BNP Paribas Asset Management Holding 13F-HR Quarterly holdings report by institutional manager

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

COLUMN 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	41,078	266,223	SH		DFND	4	0	266,223	0
3M CO	COM	88579Y101	8,529	55,275	SH		DFND	10	0	46,543	0
3M CO	COM	88579Y101	10,643	68,975	SH		DFND	5	0	49,287	0
3M CO	COM	88579Y101	5,229	33,886	SH		DFND	3	0	0	0
3M CO	COM	88579Y101	386	2,501	SH		DFND	8	0	2,501	0
51JOB INC	SP ADR REP COM	316827104	3,962	119,203	SH		DFND	4	0	119,203	0
51JOB INC	SP ADR REP COM	316827104	506	15,208	SH		DFND	7	0	15,208	0
51JOB INC	NOTE 3.250% 4/1	316827AC8	299	300,000	PRN		DFND	5	0	300,000	0
ABBOTT LABS	COM	002824100	3,431	69,900	SH		DFND	1	0	0	0
ABBOTT LABS	COM	002824100	4,386	89,368	SH		DFND	10	0	85,532	0
ABBOTT LABS	COM	002824100	3,166	64,502	SH		DFND	3	0	0	0
ABBOTT LABS	COM	002824100	279	5,677	SH		DFND	8	0	5,677	0
ABBOTT LABS	COM	002824100	388	7,910	SH		DFND	5	0	0	0
ABBOTT LABS	COM	002824100	3,366	68,580	SH		DFND	4	0	68,580	0
ABBVIE INC	COM	00287Y109	12,937	192,548	SH		DFND	5	0	140,615	0
ABBVIE INC	COM	00287Y109	419	6,237	SH		DFND	8	0	6,237	0
ABBVIE INC	COM	00287Y109	6,749	100,453	SH		DFND	6	0	100,453	0
ABBVIE INC	COM	00287Y109	82,411	1,226,533	SH		DFND	4	0	1,226,533	0
ABBVIE INC	COM	00287Y109	5,305	78,949	SH		DFND	10	0	78,949	0
ABBVIE INC	COM	00287Y109	4,515	67,194	SH		DFND	3	0	0	0
ABIOMED INC	COM	003654100	12,952	197,054	SH		DFND	4	0	197,054	0
ABM INDS INC	COM	000957100	1,526	46,419	SH		DFND	9	0	46,419	0
ABM INDS INC	COM	000957100	810	24,628	SH		DFND	7	0	24,628	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	264	2,729	SH		DFND	8	0	2,729	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	2,528	26,124	SH		DFND	3	0	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	20,651	213,386	SH		DFND	5	0	191,169	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	5,596	57,817	SH		DFND	10	0	40,225	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	1,656	17,115	SH		DFND	4	0	17,115	0
ACE LTD	SHS	H0023R105	2,106	20,714	SH		DFND	3	0	0	0
ACE LTD	SHS	H0023R105	2,573	25,307	SH		DFND	10	0	24,448	0
ACE LTD	SHS	H0023R105	12,075	118,754	SH		DFND	5	0	81,271	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,323	54,636	SH		DFND	10	0	54,636	0
ACUITY BRANDS INC	COM	00508Y102	328	1,820	SH		DFND	10	0	1,226	0
ADOBE SYS INC	COM	00724F101	215	2,650	SH		DFND	9	0	2,650	0
ADOBE SYS INC	COM	00724F101	2,481	30,628	SH		DFND	10	0	30,628	0
ADOBE SYS INC	COM	00724F101	22,784	281,250	SH		DFND	5	0	228,440	0
ADOBE SYS INC	COM	00724F101	972	12,000	SH		DFND	6	0	12,000	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,473	9,246	SH		DFND	10	0	6,447	0
ADVANCE AUTO PARTS INC	COM	00751Y106	6,260	39,298	SH		DFND	5	0	39,298	0
ADVANCED MICRO DEVICES INC	COM	007903107	40	16,712	SH		DFND	10	0	16,712	0
AES CORP	COM	00130H105	1,006	75,899	SH		DFND	3	0	0	0
AES CORP	COM	00130H105	745	56,179	SH		DFND	10	0	48,979	0
AETNA INC NEW	COM	00817Y108	9,375	73,555	SH		DFND	5	0	73,555	0
AETNA INC NEW	COM	00817Y108	18,641	146,248	SH		DFND	4	0	146,248	0
AETNA INC NEW	COM	00817Y108	215	1,689	SH		DFND	8	0	1,689	0
AETNA INC NEW	COM	00817Y108	3,355	26,323	SH		DFND	10	0	26,323	0
AETNA INC NEW	COM	00817Y108	227	1,778	SH		DFND	6	0	1,778	0
AETNA INC NEW	COM	00817Y108	2,968	23,283	SH		DFND	3	0	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	616	2,817	SH		DFND	10	0	2,817	0
AFLAC INC	COM	001055102	1,150	18,494	SH		DFND	3	0	0	0
AFLAC INC	COM	001055102	2,081	33,455	SH		DFND	10	0	33,455	0
AGCO CORP	COM	001084102	230	4,056	SH		DFND	10	0	4,056	0
AGCO CORP	COM	001084102	2,139	37,675	SH		DFND	5	0	37,675	0
AGILENT TECHNOLOGIES INC	COM	00846U101	887	23,003	SH		DFND	10	0	23,003	0
AGILENT TECHNOLOGIES INC	COM	00846U101	1,760	45,620	SH		DFND	5	0	0	0
AGL RES INC	COM	001204106	571	12,263	SH		DFND	10	0	1,282	0
AGNICO EAGLE MINES LTD	COM	008474108	744	26,222	SH		DFND	10	0	25,054	0
AGNICO EAGLE MINES LTD	COM	008474108	657	23,171	SH		DFND	3	0	0	0
AGNICO EAGLE MINES LTD	COM	008474108	844	29,760	SH		DFND	4	0	29,760	0
AGNICO EAGLE MINES LTD	COM	008474108	1,617	57,000	SH		DFND	1	0	0	0
AGRIUM INC	COM	008916108	1,192	11,248	SH		DFND	10	0	11,248	0
AIR PRODS & CHEMS INC	COM	009158106	13,675	99,938	SH		DFND	10	0	98,259	0
AIR PRODS & CHEMS INC	COM	009158106	2,390	17,470	SH		DFND	5	0	6,604	0
AIR PRODS & CHEMS INC	COM	009158106	3,301	24,122	SH		DFND	3	0	0	0
AIR PRODS & CHEMS INC	COM	009158106	2,272	16,605	SH		DFND	4	0	16,605	0
AIRCASTLE LTD	COM	G0129K104	2,489	109,799	SH		DFND	7	0	107,372	0
AIRCASTLE LTD	COM	G0129K104	4,020	177,342	SH		DFND	9	0	177,342	0
AIRGAS INC	COM	009363102	870	8,227	SH		DFND	4	0	8,227	0
AIRGAS INC	COM	009363102	7,617	72,011	SH		DFND	10	0	71,477	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,800	25,775	SH		DFND	5	0	25,775	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	861	12,328	SH		DFND	10	0	12,328	0
AKAMAI TECHNOLOGIES INC	DBCV 2/1	00971TAG6	27,128	26,000,000	PRN		DFND	5	0	26,000,000	0
ALASKA AIR GROUP INC	COM	011659109	13,318	206,699	SH		DFND	5	0	206,699	0
ALASKA AIR GROUP INC	COM	011659109	1,041	16,164	SH		DFND	10	0	2,256	0
ALBEMARLE CORP	COM	012653101	391	7,078	SH		DFND	10	0	7,078	0
ALCOA INC	COM	013817101	597	53,500	SH		DFND	5	0	53,500	0
ALCOA INC	COM	013817101	361	32,420	SH		DFND	4	0	32,420	0
ALCOA INC	COM	013817101	894	80,139	SH		DFND	10	0	80,139	0
ALEXION PHARMACEUTICALS INC	COM	015351109	36,445	201,608	SH		DFND	4	0	201,608	0
ALEXION PHARMACEUTICALS INC	COM	015351109	1,845	10,206	SH		DFND	10	0	10,206	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	12,094	147,000	SH		DFND	9	0	147,000	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	4,443	54,004	SH		DFND	4	0	54,004	0
ALIGN TECHNOLOGY INC	COM	016255101	4,068	64,864	SH		DFND	4	0	64,864	0
ALKERMES PLC	SHS	G01767105	6,467	100,516	SH		DFND	4	0	100,516	0
ALKERMES PLC	SHS	G01767105	302	4,688	SH		DFND	10	0	4,688	0
ALLEGHANY CORP DEL	COM	017175100	1,382	2,948	SH		DFND	10	0	2,948	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	200	6,633	SH		DFND	10	0	6,633	0
ALLEGIANT TRAVEL CO	COM	01748X102	427	2,402	SH		DFND	10	0	0	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	597	9,928	SH		DFND	10	0	8,274	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	5,352	89,000	SH		DFND	6	0	89,000	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	3,125	51,954	SH		DFND	5	0	51,954	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	26,341	438,000	SH		DFND	9	0	438,000	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	4,871	81,000	SH		DFND	4	0	81,000	0
ALLERGAN PLC	SHS	G0177J108	27,008	89,000	SH		DFND	9	0	89,000	0
ALLERGAN PLC	SHS	G0177J108	389	1,281	SH		DFND	8	0	1,281	0
ALLERGAN PLC	SHS	G0177J108	70,026	230,760	SH		DFND	4	0	230,760	0
ALLERGAN PLC	SHS	G0177J108	1,413	4,656	SH		DFND	3	0	0	0
ALLERGAN PLC	SHS	G0177J108	2,540	8,369	SH		DFND	6	0	8,369	0
ALLERGAN PLC	SHS	G0177J108	4,552	15,000	SH		DFND	1	0	0	0
ALLERGAN PLC	SHS	G0177J108	18,726	61,708	SH		DFND	5	0	49,047	0
ALLERGAN PLC	SHS	G0177J108	6,086	20,055	SH		DFND	10	0	19,571	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	1,433	4,910	SH		DFND	10	0	4,910	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	579	1,982	SH		DFND	4	0	1,982	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	673	2,304	SH		DFND	5	0	2,304	0
ALLIANT ENERGY CORP	COM	018802108	723	12,519	SH		DFND	10	0	12,519	0
ALLIANT ENERGY CORP	COM	018802108	679	11,769	SH		DFND	4	0	11,769	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	2,140	73,130	SH		DFND	5	0	73,130	0
ALLSTATE CORP	COM	020002101	655	10,100	SH		DFND	5	0	10,100	0
ALLSTATE CORP	COM	020002101	7,295	112,449	SH		DFND	10	0	112,085	0
ALLY FINL INC	COM	02005N100	525	23,394	SH		DFND	10	0	23,394	0
ALNYLAM PHARMACEUTICALS INC	COM	02043Q107	5,446	45,433	SH		DFND	4	0	45,433	0
ALNYLAM PHARMACEUTICALS INC	COM	02043Q107	262	2,187	SH		DFND	10	0	2,187	0
ALTERA CORP	COM	021441100	1,053	20,574	SH		DFND	10	0	20,574	0
ALTRIA GROUP INC	COM	02209S103	7,887	161,256	SH		DFND	10	0	107,560	0
ALTRIA GROUP INC	COM	02209S103	24,550	501,940	SH		DFND	4	0	501,940	0
ALTRIA GROUP INC	COM	02209S103	361	7,384	SH		DFND	8	0	7,384	0
ALTRIA GROUP INC	COM	02209S103	7,650	156,405	SH		DFND	5	0	148,356	0
ALTRIA GROUP INC	COM	02209S103	4,345	88,833	SH		DFND	3	0	0	0
AMAZON COM INC	COM	023135106	6,974	16,066	SH		DFND	10	0	15,613	0
AMAZON COM INC	COM	023135106	6,529	15,041	SH		DFND	3	0	0	0
AMAZON COM INC	COM	023135106	600	1,382	SH		DFND	8	0	1,382	0
AMAZON COM INC	COM	023135106	6,455	14,870	SH		DFND	5	0	3,665	0
AMAZON COM INC	COM	023135106	67,465	155,417	SH		DFND	4	0	155,417	0
AMBEV SA	SPONSORED ADR	02319V103	230	37,700	SH		DFND	5	0	37,700	0
AMBEV SA	SPONSORED ADR	02319V103	4,146	679,730	SH		DFND	2	0	179,300	0
AMC NETWORKS INC	CL A	00164V103	358	4,375	SH		DFND	10	0	168	0
AMC NETWORKS INC	CL A	00164V103	1,198	14,638	SH		DFND	5	0	14,638	0
AMC NETWORKS INC	CL A	00164V103	1,995	24,373	SH		DFND	4	0	24,373	0
AMDOCS LTD	SHS	G02602103	1,347	24,674	SH		DFND	10	0	24,674	0
AMEREN CORP	COM	023608102	970	25,732	SH		DFND	10	0	25,732	0
AMEREN CORP	COM	023608102	1,071	28,419	SH		DFND	3	0	0	0
AMEREN CORP	COM	023608102	13,975	370,875	SH		DFND	5	0	370,875	0
AMEREN CORP	COM	023608102	2,460	65,275	SH		DFND	4	0	65,275	0
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	1,839	86,286	SH		DFND	2	0	0	0
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	5,709	267,883	SH		DFND	5	0	267,883	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,116	27,943	SH		DFND	5	0	27,943	0
AMERICAN AIRLS GROUP INC	COM	02376R102	822	20,592	SH		DFND	10	0	12,912	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	348	16,622	SH		DFND	10	0	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	16,690	442,832	SH		DFND	9	0	442,832	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	1,408	76,652	SH		DFND	10	0	76,652	0
AMERICAN ELEC PWR INC	COM	025537101	2,364	44,631	SH		DFND	10	0	44,631	0
AMERICAN ELEC PWR INC	COM	025537101	22,826	430,918	SH		DFND	4	0	430,918	0
AMERICAN ELEC PWR INC	COM	025537101	1,662	31,380	SH		DFND	3	0	0	0
AMERICAN ELEC PWR INC	COM	025537101	1,059	20,000	SH		DFND	1	0	0	0
AMERICAN EXPRESS CO	COM	025816109	13,523	174,000	SH		DFND	9	0	174,000	0
AMERICAN EXPRESS CO	COM	025816109	4,974	64,000	SH		DFND	6	0	64,000	0
AMERICAN EXPRESS CO	COM	025816109	3,910	50,303	SH		DFND	10	0	50,303	0
AMERICAN EXPRESS CO	COM	025816109	306	3,938	SH		DFND	8	0	3,938	0
AMERICAN EXPRESS CO	COM	025816109	3,459	44,500	SH		DFND	4	0	44,500	0
AMERICAN EXPRESS CO	COM	025816109	3,435	44,197	SH		DFND	3	0	0	0
AMERICAN EXPRESS CO	COM	025816109	15,485	199,245	SH		DFND	5	0	150,057	0
AMERICAN INTL GROUP INC	COM NEW	026874784	22,936	371,012	SH		DFND	4	0	371,012	0
AMERICAN INTL GROUP INC	COM NEW	026874784	291	4,702	SH		DFND	8	0	4,702	0
AMERICAN INTL GROUP INC	COM NEW	026874784	27,776	449,300	SH		DFND	9	0	449,300	0
AMERICAN INTL GROUP INC	COM NEW	026874784	3,540	57,262	SH		DFND	3	0	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	3,586	58,000	SH		DFND	5	0	58,000	0
AMERICAN INTL GROUP INC	COM NEW	026874784	6,367	103,000	SH		DFND	6	0	103,000	0
AMERICAN INTL GROUP INC	COM NEW	026874784	4,142	67,008	SH		DFND	10	0	67,008	0
AMERICAN RLTY CAP PPTYS INC	COM	02917T104	644	79,163	SH		DFND	10	0	74,232	0
AMERICAN TOWER CORP NEW	COM	03027X100	4,608	49,395	SH		DFND	10	0	49,395	0
AMERICAN TOWER CORP NEW	COM	03027X100	3,825	41,000	SH		DFND	1	0	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	1,491	15,986	SH		DFND	3	0	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	10,943	225,018	SH		DFND	4	0	225,018	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	1,653	34,000	SH		DFND	1	0	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	1,684	34,634	SH		DFND	5	0	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	1,964	40,378	SH		DFND	10	0	37,003	0
AMERIPRISE FINL INC	COM	03076C106	21,737	173,995	SH		DFND	4	0	173,995	0
AMERIPRISE FINL INC	COM	03076C106	2,154	17,245	SH		DFND	5	0	17,245	0
AMERIPRISE FINL INC	COM	03076C106	1,681	13,453	SH		DFND	10	0	11,979	0
AMERISOURCEBERGEN CORP	COM	03073E105	14,829	139,445	SH		DFND	5	0	139,445	0
AMERISOURCEBERGEN CORP	COM	03073E105	4,266	40,114	SH		DFND	10	0	29,050	0
AMERISOURCEBERGEN CORP	COM	03073E105	2,334	21,946	SH		DFND	3	0	0	0
AMETEK INC NEW	COM	031100100	40,906	746,736	SH		DFND	4	0	746,736	0
AMETEK INC NEW	COM	031100100	624	11,389	SH		DFND	10	0	11,389	0
AMGEN INC	COM	031162100	5,770	37,582	SH		DFND	10	0	37,279	0
AMGEN INC	COM	031162100	3,900	25,406	SH		DFND	3	0	0	0
AMGEN INC	COM	031162100	1,249	8,135	SH		DFND	6	0	8,135	0
AMGEN INC	COM	031162100	6,601	43,000	SH		DFND	1	0	0	0
AMGEN INC	COM	031162100	405	2,641	SH		DFND	8	0	2,641	0
AMGEN INC	COM	031162100	6,473	42,164	SH		DFND	5	0	12,579	0
AMPHENOL CORP NEW	CL A	032095101	2,370	40,891	SH		DFND	3	0	0	0
AMPHENOL CORP NEW	CL A	032095101	924	15,946	SH		DFND	10	0	15,946	0
AMPHENOL CORP NEW	CL A	032095101	5,137	88,622	SH		DFND	5	0	88,622	0
AMTRUST FINL SVCS INC	COM	032359309	768	11,728	SH		DFND	10	0	0	0
ANADARKO PETE CORP	COM	032511107	1,642	21,038	SH		DFND	3	0	0	0
ANADARKO PETE CORP	COM	032511107	3,854	49,375	SH		DFND	4	0	49,375	0
ANADARKO PETE CORP	COM	032511107	2,113	27,066	SH		DFND	10	0	27,066	0
ANALOG DEVICES INC	COM	032654105	2,989	46,564	SH		DFND	10	0	20,957	0
ANALOG DEVICES INC	COM	032654105	40,881	636,920	SH		DFND	4	0	636,920	0
ANNALY CAP MGMT INC	COM	035710409	1,656	180,231	SH		DFND	10	0	180,231	0
ANSYS INC	COM	03662Q105	551	6,038	SH		DFND	10	0	6,038	0
ANTERO RES CORP	COM	03674X106	446	12,983	SH		DFND	10	0	12,983	0
ANTHEM INC	COM	036752103	12,880	78,469	SH		DFND	4	0	78,469	0
ANTHEM INC	COM	036752103	211	1,283	SH		DFND	8	0	1,283	0
ANTHEM INC	COM	036752103	4,225	25,741	SH		DFND	10	0	24,507	0
ANTHEM INC	COM	036752103	2,767	16,858	SH		DFND	3	0	0	0
AON PLC	SHS CL A	G0408V102	10,851	108,858	SH		DFND	5	0	108,858	0
AON PLC	SHS CL A	G0408V102	2,040	20,467	SH		DFND	10	0	20,158	0
AON PLC	SHS CL A	G0408V102	6,828	68,500	SH		DFND	6	0	68,500	0
AON PLC	SHS CL A	G0408V102	6,190	62,100	SH		DFND	4	0	62,100	0
APACHE CORP	COM	037411105	1,785	30,965	SH		DFND	10	0	29,215	0
APACHE CORP	COM	037411105	903	15,663	SH		DFND	3	0	0	0
APARTMENT INVT & MGMT CO	CL A	03748R101	13,069	353,882	SH		DFND	9	0	353,882	0
APPLE INC	COM	037833100	43,648	348,000	SH		DFND	9	0	348,000	0
APPLE INC	COM	037833100	33,900	270,283	SH		DFND	10	0	262,852	0
APPLE INC	COM	037833100	115,562	921,365	SH		DFND	4	0	921,365	0
APPLE INC	COM	037833100	1,003	8,000	SH		DFND	6	0	8,000	0
APPLE INC	COM	037833100	14,380	114,647	SH		DFND	5	0	103,709	0
APPLE INC	COM	037833100	2,674	21,321	SH		DFND	8	0	21,321	0
APPLE INC	COM	037833100	7,325	58,400	SH		DFND	1	0	0	0
APPLE INC	COM	037833100	32,403	258,345	SH		DFND	3	0	0	0
APPLIED MATLS INC	COM	038222105	1,458	75,863	SH		DFND	10	0	75,863	0
APTARGROUP INC	COM	038336103	3,410	53,466	SH		DFND	5	0	53,466	0
ARAMARK	COM	03852U106	433	13,977	SH		DFND	10	0	5,097	0
ARCH CAP GROUP LTD	ORD	G0450A105	1,189	17,752	SH		DFND	10	0	17,365	0
ARCH COAL INC	COM	039380100	4	11,664	SH		DFND	10	0	11,664	0
ARCHER DANIELS MIDLAND CO	COM	039483102	1,539	31,925	SH		DFND	3	0	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	2,230	46,252	SH		DFND	10	0	46,252	0
ARES CAP CORP	NOTE 5.750% 2/0	04010LAB9	8,354	8,000,000	PRN		DFND	6	0	8,000,000	0
ARES CAP CORP	NOTE 5.750% 2/0	04010LAB9	3,968	3,900,000	PRN		DFND	5	0	78,415	0
ARES CAP CORP	NOTE 5.125% 6/0	04010LAD5	20,166	19,500,000	PRN		DFND	5	0	19,500,000	0
ARIAD PHARMACEUTICALS INC	COM	04033A100	14,330	1,732,795	SH		DFND	4	0	1,732,795	0
ARROW ELECTRS INC	COM	042735100	393	7,044	SH		DFND	10	0	7,044	0
ASHLAND INC NEW	COM	044209104	686	5,630	SH		DFND	10	0	5,630	0
ASSURANT INC	COM	04621X108	761	11,358	SH		DFND	10	0	11,358	0
AT&T INC	COM	00206R102	3,894	109,620	SH		DFND	4	0	109,620	0
AT&T INC	COM	00206R102	700	19,710	SH		DFND	8	0	19,710	0
AT&T INC	COM	00206R102	488	13,725	SH		DFND	5	0	0	0
AT&T INC	COM	00206R102	7,671	215,958	SH		DFND	3	0	0	0
AT&T INC	COM	00206R102	5,861	165,000	SH		DFND	1	0	0	0
AT&T INC	COM	00206R102	11,604	326,679	SH		DFND	10	0	313,341	0
