SH DFND3000
COSAN LTD SHS AG25343107996269,831SH DFND40269,8310
COSAN LTD SHS AG253431075,5621,507,256SH DFND20734,5570
COSTCO WHSL CORP NEW COM22160K1054,34526,903SH DFND9025,2180
COSTCO WHSL CORP NEW COM22160K1052,84417,612SH DFND3000
COSTCO WHSL CORP NEW COM22160K1054102,537SH DFND4000
CRACKER BARREL OLD CTRY STOR COM22410J1062732,149SH DFND9000
CRANE CO COM22439910548710,181SH DFND9010,1810
CREDICORP LTD COMG2519Y1088328,554SH DFND908,5540
CREDICORP LTD COMG2519Y1085,32454,701SH DFND4054,7010
CREDICORP LTD COMG2519Y1085,09552,348SH DFND10052,3480
CREDICORP LTD COMG2519Y1089199,439SH DFND2000
CREDICORP LTD COMG2519Y1085,45056,000SH DFND8056,0000
CREE INC COM2254471011,96873,800SH DFND4073,8000
CRITEO S A SPONS ADS2267181041,10928,000SH DFND5028,0000
CROWN CASTLE INTL CORP NEW COM22822V1013,84244,438SH DFND9043,3960
CROWN CASTLE INTL CORP NEW COM22822V1013,28538,000SH DFND1000
CROWN HOLDINGS INC COM2283681062,15242,452SH DFND4042,4520
CROWN HOLDINGS INC COM2283681061,53830,335SH DFND10030,3350
CROWN HOLDINGS INC COM22836810673614,516SH DFND9014,5160
CST BRANDS INC COM12646R10585721,898SH DFND10021,8980
CSX CORP COM12640810310,716412,944SH DFND40412,9440
CSX CORP COM1264081031,85571,484SH DFND9071,4840
CSX CORP COM1264081031,85771,578SH DFND3000
CTRIP COM INTL LTD AMERICAN DEP SHS22943F10011,732253,224SH DFND607,9140
CTRIP COM INTL LTD AMERICAN DEP SHS22943F1002786,002SH DFND901880
CTRIP COM INTL LTD AMERICAN DEP SHS22943F1001,88740,738SH DFND1001,2730
CTRIP COM INTL LTD NOTE 1.250%10/122943FAD22,0051,500,000PRN DFND409,5680
CULLEN FROST BANKERS INC COM2298991094938,220SH DFND908,2200
CUMMINS INC COM23102110698211,157SH DFND3000
CUMMINS INC COM2310211067858,917SH DFND907,8270
CUMMINS INC COM2310211067,09980,665SH DFND4078,1550
CVS HEALTH CORP COM12665010040,886418,190SH DFND80418,1900
CVS HEALTH CORP COM12665010022,267227,749SH DFND40179,2390
CVS HEALTH CORP COM1266501005,49556,208SH DFND3000
CVS HEALTH CORP COM1266501007,62678,000SH DFND5078,0000
CVS HEALTH CORP COM1266501006,10362,417SH DFND9060,3870
CVS HEALTH CORP COM12665010062,738641,691SH DFND100641,6910
D R HORTON INC COM23331A10964820,238SH DFND9020,2380
DANAHER CORP DEL COM2358511022,49726,888SH DFND3000
DANAHER CORP DEL COM2358511024,43347,728SH DFND4000
DANAHER CORP DEL COM23585110217,670190,245SH DFND90177,6650
DANAHER CORP DEL COM23585110239,699427,424SH DFND100427,4240
DANAHER CORP DEL COM2358511021,20713,000SH DFND1000
DARDEN RESTAURANTS INC COM2371941051,29420,330SH DFND9019,6310
DAVITA HEALTHCARE PARTNERS I COM23918K1081,85626,630SH DFND4026,6300
DAVITA HEALTHCARE PARTNERS I COM23918K1081,46421,000SH DFND1000
DAVITA HEALTHCARE PARTNERS I COM23918K1081,37319,693SH DFND9019,6930
DCT INDUSTRIAL TRUST INC COM NEW2331532044,600123,096SH DFND90123,0960
DCT INDUSTRIAL TRUST INC COM NEW2331532046,953186,060SH DFND80186,0600
DDR CORP COM23317H1029,888587,171SH DFND80587,1710
DEAN FOODS CO NEW COM NEW24237020327816,233SH DFND9000
DEERE & CO COM2441991058,554112,160SH DFND90112,1600
DEERE & CO COM2441991051,51119,812SH DFND3000
DELPHI AUTOMOTIVE PLC SHSG278231061,11312,980SH DFND4012,9800
DELPHI AUTOMOTIVE PLC SHSG278231061,72620,136SH DFND9019,0170
DELPHI AUTOMOTIVE PLC SHSG278231061,18713,842SH DFND3000
DELPHI AUTOMOTIVE PLC SHSG2782310616,293190,050SH DFND100190,0500
DELTA AIR LINES INC DEL COM NEW2473617027,764153,174SH DFND40153,1740
DELTA AIR LINES INC DEL COM NEW2473617023,42467,556SH DFND9048,5630
DENTSPLY INTL INC NEW COM2490301071,96132,233SH DFND9032,2330
DEVON ENERGY CORP NEW COM25179M1031,62350,716SH DFND10050,7160
DEVON ENERGY CORP NEW COM25179M10396830,237SH DFND9030,2370
DEVON ENERGY CORP NEW COM25179M1033,00193,785SH DFND4093,7850
DEVON ENERGY CORP NEW COM25179M10393729,289SH DFND3000
DEVRY ED GROUP INC COM2518931032,19486,700SH DFND4086,7000
DIAMOND OFFSHORE DRILLING IN COM25271C10241919,854SH DFND9019,8540
DIAMONDROCK HOSPITALITY CO COM2527843016,986723,938SH DFND80723,9380
DIAMONDROCK HOSPITALITY CO COM2527843012,562265,441SH DFND100265,4410
DICKS SPORTING GOODS INC COM2533931021,50942,685SH DFND10042,6850
DICKS SPORTING GOODS INC COM2533931022507,062SH DFND907,0620
DIGITAL RLTY TR INC COM2538681031,59621,104SH DFND9020,2890
DIGITAL RLTY TR INC COM25386810332,823434,054SH DFND80434,0540
DISCOVER FINL SVCS COM2547091084,20778,465SH DFND4053,0580
DISCOVER FINL SVCS COM2547091081,35325,238SH DFND9025,2380
DISCOVERY COMMUNICATNS NEW COM SER A25470F10476228,565SH DFND9028,5650
DISCOVERY COMMUNICATNS NEW COM SER C25470F30298238,928SH DFND9000
DISCOVERY COMMUNICATNS NEW COM SER C25470F30297838,797SH DFND3000
DISH NETWORK CORP CL A25470M1091,46025,542SH DFND10025,5420
DISH NETWORK CORP CL A25470M1091,31823,049SH DFND9023,0490
DISNEY WALT CO COM DISNEY2546871069,03685,992SH DFND4037,6430
DISNEY WALT CO COM DISNEY2546871067,60572,377SH DFND3000
DISNEY WALT CO COM DISNEY25468710648,385460,463SH DFND100460,4630
DISNEY WALT CO COM DISNEY2546871067,77974,032SH DFND8074,0320
DISNEY WALT CO COM DISNEY25468710613,012123,829SH DFND90119,6860
DOLBY LABORATORIES INC COM25659T1072,02760,250SH DFND4060,2500
DOLLAR GEN CORP NEW COM2566771052,02328,153SH DFND10028,1530
DOLLAR GEN CORP NEW COM2566771052,74338,173SH DFND4038,1730
DOLLAR GEN CORP NEW COM2566771051,91726,676SH DFND9026,6760
DOLLAR TREE INC COM2567461082,16928,092SH DFND9024,1320
DOLLAR TREE INC COM2567461083,17141,069SH DFND4041,0690
DOLLAR TREE INC COM2567461081,09314,159SH DFND3000
DOMINION RES INC VA NEW COM25746U1091,64924,376SH DFND3000
DOMINION RES INC VA NEW COM25746U1091,59123,517SH DFND9021,3470
DOMINION RES INC VA NEW COM25746U1094,01559,363SH DFND10059,3630
DOMINION RES INC VA NEW COM25746U1094,25562,900SH DFND1000
DOMTAR CORP COM NEW2575592031,47840,000SH DFND4040,0000
DONALDSON INC COM25765110931511,000SH DFND4011,0000
DONALDSON INC COM25765110952418,273SH DFND9018,2730
DONNELLEY R R & SONS CO COM25786710118612,642SH DFND902,0790
DOUGLAS EMMETT INC COM25960P1093,591115,183SH DFND80115,1830
DOUGLAS EMMETT INC COM25960P1095,528177,280SH DFND100177,2800
DOVER CORP COM2600031081,36122,204SH DFND3000
DOVER CORP COM26000310895415,566SH DFND9015,5660
DOW CHEM CO COM2605431033,39365,901SH DFND10065,9010
DOW CHEM CO COM2605431032,49748,505SH DFND9048,5050
DOW CHEM CO COM2605431033,23062,749SH DFND3000
DR PEPPER SNAPPLE GROUP INC COM26138E1094,07943,771SH DFND9039,0400
DR PEPPER SNAPPLE GROUP INC COM26138E1095,90763,376SH DFND4063,3760
DR REDDYS LABS LTD ADR2561352032,02643,760SH DFND6043,7600
DST SYS INC DEL COM2333261075154,516SH DFND904,5160
DTE ENERGY CO COM2333311073804,735SH DFND4000
DTE ENERGY CO COM2333311071,99724,903SH DFND10024,9030
DTE ENERGY CO COM2333311072,47430,856SH DFND3000
DTE ENERGY CO COM2333311077008,727SH DFND906,6700
DU PONT E I DE NEMOURS & CO COM2635341098,048120,842SH DFND90117,9520
DU PONT E I DE NEMOURS & CO COM2635341094436,652SH DFND4000
DU PONT E I DE NEMOURS & CO COM2635341091,31419,726SH DFND10019,7260
DU PONT E I DE NEMOURS & CO COM2635341092,65239,822SH DFND3000
DUKE ENERGY CORP NEW COM NEW26441C2043424,788SH DFND4000
DUKE ENERGY CORP NEW COM NEW26441C2045,34474,852SH DFND10074,8520
DUKE ENERGY CORP NEW COM NEW26441C2041,23017,229SH DFND3000
DUKE ENERGY CORP NEW COM NEW26441C2042,48234,771SH DFND9028,1610
DUKE ENERGY CORP NEW COM NEW26441C2043,07043,000SH DFND1000
DUKE REALTY CORP COM NEW26441150511,707556,944SH DFND80556,9440
DUKE REALTY CORP COM NEW26441150585240,511SH DFND9040,5110
DUKE REALTY CORP COM NEW26441150534916,624SH DFND10016,6240
DUN & BRADSTREET CORP DEL NE COM26483E1006996,729SH DFND906,7290
DYAX CORP COM26746E1037,106188,884SH DFND100188,8840
E M C CORP MASS COM2686481021,49758,291SH DFND10058,2910
E M C CORP MASS COM26864810217,143667,544SH DFND40599,8380
E M C CORP MASS COM2686481023,591139,826SH DFND90134,7150
E M C CORP MASS COM2686481022,649103,136SH DFND3000
E TRADE FINANCIAL CORP COM NEW2692464012598,752SH DFND908,7520
EAGLE MATERIALS INC COM26969P10892215,251SH DFND4015,2510
EAST WEST BANCORP INC COM27579R1047,118171,277SH DFND100171,2770
EASTMAN CHEM CO COM2774321001,05515,624SH DFND3000
EASTMAN CHEM CO COM2774321001,99029,480SH DFND4029,4800
EASTMAN CHEM CO COM2774321003615,354SH DFND905,3540
EASTMAN CHEM CO COM2774321002,03330,109SH DFND10030,1090
EATON CORP PLC SHSG2918310310,927209,978SH DFND40184,0190
EATON CORP PLC SHSG291831031,05720,310SH DFND9017,8600
EATON VANCE CORP COM NON VTG27826510382425,420SH DFND9000
EBAY INC COM27864210340,5071,474,038SH DFND1001,474,0380
EBAY INC COM2786421032,67297,249SH DFND4028,3770
EBAY INC COM2786421031,49154,256SH DFND3000
EBAY INC COM2786421033,373122,750SH DFND90122,7500
ECOLAB INC COM2788651002,41821,142SH DFND406,3850
ECOLAB INC COM27886510015,899139,000SH DFND90138,3920
ECOLAB INC COM27886510027,202237,821SH DFND100237,8210
EDISON INTL COM2810201071,59026,862SH DFND9026,8620
EDISON INTL COM2810201072,54743,014SH DFND10043,0140
EDUCATION RLTY TR INC COM NEW28140H2036,586173,853SH DFND100173,8530
EDWARDS LIFESCIENCES CORP COM28176E1081,87123,688SH DFND9022,4860
EDWARDS LIFESCIENCES CORP COM28176E1081,19515,130SH DFND3000
EDWARDS LIFESCIENCES CORP COM28176E10814,899188,648SH DFND40131,8020
ELDORADO GOLD CORP NEW COM28490210315752,777SH DFND9052,7770
ELECTRONIC ARTS INC COM2855121093,43249,941SH DFND9040,5010
ELECTRONIC ARTS INC COM28551210924,071350,283SH DFND40333,7410
EMBRAER S A SP ADR REP 4 COM29082A1073,071103,954SH DFND20214,1360
EMCOR GROUP INC COM29084Q1008,578178,562SH DFND100178,5620
EMERSON ELEC CO COM2910111046,162128,827SH DFND40128,8270
EMERSON ELEC CO COM2910111041,77837,164SH DFND3000
EMERSON ELEC CO COM2910111042,62454,851SH DFND9036,6780
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR29244T1013549,551SH DFND2000
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR29244T1012607,017SH DFND40210,5100
ENBRIDGE INC COM29250N1051,22837,000SH DFND1000
ENBRIDGE INC COM29250N1053,700111,487SH DFND90109,0830
ENBRIDGE INC COM29250N10598229,599SH DFND3000
ENCANA CORP COM29250510426051,165SH DFND3000
ENCANA CORP COM29250510441180,822SH DFND9080,8220
ENDO INTL PLC SHSG3040110675612,347SH DFND9012,3470
ENDO INTL PLC SHSG304011061,42323,251SH DFND5023,2510
ENDO INTL PLC SHSG3040110615,231248,797SH DFND100248,7970
ENDURANCE SPECIALTY HLDGS LT SHSG303971065408,442SH DFND908,4420
ENERGEN CORP COM29265N10891922,417SH DFND10022,4170
ENERGY TRANSFER EQUITY L P COM UT LTD PTN29273V10063446,133SH DFND9046,1330
ENERSIS S A SPONSORED ADR29274F10482467,840SH DFND403,392,0000
ENERSIS S A SPONSORED ADR29274F10432526,736SH DFND2000
ENGILITY HLDGS INC NEW COM29286C1075,806178,749SH DFND100178,7490
ENSCO PLC SHS CLASS AG3157S10624115,644SH DFND9014,3870
ENTERGY CORP NEW COM29364G10383812,260SH DFND4012,2600
ENTERGY CORP NEW COM29364G1034987,289SH DFND906,1520
ENTERPRISE PRODS PARTNERS L COM2937921072,26688,567SH DFND9088,5670
ENVISION HEALTHCARE HLDGS IN COM29413U10339015,019SH DFND9015,0190
EOG RES INC COM26875P10121,738307,071SH DFND80307,0710
EOG RES INC COM26875P1011,92127,139SH DFND9027,1390
EOG RES INC COM26875P1014,17058,901SH DFND10058,9010
EOG RES INC COM26875P1011,78225,167SH DFND3000
EPR PPTYS COM SH BEN INT26884U1095559,495SH DFND909,4950
EPR PPTYS COM SH BEN INT26884U1096,804116,404SH DFND100116,4040
EQT CORP COM26884L10964012,279SH DFND3000
EQT CORP COM26884L10987216,721SH DFND9016,7210
EQUIFAX INC COM2944291055,57850,081SH DFND4050,0810
EQUIFAX INC COM29442910515,334137,687SH DFND90129,8340
EQUINIX INC COM PAR $0.00129444U7006,09820,164SH DFND4020,1640
EQUINIX INC COM PAR $0.00129444U7001,6025,298SH DFND3000
