The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 6,229 41,351 SH   DFND 9 0 34,450 0
3M CO COM 88579Y101 9,030 59,947 SH   DFND 4 0 34,068 0
3M CO COM 88579Y101 5,199 34,516 SH   DFND 3 0 0 0
3M CO COM 88579Y101 34,536 229,265 SH   DFND 10 0 229,265 0
51JOB INC SP ADR REP COM 316827104 6,409 217,561 SH   DFND 10 0 435,122 0
51JOB INC SP ADR REP COM 316827104 448 15,208 SH   DFND 6 0 30,416 0
ABBOTT LABS COM 002824100 2,955 65,800 SH   DFND 3 0 0 0
ABBOTT LABS COM 002824100 364 8,111 SH   DFND 4 0 0 0
ABBOTT LABS COM 002824100 3,254 72,456 SH   DFND 9 0 68,933 0
ABBOTT LABS COM 002824100 4,619 102,842 SH   DFND 10 0 102,842 0
ABBVIE INC COM 00287Y109 4,055 68,455 SH   DFND 3 0 0 0
ABBVIE INC COM 00287Y109 4,766 80,445 SH   DFND 9 0 77,504 0
ABBVIE INC COM 00287Y109 9,566 161,483 SH   DFND 4 0 161,483 0
ABBVIE INC COM 00287Y109 75,156 1,268,669 SH   DFND 10 0 1,268,669 0
ABBVIE INC COM 00287Y109 9,508 160,500 SH   DFND 5 0 160,500 0
ABBVIE INC COM 00287Y109 11,313 190,977 SH   DFND 8 0 190,977 0
ABIOMED INC COM 003654100 14,439 159,934 SH   DFND 10 0 159,934 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 224 2,140 SH   DFND 8 0 2,140 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,275 60,044 SH   DFND 9 0 47,645 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 20,874 199,755 SH   DFND 4 0 161,191 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,788 26,676 SH   DFND 3 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,931 18,483 SH   DFND 10 0 18,483 0
ACE LTD SHS H0023R105 5,555 47,539 SH   DFND 4 0 13,665 0
ACE LTD SHS H0023R105 3,012 25,774 SH   DFND 9 0 25,502 0
ACE LTD SHS H0023R105 627 5,365 SH   DFND 10 0 5,365 0
ACE LTD SHS H0023R105 2,474 21,173 SH   DFND 3 0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,363 61,044 SH   DFND 9 0 61,044 0
ACUITY BRANDS INC COM 00508Y102 5,894 25,211 SH   DFND 4 0 25,211 0
ACUITY BRANDS INC COM 00508Y102 903 3,864 SH   DFND 9 0 1,822 0
ADOBE SYS INC COM 00724F101 11,458 121,972 SH   DFND 4 0 69,259 0
ADOBE SYS INC COM 00724F101 256 2,726 SH   DFND 8 0 2,726 0
ADOBE SYS INC COM 00724F101 1,127 12,000 SH   DFND 5 0 12,000 0
ADOBE SYS INC COM 00724F101 2,730 29,066 SH   DFND 9 0 29,066 0
ADVANCE AUTO PARTS INC COM 00751Y106 882 5,859 SH   DFND 9 0 5,859 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,834 25,475 SH   DFND 4 0 25,475 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,599 10,622 SH   DFND 10 0 10,622 0
AECOM COM 00766T100 2,265 75,415 SH   DFND 4 0 75,415 0
AERCAP HOLDINGS NV SHS N00985106 734 17,005 SH   DFND 9 0 14,409 0
AES CORP COM 00130H105 306 31,935 SH   DFND 9 0 31,935 0
AES CORP COM 00130H105 726 75,899 SH   DFND 3 0 0 0
AETNA INC NEW COM 00817Y108 2,948 27,265 SH   DFND 9 0 26,009 0
AETNA INC NEW COM 00817Y108 21,991 203,395 SH   DFND 10 0 203,395 0
AETNA INC NEW COM 00817Y108 1,752 16,200 SH   DFND 1 0 0 0
AETNA INC NEW COM 00817Y108 2,570 23,767 SH   DFND 3 0 0 0
AETNA INC NEW COM 00817Y108 11,658 107,827 SH   DFND 4 0 107,827 0
AFFILIATED MANAGERS GROUP COM 008252108 756 4,735 SH   DFND 9 0 4,735 0
AFLAC INC COM 001055102 1,806 30,157 SH   DFND 9 0 30,157 0
AFLAC INC COM 001055102 1,123 18,742 SH   DFND 3 0 0 0
AGCO CORP COM 001084102 227 5,009 SH   DFND 9 0 5,009 0
AGCO CORP COM 001084102 1,710 37,675 SH   DFND 4 0 37,675 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,810 91,118 SH   DFND 4 0 9,500 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,253 29,975 SH   DFND 9 0 29,975 0
AGL RES INC COM 001204106 966 15,133 SH   DFND 9 0 12,677 0
AGNICO EAGLE MINES LTD COM 008474108 1,235 46,999 SH   DFND 9 0 45,831 0
AGNICO EAGLE MINES LTD COM 008474108 609 23,171 SH   DFND 3 0 0 0
AGNICO EAGLE MINES LTD COM 008474108 782 29,760 SH   DFND 10 0 29,760 0
AGNICO EAGLE MINES LTD COM 008474108 1,656 63,000 SH   DFND 1 0 0 0
AGRIUM INC COM 008916108 927 10,381 SH   DFND 9 0 10,381 0
AIR LEASE CORP CL A 00912X302 5,896 176,095 SH   DFND 10 0 176,095 0
AIR PRODS & CHEMS INC COM 009158106 3,200 24,598 SH   DFND 3 0 0 0
AIR PRODS & CHEMS INC COM 009158106 361 2,772 SH   DFND 4 0 0 0
AIR PRODS & CHEMS INC COM 009158106 2,160 16,605 SH   DFND 10 0 16,605 0
AIR PRODS & CHEMS INC COM 009158106 5,853 44,983 SH   DFND 9 0 43,779 0
AIRGAS INC COM 009363102 1,138 8,227 SH   DFND 9 0 7,843 0
AIRGAS INC COM 009363102 1,138 8,227 SH   DFND 10 0 8,227 0
AKAMAI TECHNOLOGIES INC COM 00971T101 778 14,786 SH   DFND 9 0 14,786 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 17,235 18,000,000 PRN   DFND 4 0 200,972 0
ALASKA AIR GROUP INC COM 011659109 12,829 159,344 SH   DFND 4 0 159,344 0
ALASKA AIR GROUP INC COM 011659109 978 12,147 SH   DFND 9 0 1,463 0
ALBEMARLE CORP COM 012653101 396 7,069 SH   DFND 9 0 7,069 0
ALCOA INC COM 013817101 612 62,049 SH   DFND 4 0 62,049 0
ALCOA INC COM 013817101 506 51,295 SH   DFND 9 0 44,799 0
ALCOA INC COM 013817101 320 32,420 SH   DFND 10 0 32,420 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 540 5,978 SH   DFND 9 0 5,978 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5,488 60,735 SH   DFND 8 0 60,735 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,112 11,072 SH   DFND 9 0 11,072 0
ALEXION PHARMACEUTICALS INC COM 015351109 33,229 174,201 SH   DFND 10 0 174,201 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 16,985 209,000 SH   DFND 8 0 209,000 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,930 23,742 SH   DFND 9 0 23,742 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 43,720 537,963 SH   DFND 6 0 537,963 0
ALIGN TECHNOLOGY INC COM 016255101 5,718 86,834 SH   DFND 10 0 86,834 0
ALKERMES PLC SHS G01767105 7,879 99,251 SH   DFND 10 0 99,251 0
ALKERMES PLC SHS G01767105 372 4,688 SH   DFND 9 0 4,688 0
ALLEGHANY CORP DEL COM 017175100 874 1,828 SH   DFND 9 0 1,768 0
ALLEGIANT TRAVEL CO COM 01748X102 806 4,805 SH   DFND 9 0 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 746 11,314 SH   DFND 9 0 8,274 0
ALLEGION PUB LTD CO ORD SHS G0176J109 19,512 296,000 SH   DFND 8 0 296,000 0
ALLERGAN PLC SHS G0177J108 1,714 5,484 SH   DFND 5 0 5,484 0
ALLERGAN PLC SHS G0177J108 1,455 4,656 SH   DFND 3 0 0 0
ALLERGAN PLC SHS G0177J108 64,898 207,673 SH   DFND 10 0 207,673 0
ALLERGAN PLC SHS G0177J108 12,204 39,054 SH   DFND 8 0 39,054 0
ALLERGAN PLC SHS G0177J108 5,271 16,866 SH   DFND 4 0 5,692 0
ALLERGAN PLC SHS G0177J108 5,923 18,955 SH   DFND 9 0 18,510 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 528 1,908 SH   DFND 4 0 1,908 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,091 3,944 SH   DFND 9 0 3,944 0
ALLIANT ENERGY CORP COM 018802108 238 3,811 SH   DFND 9 0 3,811 0
ALLIANT ENERGY CORP COM 018802108 720 11,524 SH   DFND 10 0 11,524 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 538 14,454 SH   DFND 9 0 14,454 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,681 103,567 SH   DFND 4 0 103,567 0
ALLSTATE CORP COM 020002101 1,455 23,426 SH   DFND 9 0 22,977 0
ALLSTATE CORP COM 020002101 812 13,080 SH   DFND 4 0 13,080 0
ALLY FINL INC COM 02005N100 791 42,438 SH   DFND 9 0 42,438 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,135 22,682 SH   DFND 10 0 22,682 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 227 2,412 SH   DFND 9 0 2,412 0
ALPHABET INC CAP STK CL C 02079K107 3,898 5,136 SH   DFND 8 0 0 0
ALPHABET INC CAP STK CL C 02079K107 1,164 1,534 SH   DFND 4 0 0 0
ALPHABET INC CAP STK CL C 02079K107 13,470 17,750 SH   DFND 9 0 0 0
ALPHABET INC CAP STK CL C 02079K107 8,418 11,093 SH   DFND 3 0 0 0
ALPHABET INC CAP STK CL C 02079K107 1,214 1,600 SH   DFND 5 0 0 0
ALPHABET INC CAP STK CL C 02079K107 26,239 34,576 SH   DFND 10 0 0 0
ALPHABET INC CAP STK CL A 02079K305 3,968 5,100 SH   DFND 4 0 4,291 0
ALPHABET INC CAP STK CL A 02079K305 6,302 8,100 SH   DFND 5 0 8,100 0
ALPHABET INC CAP STK CL A 02079K305 8,614 11,072 SH   DFND 3 0 0 0
ALPHABET INC CAP STK CL A 02079K305 60,170 77,338 SH   DFND 8 0 77,338 0
ALPHABET INC CAP STK CL A 02079K305 12,240 15,733 SH   DFND 9 0 15,381 0
ALPHABET INC CAP STK CL A 02079K305 118,512 152,327 SH   DFND 10 0 152,327 0
ALTRIA GROUP INC COM 02209S103 9,680 166,289 SH   DFND 9 0 131,071 0
ALTRIA GROUP INC COM 02209S103 7,162 123,037 SH   DFND 4 0 114,783 0
ALTRIA GROUP INC COM 02209S103 38,526 661,842 SH   DFND 10 0 661,842 0
ALTRIA GROUP INC COM 02209S103 7,735 132,881 SH   DFND 8 0 132,881 0
ALTRIA GROUP INC COM 02209S103 2,515 43,200 SH   DFND 5 0 43,200 0
ALTRIA GROUP INC COM 02209S103 5,268 90,502 SH   DFND 3 0 0 0
AMAZON COM INC COM 023135106 10,348 15,310 SH   DFND 3 0 0 0
AMAZON COM INC COM 023135106 8,726 12,911 SH   DFND 4 0 2,835 0
AMAZON COM INC COM 023135106 11,220 16,601 SH   DFND 9 0 16,185 0
AMAZON COM INC COM 023135106 61,444 90,908 SH   DFND 10 0 90,908 0
AMBEV SA SPONSORED ADR 02319V103 3,560 798,230 SH   DFND 2 0 266,800 0
AMC NETWORKS INC CL A 00164V103 5,054 67,671 SH   DFND 4 0 67,671 0
AMC NETWORKS INC CL A 00164V103 1,530 20,482 SH   DFND 10 0 20,482 0
AMC NETWORKS INC CL A 00164V103 637 8,534 SH   DFND 9 0 777 0
AMEREN CORP COM 023608102 335 7,738 SH   DFND 9 0 7,738 0
AMEREN CORP COM 023608102 1,851 42,807 SH   DFND 10 0 42,807 0
AMEREN CORP COM 023608102 1,245 28,805 SH   DFND 3 0 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,217 86,586 SH   DFND 2 0 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,179 226,083 SH   DFND 4 0 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 433 10,216 SH   DFND 9 0 10,216 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 315 16,622 SH   DFND 9 0 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 541 13,092 SH   DFND 9 0 13,092 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,703 98,219 SH   DFND 9 0 98,219 0
AMERICAN ELEC PWR INC COM 025537101 1,748 30,000 SH   DFND 1 0 0 0
AMERICAN ELEC PWR INC COM 025537101 24,341 417,731 SH   DFND 10 0 417,731 0
AMERICAN ELEC PWR INC COM 025537101 1,018 17,476 SH   DFND 9 0 17,476 0
AMERICAN ELEC PWR INC COM 025537101 1,859 31,897 SH   DFND 3 0 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,713 154,525 SH   DFND 10 0 154,525 0
AMERICAN EXPRESS CO COM 025816109 7,480 107,553 SH   DFND 4 0 107,553 0
AMERICAN EXPRESS CO COM 025816109 3,391 48,750 SH   DFND 9 0 48,750 0
AMERICAN EXPRESS CO COM 025816109 3,134 45,061 SH   DFND 3 0 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 530 7,359 SH   DFND 9 0 7,359 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,619 58,394 SH   DFND 3 0 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,231 36,000 SH   DFND 4 0 36,000 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,374 70,589 SH   DFND 9 0 70,589 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,823 61,684 SH   DFND 8 0 61,684 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,051 81,500 SH   DFND 5 0 81,500 0
AMERICAN INTL GROUP INC COM NEW 026874784 26,495 427,553 SH   DFND 10 0 427,553 0
AMERICAN TOWER CORP NEW COM 03027X100 1,596 16,466 SH   DFND 3 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 5,330 54,973 SH   DFND 9 0 54,973 0
AMERICAN TOWER CORP NEW COM 03027X100 4,363 45,000 SH   DFND 1 0 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,124 85,755 SH   DFND 9 0 82,070 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,838 64,237 SH   DFND 4 0 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 17,930 300,091 SH   DFND 10 0 300,091 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,032 34,000 SH   DFND 1 0 0 0
AMERIPRISE FINL INC COM 03076C106 1,479 13,894 SH   DFND 9 0 13,894 0
AMERIPRISE FINL INC COM 03076C106 18,238 171,378 SH   DFND 10 0 171,378 0
AMERISOURCEBERGEN CORP COM 03073E105 2,326 22,431 SH   DFND 3 0 0 0
AMERISOURCEBERGEN CORP COM 03073E105 13,484 130,016 SH   DFND 9 0 120,653 0
AMERISOURCEBERGEN CORP COM 03073E105 11,403 109,954 SH   DFND 4 0 109,954 0
AMETEK INC NEW COM 031100100 25,232 470,829 SH   DFND 10 0 470,829 0
AMETEK INC NEW COM 031100100 1,450 27,054 SH   DFND 9 0 27,054 0
AMGEN INC COM 031162100 1,023 6,300 SH   DFND 5 0 6,300 0
AMGEN INC COM 031162100 4,203 25,891 SH   DFND 3 0 0 0
AMGEN INC COM 031162100 3,594 22,142 SH   DFND 4 0 11,743 0
AMGEN INC COM 031162100 6,889 42,438 SH   DFND 9 0 42,438 0
AMGEN INC COM 031162100 1,923 11,847 SH   DFND 10 0 11,847 0
AMPHENOL CORP NEW CL A 032095101 5,349 102,416 SH   DFND 4 0 102,416 0
AMPHENOL CORP NEW CL A 032095101 2,182 41,778 SH   DFND 3 0 0 0
AMPHENOL CORP NEW CL A 032095101 9,920 189,932 SH   DFND 9 0 188,956 0
AMTRUST FINL SVCS INC COM 032359309 514 8,347 SH   DFND 9 0 0 0
ANADARKO PETE CORP COM 032511107 1,040 21,406 SH   DFND 3 0 0 0
ANADARKO PETE CORP COM 032511107 1,507 31,020 SH   DFND 9 0 31,020 0
ANADARKO PETE CORP COM 032511107 2,598 53,474 SH   DFND 10 0 53,474 0
ANALOG DEVICES INC COM 032654105 30,931 559,123 SH   DFND 10 0 559,123 0
ANALOG DEVICES INC COM 032654105 1,272 22,989 SH   DFND 9 0 22,989 0
ANALOG DEVICES INC COM 032654105 719 13,000 SH   DFND 5 0 13,000 0
ANNALY CAP MGMT INC COM 035710409 1,815 193,471 SH   DFND 9 0 193,471 0
ANSYS INC COM 03662Q105 1,366 14,770 SH   DFND 9 0 14,097 0
ANTERO RES CORP COM 03674X106 633 29,044 SH   DFND 9 0 29,044 0
ANTHEM INC COM 036752103 2,401 17,218 SH   DFND 3 0 0 0
ANTHEM INC COM 036752103 3,563 25,550 SH   DFND 9 0 25,048 0
ANTHEM INC COM 036752103 7,816 56,055 SH   DFND 10 0 56,055 0
AON PLC SHS CL A G0408V102 10,724 116,305 SH   DFND 4 0 116,305 0
AON PLC SHS CL A G0408V102 2,100 22,778 SH   DFND 9 0 22,778 0
AON PLC SHS CL A G0408V102 15,590 169,068 SH   DFND 8 0 169,068 0
AON PLC SHS CL A G0408V102 24,703 267,900 SH   DFND 10 0 267,900 0
AON PLC SHS CL A G0408V102 11,572 125,500 SH   DFND 5 0 125,500 0
APACHE CORP COM 037411105 697 15,663 SH   DFND 3 0 0 0
APACHE CORP COM 037411105 1,352 30,405 SH   DFND 10 0 30,405 0
APACHE CORP COM 037411105 1,211 27,235 SH   DFND 9 0 25,158 0
APARTMENT INVT & MGMT CO CL A 03748R101 15,468 386,415 SH   DFND 8 0 386,415 0
APPLE INC COM 037833100 26,275 249,621 SH   DFND 9 0 243,201 0
APPLE INC COM 037833100 8,206 77,961 SH   DFND 4 0 66,746 0
APPLE INC COM 037833100 27,642 262,605 SH   DFND 3 0 0 0
APPLE INC COM 037833100 5,410 51,400 SH   DFND 1 0 0 0
APPLE INC COM 037833100 96,852 920,122 SH   DFND 10 0 920,122 0
APPLE INC COM 037833100 42,391 402,724 SH   DFND 8 0 402,724 0
APPLIED MATLS INC COM 038222105 1,271 68,053 SH   DFND 9 0 68,053 0
APTARGROUP INC COM 038336103 3,676 50,600 SH   DFND 4 0 50,600 0
APTARGROUP INC COM 038336103 548 7,544 SH   DFND 9 0 7,544 0
AQUA AMERICA INC COM 03836W103 558 18,740 SH   DFND 9 0 18,740 0
ARAMARK COM 03852U106 1,075 33,328 SH   DFND 9 0 23,948 0
ARCH CAP GROUP LTD ORD G0450A105 959 13,755 SH   DFND 9 0 13,268 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,186 32,326 SH   DFND 3 0 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,085 29,571 SH   DFND 9 0 29,571 0
ARCHROCK INC COM 03957W106 75 10,007 SH   DFND 9 0 10,007 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2,391 2,400,000 PRN   DFND 4 0 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 7,970 8,000,000 PRN   DFND 5 0 435,637 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 20,577 20,500,000 PRN   DFND 4 0 1,076,964 0
ARIAD PHARMACEUTICALS INC COM 04033A100 5,943 950,851 SH   DFND 10 0 950,851 0
ARROW ELECTRS INC COM 042735100 216 3,978 SH   DFND 9 0 3,978 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 383 5,676 SH   DFND 9 0 0 0
ASHLAND INC NEW COM 044209104 718 6,996 SH   DFND 9 0 6,996 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 531 10,995 SH   DFND 9 0 10,995 0
ASSOCIATED BANC CORP COM 045487105 532 28,348 SH   DFND 9 0 28,348 0
ASSURANT INC COM 04621X108 1,063 13,204 SH   DFND 9 0 12,828 0
AT&T INC COM 00206R102 9,122 265,093 SH   DFND 3 0 0 0
AT&T INC COM 00206R102 7,992 232,244 SH   DFND 1 0 0 0
AT&T INC COM 00206R102 484 14,073 SH   DFND 4 0 0 0
AT&T INC COM 00206R102 13,722 398,767 SH   DFND 9 0 382,106 0
AT&T INC COM 00206R102 49,949 1,451,576 SH   DFND 10 0 1,451,576 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 6,247 79,859 SH   DFND 10 0 79,859 0
ATMEL CORP COM 049513104 14,671 1,703,905 SH   DFND 10 0 1,703,905 0
ATMOS ENERGY CORP COM 049560105 545 8,651 SH   DFND 9 0 8,651 0
ATWOOD OCEANICS INC COM 050095108 1,557 152,200 SH   DFND 4 0 152,200 0
AUTODESK INC COM 052769106 2,542 41,726 SH   DFND 3 0 0 0
AUTODESK INC COM 052769106 1,243 20,406 SH   DFND 9 0 20,406 0
AUTOLIV INC COM 052800109 1,116 8,944 SH   DFND 9 0 8,944 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4,236 50,000 SH   DFND 1 0 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,534 65,318 SH   DFND 9 0 50,014 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,864 69,216 SH   DFND 4 0 69,216 0
AUTOMATIC DATA PROCESSING IN COM 053015103 659 7,778 SH   DFND 10 0 7,778 0
AUTONATION INC COM 05329W102 4,023 67,435 SH   DFND 4 0 67,435 0
AUTONATION INC COM 05329W102 427 7,160 SH   DFND 9 0 4,067 0
AUTOZONE INC COM 053332102 2,968 4,000 SH   DFND 1 0 0 0
AUTOZONE INC COM 053332102 8,818 11,885 SH   DFND 9 0 11,811 0
AUTOZONE INC COM 053332102 1,819 2,452 SH   DFND 3 0 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 3,282 22,610 SH   DFND 9 0 22,610 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,903 19,999 SH   DFND 3 0 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 550 3,789 SH   DFND 4 0 3,789 0
AVALONBAY CMNTYS INC COM 053484101 2,744 14,900 SH   DFND 1 0 0 0
AVALONBAY CMNTYS INC COM 053484101 14,380 78,099 SH   DFND 8 0 78,099 0
AVALONBAY CMNTYS INC COM 053484101 2,948 16,010 SH   DFND 9 0 15,261 0
AVERY DENNISON CORP COM 053611109 7,717 123,161 SH   DFND 4 0 123,161 0
AVERY DENNISON CORP COM 053611109 2,288 36,509 SH   DFND 9 0 31,953 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 198 46,253 SH   DFND 4 0 0 0
AVIS BUDGET GROUP COM 053774105 559 15,393 SH   DFND 4 0 15,393 0
AVNET INC COM 053807103 908 21,203 SH   DFND 9 0 21,203 0
AXALTA COATING SYS LTD COM G0750C108 1,718 64,458 SH   DFND 4 0 64,458 0
AXALTA COATING SYS LTD COM G0750C108 268 10,074 SH   DFND 9 0 10,074 0
AXALTA COATING SYS LTD COM G0750C108 1,116 41,890 SH   DFND 10 0 41,890 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,240 22,059 SH   DFND 9 0 21,546 0
B/E AEROSPACE INC COM 073302101 535 12,631 SH   DFND 4 0 12,631 0
B/E AEROSPACE INC COM 073302101 795 18,754 SH   DFND 9 0 18,754 0
BAIDU INC SPON ADR REP A 056752108 3,554 18,800 SH   DFND 4 0 1,880 0
BAIDU INC SPON ADR REP A 056752108 6,597 34,900 SH   DFND 5 0 3,490 0
BAIDU INC SPON ADR REP A 056752108 26,027 137,681 SH   DFND 6 0 13,769 0
BAIDU INC SPON ADR REP A 056752108 1,206 6,382 SH   DFND 9 0 638 0
BAIDU INC SPON ADR REP A 056752108 4,634 24,515 SH   DFND 8 0 2,452 0
BAIDU INC SPON ADR REP A 056752108 13,782 72,905 SH   DFND 10 0 7,291 0