ATLANTIC TELE NETWORK INC	COM NEW	049079205	6,245	90,406	SH		DFND	4	0	90,406	0
ATMEL CORP	COM	049513104	27,771	2,817,981	SH		DFND	4	0	2,817,981	0
ATWOOD OCEANICS INC	COM	050095108	2,136	80,800	SH		DFND	5	0	80,800	0
AUTODESK INC	COM	052769106	845	16,882	SH		DFND	10	0	16,882	0
AUTODESK INC	COM	052769106	2,045	40,833	SH		DFND	3	0	0	0
AUTOLIV INC	COM	052800109	925	7,921	SH		DFND	10	0	7,921	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	5,640	70,295	SH		DFND	10	0	69,752	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,047	13,053	SH		DFND	4	0	13,053	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	5,896	73,489	SH		DFND	5	0	73,489	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,926	24,000	SH		DFND	1	0	0	0
AUTONATION INC	COM	05329W102	3,753	59,585	SH		DFND	5	0	59,585	0
AUTONATION INC	COM	05329W102	302	4,789	SH		DFND	10	0	4,789	0
AUTOZONE INC	COM	053332102	1,590	2,384	SH		DFND	3	0	0	0
AUTOZONE INC	COM	053332102	8,379	12,564	SH		DFND	10	0	12,494	0
AUTOZONE INC	COM	053332102	2,668	4,000	SH		DFND	1	0	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	2,601	19,566	SH		DFND	3	0	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	2,686	20,208	SH		DFND	5	0	20,208	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	2,509	18,876	SH		DFND	10	0	16,252	0
AVALONBAY CMNTYS INC	COM	053484101	17,089	106,894	SH		DFND	9	0	106,894	0
AVALONBAY CMNTYS INC	COM	053484101	2,787	17,435	SH		DFND	10	0	16,855	0
AVALONBAY CMNTYS INC	COM	053484101	2,382	14,900	SH		DFND	1	0	0	0
AVERY DENNISON CORP	COM	053611109	881	14,457	SH		DFND	10	0	7,831	0
AVERY DENNISON CORP	COM	053611109	2,533	41,570	SH		DFND	5	0	41,570	0
AVIANCA HLDGS SA	SPON ADR REP PFD	05367G100	474	46,253	SH		DFND	5	0	46,253	0
AVIS BUDGET GROUP	COM	053774105	516	11,701	SH		DFND	10	0	4,195	0
AVIS BUDGET GROUP	COM	053774105	3,875	87,905	SH		DFND	5	0	87,905	0
AVNET INC	COM	053807103	690	16,789	SH		DFND	10	0	13,923	0
AVON PRODS INC	COM	054303102	168	26,819	SH		DFND	10	0	26,819	0
AXALTA COATING SYS LTD	COM	G0750C108	1,386	41,890	SH		DFND	4	0	41,890	0
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	1,090	20,430	SH		DFND	10	0	20,430	0
B/E AEROSPACE INC	COM	073302101	617	11,231	SH		DFND	5	0	11,231	0
B/E AEROSPACE INC	COM	073302101	340	6,184	SH		DFND	10	0	6,184	0
BAIDU INC	SPON ADR REP A	056752108	8,190	41,139	SH		DFND	4	0	41,139	0
BAKER HUGHES INC	COM	057224107	1,253	20,307	SH		DFND	3	0	0	0
BAKER HUGHES INC	COM	057224107	1,844	29,881	SH		DFND	10	0	29,881	0
BALL CORP	COM	058498106	721	10,282	SH		DFND	4	0	10,282	0
BALL CORP	COM	058498106	5,213	74,309	SH		DFND	5	0	74,309	0
BALL CORP	COM	058498106	1,251	17,840	SH		DFND	10	0	14,616	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	15,982	1,744,763	SH		DFND	2	0	540,986	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	2,037	222,353	SH		DFND	5	0	222,353	0
BANCO SANTANDER CHILE NEW	SP ADR REP COM	05965X109	1,762	87,020	SH		DFND	5	0	87,020	0
BANCO SANTANDER CHILE NEW	SP ADR REP COM	05965X109	8,475	418,507	SH		DFND	4	0	418,507	0
BANCOLOMBIA S A	SPON ADR PREF	05968L102	1,463	34,013	SH		DFND	5	0	34,013	0
BANK AMER CORP	COM	060505104	7,507	441,076	SH		DFND	3	0	0	0
BANK AMER CORP	COM	060505104	657	38,575	SH		DFND	8	0	38,575	0
BANK AMER CORP	COM	060505104	9,293	546,027	SH		DFND	10	0	534,969	0
BANK AMER CORP	COM	060505104	428	25,118	SH		DFND	5	0	0	0
BANK MONTREAL QUE	COM	063671101	355	5,984	SH		DFND	5	0	0	0
BANK MONTREAL QUE	COM	063671101	1,708	28,812	SH		DFND	3	0	0	0
BANK MONTREAL QUE	COM	063671101	2,845	47,997	SH		DFND	10	0	44,719	0
BANK MONTREAL QUE	COM	063671101	489	8,252	SH		DFND	4	0	8,252	0
BANK MONTREAL QUE	COM	063671101	2,727	46,000	SH		DFND	1	0	0	0
BANK N S HALIFAX	COM	064149107	411	7,951	SH		DFND	5	0	0	0
BANK N S HALIFAX	COM	064149107	723	14,000	SH		DFND	1	0	0	0
BANK N S HALIFAX	COM	064149107	2,854	55,272	SH		DFND	3	0	0	0
BANK N S HALIFAX	COM	064149107	266	5,158	SH		DFND	8	0	5,158	0
BANK N S HALIFAX	COM	064149107	3,713	71,907	SH		DFND	10	0	67,962	0
BANK NEW YORK MELLON CORP	COM	064058100	202	4,820	SH		DFND	8	0	4,820	0
BANK NEW YORK MELLON CORP	COM	064058100	339	8,082	SH		DFND	5	0	0	0
BANK NEW YORK MELLON CORP	COM	064058100	2,387	56,882	SH		DFND	3	0	0	0
BANK NEW YORK MELLON CORP	COM	064058100	3,165	75,409	SH		DFND	10	0	69,023	0
BANKUNITED INC	COM	06652K103	7,544	209,966	SH		DFND	4	0	209,966	0
BARD C R INC	COM	067383109	1,776	10,402	SH		DFND	3	0	0	0
BARD C R INC	COM	067383109	2,244	13,148	SH		DFND	10	0	12,096	0
BARD C R INC	COM	067383109	3,324	19,471	SH		DFND	5	0	19,471	0
BARRICK GOLD CORP	COM	067901108	977	91,674	SH		DFND	10	0	85,344	0
BAXTER INTL INC	COM	071813109	2,971	42,490	SH		DFND	5	0	16,650	0
BAXTER INTL INC	COM	071813109	7,051	100,836	SH		DFND	10	0	97,596	0
BAXTER INTL INC	COM	071813109	1,578	22,571	SH		DFND	3	0	0	0
BAXTER INTL INC	COM	071813109	3,811	54,500	SH		DFND	1	0	0	0
BB&T CORP	COM	054937107	1,526	37,848	SH		DFND	3	0	0	0
BB&T CORP	COM	054937107	2,465	61,160	SH		DFND	10	0	61,160	0
BCE INC	COM NEW	05534B760	10,271	241,663	SH		DFND	10	0	48,165	0
BCE INC	COM NEW	05534B760	866	20,387	SH		DFND	4	0	20,387	0
BECTON DICKINSON & CO	COM	075887109	16,237	114,631	SH		DFND	10	0	112,670	0
BECTON DICKINSON & CO	COM	075887109	2,496	17,624	SH		DFND	3	0	0	0
BECTON DICKINSON & CO	COM	075887109	485	3,427	SH		DFND	5	0	0	0
BECTON DICKINSON & CO	COM	075887109	29,605	209,000	SH		DFND	9	0	209,000	0
BED BATH & BEYOND INC	COM	075896100	1,045	15,156	SH		DFND	3	0	0	0
BED BATH & BEYOND INC	COM	075896100	1,671	24,230	SH		DFND	10	0	22,538	0
BEMIS INC	COM	081437105	2,736	60,787	SH		DFND	7	0	59,367	0
BEMIS INC	COM	081437105	3,310	73,540	SH		DFND	9	0	73,540	0
BEMIS INC	COM	081437105	599	13,301	SH		DFND	10	0	13,301	0
BERKLEY W R CORP	COM	084423102	1,128	21,712	SH		DFND	10	0	21,224	0
BERKSHIRE HATHAWAY INC DEL	CL A	084670108	1,434	7	SH		DFND	10	0	7	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	7,151	52,539	SH		DFND	10	0	50,840	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	3,675	27,000	SH		DFND	1	0	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	524	3,853	SH		DFND	8	0	3,853	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	471	3,459	SH		DFND	5	0	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	5,113	37,565	SH		DFND	3	0	0	0
BERRY PLASTICS GROUP INC	COM	08579W103	739	22,822	SH		DFND	10	0	1,697	0
BERRY PLASTICS GROUP INC	COM	08579W103	1,119	34,526	SH		DFND	5	0	34,526	0
BEST BUY INC	COM	086516101	1,029	31,540	SH		DFND	10	0	28,654	0
BEST BUY INC	COM	086516101	539	16,541	SH		DFND	3	0	0	0
BIG LOTS INC	COM	089302103	1,152	25,602	SH		DFND	4	0	25,602	0
BIOGEN INC	COM	09062X103	3,684	9,119	SH		DFND	3	0	0	0
BIOGEN INC	COM	09062X103	59,398	147,046	SH		DFND	4	0	147,046	0
BIOGEN INC	COM	09062X103	386	956	SH		DFND	6	0	956	0
BIOGEN INC	COM	09062X103	20,952	51,869	SH		DFND	5	0	38,402	0
BIOGEN INC	COM	09062X103	5,405	13,381	SH		DFND	10	0	13,036	0
BIOGEN INC	COM	09062X103	332	823	SH		DFND	8	0	823	0
BIOGEN INC	COM	09062X103	212	526	SH		DFND	9	0	526	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	5,063	37,019	SH		DFND	4	0	37,019	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	1,174	8,586	SH		DFND	10	0	8,586	0
BIOMED REALTY TRUST INC	COM	09063H107	1,695	87,649	SH		DFND	9	0	87,649	0
BJS RESTAURANTS INC	COM	09180C106	5,939	122,588	SH		DFND	4	0	122,588	0
BLACKROCK INC	COM	09247X101	202	585	SH		DFND	8	0	585	0
BLACKROCK INC	COM	09247X101	2,026	5,856	SH		DFND	3	0	0	0
BLACKROCK INC	COM	09247X101	6,078	17,568	SH		DFND	5	0	5,524	0
BLACKROCK INC	COM	09247X101	607	1,753	SH		DFND	4	0	1,753	0
BLACKROCK INC	COM	09247X101	2,440	7,051	SH		DFND	10	0	7,051	0
BLOCK H & R INC	COM	093671105	814	27,470	SH		DFND	10	0	27,470	0
BLOOMIN BRANDS INC	COM	094235108	3,391	158,848	SH		DFND	5	0	158,848	0
BLOOMIN BRANDS INC	COM	094235108	214	10,038	SH		DFND	10	0	1,446	0
BLUEBIRD BIO INC	COM	09609G100	11,788	70,013	SH		DFND	4	0	70,013	0
BOEING CO	COM	097023105	2,696	19,435	SH		DFND	10	0	19,435	0
BORGWARNER INC	COM	099724106	841	14,789	SH		DFND	10	0	14,789	0
BORGWARNER INC	COM	099724106	1,810	31,841	SH		DFND	5	0	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	7,735	576,827	SH		DFND	4	0	576,827	0
BOSTON PROPERTIES INC	COM	101121101	1,859	15,358	SH		DFND	10	0	14,524	0
BOSTON PROPERTIES INC	COM	101121101	10,347	85,482	SH		DFND	9	0	85,482	0
BOSTON PROPERTIES INC	COM	101121101	1,803	14,900	SH		DFND	1	0	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	297	16,804	SH		DFND	5	0	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	20,155	1,138,706	SH		DFND	4	0	1,138,706	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,717	97,030	SH		DFND	10	0	88,881	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	18,381	1,384,110	SH		DFND	9	0	1,384,110	0
BRF SA	SPONSORED ADR	10552T107	8,619	412,200	SH		DFND	2	0	185,100	0
BRF SA	SPONSORED ADR	10552T107	1,276	61,000	SH		DFND	5	0	61,000	0
BRINKER INTL INC	COM	109641100	4,305	74,669	SH		DFND	5	0	74,669	0
BRISTOL MYERS SQUIBB CO	COM	110122108	385	5,786	SH		DFND	8	0	5,786	0
BRISTOL MYERS SQUIBB CO	COM	110122108	4,626	69,521	SH		DFND	3	0	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	214	3,211	SH		DFND	9	0	3,211	0
BRISTOL MYERS SQUIBB CO	COM	110122108	50,922	765,278	SH		DFND	4	0	765,278	0
BRISTOL MYERS SQUIBB CO	COM	110122108	7,141	107,315	SH		DFND	10	0	104,742	0
BRISTOL MYERS SQUIBB CO	COM	110122108	11,706	175,931	SH		DFND	5	0	94,325	0
BRISTOL MYERS SQUIBB CO	COM	110122108	354	5,325	SH		DFND	6	0	5,325	0
BRIXMOR PPTY GROUP INC	COM	11120U105	13,139	568,031	SH		DFND	9	0	568,031	0
BROADCOM CORP	CL A	111320107	2,639	51,257	SH		DFND	3	0	0	0
BROADCOM CORP	CL A	111320107	5,591	108,575	SH		DFND	5	0	27,109	0
BROADCOM CORP	CL A	111320107	2,114	41,050	SH		DFND	10	0	41,050	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,060	21,200	SH		DFND	10	0	13,108	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	2,498	71,525	SH		DFND	3	0	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	1,909	54,659	SH		DFND	10	0	51,739	0
BROWN & BROWN INC	COM	115236101	526	16,011	SH		DFND	10	0	16,011	0
BROWN FORMAN CORP	CL B	115637209	33,434	333,738	SH		DFND	4	0	314,455	0
BROWN FORMAN CORP	CL B	115637209	1,281	12,784	SH		DFND	10	0	12,784	0
BROWN FORMAN CORP	CL B	115637209	2,169	21,654	SH		DFND	3	0	0	0
BUFFALO WILD WINGS INC	COM	119848109	5,516	35,203	SH		DFND	4	0	35,203	0
BUNGE LIMITED	COM	G16962105	2,208	25,146	SH		DFND	10	0	25,146	0
BURLINGTON STORES INC	COM	122017106	536	10,478	SH		DFND	10	0	731	0
BURLINGTON STORES INC	COM	122017106	3,254	63,561	SH		DFND	5	0	63,561	0
BURLINGTON STORES INC	COM	122017106	2,272	44,379	SH		DFND	4	0	44,379	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	2,018	32,350	SH		DFND	5	0	32,350	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,192	19,101	SH		DFND	10	0	17,289	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	10,059	161,229	SH		DFND	4	0	161,229	0
CA INC	COM	12673P105	1,387	47,357	SH		DFND	3	0	0	0
CA INC	COM	12673P105	6,454	220,336	SH		DFND	10	0	162,417	0
CA INC	COM	12673P105	1,105	37,739	SH		DFND	5	0	37,739	0
CABLEVISION SYS CORP	CL A NY CABLVS	12686C109	732	30,558	SH		DFND	10	0	30,558	0
CABOT OIL & GAS CORP	COM	127097103	3,288	104,245	SH		DFND	4	0	104,245	0
CABOT OIL & GAS CORP	COM	127097103	1,136	36,009	SH		DFND	10	0	34,377	0
CABOT OIL & GAS CORP	COM	127097103	832	26,382	SH		DFND	3	0	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,154	58,684	SH		DFND	5	0	58,684	0
CALPINE CORP	COM NEW	131347304	1,195	66,405	SH		DFND	4	0	66,405	0
CALPINE CORP	COM NEW	131347304	951	52,852	SH		DFND	10	0	44,712	0
CALPINE CORP	COM NEW	131347304	4,382	243,604	SH		DFND	5	0	243,604	0
CAMDEN PPTY TR	SH BEN INT	133131102	7,943	106,929	SH		DFND	9	0	106,929	0
CAMDEN PPTY TR	SH BEN INT	133131102	255	3,431	SH		DFND	10	0	3,431	0
CAMECO CORP	COM	13321L108	377	26,387	SH		DFND	10	0	26,387	0
CAMECO CORP	COM	13321L108	795	55,696	SH		DFND	4	0	55,696	0
CAMECO CORP	COM	13321L108	568	39,793	SH		DFND	3	0	0	0
CAMERON INTERNATIONAL CORP	COM	13342B105	562	10,737	SH		DFND	10	0	10,737	0
CAMERON INTERNATIONAL CORP	COM	13342B105	607	11,600	SH		DFND	5	0	11,600	0
CAMPBELL SOUP CO	COM	134429109	1,000	20,988	SH		DFND	3	0	0	0
CAMPBELL SOUP CO	COM	134429109	1,481	31,078	SH		DFND	10	0	31,078	0
CANADIAN NAT RES LTD	COM	136385101	1,242	45,742	SH		DFND	3	0	0	0
CANADIAN NAT RES LTD	COM	136385101	2,924	107,665	SH		DFND	4	0	107,665	0
CANADIAN NAT RES LTD	COM	136385101	1,608	59,206	SH		DFND	10	0	59,206	0
CANADIAN NATL RY CO	COM	136375102	3,411	59,057	SH		DFND	10	0	37,469	0
CANADIAN NATL RY CO	COM	136375102	224	3,882	SH		DFND	8	0	3,882	0
CANADIAN NATL RY CO	COM	136375102	2,077	35,973	SH		DFND	3	0	0	0
CANADIAN NATL RY CO	COM	136375102	1,502	26,000	SH		DFND	1	0	0	0
CANADIAN PAC RY LTD	COM	13645T100	1,284	8,011	SH		DFND	10	0	8,011	0
CAPITAL ONE FINL CORP	COM	14040H105	12,587	143,082	SH		DFND	4	0	143,082	0
CAPITAL ONE FINL CORP	COM	14040H105	1,872	21,282	SH		DFND	3	0	0	0
CAPITAL ONE FINL CORP	COM	14040H105	6,069	68,985	SH		DFND	5	0	68,985	0
CAPITAL ONE FINL CORP	COM	14040H105	202	2,291	SH		DFND	8	0	2,291	0
CAPITAL ONE FINL CORP	COM	14040H105	2,922	33,214	SH		DFND	10	0	33,214	0
CARDINAL HEALTH INC	COM	14149Y108	1,145	13,687	SH		DFND	5	0	13,687	0
CARDINAL HEALTH INC	COM	14149Y108	2,032	24,294	SH		DFND	3	0	0	0
CARDINAL HEALTH INC	COM	14149Y108	19,407	232,000	SH		DFND	9	0	232,000	0
CARDINAL HEALTH INC	COM	14149Y108	2,928	35,000	SH		DFND	1	0	0	0
CARDINAL HEALTH INC	COM	14149Y108	3,417	40,854	SH		DFND	10	0	35,443	0
CARLISLE COS INC	COM	142339100	606	6,050	SH		DFND	5	0	6,050	0
CARMAX INC	COM	143130102	930	14,048	SH		DFND	10	0	14,048	0
CARNIVAL CORP	PAIRED CTF	143658300	1,589	32,166	SH		DFND	3	0	0	0
CARNIVAL CORP	PAIRED CTF	143658300	1,862	37,701	SH		DFND	10	0	35,441	0
CARRIZO OIL & GAS INC	COM	144577103	6,406	130,094	SH		DFND	4	0	130,094	0
CARRIZO OIL & GAS INC	COM	144577103	1,633	33,155	SH		DFND	5	0	33,155	0
CASCADE BANCORP	COM NEW	147154207	180	34,683	SH		DFND	4	0	34,683	0
CATERPILLAR INC DEL	COM	149123101	446	5,260	SH		DFND	5	0	0	0
CATERPILLAR INC DEL	COM	149123101	3,471	40,918	SH		DFND	10	0	38,595	0
CATERPILLAR INC DEL	COM	149123101	2,443	28,799	SH		DFND	3	0	0	0
CATERPILLAR INC DEL	COM	149123101	231	2,726	SH		DFND	8	0	2,726	0
CAVIUM INC	COM	14964U108	296	4,308	SH		DFND	4	0	4,308	0
CBL & ASSOC PPTYS INC	COM	124830100	13,890	857,436	SH		DFND	9	0	857,436	0
CBRE GROUP INC	CL A	12504L109	572	15,461	SH		DFND	10	0	15,461	0
CBS CORP NEW	CL B	124857202	1,501	27,039	SH		DFND	4	0	27,039	0
CBS CORP NEW	CL B	124857202	12,994	234,130	SH		DFND	5	0	199,790	0
CBS CORP NEW	CL B	124857202	1,554	27,994	SH		DFND	10	0	24,992	0
CDK GLOBAL INC	COM	12508E101	359	6,643	SH		DFND	10	0	6,643	0
CDK GLOBAL INC	COM	12508E101	3,800	70,395	SH		DFND	5	0	70,395	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	2,970	40,285	SH		DFND	10	0	39,977	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	1,157	15,701	SH		DFND	3	0	0	0
CELANESE CORP DEL	COM SER A	150870103	668	9,289	SH		DFND	10	0	9,289	0
CELANESE CORP DEL	COM SER A	150870103	1,856	25,825	SH		DFND	3	0	0	0
CELANESE CORP DEL	COM SER A	150870103	2,831	39,382	SH		DFND	4	0	39,382	0
CELGENE CORP	COM	151020104	58,791	507,979	SH		DFND	4	0	507,979	0
CELGENE CORP	COM	151020104	315	2,718	SH		DFND	8	0	2,718	0
CELGENE CORP	COM	151020104	4,074	35,200	SH		DFND	3	0	0	0
CELGENE CORP	COM	151020104	8,369	72,313	SH		DFND	6	0	72,313	0
CELGENE CORP	COM	151020104	15,775	136,306	SH		DFND	5	0	136,306	0
CELGENE CORP	COM	151020104	3,924	33,905	SH		DFND	10	0	33,905	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	1,125	122,871	SH		DFND	2	0	0	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	6,291	686,789	SH		DFND	4	0	666,843	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	3,991	435,722	SH		DFND	5	0	435,722	0
CEMEX SAB DE CV	NOTE 3.750% 3/1	151290BC6	17,246	14,500,000	PRN		DFND	5	0	14,500,000	0
CENTENE CORP DEL	COM	15135B101	474	5,899	SH		DFND	10	0	5,284	0
CENTERPOINT ENERGY INC	COM	15189T107	870	45,718	SH		DFND	3	0	0	0
CENTERPOINT ENERGY INC	COM	15189T107	882	46,366	SH		DFND	10	0	46,366	0
CENTURYLINK INC	COM	156700106	1,987	67,638	SH		DFND	4	0	67,638	0