EQUINIX INC COM PAR $0.00129444U7001,4274,720SH DFND904,7200
EQUITY RESIDENTIAL SH BEN INT29476L1073,02137,022SH DFND9035,3020
EQUITY RESIDENTIAL SH BEN INT29476L1072,62032,108SH DFND8032,1080
EQUITY RESIDENTIAL SH BEN INT29476L1071,22214,982SH DFND3000
EQUITY RESIDENTIAL SH BEN INT29476L1073,01937,000SH DFND1000
ESSEX PPTY TR INC COM2971781051,1554,826SH DFND904,4530
ESSEX PPTY TR INC COM29717810511,45247,833SH DFND8047,8330
EVERCORE PARTNERS INC CLASS A29977A1058,333154,109SH DFND100154,1090
EVEREST RE GROUP LTD COMG3223R1081,84210,059SH DFND908,2660
EVEREST RE GROUP LTD COMG3223R1087,50140,968SH DFND4040,9680
EVEREST RE GROUP LTD COMG3223R1081,83110,000SH DFND1000
EVERSOURCE ENERGY COM30040W1081,31625,765SH DFND9025,7650
EXELON CORP COM30161N1011,69661,064SH DFND9061,0640
EXELON CORP COM30161N1012,31483,312SH DFND10083,3120
EXELON CORP COM30161N10178028,083SH DFND3000
EXPEDIA INC DEL COM NEW30212P3031,31310,560SH DFND10010,5600
EXPEDIA INC DEL COM NEW30212P3031,82214,655SH DFND9011,1420
EXPEDIA INC DEL COM NEW30212P30316,337131,433SH DFND40103,9100
EXPEDITORS INTL WASH INC COM3021301091,36830,334SH DFND3000
EXPEDITORS INTL WASH INC COM3021301093,78883,999SH DFND4083,9990
EXPEDITORS INTL WASH INC COM3021301091,72438,216SH DFND9037,2320
EXPRESS SCRIPTS HLDG CO COM30219G1086,59675,461SH DFND4075,4610
EXPRESS SCRIPTS HLDG CO COM30219G1084,40750,418SH DFND9050,4180
EXPRESS SCRIPTS HLDG CO COM30219G1083,77643,196SH DFND3000
EXTRA SPACE STORAGE INC COM30225T1028589,729SH DFND909,7290
EXTRA SPACE STORAGE INC COM30225T10213,720155,538SH DFND80155,5380
EXXON MOBIL CORP COM30231G10214,937191,621SH DFND90158,2480
EXXON MOBIL CORP COM30231G10210,463134,224SH DFND40123,8590
EXXON MOBIL CORP COM30231G10210,009128,404SH DFND100128,4040
EXXON MOBIL CORP COM30231G10214,512186,174SH DFND3000
F M C CORP COM NEW3024913031,64041,900SH DFND4041,9000
F5 NETWORKS INC COM3156161027627,859SH DFND907,8590
F5 NETWORKS INC COM3156161024144,271SH DFND3000
F5 NETWORKS INC COM3156161024,36144,973SH DFND4044,9730
FACEBOOK INC CL A30303M10246,147440,923SH DFND100440,9230
FACEBOOK INC CL A30303M1021,59115,200SH DFND5015,2000
FACEBOOK INC CL A30303M1027,54272,062SH DFND3000
FACEBOOK INC CL A30303M1021,0429,955SH DFND405,9820
FACEBOOK INC CL A30303M1029,52791,029SH DFND9089,3030
FACTSET RESH SYS INC COM3030751051,1146,854SH DFND406,8540
FASTENAL CO COM31190010477719,034SH DFND3000
FASTENAL CO COM3119001041,16028,425SH DFND9028,4250
FEDERAL REALTY INVT TR SH BEN INT NEW3137472063,02820,723SH DFND9020,3490
FEDEX CORP COM31428X1062,84619,099SH DFND4019,0990
FEDEX CORP COM31428X10612,72385,393SH DFND10085,3930
FEDEX CORP COM31428X1061,96513,191SH DFND3000
FEDEX CORP COM31428X1062,22314,920SH DFND9014,9200
FERRO CORP COM3154051005,066455,543SH DFND100455,5430
FIDELITY NATIONAL FINANCIAL FNF GROUP COM31620R3031,53744,343SH DFND9038,8880
FIDELITY NATIONAL FINANCIAL FNF GROUP COM31620R3032,09360,380SH DFND4060,3800
FIDELITY NATL INFORMATION SV COM31620M1063,51357,976SH DFND4057,9760
FIDELITY NATL INFORMATION SV COM31620M1062,36439,013SH DFND9038,1240
FIDELITY NATL INFORMATION SV COM31620M1063,31754,744SH DFND10054,7440
FIFTH THIRD BANCORP COM3167731009,430469,160SH DFND100469,1600
FIFTH THIRD BANCORP COM31677310012,051599,560SH DFND40407,2770
FIFTH THIRD BANCORP COM3167731001,30564,924SH DFND9064,9240
FINISAR CORP COM NEW31787A5071,589109,300SH DFND40109,3000
FIREEYE INC COM31816Q10114,308689,897SH DFND100689,8970
FIRST AMERN FINL CORP COM31847R1023519,767SH DFND909,7670
FIRST HORIZON NATL CORP COM32051710534223,588SH DFND9023,5880
FIRST INDUSTRIAL REALTY TRUS COM32054K1033,711167,703SH DFND80167,7030
FIRST MERCHANTS CORP COM3208171094,255167,406SH DFND100167,4060
FIRST REP BK SAN FRANCISCO C COM33616C1003284,961SH DFND1004,9610
FIRST REP BK SAN FRANCISCO C COM33616C10082612,510SH DFND9012,5100
FIRSTENERGY CORP COM33793210747615,008SH DFND9014,8030
FIRSTMERIT CORP COM33791510236419,531SH DFND9019,5310
FISERV INC COM33773810810,900119,174SH DFND90117,5240
FISERV INC COM3377381083664,000SH DFND1000
FISERV INC COM3377381084,02844,038SH DFND3000
FISERV INC COM3377381089,981109,126SH DFND40109,1260
FIVE BELOW INC COM33829M1011,07033,339SH DFND10033,3390
FLEETCOR TECHNOLOGIES INC COM3390411051,0267,178SH DFND407,1780
FLEETCOR TECHNOLOGIES INC COM3390411058465,920SH DFND905,9200
FLEXTRONICS INTL LTD ORDY2573F10279570,947SH DFND9070,9470
FLEXTRONICS INTL LTD ORDY2573F1021,214108,255SH DFND3000
FLIR SYS INC COM3024451012288,140SH DFND907,3450
FLOWSERVE CORP COM34354P1052566,080SH DFND906,0800
FLUOR CORP NEW COM3434121022174,591SH DFND904,5910
FMC TECHNOLOGIES INC COM30249U1011,29644,658SH DFND9043,3730
FNB CORP PA COM30252010153540,121SH DFND9040,1210
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS3444191068168,839SH DFND2000
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS3444191062,13923,166SH DFND40231,6600
FOOT LOCKER INC COM3448491042,21033,956SH DFND9030,3070
FORD MTR CO DEL COM PAR $0.0134537086014210,071SH DFND4010,0710
FORD MTR CO DEL COM PAR $0.013453708603,283232,997SH DFND90232,9970
FORD MTR CO DEL COM PAR $0.013453708602,074147,190SH DFND3000
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1345550AP24,5604,000,000PRN DFND50184,5700
FORTINET INC COM34959E10921,722696,890SH DFND100696,8900
FORTUNE BRANDS HOME & SEC IN COM34964C1065029,048SH DFND905,2100
FORTUNE BRANDS HOME & SEC IN COM34964C1062,36842,664SH DFND4042,6640
FOSSIL GROUP INC COM34988V1063319,053SH DFND909,0530
FRANKLIN RES INC COM3546131011,15531,375SH DFND9031,3750
FRANKLIN RES INC COM3546131011,03228,041SH DFND3000
FREEPORT-MCMORAN INC CL B35671D85737054,703SH DFND9054,7030
FRONTIER COMMUNICATIONS CORP COM35906A1083,070657,423SH DFND100657,4230
FRONTIER COMMUNICATIONS CORP COM35906A108889190,293SH DFND90189,6740
FRONTIER COMMUNICATIONS CORP COM35906A10845998,304SH DFND3000
FULTON FINL CORP PA COM36027110052640,424SH DFND9040,4240
GALLAGHER ARTHUR J & CO COM36357610911,902290,717SH DFND90290,0650
GALLAGHER ARTHUR J & CO COM3635761091,47436,000SH DFND5036,0000
GALLAGHER ARTHUR J & CO COM3635761094,832118,028SH DFND80118,0280
GALLAGHER ARTHUR J & CO COM3635761095,539135,300SH DFND100135,3000
GAMESTOP CORP NEW CL A36467W1091,04637,321SH DFND9026,3330
GAMESTOP CORP NEW CL A36467W1093,349119,419SH DFND40119,4190
GAMING & LEISURE PPTYS INC COM36467J1081,44251,856SH DFND10051,8560
GAP INC DEL COM3647601081,05742,784SH DFND9042,7840
GARTNER INC COM3666511075065,584SH DFND905,5840
GENERAL ELECTRIC CO COM36960410318,433591,763SH DFND80591,7630
GENERAL ELECTRIC CO COM36960410315,009481,839SH DFND90469,6320
GENERAL ELECTRIC CO COM3696041034,859156,000SH DFND50156,0000
GENERAL ELECTRIC CO COM3696041032116,770SH DFND6000
GENERAL ELECTRIC CO COM36960410313,876445,457SH DFND3000
GENERAL ELECTRIC CO COM36960410327,877894,935SH DFND100894,9350
GENERAL ELECTRIC CO COM36960410311,351364,402SH DFND40176,0500
GENERAL GROWTH PPTYS INC NEW COM37002310318,509680,240SH DFND80680,2400
GENERAL GROWTH PPTYS INC NEW COM37002310367124,672SH DFND3000
GENERAL GROWTH PPTYS INC NEW COM3700231031,33849,168SH DFND9049,1680
GENERAL MLS INC COM3703341046,478112,347SH DFND40112,3470
GENERAL MLS INC COM3703341043,08853,558SH DFND9051,7490
GENERAL MLS INC COM3703341043,86367,000SH DFND1000
GENERAL MTRS CO COM37045V1002,76281,218SH DFND9081,2180
GENERAL MTRS CO COM37045V1001,47443,350SH DFND3000
GENESEE & WYO INC CL A3715591052705,026SH DFND905,0260
GENTEX CORP COM37190110925816,089SH DFND9016,0890
GENUINE PARTS CO COM3724601052,90233,791SH DFND9024,3230
GENUINE PARTS CO COM3724601052,24826,169SH DFND3000
GENWORTH FINL INC COM CL A37247D10615641,888SH DFND9041,8880
GERDAU S A SPON ADR REP PFD373737105462384,892SH DFND2000
GILDAN ACTIVEWEAR INC COM37591610310,372364,961SH DFND90336,7640
GILEAD SCIENCES INC COM37555810316,004158,160SH DFND100158,1600
GILEAD SCIENCES INC COM37555810319,141189,161SH DFND40139,9540
GILEAD SCIENCES INC COM3755581036,43663,602SH DFND3000
GILEAD SCIENCES INC COM3755581032592,557SH DFND802,5570
GILEAD SCIENCES INC COM3755581038,33082,318SH DFND9076,1110
GLOBAL PMTS INC COM37940X10214,370222,751SH DFND40222,7510
GLOBAL PMTS INC COM37940X1021,26919,667SH DFND907,0170
GOLDCORP INC NEW COM38095640935831,008SH DFND10031,0080
GOLDCORP INC NEW COM3809564091,286111,277SH DFND90106,2010
GOLDMAN SACHS GROUP INC COM38141G10416,17689,754SH DFND10089,7540
GOLDMAN SACHS GROUP INC COM38141G1043,22917,917SH DFND9016,9440
GOLDMAN SACHS GROUP INC COM38141G1044,11522,832SH DFND3000
GOLDMAN SACHS GROUP INC COM38141G1049405,214SH DFND402,9750
GOODYEAR TIRE & RUBR CO COM3825501011,46944,965SH DFND10044,9650
GOODYEAR TIRE & RUBR CO COM38255010180624,674SH DFND9015,4110
GOODYEAR TIRE & RUBR CO COM3825501014,531138,682SH DFND40138,6820
GRAINGER W W INC COM3848021049,09644,900SH DFND4044,9000
GRAINGER W W INC COM3848021042,11410,437SH DFND906,1380
GRAN TIERRA ENERGY INC COM38500T101659303,490SH DFND40303,4900
GRAN TIERRA ENERGY INC COM38500T1012,4831,144,153SH DFND1001,136,9020
GRANITE CONSTR INC COM3873281079,103212,152SH DFND100212,1520
GRAPHIC PACKAGING HLDG CO COM3886891016,488505,681SH DFND100505,6810
GRAPHIC PACKAGING HLDG CO COM3886891011,963153,000SH DFND40153,0000
GREIF INC CL A3976241071,96063,610SH DFND4000
GROUPE CGI INC CL A SUB VTG39945C10999724,906SH DFND9024,9060
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B3999091001,68262,097SH DFND40620,9700
GRUPO TELEVISA SA SPON ADR REP ORD40049J2062,63096,669SH DFND40483,3450
GRUPO TELEVISA SA SPON ADR REP ORD40049J2061,02637,725SH DFND2000
HAEMONETICS CORP COM4050241002,03463,100SH DFND4063,1000
HALLIBURTON CO COM4062161011,31038,489SH DFND3000
HALLIBURTON CO COM40621610122,561662,792SH DFND100662,7920
HALLIBURTON CO COM40621610161318,000SH DFND5018,0000
HALLIBURTON CO COM4062161011,84454,174SH DFND9054,1740
HANCOCK HLDG CO COM41012010929611,752SH DFND9011,7520
HANESBRANDS INC COM4103451021,24442,271SH DFND9039,3450
HANESBRANDS INC COM4103451021,98667,466SH DFND4067,4660
HANMI FINL CORP COM NEW4104952042,687113,274SH DFND100113,2740
HANOVER INS GROUP INC COM4108671055326,540SH DFND906,5400
HARLEY DAVIDSON INC COM41282210878517,303SH DFND3000
HARLEY DAVIDSON INC COM41282210896121,169SH DFND9021,1690
HARMAN INTL INDS INC COM4130861094314,577SH DFND904,5770
HARRIS CORP DEL COM4138751052,09424,101SH DFND9018,9200
HARRIS CORP DEL COM4138751054,80855,329SH DFND4055,3290
HARTFORD FINL SVCS GROUP INC COM4165151042174,999SH DFND404,9990
HARTFORD FINL SVCS GROUP INC COM4165151041,33730,764SH DFND9030,7640
HASBRO INC COM41805610779211,751SH DFND9011,7510
HATTERAS FINL CORP COM41902R10346335,212SH DFND9035,2120
HCA HOLDINGS INC COM40412C1016159,088SH DFND409,0880
HCA HOLDINGS INC COM40412C1012,24533,188SH DFND9033,0910
HCP INC COM40414L10938,149997,630SH DFND80997,6300
HCP INC COM40414L1092,16356,564SH DFND9056,3510
HD SUPPLY HLDGS INC COM40416M1054,740157,827SH DFND40157,8270
HD SUPPLY HLDGS INC COM40416M1052377,888SH DFND901,8240
HDFC BANK LTD ADR REPS 3 SHS40415F10120,047325,446SH DFND60976,3380
HDFC BANK LTD ADR REPS 3 SHS40415F1018,601139,628SH DFND100418,8840
HEALTHCARE RLTY TR COM42194610438613,641SH DFND9013,6410
HELIX ENERGY SOLUTIONS GRP I COM42330P10718535,197SH DFND9035,1970
HELMERICH & PAYNE INC COM4234521013857,182SH DFND907,1820
HERBALIFE LTD COM USD SHSG4412G10158710,942SH DFND4010,9420
HERBALIFE LTD COM USD SHSG4412G1012123,959SH DFND903,9590
HERSHEY CO COM4278661083,40838,173SH DFND9016,7150
HERSHEY CO COM4278661084465,000SH DFND1000