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BAKER HUGHES INC COM 057224107 950 20,586 SH   DFND 3 0 0 0
BALL CORP COM 058498106 1,236 16,995 SH   DFND 9 0 16,013 0
BALL CORP COM 058498106 1,990 27,364 SH   DFND 4 0 27,364 0
BALL CORP COM 058498106 748 10,282 SH   DFND 10 0 10,282 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 8,441 1,754,961 SH   DFND 2 0 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 934 194,155 SH   DFND 4 0 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 5,232 296,597 SH   DFND 10 0 118,638,800 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,535 87,020 SH   DFND 4 0 34,808,000 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 388 14,500 SH   DFND 2 0 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,926 72,013 SH   DFND 4 0 0 0
BANK AMER CORP COM 060505104 7,554 448,870 SH   DFND 3 0 0 0
BANK AMER CORP COM 060505104 433 25,755 SH   DFND 4 0 0 0
BANK AMER CORP COM 060505104 9,051 537,814 SH   DFND 9 0 526,626 0
BANK AMER CORP COM 060505104 942 55,976 SH   DFND 10 0 55,976 0
BANK HAWAII CORP COM 062540109 550 8,749 SH   DFND 9 0 8,749 0
BANK MONTREAL QUE COM 063671101 3,505 62,115 SH   DFND 9 0 58,938 0
BANK MONTREAL QUE COM 063671101 3,047 54,000 SH   DFND 1 0 0 0
BANK MONTREAL QUE COM 063671101 469 8,314 SH   DFND 10 0 8,314 0
BANK MONTREAL QUE COM 063671101 346 6,136 SH   DFND 4 0 0 0
BANK MONTREAL QUE COM 063671101 1,626 28,812 SH   DFND 3 0 0 0
BANK N S HALIFAX COM 064149107 2,282 56,432 SH   DFND 3 0 0 0
BANK N S HALIFAX COM 064149107 3,375 83,469 SH   DFND 9 0 79,088 0
BANK N S HALIFAX COM 064149107 330 8,153 SH   DFND 4 0 0 0
BANK NEW YORK MELLON CORP COM 064058100 9,894 240,029 SH   DFND 4 0 231,742 0
BANK NEW YORK MELLON CORP COM 064058100 2,833 68,735 SH   DFND 9 0 65,135 0
BANK NEW YORK MELLON CORP COM 064058100 2,394 58,090 SH   DFND 3 0 0 0
BANKUNITED INC COM 06652K103 528 14,643 SH   DFND 9 0 14,643 0
BANKUNITED INC COM 06652K103 6,570 182,199 SH   DFND 10 0 182,199 0
BARD C R INC COM 067383109 2,002 10,570 SH   DFND 3 0 0 0
BARD C R INC COM 067383109 2,855 15,071 SH   DFND 9 0 15,071 0
BARD C R INC COM 067383109 4,635 24,469 SH   DFND 4 0 24,469 0
BARRACUDA NETWORKS INC COM 068323104 5,162 276,350 SH   DFND 10 0 276,350 0
BARRICK GOLD CORP COM 067901108 840 113,797 SH   DFND 9 0 107,469 0
BAXALTA INC COM 07177M103 1,123 28,779 SH   DFND 9 0 28,779 0
BAXTER INTL INC COM 071813109 861 22,571 SH   DFND 3 0 0 0
BAXTER INTL INC COM 071813109 6,814 178,598 SH   DFND 9 0 176,482 0
BB&T CORP COM 054937107 2,282 60,342 SH   DFND 9 0 60,342 0
BB&T CORP COM 054937107 1,475 39,015 SH   DFND 3 0 0 0
BCE INC COM NEW 05534B760 1,564 40,500 SH   DFND 1 0 0 0
BCE INC COM NEW 05534B760 839 21,728 SH   DFND 10 0 21,728 0
BCE INC COM NEW 05534B760 9,195 238,096 SH   DFND 9 0 67,549 0
BECTON DICKINSON & CO COM 075887109 12,782 82,952 SH   DFND 9 0 80,914 0
BECTON DICKINSON & CO COM 075887109 2,773 17,999 SH   DFND 3 0 0 0
BECTON DICKINSON & CO COM 075887109 22,805 148,000 SH   DFND 8 0 148,000 0
BECTON DICKINSON & CO COM 075887109 541 3,514 SH   DFND 4 0 0 0
BED BATH & BEYOND INC COM 075896100 731 15,156 SH   DFND 3 0 0 0
BED BATH & BEYOND INC COM 075896100 1,507 31,234 SH   DFND 9 0 31,234 0
BEMIS INC COM 081437105 529 11,831 SH   DFND 9 0 11,831 0
BERKLEY W R CORP COM 084423102 751 13,711 SH   DFND 9 0 13,131 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 593 3 SH   DFND 9 0 3 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 468 3,546 SH   DFND 4 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,052 38,259 SH   DFND 3 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,565 27,000 SH   DFND 1 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,824 51,684 SH   DFND 9 0 5 0
BERRY PLASTICS GROUP INC COM 08579W103 2,284 63,141 SH   DFND 4 0 63,141 0
BERRY PLASTICS GROUP INC COM 08579W103 666 18,418 SH   DFND 9 0 758 0
BEST BUY INC COM 086516101 876 28,775 SH   DFND 9 0 28,775 0
BEST BUY INC COM 086516101 504 16,541 SH   DFND 3 0 0 0
BIG LOTS INC COM 089302103 731 18,955 SH   DFND 10 0 18,955 0
BIO RAD LABS INC CL A 090572207 528 3,806 SH   DFND 9 0 381 0
BIOGEN INC COM 09062X103 2,852 9,308 SH   DFND 3 0 0 0
BIOGEN INC COM 09062X103 4,252 13,878 SH   DFND 9 0 13,231 0
BIOGEN INC COM 09062X103 44,342 144,742 SH   DFND 10 0 144,742 0
BIOGEN INC COM 09062X103 14,794 48,291 SH   DFND 4 0 38,828 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,069 10,208 SH   DFND 9 0 10,208 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 16,488 157,387 SH   DFND 4 0 146,763 0
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BIOMED REALTY TRUST INC COM 09063H107 544 22,981 SH   DFND 9 0 22,981 0
BJS RESTAURANTS INC COM 09180C106 3,883 89,317 SH   DFND 10 0 89,317 0
BLACKROCK INC COM 09247X101 629 1,847 SH   DFND 10 0 1,847 0
BLACKROCK INC COM 09247X101 2,026 5,949 SH   DFND 3 0 0 0
BLACKROCK INC COM 09247X101 5,069 14,885 SH   DFND 4 0 4,646 0
BLACKROCK INC COM 09247X101 2,603 7,645 SH   DFND 9 0 7,645 0
BLOCK H & R INC COM 093671105 2,962 88,909 SH   DFND 4 0 88,909 0
BLOCK H & R INC COM 093671105 1,619 48,602 SH   DFND 9 0 40,213 0
BLOOMIN BRANDS INC COM 094235108 2,299 136,123 SH   DFND 4 0 136,123 0
BLOOMIN BRANDS INC COM 094235108 172 10,170 SH   DFND 9 0 1,578 0
BLUEBIRD BIO INC COM 09609G100 4,434 69,047 SH   DFND 10 0 69,047 0
BOEING CO COM 097023105 1,042 7,210 SH   DFND 9 0 7,210 0
BORGWARNER INC COM 099724106 453 10,475 SH   DFND 9 0 10,475 0
BORGWARNER INC COM 099724106 2,788 64,498 SH   DFND 4 0 0 0
BOSTON BEER INC CL A 100557107 3,487 17,271 SH   DFND 10 0 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 8,066 711,298 SH   DFND 10 0 711,298 0
BOSTON PROPERTIES INC COM 101121101 1,900 14,900 SH   DFND 1 0 0 0
BOSTON PROPERTIES INC COM 101121101 9,737 76,344 SH   DFND 8 0 76,344 0
BOSTON PROPERTIES INC COM 101121101 1,805 14,155 SH   DFND 9 0 13,893 0
BOSTON SCIENTIFIC CORP COM 101137107 318 17,230 SH   DFND 4 0 0 0
BOSTON SCIENTIFIC CORP COM 101137107 19,231 1,042,872 SH   DFND 10 0 1,042,872 0
BOSTON SCIENTIFIC CORP COM 101137107 1,691 91,701 SH   DFND 9 0 84,216 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 13,675 1,001,117 SH   DFND 8 0 1,001,117 0
BRF SA SPONSORED ADR 10552T107 426 30,850 SH   DFND 2 0 1,282 0
BRINKER INTL INC COM 109641100 3,363 70,137 SH   DFND 4 0 70,137 0
BRISTOL MYERS SQUIBB CO COM 110122108 7,318 106,385 SH   DFND 9 0 106,385 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,873 70,845 SH   DFND 3 0 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 19,554 284,260 SH   DFND 4 0 219,325 0
BRISTOL MYERS SQUIBB CO COM 110122108 236 3,426 SH   DFND 8 0 3,426 0
BRISTOL MYERS SQUIBB CO COM 110122108 29,330 426,363 SH   DFND 10 0 426,363 0
BRIXMOR PPTY GROUP INC COM 11120U105 650 25,165 SH   DFND 9 0 25,165 0
BRIXMOR PPTY GROUP INC COM 11120U105 11,014 426,563 SH   DFND 8 0 426,563 0
BROADCOM CORP CL A 111320107 221 3,816 SH   DFND 8 0 3,816 0
BROADCOM CORP CL A 111320107 2,377 41,106 SH   DFND 9 0 41,106 0
BROADCOM CORP CL A 111320107 5,144 88,970 SH   DFND 4 0 21,102 0
BROADCOM CORP CL A 111320107 3,028 52,363 SH   DFND 3 0 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,245 23,177 SH   DFND 9 0 17,057 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,513 47,973 SH   DFND 9 0 47,973 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,304 73,081 SH   DFND 3 0 0 0
BROWN & BROWN INC COM 115236101 620 19,316 SH   DFND 9 0 19,316 0
BROWN FORMAN CORP CL B 115637209 2,197 22,128 SH   DFND 3 0 0 0
BROWN FORMAN CORP CL B 115637209 1,302 13,115 SH   DFND 9 0 0 0
BROWN FORMAN CORP CL B 115637209 35,595 358,532 SH   DFND 10 0 0 0
BUFFALO WILD WINGS INC COM 119848109 5,420 33,950 SH   DFND 10 0 33,950 0
BUILDERS FIRSTSOURCE INC COM 12008R107 4,988 450,156 SH   DFND 10 0 450,156 0
BUNGE LIMITED COM G16962105 905 13,247 SH   DFND 9 0 13,247 0
BURLINGTON STORES INC COM 122017106 1,904 44,379 SH   DFND 10 0 44,379 0
BURLINGTON STORES INC COM 122017106 355 8,269 SH   DFND 9 0 605 0
BURLINGTON STORES INC COM 122017106 2,537 59,135 SH   DFND 4 0 59,135 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,054 33,111 SH   DFND 9 0 32,314 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,643 58,740 SH   DFND 4 0 58,740 0
CA INC COM 12673P105 1,370 47,969 SH   DFND 3 0 0 0
CA INC COM 12673P105 898 31,459 SH   DFND 4 0 31,459 0
CA INC COM 12673P105 2,357 82,541 SH   DFND 9 0 34,501 0
CA INC COM 12673P105 569 19,911 SH   DFND 10 0 19,911 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 870 27,266 SH   DFND 9 0 27,036 0
CABOT OIL & GAS CORP COM 127097103 934 52,774 SH   DFND 10 0 52,774 0
CABOT OIL & GAS CORP COM 127097103 750 42,369 SH   DFND 9 0 42,369 0
CABOT OIL & GAS CORP COM 127097103 467 26,382 SH   DFND 3 0 0 0
CALLON PETE CO DEL COM 13123X102 4,551 545,733 SH   DFND 10 0 545,733 0
CALPINE CORP COM NEW 131347304 155 10,704 SH   DFND 9 0 10,704 0
CALPINE CORP COM NEW 131347304 718 49,642 SH   DFND 10 0 49,642 0
CALPINE CORP COM NEW 131347304 700 48,355 SH   DFND 4 0 48,355 0
CAMDEN PPTY TR SH BEN INT 133131102 751 9,787 SH   DFND 9 0 9,787 0
CAMDEN PPTY TR SH BEN INT 133131102 24,958 325,142 SH   DFND 8 0 325,142 0
CAMECO CORP COM 13321L108 491 39,793 SH   DFND 3 0 0 0
CAMECO CORP COM 13321L108 300 24,362 SH   DFND 9 0 24,362 0
CAMECO CORP COM 13321L108 687 55,696 SH   DFND 10 0 55,696 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,281 20,275 SH   DFND 9 0 19,203 0
CAMERON INTERNATIONAL CORP COM 13342B105 560 8,856 SH   DFND 4 0 8,856 0
CAMPBELL SOUP CO COM 134429109 1,103 20,988 SH   DFND 3 0 0 0
CAMPBELL SOUP CO COM 134429109 3,270 62,229 SH   DFND 4 0 62,229 0
CAMPBELL SOUP CO COM 134429109 1,374 26,143 SH   DFND 9 0 26,143 0
CANADIAN NAT RES LTD COM 136385101 919 42,116 SH   DFND 9 0 42,116 0
CANADIAN NAT RES LTD COM 136385101 1,013 46,406 SH   DFND 3 0 0 0
CANADIAN NAT RES LTD COM 136385101 2,350 107,665 SH   DFND 10 0 107,665 0
CANADIAN NATL RY CO COM 136375102 2,638 47,203 SH   DFND 9 0 47,203 0
CANADIAN NATL RY CO COM 136375102 2,055 36,773 SH   DFND 3 0 0 0
CANADIAN NATL RY CO COM 136375102 1,453 26,000 SH   DFND 1 0 0 0
CANADIAN PAC RY LTD COM 13645T100 1,143 8,960 SH   DFND 9 0 8,960 0
CAPITAL ONE FINL CORP COM 14040H105 10,025 138,884 SH   DFND 10 0 138,884 0
CAPITAL ONE FINL CORP COM 14040H105 5,636 78,089 SH   DFND 4 0 78,089 0
CAPITAL ONE FINL CORP COM 14040H105 1,581 21,897 SH   DFND 3 0 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,362 32,719 SH   DFND 9 0 32,719 0
CAPITOL FED FINL INC COM 14057J101 524 41,716 SH   DFND 9 0 41,716 0
CARDINAL HEALTH INC COM 14149Y108 3,303 37,000 SH   DFND 1 0 0 0
CARDINAL HEALTH INC COM 14149Y108 2,333 26,136 SH   DFND 4 0 26,136 0
CARDINAL HEALTH INC COM 14149Y108 19,646 220,073 SH   DFND 8 0 220,073 0
CARDINAL HEALTH INC COM 14149Y108 3,400 38,091 SH   DFND 9 0 34,629 0
CARDINAL HEALTH INC COM 14149Y108 2,203 24,683 SH   DFND 3 0 0 0
CARE CAP PPTYS INC COM 141624106 278 9,081 SH   DFND 9 0 9,081 0
CARLISLE COS INC COM 142339100 614 6,922 SH   DFND 4 0 6,922 0
CARLISLE COS INC COM 142339100 557 6,282 SH   DFND 9 0 6,282 0
CARMAX INC COM 143130102 526 9,738 SH   DFND 9 0 9,738 0
CARNIVAL CORP PAIRED CTF 143658300 1,805 33,125 SH   DFND 3 0 0 0
CARNIVAL CORP PAIRED CTF 143658300 1,138 20,891 SH   DFND 4 0 20,891 0
CARNIVAL CORP PAIRED CTF 143658300 1,653 30,339 SH   DFND 9 0 26,168 0
CARRIZO OIL & GAS INC COM 144577103 5,753 194,487 SH   DFND 10 0 194,487 0
CASCADE BANCORP COM NEW 147154207 199 32,848 SH   DFND 10 0 32,848 0
CATERPILLAR INC DEL COM 149123101 1,999 29,421 SH   DFND 3 0 0 0
CATERPILLAR INC DEL COM 149123101 2,541 37,383 SH   DFND 9 0 35,040 0
CATERPILLAR INC DEL COM 149123101 367 5,394 SH   DFND 4 0 0 0
CBRE GROUP INC CL A 12504L109 442 12,789 SH   DFND 9 0 12,789 0
CBS CORP NEW CL B 124857202 943 20,000 SH   DFND 9 0 0 0
CBS CORP NEW CL B 124857202 1,086 23,048 SH   DFND 10 0 0 0
CBS CORP NEW CL B 124857202 10,861 230,448 SH   DFND 4 0 0 0
CDK GLOBAL INC COM 12508E101 5,964 125,641 SH   DFND 4 0 125,641 0
CDK GLOBAL INC COM 12508E101 862 18,155 SH   DFND 9 0 18,155 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,049 15,925 SH   DFND 3 0 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 7,451 113,123 SH   DFND 9 0 112,610 0
CDW CORP COM 12514G108 406 9,652 SH   DFND 9 0 5,210 0
CDW CORP COM 12514G108 985 23,422 SH   DFND 4 0 23,422 0
CELANESE CORP DEL COM SER A 150870103 819 12,162 SH   DFND 9 0 12,162 0
CELANESE CORP DEL COM SER A 150870103 1,017 15,103 SH   DFND 4 0 15,103 0
CELANESE CORP DEL COM SER A 150870103 2,652 39,382 SH   DFND 10 0 39,382 0
CELANESE CORP DEL COM SER A 150870103 1,791 26,605 SH   DFND 3 0 0 0
CELGENE CORP COM 151020104 5,076 42,383 SH   DFND 9 0 42,383 0
CELGENE CORP COM 151020104 4,295 35,867 SH   DFND 3 0 0 0
CELGENE CORP COM 151020104 5,090 42,500 SH   DFND 5 0 42,500 0
CELGENE CORP COM 151020104 9,796 81,796 SH   DFND 4 0 47,370 0
CELGENE CORP COM 151020104 53,854 449,685 SH   DFND 10 0 449,685 0
CELGENE CORP COM 151020104 22,857 190,854 SH   DFND 8 0 190,854 0
CEMEX SAB DE CV SPON ADR NEW 151290889 883 158,571 SH   DFND 2 0 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 3,198 574,098 SH   DFND 10 0 5,625,450 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2,411 432,822 SH   DFND 4 0 4,328,220 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 13,226 14,500,000 PRN   DFND 4 0 15,634,045 0
CENTENE CORP DEL COM 15135B101 695 10,556 SH   DFND 9 0 10,556 0
CENTERPOINT ENERGY INC COM 15189T107 883 48,109 SH   DFND 9 0 48,109 0
CENTERPOINT ENERGY INC COM 15189T107 839 45,718 SH   DFND 3 0 0 0
CENTURYLINK INC COM 156700106 614 24,419 SH   DFND 3 0 0 0
CENTURYLINK INC COM 156700106 2,227 88,514 SH   DFND 9 0 88,514 0
CENTURYLINK INC COM 156700106 2,557 101,632 SH   DFND 4 0 101,632 0
CENTURYLINK INC COM 156700106 3,111 123,648 SH   DFND 10 0 123,648 0
CERNER CORP COM 156782104 1,409 23,421 SH   DFND 9 0 23,421 0
CF INDS HLDGS INC COM 125269100 1,159 28,408 SH   DFND 9 0 28,408 0
CF INDS HLDGS INC COM 125269100 1,999 48,987 SH   DFND 4 0 48,987 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,786 9,756 SH   DFND 9 0 9,756 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 19,857 244,000 SH   DFND 8 0 244,000 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,230 64,269 SH   DFND 9 0 63,617 0
CHEESECAKE FACTORY INC COM 163072101 254 5,511 SH   DFND 9 0 0 0
CHEMTURA CORP COM NEW 163893209 3,307 121,255 SH   DFND 10 0 121,255 0
CHENIERE ENERGY INC COM NEW 16411R208 401 10,759 SH   DFND 9 0 10,759 0
CHENIERE ENERGY INC COM NEW 16411R208 611 16,414 SH   DFND 10 0 16,414 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 797 1,500,000 PRN   DFND 4 0 10,840 0
CHESAPEAKE ENERGY CORP COM 165167107 168 37,357 SH   DFND 9 0 37,357 0
CHEVRON CORP NEW COM 166764100 36,897 410,153 SH   DFND 10 0 410,153 0
CHEVRON CORP NEW COM 166764100 5,664 62,964 SH   DFND 4 0 56,566 0
CHEVRON CORP NEW COM 166764100 11,620 129,171 SH   DFND 9 0 101,363 0
CHEVRON CORP NEW COM 166764100 7,667 85,222 SH   DFND 3 0 0 0
CHEVRON CORP NEW COM 166764100 223 2,476 SH   DFND 6 0 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 360 9,241 SH   DFND 9 0 9,241 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,486 38,100 SH   DFND 4 0 38,100 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,495 3,115 SH   DFND 9 0 2,944 0
CHURCH & DWIGHT INC COM 171340102 1,331 15,685 SH   DFND 3 0 0 0
CHURCH & DWIGHT INC COM 171340102 2,152 25,353 SH   DFND 9 0 24,236 0
CIENA CORP COM NEW 171779309 3,762 181,807 SH   DFND 4 0 181,807 0
CIGNA CORPORATION COM 125509109 4,787 32,712 SH   DFND 4 0 32,712 0
CIGNA CORPORATION COM 125509109 3,384 23,125 SH   DFND 9 0 21,128 0
CIGNA CORPORATION COM 125509109 18,283 124,941 SH   DFND 10 0 124,941 0
CIMAREX ENERGY CO COM 171798101 11,055 123,681 SH   DFND 10 0 123,681 0
CIMAREX ENERGY CO COM 171798101 509 5,696 SH   DFND 9 0 5,696 0
CINCINNATI FINL CORP COM 172062101 870 14,706 SH   DFND 9 0 14,230 0
CINEMARK HOLDINGS INC COM 17243V102 351 10,490 SH   DFND 9 0 8,066 0
CINTAS CORP COM 172908105 3,619 39,751 SH   DFND 4 0 39,751 0
CINTAS CORP COM 172908105 7,086 77,823 SH   DFND 9 0 68,362 0
CISCO SYS INC COM 17275R102 6,409 236,024 SH   DFND 3 0 0 0
CISCO SYS INC COM 17275R102 8,509 313,352 SH   DFND 9 0 307,368 0
CISCO SYS INC COM 17275R102 48,710 1,793,759 SH   DFND 8 0 1,793,759 0
CISCO SYS INC COM 17275R102 75,035 2,763,216 SH   DFND 10 0 2,763,216 0
CISCO SYS INC COM 17275R102 12,138 447,000 SH   DFND 5 0 447,000 0
CISCO SYS INC COM 17275R102 4,447 163,779 SH   DFND 4 0 150,004 0
CIT GROUP INC COM NEW 125581801 824 20,754 SH   DFND 9 0 20,754 0
CITIGROUP INC COM NEW 172967424 6,584 127,227 SH   DFND 3 0 0 0
CITIGROUP INC COM NEW 172967424 18,846 364,168 SH   DFND 10 0 364,168 0
CITIGROUP INC COM NEW 172967424 7,727 149,310 SH   DFND 9 0 145,609 0
CITIGROUP INC COM NEW 172967424 441 8,519 SH   DFND 4 0 0 0
CITIZENS FINL GROUP INC COM 174610105 1,183 45,189 SH   DFND 9 0 45,189 0
CITRIX SYS INC COM 177376100 4,419 58,415 SH   DFND 4 0 58,415 0
CITRIX SYS INC COM 177376100 15,830 209,249 SH   DFND 10 0 209,249 0
CITRIX SYS INC COM 177376100 4,826 63,795 SH   DFND 8 0 63,795 0
CITRIX SYS INC COM 177376100 1,121 14,823 SH   DFND 9 0 14,823 0
CITRIX SYS INC COM 177376100 6,657 88,000 SH   DFND 5 0 88,000 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 38,500 35,000,000 PRN   DFND 4 0 372,222 0
CLEAN HARBORS INC COM 184496107 283 6,800 SH   DFND 4 0 6,800 0
CLOROX CO DEL COM 189054109 2,156 17,000 SH   DFND 1 0 0 0
CLOROX CO DEL COM 189054109 6,972 54,973 SH   DFND 4 0 54,973 0
CLOROX CO DEL COM 189054109 5,267 41,530 SH   DFND 9 0 25,874 0
CLUBCORP HLDGS INC COM 18948M108 6,295 344,546 SH   DFND 10 0 344,546 0
CME GROUP INC COM 12572Q105 2,887 31,865 SH   DFND 9 0 30,091 0
CME GROUP INC COM 12572Q105 2,299 25,372 SH   DFND 3 0 0 0
CME GROUP INC COM 12572Q105 743 8,202 SH   DFND 10 0 8,202 0
CMS ENERGY CORP COM 125896100 1,737 48,146 SH   DFND 10 0 48,146 0
CMS ENERGY CORP COM 125896100 433 12,007 SH   DFND 9 0 12,007 0
CNA FINL CORP COM 126117100 521 14,818 SH   DFND 9 0 14,818 0
CNO FINL GROUP INC COM 12621E103 7,480 391,854 SH   DFND 10 0 391,854 0
COACH INC COM 189754104 6,456 197,265 SH   DFND 4 0 197,265 0
COACH INC COM 189754104 1,368 41,798 SH   DFND 10 0 41,798 0
COACH INC COM 189754104 845 25,809 SH   DFND 9 0 25,809 0
COACH INC COM 189754104 462 14,127 SH   DFND 3 0 0 0
COCA COLA CO COM 191216100 11,882 276,590 SH   DFND 9 0 271,479 0
COCA COLA CO COM 191216100 505 11,764 SH   DFND 4 0 0 0
COCA COLA CO COM 191216100 1,289 30,000 SH   DFND 1 0 0 0
COCA COLA CO COM 191216100 7,549 175,731 SH   DFND 3 0 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 3,147 63,908 SH   DFND 4 0 63,908 0