CENTURYLINK INC	COM	156700106	2,624	89,306	SH		DFND	10	0	81,888	0
CENTURYLINK INC	COM	156700106	4,753	161,771	SH		DFND	5	0	161,771	0
CENTURYLINK INC	COM	156700106	717	24,419	SH		DFND	3	0	0	0
CERNER CORP	COM	156782104	1,424	20,613	SH		DFND	10	0	20,613	0
CERNER CORP	COM	156782104	10,152	147,000	SH		DFND	9	0	147,000	0
CF INDS HLDGS INC	COM	125269100	3,092	48,100	SH		DFND	5	0	48,100	0
CF INDS HLDGS INC	COM	125269100	2,267	35,264	SH		DFND	10	0	35,264	0
CHARTER COMMUNICATIONS INC D	CL A NEW	16117M305	1,727	10,083	SH		DFND	10	0	7,999	0
CHARTER COMMUNICATIONS INC D	CL A NEW	16117M305	3,599	21,016	SH		DFND	5	0	21,016	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	15,990	201,000	SH		DFND	9	0	201,000	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	896	11,266	SH		DFND	10	0	11,266	0
CHENIERE ENERGY INC	COM NEW	16411R208	1,466	21,164	SH		DFND	4	0	21,164	0
CHENIERE ENERGY INC	COM NEW	16411R208	700	10,100	SH		DFND	10	0	10,100	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	16,051	21,000,000	PRN		DFND	5	0	21,000,000	0
CHESAPEAKE ENERGY CORP	COM	165167107	481	43,039	SH		DFND	10	0	43,039	0
CHEVRON CORP NEW	COM	166764100	14,709	152,472	SH		DFND	10	0	115,700	0
CHEVRON CORP NEW	COM	166764100	10,578	109,655	SH		DFND	7	0	107,179	0
CHEVRON CORP NEW	COM	166764100	8,077	83,726	SH		DFND	3	0	0	0
CHEVRON CORP NEW	COM	166764100	676	7,006	SH		DFND	8	0	7,006	0
CHEVRON CORP NEW	COM	166764100	6,059	62,805	SH		DFND	5	0	56,566	0
CHEVRON CORP NEW	COM	166764100	37,543	389,170	SH		DFND	4	0	389,170	0
CHEVRON CORP NEW	COM	166764100	18,158	188,225	SH		DFND	9	0	188,225	0
CHICAGO BRIDGE & IRON CO N V	COM	167250109	1,907	38,100	SH		DFND	5	0	38,100	0
CHICAGO BRIDGE & IRON CO N V	COM	167250109	391	7,806	SH		DFND	10	0	7,347	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,627	2,690	SH		DFND	10	0	2,665	0
CHUBB CORP	COM	171232101	1,492	15,684	SH		DFND	3	0	0	0
CHUBB CORP	COM	171232101	2,374	24,948	SH		DFND	10	0	22,480	0
CHURCH & DWIGHT INC	COM	171340102	1,273	15,685	SH		DFND	3	0	0	0
CHURCH & DWIGHT INC	COM	171340102	1,237	15,247	SH		DFND	10	0	14,333	0
CIENA CORP	COM NEW	171779309	2,316	97,813	SH		DFND	5	0	97,813	0
CIGNA CORPORATION	COM	125509109	3,691	22,782	SH		DFND	10	0	22,092	0
CIGNA CORPORATION	COM	125509109	19,179	118,391	SH		DFND	4	0	118,391	0
CIGNA CORPORATION	COM	125509109	260	1,603	SH		DFND	6	0	1,603	0
CIGNA CORPORATION	COM	125509109	7,595	46,884	SH		DFND	5	0	46,884	0
CIGNA CORPORATION	COM	125509109	220	1,359	SH		DFND	8	0	1,359	0
CIMAREX ENERGY CO	COM	171798101	18,820	170,613	SH		DFND	4	0	170,613	0
CIMAREX ENERGY CO	COM	171798101	525	4,763	SH		DFND	10	0	4,763	0
CINCINNATI FINL CORP	COM	172062101	763	15,210	SH		DFND	10	0	14,734	0
CINEMARK HOLDINGS INC	COM	17243V102	3,808	94,789	SH		DFND	9	0	94,789	0
CINEMARK HOLDINGS INC	COM	17243V102	2,496	62,141	SH		DFND	7	0	60,021	0
CINTAS CORP	COM	172908105	10,654	125,954	SH		DFND	10	0	113,560	0
CINTAS CORP	COM	172908105	2,071	24,482	SH		DFND	5	0	24,482	0
CISCO SYS INC	COM	17275R102	8,063	293,636	SH		DFND	10	0	286,267	0
CISCO SYS INC	COM	17275R102	6,366	231,844	SH		DFND	3	0	0	0
CISCO SYS INC	COM	17275R102	4,018	146,315	SH		DFND	5	0	132,880	0
CISCO SYS INC	COM	17275R102	17,510	637,642	SH		DFND	4	0	637,642	0
CISCO SYS INC	COM	17275R102	532	19,382	SH		DFND	8	0	19,382	0
CISCO SYS INC	COM	17275R102	6,398	233,000	SH		DFND	6	0	233,000	0
CIT GROUP INC	COM NEW	125581801	937	20,158	SH		DFND	10	0	20,158	0
CITIGROUP INC	COM NEW	172967424	6,905	124,995	SH		DFND	3	0	0	0
CITIGROUP INC	COM NEW	172967424	459	8,308	SH		DFND	5	0	0	0
CITIGROUP INC	COM NEW	172967424	8,127	147,126	SH		DFND	10	0	143,457	0
CITIGROUP INC	COM NEW	172967424	595	10,765	SH		DFND	8	0	10,765	0
CITIGROUP INC	COM NEW	172967424	31,382	568,106	SH		DFND	4	0	568,106	0
CITIZENS FINL GROUP INC	COM	174610105	339	12,400	SH		DFND	10	0	12,400	0
CITRIX SYS INC	COM	177376100	1,275	18,172	SH		DFND	10	0	18,172	0
CITRIX SYS INC	COM	177376100	11,377	162,153	SH		DFND	5	0	111,248	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	50,902	48,150,000	PRN		DFND	5	0	42,000,000	0
CITY NATL CORP	COM	178566105	293	3,246	SH		DFND	10	0	3,246	0
CLARCOR INC	COM	179895107	293	4,700	SH		DFND	5	0	4,700	0
CLEAN HARBORS INC	COM	184496107	290	5,400	SH		DFND	5	0	5,400	0
CLOROX CO DEL	COM	189054109	1,768	17,000	SH		DFND	1	0	0	0
CLOROX CO DEL	COM	189054109	4,908	47,181	SH		DFND	10	0	21,358	0
CLOROX CO DEL	COM	189054109	4,235	40,711	SH		DFND	5	0	40,711	0
CLUBCORP HLDGS INC	COM	18948M108	1,736	72,686	SH		DFND	4	0	72,686	0
CME GROUP INC	COM	12572Q105	3,008	32,325	SH		DFND	10	0	30,580	0
CME GROUP INC	COM	12572Q105	852	9,159	SH		DFND	4	0	9,159	0
CME GROUP INC	COM	12572Q105	5,151	55,355	SH		DFND	9	0	55,355	0
CME GROUP INC	COM	12572Q105	3,573	38,390	SH		DFND	7	0	36,988	0
CME GROUP INC	COM	12572Q105	2,312	24,841	SH		DFND	3	0	0	0
CMS ENERGY CORP	COM	125896100	1,357	42,633	SH		DFND	10	0	42,633	0
CMS ENERGY CORP	COM	125896100	1,566	49,170	SH		DFND	4	0	49,170	0
CNA FINL CORP	COM	126117100	1,492	39,040	SH		DFND	7	0	39,040	0
CNA FINL CORP	COM	126117100	233	6,092	SH		DFND	10	0	6,092	0
CNA FINL CORP	COM	126117100	2,405	62,954	SH		DFND	9	0	62,954	0
CNO FINL GROUP INC	COM	12621E103	7,195	392,077	SH		DFND	4	0	392,077	0
COACH INC	COM	189754104	1,009	29,146	SH		DFND	10	0	29,146	0
COACH INC	COM	189754104	1,900	54,911	SH		DFND	4	0	54,911	0
COACH INC	COM	189754104	8,223	237,600	SH		DFND	5	0	215,301	0
COACH INC	COM	189754104	489	14,127	SH		DFND	3	0	0	0
COBALT INTL ENERGY INC	COM	19075F106	153	15,773	SH		DFND	10	0	15,773	0
COCA COLA CO	COM	191216100	1,040	26,513	SH		DFND	5	0	0	0
COCA COLA CO	COM	191216100	1,569	40,000	SH		DFND	1	0	0	0
COCA COLA CO	COM	191216100	8,797	224,240	SH		DFND	10	0	219,166	0
COCA COLA CO	COM	191216100	572	14,577	SH		DFND	8	0	14,577	0
COCA COLA CO	COM	191216100	25,225	643,000	SH		DFND	9	0	643,000	0
COCA COLA CO	COM	191216100	6,773	172,645	SH		DFND	3	0	0	0
COCA COLA ENTERPRISES INC NE	COM	19122T109	936	21,541	SH		DFND	5	0	21,541	0
COCA COLA ENTERPRISES INC NE	COM	19122T109	852	19,608	SH		DFND	10	0	19,608	0
COCA COLA ENTERPRISES INC NE	COM	19122T109	1,619	37,266	SH		DFND	3	0	0	0
COGNEX CORP	COM	192422103	4,425	92,000	SH		DFND	9	0	92,000	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	605	9,900	SH		DFND	5	0	9,900	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	1,043	17,080	SH		DFND	4	0	17,080	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	2,379	38,942	SH		DFND	10	0	38,942	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	2,340	38,311	SH		DFND	3	0	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	28,208	461,753	SH		DFND	7	0	461,753	0
COLGATE PALMOLIVE CO	COM	194162103	3,140	48,000	SH		DFND	1	0	0	0
COLGATE PALMOLIVE CO	COM	194162103	260	3,979	SH		DFND	6	0	3,979	0
COLGATE PALMOLIVE CO	COM	194162103	3,258	49,816	SH		DFND	3	0	0	0
COLGATE PALMOLIVE CO	COM	194162103	6,389	97,671	SH		DFND	5	0	92,434	0
COLGATE PALMOLIVE CO	COM	194162103	252	3,848	SH		DFND	8	0	3,848	0
COLGATE PALMOLIVE CO	COM	194162103	6,585	100,667	SH		DFND	10	0	58,417	0
COLUMBIA BKG SYS INC	COM	197236102	8,848	271,911	SH		DFND	4	0	271,911	0
COLUMBIA SPORTSWEAR CO	COM	198516106	9,146	151,271	SH		DFND	4	0	151,271	0
COMCAST CORP NEW	CL A	20030N101	15,636	260,000	SH		DFND	9	0	260,000	0
COMCAST CORP NEW	CL A	20030N101	8,091	134,530	SH		DFND	10	0	131,330	0
COMCAST CORP NEW	CL A	20030N101	5,745	95,529	SH		DFND	3	0	0	0
COMCAST CORP NEW	CL A	20030N101	470	7,811	SH		DFND	8	0	7,811	0
COMCAST CORP NEW	CL A	20030N101	3,618	60,162	SH		DFND	5	0	52,900	0
COMCAST CORP NEW	CL A	20030N101	5,112	85,000	SH		DFND	6	0	85,000	0
COMCAST CORP NEW	CL A	20030N101	47,865	795,896	SH		DFND	4	0	788,914	0
COMCAST CORP NEW	CL A SPL	20030N200	3,078	51,344	SH		DFND	10	0	51,344	0
COMCAST CORP NEW	CL A SPL	20030N200	2,812	46,907	SH		DFND	3	0	0	0
COMERICA INC	COM	200340107	531	10,353	SH		DFND	4	0	10,353	0
COMERICA INC	COM	200340107	744	14,490	SH		DFND	10	0	14,490	0
COMMERCE BANCSHARES INC	COM	200525103	467	9,991	SH		DFND	10	0	9,991	0
COMMUNICATIONS SALES&LEAS IN	COM	20341J104	581	23,501	SH		DFND	10	0	23,501	0
COMPANHIA BRASILEIRA DE DIST	SPN ADR PFD CL A	20440T201	395	16,700	SH		DFND	5	0	16,700	0
COMPANHIA BRASILEIRA DE DIST	SPN ADR PFD CL A	20440T201	639	27,000	SH		DFND	2	0	8,100	0
COMPANHIA DE SANEAMENTO BASI	SPONSORED ADR	20441A102	1,081	208,642	SH		DFND	5	0	0	0
COMPASS DIVERSIFIED HOLDINGS	SH BEN INT	20451Q104	1,777	108,365	SH		DFND	7	0	108,365	0
COMPASS DIVERSIFIED HOLDINGS	SH BEN INT	20451Q104	3,042	185,500	SH		DFND	9	0	185,500	0
COMPASS MINERALS INTL INC	COM	20451N101	4,469	54,412	SH		DFND	9	0	54,412	0
COMPASS MINERALS INTL INC	COM	20451N101	2,978	36,257	SH		DFND	7	0	35,564	0
COMPUTER SCIENCES CORP	COM	205363104	285	4,337	SH		DFND	4	0	4,337	0
COMPUTER SCIENCES CORP	COM	205363104	989	15,063	SH		DFND	5	0	15,063	0
COMPUTER SCIENCES CORP	COM	205363104	916	13,958	SH		DFND	10	0	13,958	0
CON-WAY INC	COM	205944101	959	25,000	SH		DFND	5	0	25,000	0
CONAGRA FOODS INC	COM	205887102	2,559	58,529	SH		DFND	10	0	53,802	0
CONCHO RES INC	COM	20605P101	861	7,562	SH		DFND	10	0	7,562	0
CONCHO RES INC	COM	20605P101	17,165	150,758	SH		DFND	4	0	150,758	0
CONMED CORP	COM	207410101	13,845	237,595	SH		DFND	4	0	237,595	0
CONOCOPHILLIPS	COM	20825C104	338	5,504	SH		DFND	5	0	0	0
CONOCOPHILLIPS	COM	20825C104	6,172	100,510	SH		DFND	10	0	95,478	0
CONOCOPHILLIPS	COM	20825C104	285	4,646	SH		DFND	8	0	4,646	0
CONOCOPHILLIPS	COM	20825C104	3,676	59,859	SH		DFND	3	0	0	0
CONOCOPHILLIPS	COM	20825C104	28,531	464,592	SH		DFND	4	0	464,592	0
CONSOL ENERGY INC	COM	20854P109	446	20,493	SH		DFND	10	0	20,493	0
CONSOLIDATED EDISON INC	COM	209115104	984	17,000	SH		DFND	1	0	0	0
CONSOLIDATED EDISON INC	COM	209115104	1,092	18,862	SH		DFND	3	0	0	0
CONSOLIDATED EDISON INC	COM	209115104	3,118	53,867	SH		DFND	10	0	49,986	0
CONSTELLATION BRANDS INC	CL A	21036P108	2,270	19,568	SH		DFND	10	0	19,568	0
CONSTELLATION BRANDS INC	CL A	21036P108	1,379	11,884	SH		DFND	5	0	11,884	0
CONTINENTAL RESOURCES INC	COM	212015101	427	10,067	SH		DFND	10	0	10,067	0
COOPER COS INC	COM NEW	216648402	436	2,450	SH		DFND	10	0	2,187	0
COPA HOLDINGS SA	CL A	P31076105	3,204	38,800	SH		DFND	5	0	38,800	0
COPA HOLDINGS SA	CL A	P31076105	289	3,500	SH		DFND	2	0	0	0
CORE LABORATORIES N V	COM	N22717107	1,662	14,572	SH		DFND	4	0	14,572	0
CORE LABORATORIES N V	COM	N22717107	567	4,972	SH		DFND	10	0	4,972	0
CORE MARK HOLDING CO INC	COM	218681104	3,121	52,674	SH		DFND	4	0	52,674	0
CORNING INC	COM	219350105	663	33,579	SH		DFND	4	0	33,579	0
CORNING INC	COM	219350105	1,776	89,999	SH		DFND	3	0	0	0
CORNING INC	COM	219350105	1,694	85,871	SH		DFND	10	0	85,871	0
COSAN LTD	SHS A	G25343107	10,106	1,640,606	SH		DFND	2	0	788,757	0
COSAN LTD	SHS A	G25343107	2,510	407,431	SH		DFND	5	0	407,431	0
COSTCO WHSL CORP NEW	COM	22160K105	240	1,779	SH		DFND	8	0	1,779	0
COSTCO WHSL CORP NEW	COM	22160K105	3,788	28,047	SH		DFND	10	0	25,981	0
COSTCO WHSL CORP NEW	COM	22160K105	334	2,474	SH		DFND	5	0	0	0
COSTCO WHSL CORP NEW	COM	22160K105	2,328	17,240	SH		DFND	3	0	0	0
COUSINS PPTYS INC	COM	222795106	5,457	525,687	SH		DFND	9	0	525,687	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	301	2,020	SH		DFND	10	0	0	0
CREDICORP LTD	COM	G2519Y108	1,378	9,917	SH		DFND	10	0	9,917	0
CREDICORP LTD	COM	G2519Y108	7,765	55,897	SH		DFND	4	0	55,897	0
CREDICORP LTD	COM	G2519Y108	7,780	56,000	SH		DFND	9	0	56,000	0
CREDICORP LTD	COM	G2519Y108	7,764	55,885	SH		DFND	5	0	55,885	0
CREDICORP LTD	COM	G2519Y108	1,119	8,055	SH		DFND	2	0	0	0
CREE INC	COM	225447101	1,921	73,800	SH		DFND	5	0	73,800	0
CRITEO S A	SPONS ADS	226718104	1,992	41,777	SH		DFND	6	0	41,777	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	2,650	33,000	SH		DFND	1	0	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	3,586	44,659	SH		DFND	10	0	44,021	0
CROWN HOLDINGS INC	COM	228368106	1,605	30,335	SH		DFND	4	0	30,335	0
CROWN HOLDINGS INC	COM	228368106	409	7,738	SH		DFND	10	0	6,196	0
CROWN HOLDINGS INC	COM	228368106	4,897	92,550	SH		DFND	5	0	92,550	0
CSG SYS INTL INC	COM	126349109	2,943	92,962	SH		DFND	9	0	92,962	0
CSG SYS INTL INC	COM	126349109	1,669	52,701	SH		DFND	7	0	52,701	0
CST BRANDS INC	COM	12646R105	1,097	28,076	SH		DFND	4	0	28,076	0
CSX CORP	COM	126408103	2,301	70,482	SH		DFND	3	0	0	0
CSX CORP	COM	126408103	17,050	522,213	SH		DFND	5	0	477,316	0
CSX CORP	COM	126408103	2,731	83,642	SH		DFND	10	0	80,335	0
CUMMINS INC	COM	231021106	20,497	156,239	SH		DFND	5	0	141,099	0
CUMMINS INC	COM	231021106	1,445	11,015	SH		DFND	3	0	0	0
CUMMINS INC	COM	231021106	1,654	12,610	SH		DFND	10	0	11,423	0
CVS HEALTH CORP	COM	126650100	44,784	427,000	SH		DFND	9	0	427,000	0
CVS HEALTH CORP	COM	126650100	6,764	64,494	SH		DFND	10	0	59,903	0
CVS HEALTH CORP	COM	126650100	5,931	56,548	SH		DFND	6	0	56,548	0
CVS HEALTH CORP	COM	126650100	55,862	532,631	SH		DFND	4	0	532,631	0
CVS HEALTH CORP	COM	126650100	22,029	210,039	SH		DFND	5	0	154,093	0
CVS HEALTH CORP	COM	126650100	5,789	55,200	SH		DFND	3	0	0	0
CVS HEALTH CORP	COM	126650100	488	4,657	SH		DFND	8	0	4,657	0
D R HORTON INC	COM	23331A109	620	22,648	SH		DFND	10	0	22,648	0
DANAHER CORP DEL	COM	235851102	1,113	13,000	SH		DFND	1	0	0	0
DANAHER CORP DEL	COM	235851102	13,457	157,221	SH		DFND	10	0	154,431	0
DANAHER CORP DEL	COM	235851102	3,388	39,588	SH		DFND	5	0	0	0
DANAHER CORP DEL	COM	235851102	2,253	26,322	SH		DFND	3	0	0	0
DANAHER CORP DEL	COM	235851102	351	4,097	SH		DFND	4	0	4,097	0
DANAHER CORP DEL	COM	235851102	256	2,989	SH		DFND	8	0	2,989	0
DAQO NEW ENERGY CORP	SPNSRD ADR NEW	23703Q203	6,269	266,209	SH		DFND	7	0	5,075,137	0
DARDEN RESTAURANTS INC	COM	237194105	1,299	18,272	SH		DFND	10	0	17,664	0
DAVITA HEALTHCARE PARTNERS I	COM	23918K108	1,756	22,101	SH		DFND	10	0	21,799	0
DAVITA HEALTHCARE PARTNERS I	COM	23918K108	1,704	21,442	SH		DFND	5	0	21,442	0
DAVITA HEALTHCARE PARTNERS I	COM	23918K108	1,669	21,000	SH		DFND	1	0	0	0
DCT INDUSTRIAL TRUST INC	COM NEW	233153204	11,815	375,790	SH		DFND	9	0	375,790	0
DDR CORP	COM	23317H102	7,589	490,901	SH		DFND	9	0	490,901	0
DEERE & CO	COM	244199105	235	2,424	SH		DFND	6	0	2,424	0
DEERE & CO	COM	244199105	1,892	19,491	SH		DFND	3	0	0	0
DEERE & CO	COM	244199105	5,583	57,531	SH		DFND	10	0	46,024	0
DEL FRISCOS RESTAURANT GROUP	COM	245077102	3,049	163,661	SH		DFND	4	0	163,661	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	1,178	13,842	SH		DFND	3	0	0	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	2,988	35,116	SH		DFND	4	0	35,116	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	2,618	30,764	SH		DFND	5	0	30,764	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	1,620	19,036	SH		DFND	10	0	16,390	0
DELTA AIR LINES INC DEL	COM NEW	247361702	2,390	58,174	SH		DFND	10	0	33,433	0
DELTA AIR LINES INC DEL	COM NEW	247361702	7,657	186,404	SH		DFND	5	0	186,404	0
DENTSPLY INTL INC NEW	COM	249030107	9,458	183,471	SH		DFND	10	0	181,448	0
DEVELOPERS DIVERSIFIED RLTY	NOTE 1.750%11/1	251591AX1	727	670,000	PRN		DFND	5	0	45,922	0
DEVON ENERGY CORP NEW	COM	25179M103	5,579	93,785	SH		DFND	5	0	93,785	0
DEVON ENERGY CORP NEW	COM	25179M103	1,633	27,455	SH		DFND	10	0	27,455	0
DEVON ENERGY CORP NEW	COM	25179M103	2,123	35,680	SH		DFND	4	0	35,680	0
DEVON ENERGY CORP NEW	COM	25179M103	1,742	29,289	SH		DFND	3	0	0	0
DEVRY ED GROUP INC	COM	251893103	2,599	86,700	SH		DFND	5	0	86,700	0
DIAMOND OFFSHORE DRILLING IN	COM	25271C102	437	16,919	SH		DFND	10	0	16,919	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	23,162	1,808,149	SH		DFND	9	0	1,808,149	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	4,852	378,786	SH		DFND	4	0	378,786	0
DIGITAL RLTY TR INC	COM	253868103	1,478	22,161	SH		DFND	10	0	21,422	0
DIGITAL RLTY TR INC	COM	253868103	40,931	613,849	SH		DFND	9	0	613,849	0
DIRECTV	COM	25490A309	204	2,201	SH		DFND	8	0	2,201	0
DIRECTV	COM	25490A309	3,250	35,022	SH		DFND	10	0	35,022	0
DIRECTV	COM	25490A309	2,304	24,829	SH		DFND	3	0	0	0
DIRECTV	COM	25490A309	6,122	65,972	SH		DFND	5	0	65,972	0
DISCOVER FINL SVCS	COM	254709108	1,521	26,405	SH		DFND	10	0	26,405	0