HERTZ GLOBAL HOLDINGS INC COM42805T10548934,357SH DFND9034,3570
HERTZ GLOBAL HOLDINGS INC COM42805T10537726,471SH DFND3000
HESS CORP COM42809H1071,07322,126SH DFND3000
HESS CORP COM42809H10757011,755SH DFND9011,7550
HESS CORP COM42809H1072,47050,950SH DFND4011,8740
HESS CORP COM42809H10710,239211,206SH DFND100211,2060
HEWLETT PACKARD ENTERPRISE C COM42824C1095,106335,932SH DFND40335,9320
HEWLETT PACKARD ENTERPRISE C COM42824C1091,08771,489SH DFND10071,4890
HEWLETT PACKARD ENTERPRISE C COM42824C1091,48897,885SH DFND3000
HEWLETT PACKARD ENTERPRISE C COM42824C1091,872123,182SH DFND90123,1820
HIGHWOODS PPTYS INC COM43128410853812,338SH DFND9012,3380
HIGHWOODS PPTYS INC COM4312841086,871157,603SH DFND100157,6030
HIGHWOODS PPTYS INC COM4312841089,844225,783SH DFND80225,7830
HILTON WORLDWIDE HLDGS INC COM43300A10429,1461,361,958SH DFND1001,361,9580
HILTON WORLDWIDE HLDGS INC COM43300A10495844,764SH DFND9044,7640
HMS HLDGS CORP COM40425J1012,446198,200SH DFND40198,2000
HOLLYFRONTIER CORP COM4361061082,86871,903SH DFND4071,9030
HOLLYFRONTIER CORP COM4361061081,55538,981SH DFND9035,2120
HOLLYSYS AUTOMATION TECHNOLO SHSG456671051,08148,730SH DFND6048,7300
HOLLYSYS AUTOMATION TECHNOLO SHSG4566710552523,654SH DFND4023,6540
HOLOGIC INC COM4364401011,12128,981SH DFND9028,9810
HOLOGIC INC COM4364401011,25832,518SH DFND4032,5180
HOLOGIC INC DEBT 2.000% 3/0436440AC511,7678,700,000PRN DFND40279,0700
HOME DEPOT INC COM4370761021,45511,000SH DFND5011,0000
HOME DEPOT INC COM4370761021,32310,000SH DFND1000
HOME DEPOT INC COM43707610224,022181,641SH DFND40157,6990
HOME DEPOT INC COM4370761028,03860,781SH DFND3000
HOME DEPOT INC COM43707610220,629155,983SH DFND90142,9800
HOME DEPOT INC COM43707610241,993317,530SH DFND100317,5300
HONEYWELL INTL INC COM4385161065,61354,200SH DFND5054,2000
HONEYWELL INTL INC COM4385161069,98796,423SH DFND4091,9350
HONEYWELL INTL INC COM4385161068,72384,226SH DFND9073,4480
HONEYWELL INTL INC COM4385161063,63635,108SH DFND8035,1080
HONEYWELL INTL INC COM43851610633,266321,195SH DFND100321,1950
HORMEL FOODS CORP COM4404521001,17314,832SH DFND9014,8320
HOSPITALITY PPTYS TR COM SH BEN INT44106M10253320,397SH DFND9020,3970
HOST HOTELS & RESORTS INC COM44107P10486756,540SH DFND9056,5400
HOST HOTELS & RESORTS INC COM44107P10434,7272,263,833SH DFND802,263,8330
HP INC COM40434L1053,977335,932SH DFND40335,9320
HP INC COM40434L1056,214524,821SH DFND100524,8210
HP INC COM40434L1051,658140,045SH DFND90140,0450
HP INC COM40434L1051,15997,885SH DFND3000
HSN INC COM4043031094,12481,389SH DFND10081,3890
HUMANA INC COM4448591022,83315,868SH DFND9015,8680
HUMANA INC COM44485910223,719132,872SH DFND100132,8720
HUMANA INC COM44485910212,03367,410SH DFND4057,6600
HUMANA INC COM4448591021,94710,905SH DFND3000
HUNT J B TRANS SVCS INC COM4456581071,07514,650SH DFND9014,6500
HUNT J B TRANS SVCS INC COM4456581072,58935,298SH DFND4035,2980
HUNTINGTON BANCSHARES INC COM4461501041,121101,384SH DFND90101,3840
HURON CONSULTING GROUP INC COM4474621025,21287,751SH DFND10087,7510
IAC INTERACTIVECORP COM PAR $.00144919P5084988,289SH DFND908,2890
ICICI BK LTD ADR45104G1043,063391,229SH DFND60782,4580
ICON PLC SHSG4705A1005,52171,055SH DFND10071,0550
IDEX CORP COM45167R1045377,010SH DFND907,0100
IHS INC CL A4517341071,38911,731SH DFND9011,7310
ILLINOIS TOOL WKS INC COM45230810920,230218,274SH DFND90207,4230
ILLINOIS TOOL WKS INC COM4523081092,78630,058SH DFND3000
ILLINOIS TOOL WKS INC COM4523081093603,882SH DFND4000
ILLUMINA INC COM4523271092,01010,474SH DFND9010,4740
ILLUMINA INC COM45232710923,992124,994SH DFND100124,9940
ILLUMINA INC COM4523271091,5267,951SH DFND3000
ILLUMINA INC NOTE 6/1452327AF620,97619,200,000PRN DFND4064,8750
ILLUMINA INC NOTE 0.500% 6/1452327AH213,41511,600,000PRN DFND4037,3520
IMPERIAL OIL LTD COM NEW4530384082,77485,287SH DFND9010,9590
IMS HEALTH HLDGS INC COM44970B10959223,246SH DFND9023,2460
INCYTE CORP COM45337C1028998,294SH DFND908,2940
INCYTE CORP COM45337C10211,725108,117SH DFND100108,1170
INFOSYS LTD SPONSORED ADR4567881081,23173,504SH DFND6073,5040
INGERSOLL-RAND PLC SHSG477911013,93971,247SH DFND4000
INGERSOLL-RAND PLC SHSG477911011,17121,175SH DFND9021,1750
INGRAM MICRO INC CL A4571531042668,757SH DFND908,7570
INGREDION INC COM4571871022652,765SH DFND901,7310
INTEL CORP COM45814010012,063350,173SH DFND90309,3320
INTEL CORP COM4581401002216,427SH DFND6000
INTEL CORP COM4581401008,236239,075SH DFND3000
INTEL CORP COM4581401001,69449,162SH DFND10049,1620
INTEL CORP COM45814010074821,722SH DFND4000
INTEL CORP COM45814010089626,000SH DFND5026,0000
INTEL CORP SDCV 12/1458140AD222,00617,000,000PRN DFND40358,1950
INTEL CORP SDCV 3.250% 8/0458140AF721,01112,500,000PRN DFND40582,2350
INTERCONTINENTAL EXCHANGE IN COM45866F1042,2018,588SH DFND908,5880
INTERCONTINENTAL EXCHANGE IN COM45866F1048213,202SH DFND1003,2020
INTERCONTINENTAL EXCHANGE IN COM45866F1041,2704,957SH DFND3000
INTERNATIONAL BUSINESS MACHS COM4592001013,69826,870SH DFND10026,8700
INTERNATIONAL BUSINESS MACHS COM4592001015,09237,000SH DFND1000
INTERNATIONAL BUSINESS MACHS COM45920010114,485105,253SH DFND4093,7150
INTERNATIONAL BUSINESS MACHS COM45920010116,431119,392SH DFND90107,2650
INTERNATIONAL BUSINESS MACHS COM4592001016,90950,206SH DFND3000
INTERNATIONAL FLAVORS&FRAGRA COM4595061015,59246,740SH DFND9032,2440
INTERNATIONAL FLAVORS&FRAGRA COM4595061011,19810,015SH DFND10010,0150
INTERPUBLIC GROUP COS INC COM46069010079834,280SH DFND9030,0170
INTERPUBLIC GROUP COS INC COM4606901001,56467,201SH DFND10067,2010
INTERPUBLIC GROUP COS INC COM4606901001,35058,000SH DFND5058,0000
INTL PAPER CO COM4601461031,96152,012SH DFND10052,0120
INTL PAPER CO COM4601461033,67797,524SH DFND9097,5240
INTUIT COM4612021037,41276,810SH DFND4076,8100
INTUIT COM4612021039,853102,101SH DFND90101,1550
INTUITIVE SURGICAL INC COM NEW46120E6021,9003,479SH DFND903,3820
INVESCO LTD SHSG491BT1081,16834,876SH DFND9034,8760
INVESCO MORTGAGE CAPITAL INC COM46131B10054844,269SH DFND9044,2690
IRON MTN INC NEW COM46284V10177828,800SH DFND9028,8000
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1464337AJ314,59313,000,000PRN DFND40194,5910
ITAU UNIBANCO HLDG SA SPON ADR REP PFD46556210624337,385SH DFND4000
ITAU UNIBANCO HLDG SA SPON ADR REP PFD465562106835128,301SH DFND2000
ITC HLDGS CORP COM46568510571018,096SH DFND10018,0960
ITC HLDGS CORP COM46568510569417,694SH DFND9017,6940
ITRON INC COM4657411062,30163,600SH DFND4063,6000
ITT CORP NEW COM NEW45091120151314,114SH DFND9014,1140
JABIL CIRCUIT INC COM46631310328712,335SH DFND9012,3350
JABIL CIRCUIT INC COM4663131032,542109,132SH DFND40109,1320
JACK IN THE BOX INC COM4663671095,39370,303SH DFND4070,3030
JACK IN THE BOX INC COM4663671095,10266,507SH DFND10066,5070
JARDEN CORP COM4711091081,18620,761SH DFND9020,7610
JARDEN CORP NOTE 1.125% 3/1471109AM017,70514,500,000PRN DFND40290,5440
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1472145AB722,55821,500,000PRN DFND40107,6230
JAZZ PHARMACEUTICALS PLC SHS USDG508711056344,513SH DFND904,5130
JAZZ PHARMACEUTICALS PLC SHS USDG508711056,15143,762SH DFND10043,7620
JD COM INC SPON ADR CL A47215P1062949,103SH DFND90364,1200
JETBLUE AIRWAYS CORP COM47714310167229,659SH DFND904590
JETBLUE AIRWAYS CORP COM47714310188739,171SH DFND4039,1710
JOHNSON & JOHNSON COM4781601048,00877,963SH DFND4070,4750
JOHNSON & JOHNSON COM47816010411,919116,033SH DFND3000
JOHNSON & JOHNSON COM47816010417,622171,551SH DFND100171,5510
JOHNSON & JOHNSON COM47816010425,261245,925SH DFND90213,0490
JOHNSON & JOHNSON COM4781601045,13650,000SH DFND1000
JOHNSON CTLS INC COM4783661071,58040,011SH DFND3000
JOHNSON CTLS INC COM4783661071,70243,095SH DFND9043,0950
JONES LANG LASALLE INC COM48020Q1073392,121SH DFND1002,1210
JONES LANG LASALLE INC COM48020Q1072731,709SH DFND901,7090
JPMORGAN CHASE & CO COM46625H10024,530371,495SH DFND80371,4950
JPMORGAN CHASE & CO COM46625H10050,677767,489SH DFND100767,4890
JPMORGAN CHASE & CO COM46625H10010,465158,491SH DFND3000
JPMORGAN CHASE & CO COM46625H10011,995181,663SH DFND90177,1980
JPMORGAN CHASE & CO COM46625H10067910,278SH DFND4000
JUNIPER NETWORKS INC COM48203R1042,22680,647SH DFND4080,6470
JUNIPER NETWORKS INC COM48203R1041,19243,203SH DFND9043,2030
KANSAS CITY SOUTHERN COM NEW48517030298113,133SH DFND3000
KANSAS CITY SOUTHERN COM NEW48517030298913,241SH DFND9012,6130
KELLOGG CO COM4878361083,28345,433SH DFND9044,0900
KELLOGG CO COM4878361086,43088,971SH DFND4088,9710
KELLOGG CO COM4878361081,43919,905SH DFND3000
KEMPER CORP DEL COM48840110041911,244SH DFND9011,2440
KEURIG GREEN MTN INC COM49271M1001,11812,426SH DFND9012,4260
KEY ENERGY SVCS INC COM49291410653109,950SH DFND90109,9500
KEYCORP NEW COM4932671084,325327,890SH DFND4067,0500
KEYCORP NEW COM49326710899775,593SH DFND9075,5930
KEYCORP NEW COM4932671081,578119,650SH DFND3000
KILROY RLTY CORP COM49427F1089,963157,436SH DFND80157,4360
KIMBERLY CLARK CORP COM4943681036,48750,959SH DFND4050,9590
KIMBERLY CLARK CORP COM4943681034,71037,000SH DFND1000
KIMBERLY CLARK CORP COM4943681032,06816,246SH DFND3000
KIMBERLY CLARK CORP COM4943681035,93946,657SH DFND9045,8680
KIMCO RLTY CORP COM49446R10993135,168SH DFND9035,1680
KIMCO RLTY CORP COM49446R1091,46555,353SH DFND3000
KIMCO RLTY CORP COM49446R10942,5161,606,789SH DFND801,606,7890
KINDER MORGAN INC DEL COM49456B1011,16778,224SH DFND3000
KINDER MORGAN INC DEL COM49456B1013,073205,959SH DFND90205,9590
KINDER MORGAN INC DEL *W EXP 05/25/20149456B119113,255SH DFND3000
KINROSS GOLD CORP COM NO PAR4969024049753,299SH DFND9047,1050
KKR & CO L P DEL COM UNITS48248M10216,7161,072,198SH DFND1001,072,1980
KKR & CO L P DEL COM UNITS48248M10215,261978,893SH DFND80978,8930
KKR & CO L P DEL COM UNITS48248M1024,381281,000SH DFND50281,0000
KLA-TENCOR CORP COM48248010092213,289SH DFND9013,2890
KLA-TENCOR CORP COM4824801001,40120,200SH DFND3000
KLX INC COM4825391032829,149SH DFND909,1490
KNIGHT TRANSN INC COM4990641035,002206,432SH DFND100206,4320
KOHLS CORP COM5002551041,19725,124SH DFND10025,1240
KOHLS CORP COM5002551041,02521,528SH DFND9021,5280
KRAFT HEINZ CO COM5007541062,08928,714SH DFND3000
KRAFT HEINZ CO COM5007541063,01741,465SH DFND9041,4650
KROGER CO COM5010441013,58985,791SH DFND9080,2080
KROGER CO COM50104410113,007310,954SH DFND40292,2090
KROGER CO COM5010441011,25530,000SH DFND5030,0000
L BRANDS INC COM5017971042,62727,421SH DFND9025,1570
L BRANDS INC COM5017971044,58847,877SH DFND4047,8770
LABORATORY CORP AMER HLDGS COM NEW50540R4091,60112,952SH DFND3000
LABORATORY CORP AMER HLDGS COM NEW50540R4094,53136,648SH DFND9036,0060
LABORATORY CORP AMER HLDGS COM NEW50540R4091,23610,000SH DFND1000
LACLEDE GROUP INC COM5055971044,21870,994SH DFND10070,9940
LAM RESEARCH CORP COM5128071081,18414,905SH DFND9014,9050
LAS VEGAS SANDS CORP COM5178341072,38954,500SH DFND4054,5000
LAS VEGAS SANDS CORP COM51783410710,959249,977SH DFND80249,9770
LAS VEGAS SANDS CORP COM51783410716,536377,190SH DFND100377,1900
LAS VEGAS SANDS CORP COM51783410784219,210SH DFND3000
LAS VEGAS SANDS CORP COM5178341077,102162,000SH DFND50162,0000
LAS VEGAS SANDS CORP COM5178341071,12625,693SH DFND9025,6930
LASALLE HOTEL PPTYS COM SH BEN INT5179421088,597341,682SH DFND80341,6820
LAUDER ESTEE COS INC CL A51843910422,237252,517SH DFND100252,5170
LAUDER ESTEE COS INC CL A5184391041,52317,294SH DFND3000
LAUDER ESTEE COS INC CL A5184391042,61629,706SH DFND9029,7060
LAZARD LTD SHS AG540501025,896131,000SH DFND80131,0000
LAZARD LTD SHS AG5405010223,258516,730SH DFND100516,7300
LDR HLDG CORP COM50185U1059,767388,952SH DFND100388,9520