COCA COLA ENTERPRISES INC NE COM 19122T109 1,488 30,218 SH   DFND 9 0 30,218 0
COCA COLA ENTERPRISES INC NE COM 19122T109 1,865 37,882 SH   DFND 3 0 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,222 37,016 SH   DFND 9 0 37,016 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,348 39,124 SH   DFND 3 0 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,065 17,751 SH   DFND 10 0 17,751 0
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COLGATE PALMOLIVE CO COM 194162103 6,759 101,451 SH   DFND 4 0 96,081 0
COLGATE PALMOLIVE CO COM 194162103 6,789 101,904 SH   DFND 9 0 70,049 0
COLGATE PALMOLIVE CO COM 194162103 3,198 48,000 SH   DFND 1 0 0 0
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COLUMBIA BKG SYS INC COM 197236102 5,297 162,930 SH   DFND 10 0 162,930 0
COLUMBIA PIPELINE GROUP INC COM 198280109 515 25,735 SH   DFND 9 0 25,735 0
COLUMBIA PPTY TR INC COM NEW 198287203 486 20,705 SH   DFND 9 0 20,705 0
COLUMBIA SPORTSWEAR CO COM 198516106 5,663 116,149 SH   DFND 10 0 116,149 0
COMCAST CORP NEW CL A 20030N101 2,565 45,446 SH   DFND 4 0 5,027 0
COMCAST CORP NEW CL A 20030N101 51,195 907,233 SH   DFND 10 0 120,027 0
COMCAST CORP NEW CL A 20030N101 14,273 252,929 SH   DFND 9 0 32,955 0
COMCAST CORP NEW CL A 20030N101 18,293 324,163 SH   DFND 8 0 42,887 0
COMCAST CORP NEW CL A 20030N101 4,881 86,500 SH   DFND 5 0 11,444 0
COMCAST CORP NEW CL A 20030N101 8,191 145,155 SH   DFND 3 0 0 0
COMERICA INC COM 200340107 249 5,952 SH   DFND 10 0 5,952 0
COMERICA INC COM 200340107 847 20,250 SH   DFND 9 0 20,250 0
COMMERCE BANCSHARES INC COM 200525103 534 12,564 SH   DFND 9 0 12,564 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 394 21,100 SH   DFND 9 0 21,100 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 643 61,090 SH   DFND 2 0 0 0
COMPUTER SCIENCES CORP COM 205363104 265 8,102 SH   DFND 9 0 8,102 0
CONAGRA FOODS INC COM 205887102 5,589 132,574 SH   DFND 4 0 132,574 0
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CONCHO RES INC COM 20605P101 762 8,209 SH   DFND 9 0 8,209 0
CONCHO RES INC COM 20605P101 11,853 127,642 SH   DFND 10 0 127,642 0
CONMED CORP COM 207410101 8,461 192,069 SH   DFND 10 0 192,069 0
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CONOCOPHILLIPS COM 20825C104 264 5,644 SH   DFND 4 0 0 0
CONOCOPHILLIPS COM 20825C104 2,878 61,646 SH   DFND 9 0 59,194 0
CONSOLIDATED EDISON INC COM 209115104 1,229 19,115 SH   DFND 3 0 0 0
CONSOLIDATED EDISON INC COM 209115104 4,406 68,549 SH   DFND 9 0 66,833 0
CONSOLIDATED EDISON INC COM 209115104 1,928 30,000 SH   DFND 1 0 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,032 7,246 SH   DFND 4 0 7,246 0
CONSTELLATION BRANDS INC CL A 21036P108 2,980 20,922 SH   DFND 9 0 20,922 0
CONTINENTAL RESOURCES INC COM 212015101 1,987 86,472 SH   DFND 10 0 86,472 0
COOPER COS INC COM NEW 216648402 470 3,504 SH   DFND 9 0 3,241 0
COPA HOLDINGS SA CL A P31076105 2,152 44,600 SH   DFND 4 0 0 0
CORE LABORATORIES N V COM N22717107 1,190 10,941 SH   DFND 10 0 10,941 0
CORE LABORATORIES N V COM N22717107 942 8,661 SH   DFND 9 0 8,661 0
CORNING INC COM 219350105 1,634 89,413 SH   DFND 9 0 89,413 0
CORNING INC COM 219350105 1,645 89,999 SH   DFND 3 0 0 0
COSAN LTD SHS A G25343107 996 269,831 SH   DFND 4 0 269,831 0
COSAN LTD SHS A G25343107 5,562 1,507,256 SH   DFND 2 0 734,557 0
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COSTCO WHSL CORP NEW COM 22160K105 2,844 17,612 SH   DFND 3 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 410 2,537 SH   DFND 4 0 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 273 2,149 SH   DFND 9 0 0 0
CRANE CO COM 224399105 487 10,181 SH   DFND 9 0 10,181 0
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CREE INC COM 225447101 1,968 73,800 SH   DFND 4 0 73,800 0
CRITEO S A SPONS ADS 226718104 1,109 28,000 SH   DFND 5 0 28,000 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,842 44,438 SH   DFND 9 0 43,396 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,285 38,000 SH   DFND 1 0 0 0
CROWN HOLDINGS INC COM 228368106 2,152 42,452 SH   DFND 4 0 42,452 0
CROWN HOLDINGS INC COM 228368106 1,538 30,335 SH   DFND 10 0 30,335 0
CROWN HOLDINGS INC COM 228368106 736 14,516 SH   DFND 9 0 14,516 0
CST BRANDS INC COM 12646R105 857 21,898 SH   DFND 10 0 21,898 0
CSX CORP COM 126408103 10,716 412,944 SH   DFND 4 0 412,944 0
CSX CORP COM 126408103 1,855 71,484 SH   DFND 9 0 71,484 0
CSX CORP COM 126408103 1,857 71,578 SH   DFND 3 0 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 11,732 253,224 SH   DFND 6 0 7,914 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 278 6,002 SH   DFND 9 0 188 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,887 40,738 SH   DFND 10 0 1,273 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 2,005 1,500,000 PRN   DFND 4 0 9,568 0
CULLEN FROST BANKERS INC COM 229899109 493 8,220 SH   DFND 9 0 8,220 0
CUMMINS INC COM 231021106 982 11,157 SH   DFND 3 0 0 0
CUMMINS INC COM 231021106 785 8,917 SH   DFND 9 0 7,827 0
CUMMINS INC COM 231021106 7,099 80,665 SH   DFND 4 0 78,155 0
CVS HEALTH CORP COM 126650100 40,886 418,190 SH   DFND 8 0 418,190 0
CVS HEALTH CORP COM 126650100 22,267 227,749 SH   DFND 4 0 179,239 0
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CVS HEALTH CORP COM 126650100 6,103 62,417 SH   DFND 9 0 60,387 0
CVS HEALTH CORP COM 126650100 62,738 641,691 SH   DFND 10 0 641,691 0
D R HORTON INC COM 23331A109 648 20,238 SH   DFND 9 0 20,238 0
DANAHER CORP DEL COM 235851102 2,497 26,888 SH   DFND 3 0 0 0
DANAHER CORP DEL COM 235851102 4,433 47,728 SH   DFND 4 0 0 0
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DANAHER CORP DEL COM 235851102 39,699 427,424 SH   DFND 10 0 427,424 0
DANAHER CORP DEL COM 235851102 1,207 13,000 SH   DFND 1 0 0 0
DARDEN RESTAURANTS INC COM 237194105 1,294 20,330 SH   DFND 9 0 19,631 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,856 26,630 SH   DFND 4 0 26,630 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,464 21,000 SH   DFND 1 0 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,373 19,693 SH   DFND 9 0 19,693 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 4,600 123,096 SH   DFND 9 0 123,096 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 6,953 186,060 SH   DFND 8 0 186,060 0
DDR CORP COM 23317H102 9,888 587,171 SH   DFND 8 0 587,171 0
DEAN FOODS CO NEW COM NEW 242370203 278 16,233 SH   DFND 9 0 0 0
DEERE & CO COM 244199105 8,554 112,160 SH   DFND 9 0 112,160 0
DEERE & CO COM 244199105 1,511 19,812 SH   DFND 3 0 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,113 12,980 SH   DFND 4 0 12,980 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,726 20,136 SH   DFND 9 0 19,017 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,187 13,842 SH   DFND 3 0 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 16,293 190,050 SH   DFND 10 0 190,050 0
DELTA AIR LINES INC DEL COM NEW 247361702 7,764 153,174 SH   DFND 4 0 153,174 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,424 67,556 SH   DFND 9 0 48,563 0
DENTSPLY INTL INC NEW COM 249030107 1,961 32,233 SH   DFND 9 0 32,233 0
DEVON ENERGY CORP NEW COM 25179M103 1,623 50,716 SH   DFND 10 0 50,716 0
DEVON ENERGY CORP NEW COM 25179M103 968 30,237 SH   DFND 9 0 30,237 0
DEVON ENERGY CORP NEW COM 25179M103 3,001 93,785 SH   DFND 4 0 93,785 0
DEVON ENERGY CORP NEW COM 25179M103 937 29,289 SH   DFND 3 0 0 0
DEVRY ED GROUP INC COM 251893103 2,194 86,700 SH   DFND 4 0 86,700 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 419 19,854 SH   DFND 9 0 19,854 0
DIAMONDROCK HOSPITALITY CO COM 252784301 6,986 723,938 SH   DFND 8 0 723,938 0
DIAMONDROCK HOSPITALITY CO COM 252784301 2,562 265,441 SH   DFND 10 0 265,441 0
DICKS SPORTING GOODS INC COM 253393102 1,509 42,685 SH   DFND 10 0 42,685 0
DICKS SPORTING GOODS INC COM 253393102 250 7,062 SH   DFND 9 0 7,062 0
DIGITAL RLTY TR INC COM 253868103 1,596 21,104 SH   DFND 9 0 20,289 0
DIGITAL RLTY TR INC COM 253868103 32,823 434,054 SH   DFND 8 0 434,054 0
DISCOVER FINL SVCS COM 254709108 4,207 78,465 SH   DFND 4 0 53,058 0
DISCOVER FINL SVCS COM 254709108 1,353 25,238 SH   DFND 9 0 25,238 0
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DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 982 38,928 SH   DFND 9 0 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 978 38,797 SH   DFND 3 0 0 0
DISH NETWORK CORP CL A 25470M109 1,460 25,542 SH   DFND 10 0 25,542 0
DISH NETWORK CORP CL A 25470M109 1,318 23,049 SH   DFND 9 0 23,049 0
DISNEY WALT CO COM DISNEY 254687106 9,036 85,992 SH   DFND 4 0 37,643 0
DISNEY WALT CO COM DISNEY 254687106 7,605 72,377 SH   DFND 3 0 0 0
DISNEY WALT CO COM DISNEY 254687106 48,385 460,463 SH   DFND 10 0 460,463 0
DISNEY WALT CO COM DISNEY 254687106 7,779 74,032 SH   DFND 8 0 74,032 0
DISNEY WALT CO COM DISNEY 254687106 13,012 123,829 SH   DFND 9 0 119,686 0
DOLBY LABORATORIES INC COM 25659T107 2,027 60,250 SH   DFND 4 0 60,250 0
DOLLAR GEN CORP NEW COM 256677105 2,023 28,153 SH   DFND 10 0 28,153 0
DOLLAR GEN CORP NEW COM 256677105 2,743 38,173 SH   DFND 4 0 38,173 0
DOLLAR GEN CORP NEW COM 256677105 1,917 26,676 SH   DFND 9 0 26,676 0
DOLLAR TREE INC COM 256746108 2,169 28,092 SH   DFND 9 0 24,132 0
DOLLAR TREE INC COM 256746108 3,171 41,069 SH   DFND 4 0 41,069 0
DOLLAR TREE INC COM 256746108 1,093 14,159 SH   DFND 3 0 0 0
DOMINION RES INC VA NEW COM 25746U109 1,649 24,376 SH   DFND 3 0 0 0
DOMINION RES INC VA NEW COM 25746U109 1,591 23,517 SH   DFND 9 0 21,347 0
DOMINION RES INC VA NEW COM 25746U109 4,015 59,363 SH   DFND 10 0 59,363 0
DOMINION RES INC VA NEW COM 25746U109 4,255 62,900 SH   DFND 1 0 0 0
DOMTAR CORP COM NEW 257559203 1,478 40,000 SH   DFND 4 0 40,000 0
DONALDSON INC COM 257651109 315 11,000 SH   DFND 4 0 11,000 0
DONALDSON INC COM 257651109 524 18,273 SH   DFND 9 0 18,273 0
DONNELLEY R R & SONS CO COM 257867101 186 12,642 SH   DFND 9 0 2,079 0
DOUGLAS EMMETT INC COM 25960P109 3,591 115,183 SH   DFND 8 0 115,183 0
DOUGLAS EMMETT INC COM 25960P109 5,528 177,280 SH   DFND 10 0 177,280 0
DOVER CORP COM 260003108 1,361 22,204 SH   DFND 3 0 0 0
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DOW CHEM CO COM 260543103 3,393 65,901 SH   DFND 10 0 65,901 0
DOW CHEM CO COM 260543103 2,497 48,505 SH   DFND 9 0 48,505 0
DOW CHEM CO COM 260543103 3,230 62,749 SH   DFND 3 0 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,079 43,771 SH   DFND 9 0 39,040 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,907 63,376 SH   DFND 4 0 63,376 0
DR REDDYS LABS LTD ADR 256135203 2,026 43,760 SH   DFND 6 0 43,760 0
DST SYS INC DEL COM 233326107 515 4,516 SH   DFND 9 0 4,516 0
DTE ENERGY CO COM 233331107 380 4,735 SH   DFND 4 0 0 0
DTE ENERGY CO COM 233331107 1,997 24,903 SH   DFND 10 0 24,903 0
DTE ENERGY CO COM 233331107 2,474 30,856 SH   DFND 3 0 0 0
DTE ENERGY CO COM 233331107 700 8,727 SH   DFND 9 0 6,670 0
DU PONT E I DE NEMOURS & CO COM 263534109 8,048 120,842 SH   DFND 9 0 117,952 0
DU PONT E I DE NEMOURS & CO COM 263534109 443 6,652 SH   DFND 4 0 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,314 19,726 SH   DFND 10 0 19,726 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,652 39,822 SH   DFND 3 0 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 342 4,788 SH   DFND 4 0 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,344 74,852 SH   DFND 10 0 74,852 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,230 17,229 SH   DFND 3 0 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,482 34,771 SH   DFND 9 0 28,161 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,070 43,000 SH   DFND 1 0 0 0
DUKE REALTY CORP COM NEW 264411505 11,707 556,944 SH   DFND 8 0 556,944 0
DUKE REALTY CORP COM NEW 264411505 852 40,511 SH   DFND 9 0 40,511 0
DUKE REALTY CORP COM NEW 264411505 349 16,624 SH   DFND 10 0 16,624 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 699 6,729 SH   DFND 9 0 6,729 0
DYAX CORP COM 26746E103 7,106 188,884 SH   DFND 10 0 188,884 0
E M C CORP MASS COM 268648102 1,497 58,291 SH   DFND 10 0 58,291 0
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E M C CORP MASS COM 268648102 3,591 139,826 SH   DFND 9 0 134,715 0
E M C CORP MASS COM 268648102 2,649 103,136 SH   DFND 3 0 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 259 8,752 SH   DFND 9 0 8,752 0
EAGLE MATERIALS INC COM 26969P108 922 15,251 SH   DFND 4 0 15,251 0
EAST WEST BANCORP INC COM 27579R104 7,118 171,277 SH   DFND 10 0 171,277 0
EASTMAN CHEM CO COM 277432100 1,055 15,624 SH   DFND 3 0 0 0
EASTMAN CHEM CO COM 277432100 1,990 29,480 SH   DFND 4 0 29,480 0
EASTMAN CHEM CO COM 277432100 361 5,354 SH   DFND 9 0 5,354 0
EASTMAN CHEM CO COM 277432100 2,033 30,109 SH   DFND 10 0 30,109 0
EATON CORP PLC SHS G29183103 10,927 209,978 SH   DFND 4 0 184,019 0
EATON CORP PLC SHS G29183103 1,057 20,310 SH   DFND 9 0 17,860 0
EATON VANCE CORP COM NON VTG 278265103 824 25,420 SH   DFND 9 0 0 0
EBAY INC COM 278642103 40,507 1,474,038 SH   DFND 10 0 1,474,038 0
EBAY INC COM 278642103 2,672 97,249 SH   DFND 4 0 28,377 0
EBAY INC COM 278642103 1,491 54,256 SH   DFND 3 0 0 0
EBAY INC COM 278642103 3,373 122,750 SH   DFND 9 0 122,750 0
ECOLAB INC COM 278865100 2,418 21,142 SH   DFND 4 0 6,385 0
ECOLAB INC COM 278865100 15,899 139,000 SH   DFND 9 0 138,392 0
ECOLAB INC COM 278865100 27,202 237,821 SH   DFND 10 0 237,821 0
EDISON INTL COM 281020107 1,590 26,862 SH   DFND 9 0 26,862 0
EDISON INTL COM 281020107 2,547 43,014 SH   DFND 10 0 43,014 0
EDUCATION RLTY TR INC COM NEW 28140H203 6,586 173,853 SH   DFND 10 0 173,853 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,871 23,688 SH   DFND 9 0 22,486 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,195 15,130 SH   DFND 3 0 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 14,899 188,648 SH   DFND 4 0 131,802 0
ELDORADO GOLD CORP NEW COM 284902103 157 52,777 SH   DFND 9 0 52,777 0
ELECTRONIC ARTS INC COM 285512109 3,432 49,941 SH   DFND 9 0 40,501 0
ELECTRONIC ARTS INC COM 285512109 24,071 350,283 SH   DFND 4 0 333,741 0
EMBRAER S A SP ADR REP 4 COM 29082A107 3,071 103,954 SH   DFND 2 0 214,136 0
EMCOR GROUP INC COM 29084Q100 8,578 178,562 SH   DFND 10 0 178,562 0
EMERSON ELEC CO COM 291011104 6,162 128,827 SH   DFND 4 0 128,827 0
EMERSON ELEC CO COM 291011104 1,778 37,164 SH   DFND 3 0 0 0
EMERSON ELEC CO COM 291011104 2,624 54,851 SH   DFND 9 0 36,678 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 354 9,551 SH   DFND 2 0 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 260 7,017 SH   DFND 4 0 210,510 0
ENBRIDGE INC COM 29250N105 1,228 37,000 SH   DFND 1 0 0 0
ENBRIDGE INC COM 29250N105 3,700 111,487 SH   DFND 9 0 109,083 0
ENBRIDGE INC COM 29250N105 982 29,599 SH   DFND 3 0 0 0
ENCANA CORP COM 292505104 260 51,165 SH   DFND 3 0 0 0
ENCANA CORP COM 292505104 411 80,822 SH   DFND 9 0 80,822 0
ENDO INTL PLC SHS G30401106 756 12,347 SH   DFND 9 0 12,347 0
ENDO INTL PLC SHS G30401106 1,423 23,251 SH   DFND 5 0 23,251 0
ENDO INTL PLC SHS G30401106 15,231 248,797 SH   DFND 10 0 248,797 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 540 8,442 SH   DFND 9 0 8,442 0
ENERGEN CORP COM 29265N108 919 22,417 SH   DFND 10 0 22,417 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 634 46,133 SH   DFND 9 0 46,133 0
ENERSIS S A SPONSORED ADR 29274F104 824 67,840 SH   DFND 4 0 3,392,000 0
ENERSIS S A SPONSORED ADR 29274F104 325 26,736 SH   DFND 2 0 0 0
ENGILITY HLDGS INC NEW COM 29286C107 5,806 178,749 SH   DFND 10 0 178,749 0
ENSCO PLC SHS CLASS A G3157S106 241 15,644 SH   DFND 9 0 14,387 0
ENTERGY CORP NEW COM 29364G103 838 12,260 SH   DFND 4 0 12,260 0
ENTERGY CORP NEW COM 29364G103 498 7,289 SH   DFND 9 0 6,152 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,266 88,567 SH   DFND 9 0 88,567 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 390 15,019 SH   DFND 9 0 15,019 0
EOG RES INC COM 26875P101 21,738 307,071 SH   DFND 8 0 307,071 0
EOG RES INC COM 26875P101 1,921 27,139 SH   DFND 9 0 27,139 0
EOG RES INC COM 26875P101 4,170 58,901 SH   DFND 10 0 58,901 0
EOG RES INC COM 26875P101 1,782 25,167 SH   DFND 3 0 0 0
EPR PPTYS COM SH BEN INT 26884U109 555 9,495 SH   DFND 9 0 9,495 0
EPR PPTYS COM SH BEN INT 26884U109 6,804 116,404 SH   DFND 10 0 116,404 0
EQT CORP COM 26884L109 640 12,279 SH   DFND 3 0 0 0
EQT CORP COM 26884L109 872 16,721 SH   DFND 9 0 16,721 0
EQUIFAX INC COM 294429105 5,578 50,081 SH   DFND 4 0 50,081 0
EQUIFAX INC COM 294429105 15,334 137,687 SH   DFND 9 0 129,834 0
EQUINIX INC COM PAR $0.001 29444U700 6,098 20,164 SH   DFND 4 0 20,164 0
EQUINIX INC COM PAR $0.001 29444U700 1,602 5,298 SH   DFND 3 0 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,427 4,720 SH   DFND 9 0 4,720 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,021 37,022 SH   DFND 9 0 35,302 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,620 32,108 SH   DFND 8 0 32,108 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,222 14,982 SH   DFND 3 0 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,019 37,000 SH   DFND 1 0 0 0
ESSEX PPTY TR INC COM 297178105 1,155 4,826 SH   DFND 9 0 4,453 0
ESSEX PPTY TR INC COM 297178105 11,452 47,833 SH   DFND 8 0 47,833 0
EVERCORE PARTNERS INC CLASS A 29977A105 8,333 154,109 SH   DFND 10 0 154,109 0
EVEREST RE GROUP LTD COM G3223R108 1,842 10,059 SH   DFND 9 0 8,266 0
EVEREST RE GROUP LTD COM G3223R108 7,501 40,968 SH   DFND 4 0 40,968 0
EVEREST RE GROUP LTD COM G3223R108 1,831 10,000 SH   DFND 1 0 0 0
EVERSOURCE ENERGY COM 30040W108 1,316 25,765 SH   DFND 9 0 25,765 0
EXELON CORP COM 30161N101 1,696 61,064 SH   DFND 9 0 61,064 0
EXELON CORP COM 30161N101 2,314 83,312 SH   DFND 10 0 83,312 0
EXELON CORP COM 30161N101 780 28,083 SH   DFND 3 0 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,313 10,560 SH   DFND 10 0 10,560 0
EXPEDIA INC DEL COM NEW 30212P303 1,822 14,655 SH   DFND 9 0 11,142 0
EXPEDIA INC DEL COM NEW 30212P303 16,337 131,433 SH   DFND 4 0 103,910 0
EXPEDITORS INTL WASH INC COM 302130109 1,368 30,334 SH   DFND 3 0 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,788 83,999 SH   DFND 4 0 83,999 0
EXPEDITORS INTL WASH INC COM 302130109 1,724 38,216 SH   DFND 9 0 37,232 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,596 75,461 SH   DFND 4 0 75,461 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,407 50,418 SH   DFND 9 0 50,418 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,776 43,196 SH   DFND 3 0 0 0
EXTRA SPACE STORAGE INC COM 30225T102 858 9,729 SH   DFND 9 0 9,729 0
EXTRA SPACE STORAGE INC COM 30225T102 13,720 155,538 SH   DFND 8 0 155,538 0
EXXON MOBIL CORP COM 30231G102 14,937 191,621 SH   DFND 9 0 158,248 0
EXXON MOBIL CORP COM 30231G102 10,463 134,224 SH   DFND 4 0 123,859 0
EXXON MOBIL CORP COM 30231G102 10,009 128,404 SH   DFND 10 0 128,404 0