DISCOVER FINL SVCS	COM	254709108	4,543	78,838	SH		DFND	5	0	53,271	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	4,014	120,700	SH		DFND	4	0	120,700	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	2,553	76,755	SH		DFND	5	0	76,755	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	4,224	127,000	SH		DFND	6	0	127,000	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	655	19,684	SH		DFND	10	0	19,684	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	1,168	37,583	SH		DFND	10	0	30,269	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	1,189	38,251	SH		DFND	3	0	0	0
DISH NETWORK CORP	CL A	25470M109	1,192	17,604	SH		DFND	10	0	17,604	0
DISNEY WALT CO	COM DISNEY	254687106	208	1,820	SH		DFND	9	0	1,820	0
DISNEY WALT CO	COM DISNEY	254687106	679	5,949	SH		DFND	8	0	5,949	0
DISNEY WALT CO	COM DISNEY	254687106	11,940	104,611	SH		DFND	5	0	41,843	0
DISNEY WALT CO	COM DISNEY	254687106	13,817	121,052	SH		DFND	10	0	117,470	0
DISNEY WALT CO	COM DISNEY	254687106	8,117	71,112	SH		DFND	3	0	0	0
DISNEY WALT CO	COM DISNEY	254687106	59,147	518,193	SH		DFND	4	0	518,193	0
DOLBY LABORATORIES INC	COM	25659T107	2,077	52,350	SH		DFND	5	0	52,350	0
DOLLAR GEN CORP NEW	COM	256677105	2,189	28,153	SH		DFND	4	0	28,153	0
DOLLAR GEN CORP NEW	COM	256677105	2,439	31,370	SH		DFND	10	0	31,370	0
DOLLAR TREE INC	COM	256746108	2,534	32,082	SH		DFND	10	0	27,693	0
DOLLAR TREE INC	COM	256746108	3,862	48,889	SH		DFND	5	0	48,889	0
DOLLAR TREE INC	COM	256746108	986	12,485	SH		DFND	3	0	0	0
DOMINION RES INC VA NEW	COM	25746U109	4,273	63,900	SH		DFND	1	0	0	0
DOMINION RES INC VA NEW	COM	25746U109	3,839	57,410	SH		DFND	4	0	57,410	0
DOMINION RES INC VA NEW	COM	25746U109	1,585	23,698	SH		DFND	3	0	0	0
DOMINION RES INC VA NEW	COM	25746U109	2,778	41,536	SH		DFND	10	0	38,972	0
DOMTAR CORP	COM NEW	257559203	1,325	32,000	SH		DFND	5	0	32,000	0
DONNELLEY R R & SONS CO	COM	257867101	347	19,896	SH		DFND	10	0	9,333	0
DOUGLAS EMMETT INC	COM	25960P109	4,034	149,726	SH		DFND	9	0	149,726	0
DOUGLAS EMMETT INC	COM	25960P109	3,625	134,551	SH		DFND	4	0	134,551	0
DOVER CORP	COM	260003108	1,538	21,914	SH		DFND	3	0	0	0
DOVER CORP	COM	260003108	739	10,536	SH		DFND	10	0	10,536	0
DOW CHEM CO	COM	260543103	257	5,020	SH		DFND	8	0	5,020	0
DOW CHEM CO	COM	260543103	3,145	61,470	SH		DFND	3	0	0	0
DOW CHEM CO	COM	260543103	3,026	59,127	SH		DFND	10	0	59,127	0
DOW CHEM CO	COM	260543103	3,372	65,901	SH		DFND	4	0	65,901	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	9,623	132,008	SH		DFND	5	0	132,008	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	2,606	35,753	SH		DFND	10	0	26,468	0
DR REDDYS LABS LTD	ADR	256135203	2,421	43,760	SH		DFND	7	0	43,760	0
DST SYS INC DEL	COM	233326107	465	3,691	SH		DFND	10	0	3,691	0
DTE ENERGY CO	COM	233331107	2,255	30,205	SH		DFND	3	0	0	0
DTE ENERGY CO	COM	233331107	1,287	17,243	SH		DFND	4	0	17,243	0
DTE ENERGY CO	COM	233331107	345	4,618	SH		DFND	5	0	0	0
DTE ENERGY CO	COM	233331107	1,512	20,262	SH		DFND	10	0	18,022	0
DU PONT E I DE NEMOURS & CO	COM	263534109	16,204	253,385	SH		DFND	10	0	249,806	0
DU PONT E I DE NEMOURS & CO	COM	263534109	415	6,488	SH		DFND	5	0	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	2,491	38,957	SH		DFND	3	0	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	266	4,160	SH		DFND	8	0	4,160	0
DU PONT E I DE NEMOURS & CO	COM	263534109	1,261	19,726	SH		DFND	4	0	19,726	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	205	2,899	SH		DFND	8	0	2,899	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,201	17,005	SH		DFND	3	0	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	9,554	135,282	SH		DFND	10	0	128,264	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	330	4,670	SH		DFND	5	0	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	5,398	76,444	SH		DFND	4	0	76,444	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	2,048	29,000	SH		DFND	1	0	0	0
DUKE REALTY CORP	COM NEW	264411505	6,614	356,153	SH		DFND	9	0	356,153	0
DUKE REALTY CORP	COM NEW	264411505	293	15,773	SH		DFND	4	0	15,773	0
DUKE REALTY CORP	COM NEW	264411505	622	33,484	SH		DFND	10	0	33,484	0
DUN & BRADSTREET CORP DEL NE	COM	26483E100	567	4,645	SH		DFND	10	0	4,645	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	810	27,519	SH		DFND	9	0	27,519	0
DYAX CORP	COM	26746E103	5,551	209,457	SH		DFND	4	0	209,457	0
DYNEGY INC NEW DEL	COM	26817R108	4,409	150,747	SH		DFND	4	0	150,747	0
E M C CORP MASS	COM	268648102	4,254	161,210	SH		DFND	10	0	155,645	0
E M C CORP MASS	COM	268648102	1,472	55,796	SH		DFND	4	0	55,796	0
E M C CORP MASS	COM	268648102	18,167	688,410	SH		DFND	5	0	609,874	0
E M C CORP MASS	COM	268648102	2,666	101,040	SH		DFND	3	0	0	0
E M C CORP MASS	COM	268648102	237	8,993	SH		DFND	8	0	8,993	0
E TRADE FINANCIAL CORP	COM NEW	269246401	368	12,283	SH		DFND	10	0	12,283	0
EAGLE MATERIALS INC	COM	26969P108	839	10,993	SH		DFND	5	0	10,993	0
EAGLE MATERIALS INC	COM	26969P108	234	3,069	SH		DFND	10	0	126	0
EAST WEST BANCORP INC	COM	27579R104	7,912	176,532	SH		DFND	4	0	176,532	0
EASTGROUP PPTY INC	COM	277276101	2,228	39,627	SH		DFND	9	0	39,627	0
EASTMAN CHEM CO	COM	277432100	2,464	30,109	SH		DFND	4	0	30,109	0
EASTMAN CHEM CO	COM	277432100	698	8,525	SH		DFND	10	0	8,525	0
EASTMAN CHEM CO	COM	277432100	1,278	15,624	SH		DFND	3	0	0	0
EATON CORP PLC	SHS	G29183103	1,703	25,231	SH		DFND	10	0	22,563	0
EATON CORP PLC	SHS	G29183103	14,417	213,611	SH		DFND	5	0	187,663	0
EBAY INC	COM	278642103	3,952	65,612	SH		DFND	10	0	65,612	0
EBAY INC	COM	278642103	289	4,796	SH		DFND	8	0	4,796	0
EBAY INC	COM	278642103	4,886	81,101	SH		DFND	5	0	21,511	0
EBAY INC	COM	278642103	3,268	54,256	SH		DFND	3	0	0	0
EBAY INC	COM	278642103	48,667	807,884	SH		DFND	4	0	807,884	0
ECOLAB INC	COM	278865100	17,957	158,817	SH		DFND	10	0	158,344	0
ECOLAB INC	COM	278865100	26,597	235,230	SH		DFND	4	0	235,230	0
ECOLAB INC	COM	278865100	9,930	87,820	SH		DFND	5	0	73,122	0
EDISON INTL	COM	281020107	2,103	37,833	SH		DFND	10	0	37,833	0
EDISON INTL	COM	281020107	2,442	43,928	SH		DFND	4	0	43,928	0
EDUCATION RLTY TR INC	COM NEW	28140H203	6,873	219,178	SH		DFND	4	0	219,178	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,077	7,565	SH		DFND	3	0	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,830	12,847	SH		DFND	10	0	12,544	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	6,148	43,167	SH		DFND	5	0	10,179	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	281	1,974	SH		DFND	6	0	1,974	0
ELDORADO GOLD CORP NEW	COM	284902103	218	52,777	SH		DFND	10	0	52,777	0
ELECTRONIC ARTS INC	COM	285512109	12,280	184,660	SH		DFND	5	0	184,660	0
ELECTRONIC ARTS INC	COM	285512109	2,937	44,172	SH		DFND	10	0	31,575	0
EMBRAER S A	SP ADR REP 4 COM	29082A107	245	8,088	SH		DFND	5	0	8,088	0
EMBRAER S A	SP ADR REP 4 COM	29082A107	2,121	70,012	SH		DFND	2	0	41,808	0
EMERSON ELEC CO	COM	291011104	2,020	36,448	SH		DFND	10	0	36,448	0
EMERSON ELEC CO	COM	291011104	5,926	106,904	SH		DFND	5	0	106,904	0
EMERSON ELEC CO	COM	291011104	4,757	85,828	SH		DFND	7	0	84,695	0
EMERSON ELEC CO	COM	291011104	2,027	36,573	SH		DFND	3	0	0	0
EMERSON ELEC CO	COM	291011104	7,266	131,090	SH		DFND	9	0	131,090	0
EMPRESA NACIONAL DE ELCTRCID	SPONSORED ADR	29244T101	387	9,347	SH		DFND	2	0	0	0
ENBRIDGE INC	COM	29250N105	1,367	29,205	SH		DFND	3	0	0	0
ENBRIDGE INC	COM	29250N105	2,480	53,000	SH		DFND	1	0	0	0
ENBRIDGE INC	COM	29250N105	7,133	152,444	SH		DFND	10	0	147,193	0
ENCANA CORP	COM	292505104	635	57,595	SH		DFND	10	0	57,595	0
ENCANA CORP	COM	292505104	564	51,165	SH		DFND	3	0	0	0
ENDO INTL PLC	SHS	G30401106	876	11,000	SH		DFND	6	0	11,000	0
ENDO INTL PLC	SHS	G30401106	1,060	13,312	SH		DFND	10	0	13,312	0
ENDO INTL PLC	SHS	G30401106	8,298	104,183	SH		DFND	4	0	104,183	0
ENERGEN CORP	COM	29265N108	261	3,826	SH		DFND	10	0	3,826	0
ENERGY TRANSFER EQUITY L P	COM UT LTD PTN	29273V100	1,889	29,435	SH		DFND	10	0	27,818	0
ENERSIS S A	SPONSORED ADR	29274F104	205	12,975	SH		DFND	7	0	12,975	0
ENERSIS S A	SPONSORED ADR	29274F104	1,413	89,240	SH		DFND	5	0	89,240	0
ENERSIS S A	SPONSORED ADR	29274F104	453	28,636	SH		DFND	2	0	0	0
ENERSYS	COM	29275Y102	7,508	106,821	SH		DFND	4	0	106,821	0
ENSCO PLC	SHS CLASS A	G3157S106	808	36,294	SH		DFND	4	0	36,294	0
ENSCO PLC	SHS CLASS A	G3157S106	334	15,014	SH		DFND	10	0	15,014	0
ENTERGY CORP NEW	COM	29364G103	4,899	69,489	SH		DFND	5	0	69,489	0
ENTERGY CORP NEW	COM	29364G103	2,019	28,641	SH		DFND	10	0	23,743	0
ENTERPRISE PRODS PARTNERS L	COM	293792107	3,071	102,733	SH		DFND	10	0	102,733	0
ENVISION HEALTHCARE HLDGS IN	COM	29413U103	273	6,910	SH		DFND	10	0	6,910	0
EOG RES INC	COM	26875P101	2,942	33,600	SH		DFND	10	0	33,600	0
EOG RES INC	COM	26875P101	2,169	24,771	SH		DFND	3	0	0	0
EOG RES INC	COM	26875P101	6,277	71,701	SH		DFND	4	0	71,701	0
EPR PPTYS	COM SH BEN INT	26884U109	6,623	120,900	SH		DFND	4	0	120,900	0
EPR PPTYS	COM SH BEN INT	26884U109	2,439	44,523	SH		DFND	9	0	44,523	0
EQT CORP	COM	26884L109	928	11,411	SH		DFND	10	0	11,411	0
EQT CORP	COM	26884L109	999	12,279	SH		DFND	3	0	0	0
EQT CORP	COM	26884L109	1,187	14,589	SH		DFND	4	0	14,589	0
EQUIFAX INC	COM	294429105	4,643	47,826	SH		DFND	5	0	47,826	0
EQUIFAX INC	COM	294429105	840	8,654	SH		DFND	10	0	8,654	0
EQUINIX INC	COM PAR $0.001	29444U700	886	3,488	SH		DFND	10	0	3,488	0
EQUINIX INC	COM PAR $0.001	29444U700	1,271	5,003	SH		DFND	3	0	0	0
EQUITY ONE	COM	294752100	6,210	266,063	SH		DFND	9	0	266,063	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	523	7,453	SH		DFND	9	0	7,453	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	1,051	14,982	SH		DFND	3	0	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	2,596	37,000	SH		DFND	1	0	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	2,923	41,659	SH		DFND	10	0	39,678	0
ESSEX PPTY TR INC	COM	297178105	1,102	5,187	SH		DFND	10	0	5,187	0
ESSEX PPTY TR INC	COM	297178105	7,360	34,637	SH		DFND	9	0	34,637	0
EVERCORE PARTNERS INC	CLASS A	29977A105	5,955	110,355	SH		DFND	4	0	110,355	0
EVEREST RE GROUP LTD	COM	G3223R108	728	4,000	SH		DFND	1	0	0	0
EVEREST RE GROUP LTD	COM	G3223R108	7,561	41,544	SH		DFND	10	0	39,215	0
EVEREST RE GROUP LTD	COM	G3223R108	8,425	46,289	SH		DFND	5	0	46,289	0
EVERSOURCE ENERGY	COM	30040W108	1,324	29,150	SH		DFND	10	0	29,150	0
EXELON CORP	COM	30161N101	2,978	94,793	SH		DFND	10	0	94,793	0
EXELON CORP	COM	30161N101	2,673	85,083	SH		DFND	4	0	85,083	0
EXELON CORP	COM	30161N101	2,636	83,884	SH		DFND	5	0	83,884	0
EXELON CORP	COM	30161N101	882	28,083	SH		DFND	3	0	0	0
EXPEDIA INC DEL	COM NEW	30212P303	3,355	30,683	SH		DFND	4	0	30,683	0
EXPEDIA INC DEL	COM NEW	30212P303	1,804	16,499	SH		DFND	10	0	10,374	0
EXPEDIA INC DEL	COM NEW	30212P303	11,651	106,551	SH		DFND	5	0	89,487	0
EXPEDITORS INTL WASH INC	COM	302130109	3,294	71,450	SH		DFND	5	0	71,450	0
EXPEDITORS INTL WASH INC	COM	302130109	1,037	22,497	SH		DFND	10	0	21,665	0
EXPEDITORS INTL WASH INC	COM	302130109	1,373	29,777	SH		DFND	3	0	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	4,710	52,957	SH		DFND	10	0	52,957	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	1,247	14,020	SH		DFND	6	0	14,020	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	302	3,395	SH		DFND	8	0	3,395	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	6,032	67,821	SH		DFND	5	0	67,821	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	3,768	42,369	SH		DFND	3	0	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	204	3,125	SH		DFND	10	0	3,125	0
EXXON MOBIL CORP	COM	30231G102	11,146	133,967	SH		DFND	5	0	123,859	0
EXXON MOBIL CORP	COM	30231G102	1,348	16,201	SH		DFND	8	0	16,201	0
EXXON MOBIL CORP	COM	30231G102	11,098	133,387	SH		DFND	4	0	133,387	0
EXXON MOBIL CORP	COM	30231G102	22,568	271,246	SH		DFND	10	0	226,869	0
EXXON MOBIL CORP	COM	30231G102	15,232	183,073	SH		DFND	3	0	0	0
F M C CORP	COM NEW	302491303	541	10,303	SH		DFND	10	0	10,303	0
F M C CORP	COM NEW	302491303	12,717	242,000	SH		DFND	9	0	242,000	0
F5 NETWORKS INC	COM	315616102	5,163	42,899	SH		DFND	5	0	42,899	0
F5 NETWORKS INC	COM	315616102	888	7,380	SH		DFND	10	0	6,953	0
F5 NETWORKS INC	COM	315616102	514	4,271	SH		DFND	3	0	0	0
FACEBOOK INC	CL A	30303M102	601	7,008	SH		DFND	8	0	7,008	0
FACEBOOK INC	CL A	30303M102	7,208	84,043	SH		DFND	10	0	82,164	0
FACEBOOK INC	CL A	30303M102	6,071	70,786	SH		DFND	3	0	0	0
FACEBOOK INC	CL A	30303M102	974	11,362	SH		DFND	5	0	7,487	0
FACEBOOK INC	CL A	30303M102	1,304	15,200	SH		DFND	6	0	15,200	0
FACEBOOK INC	CL A	30303M102	29,023	338,407	SH		DFND	4	0	338,407	0
FACTSET RESH SYS INC	COM	303075105	1,114	6,854	SH		DFND	5	0	6,854	0
FAMILY DLR STORES INC	COM	307000109	1,668	21,162	SH		DFND	10	0	20,632	0
FAMILY DLR STORES INC	COM	307000109	533	6,762	SH		DFND	3	0	0	0
FASTENAL CO	COM	311900104	5,722	135,654	SH		DFND	7	0	135,654	0
FASTENAL CO	COM	311900104	734	17,395	SH		DFND	10	0	17,395	0
FASTENAL CO	COM	311900104	9,587	227,298	SH		DFND	9	0	227,298	0
FASTENAL CO	COM	311900104	787	18,658	SH		DFND	3	0	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	2,603	20,324	SH		DFND	10	0	19,950	0
FEDEX CORP	COM	31428X106	6,271	36,803	SH		DFND	5	0	36,803	0
FEDEX CORP	COM	31428X106	2,214	12,991	SH		DFND	3	0	0	0
FEDEX CORP	COM	31428X106	2,689	15,780	SH		DFND	10	0	14,335	0
FEDEX CORP	COM	31428X106	25,161	147,660	SH		DFND	4	0	147,660	0
FERRO CORP	COM	315405100	7,782	463,795	SH		DFND	4	0	463,795	0
FIBRIA CELULOSE S A	SP ADR REP COM	31573A109	143	10,504	SH		DFND	4	0	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	1,564	42,287	SH		DFND	10	0	29,723	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	2,447	66,163	SH		DFND	5	0	66,163	0
FIDELITY NATL INFORMATION SV	COM	31620M106	7,995	129,363	SH		DFND	10	0	128,629	0
FIDELITY NATL INFORMATION SV	COM	31620M106	461	7,461	SH		DFND	4	0	7,461	0
FIDELITY NATL INFORMATION SV	COM	31620M106	2,943	47,624	SH		DFND	5	0	47,624	0
FIFTH THIRD BANCORP	COM	316773100	10,158	487,902	SH		DFND	4	0	487,902	0
FIFTH THIRD BANCORP	COM	316773100	13,466	646,776	SH		DFND	5	0	421,577	0
FIFTH THIRD BANCORP	COM	316773100	1,623	77,966	SH		DFND	10	0	77,966	0
FINISAR CORP	COM NEW	31787A507	1,542	86,300	SH		DFND	5	0	86,300	0
FIREEYE INC	COM	31816Q101	7,760	158,667	SH		DFND	4	0	158,667	0
FIRST MERCHANTS CORP	COM	320817109	3,518	142,414	SH		DFND	4	0	142,414	0
FIRST NIAGARA FINL GP INC	COM	33582V108	158	16,693	SH		DFND	4	0	16,693	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	297	4,707	SH		DFND	4	0	4,707	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	260	4,126	SH		DFND	10	0	4,126	0
FIRSTENERGY CORP	COM	337932107	2,295	70,515	SH		DFND	10	0	70,310	0
FISERV INC	COM	337738108	3,578	43,195	SH		DFND	3	0	0	0
FISERV INC	COM	337738108	10,479	126,507	SH		DFND	5	0	126,507	0
FISERV INC	COM	337738108	8,577	103,549	SH		DFND	10	0	103,038	0
FIVE BELOW INC	COM	33829M101	1,318	33,339	SH		DFND	4	0	33,339	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	727	4,656	SH		DFND	10	0	4,656	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	3,790	24,287	SH		DFND	5	0	24,287	0
FLEETMATICS GROUP PLC	COM	G35569105	9,532	203,554	SH		DFND	4	0	203,554	0
FLEXTRONICS INTL LTD	ORD	Y2573F102	1,224	108,255	SH		DFND	3	0	0	0
FLEXTRONICS INTL LTD	ORD	Y2573F102	605	53,481	SH		DFND	10	0	53,481	0
FLOWSERVE CORP	COM	34354P105	516	9,807	SH		DFND	10	0	9,807	0
FLUOR CORP NEW	COM	343412102	1,128	21,286	SH		DFND	3	0	0	0
FLUOR CORP NEW	COM	343412102	519	9,786	SH		DFND	10	0	9,786	0
FMC TECHNOLOGIES INC	COM	30249U101	2,946	71,000	SH		DFND	4	0	71,000	0
FMC TECHNOLOGIES INC	COM	30249U101	3,195	77,000	SH		DFND	6	0	77,000	0
FMC TECHNOLOGIES INC	COM	30249U101	772	18,612	SH		DFND	10	0	15,392	0
FMC TECHNOLOGIES INC	COM	30249U101	2,759	66,507	SH		DFND	5	0	66,507	0
FOMENTO ECONOMICO MEXICANO S	SPON ADR UNITS	344419106	3,846	43,166	SH		DFND	5	0	43,166	0
FOMENTO ECONOMICO MEXICANO S	SPON ADR UNITS	344419106	1,153	12,939	SH		DFND	2	0	0	0
FOOT LOCKER INC	COM	344849104	1,260	18,810	SH		DFND	10	0	17,934	0
FORD MTR CO DEL	COM PAR $0.01	345370860	3,170	211,209	SH		DFND	10	0	211,209	0
FORD MTR CO DEL	COM PAR $0.01	345370860	2,327	155,004	SH		DFND	7	0	155,004	0
FORD MTR CO DEL	COM PAR $0.01	345370860	219	14,612	SH		DFND	8	0	14,612	0
FORD MTR CO DEL	COM PAR $0.01	345370860	3,766	250,885	SH		DFND	9	0	250,885	0
FORD MTR CO DEL	COM PAR $0.01	345370860	2,175	144,897	SH		DFND	3	0	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	153	10,071	SH		DFND	5	0	10,071	0