LEAR CORP COM NEW5218652041,35511,029SH DFND907,5610
LEAR CORP COM NEW5218652049,09074,001SH DFND4074,0010
LEGG MASON INC COM5249011053599,141SH DFND909,1410
LEGGETT & PLATT INC COM5246601073,13274,538SH DFND4074,5380
LEGGETT & PLATT INC COM5246601071,51135,949SH DFND9026,1660
LEIDOS HLDGS INC COM5253271022223,942SH DFND903,9420
LENNAR CORP CL A5260571044849,901SH DFND909,9010
LENNAR CORP CL A52605710486817,751SH DFND3000
LENNOX INTL INC COM52610710711,40091,274SH DFND4091,2740
LENNOX INTL INC COM5261071071,0838,667SH DFND901,0060
LEUCADIA NATL CORP COM52728810419611,251SH DFND9011,2510
LEUCADIA NATL CORP COM52728810490752,149SH DFND3000
LEVEL 3 COMMUNICATIONS INC COM NEW52729N3081,33724,599SH DFND9024,5990
LIBBEY INC COM5298981083,279153,795SH DFND100153,7950
LIBERTY GLOBAL PLC SHS CL AG5480U10423,756560,815SH DFND40480,7330
LIBERTY GLOBAL PLC SHS CL AG5480U10498423,219SH DFND9023,2190
LIBERTY GLOBAL PLC SHS CL AG5480U1045,839137,843SH DFND50137,8430
LIBERTY GLOBAL PLC SHS CL AG5480U10489321,089SH DFND7021,0890
LIBERTY GLOBAL PLC SHS CL CG5480U1202,59963,740SH DFND10000
LIBERTY GLOBAL PLC SHS CL CG5480U1202,69166,001SH DFND9000
LIBERTY GLOBAL PLC SHS CL CG5480U12033,580823,653SH DFND5000
LIBERTY GLOBAL PLC SHS CL CG5480U1202,25155,224SH DFND7000
LIBERTY GLOBAL PLC SHS CL CG5480U12044,3771,088,482SH DFND4000
LIBERTY INTERACTIVE CORP QVC GP COM SER A53071M10496235,229SH DFND9035,2290
LIBERTY INTERACTIVE CORP LBT VENT COM A53071M8802305,099SH DFND905,0990
LIBERTY MEDIA CORP DELAWARE CL A5312291023107,894SH DFND907,8940
LIBERTY MEDIA CORP DELAWARE COM SER C53122930078920,720SH DFND9000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1531229AB819,50020,000,000PRN DFND40421,7180
LIBERTY PPTY TR SH BEN INT53117210466621,444SH DFND9021,4440
LIBERTY PPTY TR SH BEN INT53117210420,496660,089SH DFND80660,0890
LILLY ELI & CO COM5324571083,59542,661SH DFND3000
LILLY ELI & CO COM5324571085,17561,415SH DFND9057,0720
LILLY ELI & CO COM53245710811,635138,082SH DFND40126,6670
LILLY ELI & CO COM5324571087,07884,000SH DFND1000
LINCOLN ELEC HLDGS INC COM5339001062334,491SH DFND904,4910
LINCOLN NATL CORP IND COM5341871094238,407SH DFND908,4070
LINCOLN NATL CORP IND COM5341871091,07321,353SH DFND3000
LINEAR TECHNOLOGY CORP COM5356781062946,930SH DFND1006,9300
LINEAR TECHNOLOGY CORP COM5356781061,10325,966SH DFND3000
LINEAR TECHNOLOGY CORP COM5356781063,16674,543SH DFND9045,6750
LINKEDIN CORP COM CL A53578A1081,0014,449SH DFND3000
LINKEDIN CORP COM CL A53578A1081,8338,144SH DFND908,1440
LINKEDIN CORP NOTE 0.500%11/053578AAB432,93831,000,000PRN DFND40105,2490
LIONS GATE ENTMNT CORP COM NEW5359192031,63150,352SH DFND10050,3520
LITHIA MTRS INC CL A5367971035615,256SH DFND9000
LKQ CORP COM5018892083,193107,776SH DFND4011,4000
LKQ CORP COM50188920896732,635SH DFND3000
LKQ CORP COM50188920896732,644SH DFND9030,9750
LOCKHEED MARTIN CORP COM5398301096,16728,400SH DFND1000
LOEWS CORP COM5404241085,967155,389SH DFND90154,6340
LOGMEIN INC COM54142L1095,54782,665SH DFND10082,6650
LOWES COS INC COM5486611075,86877,172SH DFND9065,2650
LOWES COS INC COM54866110713,198173,569SH DFND40168,7570
LOWES COS INC COM54866110750,721667,024SH DFND100667,0240
LOWES COS INC COM5486611073,68448,448SH DFND3000
LULULEMON ATHLETICA INC COM55002110958411,137SH DFND9011,1370
LULULEMON ATHLETICA INC COM5500211091,87435,711SH DFND4013,8650
LULULEMON ATHLETICA INC COM55002110912,578239,724SH DFND100239,7240
LYONDELLBASELL INDUSTRIES N SHS - A -N5374510018,640214,500SH DFND40203,0270
LYONDELLBASELL INDUSTRIES N SHS - A -N537451002,42727,930SH DFND9025,7710
LYONDELLBASELL INDUSTRIES N SHS - A -N537451001,62118,649SH DFND3000
LYONDELLBASELL INDUSTRIES N SHS - A -N537451007,56087,000SH DFND8087,0000
LYONDELLBASELL INDUSTRIES N SHS - A -N5374510036,860424,160SH DFND100424,1600
M & T BK CORP COM55261F1047195,931SH DFND3000
M & T BK CORP COM55261F1041,40311,581SH DFND9011,2520
MA COM TECHNOLOGY SOLUTIONS COM55405Y1004,05199,071SH DFND10099,0710
MACERICH CO COM5543821011,01212,536SH DFND9012,5360
MACERICH CO COM5543821017068,748SH DFND3000
MACERICH CO COM5543821018,541105,846SH DFND80105,8460
MACK CALI RLTY CORP COM55448910428212,076SH DFND9012,0760
MACYS INC COM55616P10499028,311SH DFND9028,3110
MACYS INC COM55616P10489825,679SH DFND3000
MACYS INC COM55616P1042,55873,135SH DFND4073,1350
MAGNA INTL INC COM55922240199824,614SH DFND9024,6140
MAGNA INTL INC COM5592224012,01649,700SH DFND10049,7000
MALLINCKRODT PUB LTD CO SHSG5785G10784311,291SH DFND10011,2910
MALLINCKRODT PUB LTD CO SHSG5785G1071,68622,593SH DFND5022,5930
MALLINCKRODT PUB LTD CO SHSG5785G1074105,495SH DFND905,4950
MANPOWERGROUP INC COM56418H1004235,015SH DFND905,0150
MANULIFE FINL CORP COM56501R1061,41794,594SH DFND3000
MANULIFE FINL CORP COM56501R1061,947129,943SH DFND90129,9430
MARATHON OIL CORP COM56584910698478,138SH DFND4026,4130
MARATHON OIL CORP COM56584910645436,074SH DFND3000
MARATHON OIL CORP COM56584910639331,250SH DFND9031,2500
MARATHON OIL CORP COM5658491062,367188,020SH DFND100188,0200
MARATHON PETE CORP COM56585A1021,44427,857SH DFND3000
MARATHON PETE CORP COM56585A1022,36545,616SH DFND9045,6160
MARKEL CORP COM5705351049711,099SH DFND901,0990
MARKETO INC COM57063L10710,149353,500SH DFND100353,5000
MARRIOTT INTL INC NEW CL A57190320216,746249,795SH DFND1002,497,9500
MARRIOTT INTL INC NEW CL A5719032021,12616,793SH DFND90167,9300
MARRIOTT INTL INC NEW CL A5719032024,38865,454SH DFND3000
MARSH & MCLENNAN COS INC COM5717481026,349114,500SH DFND50114,5000
MARSH & MCLENNAN COS INC COM57174810210,358186,800SH DFND100186,8000
MARSH & MCLENNAN COS INC COM57174810228,790519,207SH DFND80519,2070
MARSH & MCLENNAN COS INC COM5717481029,491171,172SH DFND40171,1720
MARSH & MCLENNAN COS INC COM5717481022,17539,220SH DFND3000
MARSH & MCLENNAN COS INC COM5717481029,231166,472SH DFND90165,9480
MARTIN MARIETTA MATLS INC COM5732841064052,964SH DFND902,9640
MARVELL TECHNOLOGY GROUP LTD ORDG5876H10544750,709SH DFND9050,7090
MARVELL TECHNOLOGY GROUP LTD ORDG5876H10557865,577SH DFND10065,5770
MASCO CORP COM5745991061,30846,231SH DFND9032,3040
MASCO CORP COM5745991064,226149,314SH DFND40149,3140
MASIMO CORP COM57479510013,465324,374SH DFND100324,3740
MASTERCARD INC CL A57636Q10411,301116,075SH DFND40116,0750
MASTERCARD INC CL A57636Q1045,47456,222SH DFND9043,3040
MASTERCARD INC CL A57636Q1047,52877,326SH DFND5077,3260
MASTERCARD INC CL A57636Q10451,641530,409SH DFND100530,4090
MASTERCARD INC CL A57636Q1044,42945,486SH DFND3000
MASTERCARD INC CL A57636Q1043,70438,045SH DFND8038,0450
MATTEL INC COM5770811021,41552,064SH DFND9052,0640
MAXIM INTEGRATED PRODS INC COM57772K1011,06628,064SH DFND9028,0640
MAXIM INTEGRATED PRODS INC COM57772K1011,19831,536SH DFND3000
MAXIM INTEGRATED PRODS INC COM57772K1016,034158,798SH DFND100158,7980
MAXIMUS INC COM5779331042564,552SH DFND9000
MCCORMICK & CO INC COM NON VTG5797802061,96923,013SH DFND3000
MCCORMICK & CO INC COM NON VTG5797802062,02423,656SH DFND9000
MCDERMOTT INTL INC COM58003710910130,011SH DFND9030,0110
MCDERMOTT INTL INC COM5800371091,589474,400SH DFND40474,4000
MCDONALDS CORP COM5801351017,08860,000SH DFND1000
MCDONALDS CORP COM58013510126,406223,512SH DFND100223,5120
MCDONALDS CORP COM5801351015,53746,869SH DFND3000
MCDONALDS CORP COM5801351018,09768,534SH DFND4062,9120
MCDONALDS CORP COM58013510127,269230,823SH DFND90220,0120
MCGRAW HILL FINL INC COM5806451092,24222,738SH DFND9022,7380
MCKESSON CORP COM58155Q1033,22116,329SH DFND9014,5300
MCKESSON CORP COM58155Q10321,174107,358SH DFND40107,3580
MCKESSON CORP COM58155Q10343,160218,833SH DFND100218,8330
MDU RES GROUP INC COM5526901092,581140,900SH DFND40140,9000
MEAD JOHNSON NUTRITION CO COM58283910613,658173,000SH DFND80173,0000
MEAD JOHNSON NUTRITION CO COM5828391061,42518,051SH DFND3000
MEAD JOHNSON NUTRITION CO COM5828391061,93424,498SH DFND9024,4980
MEAD JOHNSON NUTRITION CO COM58283910684410,693SH DFND4010,6930
MEAD JOHNSON NUTRITION CO COM5828391065627,115SH DFND1007,1150
MEDICINES CO COM58468810516,194433,697SH DFND100433,6970
MEDIVATION INC COM58501N10127,538569,677SH DFND100569,6770
MEDIVATION INC COM58501N1014048,367SH DFND908,3670
MEDNAX INC COM58502B1064095,705SH DFND905,7050
MEDTRONIC PLC SHSG5960L1035,89076,572SH DFND3000
MEDTRONIC PLC SHSG5960L1039,897128,666SH DFND90126,0810
MEDTRONIC PLC SHSG5960L1039,818127,641SH DFND40121,6910
MEDTRONIC PLC SHSG5960L10311,301146,923SH DFND100146,9230
MERCADOLIBRE INC COM58733R1022892,531SH DFND402,5310
MERCK & CO INC NEW COM58933Y1054,91293,000SH DFND1000
MERCK & CO INC NEW COM58933Y10528,705543,451SH DFND90482,7110
MERCK & CO INC NEW COM58933Y1059,055171,423SH DFND40143,2130
MERCK & CO INC NEW COM58933Y10529,704562,371SH DFND100562,3710
MERCK & CO INC NEW COM58933Y1059,560181,000SH DFND50181,0000
MERCK & CO INC NEW COM58933Y10515,616295,641SH DFND80295,6410
MERCK & CO INC NEW COM58933Y1056,399121,153SH DFND3000
MERCURY GENL CORP NEW COM58940010047210,139SH DFND9010,1390
METHANEX CORP COM59151K1081,21136,681SH DFND10036,6810
METLIFE INC COM59156R10812,491259,095SH DFND40217,0110
METLIFE INC COM59156R1082,21445,932SH DFND9045,9320
METLIFE INC COM59156R1081,98741,225SH DFND3000
METLIFE INC COM59156R10862713,000SH DFND5013,0000
METTLER TOLEDO INTERNATIONAL COM5926881051,0243,019SH DFND903,0190
MFA FINL INC COM55272X10250977,121SH DFND9077,1210
MGIC INVT CORP WIS COM5528481031,853209,857SH DFND40209,8570
MGIC INVT CORP WIS COM55284810320523,169SH DFND902,1550
MGM RESORTS INTERNATIONAL COM55295310160326,528SH DFND3000
MGM RESORTS INTERNATIONAL COM55295310166429,240SH DFND9029,2400
MICHAEL KORS HLDGS LTD SHSG6075410180920,195SH DFND10020,1950
MICHAEL KORS HLDGS LTD SHSG607541013699,207SH DFND909,2070
MICHAEL KORS HLDGS LTD SHSG6075410160115,005SH DFND4015,0050
MICROCHIP TECHNOLOGY INC COM59501710493520,092SH DFND9020,0920
MICRON TECHNOLOGY INC COM59511210311,937843,016SH DFND40767,2580
MICRON TECHNOLOGY INC COM59511210381957,852SH DFND3000
MICRON TECHNOLOGY INC COM59511210397568,847SH DFND9068,8470
MICRON TECHNOLOGY INC NOTE 3.000%11/1595112AY934,32441,700,000PRN DFND401,361,4560
MICROSEMI CORP COM5951371005,215160,018SH DFND100160,0180
MICROSOFT CORP COM5949181041,16521,000SH DFND5021,0000
MICROSOFT CORP COM59491810478,5631,416,054SH DFND1001,416,0540
MICROSOFT CORP COM5949181044,71084,890SH DFND4025,6650
MICROSOFT CORP COM59491810424,127434,877SH DFND90426,7160
MICROSOFT CORP COM59491810418,045325,261SH DFND3000
MICROSOFT CORP COM5949181042314,169SH DFND6000
MICROSOFT CORP COM59491810424,189436,001SH DFND80436,0010
MID-AMER APT CMNTYS INC COM59522J1035646,213SH DFND906,2130
MINERALS TECHNOLOGIES INC COM6031581064,21291,834SH DFND10091,8340
MOBILE TELESYSTEMS PJSC SPONSORED ADR60740910913822,343SH DFND9044,6860
MOBILEYE N V AMSTELVEEN ORD SHSN5148811712,827303,372SH DFND100303,3720
MOHAWK INDS INC COM6081901049314,917SH DFND904,9170
MOLSON COORS BREWING CO CL B60871R2091,60417,075SH DFND9017,0750
MONDELEZ INTL INC CL A6092071055,931132,261SH DFND4082,5950
MONDELEZ INTL INC CL A6092071055,168115,246SH DFND90111,0520
MONDELEZ INTL INC CL A6092071053,06868,427SH DFND3000
MONSANTO CO NEW COM61166W1012,16521,980SH DFND3000
MONSANTO CO NEW COM61166W1014,21242,751SH DFND9024,6140
MONSANTO CO NEW COM61166W1012,62626,651SH DFND10026,6510
MOODYS CORP COM6153691053513,500SH DFND403,5000
MOODYS CORP COM6153691051,15611,522SH DFND9011,5220
MOOG INC CL A6153942022994,926SH DFND904930
MORGAN STANLEY COM NEW6174464482,12566,805SH DFND9066,8050
MORGAN STANLEY COM NEW6174464489,296292,250SH DFND100292,2500