EXXON MOBIL CORP COM 30231G102 14,512 186,174 SH   DFND 3 0 0 0
F M C CORP COM NEW 302491303 1,640 41,900 SH   DFND 4 0 41,900 0
F5 NETWORKS INC COM 315616102 762 7,859 SH   DFND 9 0 7,859 0
F5 NETWORKS INC COM 315616102 414 4,271 SH   DFND 3 0 0 0
F5 NETWORKS INC COM 315616102 4,361 44,973 SH   DFND 4 0 44,973 0
FACEBOOK INC CL A 30303M102 46,147 440,923 SH   DFND 10 0 440,923 0
FACEBOOK INC CL A 30303M102 1,591 15,200 SH   DFND 5 0 15,200 0
FACEBOOK INC CL A 30303M102 7,542 72,062 SH   DFND 3 0 0 0
FACEBOOK INC CL A 30303M102 1,042 9,955 SH   DFND 4 0 5,982 0
FACEBOOK INC CL A 30303M102 9,527 91,029 SH   DFND 9 0 89,303 0
FACTSET RESH SYS INC COM 303075105 1,114 6,854 SH   DFND 4 0 6,854 0
FASTENAL CO COM 311900104 777 19,034 SH   DFND 3 0 0 0
FASTENAL CO COM 311900104 1,160 28,425 SH   DFND 9 0 28,425 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,028 20,723 SH   DFND 9 0 20,349 0
FEDEX CORP COM 31428X106 2,846 19,099 SH   DFND 4 0 19,099 0
FEDEX CORP COM 31428X106 12,723 85,393 SH   DFND 10 0 85,393 0
FEDEX CORP COM 31428X106 1,965 13,191 SH   DFND 3 0 0 0
FEDEX CORP COM 31428X106 2,223 14,920 SH   DFND 9 0 14,920 0
FERRO CORP COM 315405100 5,066 455,543 SH   DFND 10 0 455,543 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,537 44,343 SH   DFND 9 0 38,888 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,093 60,380 SH   DFND 4 0 60,380 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,513 57,976 SH   DFND 4 0 57,976 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,364 39,013 SH   DFND 9 0 38,124 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,317 54,744 SH   DFND 10 0 54,744 0
FIFTH THIRD BANCORP COM 316773100 9,430 469,160 SH   DFND 10 0 469,160 0
FIFTH THIRD BANCORP COM 316773100 12,051 599,560 SH   DFND 4 0 407,277 0
FIFTH THIRD BANCORP COM 316773100 1,305 64,924 SH   DFND 9 0 64,924 0
FINISAR CORP COM NEW 31787A507 1,589 109,300 SH   DFND 4 0 109,300 0
FIREEYE INC COM 31816Q101 14,308 689,897 SH   DFND 10 0 689,897 0
FIRST AMERN FINL CORP COM 31847R102 351 9,767 SH   DFND 9 0 9,767 0
FIRST HORIZON NATL CORP COM 320517105 342 23,588 SH   DFND 9 0 23,588 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,711 167,703 SH   DFND 8 0 167,703 0
FIRST MERCHANTS CORP COM 320817109 4,255 167,406 SH   DFND 10 0 167,406 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 328 4,961 SH   DFND 10 0 4,961 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 826 12,510 SH   DFND 9 0 12,510 0
FIRSTENERGY CORP COM 337932107 476 15,008 SH   DFND 9 0 14,803 0
FIRSTMERIT CORP COM 337915102 364 19,531 SH   DFND 9 0 19,531 0
FISERV INC COM 337738108 10,900 119,174 SH   DFND 9 0 117,524 0
FISERV INC COM 337738108 366 4,000 SH   DFND 1 0 0 0
FISERV INC COM 337738108 4,028 44,038 SH   DFND 3 0 0 0
FISERV INC COM 337738108 9,981 109,126 SH   DFND 4 0 109,126 0
FIVE BELOW INC COM 33829M101 1,070 33,339 SH   DFND 10 0 33,339 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,026 7,178 SH   DFND 4 0 7,178 0
FLEETCOR TECHNOLOGIES INC COM 339041105 846 5,920 SH   DFND 9 0 5,920 0
FLEXTRONICS INTL LTD ORD Y2573F102 795 70,947 SH   DFND 9 0 70,947 0
FLEXTRONICS INTL LTD ORD Y2573F102 1,214 108,255 SH   DFND 3 0 0 0
FLIR SYS INC COM 302445101 228 8,140 SH   DFND 9 0 7,345 0
FLOWSERVE CORP COM 34354P105 256 6,080 SH   DFND 9 0 6,080 0
FLUOR CORP NEW COM 343412102 217 4,591 SH   DFND 9 0 4,591 0
FMC TECHNOLOGIES INC COM 30249U101 1,296 44,658 SH   DFND 9 0 43,373 0
FNB CORP PA COM 302520101 535 40,121 SH   DFND 9 0 40,121 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 816 8,839 SH   DFND 2 0 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,139 23,166 SH   DFND 4 0 231,660 0
FOOT LOCKER INC COM 344849104 2,210 33,956 SH   DFND 9 0 30,307 0
FORD MTR CO DEL COM PAR $0.01 345370860 142 10,071 SH   DFND 4 0 10,071 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,283 232,997 SH   DFND 9 0 232,997 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,074 147,190 SH   DFND 3 0 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 4,560 4,000,000 PRN   DFND 5 0 184,570 0
FORTINET INC COM 34959E109 21,722 696,890 SH   DFND 10 0 696,890 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 502 9,048 SH   DFND 9 0 5,210 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,368 42,664 SH   DFND 4 0 42,664 0
FOSSIL GROUP INC COM 34988V106 331 9,053 SH   DFND 9 0 9,053 0
FRANKLIN RES INC COM 354613101 1,155 31,375 SH   DFND 9 0 31,375 0
FRANKLIN RES INC COM 354613101 1,032 28,041 SH   DFND 3 0 0 0
FREEPORT-MCMORAN INC CL B 35671D857 370 54,703 SH   DFND 9 0 54,703 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 3,070 657,423 SH   DFND 10 0 657,423 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 889 190,293 SH   DFND 9 0 189,674 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 459 98,304 SH   DFND 3 0 0 0
FULTON FINL CORP PA COM 360271100 526 40,424 SH   DFND 9 0 40,424 0
GALLAGHER ARTHUR J & CO COM 363576109 11,902 290,717 SH   DFND 9 0 290,065 0
GALLAGHER ARTHUR J & CO COM 363576109 1,474 36,000 SH   DFND 5 0 36,000 0
GALLAGHER ARTHUR J & CO COM 363576109 4,832 118,028 SH   DFND 8 0 118,028 0
GALLAGHER ARTHUR J & CO COM 363576109 5,539 135,300 SH   DFND 10 0 135,300 0
GAMESTOP CORP NEW CL A 36467W109 1,046 37,321 SH   DFND 9 0 26,333 0
GAMESTOP CORP NEW CL A 36467W109 3,349 119,419 SH   DFND 4 0 119,419 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,442 51,856 SH   DFND 10 0 51,856 0
GAP INC DEL COM 364760108 1,057 42,784 SH   DFND 9 0 42,784 0
GARTNER INC COM 366651107 506 5,584 SH   DFND 9 0 5,584 0
GENERAL ELECTRIC CO COM 369604103 18,433 591,763 SH   DFND 8 0 591,763 0
GENERAL ELECTRIC CO COM 369604103 15,009 481,839 SH   DFND 9 0 469,632 0
GENERAL ELECTRIC CO COM 369604103 4,859 156,000 SH   DFND 5 0 156,000 0
GENERAL ELECTRIC CO COM 369604103 211 6,770 SH   DFND 6 0 0 0
GENERAL ELECTRIC CO COM 369604103 13,876 445,457 SH   DFND 3 0 0 0
GENERAL ELECTRIC CO COM 369604103 27,877 894,935 SH   DFND 10 0 894,935 0
GENERAL ELECTRIC CO COM 369604103 11,351 364,402 SH   DFND 4 0 176,050 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 18,509 680,240 SH   DFND 8 0 680,240 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 671 24,672 SH   DFND 3 0 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,338 49,168 SH   DFND 9 0 49,168 0
GENERAL MLS INC COM 370334104 6,478 112,347 SH   DFND 4 0 112,347 0
GENERAL MLS INC COM 370334104 3,088 53,558 SH   DFND 9 0 51,749 0
GENERAL MLS INC COM 370334104 3,863 67,000 SH   DFND 1 0 0 0
GENERAL MTRS CO COM 37045V100 2,762 81,218 SH   DFND 9 0 81,218 0
GENERAL MTRS CO COM 37045V100 1,474 43,350 SH   DFND 3 0 0 0
GENESEE & WYO INC CL A 371559105 270 5,026 SH   DFND 9 0 5,026 0
GENTEX CORP COM 371901109 258 16,089 SH   DFND 9 0 16,089 0
GENUINE PARTS CO COM 372460105 2,902 33,791 SH   DFND 9 0 24,323 0
GENUINE PARTS CO COM 372460105 2,248 26,169 SH   DFND 3 0 0 0
GENWORTH FINL INC COM CL A 37247D106 156 41,888 SH   DFND 9 0 41,888 0
GERDAU S A SPON ADR REP PFD 373737105 462 384,892 SH   DFND 2 0 0 0
GILDAN ACTIVEWEAR INC COM 375916103 10,372 364,961 SH   DFND 9 0 336,764 0
GILEAD SCIENCES INC COM 375558103 16,004 158,160 SH   DFND 10 0 158,160 0
GILEAD SCIENCES INC COM 375558103 19,141 189,161 SH   DFND 4 0 139,954 0
GILEAD SCIENCES INC COM 375558103 6,436 63,602 SH   DFND 3 0 0 0
GILEAD SCIENCES INC COM 375558103 259 2,557 SH   DFND 8 0 2,557 0
GILEAD SCIENCES INC COM 375558103 8,330 82,318 SH   DFND 9 0 76,111 0
GLOBAL PMTS INC COM 37940X102 14,370 222,751 SH   DFND 4 0 222,751 0
GLOBAL PMTS INC COM 37940X102 1,269 19,667 SH   DFND 9 0 7,017 0
GOLDCORP INC NEW COM 380956409 358 31,008 SH   DFND 10 0 31,008 0
GOLDCORP INC NEW COM 380956409 1,286 111,277 SH   DFND 9 0 106,201 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,176 89,754 SH   DFND 10 0 89,754 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,229 17,917 SH   DFND 9 0 16,944 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,115 22,832 SH   DFND 3 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 940 5,214 SH   DFND 4 0 2,975 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,469 44,965 SH   DFND 10 0 44,965 0
GOODYEAR TIRE & RUBR CO COM 382550101 806 24,674 SH   DFND 9 0 15,411 0
GOODYEAR TIRE & RUBR CO COM 382550101 4,531 138,682 SH   DFND 4 0 138,682 0
GRAINGER W W INC COM 384802104 9,096 44,900 SH   DFND 4 0 44,900 0
GRAINGER W W INC COM 384802104 2,114 10,437 SH   DFND 9 0 6,138 0
GRAN TIERRA ENERGY INC COM 38500T101 659 303,490 SH   DFND 4 0 303,490 0
GRAN TIERRA ENERGY INC COM 38500T101 2,483 1,144,153 SH   DFND 10 0 1,136,902 0
GRANITE CONSTR INC COM 387328107 9,103 212,152 SH   DFND 10 0 212,152 0
GRAPHIC PACKAGING HLDG CO COM 388689101 6,488 505,681 SH   DFND 10 0 505,681 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,963 153,000 SH   DFND 4 0 153,000 0
GREIF INC CL A 397624107 1,960 63,610 SH   DFND 4 0 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 997 24,906 SH   DFND 9 0 24,906 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,682 62,097 SH   DFND 4 0 620,970 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2,630 96,669 SH   DFND 4 0 483,345 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 1,026 37,725 SH   DFND 2 0 0 0
HAEMONETICS CORP COM 405024100 2,034 63,100 SH   DFND 4 0 63,100 0
HALLIBURTON CO COM 406216101 1,310 38,489 SH   DFND 3 0 0 0
HALLIBURTON CO COM 406216101 22,561 662,792 SH   DFND 10 0 662,792 0
HALLIBURTON CO COM 406216101 613 18,000 SH   DFND 5 0 18,000 0
HALLIBURTON CO COM 406216101 1,844 54,174 SH   DFND 9 0 54,174 0
HANCOCK HLDG CO COM 410120109 296 11,752 SH   DFND 9 0 11,752 0
HANESBRANDS INC COM 410345102 1,244 42,271 SH   DFND 9 0 39,345 0
HANESBRANDS INC COM 410345102 1,986 67,466 SH   DFND 4 0 67,466 0
HANMI FINL CORP COM NEW 410495204 2,687 113,274 SH   DFND 10 0 113,274 0
HANOVER INS GROUP INC COM 410867105 532 6,540 SH   DFND 9 0 6,540 0
HARLEY DAVIDSON INC COM 412822108 785 17,303 SH   DFND 3 0 0 0
HARLEY DAVIDSON INC COM 412822108 961 21,169 SH   DFND 9 0 21,169 0
HARMAN INTL INDS INC COM 413086109 431 4,577 SH   DFND 9 0 4,577 0
HARRIS CORP DEL COM 413875105 2,094 24,101 SH   DFND 9 0 18,920 0
HARRIS CORP DEL COM 413875105 4,808 55,329 SH   DFND 4 0 55,329 0
HARTFORD FINL SVCS GROUP INC COM 416515104 217 4,999 SH   DFND 4 0 4,999 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,337 30,764 SH   DFND 9 0 30,764 0
HASBRO INC COM 418056107 792 11,751 SH   DFND 9 0 11,751 0
HATTERAS FINL CORP COM 41902R103 463 35,212 SH   DFND 9 0 35,212 0
HCA HOLDINGS INC COM 40412C101 615 9,088 SH   DFND 4 0 9,088 0
HCA HOLDINGS INC COM 40412C101 2,245 33,188 SH   DFND 9 0 33,091 0
HCP INC COM 40414L109 38,149 997,630 SH   DFND 8 0 997,630 0
HCP INC COM 40414L109 2,163 56,564 SH   DFND 9 0 56,351 0
HD SUPPLY HLDGS INC COM 40416M105 4,740 157,827 SH   DFND 4 0 157,827 0
HD SUPPLY HLDGS INC COM 40416M105 237 7,888 SH   DFND 9 0 1,824 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 20,047 325,446 SH   DFND 6 0 976,338 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 8,601 139,628 SH   DFND 10 0 418,884 0
HEALTHCARE RLTY TR COM 421946104 386 13,641 SH   DFND 9 0 13,641 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 185 35,197 SH   DFND 9 0 35,197 0
HELMERICH & PAYNE INC COM 423452101 385 7,182 SH   DFND 9 0 7,182 0
HERBALIFE LTD COM USD SHS G4412G101 587 10,942 SH   DFND 4 0 10,942 0
HERBALIFE LTD COM USD SHS G4412G101 212 3,959 SH   DFND 9 0 3,959 0
HERSHEY CO COM 427866108 3,408 38,173 SH   DFND 9 0 16,715 0
HERSHEY CO COM 427866108 446 5,000 SH   DFND 1 0 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 489 34,357 SH   DFND 9 0 34,357 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 377 26,471 SH   DFND 3 0 0 0
HESS CORP COM 42809H107 1,073 22,126 SH   DFND 3 0 0 0
HESS CORP COM 42809H107 570 11,755 SH   DFND 9 0 11,755 0
HESS CORP COM 42809H107 2,470 50,950 SH   DFND 4 0 11,874 0
HESS CORP COM 42809H107 10,239 211,206 SH   DFND 10 0 211,206 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 5,106 335,932 SH   DFND 4 0 335,932 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,087 71,489 SH   DFND 10 0 71,489 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,488 97,885 SH   DFND 3 0 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,872 123,182 SH   DFND 9 0 123,182 0
HIGHWOODS PPTYS INC COM 431284108 538 12,338 SH   DFND 9 0 12,338 0
HIGHWOODS PPTYS INC COM 431284108 6,871 157,603 SH   DFND 10 0 157,603 0
HIGHWOODS PPTYS INC COM 431284108 9,844 225,783 SH   DFND 8 0 225,783 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 29,146 1,361,958 SH   DFND 10 0 1,361,958 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 958 44,764 SH   DFND 9 0 44,764 0
HMS HLDGS CORP COM 40425J101 2,446 198,200 SH   DFND 4 0 198,200 0
HOLLYFRONTIER CORP COM 436106108 2,868 71,903 SH   DFND 4 0 71,903 0
HOLLYFRONTIER CORP COM 436106108 1,555 38,981 SH   DFND 9 0 35,212 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,081 48,730 SH   DFND 6 0 48,730 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 525 23,654 SH   DFND 4 0 23,654 0
HOLOGIC INC COM 436440101 1,121 28,981 SH   DFND 9 0 28,981 0
HOLOGIC INC COM 436440101 1,258 32,518 SH   DFND 4 0 32,518 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 11,767 8,700,000 PRN   DFND 4 0 279,070 0
HOME DEPOT INC COM 437076102 1,455 11,000 SH   DFND 5 0 11,000 0
HOME DEPOT INC COM 437076102 1,323 10,000 SH   DFND 1 0 0 0
HOME DEPOT INC COM 437076102 24,022 181,641 SH   DFND 4 0 157,699 0
HOME DEPOT INC COM 437076102 8,038 60,781 SH   DFND 3 0 0 0
HOME DEPOT INC COM 437076102 20,629 155,983 SH   DFND 9 0 142,980 0
HOME DEPOT INC COM 437076102 41,993 317,530 SH   DFND 10 0 317,530 0
HONEYWELL INTL INC COM 438516106 5,613 54,200 SH   DFND 5 0 54,200 0
HONEYWELL INTL INC COM 438516106 9,987 96,423 SH   DFND 4 0 91,935 0
HONEYWELL INTL INC COM 438516106 8,723 84,226 SH   DFND 9 0 73,448 0
HONEYWELL INTL INC COM 438516106 3,636 35,108 SH   DFND 8 0 35,108 0
HONEYWELL INTL INC COM 438516106 33,266 321,195 SH   DFND 10 0 321,195 0
HORMEL FOODS CORP COM 440452100 1,173 14,832 SH   DFND 9 0 14,832 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 533 20,397 SH   DFND 9 0 20,397 0
HOST HOTELS & RESORTS INC COM 44107P104 867 56,540 SH   DFND 9 0 56,540 0
HOST HOTELS & RESORTS INC COM 44107P104 34,727 2,263,833 SH   DFND 8 0 2,263,833 0
HP INC COM 40434L105 3,977 335,932 SH   DFND 4 0 335,932 0
HP INC COM 40434L105 6,214 524,821 SH   DFND 10 0 524,821 0
HP INC COM 40434L105 1,658 140,045 SH   DFND 9 0 140,045 0
HP INC COM 40434L105 1,159 97,885 SH   DFND 3 0 0 0
HSN INC COM 404303109 4,124 81,389 SH   DFND 10 0 81,389 0
HUMANA INC COM 444859102 2,833 15,868 SH   DFND 9 0 15,868 0
HUMANA INC COM 444859102 23,719 132,872 SH   DFND 10 0 132,872 0
HUMANA INC COM 444859102 12,033 67,410 SH   DFND 4 0 57,660 0
HUMANA INC COM 444859102 1,947 10,905 SH   DFND 3 0 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,075 14,650 SH   DFND 9 0 14,650 0
HUNT J B TRANS SVCS INC COM 445658107 2,589 35,298 SH   DFND 4 0 35,298 0
HUNTINGTON BANCSHARES INC COM 446150104 1,121 101,384 SH   DFND 9 0 101,384 0
HURON CONSULTING GROUP INC COM 447462102 5,212 87,751 SH   DFND 10 0 87,751 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 498 8,289 SH   DFND 9 0 8,289 0
ICICI BK LTD ADR 45104G104 3,063 391,229 SH   DFND 6 0 782,458 0
ICON PLC SHS G4705A100 5,521 71,055 SH   DFND 10 0 71,055 0
IDEX CORP COM 45167R104 537 7,010 SH   DFND 9 0 7,010 0
IHS INC CL A 451734107 1,389 11,731 SH   DFND 9 0 11,731 0
ILLINOIS TOOL WKS INC COM 452308109 20,230 218,274 SH   DFND 9 0 207,423 0
ILLINOIS TOOL WKS INC COM 452308109 2,786 30,058 SH   DFND 3 0 0 0
ILLINOIS TOOL WKS INC COM 452308109 360 3,882 SH   DFND 4 0 0 0
ILLUMINA INC COM 452327109 2,010 10,474 SH   DFND 9 0 10,474 0
ILLUMINA INC COM 452327109 23,992 124,994 SH   DFND 10 0 124,994 0
ILLUMINA INC COM 452327109 1,526 7,951 SH   DFND 3 0 0 0
ILLUMINA INC NOTE 6/1 452327AF6 20,976 19,200,000 PRN   DFND 4 0 64,875 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 13,415 11,600,000 PRN   DFND 4 0 37,352 0
IMPERIAL OIL LTD COM NEW 453038408 2,774 85,287 SH   DFND 9 0 10,959 0
IMS HEALTH HLDGS INC COM 44970B109 592 23,246 SH   DFND 9 0 23,246 0
INCYTE CORP COM 45337C102 899 8,294 SH   DFND 9 0 8,294 0
INCYTE CORP COM 45337C102 11,725 108,117 SH   DFND 10 0 108,117 0
INFOSYS LTD SPONSORED ADR 456788108 1,231 73,504 SH   DFND 6 0 73,504 0
INGERSOLL-RAND PLC SHS G47791101 3,939 71,247 SH   DFND 4 0 0 0
INGERSOLL-RAND PLC SHS G47791101 1,171 21,175 SH   DFND 9 0 21,175 0
INGRAM MICRO INC CL A 457153104 266 8,757 SH   DFND 9 0 8,757 0
INGREDION INC COM 457187102 265 2,765 SH   DFND 9 0 1,731 0
INTEL CORP COM 458140100 12,063 350,173 SH   DFND 9 0 309,332 0
INTEL CORP COM 458140100 221 6,427 SH   DFND 6 0 0 0
INTEL CORP COM 458140100 8,236 239,075 SH   DFND 3 0 0 0
INTEL CORP COM 458140100 1,694 49,162 SH   DFND 10 0 49,162 0
INTEL CORP COM 458140100 748 21,722 SH   DFND 4 0 0 0
INTEL CORP COM 458140100 896 26,000 SH   DFND 5 0 26,000 0
INTEL CORP SDCV 12/1 458140AD2 22,006 17,000,000 PRN   DFND 4 0 358,195 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 21,011 12,500,000 PRN   DFND 4 0 582,235 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,201 8,588 SH   DFND 9 0 8,588 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 821 3,202 SH   DFND 10 0 3,202 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,270 4,957 SH   DFND 3 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,698 26,870 SH   DFND 10 0 26,870 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,092 37,000 SH   DFND 1 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 14,485 105,253 SH   DFND 4 0 93,715 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,431 119,392 SH   DFND 9 0 107,265 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,909 50,206 SH   DFND 3 0 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,592 46,740 SH   DFND 9 0 32,244 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,198 10,015 SH   DFND 10 0 10,015 0
INTERPUBLIC GROUP COS INC COM 460690100 798 34,280 SH   DFND 9 0 30,017 0
INTERPUBLIC GROUP COS INC COM 460690100 1,564 67,201 SH   DFND 10 0 67,201 0
INTERPUBLIC GROUP COS INC COM 460690100 1,350 58,000 SH   DFND 5 0 58,000 0
INTL PAPER CO COM 460146103 1,961 52,012 SH   DFND 10 0 52,012 0
INTL PAPER CO COM 460146103 3,677 97,524 SH   DFND 9 0 97,524 0
INTUIT COM 461202103 7,412 76,810 SH   DFND 4 0 76,810 0
INTUIT COM 461202103 9,853 102,101 SH   DFND 9 0 101,155 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,900 3,479 SH   DFND 9 0 3,382 0