FOREST CITY ENTERPRISES INC	NOTE 4.250% 8/1	345550AP2	4,754	4,000,000	PRN		DFND	6	0	4,000,000	0
FORTINET INC	COM	34959E109	35,294	853,954	SH		DFND	4	0	853,954	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	420	9,172	SH		DFND	10	0	9,172	0
FRANKLIN RES INC	COM	354613101	1,357	27,667	SH		DFND	3	0	0	0
FRANKLIN RES INC	COM	354613101	1,291	26,340	SH		DFND	10	0	26,340	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,186	63,721	SH		DFND	10	0	63,721	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	819	165,358	SH		DFND	10	0	165,358	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	487	98,304	SH		DFND	3	0	0	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	2,765	558,510	SH		DFND	4	0	558,510	0
FRONTIER COMMUNICATIONS CORP	PFD CONV SER-A	35906A207	12,488	125,000	PRN		DFND	5	0	125,000	0
GALAPAGOS NV	SPON ADR	36315X101	676	13,127	SH		DFND	4	0	13,127	0
GALLAGHER ARTHUR J & CO	COM	363576109	12,878	272,270	SH		DFND	10	0	271,766	0
GAMESTOP CORP NEW	CL A	36467W109	1,244	28,951	SH		DFND	10	0	23,982	0
GAMESTOP CORP NEW	CL A	36467W109	789	18,376	SH		DFND	5	0	18,376	0
GAP INC DEL	COM	364760108	1,412	36,988	SH		DFND	10	0	36,988	0
GARTNER INC	COM	366651107	212	2,469	SH		DFND	10	0	2,469	0
GENERAC HLDGS INC	COM	368736104	5,318	133,779	SH		DFND	4	0	133,779	0
GENERAL ELECTRIC CO	COM	369604103	6,743	253,777	SH		DFND	7	0	247,007	0
GENERAL ELECTRIC CO	COM	369604103	11,636	437,928	SH		DFND	3	0	0	0
GENERAL ELECTRIC CO	COM	369604103	991	37,279	SH		DFND	8	0	37,279	0
GENERAL ELECTRIC CO	COM	369604103	5,261	198,000	SH		DFND	6	0	198,000	0
GENERAL ELECTRIC CO	COM	369604103	23,307	877,182	SH		DFND	9	0	877,182	0
GENERAL ELECTRIC CO	COM	369604103	17,049	641,648	SH		DFND	5	0	476,152	0
GENERAL ELECTRIC CO	COM	369604103	4,822	181,500	SH		DFND	4	0	181,500	0
GENERAL ELECTRIC CO	COM	369604103	13,210	497,168	SH		DFND	10	0	484,885	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	18,363	715,639	SH		DFND	9	0	715,639	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	1,375	53,573	SH		DFND	10	0	53,573	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	633	24,672	SH		DFND	3	0	0	0
GENERAL MLS INC	COM	370334104	6,056	108,681	SH		DFND	5	0	108,681	0
GENERAL MLS INC	COM	370334104	3,500	62,808	SH		DFND	10	0	61,202	0
GENERAL MLS INC	COM	370334104	3,733	67,000	SH		DFND	1	0	0	0
GENERAL MLS INC	COM	370334104	210	3,763	SH		DFND	6	0	3,763	0
GENERAL MTRS CO	COM	37045V100	2,521	75,636	SH		DFND	4	0	75,636	0
GENERAL MTRS CO	COM	37045V100	1,445	43,350	SH		DFND	3	0	0	0
GENERAL MTRS CO	COM	37045V100	2,475	74,254	SH		DFND	10	0	74,254	0
GENTHERM INC	COM	37253A103	222	4,042	SH		DFND	10	0	0	0
GENUINE PARTS CO	COM	372460105	2,404	26,856	SH		DFND	10	0	14,802	0
GENUINE PARTS CO	COM	372460105	2,293	25,607	SH		DFND	3	0	0	0
GENWORTH FINL INC	COM CL A	37247D106	199	26,289	SH		DFND	10	0	26,289	0
GERDAU S A	SPON ADR REP PFD	373737105	5,849	2,427,092	SH		DFND	2	0	1,090,774	0
GERDAU S A	SPON ADR REP PFD	373737105	29	11,937	SH		DFND	4	0	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	260	7,822	SH		DFND	10	0	7,822	0
GILEAD SCIENCES INC	COM	375558103	625	5,339	SH		DFND	8	0	5,339	0
GILEAD SCIENCES INC	COM	375558103	7,316	62,483	SH		DFND	3	0	0	0
GILEAD SCIENCES INC	COM	375558103	276	2,359	SH		DFND	9	0	2,359	0
GILEAD SCIENCES INC	COM	375558103	25,852	220,805	SH		DFND	4	0	220,805	0
GILEAD SCIENCES INC	COM	375558103	9,378	80,098	SH		DFND	10	0	74,906	0
GILEAD SCIENCES INC	COM	375558103	342	2,919	SH		DFND	6	0	2,919	0
GILEAD SCIENCES INC	COM	375558103	18,200	155,452	SH		DFND	5	0	99,384	0
GILEAD SCIENCES INC	NOTE 1.625% 5/0	375558AP8	5,004	982,000	PRN		DFND	5	0	43,250	0
GLOBAL PMTS INC	COM	37940X102	679	6,563	SH		DFND	10	0	1,093	0
GLOBAL PMTS INC	COM	37940X102	10,405	100,580	SH		DFND	5	0	100,580	0
GOLDCORP INC NEW	COM	380956409	971	59,964	SH		DFND	10	0	59,964	0
GOLDCORP INC NEW	COM	380956409	502	31,008	SH		DFND	4	0	31,008	0
GOLDMAN SACHS GROUP INC	COM	38141G104	4,283	20,512	SH		DFND	10	0	19,548	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,082	5,184	SH		DFND	5	0	3,000	0
GOLDMAN SACHS GROUP INC	COM	38141G104	4,679	22,410	SH		DFND	3	0	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	19,533	93,555	SH		DFND	4	0	93,555	0
GOLDMAN SACHS GROUP INC	COM	38141G104	323	1,546	SH		DFND	8	0	1,546	0
GOODYEAR TIRE & RUBR CO	COM	382550101	1,067	35,402	SH		DFND	5	0	35,402	0
GOODYEAR TIRE & RUBR CO	COM	382550101	386	12,796	SH		DFND	10	0	12,796	0
GOODYEAR TIRE & RUBR CO	COM	382550101	1,517	50,319	SH		DFND	4	0	50,319	0
GOOGLE INC	CL A	38259P508	95,805	177,403	SH		DFND	4	0	177,403	0
GOOGLE INC	CL A	38259P508	6,416	11,880	SH		DFND	6	0	11,880	0
GOOGLE INC	CL A	38259P508	571	1,058	SH		DFND	8	0	1,058	0
GOOGLE INC	CL A	38259P508	8,505	15,748	SH		DFND	10	0	15,399	0
GOOGLE INC	CL A	38259P508	62,375	115,500	SH		DFND	9	0	115,500	0
GOOGLE INC	CL A	38259P508	6,807	12,604	SH		DFND	5	0	11,815	0
GOOGLE INC	CL A	38259P508	5,874	10,877	SH		DFND	3	0	0	0
GOOGLE INC	CL C	38259P706	18,175	34,918	SH		DFND	4	0	33,587	0
GOOGLE INC	CL C	38259P706	585	1,124	SH		DFND	8	0	1,124	0
GOOGLE INC	CL C	38259P706	9,065	17,415	SH		DFND	10	0	16,744	0
GOOGLE INC	CL C	38259P706	5,675	10,902	SH		DFND	3	0	0	0
GOOGLE INC	CL C	38259P706	3,416	6,563	SH		DFND	5	0	5,062	0
GPO AEROPORTUARIO DEL PAC SA	SPON ADR B	400506101	205	3,000	SH		DFND	5	0	3,000	0
GRAINGER W W INC	COM	384802104	2,238	9,455	SH		DFND	10	0	5,259	0
GRAINGER W W INC	COM	384802104	10,626	44,900	SH		DFND	5	0	44,900	0
GRAN TIERRA ENERGY INC	COM	38500T101	820	275,171	SH		DFND	5	0	275,171	0
GRAN TIERRA ENERGY INC	COM	38500T101	1,685	565,311	SH		DFND	4	0	556,572	0
GRANITE CONSTR INC	COM	387328107	6,362	179,155	SH		DFND	4	0	179,155	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	308	22,077	SH		DFND	10	0	7,500	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	6,800	488,179	SH		DFND	5	0	488,179	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	7,195	516,519	SH		DFND	4	0	516,519	0
GREIF INC	CL A	397624107	1,832	51,110	SH		DFND	5	0	51,110	0
GROUPE CGI INC	CL A SUB VTG	39945C109	976	24,964	SH		DFND	10	0	24,119	0
GRUPO FINANCIERO GALICIA S A	SP ADR 10 SH B	399909100	1,165	62,097	SH		DFND	5	0	62,097	0
GRUPO TELEVISA SA	SPON ADR REP ORD	40049J206	464	11,965	SH		DFND	2	0	0	0
GRUPO TELEVISA SA	SPON ADR REP ORD	40049J206	1,426	36,729	SH		DFND	5	0	36,729	0
HAEMONETICS CORP	COM	405024100	1,650	39,900	SH		DFND	5	0	39,900	0
HALLIBURTON CO	COM	406216101	2,546	59,106	SH		DFND	5	0	59,106	0
HALLIBURTON CO	COM	406216101	1,628	37,802	SH		DFND	3	0	0	0
HALLIBURTON CO	COM	406216101	35,762	830,330	SH		DFND	4	0	830,330	0
HALLIBURTON CO	COM	406216101	2,130	49,464	SH		DFND	10	0	45,368	0
HANESBRANDS INC	COM	410345102	1,560	46,824	SH		DFND	10	0	36,660	0
HANESBRANDS INC	COM	410345102	6,799	204,065	SH		DFND	5	0	204,065	0
HANMI FINL CORP	COM NEW	410495204	5,181	208,591	SH		DFND	4	0	208,591	0
HARLEY DAVIDSON INC	COM	412822108	728	12,923	SH		DFND	10	0	12,923	0
HARLEY DAVIDSON INC	COM	412822108	975	17,303	SH		DFND	3	0	0	0
HARMAN INTL INDS INC	COM	413086109	616	5,180	SH		DFND	10	0	5,180	0
HARRIS CORP DEL	COM	413875105	1,493	19,408	SH		DFND	10	0	16,772	0
HARRIS CORP DEL	COM	413875105	2,258	29,362	SH		DFND	5	0	29,362	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	1,126	27,082	SH		DFND	10	0	27,082	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	208	4,999	SH		DFND	6	0	4,999	0
HASBRO INC	COM	418056107	3,478	46,499	SH		DFND	7	0	44,320	0
HASBRO INC	COM	418056107	1,208	16,152	SH		DFND	10	0	16,152	0
HASBRO INC	COM	418056107	6,052	80,920	SH		DFND	9	0	80,920	0
HCA HOLDINGS INC	COM	40412C101	673	7,416	SH		DFND	5	0	7,416	0
HCA HOLDINGS INC	COM	40412C101	2,612	28,797	SH		DFND	10	0	28,797	0
HCP INC	COM	40414L109	48,222	1,322,224	SH		DFND	9	0	1,322,224	0
HCP INC	COM	40414L109	2,167	59,427	SH		DFND	10	0	59,213	0
HD SUPPLY HLDGS INC	COM	40416M105	1,215	34,550	SH		DFND	5	0	34,550	0
HD SUPPLY HLDGS INC	COM	40416M105	365	10,367	SH		DFND	10	0	397	0
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	8,217	135,745	SH		DFND	4	0	135,745	0
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	6,988	115,446	SH		DFND	7	0	346,338	0
HEALTH CARE REIT INC	COM	42217K106	61,192	932,383	SH		DFND	9	0	932,383	0
HEALTH CARE REIT INC	COM	42217K106	2,336	35,596	SH		DFND	10	0	35,596	0
HEALTHCARE RLTY TR	COM	421946104	13,903	597,707	SH		DFND	9	0	597,707	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	4,624	366,139	SH		DFND	4	0	366,139	0
HELMERICH & PAYNE INC	COM	423452101	419	5,948	SH		DFND	10	0	5,948	0
HERBALIFE LTD	COM USD SHS	G4412G101	603	10,942	SH		DFND	5	0	10,942	0
HERBALIFE LTD	COM USD SHS	G4412G101	218	3,959	SH		DFND	10	0	3,959	0
HERSHEY CO	COM	427866108	4,008	45,119	SH		DFND	10	0	17,359	0
HERSHEY CO	COM	427866108	977	11,000	SH		DFND	1	0	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	480	26,471	SH		DFND	3	0	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	1,994	110,070	SH		DFND	5	0	110,070	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	514	28,377	SH		DFND	10	0	28,377	0
HESS CORP	COM	42809H107	247	3,694	SH		DFND	9	0	3,694	0
HESS CORP	COM	42809H107	4,140	61,897	SH		DFND	5	0	15,229	0
HESS CORP	COM	42809H107	1,480	22,126	SH		DFND	3	0	0	0
HESS CORP	COM	42809H107	669	10,000	SH		DFND	6	0	10,000	0
HESS CORP	COM	42809H107	1,373	20,527	SH		DFND	10	0	20,527	0
HESS CORP	COM	42809H107	7,148	106,873	SH		DFND	4	0	106,873	0
HEWLETT PACKARD CO	COM	428236103	2,878	95,909	SH		DFND	3	0	0	0
HEWLETT PACKARD CO	COM	428236103	10,081	335,932	SH		DFND	5	0	335,932	0
HEWLETT PACKARD CO	COM	428236103	1,761	58,676	SH		DFND	4	0	58,676	0
HEWLETT PACKARD CO	COM	428236103	4,305	143,453	SH		DFND	10	0	143,453	0
HEWLETT PACKARD CO	COM	428236103	244	8,139	SH	��	DFND	8	0	8,139	0
HI-CRUSH PARTNERS LP	COM UNIT LTD	428337109	8,808	287,000	SH		DFND	9	0	287,000	0
HIGHWOODS PPTYS INC	COM	431284108	8,691	217,559	SH		DFND	9	0	217,559	0
HILTON WORLDWIDE HLDGS INC	COM	43300A104	40,921	1,485,329	SH		DFND	4	0	1,485,329	0
HILTON WORLDWIDE HLDGS INC	COM	43300A104	2,490	90,396	SH		DFND	5	0	90,396	0
HILTON WORLDWIDE HLDGS INC	COM	43300A104	1,020	37,006	SH		DFND	10	0	33,065	0
HMS HLDGS CORP	COM	40425J101	1,231	71,700	SH		DFND	5	0	71,700	0
HOLLYFRONTIER CORP	COM	436106108	1,443	33,797	SH		DFND	10	0	32,856	0
HOLLYSYS AUTOMATION TECHNOLO	SHS	G45667105	755	31,413	SH		DFND	5	0	31,413	0
HOLLYSYS AUTOMATION TECHNOLO	SHS	G45667105	1,586	66,016	SH		DFND	7	0	66,016	0
HOLOGIC INC	COM	436440101	1,094	28,732	SH		DFND	5	0	28,732	0
HOLOGIC INC	COM	436440101	425	11,168	SH		DFND	10	0	11,168	0
HOLOGIC INC	DEBT 2.000% 3/0	436440AC5	14,579	11,000,000	PRN		DFND	5	0	11,000,000	0
HOME DEPOT INC	COM	437076102	14,782	133,014	SH		DFND	10	0	116,205	0
HOME DEPOT INC	COM	437076102	1,222	11,000	SH		DFND	6	0	11,000	0
HOME DEPOT INC	COM	437076102	530	4,768	SH		DFND	8	0	4,768	0
HOME DEPOT INC	COM	437076102	22,125	199,092	SH		DFND	5	0	175,128	0
HOME DEPOT INC	COM	437076102	6,635	59,709	SH		DFND	3	0	0	0
HOME PROPERTIES INC	COM	437306103	9,947	136,167	SH		DFND	9	0	136,167	0
HOMEAWAY INC	COM	43739Q100	707	22,715	SH		DFND	4	0	22,715	0
HONEYWELL INTL INC	COM	438516106	10,189	99,925	SH		DFND	5	0	95,548	0
HONEYWELL INTL INC	COM	438516106	21,414	210,000	SH		DFND	9	0	210,000	0
HONEYWELL INTL INC	COM	438516106	4,252	41,700	SH		DFND	4	0	41,700	0
HONEYWELL INTL INC	COM	438516106	4,603	45,140	SH		DFND	6	0	45,140	0
HONEYWELL INTL INC	COM	438516106	10,551	103,472	SH		DFND	10	0	91,567	0
HORMEL FOODS CORP	COM	440452100	1,224	21,717	SH		DFND	10	0	21,717	0
HOSPIRA INC	COM	441060100	961	10,830	SH		DFND	10	0	10,830	0
HOSPIRA INC	COM	441060100	2,033	22,914	SH		DFND	3	0	0	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	1,650	57,253	SH		DFND	9	0	57,253	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	307	10,655	SH		DFND	10	0	10,655	0
HOST HOTELS & RESORTS INC	COM	44107P104	32,364	1,632,092	SH		DFND	9	0	1,632,092	0
HOST HOTELS & RESORTS INC	COM	44107P104	891	44,920	SH		DFND	10	0	44,920	0
HSN INC	COM	404303109	5,228	74,477	SH		DFND	4	0	74,477	0
HUBSPOT INC	COM	443573100	288	5,815	SH		DFND	4	0	5,815	0
HUDSON CITY BANCORP	COM	443683107	756	76,554	SH		DFND	10	0	76,554	0
HUMANA INC	COM	444859102	3,365	17,592	SH		DFND	10	0	16,567	0
HUMANA INC	COM	444859102	2,032	10,621	SH		DFND	3	0	0	0
HUMANA INC	COM	444859102	22,746	118,917	SH		DFND	4	0	118,917	0
HUMANA INC	COM	444859102	4,391	22,956	SH		DFND	5	0	13,145	0
HUNT J B TRANS SVCS INC	COM	445658107	2,556	31,140	SH		DFND	5	0	31,140	0
HUNT J B TRANS SVCS INC	COM	445658107	783	9,533	SH		DFND	10	0	9,533	0
HUNTINGTON BANCSHARES INC	COM	446150104	586	51,799	SH		DFND	10	0	51,799	0
HUNTSMAN CORP	COM	447011107	3,561	161,340	SH		DFND	5	0	161,340	0
HURON CONSULTING GROUP INC	COM	447462102	5,223	74,522	SH		DFND	4	0	74,522	0
IAC INTERACTIVECORP	COM PAR $.001	44919P508	516	6,477	SH		DFND	10	0	6,477	0
ICICI BK LTD	ADR	45104G104	4,077	391,229	SH		DFND	7	0	782,458	0
ICON PLC	SHS	G4705A100	5,454	81,036	SH		DFND	4	0	81,036	0
IHS INC	CL A	451734107	1,362	10,586	SH		DFND	10	0	10,586	0
ILLINOIS TOOL WKS INC	COM	452308109	20,074	218,697	SH		DFND	10	0	206,520	0
ILLINOIS TOOL WKS INC	COM	452308109	2,702	29,441	SH		DFND	3	0	0	0
ILLINOIS TOOL WKS INC	COM	452308109	348	3,786	SH		DFND	5	0	0	0
ILLUMINA INC	COM	452327109	13,538	62,000	SH		DFND	9	0	62,000	0
ILLUMINA INC	COM	452327109	1,706	7,812	SH		DFND	3	0	0	0
ILLUMINA INC	COM	452327109	17,038	78,028	SH		DFND	4	0	78,028	0
ILLUMINA INC	COM	452327109	2,213	10,136	SH		DFND	10	0	10,136	0
ILLUMINA INC	NOTE 0.250% 3/1	452327AD1	1,652	635,000	PRN		DFND	5	0	7,600	0
ILLUMINA INC	NOTE 6/1	452327AF6	22,092	18,900,000	PRN		DFND	5	0	15,004,718	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	15,691	12,770,000	PRN		DFND	5	0	9,504,600	0
IMPERIAL OIL LTD	COM NEW	453038408	1,744	45,166	SH		DFND	10	0	43,827	0
INCYTE CORP	COM	45337C102	733	7,037	SH		DFND	10	0	7,037	0
INCYTE CORP	COM	45337C102	3,886	37,293	SH		DFND	4	0	37,293	0
INFOSYS LTD	SPONSORED ADR	456788108	1,165	73,504	SH		DFND	7	0	73,504	0
INGERSOLL-RAND PLC	SHS	G47791101	1,307	19,390	SH		DFND	10	0	19,390	0
INGERSOLL-RAND PLC	SHS	G47791101	2,679	39,731	SH		DFND	5	0	0	0
INNOPHOS HOLDINGS INC	COM	45774N108	3,166	60,138	SH		DFND	9	0	60,138	0
INNOPHOS HOLDINGS INC	COM	45774N108	1,853	35,197	SH		DFND	7	0	35,197	0
INTEL CORP	COM	458140100	505	16,612	SH		DFND	8	0	16,612	0
INTEL CORP	COM	458140100	9,224	303,285	SH		DFND	9	0	303,285	0
INTEL CORP	COM	458140100	2,159	70,978	SH		DFND	4	0	70,978	0
INTEL CORP	COM	458140100	7,134	234,570	SH		DFND	7	0	228,143	0
INTEL CORP	COM	458140100	7,144	234,870	SH		DFND	3	0	0	0
INTEL CORP	COM	458140100	11,916	391,777	SH		DFND	5	0	370,971	0
INTEL CORP	COM	458140100	13,215	434,492	SH		DFND	10	0	375,462	0
INTEL CORP	SDCV 12/1	458140AD2	21,624	18,000,000	PRN		DFND	5	0	10,035,353	0
INTEL CORP	SDCV 3.250% 8/0	458140AF7	21,443	14,000,000	PRN		DFND	5	0	12,093,158	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	1,961	8,123	SH		DFND	4	0	8,123	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,108	4,957	SH		DFND	3	0	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	765	3,420	SH		DFND	4	0	3,420	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,877	8,394	SH		DFND	10	0	8,207	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	8,024	49,332	SH		DFND	3	0	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	3,579	22,000	SH		DFND	1	0	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	4,272	26,263	SH		DFND	4	0	26,263	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	17,363	106,745	SH		DFND	5	0	95,229	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	547	3,364	SH		DFND	8	0	3,364	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	20,940	128,732	SH		DFND	10	0	116,124	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	790	7,225	SH		DFND	4	0	7,225	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	10,929	100,000	SH		DFND	9	0	100,000	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	12,506	114,425	SH		DFND	10	0	96,658	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,118	58,000	SH		DFND	6	0	58,000	0