MORGAN STANLEY COM NEW6174464482,09065,700SH DFND3000
MORGAN STANLEY COM NEW6174464486,505204,500SH DFND50204,5000
MORGAN STANLEY COM NEW6174464483,464108,884SH DFND40108,8840
MORGAN STANLEY COM NEW6174464483,813119,870SH DFND80119,8700
MOSAIC CO NEW COM61945C1036,784245,884SH DFND40221,9050
MOSAIC CO NEW COM61945C1031,04237,769SH DFND9037,7690
MOSAIC CO NEW COM61945C10343715,840SH DFND3000
MOTOROLA SOLUTIONS INC COM NEW6200763075,96887,182SH DFND9085,4680
MRC GLOBAL INC COM55345K10318314,195SH DFND9014,1950
MSC INDL DIRECT INC CL A5535301065058,983SH DFND908,9830
MURPHY OIL CORP COM62671710240317,965SH DFND3000
MURPHY USA INC COM6267551022954,853SH DFND901,9230
NABORS INDUSTRIES LTD SHSG6359F10311313,330SH DFND9013,3300
NASDAQ INC COM6311031085479,403SH DFND909,4030
NATIONAL FUEL GAS CO N J COM63618010144210,348SH DFND9010,3480
NATIONAL HEALTH INVS INC COM63633D10416,725274,765SH DFND80274,7650
NATIONAL OILWELL VARCO INC COM6370711011,70951,024SH DFND9048,2210
NATIONAL OILWELL VARCO INC COM63707110150114,957SH DFND3000
NATIONAL OILWELL VARCO INC COM6370711011,62148,390SH DFND10048,3900
NATIONAL OILWELL VARCO INC COM6370711012166,452SH DFND4000
NATIONAL RETAIL PPTYS INC COM63741710617,083426,554SH DFND80426,5540
NATIONAL RETAIL PPTYS INC COM63741710655613,873SH DFND9013,8730
NAVIENT CORP COM63938C10830526,663SH DFND3000
NAVIENT CORP COM63938C10821418,700SH DFND9018,7000
NCI BUILDING SYS INC COM NEW6288522043,906314,758SH DFND100314,7580
NEENAH PAPER INC COM6400791095,45787,411SH DFND10087,4110
NETAPP INC COM64110D1041,02838,759SH DFND9038,7590
NETAPP INC COM64110D10466825,173SH DFND3000
NETEASE INC SPONSORED ADR64110W1023001,656SH DFND901,035,0000
NETEASE INC SPONSORED ADR64110W10227,819153,490SH DFND6095,931,2500
NETFLIX INC COM64110L1061,97617,276SH DFND3000
NETFLIX INC COM64110L1063,17727,774SH DFND9027,7740
NETSUITE INC NOTE 0.250% 6/064118QAB317,25917,500,000PRN DFND40150,7340
NEW JERSEY RES COM64602510660318,285SH DFND9018,2850
NEW MEDIA INVT GROUP INC COM64704V1062,097107,784SH DFND100107,7840
NEW RELIC INC COM64829B1002,20860,621SH DFND10060,6210
NEW YORK CMNTY BANCORP INC COM64944510381750,056SH DFND9047,3980
NEWELL RUBBERMAID INC COM6512291063,38476,766SH DFND9075,9180
NEWELL RUBBERMAID INC COM6512291061,64837,394SH DFND3000
NEWFIELD EXPL CO COM6512901082928,978SH DFND908,9780
NEWMONT MINING CORP COM6516391061,00055,600SH DFND3000
NEWMONT MINING CORP COM6516391061,47081,711SH DFND9078,9560
NEWMONT MINING CORP NOTE 1.625% 7/1651639AJ51,5751,600,000PRN DFND4000
NEWS CORP NEW CL A65249B1091,09581,992SH DFND3000
NEWS CORP NEW CL A65249B10965549,046SH DFND9000
NEWS CORP NEW CL B65249B20850736,335SH DFND9036,3350
NEXSTAR BROADCASTING GROUP I CL A65336K1033,65362,227SH DFND10062,2270
NEXTERA ENERGY INC COM65339F1015,95657,332SH DFND10057,3320
NEXTERA ENERGY INC COM65339F1011,92418,518SH DFND3000
NEXTERA ENERGY INC COM65339F1013,32432,000SH DFND1000
NEXTERA ENERGY INC COM65339F1012,05719,799SH DFND407,6870
NEXTERA ENERGY INC COM65339F1012,16320,823SH DFND9020,8230
NIKE INC CL B6541061033,69659,138SH DFND3000
NIKE INC CL B6541061033,67158,742SH DFND4058,7420
NIKE INC CL B65410610333,870541,924SH DFND100541,9240
NIKE INC CL B6541061035,88794,193SH DFND9078,5950
NISOURCE INC COM65473P10563632,606SH DFND10032,6060
NOBLE CORP PLC SHS USDG654311014,687444,228SH DFND40444,2280
NOBLE ENERGY INC COM65504410558817,857SH DFND3000
NOBLE ENERGY INC COM65504410562218,876SH DFND10018,8760
NOBLE ENERGY INC COM6550441051,15335,018SH DFND9035,0180
NORDSTROM INC COM6556641001,31326,369SH DFND9026,3690
NORDSTROM INC COM65566410068513,750SH DFND3000
NORFOLK SOUTHERN CORP COM6558441081,77420,966SH DFND9020,9660
NORFOLK SOUTHERN CORP COM6558441081,54218,228SH DFND3000
NORTHERN TR CORP COM6658591041,21716,886SH DFND3000
NORTHERN TR CORP COM6658591041,28217,787SH DFND9017,7870
NORTHROP GRUMMAN CORP COM6668071021,1856,275SH DFND906,2750
NORTHROP GRUMMAN CORP COM6668071026,35833,675SH DFND4033,6750
NORTHROP GRUMMAN CORP COM6668071028,75746,381SH DFND10046,3810
NOVAVAX INC COM6700021049,1201,086,979SH DFND1001,086,9790
NOVELLUS SYS INC NOTE 2.625% 5/1670008AD312,1575,100,000PRN DFND40125,0960
NOW INC COM67011P10021413,503SH DFND9013,5030
NUANCE COMMUNICATIONS INC COM67020Y10096948,720SH DFND9047,2910
NUANCE COMMUNICATIONS INC COM67020Y1001,57679,250SH DFND4079,2500
NUCOR CORP COM6703461051,17229,091SH DFND10029,0910
NUCOR CORP COM67034610584020,847SH DFND3000
NUCOR CORP COM6703461051,05526,175SH DFND9026,1750
NVIDIA CORP COM67066G1041,73952,774SH DFND3000
NVIDIA CORP COM67066G1041,61448,968SH DFND9045,9560
NVIDIA CORP NOTE 1.000%12/067066GAC812,3287,300,000PRN DFND40362,0500
NVR INC COM62944T1051,079657SH DFND906570
NVR INC COM62944T1051,101670SH DFND406700
NXP SEMICONDUCTORS N V DBCV 1.000%12/062952QAB629,49126,500,000PRN DFND40257,6750
NXP SEMICONDUCTORS N V COMN6596X1097619,036SH DFND1009,0360
NXP SEMICONDUCTORS N V COMN6596X1092,16325,674SH DFND9021,3210
O REILLY AUTOMOTIVE INC NEW COM67103H1074,35217,175SH DFND9014,4000
O REILLY AUTOMOTIVE INC NEW COM67103H10719,34176,319SH DFND4076,3190
O REILLY AUTOMOTIVE INC NEW COM67103H1072,81311,100SH DFND1000
OCCIDENTAL PETE CORP DEL COM67459910516,906250,055SH DFND90246,5710
OCCIDENTAL PETE CORP DEL COM6745991052,45636,321SH DFND3000
OCCIDENTAL PETE CORP DEL COM67459910517,027251,847SH DFND40224,0140
OCCIDENTAL PETE CORP DEL COM6745991052043,016SH DFND803,0160
OCEANEERING INTL INC COM67523210256014,928SH DFND9014,9280
OIL STS INTL INC COM67802610552819,364SH DFND9019,3640
OLD DOMINION FGHT LINES INC COM6795801002594,382SH DFND903,1210
OLD REP INTL CORP COM68022310455629,867SH DFND9029,8670
OMEGA HEALTHCARE INVS INC COM68193610016,550473,123SH DFND80473,1230
OMNICOM GROUP INC COM6819191062,33630,872SH DFND9016,2100
OMNICOM GROUP INC COM6819191062,27830,111SH DFND3000
OMNICOM GROUP INC COM6819191065707,531SH DFND4000
ONE GAS INC COM68235P10855211,004SH DFND9011,0040
ONEOK INC NEW COM68268010362225,223SH DFND9025,2230
ONEOK INC NEW COM68268010328311,496SH DFND3000
ONEOK INC NEW COM68268010379432,191SH DFND10032,1910
ORACLE CORP COM68389X1056,478177,334SH DFND3000
ORACLE CORP COM68389X1057,420203,114SH DFND90197,9070
ORACLE CORP COM68389X10512,564343,932SH DFND40240,4780
ORACLE CORP COM68389X10510,583289,713SH DFND100289,7130
OUTERWALL INC COM6900701072155,894SH DFND9000
OUTFRONT MEDIA INC COM69007J10649222,526SH DFND9022,5260
OWENS & MINOR INC NEW COM69073210254515,153SH DFND9015,1530
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR7156841061,46532,996SH DFND406,599,2000
PACCAR INC COM69371810857912,220SH DFND9012,2200
PACIFIC PREMIER BANCORP COM69478X1053,380159,074SH DFND100159,0740
PACKAGING CORP AMER COM6951561092,57340,811SH DFND4040,8110
PACKAGING CORP AMER COM69515610968010,782SH DFND9010,7820
PACKAGING CORP AMER COM6951561091,17218,584SH DFND10018,5840
PALO ALTO NETWORKS INC COM6974351059405,335SH DFND905,3350
PANERA BREAD CO CL A69840W1081,7138,795SH DFND1008,7950
PARAMOUNT GROUP INC COM69924R1081,51783,827SH DFND8083,8270
PARKER HANNIFIN CORP COM7010941041,63116,822SH DFND9016,8220
PARKWAY PPTYS INC COM70159Q1043,866247,350SH DFND80247,3500
PARTNERRE LTD COMG6852T1057,28852,152SH DFND9051,6890
PATTERN ENERGY GROUP INC CL A70338P1002,934140,330SH DFND100140,3300
PATTERSON COMPANIES INC COM70339510395321,069SH DFND9019,1460
PAYCHEX INC COM7043261076,363120,315SH DFND40120,3150
PAYCHEX INC COM7043261074,01675,925SH DFND9049,4150
PAYPAL HLDGS INC COM70450Y1033,13186,501SH DFND4020,8750
PAYPAL HLDGS INC COM70450Y1032,04256,401SH DFND3000
PAYPAL HLDGS INC COM70450Y1031,17732,500SH DFND5032,5000
PAYPAL HLDGS INC COM70450Y10310,236282,752SH DFND100282,7520
PAYPAL HLDGS INC COM70450Y1032186,014SH DFND806,0140
PAYPAL HLDGS INC COM70450Y1032,22561,456SH DFND9061,4560
PDC ENERGY INC COM69327R1015,31999,637SH DFND10099,6370
PDL BIOPHARMA INC COM69329Y10413137,058SH DFND9037,0580
PEBBLEBROOK HOTEL TR COM70509V1008,876316,760SH DFND80316,7600
PEMBINA PIPELINE CORP COM7063271031,22556,266SH DFND9056,2660
PENNYMAC MTG INVT TR COM70931T10323715,534SH DFND9015,5340
PENSKE AUTOMOTIVE GRP INC COM70959W1035,385127,194SH DFND100127,1940
PENTAIR PLC SHSG7S00T1042,63153,123SH DFND4000
PENTAIR PLC SHSG7S00T10480616,265SH DFND9016,2650
PENTAIR PLC SHSG7S00T10481616,475SH DFND3000
PEOPLES UNITED FINANCIAL INC COM71270410517,3671,075,328SH DFND901,071,8380
PEPCO HOLDINGS INC COM7132911021,35151,937SH DFND9051,9370
PEPSICO INC COM7134481086,94669,516SH DFND3000
PEPSICO INC COM71344810836,808368,379SH DFND100368,3790
PEPSICO INC COM7134481087,60476,100SH DFND1000
PEPSICO INC COM71344810811,886118,955SH DFND9096,7720
PEPSICO INC COM71344810811,907119,170SH DFND4073,0440
PEPSICO INC COM7134481082902,904SH DFND802,9040
PERKINELMER INC COM7140461093867,200SH DFND407,2000
PERRIGO CO PLC SHSG978221031,1147,699SH DFND3000
PERRIGO CO PLC SHSG978221032,04514,133SH DFND9013,3310
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG71654V10111,0663,254,754SH DFND2000
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG71654V1011,293380,168SH DFND4000
PFIZER INC COM7170811031,71153,000SH DFND1000
PFIZER INC COM7170811038,915276,169SH DFND3000
PFIZER INC COM71708110319,936617,604SH DFND90516,5200
PFIZER INC COM71708110314,807458,705SH DFND100458,7050
PFIZER INC COM7170811033,17398,303SH DFND4043,6280
PG&E CORP COM69331C1082,06838,887SH DFND9038,0640
PG&E CORP COM69331C1082,92855,051SH DFND10055,0510
PG&E CORP COM69331C1081,38626,066SH DFND3000
PHILIP MORRIS INTL INC COM7181721096,66775,841SH DFND3000
PHILIP MORRIS INTL INC COM7181721094585,215SH DFND4000
PHILIP MORRIS INTL INC COM7181721098,988102,239SH DFND9079,0230
PHILLIPS 66 COM7185461045,69569,619SH DFND10069,6190
PHILLIPS 66 COM7185461043,23039,488SH DFND9039,4880
PHILLIPS 66 COM7185461041,93823,692SH DFND3000
PIEDMONT NAT GAS INC COM7201861055709,996SH DFND909,9960
PIEDMONT OFFICE REALTY TR IN COM CL A72019020651827,447SH DFND9027,4470
PINNACLE ENTMT INC COM7234561092327,449SH DFND9000
PINNACLE WEST CAP CORP COM7234841011,54123,899SH DFND10023,8990
PINNACLE WEST CAP CORP COM7234841013014,669SH DFND904,6690
PIONEER NAT RES CO COM7237871072,84322,673SH DFND10022,6730
PIONEER NAT RES CO COM7237871079577,629SH DFND3000
PIONEER NAT RES CO COM7237871078746,974SH DFND906,9740
PLEXUS CORP COM7291321004,175119,546SH DFND100119,5460
PLUM CREEK TIMBER CO INC COM72925110899120,774SH DFND9020,7740
PNC FINL SVCS GROUP INC COM6934751052,27423,857SH DFND3000
PNC FINL SVCS GROUP INC COM6934751053,22033,780SH DFND9033,7800
PNM RES INC COM69349H1074,047132,385SH DFND100132,3850
POLARIS INDS INC COM7310681025626,541SH DFND406,5410
POLARIS INDS INC COM7310681023363,909SH DFND903,9090
POPEYES LA KITCHEN INC COM7328721061,12119,165SH DFND10019,1650
PORTLAND GEN ELEC CO COM NEW7365088473,694101,580SH DFND100101,5800
POTASH CORP SASK INC COM73755L10761736,051SH DFND10036,0510
POTASH CORP SASK INC COM73755L10795155,555SH DFND9055,5550
POTASH CORP SASK INC COM73755L10759334,632SH DFND3000
PPG INDS INC COM6935061072,02620,499SH DFND9019,7980
PPL CORP COM69351T1062,31467,800SH DFND1000
PPL CORP COM69351T1061,14733,594SH DFND3000
PPL CORP COM69351T10679823,388SH DFND9023,3880
PRAXAIR INC COM74005P10416,998165,996SH DFND90149,8870
PRAXAIR INC COM74005P1042,28922,351SH DFND10022,3510
PRAXAIR INC COM74005P1045,66755,343SH DFND4055,3430
PRAXAIR INC COM74005P1041,27512,447SH DFND3000
PRAXAIR INC COM74005P1041,02410,000SH DFND1000
PRECISION CASTPARTS CORP COM7401891051,7117,376SH DFND3000