INVESCO LTD SHS G491BT108 1,168 34,876 SH   DFND 9 0 34,876 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 548 44,269 SH   DFND 9 0 44,269 0
IRON MTN INC NEW COM 46284V101 778 28,800 SH   DFND 9 0 28,800 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 14,593 13,000,000 PRN   DFND 4 0 194,591 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 243 37,385 SH   DFND 4 0 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 835 128,301 SH   DFND 2 0 0 0
ITC HLDGS CORP COM 465685105 710 18,096 SH   DFND 10 0 18,096 0
ITC HLDGS CORP COM 465685105 694 17,694 SH   DFND 9 0 17,694 0
ITRON INC COM 465741106 2,301 63,600 SH   DFND 4 0 63,600 0
ITT CORP NEW COM NEW 450911201 513 14,114 SH   DFND 9 0 14,114 0
JABIL CIRCUIT INC COM 466313103 287 12,335 SH   DFND 9 0 12,335 0
JABIL CIRCUIT INC COM 466313103 2,542 109,132 SH   DFND 4 0 109,132 0
JACK IN THE BOX INC COM 466367109 5,393 70,303 SH   DFND 4 0 70,303 0
JACK IN THE BOX INC COM 466367109 5,102 66,507 SH   DFND 10 0 66,507 0
JARDEN CORP COM 471109108 1,186 20,761 SH   DFND 9 0 20,761 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 17,705 14,500,000 PRN   DFND 4 0 290,544 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 22,558 21,500,000 PRN   DFND 4 0 107,623 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 634 4,513 SH   DFND 9 0 4,513 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,151 43,762 SH   DFND 10 0 43,762 0
JD COM INC SPON ADR CL A 47215P106 294 9,103 SH   DFND 9 0 364,120 0
JETBLUE AIRWAYS CORP COM 477143101 672 29,659 SH   DFND 9 0 459 0
JETBLUE AIRWAYS CORP COM 477143101 887 39,171 SH   DFND 4 0 39,171 0
JOHNSON & JOHNSON COM 478160104 8,008 77,963 SH   DFND 4 0 70,475 0
JOHNSON & JOHNSON COM 478160104 11,919 116,033 SH   DFND 3 0 0 0
JOHNSON & JOHNSON COM 478160104 17,622 171,551 SH   DFND 10 0 171,551 0
JOHNSON & JOHNSON COM 478160104 25,261 245,925 SH   DFND 9 0 213,049 0
JOHNSON & JOHNSON COM 478160104 5,136 50,000 SH   DFND 1 0 0 0
JOHNSON CTLS INC COM 478366107 1,580 40,011 SH   DFND 3 0 0 0
JOHNSON CTLS INC COM 478366107 1,702 43,095 SH   DFND 9 0 43,095 0
JONES LANG LASALLE INC COM 48020Q107 339 2,121 SH   DFND 10 0 2,121 0
JONES LANG LASALLE INC COM 48020Q107 273 1,709 SH   DFND 9 0 1,709 0
JPMORGAN CHASE & CO COM 46625H100 24,530 371,495 SH   DFND 8 0 371,495 0
JPMORGAN CHASE & CO COM 46625H100 50,677 767,489 SH   DFND 10 0 767,489 0
JPMORGAN CHASE & CO COM 46625H100 10,465 158,491 SH   DFND 3 0 0 0
JPMORGAN CHASE & CO COM 46625H100 11,995 181,663 SH   DFND 9 0 177,198 0
JPMORGAN CHASE & CO COM 46625H100 679 10,278 SH   DFND 4 0 0 0
JUNIPER NETWORKS INC COM 48203R104 2,226 80,647 SH   DFND 4 0 80,647 0
JUNIPER NETWORKS INC COM 48203R104 1,192 43,203 SH   DFND 9 0 43,203 0
KANSAS CITY SOUTHERN COM NEW 485170302 981 13,133 SH   DFND 3 0 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 989 13,241 SH   DFND 9 0 12,613 0
KELLOGG CO COM 487836108 3,283 45,433 SH   DFND 9 0 44,090 0
KELLOGG CO COM 487836108 6,430 88,971 SH   DFND 4 0 88,971 0
KELLOGG CO COM 487836108 1,439 19,905 SH   DFND 3 0 0 0
KEMPER CORP DEL COM 488401100 419 11,244 SH   DFND 9 0 11,244 0
KEURIG GREEN MTN INC COM 49271M100 1,118 12,426 SH   DFND 9 0 12,426 0
KEY ENERGY SVCS INC COM 492914106 53 109,950 SH   DFND 9 0 109,950 0
KEYCORP NEW COM 493267108 4,325 327,890 SH   DFND 4 0 67,050 0
KEYCORP NEW COM 493267108 997 75,593 SH   DFND 9 0 75,593 0
KEYCORP NEW COM 493267108 1,578 119,650 SH   DFND 3 0 0 0
KILROY RLTY CORP COM 49427F108 9,963 157,436 SH   DFND 8 0 157,436 0
KIMBERLY CLARK CORP COM 494368103 6,487 50,959 SH   DFND 4 0 50,959 0
KIMBERLY CLARK CORP COM 494368103 4,710 37,000 SH   DFND 1 0 0 0
KIMBERLY CLARK CORP COM 494368103 2,068 16,246 SH   DFND 3 0 0 0
KIMBERLY CLARK CORP COM 494368103 5,939 46,657 SH   DFND 9 0 45,868 0
KIMCO RLTY CORP COM 49446R109 931 35,168 SH   DFND 9 0 35,168 0
KIMCO RLTY CORP COM 49446R109 1,465 55,353 SH   DFND 3 0 0 0
KIMCO RLTY CORP COM 49446R109 42,516 1,606,789 SH   DFND 8 0 1,606,789 0
KINDER MORGAN INC DEL COM 49456B101 1,167 78,224 SH   DFND 3 0 0 0
KINDER MORGAN INC DEL COM 49456B101 3,073 205,959 SH   DFND 9 0 205,959 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 1 13,255 SH   DFND 3 0 0 0
KINROSS GOLD CORP COM NO PAR 496902404 97 53,299 SH   DFND 9 0 47,105 0
KKR & CO L P DEL COM UNITS 48248M102 16,716 1,072,198 SH   DFND 10 0 1,072,198 0
KKR & CO L P DEL COM UNITS 48248M102 15,261 978,893 SH   DFND 8 0 978,893 0
KKR & CO L P DEL COM UNITS 48248M102 4,381 281,000 SH   DFND 5 0 281,000 0
KLA-TENCOR CORP COM 482480100 922 13,289 SH   DFND 9 0 13,289 0
KLA-TENCOR CORP COM 482480100 1,401 20,200 SH   DFND 3 0 0 0
KLX INC COM 482539103 282 9,149 SH   DFND 9 0 9,149 0
KNIGHT TRANSN INC COM 499064103 5,002 206,432 SH   DFND 10 0 206,432 0
KOHLS CORP COM 500255104 1,197 25,124 SH   DFND 10 0 25,124 0
KOHLS CORP COM 500255104 1,025 21,528 SH   DFND 9 0 21,528 0
KRAFT HEINZ CO COM 500754106 2,089 28,714 SH   DFND 3 0 0 0
KRAFT HEINZ CO COM 500754106 3,017 41,465 SH   DFND 9 0 41,465 0
KROGER CO COM 501044101 3,589 85,791 SH   DFND 9 0 80,208 0
KROGER CO COM 501044101 13,007 310,954 SH   DFND 4 0 292,209 0
KROGER CO COM 501044101 1,255 30,000 SH   DFND 5 0 30,000 0
L BRANDS INC COM 501797104 2,627 27,421 SH   DFND 9 0 25,157 0
L BRANDS INC COM 501797104 4,588 47,877 SH   DFND 4 0 47,877 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,601 12,952 SH   DFND 3 0 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,531 36,648 SH   DFND 9 0 36,006 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,236 10,000 SH   DFND 1 0 0 0
LACLEDE GROUP INC COM 505597104 4,218 70,994 SH   DFND 10 0 70,994 0
LAM RESEARCH CORP COM 512807108 1,184 14,905 SH   DFND 9 0 14,905 0
LAS VEGAS SANDS CORP COM 517834107 2,389 54,500 SH   DFND 4 0 54,500 0
LAS VEGAS SANDS CORP COM 517834107 10,959 249,977 SH   DFND 8 0 249,977 0
LAS VEGAS SANDS CORP COM 517834107 16,536 377,190 SH   DFND 10 0 377,190 0
LAS VEGAS SANDS CORP COM 517834107 842 19,210 SH   DFND 3 0 0 0
LAS VEGAS SANDS CORP COM 517834107 7,102 162,000 SH   DFND 5 0 162,000 0
LAS VEGAS SANDS CORP COM 517834107 1,126 25,693 SH   DFND 9 0 25,693 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 8,597 341,682 SH   DFND 8 0 341,682 0
LAUDER ESTEE COS INC CL A 518439104 22,237 252,517 SH   DFND 10 0 252,517 0
LAUDER ESTEE COS INC CL A 518439104 1,523 17,294 SH   DFND 3 0 0 0
LAUDER ESTEE COS INC CL A 518439104 2,616 29,706 SH   DFND 9 0 29,706 0
LAZARD LTD SHS A G54050102 5,896 131,000 SH   DFND 8 0 131,000 0
LAZARD LTD SHS A G54050102 23,258 516,730 SH   DFND 10 0 516,730 0
LDR HLDG CORP COM 50185U105 9,767 388,952 SH   DFND 10 0 388,952 0
LEAR CORP COM NEW 521865204 1,355 11,029 SH   DFND 9 0 7,561 0
LEAR CORP COM NEW 521865204 9,090 74,001 SH   DFND 4 0 74,001 0
LEGG MASON INC COM 524901105 359 9,141 SH   DFND 9 0 9,141 0
LEGGETT & PLATT INC COM 524660107 3,132 74,538 SH   DFND 4 0 74,538 0
LEGGETT & PLATT INC COM 524660107 1,511 35,949 SH   DFND 9 0 26,166 0
LEIDOS HLDGS INC COM 525327102 222 3,942 SH   DFND 9 0 3,942 0
LENNAR CORP CL A 526057104 484 9,901 SH   DFND 9 0 9,901 0
LENNAR CORP CL A 526057104 868 17,751 SH   DFND 3 0 0 0
LENNOX INTL INC COM 526107107 11,400 91,274 SH   DFND 4 0 91,274 0
LENNOX INTL INC COM 526107107 1,083 8,667 SH   DFND 9 0 1,006 0
LEUCADIA NATL CORP COM 527288104 196 11,251 SH   DFND 9 0 11,251 0
LEUCADIA NATL CORP COM 527288104 907 52,149 SH   DFND 3 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,337 24,599 SH   DFND 9 0 24,599 0
LIBBEY INC COM 529898108 3,279 153,795 SH   DFND 10 0 153,795 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 23,756 560,815 SH   DFND 4 0 480,733 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 984 23,219 SH   DFND 9 0 23,219 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 5,839 137,843 SH   DFND 5 0 137,843 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 893 21,089 SH   DFND 7 0 21,089 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,599 63,740 SH   DFND 10 0 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,691 66,001 SH   DFND 9 0 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 33,580 823,653 SH   DFND 5 0 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,251 55,224 SH   DFND 7 0 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 44,377 1,088,482 SH   DFND 4 0 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 962 35,229 SH   DFND 9 0 35,229 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 230 5,099 SH   DFND 9 0 5,099 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 310 7,894 SH   DFND 9 0 7,894 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 789 20,720 SH   DFND 9 0 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 19,500 20,000,000 PRN   DFND 4 0 421,718 0
LIBERTY PPTY TR SH BEN INT 531172104 666 21,444 SH   DFND 9 0 21,444 0
LIBERTY PPTY TR SH BEN INT 531172104 20,496 660,089 SH   DFND 8 0 660,089 0
LILLY ELI & CO COM 532457108 3,595 42,661 SH   DFND 3 0 0 0
LILLY ELI & CO COM 532457108 5,175 61,415 SH   DFND 9 0 57,072 0
LILLY ELI & CO COM 532457108 11,635 138,082 SH   DFND 4 0 126,667 0
LILLY ELI & CO COM 532457108 7,078 84,000 SH   DFND 1 0 0 0
LINCOLN ELEC HLDGS INC COM 533900106 233 4,491 SH   DFND 9 0 4,491 0
LINCOLN NATL CORP IND COM 534187109 423 8,407 SH   DFND 9 0 8,407 0
LINCOLN NATL CORP IND COM 534187109 1,073 21,353 SH   DFND 3 0 0 0
LINEAR TECHNOLOGY CORP COM 535678106 294 6,930 SH   DFND 10 0 6,930 0
LINEAR TECHNOLOGY CORP COM 535678106 1,103 25,966 SH   DFND 3 0 0 0
LINEAR TECHNOLOGY CORP COM 535678106 3,166 74,543 SH   DFND 9 0 45,675 0
LINKEDIN CORP COM CL A 53578A108 1,001 4,449 SH   DFND 3 0 0 0
LINKEDIN CORP COM CL A 53578A108 1,833 8,144 SH   DFND 9 0 8,144 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 32,938 31,000,000 PRN   DFND 4 0 105,249 0
LIONS GATE ENTMNT CORP COM NEW 535919203 1,631 50,352 SH   DFND 10 0 50,352 0
LITHIA MTRS INC CL A 536797103 561 5,256 SH   DFND 9 0 0 0
LKQ CORP COM 501889208 3,193 107,776 SH   DFND 4 0 11,400 0
LKQ CORP COM 501889208 967 32,635 SH   DFND 3 0 0 0
LKQ CORP COM 501889208 967 32,644 SH   DFND 9 0 30,975 0
LOCKHEED MARTIN CORP COM 539830109 6,167 28,400 SH   DFND 1 0 0 0
LOEWS CORP COM 540424108 5,967 155,389 SH   DFND 9 0 154,634 0
LOGMEIN INC COM 54142L109 5,547 82,665 SH   DFND 10 0 82,665 0
LOWES COS INC COM 548661107 5,868 77,172 SH   DFND 9 0 65,265 0
LOWES COS INC COM 548661107 13,198 173,569 SH   DFND 4 0 168,757 0
LOWES COS INC COM 548661107 50,721 667,024 SH   DFND 10 0 667,024 0
LOWES COS INC COM 548661107 3,684 48,448 SH   DFND 3 0 0 0
LULULEMON ATHLETICA INC COM 550021109 584 11,137 SH   DFND 9 0 11,137 0
LULULEMON ATHLETICA INC COM 550021109 1,874 35,711 SH   DFND 4 0 13,865 0
LULULEMON ATHLETICA INC COM 550021109 12,578 239,724 SH   DFND 10 0 239,724 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 18,640 214,500 SH   DFND 4 0 203,027 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,427 27,930 SH   DFND 9 0 25,771 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,621 18,649 SH   DFND 3 0 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 7,560 87,000 SH   DFND 8 0 87,000 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 36,860 424,160 SH   DFND 10 0 424,160 0
M & T BK CORP COM 55261F104 719 5,931 SH   DFND 3 0 0 0
M & T BK CORP COM 55261F104 1,403 11,581 SH   DFND 9 0 11,252 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 4,051 99,071 SH   DFND 10 0 99,071 0
MACERICH CO COM 554382101 1,012 12,536 SH   DFND 9 0 12,536 0
MACERICH CO COM 554382101 706 8,748 SH   DFND 3 0 0 0
MACERICH CO COM 554382101 8,541 105,846 SH   DFND 8 0 105,846 0
MACK CALI RLTY CORP COM 554489104 282 12,076 SH   DFND 9 0 12,076 0
MACYS INC COM 55616P104 990 28,311 SH   DFND 9 0 28,311 0
MACYS INC COM 55616P104 898 25,679 SH   DFND 3 0 0 0
MACYS INC COM 55616P104 2,558 73,135 SH   DFND 4 0 73,135 0
MAGNA INTL INC COM 559222401 998 24,614 SH   DFND 9 0 24,614 0
MAGNA INTL INC COM 559222401 2,016 49,700 SH   DFND 10 0 49,700 0
MALLINCKRODT PUB LTD CO SHS G5785G107 843 11,291 SH   DFND 10 0 11,291 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,686 22,593 SH   DFND 5 0 22,593 0
MALLINCKRODT PUB LTD CO SHS G5785G107 410 5,495 SH   DFND 9 0 5,495 0
MANPOWERGROUP INC COM 56418H100 423 5,015 SH   DFND 9 0 5,015 0
MANULIFE FINL CORP COM 56501R106 1,417 94,594 SH   DFND 3 0 0 0
MANULIFE FINL CORP COM 56501R106 1,947 129,943 SH   DFND 9 0 129,943 0
MARATHON OIL CORP COM 565849106 984 78,138 SH   DFND 4 0 26,413 0
MARATHON OIL CORP COM 565849106 454 36,074 SH   DFND 3 0 0 0
MARATHON OIL CORP COM 565849106 393 31,250 SH   DFND 9 0 31,250 0
MARATHON OIL CORP COM 565849106 2,367 188,020 SH   DFND 10 0 188,020 0
MARATHON PETE CORP COM 56585A102 1,444 27,857 SH   DFND 3 0 0 0
MARATHON PETE CORP COM 56585A102 2,365 45,616 SH   DFND 9 0 45,616 0
MARKEL CORP COM 570535104 971 1,099 SH   DFND 9 0 1,099 0
MARKETO INC COM 57063L107 10,149 353,500 SH   DFND 10 0 353,500 0
MARRIOTT INTL INC NEW CL A 571903202 16,746 249,795 SH   DFND 10 0 2,497,950 0
MARRIOTT INTL INC NEW CL A 571903202 1,126 16,793 SH   DFND 9 0 167,930 0
MARRIOTT INTL INC NEW CL A 571903202 4,388 65,454 SH   DFND 3 0 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,349 114,500 SH   DFND 5 0 114,500 0
MARSH & MCLENNAN COS INC COM 571748102 10,358 186,800 SH   DFND 10 0 186,800 0
MARSH & MCLENNAN COS INC COM 571748102 28,790 519,207 SH   DFND 8 0 519,207 0
MARSH & MCLENNAN COS INC COM 571748102 9,491 171,172 SH   DFND 4 0 171,172 0
MARSH & MCLENNAN COS INC COM 571748102 2,175 39,220 SH   DFND 3 0 0 0
MARSH & MCLENNAN COS INC COM 571748102 9,231 166,472 SH   DFND 9 0 165,948 0
MARTIN MARIETTA MATLS INC COM 573284106 405 2,964 SH   DFND 9 0 2,964 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 447 50,709 SH   DFND 9 0 50,709 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 578 65,577 SH   DFND 10 0 65,577 0
MASCO CORP COM 574599106 1,308 46,231 SH   DFND 9 0 32,304 0
MASCO CORP COM 574599106 4,226 149,314 SH   DFND 4 0 149,314 0
MASIMO CORP COM 574795100 13,465 324,374 SH   DFND 10 0 324,374 0
MASTERCARD INC CL A 57636Q104 11,301 116,075 SH   DFND 4 0 116,075 0
MASTERCARD INC CL A 57636Q104 5,474 56,222 SH   DFND 9 0 43,304 0
MASTERCARD INC CL A 57636Q104 7,528 77,326 SH   DFND 5 0 77,326 0
MASTERCARD INC CL A 57636Q104 51,641 530,409 SH   DFND 10 0 530,409 0
MASTERCARD INC CL A 57636Q104 4,429 45,486 SH   DFND 3 0 0 0
MASTERCARD INC CL A 57636Q104 3,704 38,045 SH   DFND 8 0 38,045 0
MATTEL INC COM 577081102 1,415 52,064 SH   DFND 9 0 52,064 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,066 28,064 SH   DFND 9 0 28,064 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,198 31,536 SH   DFND 3 0 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 6,034 158,798 SH   DFND 10 0 158,798 0
MAXIMUS INC COM 577933104 256 4,552 SH   DFND 9 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,969 23,013 SH   DFND 3 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,024 23,656 SH   DFND 9 0 0 0
MCDERMOTT INTL INC COM 580037109 101 30,011 SH   DFND 9 0 30,011 0
MCDERMOTT INTL INC COM 580037109 1,589 474,400 SH   DFND 4 0 474,400 0
MCDONALDS CORP COM 580135101 7,088 60,000 SH   DFND 1 0 0 0
MCDONALDS CORP COM 580135101 26,406 223,512 SH   DFND 10 0 223,512 0
MCDONALDS CORP COM 580135101 5,537 46,869 SH   DFND 3 0 0 0
MCDONALDS CORP COM 580135101 8,097 68,534 SH   DFND 4 0 62,912 0
MCDONALDS CORP COM 580135101 27,269 230,823 SH   DFND 9 0 220,012 0
MCGRAW HILL FINL INC COM 580645109 2,242 22,738 SH   DFND 9 0 22,738 0
MCKESSON CORP COM 58155Q103 3,221 16,329 SH   DFND 9 0 14,530 0
MCKESSON CORP COM 58155Q103 21,174 107,358 SH   DFND 4 0 107,358 0
MCKESSON CORP COM 58155Q103 43,160 218,833 SH   DFND 10 0 218,833 0
MDU RES GROUP INC COM 552690109 2,581 140,900 SH   DFND 4 0 140,900 0
MEAD JOHNSON NUTRITION CO COM 582839106 13,658 173,000 SH   DFND 8 0 173,000 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,425 18,051 SH   DFND 3 0 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,934 24,498 SH   DFND 9 0 24,498 0
MEAD JOHNSON NUTRITION CO COM 582839106 844 10,693 SH   DFND 4 0 10,693 0
MEAD JOHNSON NUTRITION CO COM 582839106 562 7,115 SH   DFND 10 0 7,115 0
MEDICINES CO COM 584688105 16,194 433,697 SH   DFND 10 0 433,697 0
MEDIVATION INC COM 58501N101 27,538 569,677 SH   DFND 10 0 569,677 0
MEDIVATION INC COM 58501N101 404 8,367 SH   DFND 9 0 8,367 0
MEDNAX INC COM 58502B106 409 5,705 SH   DFND 9 0 5,705 0
MEDTRONIC PLC SHS G5960L103 5,890 76,572 SH   DFND 3 0 0 0
MEDTRONIC PLC SHS G5960L103 9,897 128,666 SH   DFND 9 0 126,081 0
MEDTRONIC PLC SHS G5960L103 9,818 127,641 SH   DFND 4 0 121,691 0
MEDTRONIC PLC SHS G5960L103 11,301 146,923 SH   DFND 10 0 146,923 0
MERCADOLIBRE INC COM 58733R102 289 2,531 SH   DFND 4 0 2,531 0
MERCK & CO INC NEW COM 58933Y105 4,912 93,000 SH   DFND 1 0 0 0
MERCK & CO INC NEW COM 58933Y105 28,705 543,451 SH   DFND 9 0 482,711 0
MERCK & CO INC NEW COM 58933Y105 9,055 171,423 SH   DFND 4 0 143,213 0
MERCK & CO INC NEW COM 58933Y105 29,704 562,371 SH   DFND 10 0 562,371 0
MERCK & CO INC NEW COM 58933Y105 9,560 181,000 SH   DFND 5 0 181,000 0
MERCK & CO INC NEW COM 58933Y105 15,616 295,641 SH   DFND 8 0 295,641 0
MERCK & CO INC NEW COM 58933Y105 6,399 121,153 SH   DFND 3 0 0 0
MERCURY GENL CORP NEW COM 589400100 472 10,139 SH   DFND 9 0 10,139 0
METHANEX CORP COM 59151K108 1,211 36,681 SH   DFND 10 0 36,681 0
METLIFE INC COM 59156R108 12,491 259,095 SH   DFND 4 0 217,011 0
METLIFE INC COM 59156R108 2,214 45,932 SH   DFND 9 0 45,932 0
METLIFE INC COM 59156R108 1,987 41,225 SH   DFND 3 0 0 0
METLIFE INC COM 59156R108 627 13,000 SH   DFND 5 0 13,000 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,024 3,019 SH   DFND 9 0 3,019 0
MFA FINL INC COM 55272X102 509 77,121 SH   DFND 9 0 77,121 0
MGIC INVT CORP WIS COM 552848103 1,853 209,857 SH   DFND 4 0 209,857 0
MGIC INVT CORP WIS COM 552848103 205 23,169 SH   DFND 9 0 2,155 0
MGM RESORTS INTERNATIONAL COM 552953101 603 26,528 SH   DFND 3 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 664 29,240 SH   DFND 9 0 29,240 0
MICHAEL KORS HLDGS LTD SHS G60754101 809 20,195 SH   DFND 10 0 20,195 0
MICHAEL KORS HLDGS LTD SHS G60754101 369 9,207 SH   DFND 9 0 9,207 0
MICHAEL KORS HLDGS LTD SHS G60754101 601 15,005 SH   DFND 4 0 15,005 0
MICROCHIP TECHNOLOGY INC COM 595017104 935 20,092 SH   DFND 9 0 20,092 0
MICRON TECHNOLOGY INC COM 595112103 11,937 843,016 SH   DFND 4 0 767,258 0
MICRON TECHNOLOGY INC COM 595112103 819 57,852 SH   DFND 3 0 0 0
MICRON TECHNOLOGY INC COM 595112103 975 68,847 SH   DFND 9 0 68,847 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 34,324 41,700,000 PRN   DFND 4 0 1,361,456 0
MICROSEMI CORP COM 595137100 5,215 160,018 SH   DFND 10 0 160,018 0