INTERPUBLIC GROUP COS INC	COM	460690100	2,493	129,390	SH		DFND	5	0	129,390	0
INTERPUBLIC GROUP COS INC	COM	460690100	564	29,253	SH		DFND	10	0	23,388	0
INTERSIL CORP	CL A	46069S109	7,290	582,761	SH		DFND	4	0	582,761	0
INTL PAPER CO	COM	460146103	1,243	26,110	SH		DFND	10	0	26,110	0
INTL PAPER CO	COM	460146103	2,311	48,552	SH		DFND	4	0	48,552	0
INTUIT	COM	461202103	18,947	188,025	SH		DFND	10	0	187,637	0
INTUIT	COM	461202103	6,010	59,640	SH		DFND	5	0	59,640	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	1,845	3,809	SH		DFND	10	0	3,694	0
INVESCO LTD	SHS	G491BT108	1,034	27,585	SH		DFND	5	0	27,585	0
INVESCO LTD	SHS	G491BT108	1,124	29,974	SH		DFND	10	0	27,608	0
INVESTMENT TECHNOLOGY GRP NE	COM	46145F105	3,138	126,525	SH		DFND	4	0	126,525	0
IRON MTN INC NEW	COM	46284V101	9,673	312,018	SH		DFND	9	0	312,018	0
IRON MTN INC NEW	COM	46284V101	5,867	189,244	SH		DFND	7	0	189,244	0
IRON MTN INC NEW	COM	46284V101	795	25,644	SH		DFND	10	0	23,832	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	8,308	758,691	SH		DFND	4	0	758,691	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	872	79,600	SH		DFND	5	0	79,600	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	2,302	210,198	SH		DFND	2	0	35,680	0
ITC HLDGS CORP	COM	465685105	1,245	38,681	SH		DFND	4	0	38,681	0
ITRON INC	COM	465741106	2,190	63,600	SH		DFND	5	0	63,600	0
J2 GLOBAL INC	COM	48123V102	3,934	57,902	SH		DFND	9	0	57,902	0
J2 GLOBAL INC	COM	48123V102	3,021	44,470	SH		DFND	7	0	44,470	0
JABIL CIRCUIT INC	COM	466313103	1,627	76,400	SH		DFND	5	0	76,400	0
JABIL CIRCUIT INC	COM	466313103	344	16,136	SH		DFND	10	0	11,850	0
JACK IN THE BOX INC	COM	466367109	305	3,464	SH		DFND	10	0	934	0
JACK IN THE BOX INC	COM	466367109	4,552	51,630	SH		DFND	4	0	51,630	0
JACK IN THE BOX INC	COM	466367109	4,466	50,659	SH		DFND	5	0	50,659	0
JACOBS ENGR GROUP INC DEL	COM	469814107	416	10,241	SH		DFND	10	0	10,241	0
JANUS CAP GROUP INC	COM	47102X105	348	20,352	SH		DFND	4	0	20,352	0
JARDEN CORP	COM	471109108	572	11,057	SH		DFND	10	0	11,057	0
JARDEN CORP	NOTE 1.125% 3/1	471109AM0	18,683	16,000,000	PRN		DFND	5	0	16,000,000	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	583	3,314	SH		DFND	10	0	2,984	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	8,847	50,247	SH		DFND	4	0	50,247	0
JEFFERIES GROUP INC NEW	DBCV 3.875%11/0	472319AG7	660	650,000	PRN		DFND	5	0	14,501	0
JETBLUE AIRWAYS CORP	COM	477143101	771	37,121	SH		DFND	10	0	3,001	0
JETBLUE AIRWAYS CORP	COM	477143101	5,749	276,928	SH		DFND	5	0	276,928	0
JOHNSON & JOHNSON	COM	478160104	11,117	114,072	SH		DFND	3	0	0	0
JOHNSON & JOHNSON	COM	478160104	4,483	46,000	SH		DFND	1	0	0	0
JOHNSON & JOHNSON	COM	478160104	6,754	69,298	SH		DFND	5	0	61,995	0
JOHNSON & JOHNSON	COM	478160104	29,590	303,615	SH		DFND	10	0	266,980	0
JOHNSON & JOHNSON	COM	478160104	826	8,480	SH		DFND	6	0	8,480	0
JOHNSON & JOHNSON	COM	478160104	13,698	140,553	SH		DFND	4	0	140,553	0
JOHNSON & JOHNSON	COM	478160104	1,021	10,475	SH		DFND	8	0	10,475	0
JOHNSON CTLS INC	COM	478366107	1,952	39,407	SH		DFND	10	0	39,407	0
JOHNSON CTLS INC	COM	478366107	1,950	39,367	SH		DFND	3	0	0	0
JONES LANG LASALLE INC	COM	48020Q107	344	2,013	SH		DFND	4	0	2,013	0
JONES LANG LASALLE INC	COM	48020Q107	336	1,967	SH		DFND	10	0	1,967	0
JPMORGAN CHASE & CO	COM	46625H100	679	10,024	SH		DFND	5	0	0	0
JPMORGAN CHASE & CO	COM	46625H100	939	13,860	SH		DFND	8	0	13,860	0
JPMORGAN CHASE & CO	COM	46625H100	48,851	720,938	SH		DFND	4	0	720,938	0
JPMORGAN CHASE & CO	COM	46625H100	12,347	182,221	SH		DFND	10	0	177,742	0
JPMORGAN CHASE & CO	COM	46625H100	10,557	155,798	SH		DFND	3	0	0	0
JUNIPER NETWORKS INC	COM	48203R104	1,628	62,675	SH		DFND	10	0	62,675	0
JUNIPER NETWORKS INC	COM	48203R104	276	10,636	SH		DFND	4	0	10,636	0
KANSAS CITY SOUTHERN	COM NEW	485170302	565	6,200	SH		DFND	10	0	6,200	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,198	13,133	SH		DFND	3	0	0	0
KELLOGG CO	COM	487836108	2,426	38,692	SH		DFND	10	0	37,421	0
KELLOGG CO	COM	487836108	6,497	103,624	SH		DFND	5	0	96,923	0
KELLOGG CO	COM	487836108	1,232	19,649	SH		DFND	3	0	0	0
KEURIG GREEN MTN INC	COM	49271M100	741	9,671	SH		DFND	10	0	9,671	0
KEYCORP NEW	COM	493267108	5,881	391,541	SH		DFND	5	0	85,984	0
KEYCORP NEW	COM	493267108	1,018	67,754	SH		DFND	10	0	67,754	0
KEYCORP NEW	COM	493267108	1,745	116,187	SH		DFND	3	0	0	0
KILROY RLTY CORP	COM	49427F108	14,854	221,202	SH		DFND	9	0	221,202	0
KIMBERLY CLARK CORP	COM	494368103	3,522	33,237	SH		DFND	10	0	31,901	0
KIMBERLY CLARK CORP	COM	494368103	6,460	60,964	SH		DFND	9	0	60,964	0
KIMBERLY CLARK CORP	COM	494368103	6,015	56,759	SH		DFND	5	0	56,759	0
KIMBERLY CLARK CORP	COM	494368103	3,981	37,570	SH		DFND	7	0	36,726	0
KIMBERLY CLARK CORP	COM	494368103	1,694	15,981	SH		DFND	3	0	0	0
KIMBERLY CLARK CORP	COM	494368103	4,133	39,000	SH		DFND	1	0	0	0
KIMCO RLTY CORP	COM	49446R109	1,232	54,649	SH		DFND	3	0	0	0
KIMCO RLTY CORP	COM	49446R109	826	36,652	SH		DFND	10	0	36,652	0
KIMCO RLTY CORP	COM	49446R109	12,293	545,400	SH		DFND	9	0	545,400	0
KINDER MORGAN INC DEL	COM	49456B101	281	7,316	SH		DFND	8	0	7,316	0
KINDER MORGAN INC DEL	COM	49456B101	2,941	76,618	SH		DFND	3	0	0	0
KINDER MORGAN INC DEL	COM	49456B101	6,503	169,399	SH		DFND	10	0	169,399	0
KINDER MORGAN INC DEL	*W EXP 05/25/201	49456B119	36	13,255	SH		DFND	3	0	0	0
KINROSS GOLD CORP	COM NO PAR	496902404	124	53,299	SH		DFND	10	0	47,105	0
KLA-TENCOR CORP	COM	482480100	460	8,179	SH		DFND	10	0	8,179	0
KLA-TENCOR CORP	COM	482480100	1,119	19,914	SH		DFND	3	0	0	0
KNIGHT TRANSN INC	COM	499064103	7,789	291,300	SH		DFND	4	0	291,300	0
KOHLS CORP	COM	500255104	5,990	95,678	SH		DFND	7	0	95,678	0
KOHLS CORP	COM	500255104	1,573	25,124	SH		DFND	4	0	25,124	0
KOHLS CORP	COM	500255104	10,581	168,999	SH		DFND	9	0	168,999	0
KOHLS CORP	COM	500255104	1,754	28,018	SH		DFND	10	0	28,018	0
KRAFT FOODS GROUP INC	COM	50076Q106	2,469	29,003	SH		DFND	3	0	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	3,385	39,758	SH		DFND	10	0	39,758	0
KRAFT FOODS GROUP INC	COM	50076Q106	203	2,381	SH		DFND	8	0	2,381	0
KROGER CO	COM	501044101	16,578	228,626	SH		DFND	5	0	228,626	0
KROGER CO	COM	501044101	1,293	17,833	SH		DFND	6	0	17,833	0
KROGER CO	COM	501044101	3,833	52,868	SH		DFND	10	0	46,642	0
L BRANDS INC	COM	501797104	2,335	27,238	SH		DFND	10	0	21,525	0
L BRANDS INC	COM	501797104	6,785	79,148	SH		DFND	5	0	79,148	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	1,523	12,567	SH		DFND	3	0	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	1,818	15,000	SH		DFND	1	0	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	1,991	16,427	SH		DFND	10	0	16,330	0
LACLEDE GROUP INC	COM	505597104	5,259	101,014	SH		DFND	4	0	101,014	0
LAM RESEARCH CORP	COM	512807108	992	12,197	SH		DFND	10	0	12,197	0
LAM RESEARCH CORP	NOTE 0.500% 5/1	512807AJ7	16,840	12,700,000	PRN		DFND	5	0	10,012,017	0
LAM RESEARCH CORP	NOTE 1.250% 5/1	512807AL2	998	709,000	PRN		DFND	5	0	11,360	0
LAS VEGAS SANDS CORP	COM	517834107	5,462	103,907	SH		DFND	4	0	103,907	0
LAS VEGAS SANDS CORP	COM	517834107	2,716	51,658	SH		DFND	5	0	51,658	0
LAS VEGAS SANDS CORP	COM	517834107	995	18,930	SH		DFND	3	0	0	0
LAS VEGAS SANDS CORP	COM	517834107	1,203	22,887	SH		DFND	10	0	22,887	0
LAS VEGAS SANDS CORP	COM	517834107	9,936	189,000	SH		DFND	9	0	189,000	0
LAS VEGAS SANDS CORP	COM	517834107	4,468	85,000	SH		DFND	6	0	85,000	0
LASALLE HOTEL PPTYS	COM SH BEN INT	517942108	16,840	474,911	SH		DFND	9	0	474,911	0
LAUDER ESTEE COS INC	CL A	518439104	1,674	19,315	SH		DFND	10	0	19,315	0
LAUDER ESTEE COS INC	CL A	518439104	1,499	17,294	SH		DFND	3	0	0	0
LAUDER ESTEE COS INC	CL A	518439104	20,840	240,484	SH		DFND	4	0	240,484	0
LAZARD LTD	SHS A	G54050102	24,596	437,342	SH		DFND	4	0	437,342	0
LAZARD LTD	SHS A	G54050102	202	3,591	SH		DFND	10	0	0	0
LDR HLDG CORP	COM	50185U105	14,269	329,911	SH		DFND	4	0	329,911	0
LEAR CORP	COM NEW	521865204	5,890	52,465	SH		DFND	5	0	52,465	0
LEAR CORP	COM NEW	521865204	957	8,522	SH		DFND	10	0	3,859	0
LEGG MASON INC	COM	524901105	512	9,944	SH		DFND	10	0	6,310	0
LEGGETT & PLATT INC	COM	524660107	4,087	83,957	SH		DFND	5	0	83,957	0
LEGGETT & PLATT INC	COM	524660107	1,167	23,981	SH		DFND	10	0	9,915	0
LENNAR CORP	CL A	526057104	505	9,901	SH		DFND	10	0	9,901	0
LENNAR CORP	CL A	526057104	906	17,751	SH		DFND	3	0	0	0
LENNOX INTL INC	COM	526107107	458	4,255	SH		DFND	10	0	489	0
LENNOX INTL INC	COM	526107107	4,588	42,608	SH		DFND	5	0	42,608	0
LEUCADIA NATL CORP	COM	527288104	1,249	51,450	SH		DFND	3	0	0	0
LEUCADIA NATL CORP	COM	527288104	464	19,125	SH		DFND	10	0	19,125	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	1,003	19,035	SH		DFND	10	0	19,035	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	1,661	31,545	SH		DFND	4	0	31,545	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	10,331	191,064	SH		DFND	6	0	191,064	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	1,629	30,124	SH		DFND	10	0	30,124	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	33,240	614,751	SH		DFND	5	0	524,867	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	1,199	22,170	SH		DFND	8	0	22,170	0
LIBERTY INTERACTIVE CORP	QVC GP COM SER A	53071M104	1,034	37,269	SH		DFND	10	0	33,686	0
LIBERTY INTERACTIVE CORP	QVC GP COM SER A	53071M104	1,061	38,251	SH		DFND	5	0	38,251	0
LIBERTY INTERACTIVE CORP	LBT VENT COM A	53071M880	200	5,099	SH		DFND	10	0	5,099	0
LIBERTY MEDIA CORP DELAWARE	CL A	531229102	369	10,247	SH		DFND	10	0	10,247	0
LIBERTY MEDIA CORP DELAWARE	COM SER C	531229300	363	10,122	SH		DFND	10	0	10,122	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	19,057	20,000,000	PRN		DFND	5	0	20,000,000	0
LIBERTY PPTY TR	SH BEN INT	531172104	45,871	1,423,686	SH		DFND	9	0	1,423,686	0
LIBERTY PPTY TR	SH BEN INT	531172104	775	24,053	SH		DFND	10	0	24,053	0
LIFELOCK INC	COM	53224V100	4,323	263,603	SH		DFND	4	0	263,603	0
LILLY ELI & CO	COM	532457108	7,314	87,600	SH		DFND	1	0	0	0
LILLY ELI & CO	COM	532457108	12,610	151,040	SH		DFND	5	0	145,750	0
LILLY ELI & CO	COM	532457108	7,580	90,788	SH		DFND	10	0	86,127	0
LILLY ELI & CO	COM	532457108	3,492	41,831	SH		DFND	3	0	0	0
LILLY ELI & CO	COM	532457108	363	4,351	SH		DFND	6	0	4,351	0
LILLY ELI & CO	COM	532457108	306	3,664	SH		DFND	8	0	3,664	0
LINCOLN NATL CORP IND	COM	534187109	1,265	21,353	SH		DFND	3	0	0	0
LINCOLN NATL CORP IND	COM	534187109	791	13,355	SH		DFND	10	0	13,355	0
LINEAR TECHNOLOGY CORP	COM	535678106	2,625	59,351	SH		DFND	10	0	19,804	0
LINEAR TECHNOLOGY CORP	COM	535678106	11,638	263,115	SH		DFND	4	0	263,115	0
LINEAR TECHNOLOGY CORP	COM	535678106	1,133	25,606	SH		DFND	3	0	0	0
LINKEDIN CORP	COM CL A	53578A108	919	4,449	SH		DFND	3	0	0	0
LINKEDIN CORP	COM CL A	53578A108	1,262	6,107	SH		DFND	10	0	6,107	0
LINKEDIN CORP	COM CL A	53578A108	767	3,713	SH		DFND	4	0	3,713	0
LIONS GATE ENTMNT CORP	COM NEW	535919203	2,648	71,464	SH		DFND	4	0	71,464	0
LITHIA MTRS INC	CL A	536797103	2,536	22,407	SH		DFND	4	0	22,407	0
LITHIA MTRS INC	CL A	536797103	333	2,947	SH		DFND	10	0	0	0
LKQ CORP	COM	501889208	783	25,892	SH		DFND	10	0	25,892	0
LKQ CORP	COM	501889208	1,952	64,528	SH		DFND	5	0	11,400	0
LKQ CORP	COM	501889208	987	32,635	SH		DFND	3	0	0	0
LOCKHEED MARTIN CORP	COM	539830109	5,298	28,500	SH		DFND	1	0	0	0
LOEWS CORP	COM	540424108	16,224	421,303	SH		DFND	10	0	420,691	0
LOGMEIN INC	COM	54142L109	7,356	114,068	SH		DFND	4	0	114,068	0
LOWES COS INC	COM	548661107	5,435	81,163	SH		DFND	10	0	65,496	0
LOWES COS INC	COM	548661107	15,728	234,858	SH		DFND	5	0	230,165	0
LOWES COS INC	COM	548661107	266	3,970	SH		DFND	8	0	3,970	0
LOWES COS INC	COM	548661107	3,181	47,494	SH		DFND	3	0	0	0
LOWES COS INC	COM	548661107	49,274	735,758	SH		DFND	4	0	735,758	0
LULULEMON ATHLETICA INC	COM	550021109	2,367	36,241	SH		DFND	4	0	36,241	0
LULULEMON ATHLETICA INC	COM	550021109	5,037	77,130	SH		DFND	5	0	17,785	0
LULULEMON ATHLETICA INC	COM	550021109	479	7,330	SH		DFND	10	0	7,330	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	16,356	158,000	SH		DFND	9	0	158,000	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	2,647	25,570	SH		DFND	10	0	25,570	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	1,873	18,090	SH		DFND	3	0	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	42,128	406,953	SH		DFND	4	0	406,953	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	16,653	160,863	SH		DFND	5	0	146,396	0
M & T BK CORP	COM	55261F104	741	5,931	SH		DFND	3	0	0	0
M & T BK CORP	COM	55261F104	1,528	12,228	SH		DFND	10	0	12,103	0
MA COM TECHNOLOGY SOLUTIONS	COM	55405Y100	3,019	78,926	SH		DFND	4	0	78,926	0
MACERICH CO	COM	554382101	818	10,961	SH		DFND	10	0	10,961	0
MACERICH CO	COM	554382101	325	4,353	SH		DFND	9	0	4,353	0
MACERICH CO	COM	554382101	653	8,748	SH		DFND	3	0	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	790	670,000	PRN		DFND	5	0	7,902	0
MACYS INC	COM	55616P104	4,751	70,417	SH		DFND	5	0	70,417	0
MACYS INC	COM	55616P104	3,700	54,835	SH		DFND	9	0	54,835	0
MACYS INC	COM	55616P104	2,411	35,740	SH		DFND	7	0	35,740	0
MACYS INC	COM	55616P104	2,072	30,716	SH		DFND	10	0	30,125	0
MACYS INC	COM	55616P104	1,681	24,921	SH		DFND	3	0	0	0
MADISON SQUARE GARDEN CO	CL A	55826P100	1,205	14,438	SH		DFND	5	0	14,438	0
MAGNA INTL INC	COM	559222401	1,550	27,634	SH		DFND	10	0	27,634	0
MAGNA INTL INC	COM	559222401	1,958	34,906	SH		DFND	4	0	34,906	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	4,729	40,169	SH		DFND	4	0	40,169	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	1,177	10,000	SH		DFND	6	0	10,000	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	1,110	9,427	SH		DFND	10	0	8,225	0
MANPOWERGROUP INC	COM	56418H100	645	7,217	SH		DFND	10	0	7,217	0
MANULIFE FINL CORP	COM	56501R106	1,707	91,809	SH		DFND	3	0	0	0
MANULIFE FINL CORP	COM	56501R106	2,022	108,789	SH		DFND	10	0	108,789	0
MARATHON OIL CORP	COM	565849106	957	36,074	SH		DFND	3	0	0	0
MARATHON OIL CORP	COM	565849106	4,393	165,526	SH		DFND	4	0	165,526	0
MARATHON OIL CORP	COM	565849106	2,285	86,095	SH		DFND	5	0	33,843	0
MARATHON OIL CORP	COM	565849106	1,446	54,477	SH		DFND	10	0	54,477	0
MARATHON PETE CORP	COM	56585A102	2,370	45,308	SH		DFND	10	0	44,844	0
MARATHON PETE CORP	COM	56585A102	1,431	27,348	SH		DFND	3	0	0	0
MARKEL CORP	COM	570535104	1,030	1,287	SH		DFND	10	0	1,287	0
MARKETO INC	COM	57063L107	8,386	298,847	SH		DFND	4	0	298,847	0
MARRIOTT INTL INC NEW	CL A	571903202	4,779	64,242	SH		DFND	3	0	0	0
MARRIOTT INTL INC NEW	CL A	571903202	1,261	16,949	SH		DFND	10	0	16,949	0
MARRIOTT INTL INC NEW	CL A	571903202	20,018	269,097	SH		DFND	4	0	322,053	0
MARSH & MCLENNAN COS INC	COM	571748102	15,767	278,071	SH		DFND	10	0	277,651	0
MARSH & MCLENNAN COS INC	COM	571748102	5,954	105,000	SH		DFND	4	0	105,000	0
MARSH & MCLENNAN COS INC	COM	571748102	2,190	38,630	SH		DFND	3	0	0	0
MARSH & MCLENNAN COS INC	COM	571748102	10,113	178,360	SH		DFND	5	0	178,360	0
MARSH & MCLENNAN COS INC	COM	571748102	6,407	113,000	SH		DFND	6	0	113,000	0
MARSH & MCLENNAN COS INC	COM	571748102	20,015	353,000	SH		DFND	9	0	353,000	0
MARTEN TRANS LTD	COM	573075108	2,498	115,115	SH		DFND	4	0	115,115	0
MARTIN MARIETTA MATLS INC	COM	573284106	313	2,214	SH		DFND	10	0	2,214	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	669	50,709	SH		DFND	10	0	50,709	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	1,076	81,639	SH		DFND	4	0	81,639	0
MASCO CORP	COM	574599106	3,512	131,668	SH		DFND	5	0	131,668	0
MASCO CORP	COM	574599106	776	29,101	SH		DFND	10	0	25,551	0
MASIMO CORP	COM	574795100	13,855	357,645	SH		DFND	4	0	357,645	0
MASTERCARD INC	CL A	57636Q104	60,470	646,877	SH		DFND	4	0	646,877	0
MASTERCARD INC	CL A	57636Q104	18,042	193,000	SH		DFND	9	0	193,000	0
MASTERCARD INC	CL A	57636Q104	4,172	44,634	SH		DFND	3	0	0	0
MASTERCARD INC	CL A	57636Q104	4,020	43,003	SH		DFND	10	0	43,003	0
MASTERCARD INC	CL A	57636Q104	12,931	138,327	SH		DFND	5	0	138,327	0
MASTERCARD INC	CL A	57636Q104	347	3,711	SH		DFND	8	0	3,711	0
MASTERCARD INC	CL A	57636Q104	6,544	70,000	SH		DFND	6	0	70,000	0
MATTEL INC	COM	577081102	1,082	42,121	SH		DFND	10	0	42,121	0