PRECISION CASTPARTS CORP COM7401891052,48110,692SH DFND909,9840
PRICE T ROWE GROUP INC COM74144T1082,10429,429SH DFND9019,7040
PRICE T ROWE GROUP INC COM74144T1082,92140,853SH DFND4040,8530
PRICE T ROWE GROUP INC COM74144T1081,82625,543SH DFND3000
PRICELINE GRP INC COM NEW7415034035,0363,950SH DFND503,9500
PRICELINE GRP INC COM NEW7415034032,8212,213SH DFND3000
PRICELINE GRP INC COM NEW7415034033,1272,453SH DFND902,3110
PRICELINE GRP INC COM NEW74150340335,54727,881SH DFND8027,8810
PRICELINE GRP INC COM NEW74150340351,05440,044SH DFND10040,0440
PRICELINE GRP INC COM NEW7415034033,5882,814SH DFND402,8140
PRICELINE GRP INC NOTE 0.350% 6/1741503AS526,45522,105,000PRN DFND4013,8430
PRICELINE GRP INC NOTE 0.900% 9/1741503AX421,37721,100,000PRN DFND408,2710
PRICESMART INC COM7415111093,99348,109SH DFND10048,1090
PRIMERICA INC COM74164M10854411,513SH DFND9011,5130
PRINCIPAL FINL GROUP INC COM74251V1021,32029,354SH DFND3000
PRINCIPAL FINL GROUP INC COM74251V1021,12625,026SH DFND9025,0260
PRIVATEBANCORP INC COM7429621034,911119,710SH DFND100119,7100
PROASSURANCE CORP COM74267C10649010,098SH DFND9010,0980
PROCTER & GAMBLE CO COM7427181091,03213,000SH DFND5013,0000
PROCTER & GAMBLE CO COM7427181092302,893SH DFND6000
PROCTER & GAMBLE CO COM7427181099,396118,327SH DFND3000
PROCTER & GAMBLE CO COM7427181093,81248,000SH DFND1000
PROCTER & GAMBLE CO COM7427181092342,945SH DFND802,9450
PROCTER & GAMBLE CO COM74271810913,924175,340SH DFND90171,1340
PROCTER & GAMBLE CO COM74271810924,781312,069SH DFND40255,8470
PROGRESSIVE CORP OHIO COM7433151034,287134,805SH DFND90133,9190
PROLOGIS INC COM74340W1036,047140,879SH DFND90140,8790
PROLOGIS INC COM74340W1031,04824,419SH DFND3000
PROLOGIS INC COM74340W10368,2981,591,282SH DFND801,591,2820
PROSPERITY BANCSHARES INC COM74360610551210,700SH DFND9010,7000
PROTHENA CORP PLC SHSG728001088,219120,667SH DFND100120,6670
PRUDENTIAL FINL INC COM74432010212,838157,692SH DFND100157,6920
PRUDENTIAL FINL INC COM7443201021,94423,879SH DFND9023,8790
PRUDENTIAL FINL INC COM74432010218,724230,002SH DFND40172,4950
PRUDENTIAL FINL INC COM7443201027339,000SH DFND509,0000
PRUDENTIAL FINL INC COM7443201021,82722,441SH DFND3000
PTC INC COM69370C10031,378906,097SH DFND100906,0970
PUBLIC STORAGE COM74460D1094,16816,826SH DFND8016,8260
PUBLIC STORAGE COM74460D1091,2395,000SH DFND1000
PUBLIC STORAGE COM74460D1091,9687,945SH DFND3000
PUBLIC STORAGE COM74460D1092,2649,140SH DFND909,1400
PUBLIC STORAGE COM74460D1093051,231SH DFND1001,2310
PUBLIC SVC ENTERPRISE GROUP COM7445731061,24232,100SH DFND9032,1000
PUBLIC SVC ENTERPRISE GROUP COM7445731061,27532,964SH DFND3000
PULTE GROUP INC COM74586710134719,473SH DFND9019,4730
PVH CORP COM69365610079210,758SH DFND10010,7580
PVH CORP COM6936561007279,870SH DFND909,4170
QEP RES INC COM74733V10028321,144SH DFND9021,1440
QIAGEN NV REG SHSN7248210788532,010SH DFND9032,0100
QIHOO 360 TECHNOLOGY CO LTD NOTE 0.500% 8/174734MAE95,7846,000,000PRN DFND4071,8100
QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/174734MAF612,64313,000,000PRN DFND40161,4580
QORVO INC COM74736K1013436,734SH DFND906,7340
QUALCOMM INC COM7475251032,54550,919SH DFND10050,9190
QUALCOMM INC COM7475251033,53570,727SH DFND3000
QUALCOMM INC COM7475251032755,511SH DFND4000
QUALCOMM INC COM7475251035,745114,936SH DFND9086,7560
QUANTA SVCS INC COM74762E10234717,126SH DFND9016,0100
QUEST DIAGNOSTICS INC COM74834L1001,18916,715SH DFND3000
QUEST DIAGNOSTICS INC COM74834L1001,49721,048SH DFND9020,2490
QUESTAR CORP COM74835610253527,441SH DFND9027,4410
QUINTILES TRANSNATIO HLDGS I COM74876Y1011,39920,371SH DFND9017,7800
QUINTILES TRANSNATIO HLDGS I COM74876Y1011,99529,052SH DFND4029,0520
RACKSPACE HOSTING INC COM7500861002027,974SH DFND907,9740
RADIAN GROUP INC COM75023610125819,251SH DFND902,1140
RADIAN GROUP INC COM7502361012,452183,097SH DFND40183,0970
RALPH LAUREN CORP CL A75121210113,601122,000SH DFND80122,0000
RALPH LAUREN CORP CL A7512121017756,951SH DFND906,9510
RAMBUS INC DEL COM7509171061,257108,442SH DFND100108,4420
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT7514522028,784528,867SH DFND80528,8670
RANGE RES CORP COM75281A10915,931647,334SH DFND100647,3340
RANGE RES CORP COM75281A10958023,573SH DFND9023,5730
RAYMOND JAMES FINANCIAL INC COM7547301092023,486SH DFND903,4860
RAYONIER INC COM75490710352923,851SH DFND9023,8510
RAYTHEON CO COM NEW7551115075534,439SH DFND404,4390
RAYTHEON CO COM NEW75511150723,114185,612SH DFND100185,6120
RAYTHEON CO COM NEW7551115071,28510,322SH DFND9010,3100
REALOGY HLDGS CORP COM75605Y1062236,089SH DFND906,0890
REALTY INCOME CORP COM75610910422,194429,867SH DFND80429,8670
REALTY INCOME CORP COM75610910492617,938SH DFND9017,9380
RED HAT INC COM7565771025446,572SH DFND406,5720
RED HAT INC COM7565771021,08913,152SH DFND9013,1520
RED HAT INC COM7565771021,26915,319SH DFND3000
RED HAT INC NOTE 0.250%10/0756577AD43,9323,000,000PRN DFND4000
REGAL BELOIT CORP COM7587501033,24755,483SH DFND4000
REGENCY CTRS CORP COM75884910310,190149,583SH DFND80149,5830
REGENCY CTRS CORP COM75884910375211,045SH DFND9011,0450
REGENERON PHARMACEUTICALS COM75886F1072,0283,736SH DFND3000
REGENERON PHARMACEUTICALS COM75886F1072,2194,088SH DFND904,0880
REGIONS FINL CORP NEW COM7591EP100997103,841SH DFND90103,8410
REGIONS FINL CORP NEW COM7591EP1001,110115,664SH DFND100115,6640
REINSURANCE GROUP AMER INC COM NEW7593516044865,680SH DFND905,6800
RELIANCE STEEL & ALUMINUM CO COM75950910288115,218SH DFND10015,2180
RENAISSANCERE HOLDINGS LTD COMG7496G1032,07118,300SH DFND1000
RENAISSANCERE HOLDINGS LTD COMG7496G1031,52813,499SH DFND9013,2230
RENASANT CORP COM75970E1077,322212,793SH DFND100212,7930
REPLIGEN CORP COM7599161097,612269,071SH DFND100269,0710
REPUBLIC SVCS INC COM7607591008,082183,721SH DFND90163,4450
REPUBLIC SVCS INC COM7607591001,95444,428SH DFND4000
RESMED INC COM7611521073396,321SH DFND906,3210
RETAIL PPTYS AMER INC CL A76131V20252035,212SH DFND9035,2120
RETROPHIN INC COM7612991066,333328,294SH DFND100328,2940
REXFORD INDL RLTY INC COM76169C1003,705226,469SH DFND100226,4690
REYNOLDS AMERICAN INC COM7617131068,741189,400SH DFND100189,4000
REYNOLDS AMERICAN INC COM7617131063,96285,860SH DFND9076,6070
REYNOLDS AMERICAN INC COM7617131068,794190,556SH DFND40190,5560
REYNOLDS AMERICAN INC COM7617131062,45753,250SH DFND5053,2500
REYNOLDS AMERICAN INC COM7617131067,921171,641SH DFND80171,6410
REYNOLDS AMERICAN INC COM76171310686418,730SH DFND3000
RITE AID CORP COM76775410441653,013SH DFND9028,2280
RLI CORP COM7496071075448,813SH DFND908,8130
RLJ LODGING TR COM74965L10110,421481,806SH DFND80481,8060
RLJ LODGING TR COM74965L10129513,648SH DFND9013,6480
RLJ LODGING TR COM74965L1014,602212,751SH DFND100212,7510
ROBERT HALF INTL INC COM7703231031,50932,004SH DFND9030,3230
ROBERT HALF INTL INC COM7703231033,08165,350SH DFND4065,3500
ROCKWELL AUTOMATION INC COM7739031091,43313,966SH DFND3000
ROCKWELL AUTOMATION INC COM7739031091,12510,962SH DFND9010,9620
ROCKWELL COLLINS INC COM7743411014,23945,926SH DFND4045,9260
ROCKWELL COLLINS INC COM7743411012,48926,961SH DFND3000
ROCKWELL COLLINS INC COM77434110117,276187,175SH DFND90176,5660
ROGERS COMMUNICATIONS INC CL B7751092002,77980,634SH DFND9000
ROGERS COMMUNICATIONS INC CL B7751092001,00829,260SH DFND10000
ROPER TECHNOLOGIES INC COM7766961066,59834,765SH DFND9034,5630
ROSS STORES INC COM7782961033,43863,893SH DFND9061,8790
ROSS STORES INC COM7782961037,799144,943SH DFND40144,9430
ROYAL BK CDA MONTREAL QUE COM7800871025,32399,340SH DFND9095,1560
ROYAL BK CDA MONTREAL QUE COM7800871024257,934SH DFND1007,9340
ROYAL BK CDA MONTREAL QUE COM7800871024528,430SH DFND4000
ROYAL BK CDA MONTREAL QUE COM7800871023,44164,222SH DFND3000
ROYAL CARIBBEAN CRUISES LTD COMV7780T1031,23812,232SH DFND10012,2320
ROYAL CARIBBEAN CRUISES LTD COMV7780T1031,64116,217SH DFND9012,1040
ROYAL CARIBBEAN CRUISES LTD COMV7780T10317,206170,000SH DFND80170,0000
ROYAL CARIBBEAN CRUISES LTD COMV7780T1033,36933,283SH DFND4033,2830
RPM INTL INC COM74968510352711,952SH DFND9011,9520
RYDER SYS INC COM78354910833,924596,936SH DFND100596,9360
RYDER SYS INC COM7835491084,06571,527SH DFND4071,5270
SABRA HEALTH CARE REIT INC COM78573L1068,794434,700SH DFND80434,7000
SABRE CORP COM78573M1044,037144,343SH DFND40144,3430
SABRE CORP COM78573M10492633,113SH DFND907,8760
SALESFORCE COM INC COM79466L30219,706251,349SH DFND40194,1990
SALESFORCE COM INC COM79466L3021,01913,000SH DFND5013,0000
SALESFORCE COM INC COM79466L3022332,972SH DFND802,9720
SALESFORCE COM INC COM79466L3022,79235,606SH DFND9035,6060
SALESFORCE COM INC NOTE 0.250% 4/079466LAD640,10131,000,000PRN DFND40466,5870
SALESFORCE COM INC NOTE 0.250% 4/079466LAD614,22911,000,000PRN DFND50165,5630
SANCHEZ ENERGY CORP COM79970Y1054,6291,073,910SH DFND1001,073,9100
SANDISK CORP COM80004C10185011,186SH DFND9011,1860
SANDISK CORP COM80004C1011,06313,988SH DFND3000
SANDISK CORP NOTE 1.500% 8/180004CAD336,36923,100,000PRN DFND40455,7680
SANDISK CORP NOTE 0.500%10/180004CAF838,02336,500,000PRN DFND40397,8720
SANTANDER CONSUMER USA HDG I COM80283M1011,764111,271SH DFND40111,2710
SANTANDER CONSUMER USA HDG I COM80283M10158436,831SH DFND9011,2670
SBA COMMUNICATIONS CORP COM78388J1061,62715,486SH DFND10015,4860
SBA COMMUNICATIONS CORP COM78388J1061,97918,831SH DFND9018,8310
SCANA CORP NEW COM80589M1023415,642SH DFND904,9060
SCHEIN HENRY INC COM8064071023,74823,694SH DFND3000
SCHEIN HENRY INC COM80640710215,74299,515SH DFND9099,0040
SCHLUMBERGER LTD COM8068571085,03772,211SH DFND4020,3450
SCHLUMBERGER LTD COM80685710811,153159,900SH DFND100159,9000
SCHLUMBERGER LTD COM8068571084,31661,879SH DFND3000
SCHLUMBERGER LTD COM8068571085,20274,587SH DFND9071,1590
SCHOLASTIC CORP COM80706610586222,350SH DFND4000
SCHWAB CHARLES CORP NEW COM8085131059,315282,871SH DFND100282,8710
SCHWAB CHARLES CORP NEW COM8085131052,45574,564SH DFND9074,5640
SCRIPPS NETWORKS INTERACT IN CL A COM81106510171612,970SH DFND9000
SEAGATE TECHNOLOGY PLC SHSG7945M1071,19632,620SH DFND9032,6200
SEALED AIR CORP NEW COM81211K10010,913244,678SH DFND40244,6780
SEALED AIR CORP NEW COM81211K1001,14725,720SH DFND9025,7200
SEI INVESTMENTS CO COM7841171031,51628,940SH DFND9016,6700
SELECT COMFORT CORP COM81616X1032039,501SH DFND9000
SEMGROUP CORP CL A81663A1052,62390,872SH DFND10090,8720
SEMPRA ENERGY COM8168511092,55527,182SH DFND9027,1820
SEMPRA ENERGY COM81685110911,153118,639SH DFND100118,6390
SENIOR HSG PPTYS TR SH BEN INT81721M10951434,642SH DFND9034,6420
SENSIENT TECHNOLOGIES CORP COM81725T1005288,402SH DFND908,4020
SERVICE CORP INTL COM81756510458222,366SH DFND904,7760
SERVICEMASTER GLOBAL HLDGS I COM81761R1092105,361SH DFND9000
SERVICENOW INC COM81762P1027959,184SH DFND909,1840
SERVICENOW INC NOTE 11/081762PAB816,38312,700,000PRN DFND40171,9030
SHAW COMMUNICATIONS INC CL B CONV82028K2001,57291,432SH DFND9000
SHAW COMMUNICATIONS INC CL B CONV82028K20070641,049SH DFND3000
SHAW COMMUNICATIONS INC CL B CONV82028K2001,41082,000SH DFND1000
SHERWIN WILLIAMS CO COM82434810612,58248,467SH DFND4048,4670
SHERWIN WILLIAMS CO COM8243481062,5139,680SH DFND3000
SHERWIN WILLIAMS CO COM82434810611,68845,022SH DFND8045,0220
SHERWIN WILLIAMS CO COM8243481064,37416,848SH DFND9014,4620
SIGNATURE BK NEW YORK N Y COM82669G1043802,475SH DFND902,4750
SIGNATURE BK NEW YORK N Y COM82669G1046023,927SH DFND403,9270
SIGNET JEWELERS LIMITED SHSG8127610012,415100,373SH DFND4075,4750
SIGNET JEWELERS LIMITED SHSG812761007736,250SH DFND906,2500
SIMON PPTY GROUP INC NEW COM82880610933,701173,324SH DFND80173,3240