MICROSOFT CORP COM 594918104 1,165 21,000 SH   DFND 5 0 21,000 0
MICROSOFT CORP COM 594918104 78,563 1,416,054 SH   DFND 10 0 1,416,054 0
MICROSOFT CORP COM 594918104 4,710 84,890 SH   DFND 4 0 25,665 0
MICROSOFT CORP COM 594918104 24,127 434,877 SH   DFND 9 0 426,716 0
MICROSOFT CORP COM 594918104 18,045 325,261 SH   DFND 3 0 0 0
MICROSOFT CORP COM 594918104 231 4,169 SH   DFND 6 0 0 0
MICROSOFT CORP COM 594918104 24,189 436,001 SH   DFND 8 0 436,001 0
MID-AMER APT CMNTYS INC COM 59522J103 564 6,213 SH   DFND 9 0 6,213 0
MINERALS TECHNOLOGIES INC COM 603158106 4,212 91,834 SH   DFND 10 0 91,834 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 138 22,343 SH   DFND 9 0 44,686 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 12,827 303,372 SH   DFND 10 0 303,372 0
MOHAWK INDS INC COM 608190104 931 4,917 SH   DFND 9 0 4,917 0
MOLSON COORS BREWING CO CL B 60871R209 1,604 17,075 SH   DFND 9 0 17,075 0
MONDELEZ INTL INC CL A 609207105 5,931 132,261 SH   DFND 4 0 82,595 0
MONDELEZ INTL INC CL A 609207105 5,168 115,246 SH   DFND 9 0 111,052 0
MONDELEZ INTL INC CL A 609207105 3,068 68,427 SH   DFND 3 0 0 0
MONSANTO CO NEW COM 61166W101 2,165 21,980 SH   DFND 3 0 0 0
MONSANTO CO NEW COM 61166W101 4,212 42,751 SH   DFND 9 0 24,614 0
MONSANTO CO NEW COM 61166W101 2,626 26,651 SH   DFND 10 0 26,651 0
MOODYS CORP COM 615369105 351 3,500 SH   DFND 4 0 3,500 0
MOODYS CORP COM 615369105 1,156 11,522 SH   DFND 9 0 11,522 0
MOOG INC CL A 615394202 299 4,926 SH   DFND 9 0 493 0
MORGAN STANLEY COM NEW 617446448 2,125 66,805 SH   DFND 9 0 66,805 0
MORGAN STANLEY COM NEW 617446448 9,296 292,250 SH   DFND 10 0 292,250 0
MORGAN STANLEY COM NEW 617446448 2,090 65,700 SH   DFND 3 0 0 0
MORGAN STANLEY COM NEW 617446448 6,505 204,500 SH   DFND 5 0 204,500 0
MORGAN STANLEY COM NEW 617446448 3,464 108,884 SH   DFND 4 0 108,884 0
MORGAN STANLEY COM NEW 617446448 3,813 119,870 SH   DFND 8 0 119,870 0
MOSAIC CO NEW COM 61945C103 6,784 245,884 SH   DFND 4 0 221,905 0
MOSAIC CO NEW COM 61945C103 1,042 37,769 SH   DFND 9 0 37,769 0
MOSAIC CO NEW COM 61945C103 437 15,840 SH   DFND 3 0 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,968 87,182 SH   DFND 9 0 85,468 0
MRC GLOBAL INC COM 55345K103 183 14,195 SH   DFND 9 0 14,195 0
MSC INDL DIRECT INC CL A 553530106 505 8,983 SH   DFND 9 0 8,983 0
MURPHY OIL CORP COM 626717102 403 17,965 SH   DFND 3 0 0 0
MURPHY USA INC COM 626755102 295 4,853 SH   DFND 9 0 1,923 0
NABORS INDUSTRIES LTD SHS G6359F103 113 13,330 SH   DFND 9 0 13,330 0
NASDAQ INC COM 631103108 547 9,403 SH   DFND 9 0 9,403 0
NATIONAL FUEL GAS CO N J COM 636180101 442 10,348 SH   DFND 9 0 10,348 0
NATIONAL HEALTH INVS INC COM 63633D104 16,725 274,765 SH   DFND 8 0 274,765 0
NATIONAL OILWELL VARCO INC COM 637071101 1,709 51,024 SH   DFND 9 0 48,221 0
NATIONAL OILWELL VARCO INC COM 637071101 501 14,957 SH   DFND 3 0 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,621 48,390 SH   DFND 10 0 48,390 0
NATIONAL OILWELL VARCO INC COM 637071101 216 6,452 SH   DFND 4 0 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 17,083 426,554 SH   DFND 8 0 426,554 0
NATIONAL RETAIL PPTYS INC COM 637417106 556 13,873 SH   DFND 9 0 13,873 0
NAVIENT CORP COM 63938C108 305 26,663 SH   DFND 3 0 0 0
NAVIENT CORP COM 63938C108 214 18,700 SH   DFND 9 0 18,700 0
NCI BUILDING SYS INC COM NEW 628852204 3,906 314,758 SH   DFND 10 0 314,758 0
NEENAH PAPER INC COM 640079109 5,457 87,411 SH   DFND 10 0 87,411 0
NETAPP INC COM 64110D104 1,028 38,759 SH   DFND 9 0 38,759 0
NETAPP INC COM 64110D104 668 25,173 SH   DFND 3 0 0 0
NETEASE INC SPONSORED ADR 64110W102 300 1,656 SH   DFND 9 0 1,035,000 0
NETEASE INC SPONSORED ADR 64110W102 27,819 153,490 SH   DFND 6 0 95,931,250 0
NETFLIX INC COM 64110L106 1,976 17,276 SH   DFND 3 0 0 0
NETFLIX INC COM 64110L106 3,177 27,774 SH   DFND 9 0 27,774 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 17,259 17,500,000 PRN   DFND 4 0 150,734 0
NEW JERSEY RES COM 646025106 603 18,285 SH   DFND 9 0 18,285 0
NEW MEDIA INVT GROUP INC COM 64704V106 2,097 107,784 SH   DFND 10 0 107,784 0
NEW RELIC INC COM 64829B100 2,208 60,621 SH   DFND 10 0 60,621 0
NEW YORK CMNTY BANCORP INC COM 649445103 817 50,056 SH   DFND 9 0 47,398 0
NEWELL RUBBERMAID INC COM 651229106 3,384 76,766 SH   DFND 9 0 75,918 0
NEWELL RUBBERMAID INC COM 651229106 1,648 37,394 SH   DFND 3 0 0 0
NEWFIELD EXPL CO COM 651290108 292 8,978 SH   DFND 9 0 8,978 0
NEWMONT MINING CORP COM 651639106 1,000 55,600 SH   DFND 3 0 0 0
NEWMONT MINING CORP COM 651639106 1,470 81,711 SH   DFND 9 0 78,956 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,575 1,600,000 PRN   DFND 4 0 0 0
NEWS CORP NEW CL A 65249B109 1,095 81,992 SH   DFND 3 0 0 0
NEWS CORP NEW CL A 65249B109 655 49,046 SH   DFND 9 0 0 0
NEWS CORP NEW CL B 65249B208 507 36,335 SH   DFND 9 0 36,335 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 3,653 62,227 SH   DFND 10 0 62,227 0
NEXTERA ENERGY INC COM 65339F101 5,956 57,332 SH   DFND 10 0 57,332 0
NEXTERA ENERGY INC COM 65339F101 1,924 18,518 SH   DFND 3 0 0 0
NEXTERA ENERGY INC COM 65339F101 3,324 32,000 SH   DFND 1 0 0 0
NEXTERA ENERGY INC COM 65339F101 2,057 19,799 SH   DFND 4 0 7,687 0
NEXTERA ENERGY INC COM 65339F101 2,163 20,823 SH   DFND 9 0 20,823 0
NIKE INC CL B 654106103 3,696 59,138 SH   DFND 3 0 0 0
NIKE INC CL B 654106103 3,671 58,742 SH   DFND 4 0 58,742 0
NIKE INC CL B 654106103 33,870 541,924 SH   DFND 10 0 541,924 0
NIKE INC CL B 654106103 5,887 94,193 SH   DFND 9 0 78,595 0
NISOURCE INC COM 65473P105 636 32,606 SH   DFND 10 0 32,606 0
NOBLE CORP PLC SHS USD G65431101 4,687 444,228 SH   DFND 4 0 444,228 0
NOBLE ENERGY INC COM 655044105 588 17,857 SH   DFND 3 0 0 0
NOBLE ENERGY INC COM 655044105 622 18,876 SH   DFND 10 0 18,876 0
NOBLE ENERGY INC COM 655044105 1,153 35,018 SH   DFND 9 0 35,018 0
NORDSTROM INC COM 655664100 1,313 26,369 SH   DFND 9 0 26,369 0
NORDSTROM INC COM 655664100 685 13,750 SH   DFND 3 0 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,774 20,966 SH   DFND 9 0 20,966 0
NORFOLK SOUTHERN CORP COM 655844108 1,542 18,228 SH   DFND 3 0 0 0
NORTHERN TR CORP COM 665859104 1,217 16,886 SH   DFND 3 0 0 0
NORTHERN TR CORP COM 665859104 1,282 17,787 SH   DFND 9 0 17,787 0
NORTHROP GRUMMAN CORP COM 666807102 1,185 6,275 SH   DFND 9 0 6,275 0
NORTHROP GRUMMAN CORP COM 666807102 6,358 33,675 SH   DFND 4 0 33,675 0
NORTHROP GRUMMAN CORP COM 666807102 8,757 46,381 SH   DFND 10 0 46,381 0
NOVAVAX INC COM 670002104 9,120 1,086,979 SH   DFND 10 0 1,086,979 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 12,157 5,100,000 PRN   DFND 4 0 125,096 0
NOW INC COM 67011P100 214 13,503 SH   DFND 9 0 13,503 0
NUANCE COMMUNICATIONS INC COM 67020Y100 969 48,720 SH   DFND 9 0 47,291 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,576 79,250 SH   DFND 4 0 79,250 0
NUCOR CORP COM 670346105 1,172 29,091 SH   DFND 10 0 29,091 0
NUCOR CORP COM 670346105 840 20,847 SH   DFND 3 0 0 0
NUCOR CORP COM 670346105 1,055 26,175 SH   DFND 9 0 26,175 0
NVIDIA CORP COM 67066G104 1,739 52,774 SH   DFND 3 0 0 0
NVIDIA CORP COM 67066G104 1,614 48,968 SH   DFND 9 0 45,956 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 12,328 7,300,000 PRN   DFND 4 0 362,050 0
NVR INC COM 62944T105 1,079 657 SH   DFND 9 0 657 0
NVR INC COM 62944T105 1,101 670 SH   DFND 4 0 670 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 29,491 26,500,000 PRN   DFND 4 0 257,675 0
NXP SEMICONDUCTORS N V COM N6596X109 761 9,036 SH   DFND 10 0 9,036 0
NXP SEMICONDUCTORS N V COM N6596X109 2,163 25,674 SH   DFND 9 0 21,321 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,352 17,175 SH   DFND 9 0 14,400 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 19,341 76,319 SH   DFND 4 0 76,319 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,813 11,100 SH   DFND 1 0 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 16,906 250,055 SH   DFND 9 0 246,571 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,456 36,321 SH   DFND 3 0 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 17,027 251,847 SH   DFND 4 0 224,014 0
OCCIDENTAL PETE CORP DEL COM 674599105 204 3,016 SH   DFND 8 0 3,016 0
OCEANEERING INTL INC COM 675232102 560 14,928 SH   DFND 9 0 14,928 0
OIL STS INTL INC COM 678026105 528 19,364 SH   DFND 9 0 19,364 0
OLD DOMINION FGHT LINES INC COM 679580100 259 4,382 SH   DFND 9 0 3,121 0
OLD REP INTL CORP COM 680223104 556 29,867 SH   DFND 9 0 29,867 0
OMEGA HEALTHCARE INVS INC COM 681936100 16,550 473,123 SH   DFND 8 0 473,123 0
OMNICOM GROUP INC COM 681919106 2,336 30,872 SH   DFND 9 0 16,210 0
OMNICOM GROUP INC COM 681919106 2,278 30,111 SH   DFND 3 0 0 0
OMNICOM GROUP INC COM 681919106 570 7,531 SH   DFND 4 0 0 0
ONE GAS INC COM 68235P108 552 11,004 SH   DFND 9 0 11,004 0
ONEOK INC NEW COM 682680103 622 25,223 SH   DFND 9 0 25,223 0
ONEOK INC NEW COM 682680103 283 11,496 SH   DFND 3 0 0 0
ONEOK INC NEW COM 682680103 794 32,191 SH   DFND 10 0 32,191 0
ORACLE CORP COM 68389X105 6,478 177,334 SH   DFND 3 0 0 0
ORACLE CORP COM 68389X105 7,420 203,114 SH   DFND 9 0 197,907 0
ORACLE CORP COM 68389X105 12,564 343,932 SH   DFND 4 0 240,478 0
ORACLE CORP COM 68389X105 10,583 289,713 SH   DFND 10 0 289,713 0
OUTERWALL INC COM 690070107 215 5,894 SH   DFND 9 0 0 0
OUTFRONT MEDIA INC COM 69007J106 492 22,526 SH   DFND 9 0 22,526 0
OWENS & MINOR INC NEW COM 690732102 545 15,153 SH   DFND 9 0 15,153 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,465 32,996 SH   DFND 4 0 6,599,200 0
PACCAR INC COM 693718108 579 12,220 SH   DFND 9 0 12,220 0
PACIFIC PREMIER BANCORP COM 69478X105 3,380 159,074 SH   DFND 10 0 159,074 0
PACKAGING CORP AMER COM 695156109 2,573 40,811 SH   DFND 4 0 40,811 0
PACKAGING CORP AMER COM 695156109 680 10,782 SH   DFND 9 0 10,782 0
PACKAGING CORP AMER COM 695156109 1,172 18,584 SH   DFND 10 0 18,584 0
PALO ALTO NETWORKS INC COM 697435105 940 5,335 SH   DFND 9 0 5,335 0
PANERA BREAD CO CL A 69840W108 1,713 8,795 SH   DFND 10 0 8,795 0
PARAMOUNT GROUP INC COM 69924R108 1,517 83,827 SH   DFND 8 0 83,827 0
PARKER HANNIFIN CORP COM 701094104 1,631 16,822 SH   DFND 9 0 16,822 0
PARKWAY PPTYS INC COM 70159Q104 3,866 247,350 SH   DFND 8 0 247,350 0
PARTNERRE LTD COM G6852T105 7,288 52,152 SH   DFND 9 0 51,689 0
PATTERN ENERGY GROUP INC CL A 70338P100 2,934 140,330 SH   DFND 10 0 140,330 0
PATTERSON COMPANIES INC COM 703395103 953 21,069 SH   DFND 9 0 19,146 0
PAYCHEX INC COM 704326107 6,363 120,315 SH   DFND 4 0 120,315 0
PAYCHEX INC COM 704326107 4,016 75,925 SH   DFND 9 0 49,415 0
PAYPAL HLDGS INC COM 70450Y103 3,131 86,501 SH   DFND 4 0 20,875 0
PAYPAL HLDGS INC COM 70450Y103 2,042 56,401 SH   DFND 3 0 0 0
PAYPAL HLDGS INC COM 70450Y103 1,177 32,500 SH   DFND 5 0 32,500 0
PAYPAL HLDGS INC COM 70450Y103 10,236 282,752 SH   DFND 10 0 282,752 0
PAYPAL HLDGS INC COM 70450Y103 218 6,014 SH   DFND 8 0 6,014 0
PAYPAL HLDGS INC COM 70450Y103 2,225 61,456 SH   DFND 9 0 61,456 0
PDC ENERGY INC COM 69327R101 5,319 99,637 SH   DFND 10 0 99,637 0
PDL BIOPHARMA INC COM 69329Y104 131 37,058 SH   DFND 9 0 37,058 0
PEBBLEBROOK HOTEL TR COM 70509V100 8,876 316,760 SH   DFND 8 0 316,760 0
PEMBINA PIPELINE CORP COM 706327103 1,225 56,266 SH   DFND 9 0 56,266 0
PENNYMAC MTG INVT TR COM 70931T103 237 15,534 SH   DFND 9 0 15,534 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 5,385 127,194 SH   DFND 10 0 127,194 0
PENTAIR PLC SHS G7S00T104 2,631 53,123 SH   DFND 4 0 0 0
PENTAIR PLC SHS G7S00T104 806 16,265 SH   DFND 9 0 16,265 0
PENTAIR PLC SHS G7S00T104 816 16,475 SH   DFND 3 0 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 17,367 1,075,328 SH   DFND 9 0 1,071,838 0
PEPCO HOLDINGS INC COM 713291102 1,351 51,937 SH   DFND 9 0 51,937 0
PEPSICO INC COM 713448108 6,946 69,516 SH   DFND 3 0 0 0
PEPSICO INC COM 713448108 36,808 368,379 SH   DFND 10 0 368,379 0
PEPSICO INC COM 713448108 7,604 76,100 SH   DFND 1 0 0 0
PEPSICO INC COM 713448108 11,886 118,955 SH   DFND 9 0 96,772 0
PEPSICO INC COM 713448108 11,907 119,170 SH   DFND 4 0 73,044 0
PEPSICO INC COM 713448108 290 2,904 SH   DFND 8 0 2,904 0
PERKINELMER INC COM 714046109 386 7,200 SH   DFND 4 0 7,200 0
PERRIGO CO PLC SHS G97822103 1,114 7,699 SH   DFND 3 0 0 0
PERRIGO CO PLC SHS G97822103 2,045 14,133 SH   DFND 9 0 13,331 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 11,066 3,254,754 SH   DFND 2 0 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,293 380,168 SH   DFND 4 0 0 0
PFIZER INC COM 717081103 1,711 53,000 SH   DFND 1 0 0 0
PFIZER INC COM 717081103 8,915 276,169 SH   DFND 3 0 0 0
PFIZER INC COM 717081103 19,936 617,604 SH   DFND 9 0 516,520 0
PFIZER INC COM 717081103 14,807 458,705 SH   DFND 10 0 458,705 0
PFIZER INC COM 717081103 3,173 98,303 SH   DFND 4 0 43,628 0
PG&E CORP COM 69331C108 2,068 38,887 SH   DFND 9 0 38,064 0
PG&E CORP COM 69331C108 2,928 55,051 SH   DFND 10 0 55,051 0
PG&E CORP COM 69331C108 1,386 26,066 SH   DFND 3 0 0 0
PHILIP MORRIS INTL INC COM 718172109 6,667 75,841 SH   DFND 3 0 0 0
PHILIP MORRIS INTL INC COM 718172109 458 5,215 SH   DFND 4 0 0 0
PHILIP MORRIS INTL INC COM 718172109 8,988 102,239 SH   DFND 9 0 79,023 0
PHILLIPS 66 COM 718546104 5,695 69,619 SH   DFND 10 0 69,619 0
PHILLIPS 66 COM 718546104 3,230 39,488 SH   DFND 9 0 39,488 0
PHILLIPS 66 COM 718546104 1,938 23,692 SH   DFND 3 0 0 0
PIEDMONT NAT GAS INC COM 720186105 570 9,996 SH   DFND 9 0 9,996 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 518 27,447 SH   DFND 9 0 27,447 0
PINNACLE ENTMT INC COM 723456109 232 7,449 SH   DFND 9 0 0 0
PINNACLE WEST CAP CORP COM 723484101 1,541 23,899 SH   DFND 10 0 23,899 0
PINNACLE WEST CAP CORP COM 723484101 301 4,669 SH   DFND 9 0 4,669 0
PIONEER NAT RES CO COM 723787107 2,843 22,673 SH   DFND 10 0 22,673 0
PIONEER NAT RES CO COM 723787107 957 7,629 SH   DFND 3 0 0 0
PIONEER NAT RES CO COM 723787107 874 6,974 SH   DFND 9 0 6,974 0
PLEXUS CORP COM 729132100 4,175 119,546 SH   DFND 10 0 119,546 0
PLUM CREEK TIMBER CO INC COM 729251108 991 20,774 SH   DFND 9 0 20,774 0
PNC FINL SVCS GROUP INC COM 693475105 2,274 23,857 SH   DFND 3 0 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,220 33,780 SH   DFND 9 0 33,780 0
PNM RES INC COM 69349H107 4,047 132,385 SH   DFND 10 0 132,385 0
POLARIS INDS INC COM 731068102 562 6,541 SH   DFND 4 0 6,541 0
POLARIS INDS INC COM 731068102 336 3,909 SH   DFND 9 0 3,909 0
POPEYES LA KITCHEN INC COM 732872106 1,121 19,165 SH   DFND 10 0 19,165 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,694 101,580 SH   DFND 10 0 101,580 0
POTASH CORP SASK INC COM 73755L107 617 36,051 SH   DFND 10 0 36,051 0
POTASH CORP SASK INC COM 73755L107 951 55,555 SH   DFND 9 0 55,555 0
POTASH CORP SASK INC COM 73755L107 593 34,632 SH   DFND 3 0 0 0
PPG INDS INC COM 693506107 2,026 20,499 SH   DFND 9 0 19,798 0
PPL CORP COM 69351T106 2,314 67,800 SH   DFND 1 0 0 0
PPL CORP COM 69351T106 1,147 33,594 SH   DFND 3 0 0 0
PPL CORP COM 69351T106 798 23,388 SH   DFND 9 0 23,388 0
PRAXAIR INC COM 74005P104 16,998 165,996 SH   DFND 9 0 149,887 0
PRAXAIR INC COM 74005P104 2,289 22,351 SH   DFND 10 0 22,351 0
PRAXAIR INC COM 74005P104 5,667 55,343 SH   DFND 4 0 55,343 0
PRAXAIR INC COM 74005P104 1,275 12,447 SH   DFND 3 0 0 0
PRAXAIR INC COM 74005P104 1,024 10,000 SH   DFND 1 0 0 0
PRECISION CASTPARTS CORP COM 740189105 1,711 7,376 SH   DFND 3 0 0 0
PRECISION CASTPARTS CORP COM 740189105 2,481 10,692 SH   DFND 9 0 9,984 0
PRICE T ROWE GROUP INC COM 74144T108 2,104 29,429 SH   DFND 9 0 19,704 0
PRICE T ROWE GROUP INC COM 74144T108 2,921 40,853 SH   DFND 4 0 40,853 0
PRICE T ROWE GROUP INC COM 74144T108 1,826 25,543 SH   DFND 3 0 0 0
PRICELINE GRP INC COM NEW 741503403 5,036 3,950 SH   DFND 5 0 3,950 0
PRICELINE GRP INC COM NEW 741503403 2,821 2,213 SH   DFND 3 0 0 0
PRICELINE GRP INC COM NEW 741503403 3,127 2,453 SH   DFND 9 0 2,311 0
PRICELINE GRP INC COM NEW 741503403 35,547 27,881 SH   DFND 8 0 27,881 0
PRICELINE GRP INC COM NEW 741503403 51,054 40,044 SH   DFND 10 0 40,044 0
PRICELINE GRP INC COM NEW 741503403 3,588 2,814 SH   DFND 4 0 2,814 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 26,455 22,105,000 PRN   DFND 4 0 13,843 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 21,377 21,100,000 PRN   DFND 4 0 8,271 0
PRICESMART INC COM 741511109 3,993 48,109 SH   DFND 10 0 48,109 0
PRIMERICA INC COM 74164M108 544 11,513 SH   DFND 9 0 11,513 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,320 29,354 SH   DFND 3 0 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,126 25,026 SH   DFND 9 0 25,026 0
PRIVATEBANCORP INC COM 742962103 4,911 119,710 SH   DFND 10 0 119,710 0
PROASSURANCE CORP COM 74267C106 490 10,098 SH   DFND 9 0 10,098 0
PROCTER & GAMBLE CO COM 742718109 1,032 13,000 SH   DFND 5 0 13,000 0
PROCTER & GAMBLE CO COM 742718109 230 2,893 SH   DFND 6 0 0 0
PROCTER & GAMBLE CO COM 742718109 9,396 118,327 SH   DFND 3 0 0 0
PROCTER & GAMBLE CO COM 742718109 3,812 48,000 SH   DFND 1 0 0 0
PROCTER & GAMBLE CO COM 742718109 234 2,945 SH   DFND 8 0 2,945 0
PROCTER & GAMBLE CO COM 742718109 13,924 175,340 SH   DFND 9 0 171,134 0
PROCTER & GAMBLE CO COM 742718109 24,781 312,069 SH   DFND 4 0 255,847 0
PROGRESSIVE CORP OHIO COM 743315103 4,287 134,805 SH   DFND 9 0 133,919 0
PROLOGIS INC COM 74340W103 6,047 140,879 SH   DFND 9 0 140,879 0
PROLOGIS INC COM 74340W103 1,048 24,419 SH   DFND 3 0 0 0
PROLOGIS INC COM 74340W103 68,298 1,591,282 SH   DFND 8 0 1,591,282 0
PROSPERITY BANCSHARES INC COM 743606105 512 10,700 SH   DFND 9 0 10,700 0
PROTHENA CORP PLC SHS G72800108 8,219 120,667 SH   DFND 10 0 120,667 0
PRUDENTIAL FINL INC COM 744320102 12,838 157,692 SH   DFND 10 0 157,692 0
PRUDENTIAL FINL INC COM 744320102 1,944 23,879 SH   DFND 9 0 23,879 0
PRUDENTIAL FINL INC COM 744320102 18,724 230,002 SH   DFND 4 0 172,495 0
PRUDENTIAL FINL INC COM 744320102 733 9,000 SH   DFND 5 0 9,000 0
PRUDENTIAL FINL INC COM 744320102 1,827 22,441 SH   DFND 3 0 0 0
PTC INC COM 69370C100 31,378 906,097 SH   DFND 10 0 906,097 0
PUBLIC STORAGE COM 74460D109 4,168 16,826 SH   DFND 8 0 16,826 0
PUBLIC STORAGE COM 74460D109 1,239 5,000 SH   DFND 1 0 0 0
PUBLIC STORAGE COM 74460D109 1,968 7,945 SH   DFND 3 0 0 0
PUBLIC STORAGE COM 74460D109 2,264 9,140 SH   DFND 9 0 9,140 0
PUBLIC STORAGE COM 74460D109 305 1,231 SH   DFND 10 0 1,231 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,242 32,100 SH   DFND 9 0 32,100 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,275 32,964 SH   DFND 3 0 0 0
PULTE GROUP INC COM 745867101 347 19,473 SH   DFND 9 0 19,473 0
PVH CORP COM 693656100 792 10,758 SH   DFND 10 0 10,758 0
PVH CORP COM 693656100 727 9,870 SH   DFND 9 0 9,417 0
QEP RES INC COM 74733V100 283 21,144 SH   DFND 9 0 21,144 0