MATTRESS FIRM HLDG CORP	COM	57722W106	8,263	135,565	SH		DFND	4	0	135,565	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	1,090	31,536	SH		DFND	3	0	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	853	24,682	SH		DFND	10	0	24,682	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	7,084	204,881	SH		DFND	4	0	204,881	0
MCCORMICK & CO INC	COM NON VTG	579780206	1,577	19,480	SH		DFND	10	0	19,480	0
MCCORMICK & CO INC	COM NON VTG	579780206	1,811	22,372	SH		DFND	3	0	0	0
MCDERMOTT INTL INC	COM	580037109	2,485	465,400	SH		DFND	5	0	465,400	0
MCDONALDS CORP	COM	580135101	6,567	69,079	SH		DFND	5	0	63,596	0
MCDONALDS CORP	COM	580135101	339	3,563	SH		DFND	8	0	3,563	0
MCDONALDS CORP	COM	580135101	22,937	241,262	SH		DFND	10	0	227,120	0
MCDONALDS CORP	COM	580135101	4,373	45,999	SH		DFND	3	0	0	0
MCDONALDS CORP	COM	580135101	6,655	70,000	SH		DFND	1	0	0	0
MCGRAW HILL FINL INC	COM	580645109	1,198	11,924	SH		DFND	5	0	11,924	0
MCGRAW HILL FINL INC	COM	580645109	2,139	21,296	SH		DFND	10	0	20,291	0
MCKESSON CORP	COM	58155Q103	4,398	19,563	SH		DFND	10	0	15,451	0
MCKESSON CORP	COM	58155Q103	240	1,069	SH		DFND	8	0	1,069	0
MCKESSON CORP	COM	58155Q103	45,600	202,838	SH		DFND	4	0	202,838	0
MCKESSON CORP	COM	58155Q103	28,130	125,127	SH		DFND	5	0	125,127	0
MDU RES GROUP INC	COM	552690109	248	12,684	SH		DFND	10	0	12,684	0
MDU RES GROUP INC	COM	552690109	2,533	129,700	SH		DFND	5	0	129,700	0
MEAD JOHNSON NUTRITION CO	COM	582839106	853	9,460	SH		DFND	5	0	9,460	0
MEAD JOHNSON NUTRITION CO	COM	582839106	1,629	18,051	SH		DFND	3	0	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	686	7,599	SH		DFND	4	0	7,599	0
MEAD JOHNSON NUTRITION CO	COM	582839106	1,818	20,156	SH		DFND	10	0	19,771	0
MEADWESTVACO CORP	COM	583334107	573	12,152	SH		DFND	10	0	12,152	0
MEDICINES CO	COM	584688105	8,175	285,735	SH		DFND	4	0	285,735	0
MEDIFAST INC	COM	58470H101	3,508	108,551	SH		DFND	4	0	108,551	0
MEDIVATION INC	COM	58501N101	295	2,582	SH		DFND	10	0	2,400	0
MEDIVATION INC	COM	58501N101	44,622	390,738	SH		DFND	4	0	390,738	0
MEDTRONIC PLC	SHS	G5960L103	430	5,803	SH		DFND	5	0	0	0
MEDTRONIC PLC	SHS	G5960L103	5,259	70,967	SH		DFND	4	0	70,967	0
MEDTRONIC PLC	SHS	G5960L103	13,787	186,064	SH		DFND	10	0	182,683	0
MEDTRONIC PLC	SHS	G5960L103	5,524	74,554	SH		DFND	3	0	0	0
MEDTRONIC PLC	SHS	G5960L103	429	5,785	SH		DFND	8	0	5,785	0
MEDTRONIC PLC	SHS	G5960L103	345	4,651	SH		DFND	6	0	4,651	0
MENS WEARHOUSE INC	COM	587118100	1,208	18,852	SH		DFND	5	0	18,852	0
MENS WEARHOUSE INC	COM	587118100	411	6,411	SH		DFND	10	0	1,181	0
MERCADOLIBRE INC	COM	58733R102	359	2,531	SH		DFND	5	0	2,531	0
MERCK & CO INC NEW	COM	58933Y105	14,645	257,251	SH		DFND	4	0	257,251	0
MERCK & CO INC NEW	COM	58933Y105	23,911	420,000	SH		DFND	9	0	420,000	0
MERCK & CO INC NEW	COM	58933Y105	593	10,421	SH		DFND	8	0	10,421	0
MERCK & CO INC NEW	COM	58933Y105	4,953	87,000	SH		DFND	1	0	0	0
MERCK & CO INC NEW	COM	58933Y105	31,463	552,656	SH		DFND	10	0	491,802	0
MERCK & CO INC NEW	COM	58933Y105	6,776	119,024	SH		DFND	3	0	0	0
MERCK & CO INC NEW	COM	58933Y105	12,580	220,973	SH		DFND	5	0	137,530	0
MERCK & CO INC NEW	COM	58933Y105	5,613	98,592	SH		DFND	6	0	98,592	0
METHANEX CORP	COM	59151K108	2,042	36,681	SH		DFND	4	0	36,681	0
METLIFE INC	COM	59156R108	2,273	40,597	SH		DFND	3	0	0	0
METLIFE INC	COM	59156R108	2,753	49,178	SH		DFND	10	0	49,178	0
METLIFE INC	COM	59156R108	211	3,776	SH		DFND	8	0	3,776	0
METLIFE INC	COM	59156R108	1,176	21,000	SH		DFND	6	0	21,000	0
METLIFE INC	COM	59156R108	9,105	162,619	SH		DFND	5	0	162,619	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	377	1,105	SH		DFND	10	0	1,105	0
MGIC INVT CORP WIS	COM	552848103	363	31,873	SH		DFND	10	0	1,270	0
MGIC INVT CORP WIS	COM	552848103	1,246	109,505	SH		DFND	5	0	109,505	0
MGM RESORTS INTERNATIONAL	COM	552953101	932	51,065	SH		DFND	4	0	51,065	0
MGM RESORTS INTERNATIONAL	COM	552953101	484	26,528	SH		DFND	3	0	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	384	21,066	SH		DFND	10	0	21,066	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	7,745	184,000	SH		DFND	9	0	184,000	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	495	11,762	SH		DFND	10	0	11,762	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	572	13,600	SH		DFND	5	0	13,600	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	1,139	27,053	SH		DFND	4	0	27,053	0
MICROCHIP TECHNOLOGY INC	COM	595017104	2,362	49,807	SH		DFND	10	0	13,917	0
MICRON TECHNOLOGY INC	COM	595112103	1,160	61,559	SH		DFND	10	0	58,196	0
MICRON TECHNOLOGY INC	COM	595112103	559	29,667	SH		DFND	4	0	29,667	0
MICRON TECHNOLOGY INC	COM	595112103	1,090	57,852	SH		DFND	3	0	0	0
MICRON TECHNOLOGY INC	NOTE 3.000%11/1	595112AY9	26,275	29,000,000	PRN		DFND	5	0	27,000,000	0
MICROSEMI CORP	COM	595137100	19,187	548,988	SH		DFND	4	0	548,988	0
MICROSOFT CORP	COM	594918104	6,963	157,704	SH		DFND	5	0	32,915	0
MICROSOFT CORP	COM	594918104	14,122	319,859	SH		DFND	3	0	0	0
MICROSOFT CORP	COM	594918104	17,290	391,609	SH		DFND	10	0	383,099	0
MICROSOFT CORP	COM	594918104	63,036	1,427,769	SH		DFND	4	0	1,427,769	0
MICROSOFT CORP	COM	594918104	6,990	158,314	SH		DFND	7	0	154,145	0
MICROSOFT CORP	COM	594918104	1,303	29,514	SH		DFND	8	0	29,514	0
MICROSOFT CORP	COM	594918104	28,230	639,404	SH		DFND	9	0	639,404	0
MID-AMER APT CMNTYS INC	COM	59522J103	32,143	441,459	SH		DFND	9	0	441,459	0
MINERALS TECHNOLOGIES INC	COM	603158106	6,391	93,803	SH		DFND	4	0	93,803	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	209	21,326	SH		DFND	7	0	21,326	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	167	17,105	SH		DFND	3	0	0	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	121	12,415	SH		DFND	10	0	12,415	0
MOBILEYE N V AMSTELVEEN	ORD SHS	N51488117	10,149	190,881	SH		DFND	4	0	190,881	0
MOHAWK INDS INC	COM	608190104	785	4,114	SH		DFND	10	0	4,114	0
MOLSON COORS BREWING CO	CL B	60871R209	4,071	58,311	SH		DFND	7	0	56,981	0
MOLSON COORS BREWING CO	CL B	60871R209	921	13,191	SH		DFND	10	0	13,191	0
MOLSON COORS BREWING CO	CL B	60871R209	6,716	96,208	SH		DFND	9	0	96,208	0
MONDELEZ INTL INC	CL A	609207105	4,691	114,025	SH		DFND	10	0	109,458	0
MONDELEZ INTL INC	CL A	609207105	2,759	67,067	SH		DFND	3	0	0	0
MONDELEZ INTL INC	CL A	609207105	285	6,923	SH		DFND	8	0	6,923	0
MONDELEZ INTL INC	CL A	609207105	3,383	82,239	SH		DFND	5	0	32,561	0
MONSANTO CO NEW	COM	61166W101	2,293	21,510	SH		DFND	3	0	0	0
MONSANTO CO NEW	COM	61166W101	30,454	285,709	SH		DFND	4	0	285,709	0
MONSANTO CO NEW	COM	61166W101	3,382	31,729	SH		DFND	5	0	31,729	0
MONSANTO CO NEW	COM	61166W101	4,965	46,584	SH		DFND	10	0	28,936	0
MONSANTO CO NEW	COM	61166W101	230	2,161	SH		DFND	8	0	2,161	0
MOODYS CORP	COM	615369105	378	3,500	SH		DFND	5	0	3,500	0
MOODYS CORP	COM	615369105	1,434	13,286	SH		DFND	10	0	13,286	0
MORGAN STANLEY	COM NEW	617446448	232	5,982	SH		DFND	8	0	5,982	0
MORGAN STANLEY	COM NEW	617446448	2,496	64,340	SH		DFND	3	0	0	0
MORGAN STANLEY	COM NEW	617446448	5,676	146,334	SH		DFND	5	0	146,334	0
MORGAN STANLEY	COM NEW	617446448	5,237	135,000	SH		DFND	6	0	135,000	0
MORGAN STANLEY	COM NEW	617446448	4,849	125,000	SH		DFND	4	0	125,000	0
MORGAN STANLEY	COM NEW	617446448	3,066	79,047	SH		DFND	10	0	71,037	0
MOSAIC CO NEW	COM	61945C103	742	15,840	SH		DFND	3	0	0	0
MOSAIC CO NEW	COM	61945C103	1,712	36,536	SH		DFND	10	0	36,536	0
MOSAIC CO NEW	COM	61945C103	9,683	206,689	SH		DFND	5	0	206,689	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	2,958	51,590	SH		DFND	10	0	49,096	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	3,849	67,134	SH		DFND	9	0	67,134	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	2,341	40,823	SH		DFND	7	0	40,823	0
MSC INDL DIRECT INC	CL A	553530106	2,259	32,375	SH		DFND	9	0	32,375	0
MSC INDL DIRECT INC	CL A	553530106	1,413	20,248	SH		DFND	7	0	20,248	0
MURPHY OIL CORP	COM	626717102	639	15,370	SH		DFND	10	0	15,370	0
MURPHY OIL CORP	COM	626717102	747	17,965	SH		DFND	3	0	0	0
MURPHY USA INC	COM	626755102	271	4,853	SH		DFND	10	0	1,923	0
MYERS INDS INC	COM	628464109	1,375	72,383	SH		DFND	9	0	72,383	0
MYERS INDS INC	COM	628464109	607	31,952	SH		DFND	7	0	31,952	0
MYLAN INC	NOTE 3.750% 9/1	628530AJ6	4,624	900,000	PRN		DFND	5	0	67,568	0
NABORS INDUSTRIES LTD	SHS	G6359F103	290	20,111	SH		DFND	10	0	20,111	0
NATIONAL CINEMEDIA INC	COM	635309107	1,088	68,180	SH		DFND	7	0	68,180	0
NATIONAL CINEMEDIA INC	COM	635309107	2,053	128,645	SH		DFND	9	0	128,645	0
NATIONAL FUEL GAS CO N J	COM	636180101	14,042	238,449	SH		DFND	9	0	238,449	0
NATIONAL FUEL GAS CO N J	COM	636180101	9,065	153,939	SH		DFND	7	0	150,705	0
NATIONAL OILWELL VARCO INC	COM	637071101	722	14,957	SH		DFND	3	0	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,731	35,849	SH		DFND	10	0	32,797	0
NATIONAL OILWELL VARCO INC	COM	637071101	13,953	289,000	SH		DFND	9	0	289,000	0
NATIONAL OILWELL VARCO INC	COM	637071101	5,281	109,390	SH		DFND	4	0	109,390	0
NATIONAL OILWELL VARCO INC	COM	637071101	2,090	43,292	SH		DFND	5	0	37,000	0
NATIONAL OILWELL VARCO INC	COM	637071101	3,186	66,000	SH		DFND	6	0	66,000	0
NATIONAL PENN BANCSHARES INC	COM	637138108	5,205	461,435	SH		DFND	4	0	461,435	0
NATIONAL RETAIL PPTYS INC	COM	637417106	29,367	838,824	SH		DFND	9	0	838,824	0
NAVIENT CORP	COM	63938C108	488	26,822	SH		DFND	10	0	22,260	0
NAVIENT CORP	COM	63938C108	486	26,663	SH		DFND	3	0	0	0
NCI BUILDING SYS INC	COM NEW	628852204	3,198	212,223	SH		DFND	4	0	212,223	0
NCR CORP NEW	COM	62886E108	257	8,528	SH		DFND	10	0	8,528	0
NEENAH PAPER INC	COM	640079109	4,358	73,908	SH		DFND	4	0	73,908	0
NETAPP INC	COM	64110D104	1,164	36,892	SH		DFND	10	0	36,892	0
NETAPP INC	COM	64110D104	252	7,973	SH		DFND	4	0	7,973	0
NETAPP INC	COM	64110D104	794	25,173	SH		DFND	3	0	0	0
NETFLIX INC	COM	64110L106	2,621	3,989	SH		DFND	10	0	3,989	0
NETFLIX INC	COM	64110L106	1,621	2,468	SH		DFND	3	0	0	0
NETSUITE INC	NOTE 0.250% 6/0	64118QAB3	17,695	17,000,000	PRN		DFND	5	0	17,000,000	0
NEUSTAR INC	CL A	64126X201	211	7,214	SH		DFND	10	0	0	0
NEW MEDIA INVT GROUP INC	COM	64704V106	1,244	69,388	SH		DFND	4	0	69,388	0
NEW RELIC INC	COM	64829B100	1,472	41,832	SH		DFND	4	0	41,832	0
NEW YORK CMNTY BANCORP INC	COM	649445103	1,096	59,618	SH		DFND	10	0	59,618	0
NEWELL RUBBERMAID INC	COM	651229106	1,510	36,728	SH		DFND	3	0	0	0
NEWELL RUBBERMAID INC	COM	651229106	1,230	29,919	SH		DFND	10	0	29,919	0
NEWMONT MINING CORP	COM	651639106	1,299	55,600	SH		DFND	3	0	0	0
NEWMONT MINING CORP	COM	651639106	1,698	72,684	SH		DFND	10	0	69,803	0
NEWMONT MINING CORP	NOTE 1.625% 7/1	651639AJ5	2,749	2,700,000	PRN		DFND	5	0	24,887	0
NEWS CORP NEW	CL A	65249B109	670	45,901	SH		DFND	10	0	45,901	0
NEWS CORP NEW	CL A	65249B109	1,180	80,901	SH		DFND	3	0	0	0
NEWS CORP NEW	CL B	65249B208	321	22,563	SH		DFND	10	0	22,563	0
NEXSTAR BROADCASTING GROUP I	CL A	65336K103	4,326	77,248	SH		DFND	4	0	77,248	0
NEXTERA ENERGY INC	COM	65339F101	3,147	32,098	SH		DFND	10	0	32,098	0
NEXTERA ENERGY INC	COM	65339F101	1,786	18,224	SH		DFND	3	0	0	0
NEXTERA ENERGY INC	COM	65339F101	2,745	28,000	SH		DFND	1	0	0	0
NEXTERA ENERGY INC	COM	65339F101	5,740	58,551	SH		DFND	4	0	58,551	0
NEXTERA ENERGY INC	COM	65339F101	2,161	22,042	SH		DFND	5	0	9,854	0
NIELSEN N V	COM	N63218106	1,526	34,085	SH		DFND	10	0	34,085	0
NIELSEN N V	COM	N63218106	19,072	426,000	SH		DFND	9	0	426,000	0
NIELSEN N V	COM	N63218106	615	13,726	SH		DFND	3	0	0	0
NIELSEN N V	COM	N63218106	629	14,051	SH		DFND	5	0	14,051	0
NIKE INC	CL B	654106103	3,132	28,991	SH		DFND	3	0	0	0
NIKE INC	CL B	654106103	4,603	42,613	SH		DFND	10	0	41,418	0
NIKE INC	CL B	654106103	55,209	511,103	SH		DFND	4	0	511,103	0
NIKE INC	CL B	654106103	319	2,949	SH		DFND	8	0	2,949	0
NISOURCE INC	COM	65473P105	1,231	27,012	SH		DFND	10	0	25,289	0
NISOURCE INC	COM	65473P105	1,518	33,299	SH		DFND	4	0	33,299	0
NOBLE CORP PLC	SHS USD	G65431101	6,837	444,228	SH		DFND	5	0	444,228	0
NOBLE CORP PLC	SHS USD	G65431101	157	10,188	SH		DFND	10	0	10,188	0
NOBLE ENERGY INC	COM	655044105	1,023	23,973	SH		DFND	10	0	23,973	0
NOBLE ENERGY INC	COM	655044105	762	17,857	SH		DFND	3	0	0	0
NOBLE ENERGY INC	COM	655044105	2,234	52,353	SH		DFND	4	0	52,353	0
NORDSTROM INC	COM	655664100	1,024	13,750	SH		DFND	3	0	0	0
NORDSTROM INC	COM	655664100	1,282	17,209	SH		DFND	10	0	15,923	0
NORFOLK SOUTHERN CORP	COM	655844108	1,592	18,228	SH		DFND	3	0	0	0
NORFOLK SOUTHERN CORP	COM	655844108	1,776	20,333	SH		DFND	10	0	19,404	0
NORFOLK SOUTHERN CORP	COM	655844108	607	6,943	SH		DFND	5	0	6,943	0
NORTHERN TR CORP	COM	665859104	1,274	16,664	SH		DFND	3	0	0	0
NORTHERN TR CORP	COM	665859104	1,348	17,636	SH		DFND	10	0	17,636	0
NORTHROP GRUMMAN CORP	COM	666807102	1,042	6,570	SH		DFND	10	0	6,298	0
NORTHROP GRUMMAN CORP	COM	666807102	4,734	29,843	SH		DFND	5	0	29,843	0
NORTHSTAR RLTY FIN CORP	COM NEW	66704R704	1,074	67,556	SH		DFND	5	0	67,556	0
NOVAVAX INC	COM	670002104	19,508	1,751,185	SH		DFND	4	0	1,751,185	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	2,735	1,165,000	PRN		DFND	5	0	33,499	0
NRG ENERGY INC	COM NEW	629377508	925	40,426	SH		DFND	5	0	40,426	0
NRG ENERGY INC	COM NEW	629377508	1,993	87,106	SH		DFND	4	0	87,106	0
NRG ENERGY INC	COM NEW	629377508	792	34,603	SH		DFND	10	0	34,603	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	1,934	110,450	SH		DFND	5	0	110,450	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	737	42,065	SH		DFND	10	0	42,065	0
NUCOR CORP	COM	670346105	1,122	25,449	SH		DFND	10	0	25,449	0
NUCOR CORP	COM	670346105	2,740	62,170	SH		DFND	7	0	60,831	0
NUCOR CORP	COM	670346105	919	20,847	SH		DFND	3	0	0	0
NUCOR CORP	COM	670346105	4,301	97,602	SH		DFND	9	0	97,602	0
NUCOR CORP	COM	670346105	1,282	29,091	SH		DFND	4	0	29,091	0
NVIDIA CORP	COM	67066G104	1,061	52,774	SH		DFND	3	0	0	0
NVIDIA CORP	COM	67066G104	936	46,540	SH		DFND	10	0	46,540	0
NVIDIA CORP	NOTE 1.000%12/0	67066GAC8	49,870	43,500,000	PRN		DFND	5	0	43,500,000	0
NVR INC	COM	62944T105	730	545	SH		DFND	10	0	545	0
NXP SEMICONDUCTORS N V	COM	N6596X109	795	8,098	SH		DFND	10	0	5,300	0
NXP SEMICONDUCTORS N V	COM	N6596X109	3,669	37,363	SH		DFND	4	0	37,363	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	2,034	9,000	SH		DFND	1	0	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	3,920	17,345	SH		DFND	10	0	13,019	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	14,289	63,233	SH		DFND	5	0	63,233	0
OASIS PETE INC NEW	COM	674215108	452	28,501	SH		DFND	5	0	28,501	0
OCCIDENTAL PETE CORP DEL	COM	674599105	5,164	66,399	SH		DFND	10	0	64,076	0
OCCIDENTAL PETE CORP DEL	COM	674599105	2,767	35,575	SH		DFND	3	0	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	250	3,213	SH		DFND	8	0	3,213	0
OCCIDENTAL PETE CORP DEL	COM	674599105	10,959	140,917	SH		DFND	9	0	140,917	0
OCCIDENTAL PETE CORP DEL	COM	674599105	19,833	255,024	SH		DFND	5	0	227,312	0
OCCIDENTAL PETE CORP DEL	COM	674599105	6,565	84,419	SH		DFND	7	0	82,527	0
OCEANEERING INTL INC	COM	675232102	247	5,311	SH		DFND	10	0	5,311	0
OFFICE DEPOT INC	COM	676220106	157	18,090	SH		DFND	10	0	18,090	0
OLD DOMINION FGHT LINES INC	COM	679580100	208	3,032	SH		DFND	10	0	462	0
OLD REP INTL CORP	COM	680223104	221	14,129	SH		DFND	10	0	14,129	0
OLIN CORP	COM PAR $1	680665205	7,860	291,660	SH		DFND	4	0	291,660	0
OMEGA HEALTHCARE INVS INC	COM	681936100	4,780	139,235	SH		DFND	9	0	139,235	0
OMNICARE INC	COM	681904108	1,736	18,414	SH		DFND	10	0	17,203	0
OMNICOM GROUP INC	COM	681919106	9,160	131,820	SH		DFND	9	0	131,820	0
OMNICOM GROUP INC	COM	681919106	510	7,345	SH		DFND	5	0	0	0
OMNICOM GROUP INC	COM	681919106	5,297	76,220	SH		DFND	7	0	76,220	0
OMNICOM GROUP INC	COM	681919106	2,046	29,449	SH		DFND	3	0	0	0
OMNICOM GROUP INC	COM	681919106	2,611	37,570	SH		DFND	10	0	20,192	0
ON SEMICONDUCTOR CORP	COM	682189105	11,339	969,971	SH		DFND	4	0	969,971	0
ONEOK INC NEW	COM	682680103	1,271	32,191	SH		DFND	4	0	32,191	0
ONEOK INC NEW	COM	682680103	454	11,496	SH		DFND	3	0	0	0
ONEOK INC NEW	COM	682680103	633	16,042	SH		DFND	10	0	16,042	0
ORACLE CORP	COM	68389X105	7,021	174,215	SH		DFND	3	0	0	0
ORACLE CORP	COM	68389X105	8,152	202,288	SH		DFND	10	0	196,206	0
ORACLE CORP	COM	68389X105	22,904	568,346	SH		DFND	4	0	568,346	0
ORACLE CORP	COM	68389X105	471	11,691	SH		DFND	5	0	0	0
ORACLE CORP	COM	68389X105	525	13,029	SH		DFND	8	0	13,029	0
OWENS & MINOR INC NEW	COM	690732102	4,019	118,192	SH		DFND	7	0	115,868	0
OWENS & MINOR INC NEW	COM	690732102	7,511	220,910	SH		DFND	9	0	220,910	0