SIMON PPTY GROUP INC NEW COM82880610935,838184,315SH DFND100184,3150
SIMON PPTY GROUP INC NEW COM8288061094,56423,472SH DFND9022,7550
SIMON PPTY GROUP INC NEW COM8288061092,50912,906SH DFND3000
SIMON PPTY GROUP INC NEW COM8288061093211,652SH DFND4000
SINCLAIR BROADCAST GROUP INC CL A82922610933310,237SH DFND9000
SIRIUS XM HLDGS INC COM82968B103744182,828SH DFND3000
SIRIUS XM HLDGS INC COM82968B1031,262310,189SH DFND90310,1890
SIX FLAGS ENTMT CORP NEW COM83001A10260110,933SH DFND9000
SKYWORKS SOLUTIONS INC COM83088M1021,50519,594SH DFND9016,6160
SKYWORKS SOLUTIONS INC COM83088M1021,61521,026SH DFND4021,0260
SL GREEN RLTY CORP COM78440X1019048,001SH DFND908,0010
SL GREEN RLTY CORP COM78440X1011,0979,713SH DFND3000
SL GREEN RLTY CORP COM78440X1015,50048,683SH DFND8048,6830
SLM CORP COM78442P10650877,907SH DFND9077,9070
SMUCKER J M CO COM NEW8326964051,2139,836SH DFND3000
SMUCKER J M CO COM NEW8326964051,24210,072SH DFND9010,0720
SMUCKER J M CO COM NEW8326964051,0308,349SH DFND408,3490
SNAP ON INC COM8330341012,05011,956SH DFND907,0080
SOLARWINDS INC COM83416B10910,921185,415SH DFND100185,4150
SONIC CORP COM8354511054,586141,931SH DFND100141,9310
SONIC CORP COM8354511052076,404SH DFND9000
SONOCO PRODS CO COM83549510256613,852SH DFND9013,8520
SOUFUN HLDGS LTD NOTE 2.000%12/1836034AB41,4141,490,000PRN DFND6012,2330
SOUTHERN CO COM8425871074459,517SH DFND4000
SOUTHERN CO COM8425871074,866104,000SH DFND1000
SOUTHERN CO COM84258710793119,903SH DFND10019,9030
SOUTHERN CO COM8425871071,62134,654SH DFND3000
SOUTHERN CO COM8425871077,833167,405SH DFND9039,5580
SOUTHERN COPPER CORP COM84265V10567425,797SH DFND9025,7970
SOUTHWEST AIRLS CO COM8447411086,243144,993SH DFND40144,9930
SOUTHWEST AIRLS CO COM8447411082,03147,174SH DFND9033,8290
SOUTHWEST GAS CORP COM8448951024848,780SH DFND908,7800
SOUTHWESTERN ENERGY CO COM845467109723101,740SH DFND100101,7400
SOUTHWESTERN ENERGY CO COM84546710947767,097SH DFND9067,0970
SOUTHWESTERN ENERGY CO COM8454671092,385335,493SH DFND40335,4930
SPARK THERAPEUTICS INC COM84652J1031,32329,196SH DFND10029,1960
SPECTRA ENERGY CORP COM8475601091,60266,931SH DFND3000
SPECTRA ENERGY CORP COM8475601091,87378,257SH DFND9078,2570
SPECTRUM BRANDS HLDGS INC COM84763R1013933,861SH DFND9000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A8485741091,19123,778SH DFND4023,7780
SPIRIT RLTY CAP INC NEW COM84860W10252852,731SH DFND9052,7310
SPIRIT RLTY CAP INC NEW COM84860W10220,4332,039,245SH DFND802,039,2450
SPLUNK INC COM8486371043876,578SH DFND906,5780
SPRINT CORP COM SER 185207U1051,836507,293SH DFND100507,2930
SPRINT CORP COM SER 185207U105445122,880SH DFND90122,8800
SPRINT CORP COM SER 185207U10514941,085SH DFND3000
SPROUTS FMRS MKT INC COM85208M1025,442204,660SH DFND100204,6600
SPROUTS FMRS MKT INC COM85208M10213,960525,000SH DFND80525,0000
ST JUDE MED INC COM79084910313,519218,853SH DFND100218,8530
ST JUDE MED INC COM7908491031,21819,714SH DFND9019,7140
STAAR SURGICAL CO COM PAR $0.018523123052,432340,617SH DFND100340,6170
STAG INDL INC COM85254J1023,851208,736SH DFND100208,7360
STANLEY BLACK & DECKER INC COM8545021011,11910,487SH DFND9010,4870
STANLEY BLACK & DECKER INC COM8545021011,99018,643SH DFND3000
STAPLES INC COM85503010287292,042SH DFND9092,0420
STARBUCKS CORP COM85524410923,220386,814SH DFND90362,9000
STARBUCKS CORP COM85524410942,800712,980SH DFND100712,9800
STARBUCKS CORP COM8552441093,90164,976SH DFND3000
STARBUCKS CORP COM8552441096,920115,275SH DFND40115,2750
STARWOOD HOTELS&RESORTS WRLD COM85590A40173510,615SH DFND9010,6150
STARWOOD PPTY TR INC COM85571B10555026,774SH DFND9026,7740
STARWOOD PPTY TR INC NOTE 4.550% 3/085571BAA312,13612,000,000PRN DFND40553,8780
STARWOOD PPTY TR INC NOTE 4.000% 1/185571BAB17,2547,000,000PRN DFND40342,6070
STARZ COM SER A85571Q1026,393190,822SH DFND100190,8220
STATE STR CORP COM8574771038,915134,337SH DFND100134,3370
STATE STR CORP COM8574771031,51722,860SH DFND3000
STATE STR CORP COM8574771031,81327,320SH DFND9027,3200
STEEL DYNAMICS INC COM85811910051829,000SH DFND5029,0000
STEEL DYNAMICS INC COM85811910087649,014SH DFND10049,0140
STERICYCLE INC COM8589121089347,748SH DFND407,7480
STERICYCLE INC COM8589121088,45070,063SH DFND8070,0630
STERICYCLE INC COM8589121089047,499SH DFND3000
STERICYCLE INC COM8589121081,68814,000SH DFND1000
STERICYCLE INC COM85891210813,253109,891SH DFND90109,0330
STERIS PLC SHS USDG847201046368,443SH DFND908,4430
STERIS PLC SHS USDG8472010414,589193,643SH DFND100193,6430
STERLING BANCORP DEL COM85917A1005,874362,145SH DFND100362,1450
STONE ENERGY CORP COM8616421068419,581SH DFND9019,5810
STRYKER CORP COM8636671012,24324,129SH DFND3000
STRYKER CORP COM8636671016,64771,522SH DFND9068,7230
STRYKER CORP COM8636671014174,486SH DFND4000
SUN LIFE FINL INC COM8667961051,52949,006SH DFND3000
SUN LIFE FINL INC COM8667961051,24840,000SH DFND1000
SUN LIFE FINL INC COM8667961051,73555,594SH DFND9055,5940
SUNPOWER CORP DBCV 0.875% 6/0867652AJ821,39224,500,000PRN DFND40502,4240
SUNTRUST BKS INC COM8679141031,40032,670SH DFND9032,6700
SUPERIOR ENERGY SVCS INC COM86815710829922,169SH DFND9022,1690
SVB FINL GROUP COM78486Q1016015,057SH DFND405,0570
SWIFT TRANSN CO CL A87074U1011,00973,022SH DFND4073,0220
SWIFT TRANSN CO CL A87074U10184060,780SH DFND10060,7800
SYMANTEC CORP COM87150310844,3252,110,731SH DFND1002,110,7310
SYMANTEC CORP COM87150310897946,597SH DFND3000
SYMANTEC CORP COM8715031084,101195,278SH DFND40195,2780
SYMANTEC CORP COM8715031081,98294,400SH DFND9094,4000
SYNCHRONY FINL COM87165B1031,44147,396SH DFND9047,3960
SYNOPSYS INC COM8716071076,637145,523SH DFND90144,3050
SYSCO CORP COM8718291073,25579,397SH DFND9076,0050
SYSCO CORP COM8718291071,80744,070SH DFND3000
SYSCO CORP COM8718291072,55862,400SH DFND1000
SYSCO CORP COM8718291076,261152,701SH DFND40152,7010
T MOBILE US INC COM8725901041,77145,261SH DFND9045,2610
T MOBILE US INC COM8725901041,40836,000SH DFND5036,0000
T MOBILE US INC CONV PFD SER A87259020317,771260,000PRN DFND40419,0940
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR8740391006,775297,790SH DFND601,488,9500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR8740391002,289100,631SH DFND90503,1550
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR87403910018,292804,059SH DFND1004,020,2950
TAL ED GROUP ADS REPSTG COM87408010415,716338,198SH DFND601,352,7920
TANGER FACTORY OUTLET CTRS I COM87546510610,171311,042SH DFND80311,0420
TANGER FACTORY OUTLET CTRS I COM8754651069,810300,000SH DFND100300,0000
TANGER FACTORY OUTLET CTRS I COM8754651062,68182,000SH DFND5082,0000
TARGA RES CORP COM87612G10127310,104SH DFND9010,1040
TARGET CORP COM87612E1064,29959,209SH DFND9058,7010
TARGET CORP COM87612E1062,12529,272SH DFND3000
TARGET CORP COM87612E1066,91995,289SH DFND4095,2890
TATA MTRS LTD SPONSORED ADR8765685022,46783,709SH DFND60418,5450
TAUBMAN CTRS INC COM8766641035246,831SH DFND906,8310
TD AMERITRADE HLDG CORP COM87236Y10895927,617SH DFND9027,6170
TE CONNECTIVITY LTD REG SHSH8498910411,255174,195SH DFND40168,3000
TE CONNECTIVITY LTD REG SHSH849891042,25034,830SH DFND3000
TE CONNECTIVITY LTD REG SHSH8498910416,385253,598SH DFND90250,0800
TE CONNECTIVITY LTD REG SHSH8498910416,161250,133SH DFND80250,1330
TECK RESOURCES LTD CL B8787422047419,293SH DFND9019,2930
TECO ENERGY INC COM87237510052519,706SH DFND9019,7060
TELEDYNE TECHNOLOGIES INC COM8793601055506,198SH DFND906,1980
TELEFLEX INC COM8793691065524,202SH DFND904,2020
TELEFONICA BRASIL SA SPONSORED ADR87936R1061,789198,157SH DFND2000
TELEFONICA BRASIL SA SPONSORED ADR87936R10639543,751SH DFND4000
TELUS CORP COM87971M1031,47553,351SH DFND9053,3510
TELUS CORP COM87971M1033,004108,651SH DFND100108,6510
TELUS CORP COM87971M1031,60458,000SH DFND1000
TEMPUR SEALY INTL INC COM88023U1016,11186,733SH DFND4086,7330
TEMPUR SEALY INTL INC COM88023U1015197,370SH DFND909400
TENET HEALTHCARE CORP COM NEW88033G40757619,021SH DFND4019,0210
TENNECO INC COM8803491055,302115,482SH DFND100115,4820
TERADATA CORP DEL COM88076W10338914,706SH DFND9014,7060
TESARO INC COM8815691075,03196,159SH DFND10096,1590
TESLA MTRS INC COM88160R1011,6006,667SH DFND906,6670
TESLA MTRS INC NOTE 0.250% 3/088160RAB717,30218,500,000PRN DFND4051,4080
TESLA MTRS INC NOTE 1.250% 3/088160RAC529,52032,000,000PRN DFND4088,9210
TESORO CORP COM8816091011,46813,931SH DFND9013,9310
TESORO CORP COM8816091016,40160,751SH DFND4060,7510
TEVA PHARMACEUTICAL INDS LTD ADR8816242095,80388,399SH DFND10088,3990
TEXAS INSTRS INC COM8825081042,73049,801SH DFND3000
TEXAS INSTRS INC COM8825081042,02136,875SH DFND10036,8750
TEXAS INSTRS INC COM8825081044,89289,246SH DFND9064,0000
TEXAS INSTRS INC COM8825081043,86570,520SH DFND4062,9870
THE ADT CORPORATION COM00101J10672521,971SH DFND9021,9710
THERMO FISHER SCIENTIFIC INC COM8835561023,90127,503SH DFND401,2850
THERMO FISHER SCIENTIFIC INC COM88355610227,815196,084SH DFND80196,0840
THERMO FISHER SCIENTIFIC INC COM88355610214,566102,689SH DFND90100,7300
THERMO FISHER SCIENTIFIC INC COM8835561023,44024,253SH DFND3000
THOMSON REUTERS CORP COM8849031056,291166,205SH DFND90145,0150
TIFFANY & CO NEW COM88654710889811,773SH DFND3000
TIFFANY & CO NEW COM8865471081,14515,008SH DFND9015,0080
TIME INC NEW COM8872281042,059131,400SH DFND40131,4000
TIME WARNER CABLE INC COM88732J2073802,046SH DFND1002,0460
TIME WARNER CABLE INC COM88732J2074,06221,889SH DFND9021,8890
TIME WARNER CABLE INC COM88732J2072,60914,060SH DFND3000
TIME WARNER INC COM NEW88731730310,044155,317SH DFND80155,3170
TIME WARNER INC COM NEW88731730383812,956SH DFND4012,9560
TIME WARNER INC COM NEW88731730326,942416,609SH DFND100416,6090
TIME WARNER INC COM NEW8873173033,60355,707SH DFND3000
TIME WARNER INC COM NEW8873173033,75157,997SH DFND9057,9970
TIMKEN CO COM8873891045,151180,170SH DFND40180,1700
TJX COS INC NEW COM8725401094,06857,364SH DFND9045,8660
TJX COS INC NEW COM8725401094,32661,000SH DFND1000
TJX COS INC NEW COM87254010924,979352,267SH DFND40297,8240
TJX COS INC NEW COM8725401092623,690SH DFND803,6900
TJX COS INC NEW COM8725401092,42134,136SH DFND3000
TOLL BROTHERS INC COM88947810341812,541SH DFND9012,5410
TORCHMARK CORP COM89102710416,777293,504SH DFND90293,0270
TORONTO DOMINION BK ONT COM NEW8911605093659,329SH DFND4000
TORONTO DOMINION BK ONT COM NEW89116050912,691324,010SH DFND90319,2140
TORONTO DOMINION BK ONT COM NEW8911605093,27683,642SH DFND3000
TORONTO DOMINION BK ONT COM NEW8911605094,818123,000SH DFND1000
TOTAL SYS SVCS INC COM8919061096,010120,673SH DFND40120,6730
TOTAL SYS SVCS INC COM8919061092,48749,934SH DFND9036,0400
TOWERS WATSON & CO CL A8918941078616,705SH DFND906,7050
TRACTOR SUPPLY CO COM8923561061,68919,749SH DFND9019,7490
TRACTOR SUPPLY CO COM8923561061,03112,057SH DFND4012,0570
TRANSCANADA CORP COM89353D1071,82556,000SH DFND1000
TRANSCANADA CORP COM89353D1075,447167,123SH DFND90100,1170
TRANSCANADA CORP COM89353D10788627,180SH DFND3000
TRANSCANADA CORP COM89353D1072,22168,159SH DFND10068,1590
TRANSDIGM GROUP INC COM8936411001,3205,778SH DFND905,7780
TRAVELERS COMPANIES INC COM89417E1092,95626,194SH DFND9023,2440
TRAVELERS COMPANIES INC COM89417E1099,58484,917SH DFND4084,9170
TRAVELERS COMPANIES INC COM89417E1091,94117,200SH DFND1000
TRAVELERS COMPANIES INC COM89417E10911,04597,866SH DFND10097,8660
TRAVELERS COMPANIES INC COM89417E1092,71224,032SH DFND3000
TREEHOUSE FOODS INC COM89469A1042192,790SH DFND902,7900
TRICO BANCSHARES COM8960951066,111222,705SH DFND100222,7050
TRIMBLE NAVIGATION LTD COM89623910087740,909SH DFND9040,9090
TRINA SOLAR LIMITED SPON ADR89628E1043,354304,370SH DFND40111,877,5000