QIAGEN NV REG SHS N72482107 885 32,010 SH   DFND 9 0 32,010 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 0.500% 8/1 74734MAE9 5,784 6,000,000 PRN   DFND 4 0 71,810 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 74734MAF6 12,643 13,000,000 PRN   DFND 4 0 161,458 0
QORVO INC COM 74736K101 343 6,734 SH   DFND 9 0 6,734 0
QUALCOMM INC COM 747525103 2,545 50,919 SH   DFND 10 0 50,919 0
QUALCOMM INC COM 747525103 3,535 70,727 SH   DFND 3 0 0 0
QUALCOMM INC COM 747525103 275 5,511 SH   DFND 4 0 0 0
QUALCOMM INC COM 747525103 5,745 114,936 SH   DFND 9 0 86,756 0
QUANTA SVCS INC COM 74762E102 347 17,126 SH   DFND 9 0 16,010 0
QUEST DIAGNOSTICS INC COM 74834L100 1,189 16,715 SH   DFND 3 0 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,497 21,048 SH   DFND 9 0 20,249 0
QUESTAR CORP COM 748356102 535 27,441 SH   DFND 9 0 27,441 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 1,399 20,371 SH   DFND 9 0 17,780 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 1,995 29,052 SH   DFND 4 0 29,052 0
RACKSPACE HOSTING INC COM 750086100 202 7,974 SH   DFND 9 0 7,974 0
RADIAN GROUP INC COM 750236101 258 19,251 SH   DFND 9 0 2,114 0
RADIAN GROUP INC COM 750236101 2,452 183,097 SH   DFND 4 0 183,097 0
RALPH LAUREN CORP CL A 751212101 13,601 122,000 SH   DFND 8 0 122,000 0
RALPH LAUREN CORP CL A 751212101 775 6,951 SH   DFND 9 0 6,951 0
RAMBUS INC DEL COM 750917106 1,257 108,442 SH   DFND 10 0 108,442 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 8,784 528,867 SH   DFND 8 0 528,867 0
RANGE RES CORP COM 75281A109 15,931 647,334 SH   DFND 10 0 647,334 0
RANGE RES CORP COM 75281A109 580 23,573 SH   DFND 9 0 23,573 0
RAYMOND JAMES FINANCIAL INC COM 754730109 202 3,486 SH   DFND 9 0 3,486 0
RAYONIER INC COM 754907103 529 23,851 SH   DFND 9 0 23,851 0
RAYTHEON CO COM NEW 755111507 553 4,439 SH   DFND 4 0 4,439 0
RAYTHEON CO COM NEW 755111507 23,114 185,612 SH   DFND 10 0 185,612 0
RAYTHEON CO COM NEW 755111507 1,285 10,322 SH   DFND 9 0 10,310 0
REALOGY HLDGS CORP COM 75605Y106 223 6,089 SH   DFND 9 0 6,089 0
REALTY INCOME CORP COM 756109104 22,194 429,867 SH   DFND 8 0 429,867 0
REALTY INCOME CORP COM 756109104 926 17,938 SH   DFND 9 0 17,938 0
RED HAT INC COM 756577102 544 6,572 SH   DFND 4 0 6,572 0
RED HAT INC COM 756577102 1,089 13,152 SH   DFND 9 0 13,152 0
RED HAT INC COM 756577102 1,269 15,319 SH   DFND 3 0 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 3,932 3,000,000 PRN   DFND 4 0 0 0
REGAL BELOIT CORP COM 758750103 3,247 55,483 SH   DFND 4 0 0 0
REGENCY CTRS CORP COM 758849103 10,190 149,583 SH   DFND 8 0 149,583 0
REGENCY CTRS CORP COM 758849103 752 11,045 SH   DFND 9 0 11,045 0
REGENERON PHARMACEUTICALS COM 75886F107 2,028 3,736 SH   DFND 3 0 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,219 4,088 SH   DFND 9 0 4,088 0
REGIONS FINL CORP NEW COM 7591EP100 997 103,841 SH   DFND 9 0 103,841 0
REGIONS FINL CORP NEW COM 7591EP100 1,110 115,664 SH   DFND 10 0 115,664 0
REINSURANCE GROUP AMER INC COM NEW 759351604 486 5,680 SH   DFND 9 0 5,680 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 881 15,218 SH   DFND 10 0 15,218 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,071 18,300 SH   DFND 1 0 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,528 13,499 SH   DFND 9 0 13,223 0
RENASANT CORP COM 75970E107 7,322 212,793 SH   DFND 10 0 212,793 0
REPLIGEN CORP COM 759916109 7,612 269,071 SH   DFND 10 0 269,071 0
REPUBLIC SVCS INC COM 760759100 8,082 183,721 SH   DFND 9 0 163,445 0
REPUBLIC SVCS INC COM 760759100 1,954 44,428 SH   DFND 4 0 0 0
RESMED INC COM 761152107 339 6,321 SH   DFND 9 0 6,321 0
RETAIL PPTYS AMER INC CL A 76131V202 520 35,212 SH   DFND 9 0 35,212 0
RETROPHIN INC COM 761299106 6,333 328,294 SH   DFND 10 0 328,294 0
REXFORD INDL RLTY INC COM 76169C100 3,705 226,469 SH   DFND 10 0 226,469 0
REYNOLDS AMERICAN INC COM 761713106 8,741 189,400 SH   DFND 10 0 189,400 0
REYNOLDS AMERICAN INC COM 761713106 3,962 85,860 SH   DFND 9 0 76,607 0
REYNOLDS AMERICAN INC COM 761713106 8,794 190,556 SH   DFND 4 0 190,556 0
REYNOLDS AMERICAN INC COM 761713106 2,457 53,250 SH   DFND 5 0 53,250 0
REYNOLDS AMERICAN INC COM 761713106 7,921 171,641 SH   DFND 8 0 171,641 0
REYNOLDS AMERICAN INC COM 761713106 864 18,730 SH   DFND 3 0 0 0
RITE AID CORP COM 767754104 416 53,013 SH   DFND 9 0 28,228 0
RLI CORP COM 749607107 544 8,813 SH   DFND 9 0 8,813 0
RLJ LODGING TR COM 74965L101 10,421 481,806 SH   DFND 8 0 481,806 0
RLJ LODGING TR COM 74965L101 295 13,648 SH   DFND 9 0 13,648 0
RLJ LODGING TR COM 74965L101 4,602 212,751 SH   DFND 10 0 212,751 0
ROBERT HALF INTL INC COM 770323103 1,509 32,004 SH   DFND 9 0 30,323 0
ROBERT HALF INTL INC COM 770323103 3,081 65,350 SH   DFND 4 0 65,350 0
ROCKWELL AUTOMATION INC COM 773903109 1,433 13,966 SH   DFND 3 0 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,125 10,962 SH   DFND 9 0 10,962 0
ROCKWELL COLLINS INC COM 774341101 4,239 45,926 SH   DFND 4 0 45,926 0
ROCKWELL COLLINS INC COM 774341101 2,489 26,961 SH   DFND 3 0 0 0
ROCKWELL COLLINS INC COM 774341101 17,276 187,175 SH   DFND 9 0 176,566 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,779 80,634 SH   DFND 9 0 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,008 29,260 SH   DFND 10 0 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,598 34,765 SH   DFND 9 0 34,563 0
ROSS STORES INC COM 778296103 3,438 63,893 SH   DFND 9 0 61,879 0
ROSS STORES INC COM 778296103 7,799 144,943 SH   DFND 4 0 144,943 0
ROYAL BK CDA MONTREAL QUE COM 780087102 5,323 99,340 SH   DFND 9 0 95,156 0
ROYAL BK CDA MONTREAL QUE COM 780087102 425 7,934 SH   DFND 10 0 7,934 0
ROYAL BK CDA MONTREAL QUE COM 780087102 452 8,430 SH   DFND 4 0 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 3,441 64,222 SH   DFND 3 0 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,238 12,232 SH   DFND 10 0 12,232 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,641 16,217 SH   DFND 9 0 12,104 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 17,206 170,000 SH   DFND 8 0 170,000 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,369 33,283 SH   DFND 4 0 33,283 0
RPM INTL INC COM 749685103 527 11,952 SH   DFND 9 0 11,952 0
RYDER SYS INC COM 783549108 33,924 596,936 SH   DFND 10 0 596,936 0
RYDER SYS INC COM 783549108 4,065 71,527 SH   DFND 4 0 71,527 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,794 434,700 SH   DFND 8 0 434,700 0
SABRE CORP COM 78573M104 4,037 144,343 SH   DFND 4 0 144,343 0
SABRE CORP COM 78573M104 926 33,113 SH   DFND 9 0 7,876 0
SALESFORCE COM INC COM 79466L302 19,706 251,349 SH   DFND 4 0 194,199 0
SALESFORCE COM INC COM 79466L302 1,019 13,000 SH   DFND 5 0 13,000 0
SALESFORCE COM INC COM 79466L302 233 2,972 SH   DFND 8 0 2,972 0
SALESFORCE COM INC COM 79466L302 2,792 35,606 SH   DFND 9 0 35,606 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 40,101 31,000,000 PRN   DFND 4 0 466,587 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 14,229 11,000,000 PRN   DFND 5 0 165,563 0
SANCHEZ ENERGY CORP COM 79970Y105 4,629 1,073,910 SH   DFND 10 0 1,073,910 0
SANDISK CORP COM 80004C101 850 11,186 SH   DFND 9 0 11,186 0
SANDISK CORP COM 80004C101 1,063 13,988 SH   DFND 3 0 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 36,369 23,100,000 PRN   DFND 4 0 455,768 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 38,023 36,500,000 PRN   DFND 4 0 397,872 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,764 111,271 SH   DFND 4 0 111,271 0
SANTANDER CONSUMER USA HDG I COM 80283M101 584 36,831 SH   DFND 9 0 11,267 0
SBA COMMUNICATIONS CORP COM 78388J106 1,627 15,486 SH   DFND 10 0 15,486 0
SBA COMMUNICATIONS CORP COM 78388J106 1,979 18,831 SH   DFND 9 0 18,831 0
SCANA CORP NEW COM 80589M102 341 5,642 SH   DFND 9 0 4,906 0
SCHEIN HENRY INC COM 806407102 3,748 23,694 SH   DFND 3 0 0 0
SCHEIN HENRY INC COM 806407102 15,742 99,515 SH   DFND 9 0 99,004 0
SCHLUMBERGER LTD COM 806857108 5,037 72,211 SH   DFND 4 0 20,345 0
SCHLUMBERGER LTD COM 806857108 11,153 159,900 SH   DFND 10 0 159,900 0
SCHLUMBERGER LTD COM 806857108 4,316 61,879 SH   DFND 3 0 0 0
SCHLUMBERGER LTD COM 806857108 5,202 74,587 SH   DFND 9 0 71,159 0
SCHOLASTIC CORP COM 807066105 862 22,350 SH   DFND 4 0 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9,315 282,871 SH   DFND 10 0 282,871 0
SCHWAB CHARLES CORP NEW COM 808513105 2,455 74,564 SH   DFND 9 0 74,564 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 716 12,970 SH   DFND 9 0 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,196 32,620 SH   DFND 9 0 32,620 0
SEALED AIR CORP NEW COM 81211K100 10,913 244,678 SH   DFND 4 0 244,678 0
SEALED AIR CORP NEW COM 81211K100 1,147 25,720 SH   DFND 9 0 25,720 0
SEI INVESTMENTS CO COM 784117103 1,516 28,940 SH   DFND 9 0 16,670 0
SELECT COMFORT CORP COM 81616X103 203 9,501 SH   DFND 9 0 0 0
SEMGROUP CORP CL A 81663A105 2,623 90,872 SH   DFND 10 0 90,872 0
SEMPRA ENERGY COM 816851109 2,555 27,182 SH   DFND 9 0 27,182 0
SEMPRA ENERGY COM 816851109 11,153 118,639 SH   DFND 10 0 118,639 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 514 34,642 SH   DFND 9 0 34,642 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 528 8,402 SH   DFND 9 0 8,402 0
SERVICE CORP INTL COM 817565104 582 22,366 SH   DFND 9 0 4,776 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 210 5,361 SH   DFND 9 0 0 0
SERVICENOW INC COM 81762P102 795 9,184 SH   DFND 9 0 9,184 0
SERVICENOW INC NOTE 11/0 81762PAB8 16,383 12,700,000 PRN   DFND 4 0 171,903 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,572 91,432 SH   DFND 9 0 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 706 41,049 SH   DFND 3 0 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,410 82,000 SH   DFND 1 0 0 0
SHERWIN WILLIAMS CO COM 824348106 12,582 48,467 SH   DFND 4 0 48,467 0
SHERWIN WILLIAMS CO COM 824348106 2,513 9,680 SH   DFND 3 0 0 0
SHERWIN WILLIAMS CO COM 824348106 11,688 45,022 SH   DFND 8 0 45,022 0
SHERWIN WILLIAMS CO COM 824348106 4,374 16,848 SH   DFND 9 0 14,462 0
SIGNATURE BK NEW YORK N Y COM 82669G104 380 2,475 SH   DFND 9 0 2,475 0
SIGNATURE BK NEW YORK N Y COM 82669G104 602 3,927 SH   DFND 4 0 3,927 0
SIGNET JEWELERS LIMITED SHS G81276100 12,415 100,373 SH   DFND 4 0 75,475 0
SIGNET JEWELERS LIMITED SHS G81276100 773 6,250 SH   DFND 9 0 6,250 0
SIMON PPTY GROUP INC NEW COM 828806109 33,701 173,324 SH   DFND 8 0 173,324 0
SIMON PPTY GROUP INC NEW COM 828806109 35,838 184,315 SH   DFND 10 0 184,315 0
SIMON PPTY GROUP INC NEW COM 828806109 4,564 23,472 SH   DFND 9 0 22,755 0
SIMON PPTY GROUP INC NEW COM 828806109 2,509 12,906 SH   DFND 3 0 0 0
SIMON PPTY GROUP INC NEW COM 828806109 321 1,652 SH   DFND 4 0 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 333 10,237 SH   DFND 9 0 0 0
SIRIUS XM HLDGS INC COM 82968B103 744 182,828 SH   DFND 3 0 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,262 310,189 SH   DFND 9 0 310,189 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 601 10,933 SH   DFND 9 0 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,505 19,594 SH   DFND 9 0 16,616 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,615 21,026 SH   DFND 4 0 21,026 0
SL GREEN RLTY CORP COM 78440X101 904 8,001 SH   DFND 9 0 8,001 0
SL GREEN RLTY CORP COM 78440X101 1,097 9,713 SH   DFND 3 0 0 0
SL GREEN RLTY CORP COM 78440X101 5,500 48,683 SH   DFND 8 0 48,683 0
SLM CORP COM 78442P106 508 77,907 SH   DFND 9 0 77,907 0
SMUCKER J M CO COM NEW 832696405 1,213 9,836 SH   DFND 3 0 0 0
SMUCKER J M CO COM NEW 832696405 1,242 10,072 SH   DFND 9 0 10,072 0
SMUCKER J M CO COM NEW 832696405 1,030 8,349 SH   DFND 4 0 8,349 0
SNAP ON INC COM 833034101 2,050 11,956 SH   DFND 9 0 7,008 0
SOLARWINDS INC COM 83416B109 10,921 185,415 SH   DFND 10 0 185,415 0
SONIC CORP COM 835451105 4,586 141,931 SH   DFND 10 0 141,931 0
SONIC CORP COM 835451105 207 6,404 SH   DFND 9 0 0 0
SONOCO PRODS CO COM 835495102 566 13,852 SH   DFND 9 0 13,852 0
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 1,414 1,490,000 PRN   DFND 6 0 12,233 0
SOUTHERN CO COM 842587107 445 9,517 SH   DFND 4 0 0 0
SOUTHERN CO COM 842587107 4,866 104,000 SH   DFND 1 0 0 0
SOUTHERN CO COM 842587107 931 19,903 SH   DFND 10 0 19,903 0
SOUTHERN CO COM 842587107 1,621 34,654 SH   DFND 3 0 0 0
SOUTHERN CO COM 842587107 7,833 167,405 SH   DFND 9 0 39,558 0
SOUTHERN COPPER CORP COM 84265V105 674 25,797 SH   DFND 9 0 25,797 0
SOUTHWEST AIRLS CO COM 844741108 6,243 144,993 SH   DFND 4 0 144,993 0
SOUTHWEST AIRLS CO COM 844741108 2,031 47,174 SH   DFND 9 0 33,829 0
SOUTHWEST GAS CORP COM 844895102 484 8,780 SH   DFND 9 0 8,780 0
SOUTHWESTERN ENERGY CO COM 845467109 723 101,740 SH   DFND 10 0 101,740 0
SOUTHWESTERN ENERGY CO COM 845467109 477 67,097 SH   DFND 9 0 67,097 0
SOUTHWESTERN ENERGY CO COM 845467109 2,385 335,493 SH   DFND 4 0 335,493 0
SPARK THERAPEUTICS INC COM 84652J103 1,323 29,196 SH   DFND 10 0 29,196 0
SPECTRA ENERGY CORP COM 847560109 1,602 66,931 SH   DFND 3 0 0 0
SPECTRA ENERGY CORP COM 847560109 1,873 78,257 SH   DFND 9 0 78,257 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 393 3,861 SH   DFND 9 0 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,191 23,778 SH   DFND 4 0 23,778 0
SPIRIT RLTY CAP INC NEW COM 84860W102 528 52,731 SH   DFND 9 0 52,731 0
SPIRIT RLTY CAP INC NEW COM 84860W102 20,433 2,039,245 SH   DFND 8 0 2,039,245 0
SPLUNK INC COM 848637104 387 6,578 SH   DFND 9 0 6,578 0
SPRINT CORP COM SER 1 85207U105 1,836 507,293 SH   DFND 10 0 507,293 0
SPRINT CORP COM SER 1 85207U105 445 122,880 SH   DFND 9 0 122,880 0
SPRINT CORP COM SER 1 85207U105 149 41,085 SH   DFND 3 0 0 0
SPROUTS FMRS MKT INC COM 85208M102 5,442 204,660 SH   DFND 10 0 204,660 0
SPROUTS FMRS MKT INC COM 85208M102 13,960 525,000 SH   DFND 8 0 525,000 0
ST JUDE MED INC COM 790849103 13,519 218,853 SH   DFND 10 0 218,853 0
ST JUDE MED INC COM 790849103 1,218 19,714 SH   DFND 9 0 19,714 0
STAAR SURGICAL CO COM PAR $0.01 852312305 2,432 340,617 SH   DFND 10 0 340,617 0
STAG INDL INC COM 85254J102 3,851 208,736 SH   DFND 10 0 208,736 0
STANLEY BLACK & DECKER INC COM 854502101 1,119 10,487 SH   DFND 9 0 10,487 0
STANLEY BLACK & DECKER INC COM 854502101 1,990 18,643 SH   DFND 3 0 0 0
STAPLES INC COM 855030102 872 92,042 SH   DFND 9 0 92,042 0
STARBUCKS CORP COM 855244109 23,220 386,814 SH   DFND 9 0 362,900 0
STARBUCKS CORP COM 855244109 42,800 712,980 SH   DFND 10 0 712,980 0
STARBUCKS CORP COM 855244109 3,901 64,976 SH   DFND 3 0 0 0
STARBUCKS CORP COM 855244109 6,920 115,275 SH   DFND 4 0 115,275 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 735 10,615 SH   DFND 9 0 10,615 0
STARWOOD PPTY TR INC COM 85571B105 550 26,774 SH   DFND 9 0 26,774 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 12,136 12,000,000 PRN   DFND 4 0 553,878 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 7,254 7,000,000 PRN   DFND 4 0 342,607 0
STARZ COM SER A 85571Q102 6,393 190,822 SH   DFND 10 0 190,822 0
STATE STR CORP COM 857477103 8,915 134,337 SH   DFND 10 0 134,337 0
STATE STR CORP COM 857477103 1,517 22,860 SH   DFND 3 0 0 0
STATE STR CORP COM 857477103 1,813 27,320 SH   DFND 9 0 27,320 0
STEEL DYNAMICS INC COM 858119100 518 29,000 SH   DFND 5 0 29,000 0
STEEL DYNAMICS INC COM 858119100 876 49,014 SH   DFND 10 0 49,014 0
STERICYCLE INC COM 858912108 934 7,748 SH   DFND 4 0 7,748 0
STERICYCLE INC COM 858912108 8,450 70,063 SH   DFND 8 0 70,063 0
STERICYCLE INC COM 858912108 904 7,499 SH   DFND 3 0 0 0
STERICYCLE INC COM 858912108 1,688 14,000 SH   DFND 1 0 0 0
STERICYCLE INC COM 858912108 13,253 109,891 SH   DFND 9 0 109,033 0
STERIS PLC SHS USD G84720104 636 8,443 SH   DFND 9 0 8,443 0
STERIS PLC SHS USD G84720104 14,589 193,643 SH   DFND 10 0 193,643 0
STERLING BANCORP DEL COM 85917A100 5,874 362,145 SH   DFND 10 0 362,145 0
STONE ENERGY CORP COM 861642106 84 19,581 SH   DFND 9 0 19,581 0
STRYKER CORP COM 863667101 2,243 24,129 SH   DFND 3 0 0 0
STRYKER CORP COM 863667101 6,647 71,522 SH   DFND 9 0 68,723 0
STRYKER CORP COM 863667101 417 4,486 SH   DFND 4 0 0 0
SUN LIFE FINL INC COM 866796105 1,529 49,006 SH   DFND 3 0 0 0
SUN LIFE FINL INC COM 866796105 1,248 40,000 SH   DFND 1 0 0 0
SUN LIFE FINL INC COM 866796105 1,735 55,594 SH   DFND 9 0 55,594 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 21,392 24,500,000 PRN   DFND 4 0 502,424 0
SUNTRUST BKS INC COM 867914103 1,400 32,670 SH   DFND 9 0 32,670 0
SUPERIOR ENERGY SVCS INC COM 868157108 299 22,169 SH   DFND 9 0 22,169 0
SVB FINL GROUP COM 78486Q101 601 5,057 SH   DFND 4 0 5,057 0
SWIFT TRANSN CO CL A 87074U101 1,009 73,022 SH   DFND 4 0 73,022 0
SWIFT TRANSN CO CL A 87074U101 840 60,780 SH   DFND 10 0 60,780 0
SYMANTEC CORP COM 871503108 44,325 2,110,731 SH   DFND 10 0 2,110,731 0
SYMANTEC CORP COM 871503108 979 46,597 SH   DFND 3 0 0 0
SYMANTEC CORP COM 871503108 4,101 195,278 SH   DFND 4 0 195,278 0
SYMANTEC CORP COM 871503108 1,982 94,400 SH   DFND 9 0 94,400 0
SYNCHRONY FINL COM 87165B103 1,441 47,396 SH   DFND 9 0 47,396 0
SYNOPSYS INC COM 871607107 6,637 145,523 SH   DFND 9 0 144,305 0
SYSCO CORP COM 871829107 3,255 79,397 SH   DFND 9 0 76,005 0
SYSCO CORP COM 871829107 1,807 44,070 SH   DFND 3 0 0 0
SYSCO CORP COM 871829107 2,558 62,400 SH   DFND 1 0 0 0
SYSCO CORP COM 871829107 6,261 152,701 SH   DFND 4 0 152,701 0
T MOBILE US INC COM 872590104 1,771 45,261 SH   DFND 9 0 45,261 0
T MOBILE US INC COM 872590104 1,408 36,000 SH   DFND 5 0 36,000 0
T MOBILE US INC CONV PFD SER A 872590203 17,771 260,000 PRN   DFND 4 0 419,094 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,775 297,790 SH   DFND 6 0 1,488,950 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,289 100,631 SH   DFND 9 0 503,155 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 18,292 804,059 SH   DFND 10 0 4,020,295 0
TAL ED GROUP ADS REPSTG COM 874080104 15,716 338,198 SH   DFND 6 0 1,352,792 0
TANGER FACTORY OUTLET CTRS I COM 875465106 10,171 311,042 SH   DFND 8 0 311,042 0
TANGER FACTORY OUTLET CTRS I COM 875465106 9,810 300,000 SH   DFND 10 0 300,000 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,681 82,000 SH   DFND 5 0 82,000 0
TARGA RES CORP COM 87612G101 273 10,104 SH   DFND 9 0 10,104 0
TARGET CORP COM 87612E106 4,299 59,209 SH   DFND 9 0 58,701 0
TARGET CORP COM 87612E106 2,125 29,272 SH   DFND 3 0 0 0
TARGET CORP COM 87612E106 6,919 95,289 SH   DFND 4 0 95,289 0
TATA MTRS LTD SPONSORED ADR 876568502 2,467 83,709 SH   DFND 6 0 418,545 0
TAUBMAN CTRS INC COM 876664103 524 6,831 SH   DFND 9 0 6,831 0
TD AMERITRADE HLDG CORP COM 87236Y108 959 27,617 SH   DFND 9 0 27,617 0
TE CONNECTIVITY LTD REG SHS H84989104 11,255 174,195 SH   DFND 4 0 168,300 0
TE CONNECTIVITY LTD REG SHS H84989104 2,250 34,830 SH   DFND 3 0 0 0
TE CONNECTIVITY LTD REG SHS H84989104 16,385 253,598 SH   DFND 9 0 250,080 0