TRIPADVISOR INC COM8969452015786,778SH DFND906,7780
TRIPADVISOR INC COM8969452011,83721,547SH DFND10021,5470
TUPPERWARE BRANDS CORP COM8998961043977,127SH DFND907,1270
TWENTY FIRST CENTY FOX INC CL A90130A10128,7241,057,569SH DFND10000
TWENTY FIRST CENTY FOX INC CL A90130A1012,10377,435SH DFND9000
TWENTY FIRST CENTY FOX INC CL A90130A1011,78265,626SH DFND3000
TWENTY FIRST CENTY FOX INC CL B90130A2001,27046,648SH DFND9046,6480
TWITTER INC COM90184L1021,20452,011SH DFND9052,0110
TWITTER INC NOTE 1.000% 9/190184LAD49,47811,500,000PRN DFND40148,1120
TWO HBRS INVT CORP COM90187B10150462,162SH DFND9062,1620
TYSON FOODS INC CL A9024941032,08139,026SH DFND9035,3300
TYSON FOODS INC CL A9024941036,517122,197SH DFND40122,1970
U S G CORP COM NEW9032934053,690151,901SH DFND40151,9010
UDR INC COM9026531041,01727,075SH DFND9025,4990
UDR INC COM9026531044,654123,882SH DFND80123,8820
UDR INC COM9026531042,25059,900SH DFND1000
UGI CORP NEW COM90268110568020,146SH DFND9014,9540
UGI CORP NEW COM90268110582924,548SH DFND10024,5480
ULTA SALON COSMETCS & FRAG I COM90384S3031,2766,898SH DFND906,5330
ULTA SALON COSMETCS & FRAG I COM90384S3031,8399,943SH DFND1009,9430
ULTA SALON COSMETCS & FRAG I COM90384S3036233,366SH DFND403,3660
UNDER ARMOUR INC CL A90431110788911,026SH DFND9010,0220
UNION BANKSHARES CORP NEW COM90539J1096,257247,912SH DFND100247,9120
UNION PAC CORP COM9078181083,16640,480SH DFND9039,1820
UNION PAC CORP COM9078181086,09777,967SH DFND4036,4620
UNION PAC CORP COM90781810880510,300SH DFND1000
UNION PAC CORP COM9078181083,32142,469SH DFND3000
UNISYS CORP COM NEW9092143061,756158,900SH DFND40158,9000
UNITED CONTL HLDGS INC COM9100471091,35823,699SH DFND9016,4550
UNITED CONTL HLDGS INC COM9100471095,981104,383SH DFND40104,3830
UNITED NAT FOODS INC COM9111631032,96675,360SH DFND10075,3600
UNITED PARCEL SERVICE INC CL B9113121066,61668,754SH DFND9059,8520
UNITED PARCEL SERVICE INC CL B9113121065,89061,207SH DFND4061,2070
UNITED PARCEL SERVICE INC CL B9113121062,99431,117SH DFND3000
UNITED RENTALS INC COM9113631095006,886SH DFND906,8860
UNITED STATES STL CORP NEW COM9129091081,203150,800SH DFND40150,8000
UNITED TECHNOLOGIES CORP COM91301710916,021166,760SH DFND100166,7600
UNITED TECHNOLOGIES CORP COM9130171093,77139,252SH DFND3000
UNITED TECHNOLOGIES CORP COM9130171095826,055SH DFND4000
UNITED TECHNOLOGIES CORP COM9130171098659,000SH DFND509,0000
UNITED TECHNOLOGIES CORP COM9130171093,53036,742SH DFND9034,1110
UNITED THERAPEUTICS CORP DEL COM91307C1022,95318,854SH DFND4018,8540
UNITED THERAPEUTICS CORP DEL COM91307C1029636,151SH DFND904,9690
UNITEDHEALTH GROUP INC COM91324P1025,71248,551SH DFND3000
UNITEDHEALTH GROUP INC COM91324P1026,07151,609SH DFND9050,3800
UNITEDHEALTH GROUP INC COM91324P10215,473131,527SH DFND40128,6980
UNITEDHEALTH GROUP INC COM91324P1024,94142,000SH DFND1000
UNITEDHEALTH GROUP INC COM91324P1024,23636,005SH DFND10036,0050
UNIVERSAL CORP VA COM9134561092744,886SH DFND904,8860
UNIVERSAL HLTH SVCS INC CL B9139031001,0218,541SH DFND908550
UNIVERSAL HLTH SVCS INC CL B9139031004,60338,519SH DFND403,8520
UNUM GROUP COM91529Y10612,179365,844SH DFND100365,8440
UNUM GROUP COM91529Y1062,04561,436SH DFND3000
UNUM GROUP COM91529Y10689726,953SH DFND9026,9530
URBAN OUTFITTERS INC COM91704710250522,204SH DFND9019,5550
US BANCORP DEL COM NEW9029733043,65685,679SH DFND9083,8700
US BANCORP DEL COM NEW9029733043,40379,752SH DFND3000
US BANCORP DEL COM NEW9029733042505,862SH DFND805,8620
US BANCORP DEL COM NEW90297330419,641460,310SH DFND40364,1620
US BANCORP DEL COM NEW9029733041,93345,300SH DFND1000
V F CORP COM9182041082,81745,258SH DFND9045,2580
V F CORP COM9182041081,84429,630SH DFND3000
V F CORP COM9182041081,30320,924SH DFND10020,9240
VAIL RESORTS INC COM91879Q1095,64944,133SH DFND10044,1330
VAIL RESORTS INC COM91879Q1092692,104SH DFND903760
VALE S A ADR REPSTG PFD91912E2041,038407,195SH DFND4000
VALE S A ADR REPSTG PFD91912E2046,9992,744,734SH DFND2000
VALERO ENERGY CORP NEW COM91913Y10010,347146,333SH DFND4089,6070
VALERO ENERGY CORP NEW COM91913Y10014,065198,917SH DFND100198,9170
VALERO ENERGY CORP NEW COM91913Y1002,66037,615SH DFND9037,6150
VALIDUS HOLDINGS LTD COM SHSG9319H10266214,295SH DFND9012,1860
VALLEY NATL BANCORP COM91979410752152,939SH DFND9052,9390
VALSPAR CORP COM9203551046317,601SH DFND907,6010
VANTIV INC CL A92210H1056,486136,782SH DFND40136,7820
VANTIV INC CL A92210H10576216,069SH DFND907,2730
VARIAN MED SYS INC COM92220P1059,198113,833SH DFND90112,8250
VCA INC COM9181941013075,590SH DFND9000
VEEVA SYS INC CL A COM9224751083,281113,712SH DFND100113,7120
VENTAS INC COM92276F10020,851369,500SH DFND100369,5000
VENTAS INC COM92276F1005,699101,000SH DFND50101,0000
VENTAS INC COM92276F10038,238677,625SH DFND80677,6250
VENTAS INC COM92276F1002,14738,047SH DFND9036,2450
VENTAS INC COM92276F10096717,135SH DFND3000
VEREIT INC COM92339V10079199,897SH DFND9099,8970
VERISIGN INC COM92343E1021,38715,874SH DFND9015,8740
VERISK ANALYTICS INC COM92345Y1061,01513,198SH DFND9013,1980
VERISK ANALYTICS INC COM92345Y1065,26568,477SH DFND4068,4770
VERIZON COMMUNICATIONS INC COM92343V1042545,497SH DFND6000
VERIZON COMMUNICATIONS INC COM92343V1048,080174,819SH DFND3000
VERIZON COMMUNICATIONS INC COM92343V10412,936279,888SH DFND90272,0960
VERIZON COMMUNICATIONS INC COM92343V1045,921128,113SH DFND4090,1760
VERIZON COMMUNICATIONS INC COM92343V10441,507898,031SH DFND100898,0310
VERIZON COMMUNICATIONS INC COM92343V1046,794147,000SH DFND1000
VERTEX PHARMACEUTICALS INC COM92532F1002,10816,751SH DFND9016,7510
VERTEX PHARMACEUTICALS INC COM92532F10045,055358,061SH DFND100358,0610
VERTEX PHARMACEUTICALS INC COM92532F1001,58412,586SH DFND3000
VIACOM INC NEW CL B92553P2011,02724,949SH DFND9000
VIACOM INC NEW CL B92553P20183220,225SH DFND3000
VIPSHOP HLDGS LTD SPONSORED ADR92763W1034,250278,318SH DFND6011,1340
VIPSHOP HLDGS LTD SPONSORED ADR92763W1031,10172,075SH DFND1002,8830
VIPSHOP HLDGS LTD SPONSORED ADR92763W1036,719440,000SH DFND8017,6000
VIPSHOP HLDGS LTD NOTE 1.500% 3/192763WAA115,30014,600,000PRN DFND40145,1040
VISA INC COM CL A92826C8397,45096,071SH DFND4024,6450
VISA INC COM CL A92826C8399,243119,184SH DFND90116,9270
VISA INC COM CL A92826C8396,99890,241SH DFND3000
VISA INC COM CL A92826C83923,826307,240SH DFND100307,2400
VISA INC COM CL A92826C8393103,994SH DFND803,9940
VMWARE INC CL A COM92856340257810,225SH DFND4010,2250
VMWARE INC CL A COM92856340266011,673SH DFND3000
VMWARE INC CL A COM9285634024077,200SH DFND906,7610
VMWARE INC CL A COM9285634025,09690,083SH DFND10090,0830
VORNADO RLTY TR SH BEN INT9290421091,31913,200SH DFND9013,2000
VORNADO RLTY TR SH BEN INT9290421095165,158SH DFND805,1580
VOYA FINL INC COM92908910075220,375SH DFND9020,3750
VULCAN MATLS CO COM9291601092,00321,092SH DFND10021,0920
VULCAN MATLS CO COM9291601097067,437SH DFND907,4370
W P CAREY INC COM92936U1094938,363SH DFND908,3630
WABCO HLDGS INC COM92927K10214,149138,366SH DFND100138,3660
WABCO HLDGS INC COM92927K1026656,500SH DFND906,5000
WABTEC CORP COM92974010875710,638SH DFND9010,6380
WAL-MART STORES INC COM9311421034,96581,000SH DFND1000
WAL-MART STORES INC COM9311421036,390104,245SH DFND90104,2450
WALGREENS BOOTS ALLIANCE INC COM9314271084,16248,881SH DFND9048,8810
WALGREENS BOOTS ALLIANCE INC COM9314271083,80844,722SH DFND3000
WASHINGTON FED INC COM93882410951421,573SH DFND9021,5730
WASTE CONNECTIONS INC COM9410531003947,000SH DFND407,0000
WASTE CONNECTIONS INC COM94105310056710,072SH DFND9010,0720
WASTE MGMT INC DEL COM94106L1091,91235,834SH DFND9019,5620
WASTE MGMT INC DEL COM94106L1092,53147,429SH DFND4010,5290
WATERS CORP COM9418481031,0838,048SH DFND908,0480
WATSCO INC COM9426222009177,832SH DFND904,5810
WATTS WATER TECHNOLOGIES INC CL A9427491022,55151,369SH DFND4000
WAYFAIR INC CL A94419L1016,318132,668SH DFND100132,6680
WCI CMNTYS INC COM PAR $0.0192923C8074,697210,807SH DFND100210,8070
WEATHERFORD INTL PLC ORD SHSG4883310068281,305SH DFND9081,3050
WEBSTER FINL CORP CONN COM9478901093629,746SH DFND909,7460
WEC ENERGY GROUP INC COM92939U1061,89536,938SH DFND10036,9380
WEC ENERGY GROUP INC COM92939U10671713,968SH DFND9012,2300
WEINGARTEN RLTY INVS SH BEN INT94874110351814,967SH DFND9014,9670
WELLS FARGO & CO NEW COM94974610118,890347,495SH DFND40238,8470
WELLS FARGO & CO NEW COM9497461015,22996,200SH DFND1000
WELLS FARGO & CO NEW COM94974610111,687214,987SH DFND3000
WELLS FARGO & CO NEW COM94974610121,830401,573SH DFND80401,5730
WELLS FARGO & CO NEW COM94974610120,175371,134SH DFND100371,1340
WELLS FARGO & CO NEW COM94974610128,985533,212SH DFND90527,3020
WELLTOWER INC COM95040Q10436,835541,454SH DFND80541,4540
WELLTOWER INC COM95040Q1042,50236,782SH DFND9036,7820
WESTERN ALLIANCE BANCORP COM9576381095,806161,894SH DFND100161,8940
WESTERN DIGITAL CORP COM9581021052,92248,661SH DFND10048,6610
WESTERN DIGITAL CORP COM9581021051,02016,979SH DFND9016,9790
WESTERN UN CO COM9598021091,00556,109SH DFND9056,1090
WESTLAKE CHEM CORP COM9604131021,06919,677SH DFND10019,6770
WEYERHAEUSER CO COM9621661041,23641,235SH DFND9041,2350
WGL HLDGS INC COM92924F1065879,325SH DFND909,3250
WHIRLPOOL CORP COM9633201067,60351,767SH DFND4051,7670
WHIRLPOOL CORP COM9633201068705,926SH DFND904,4410
WHIRLPOOL CORP COM9633201061,3669,302SH DFND3000
WHITEWAVE FOODS CO COM9662441053087,926SH DFND907,9260
WHITING PETE CORP NEW COM96638710216,7181,770,968SH DFND1001,770,9680
WHOLE FOODS MKT INC COM9668371063,833114,425SH DFND40114,4250
WHOLE FOODS MKT INC COM96683710660718,119SH DFND3000
WHOLE FOODS MKT INC COM9668371061,47043,870SH DFND9043,8700
WHOLE FOODS MKT INC COM96683710624,477730,669SH DFND100730,6690
WILLIAMS COS INC DEL COM9694571001,91874,628SH DFND9074,6280
WILLIAMS COS INC DEL COM9694571001,19246,391SH DFND3000
WINDSTREAM HLDGS INC COM NEW97382A20014422,321SH DFND9022,3210
WIPRO LTD SPON ADR 1 SH97651M10997684,541SH DFND6084,5410
WISDOMTREE INVTS INC COM97717P10417611,224SH DFND10011,2240
WORKDAY INC CL A98138H1016988,766SH DFND908,7660
WPX ENERGY INC COM98212B10316528,696SH DFND9028,6960
WYNDHAM WORLDWIDE CORP COM98310W10882011,293SH DFND9011,2930
WYNDHAM WORLDWIDE CORP COM98310W1083,50548,247SH DFND4048,2470
WYNN RESORTS LTD COM9831341073945,701SH DFND905,7010
WYNN RESORTS LTD COM9831341074416,380SH DFND3000
XCEL ENERGY INC COM98389B10065218,164SH DFND9018,1640
XEROX CORP COM9841211031,153108,433SH DFND90108,4330
XEROX CORP COM9841211031,260118,507SH DFND3000
XILINX INC COM98391910195220,278SH DFND9020,2780
XILINX INC COM9839191011,13524,154SH DFND3000
XILINX INC COM9839191012354,999SH DFND1004,9990
XYLEM INC COM98419M10078721,561SH DFND9021,5610
XYLEM INC COM98419M1003,943108,036SH DFND4000
YAHOO INC COM9843321062,14564,482SH DFND4025,0310
YAHOO INC COM9843321061,52245,773SH DFND3000
YAHOO INC COM9843321062,18465,679SH DFND9065,6790
YAHOO INC COM98433210656517,000SH DFND5017,0000
YAHOO INC NOTE 12/0984332AF34,8775,000,000PRN DFND5093,5810
YAHOO INC NOTE 12/0984332AF335,16436,050,000PRN DFND40674,7160
YAMANA GOLD INC COM98462Y10017393,195SH DFND9093,1950
YPF SOCIEDAD ANONIMA SPON ADR CL D98424510085154,122SH DFND4054,1220
YUM BRANDS INC COM9884981012,26430,986SH DFND9028,7750
YUM BRANDS INC COM9884981011,60521,969SH DFND3000
YUM BRANDS INC COM9884981013,56748,835SH DFND4048,8350
ZIMMER BIOMET HLDGS INC COM98956P1021,27412,422SH DFND9012,4220
ZIMMER BIOMET HLDGS INC COM98956P10227,597269,000SH DFND80269,0000
ZIONS BANCORPORATION COM98970110752119,074SH DFND9019,0740
ZOETIS INC CL A98978V1032,31748,358SH DFND9048,3580
ZOETIS INC CL A98978V1032,30448,072SH DFND4048,0720