TE CONNECTIVITY LTD REG SHS H84989104 16,161 250,133 SH   DFND 8 0 250,133 0
TECK RESOURCES LTD CL B 878742204 74 19,293 SH   DFND 9 0 19,293 0
TECO ENERGY INC COM 872375100 525 19,706 SH   DFND 9 0 19,706 0
TELEDYNE TECHNOLOGIES INC COM 879360105 550 6,198 SH   DFND 9 0 6,198 0
TELEFLEX INC COM 879369106 552 4,202 SH   DFND 9 0 4,202 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,789 198,157 SH   DFND 2 0 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 395 43,751 SH   DFND 4 0 0 0
TELUS CORP COM 87971M103 1,475 53,351 SH   DFND 9 0 53,351 0
TELUS CORP COM 87971M103 3,004 108,651 SH   DFND 10 0 108,651 0
TELUS CORP COM 87971M103 1,604 58,000 SH   DFND 1 0 0 0
TEMPUR SEALY INTL INC COM 88023U101 6,111 86,733 SH   DFND 4 0 86,733 0
TEMPUR SEALY INTL INC COM 88023U101 519 7,370 SH   DFND 9 0 940 0
TENET HEALTHCARE CORP COM NEW 88033G407 576 19,021 SH   DFND 4 0 19,021 0
TENNECO INC COM 880349105 5,302 115,482 SH   DFND 10 0 115,482 0
TERADATA CORP DEL COM 88076W103 389 14,706 SH   DFND 9 0 14,706 0
TESARO INC COM 881569107 5,031 96,159 SH   DFND 10 0 96,159 0
TESLA MTRS INC COM 88160R101 1,600 6,667 SH   DFND 9 0 6,667 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 17,302 18,500,000 PRN   DFND 4 0 51,408 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 29,520 32,000,000 PRN   DFND 4 0 88,921 0
TESORO CORP COM 881609101 1,468 13,931 SH   DFND 9 0 13,931 0
TESORO CORP COM 881609101 6,401 60,751 SH   DFND 4 0 60,751 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,803 88,399 SH   DFND 10 0 88,399 0
TEXAS INSTRS INC COM 882508104 2,730 49,801 SH   DFND 3 0 0 0
TEXAS INSTRS INC COM 882508104 2,021 36,875 SH   DFND 10 0 36,875 0
TEXAS INSTRS INC COM 882508104 4,892 89,246 SH   DFND 9 0 64,000 0
TEXAS INSTRS INC COM 882508104 3,865 70,520 SH   DFND 4 0 62,987 0
THE ADT CORPORATION COM 00101J106 725 21,971 SH   DFND 9 0 21,971 0
THERMO FISHER SCIENTIFIC INC COM 883556102 3,901 27,503 SH   DFND 4 0 1,285 0
THERMO FISHER SCIENTIFIC INC COM 883556102 27,815 196,084 SH   DFND 8 0 196,084 0
THERMO FISHER SCIENTIFIC INC COM 883556102 14,566 102,689 SH   DFND 9 0 100,730 0
THERMO FISHER SCIENTIFIC INC COM 883556102 3,440 24,253 SH   DFND 3 0 0 0
THOMSON REUTERS CORP COM 884903105 6,291 166,205 SH   DFND 9 0 145,015 0
TIFFANY & CO NEW COM 886547108 898 11,773 SH   DFND 3 0 0 0
TIFFANY & CO NEW COM 886547108 1,145 15,008 SH   DFND 9 0 15,008 0
TIME INC NEW COM 887228104 2,059 131,400 SH   DFND 4 0 131,400 0
TIME WARNER CABLE INC COM 88732J207 380 2,046 SH   DFND 10 0 2,046 0
TIME WARNER CABLE INC COM 88732J207 4,062 21,889 SH   DFND 9 0 21,889 0
TIME WARNER CABLE INC COM 88732J207 2,609 14,060 SH   DFND 3 0 0 0
TIME WARNER INC COM NEW 887317303 10,044 155,317 SH   DFND 8 0 155,317 0
TIME WARNER INC COM NEW 887317303 838 12,956 SH   DFND 4 0 12,956 0
TIME WARNER INC COM NEW 887317303 26,942 416,609 SH   DFND 10 0 416,609 0
TIME WARNER INC COM NEW 887317303 3,603 55,707 SH   DFND 3 0 0 0
TIME WARNER INC COM NEW 887317303 3,751 57,997 SH   DFND 9 0 57,997 0
TIMKEN CO COM 887389104 5,151 180,170 SH   DFND 4 0 180,170 0
TJX COS INC NEW COM 872540109 4,068 57,364 SH   DFND 9 0 45,866 0
TJX COS INC NEW COM 872540109 4,326 61,000 SH   DFND 1 0 0 0
TJX COS INC NEW COM 872540109 24,979 352,267 SH   DFND 4 0 297,824 0
TJX COS INC NEW COM 872540109 262 3,690 SH   DFND 8 0 3,690 0
TJX COS INC NEW COM 872540109 2,421 34,136 SH   DFND 3 0 0 0
TOLL BROTHERS INC COM 889478103 418 12,541 SH   DFND 9 0 12,541 0
TORCHMARK CORP COM 891027104 16,777 293,504 SH   DFND 9 0 293,027 0
TORONTO DOMINION BK ONT COM NEW 891160509 365 9,329 SH   DFND 4 0 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 12,691 324,010 SH   DFND 9 0 319,214 0
TORONTO DOMINION BK ONT COM NEW 891160509 3,276 83,642 SH   DFND 3 0 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 4,818 123,000 SH   DFND 1 0 0 0
TOTAL SYS SVCS INC COM 891906109 6,010 120,673 SH   DFND 4 0 120,673 0
TOTAL SYS SVCS INC COM 891906109 2,487 49,934 SH   DFND 9 0 36,040 0
TOWERS WATSON & CO CL A 891894107 861 6,705 SH   DFND 9 0 6,705 0
TRACTOR SUPPLY CO COM 892356106 1,689 19,749 SH   DFND 9 0 19,749 0
TRACTOR SUPPLY CO COM 892356106 1,031 12,057 SH   DFND 4 0 12,057 0
TRANSCANADA CORP COM 89353D107 1,825 56,000 SH   DFND 1 0 0 0
TRANSCANADA CORP COM 89353D107 5,447 167,123 SH   DFND 9 0 100,117 0
TRANSCANADA CORP COM 89353D107 886 27,180 SH   DFND 3 0 0 0
TRANSCANADA CORP COM 89353D107 2,221 68,159 SH   DFND 10 0 68,159 0
TRANSDIGM GROUP INC COM 893641100 1,320 5,778 SH   DFND 9 0 5,778 0
TRAVELERS COMPANIES INC COM 89417E109 2,956 26,194 SH   DFND 9 0 23,244 0
TRAVELERS COMPANIES INC COM 89417E109 9,584 84,917 SH   DFND 4 0 84,917 0
TRAVELERS COMPANIES INC COM 89417E109 1,941 17,200 SH   DFND 1 0 0 0
TRAVELERS COMPANIES INC COM 89417E109 11,045 97,866 SH   DFND 10 0 97,866 0
TRAVELERS COMPANIES INC COM 89417E109 2,712 24,032 SH   DFND 3 0 0 0
TREEHOUSE FOODS INC COM 89469A104 219 2,790 SH   DFND 9 0 2,790 0
TRICO BANCSHARES COM 896095106 6,111 222,705 SH   DFND 10 0 222,705 0
TRIMBLE NAVIGATION LTD COM 896239100 877 40,909 SH   DFND 9 0 40,909 0
TRINA SOLAR LIMITED SPON ADR 89628E104 3,354 304,370 SH   DFND 4 0 111,877,500 0
TRIPADVISOR INC COM 896945201 578 6,778 SH   DFND 9 0 6,778 0
TRIPADVISOR INC COM 896945201 1,837 21,547 SH   DFND 10 0 21,547 0
TUPPERWARE BRANDS CORP COM 899896104 397 7,127 SH   DFND 9 0 7,127 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 28,724 1,057,569 SH   DFND 10 0 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,103 77,435 SH   DFND 9 0 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,782 65,626 SH   DFND 3 0 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,270 46,648 SH   DFND 9 0 46,648 0
TWITTER INC COM 90184L102 1,204 52,011 SH   DFND 9 0 52,011 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 9,478 11,500,000 PRN   DFND 4 0 148,112 0
TWO HBRS INVT CORP COM 90187B101 504 62,162 SH   DFND 9 0 62,162 0
TYSON FOODS INC CL A 902494103 2,081 39,026 SH   DFND 9 0 35,330 0
TYSON FOODS INC CL A 902494103 6,517 122,197 SH   DFND 4 0 122,197 0
U S G CORP COM NEW 903293405 3,690 151,901 SH   DFND 4 0 151,901 0
UDR INC COM 902653104 1,017 27,075 SH   DFND 9 0 25,499 0
UDR INC COM 902653104 4,654 123,882 SH   DFND 8 0 123,882 0
UDR INC COM 902653104 2,250 59,900 SH   DFND 1 0 0 0
UGI CORP NEW COM 902681105 680 20,146 SH   DFND 9 0 14,954 0
UGI CORP NEW COM 902681105 829 24,548 SH   DFND 10 0 24,548 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,276 6,898 SH   DFND 9 0 6,533 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,839 9,943 SH   DFND 10 0 9,943 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 623 3,366 SH   DFND 4 0 3,366 0
UNDER ARMOUR INC CL A 904311107 889 11,026 SH   DFND 9 0 10,022 0
UNION BANKSHARES CORP NEW COM 90539J109 6,257 247,912 SH   DFND 10 0 247,912 0
UNION PAC CORP COM 907818108 3,166 40,480 SH   DFND 9 0 39,182 0
UNION PAC CORP COM 907818108 6,097 77,967 SH   DFND 4 0 36,462 0
UNION PAC CORP COM 907818108 805 10,300 SH   DFND 1 0 0 0
UNION PAC CORP COM 907818108 3,321 42,469 SH   DFND 3 0 0 0
UNISYS CORP COM NEW 909214306 1,756 158,900 SH   DFND 4 0 158,900 0
UNITED CONTL HLDGS INC COM 910047109 1,358 23,699 SH   DFND 9 0 16,455 0
UNITED CONTL HLDGS INC COM 910047109 5,981 104,383 SH   DFND 4 0 104,383 0
UNITED NAT FOODS INC COM 911163103 2,966 75,360 SH   DFND 10 0 75,360 0
UNITED PARCEL SERVICE INC CL B 911312106 6,616 68,754 SH   DFND 9 0 59,852 0
UNITED PARCEL SERVICE INC CL B 911312106 5,890 61,207 SH   DFND 4 0 61,207 0
UNITED PARCEL SERVICE INC CL B 911312106 2,994 31,117 SH   DFND 3 0 0 0
UNITED RENTALS INC COM 911363109 500 6,886 SH   DFND 9 0 6,886 0
UNITED STATES STL CORP NEW COM 912909108 1,203 150,800 SH   DFND 4 0 150,800 0
UNITED TECHNOLOGIES CORP COM 913017109 16,021 166,760 SH   DFND 10 0 166,760 0
UNITED TECHNOLOGIES CORP COM 913017109 3,771 39,252 SH   DFND 3 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 582 6,055 SH   DFND 4 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 865 9,000 SH   DFND 5 0 9,000 0
UNITED TECHNOLOGIES CORP COM 913017109 3,530 36,742 SH   DFND 9 0 34,111 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,953 18,854 SH   DFND 4 0 18,854 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 963 6,151 SH   DFND 9 0 4,969 0
UNITEDHEALTH GROUP INC COM 91324P102 5,712 48,551 SH   DFND 3 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6,071 51,609 SH   DFND 9 0 50,380 0
UNITEDHEALTH GROUP INC COM 91324P102 15,473 131,527 SH   DFND 4 0 128,698 0
UNITEDHEALTH GROUP INC COM 91324P102 4,941 42,000 SH   DFND 1 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 4,236 36,005 SH   DFND 10 0 36,005 0
UNIVERSAL CORP VA COM 913456109 274 4,886 SH   DFND 9 0 4,886 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,021 8,541 SH   DFND 9 0 855 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,603 38,519 SH   DFND 4 0 3,852 0
UNUM GROUP COM 91529Y106 12,179 365,844 SH   DFND 10 0 365,844 0
UNUM GROUP COM 91529Y106 2,045 61,436 SH   DFND 3 0 0 0
UNUM GROUP COM 91529Y106 897 26,953 SH   DFND 9 0 26,953 0
URBAN OUTFITTERS INC COM 917047102 505 22,204 SH   DFND 9 0 19,555 0
US BANCORP DEL COM NEW 902973304 3,656 85,679 SH   DFND 9 0 83,870 0
US BANCORP DEL COM NEW 902973304 3,403 79,752 SH   DFND 3 0 0 0
US BANCORP DEL COM NEW 902973304 250 5,862 SH   DFND 8 0 5,862 0
US BANCORP DEL COM NEW 902973304 19,641 460,310 SH   DFND 4 0 364,162 0
US BANCORP DEL COM NEW 902973304 1,933 45,300 SH   DFND 1 0 0 0
V F CORP COM 918204108 2,817 45,258 SH   DFND 9 0 45,258 0
V F CORP COM 918204108 1,844 29,630 SH   DFND 3 0 0 0
V F CORP COM 918204108 1,303 20,924 SH   DFND 10 0 20,924 0
VAIL RESORTS INC COM 91879Q109 5,649 44,133 SH   DFND 10 0 44,133 0
VAIL RESORTS INC COM 91879Q109 269 2,104 SH   DFND 9 0 376 0
VALE S A ADR REPSTG PFD 91912E204 1,038 407,195 SH   DFND 4 0 0 0
VALE S A ADR REPSTG PFD 91912E204 6,999 2,744,734 SH   DFND 2 0 0 0
VALERO ENERGY CORP NEW COM 91913Y100 10,347 146,333 SH   DFND 4 0 89,607 0
VALERO ENERGY CORP NEW COM 91913Y100 14,065 198,917 SH   DFND 10 0 198,917 0
VALERO ENERGY CORP NEW COM 91913Y100 2,660 37,615 SH   DFND 9 0 37,615 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 662 14,295 SH   DFND 9 0 12,186 0
VALLEY NATL BANCORP COM 919794107 521 52,939 SH   DFND 9 0 52,939 0
VALSPAR CORP COM 920355104 631 7,601 SH   DFND 9 0 7,601 0
VANTIV INC CL A 92210H105 6,486 136,782 SH   DFND 4 0 136,782 0
VANTIV INC CL A 92210H105 762 16,069 SH   DFND 9 0 7,273 0
VARIAN MED SYS INC COM 92220P105 9,198 113,833 SH   DFND 9 0 112,825 0
VCA INC COM 918194101 307 5,590 SH   DFND 9 0 0 0
VEEVA SYS INC CL A COM 922475108 3,281 113,712 SH   DFND 10 0 113,712 0
VENTAS INC COM 92276F100 20,851 369,500 SH   DFND 10 0 369,500 0
VENTAS INC COM 92276F100 5,699 101,000 SH   DFND 5 0 101,000 0
VENTAS INC COM 92276F100 38,238 677,625 SH   DFND 8 0 677,625 0
VENTAS INC COM 92276F100 2,147 38,047 SH   DFND 9 0 36,245 0
VENTAS INC COM 92276F100 967 17,135 SH   DFND 3 0 0 0
VEREIT INC COM 92339V100 791 99,897 SH   DFND 9 0 99,897 0
VERISIGN INC COM 92343E102 1,387 15,874 SH   DFND 9 0 15,874 0
VERISK ANALYTICS INC COM 92345Y106 1,015 13,198 SH   DFND 9 0 13,198 0
VERISK ANALYTICS INC COM 92345Y106 5,265 68,477 SH   DFND 4 0 68,477 0
VERIZON COMMUNICATIONS INC COM 92343V104 254 5,497 SH   DFND 6 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,080 174,819 SH   DFND 3 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,936 279,888 SH   DFND 9 0 272,096 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,921 128,113 SH   DFND 4 0 90,176 0
VERIZON COMMUNICATIONS INC COM 92343V104 41,507 898,031 SH   DFND 10 0 898,031 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,794 147,000 SH   DFND 1 0 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,108 16,751 SH   DFND 9 0 16,751 0
VERTEX PHARMACEUTICALS INC COM 92532F100 45,055 358,061 SH   DFND 10 0 358,061 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,584 12,586 SH   DFND 3 0 0 0
VIACOM INC NEW CL B 92553P201 1,027 24,949 SH   DFND 9 0 0 0
VIACOM INC NEW CL B 92553P201 832 20,225 SH   DFND 3 0 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 4,250 278,318 SH   DFND 6 0 11,134 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,101 72,075 SH   DFND 10 0 2,883 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 6,719 440,000 SH   DFND 8 0 17,600 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 15,300 14,600,000 PRN   DFND 4 0 145,104 0
VISA INC COM CL A 92826C839 7,450 96,071 SH   DFND 4 0 24,645 0
VISA INC COM CL A 92826C839 9,243 119,184 SH   DFND 9 0 116,927 0
VISA INC COM CL A 92826C839 6,998 90,241 SH   DFND 3 0 0 0
VISA INC COM CL A 92826C839 23,826 307,240 SH   DFND 10 0 307,240 0
VISA INC COM CL A 92826C839 310 3,994 SH   DFND 8 0 3,994 0
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VMWARE INC CL A COM 928563402 660 11,673 SH   DFND 3 0 0 0
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VMWARE INC CL A COM 928563402 5,096 90,083 SH   DFND 10 0 90,083 0
VORNADO RLTY TR SH BEN INT 929042109 1,319 13,200 SH   DFND 9 0 13,200 0
VORNADO RLTY TR SH BEN INT 929042109 516 5,158 SH   DFND 8 0 5,158 0
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VULCAN MATLS CO COM 929160109 2,003 21,092 SH   DFND 10 0 21,092 0
VULCAN MATLS CO COM 929160109 706 7,437 SH   DFND 9 0 7,437 0
W P CAREY INC COM 92936U109 493 8,363 SH   DFND 9 0 8,363 0
WABCO HLDGS INC COM 92927K102 14,149 138,366 SH   DFND 10 0 138,366 0
WABCO HLDGS INC COM 92927K102 665 6,500 SH   DFND 9 0 6,500 0
WABTEC CORP COM 929740108 757 10,638 SH   DFND 9 0 10,638 0
WAL-MART STORES INC COM 931142103 4,965 81,000 SH   DFND 1 0 0 0
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WALGREENS BOOTS ALLIANCE INC COM 931427108 4,162 48,881 SH   DFND 9 0 48,881 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,808 44,722 SH   DFND 3 0 0 0
WASHINGTON FED INC COM 938824109 514 21,573 SH   DFND 9 0 21,573 0
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WASTE MGMT INC DEL COM 94106L109 2,531 47,429 SH   DFND 4 0 10,529 0
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WATTS WATER TECHNOLOGIES INC CL A 942749102 2,551 51,369 SH   DFND 4 0 0 0
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WCI CMNTYS INC COM PAR $0.01 92923C807 4,697 210,807 SH   DFND 10 0 210,807 0
WEATHERFORD INTL PLC ORD SHS G48833100 682 81,305 SH   DFND 9 0 81,305 0
WEBSTER FINL CORP CONN COM 947890109 362 9,746 SH   DFND 9 0 9,746 0
WEC ENERGY GROUP INC COM 92939U106 1,895 36,938 SH   DFND 10 0 36,938 0
WEC ENERGY GROUP INC COM 92939U106 717 13,968 SH   DFND 9 0 12,230 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 518 14,967 SH   DFND 9 0 14,967 0
WELLS FARGO & CO NEW COM 949746101 18,890 347,495 SH   DFND 4 0 238,847 0
WELLS FARGO & CO NEW COM 949746101 5,229 96,200 SH   DFND 1 0 0 0
WELLS FARGO & CO NEW COM 949746101 11,687 214,987 SH   DFND 3 0 0 0
WELLS FARGO & CO NEW COM 949746101 21,830 401,573 SH   DFND 8 0 401,573 0
WELLS FARGO & CO NEW COM 949746101 20,175 371,134 SH   DFND 10 0 371,134 0
WELLS FARGO & CO NEW COM 949746101 28,985 533,212 SH   DFND 9 0 527,302 0
WELLTOWER INC COM 95040Q104 36,835 541,454 SH   DFND 8 0 541,454 0
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WESTERN ALLIANCE BANCORP COM 957638109 5,806 161,894 SH   DFND 10 0 161,894 0
WESTERN DIGITAL CORP COM 958102105 2,922 48,661 SH   DFND 10 0 48,661 0
WESTERN DIGITAL CORP COM 958102105 1,020 16,979 SH   DFND 9 0 16,979 0
WESTERN UN CO COM 959802109 1,005 56,109 SH   DFND 9 0 56,109 0
WESTLAKE CHEM CORP COM 960413102 1,069 19,677 SH   DFND 10 0 19,677 0
WEYERHAEUSER CO COM 962166104 1,236 41,235 SH   DFND 9 0 41,235 0
WGL HLDGS INC COM 92924F106 587 9,325 SH   DFND 9 0 9,325 0
WHIRLPOOL CORP COM 963320106 7,603 51,767 SH   DFND 4 0 51,767 0
WHIRLPOOL CORP COM 963320106 870 5,926 SH   DFND 9 0 4,441 0
WHIRLPOOL CORP COM 963320106 1,366 9,302 SH   DFND 3 0 0 0
WHITEWAVE FOODS CO COM 966244105 308 7,926 SH   DFND 9 0 7,926 0
WHITING PETE CORP NEW COM 966387102 16,718 1,770,968 SH   DFND 10 0 1,770,968 0
WHOLE FOODS MKT INC COM 966837106 3,833 114,425 SH   DFND 4 0 114,425 0
WHOLE FOODS MKT INC COM 966837106 607 18,119 SH   DFND 3 0 0 0
WHOLE FOODS MKT INC COM 966837106 1,470 43,870 SH   DFND 9 0 43,870 0
WHOLE FOODS MKT INC COM 966837106 24,477 730,669 SH   DFND 10 0 730,669 0
WILLIAMS COS INC DEL COM 969457100 1,918 74,628 SH   DFND 9 0 74,628 0
WILLIAMS COS INC DEL COM 969457100 1,192 46,391 SH   DFND 3 0 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 144 22,321 SH   DFND 9 0 22,321 0
WIPRO LTD SPON ADR 1 SH 97651M109 976 84,541 SH   DFND 6 0 84,541 0
WISDOMTREE INVTS INC COM 97717P104 176 11,224 SH   DFND 10 0 11,224 0
WORKDAY INC CL A 98138H101 698 8,766 SH   DFND 9 0 8,766 0
WPX ENERGY INC COM 98212B103 165 28,696 SH   DFND 9 0 28,696 0
WYNDHAM WORLDWIDE CORP COM 98310W108 820 11,293 SH   DFND 9 0 11,293 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,505 48,247 SH   DFND 4 0 48,247 0
WYNN RESORTS LTD COM 983134107 394 5,701 SH   DFND 9 0 5,701 0
WYNN RESORTS LTD COM 983134107 441 6,380 SH   DFND 3 0 0 0
XCEL ENERGY INC COM 98389B100 652 18,164 SH   DFND 9 0 18,164 0
XEROX CORP COM 984121103 1,153 108,433 SH   DFND 9 0 108,433 0
XEROX CORP COM 984121103 1,260 118,507 SH   DFND 3 0 0 0
XILINX INC COM 983919101 952 20,278 SH   DFND 9 0 20,278 0
XILINX INC COM 983919101 1,135 24,154 SH   DFND 3 0 0 0
XILINX INC COM 983919101 235 4,999 SH   DFND 10 0 4,999 0
XYLEM INC COM 98419M100 787 21,561 SH   DFND 9 0 21,561 0
XYLEM INC COM 98419M100 3,943 108,036 SH   DFND 4 0 0 0
YAHOO INC COM 984332106 2,145 64,482 SH   DFND 4 0 25,031 0
YAHOO INC COM 984332106 1,522 45,773 SH   DFND 3 0 0 0
YAHOO INC COM 984332106 2,184 65,679 SH   DFND 9 0 65,679 0
YAHOO INC COM 984332106 565 17,000 SH   DFND 5 0 17,000 0
YAHOO INC NOTE 12/0 984332AF3 4,877 5,000,000 PRN   DFND 5 0 93,581 0
YAHOO INC NOTE 12/0 984332AF3 35,164 36,050,000 PRN   DFND 4 0 674,716 0
YAMANA GOLD INC COM 98462Y100 173 93,195 SH   DFND 9 0 93,195 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 851 54,122 SH   DFND 4 0 54,122 0
YUM BRANDS INC COM 988498101 2,264 30,986 SH   DFND 9 0 28,775 0
YUM BRANDS INC COM 988498101 1,605 21,969 SH   DFND 3 0 0 0
YUM BRANDS INC COM 988498101 3,567 48,835 SH   DFND 4 0 48,835 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,274 12,422 SH   DFND 9 0 12,422 0
ZIMMER BIOMET HLDGS INC COM 98956P102 27,597 269,000 SH   DFND 8 0 269,000 0
ZIONS BANCORPORATION COM 989701107 521 19,074 SH   DFND 9 0 19,074 0
ZOETIS INC CL A 98978V103 2,317 48,358 SH   DFND 9 0 48,358 0
ZOETIS INC CL A 98978V103 2,304 48,072 SH   DFND 4 0 48,072 0