OWENS CORNING NEW	COM	690742101	2,003	48,550	SH		DFND	5	0	48,550	0
P T TELEKOMUNIKASI INDONESIA	SPONSORED ADR	715684106	1,220	28,122	SH		DFND	5	0	28,122	0
PACCAR INC	COM	693718108	1,324	20,749	SH		DFND	10	0	20,749	0
PACIFIC PREMIER BANCORP	COM	69478X105	262	15,445	SH		DFND	4	0	15,445	0
PACKAGING CORP AMER	COM	695156109	240	3,841	SH		DFND	10	0	3,841	0
PACKAGING CORP AMER	COM	695156109	3,006	48,110	SH		DFND	5	0	48,110	0
PACKAGING CORP AMER	COM	695156109	1,161	18,584	SH		DFND	4	0	18,584	0
PALL CORP	COM	696429307	774	6,218	SH		DFND	10	0	6,218	0
PALO ALTO NETWORKS INC	COM	697435105	557	3,189	SH		DFND	10	0	3,189	0
PALO ALTO NETWORKS INC	COM	697435105	3,189	18,252	SH		DFND	4	0	18,252	0
PANERA BREAD CO	CL A	69840W108	1,140	6,520	SH		DFND	4	0	6,520	0
PARAMOUNT GROUP INC	COM	69924R108	4,005	233,390	SH		DFND	9	0	233,390	0
PARKER HANNIFIN CORP	COM	701094104	4,518	38,841	SH		DFND	7	0	38,841	0
PARKER HANNIFIN CORP	COM	701094104	1,414	12,152	SH		DFND	10	0	10,432	0
PARKER HANNIFIN CORP	COM	701094104	7,077	60,838	SH		DFND	9	0	60,838	0
PARKWAY PPTYS INC	COM	70159Q104	18,588	1,065,841	SH		DFND	9	0	1,065,841	0
PARTNERRE LTD	COM	G6852T105	1,510	11,749	SH		DFND	10	0	11,567	0
PATTERN ENERGY GROUP INC	CL A	70338P100	2,380	83,869	SH		DFND	4	0	83,869	0
PATTERSON COMPANIES INC	COM	703395103	803	16,505	SH		DFND	10	0	15,225	0
PATTERSON COMPANIES INC	COM	703395103	1,800	37,000	SH		DFND	1	0	0	0
PAYCHEX INC	COM	704326107	7,931	169,170	SH		DFND	10	0	135,222	0
PAYCHEX INC	COM	704326107	5,984	127,654	SH		DFND	5	0	127,654	0
PDC ENERGY INC	COM	69327R101	5,676	105,809	SH		DFND	4	0	105,809	0
PEABODY ENERGY CORP	COM	704549104	473	215,798	SH		DFND	4	0	215,798	0
PEBBLEBROOK HOTEL TR	COM	70509V100	4,018	93,703	SH		DFND	9	0	93,703	0
PEMBINA PIPELINE CORP	COM	706327103	1,631	50,500	SH		DFND	1	0	0	0
PEMBINA PIPELINE CORP	COM	706327103	777	24,063	SH		DFND	10	0	24,063	0
PENN WEST PETE LTD NEW	COM	707887105	82	47,282	SH		DFND	10	0	47,282	0
PENNEY J C INC	COM	708160106	139	16,466	SH		DFND	10	0	16,466	0
PENTAIR PLC	SHS	G7S00T104	1,971	28,675	SH		DFND	5	0	0	0
PENTAIR PLC	SHS	G7S00T104	1,169	17,000	SH		DFND	6	0	17,000	0
PENTAIR PLC	SHS	G7S00T104	698	10,152	SH		DFND	10	0	10,152	0
PENTAIR PLC	SHS	G7S00T104	1,116	16,238	SH		DFND	3	0	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	18,584	1,146,458	SH		DFND	10	0	1,144,871	0
PEPCO HOLDINGS INC	COM	713291102	1,792	66,509	SH		DFND	10	0	65,132	0
PEPSICO INC	COM	713448108	6,916	74,100	SH		DFND	1	0	0	0
PEPSICO INC	COM	713448108	5,320	57,001	SH		DFND	9	0	57,001	0
PEPSICO INC	COM	713448108	13,490	144,524	SH		DFND	10	0	114,159	0
PEPSICO INC	COM	713448108	47,721	511,255	SH		DFND	4	0	511,255	0
PEPSICO INC	COM	713448108	6,374	68,288	SH		DFND	3	0	0	0
PEPSICO INC	COM	713448108	15,061	161,353	SH		DFND	5	0	135,567	0
PEPSICO INC	COM	713448108	3,908	41,864	SH		DFND	7	0	39,968	0
PEPSICO INC	COM	713448108	525	5,624	SH		DFND	8	0	5,624	0
PERKINELMER INC	COM	714046109	379	7,200	SH		DFND	5	0	7,200	0
PERRIGO CO PLC	SHS	G97822103	1,663	9,000	SH		DFND	1	0	0	0
PERRIGO CO PLC	SHS	G97822103	506	2,737	SH		DFND	4	0	2,737	0
PERRIGO CO PLC	SHS	G97822103	2,633	14,248	SH		DFND	10	0	13,481	0
PERRIGO CO PLC	SHS	G97822103	1,423	7,699	SH		DFND	3	0	0	0
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	21,472	2,631,373	SH		DFND	2	0	1,438,368	0
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	3,871	474,399	SH		DFND	5	0	474,399	0
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	103	11,372	SH		DFND	4	0	0	0
PFIZER INC	COM	717081103	1,777	53,000	SH		DFND	1	0	0	0
PFIZER INC	COM	717081103	12,851	383,283	SH		DFND	10	0	373,147	0
PFIZER INC	COM	717081103	714	21,292	SH		DFND	6	0	21,292	0
PFIZER INC	COM	717081103	2,785	83,072	SH		DFND	5	0	28,648	0
PFIZER INC	COM	717081103	13,408	399,892	SH		DFND	4	0	399,892	0
PFIZER INC	COM	717081103	791	23,590	SH		DFND	8	0	23,590	0
PFIZER INC	COM	717081103	9,101	271,433	SH		DFND	3	0	0	0
PFIZER INC	COM	717081103	226	6,738	SH		DFND	9	0	6,738	0
PG&E CORP	COM	69331C108	2,511	51,143	SH		DFND	10	0	50,320	0
PG&E CORP	COM	69331C108	1,264	25,734	SH		DFND	3	0	0	0
PG&E CORP	COM	69331C108	2,585	52,651	SH		DFND	4	0	52,651	0
PHILIP MORRIS INTL INC	COM	718172109	5,972	74,491	SH		DFND	3	0	0	0
PHILIP MORRIS INTL INC	COM	718172109	408	5,086	SH		DFND	5	0	0	0
PHILIP MORRIS INTL INC	COM	718172109	473	5,902	SH		DFND	8	0	5,902	0
PHILIP MORRIS INTL INC	COM	718172109	8,790	109,642	SH		DFND	10	0	76,799	0
PHILLIPS 66	COM	718546104	5,761	71,510	SH		DFND	4	0	71,510	0
PHILLIPS 66	COM	718546104	1,877	23,299	SH		DFND	3	0	0	0
PHILLIPS 66	COM	718546104	3,194	39,645	SH		DFND	10	0	39,645	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	321	13,973	SH		DFND	10	0	0	0
PINNACLE WEST CAP CORP	COM	723484101	1,389	24,407	SH		DFND	4	0	24,407	0
PINNACLE WEST CAP CORP	COM	723484101	814	14,303	SH		DFND	10	0	13,423	0
PIONEER NAT RES CO	COM	723787107	1,042	7,512	SH		DFND	3	0	0	0
PIONEER NAT RES CO	COM	723787107	1,400	10,094	SH		DFND	10	0	10,094	0
PIONEER NAT RES CO	COM	723787107	1,095	7,892	SH		DFND	4	0	7,892	0
PLEXUS CORP	COM	729132100	6,929	157,915	SH		DFND	4	0	157,915	0
PLUM CREEK TIMBER CO INC	COM	729251108	838	20,647	SH		DFND	10	0	20,647	0
PMC-SIERRA INC	COM	69344F106	8,882	1,037,604	SH		DFND	4	0	1,037,604	0
PNC FINL SVCS GROUP INC	COM	693475105	3,237	33,846	SH		DFND	10	0	33,846	0
PNC FINL SVCS GROUP INC	COM	693475105	201	2,101	SH		DFND	8	0	2,101	0
PNC FINL SVCS GROUP INC	COM	693475105	8,168	85,396	SH		DFND	7	0	83,481	0
PNC FINL SVCS GROUP INC	COM	693475105	13,769	143,955	SH		DFND	9	0	143,955	0
PNC FINL SVCS GROUP INC	COM	693475105	2,233	23,347	SH		DFND	3	0	0	0
PNM RES INC	COM	69349H107	3,089	125,560	SH		DFND	4	0	125,560	0
POLARIS INDS INC	COM	731068102	925	6,244	SH		DFND	10	0	4,755	0
POLARIS INDS INC	COM	731068102	6,300	42,534	SH		DFND	5	0	42,534	0
POPEYES LA KITCHEN INC	COM	732872106	1,150	19,165	SH		DFND	4	0	19,165	0
PORTLAND GEN ELEC CO	COM NEW	736508847	3,082	92,953	SH		DFND	4	0	92,953	0
POTASH CORP SASK INC	COM	73755L107	1,073	34,632	SH		DFND	3	0	0	0
POTASH CORP SASK INC	COM	73755L107	2,153	69,534	SH		DFND	10	0	69,534	0
POTASH CORP SASK INC	COM	73755L107	1,116	36,051	SH		DFND	4	0	36,051	0
PPG INDS INC	COM	693506107	1,563	13,623	SH		DFND	10	0	13,623	0
PPL CORP	COM	69351T106	2,324	78,856	SH		DFND	10	0	78,856	0
PPL CORP	COM	69351T106	1,998	67,800	SH		DFND	1	0	0	0
PPL CORP	COM	69351T106	976	33,132	SH		DFND	3	0	0	0
PRAXAIR INC	COM	74005P104	1,469	12,287	SH		DFND	3	0	0	0
PRAXAIR INC	COM	74005P104	5,998	50,175	SH		DFND	5	0	50,175	0
PRAXAIR INC	COM	74005P104	21,051	176,085	SH		DFND	10	0	160,124	0
PRAXAIR INC	COM	74005P104	2,672	22,351	SH		DFND	4	0	22,351	0
PRAXAIR INC	COM	74005P104	2,032	17,000	SH		DFND	1	0	0	0
PRECISION CASTPARTS CORP	COM	740189105	1,431	7,161	SH		DFND	3	0	0	0
PRECISION CASTPARTS CORP	COM	740189105	1,852	9,264	SH		DFND	10	0	9,264	0
PRICE T ROWE GROUP INC	COM	74144T108	1,954	25,136	SH		DFND	3	0	0	0
PRICE T ROWE GROUP INC	COM	74144T108	2,567	33,028	SH		DFND	5	0	33,028	0
PRICE T ROWE GROUP INC	COM	74144T108	1,934	24,881	SH		DFND	10	0	17,328	0
PRICELINE GRP INC	COM NEW	741503403	2,774	2,409	SH		DFND	10	0	2,409	0
PRICELINE GRP INC	COM NEW	741503403	23,373	20,300	SH		DFND	9	0	20,300	0
PRICELINE GRP INC	COM NEW	741503403	2,484	2,157	SH		DFND	5	0	2,157	0
PRICELINE GRP INC	COM NEW	741503403	236	205	SH		DFND	8	0	205	0
PRICELINE GRP INC	COM NEW	741503403	2,497	2,169	SH		DFND	3	0	0	0
PRICELINE GRP INC	COM NEW	741503403	5,066	4,400	SH		DFND	6	0	4,400	0
PRICELINE GRP INC	COM NEW	741503403	40,039	34,775	SH		DFND	4	0	34,775	0
PRICELINE GRP INC	DEBT 1.000% 3/1	741503AQ9	1,770	1,370,000	PRN		DFND	5	0	1,450	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	32,571	29,450,000	PRN		DFND	5	0	24,315,939	0
PRICESMART INC	COM	741511109	2,070	22,685	SH		DFND	4	0	22,685	0
PRINCIPAL FINL GROUP INC	COM	74251V102	911	17,765	SH		DFND	10	0	17,765	0
PRINCIPAL FINL GROUP INC	COM	74251V102	710	13,852	SH		DFND	5	0	13,852	0
PRINCIPAL FINL GROUP INC	COM	74251V102	1,463	28,521	SH		DFND	3	0	0	0
PRIVATEBANCORP INC	COM	742962103	7,033	176,615	SH		DFND	4	0	176,615	0
PROCTER & GAMBLE CO	COM	742718109	10,659	136,237	SH		DFND	9	0	136,237	0
PROCTER & GAMBLE CO	COM	742718109	779	9,956	SH		DFND	8	0	9,956	0
PROCTER & GAMBLE CO	COM	742718109	25,346	323,950	SH		DFND	5	0	259,713	0
PROCTER & GAMBLE CO	COM	742718109	1,017	13,000	SH		DFND	6	0	13,000	0
PROCTER & GAMBLE CO	COM	742718109	7,143	91,292	SH		DFND	7	0	88,399	0
PROCTER & GAMBLE CO	COM	742718109	9,099	116,293	SH		DFND	3	0	0	0
PROCTER & GAMBLE CO	COM	742718109	15,195	194,207	SH		DFND	10	0	187,979	0
PROCTER & GAMBLE CO	COM	742718109	3,756	48,000	SH		DFND	1	0	0	0
PROGRESSIVE CORP OHIO	COM	743315103	9,319	334,856	SH		DFND	10	0	334,856	0
PROLOGIS INC	COM	74340W103	17,930	483,281	SH		DFND	9	0	483,281	0
PROLOGIS INC	COM	74340W103	906	24,419	SH		DFND	3	0	0	0
PROLOGIS INC	COM	74340W103	1,385	37,325	SH		DFND	10	0	37,325	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	749	770,000	PRN		DFND	5	0	62,112	0
PRUDENTIAL FINL INC	COM	744320102	1,933	22,084	SH		DFND	3	0	0	0
PRUDENTIAL FINL INC	COM	744320102	13,718	156,741	SH		DFND	5	0	99,078	0
PRUDENTIAL FINL INC	COM	744320102	14,217	162,444	SH		DFND	4	0	162,444	0
PRUDENTIAL FINL INC	COM	744320102	2,201	25,152	SH		DFND	10	0	25,152	0
PRUDENTIAL FINL INC	COM	744320102	849	9,700	SH		DFND	6	0	9,700	0
PTC INC	COM	69370C100	24,605	599,827	SH		DFND	4	0	599,827	0
PUBLIC STORAGE	COM	74460D109	1,422	7,713	SH		DFND	3	0	0	0
PUBLIC STORAGE	COM	74460D109	2,004	10,869	SH		DFND	10	0	10,869	0
PUBLIC STORAGE	COM	74460D109	922	5,000	SH		DFND	1	0	0	0
PUBLIC STORAGE	COM	74460D109	15,041	81,583	SH		DFND	9	0	81,583	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	1,278	32,544	SH		DFND	3	0	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	2,061	52,458	SH		DFND	10	0	52,458	0
PULTE GROUP INC	COM	745867101	357	17,707	SH		DFND	10	0	17,707	0
PVH CORP	COM	693656100	918	7,967	SH		DFND	10	0	7,967	0
QEP RES INC	COM	74733V100	191	10,297	SH		DFND	10	0	10,297	0
QIAGEN NV	REG SHS	N72482107	289	11,674	SH		DFND	5	0	4,402	0
QIAGEN NV	REG SHS	N72482107	5,879	237,171	SH		DFND	10	0	237,171	0
QORVO INC	COM	74736K101	366	4,559	SH		DFND	10	0	4,559	0
QUALCOMM INC	COM	747525103	382	6,103	SH		DFND	8	0	6,103	0
QUALCOMM INC	COM	747525103	9,397	150,034	SH		DFND	10	0	121,615	0
QUALCOMM INC	COM	747525103	5,796	92,551	SH		DFND	7	0	90,429	0
QUALCOMM INC	COM	747525103	18,393	293,682	SH		DFND	9	0	293,682	0
QUALCOMM INC	COM	747525103	4,347	69,406	SH		DFND	3	0	0	0
QUALCOMM INC	COM	747525103	1,079	17,235	SH		DFND	4	0	17,235	0
QUALCOMM INC	COM	747525103	337	5,375	SH		DFND	5	0	0	0
QUANTA SVCS INC	COM	74762E102	311	10,791	SH		DFND	10	0	10,791	0
QUANTA SVCS INC	COM	74762E102	1,653	57,351	SH		DFND	5	0	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	5,832	80,418	SH		DFND	7	0	78,551	0
QUEST DIAGNOSTICS INC	COM	74834L100	1,196	16,496	SH		DFND	3	0	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	1,740	24,000	SH		DFND	1	0	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	10,420	143,680	SH		DFND	9	0	143,680	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,032	28,023	SH		DFND	10	0	26,241	0
QUESTAR CORP	COM	748356102	539	25,783	SH		DFND	10	0	25,783	0
QUINTILES TRANSNATIO HLDGS I	COM	74876Y101	232	3,191	SH		DFND	10	0	3,191	0
RACKSPACE HOSTING INC	COM	750086100	415	11,147	SH		DFND	10	0	11,147	0
RADIAN GROUP INC	COM	750236101	359	19,134	SH		DFND	10	0	2,027	0
RADIAN GROUP INC	COM	750236101	4,065	216,700	SH		DFND	5	0	216,700	0
RALPH LAUREN CORP	CL A	751212101	820	6,199	SH		DFND	10	0	4,851	0
RAMCO-GERSHENSON PPTYS TR	COM SH BEN INT	751452202	12,477	764,534	SH		DFND	9	0	764,534	0
RANGE RES CORP	COM	75281A109	699	14,154	SH		DFND	10	0	14,154	0
RANGE RES CORP	COM	75281A109	24,307	492,241	SH		DFND	4	0	492,241	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	256	4,291	SH		DFND	10	0	4,291	0
RAYONIER INC	COM	754907103	537	21,004	SH		DFND	10	0	21,004	0
RAYTHEON CO	COM NEW	755111507	622	6,500	SH		DFND	5	0	6,500	0
RAYTHEON CO	COM NEW	755111507	17,485	182,746	SH		DFND	4	0	182,746	0
RAYTHEON CO	COM NEW	755111507	1,226	12,817	SH		DFND	10	0	11,142	0
REALOGY HLDGS CORP	COM	75605Y106	249	5,320	SH		DFND	10	0	5,320	0
REALTY INCOME CORP	COM	756109104	898	20,225	SH		DFND	10	0	20,225	0
REALTY INCOME CORP	COM	756109104	13,338	300,475	SH		DFND	9	0	300,475	0
RECEPTOS INC	COM	756207106	28,544	150,194	SH		DFND	4	0	150,194	0
RED HAT INC	COM	756577102	1,163	15,319	SH		DFND	3	0	0	0
RED HAT INC	COM	756577102	787	10,360	SH		DFND	10	0	10,360	0
RED HAT INC	COM	756577102	600	7,900	SH		DFND	5	0	7,900	0
REGAL BELOIT CORP	COM	758750103	2,181	30,050	SH		DFND	5	0	0	0
REGENCY CTRS CORP	COM	758849103	15,978	270,909	SH		DFND	9	0	270,909	0
REGENCY CTRS CORP	COM	758849103	745	12,631	SH		DFND	10	0	12,631	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,874	3,674	SH		DFND	3	0	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	2,333	4,573	SH		DFND	10	0	4,573	0
REGIONS FINL CORP NEW	COM	7591EP100	897	86,630	SH		DFND	10	0	86,630	0
REGIONS FINL CORP NEW	COM	7591EP100	21,997	2,123,306	SH		DFND	4	0	2,123,306	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	920	15,218	SH		DFND	4	0	15,218	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	1,858	18,300	SH		DFND	1	0	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	1,988	19,583	SH		DFND	10	0	19,351	0
REPLIGEN CORP	COM	759916109	13,114	317,753	SH		DFND	4	0	317,753	0
REPUBLIC SVCS INC	COM	760759100	2,185	55,789	SH		DFND	5	0	8,200	0
REPUBLIC SVCS INC	COM	760759100	3,755	95,874	SH		DFND	7	0	94,120	0
REPUBLIC SVCS INC	COM	760759100	6,382	162,935	SH		DFND	9	0	162,935	0
REPUBLIC SVCS INC	COM	760759100	11,119	283,874	SH		DFND	10	0	257,182	0
RESMED INC	COM	761152107	356	6,321	SH		DFND	10	0	6,321	0
RETROPHIN INC	COM	761299106	8,005	241,493	SH		DFND	4	0	241,493	0
REYNOLDS AMERICAN INC	COM	761713106	527	7,061	SH		DFND	3	0	0	0
REYNOLDS AMERICAN INC	COM	761713106	2,882	38,602	SH		DFND	10	0	38,602	0
REYNOLDS AMERICAN INC	COM	761713106	3,978	53,278	SH		DFND	5	0	53,278	0
RITE AID CORP	COM	767754104	606	72,581	SH		DFND	10	0	47,796	0
RLJ LODGING TR	COM	74965L101	6,006	201,681	SH		DFND	4	0	201,681	0
RLJ LODGING TR	COM	74965L101	10,143	340,590	SH		DFND	9	0	340,590	0
ROBERT HALF INTL INC	COM	770323103	1,268	22,851	SH		DFND	10	0	14,794	0
ROBERT HALF INTL INC	COM	770323103	8,525	153,599	SH		DFND	5	0	153,599	0
ROCK-TENN CO	CL A	772739207	400	6,640	SH		DFND	10	0	6,640	0
ROCKWELL AUTOMATION INC	COM	773903109	1,689	13,552	SH		DFND	3	0	0	0
ROCKWELL AUTOMATION INC	COM	773903109	1,032	8,280	SH		DFND	10	0	8,280	0
ROCKWELL COLLINS INC	COM	774341101	4,400	47,649	SH		DFND	5	0	47,649	0
ROCKWELL COLLINS INC	COM	774341101	10,855	117,543	SH		DFND	10	0	104,014	0
ROCKWELL COLLINS INC	COM	774341101	2,437	26,388	SH		DFND	3	0	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	2,317	65,217	SH		DFND	10	0	63,696	0
ROGERS COMMUNICATIONS INC	CL B	775109200	1,488	41,874	SH		DFND	4	0	41,874	0
ROGERS COMMUNICATIONS INC	CL B	775109200	4,514	127,047	SH		DFND	7	0	123,882	0
ROGERS COMMUNICATIONS INC	CL B	775109200	8,332	234,499	SH		DFND	9	0	0	0
ROPER TECHNOLOGIES INC	COM	776696106	6,354	36,843	SH		DFND	10	0	36,651	0
ROSS STORES INC	COM	778296103	2,726	56,071	SH		DFND	10	0	51,195	0
ROSS STORES INC	COM	778296103	8,459	174,009	SH		DFND	5	0	174,009	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	503	8,222	SH		DFND	5	0	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	3,852	62,988	SH		DFND	3	0	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	7,043	115,176	SH		DFND	10	0	111,156	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	318	5,206	SH		DFND	8	0	5,206	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	482	7,875	SH		DFND	4	0	7,875	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	25,338	322,000	SH		DFND	9	0	322,000	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	1,715	21,790	SH		DFND	4	0	21,790	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	868	11,028	SH		DFND	10	0	11,028	0
RYDER SYS INC	COM	783549108	44,608	510,559	SH		DFND	4	0	510,559	0
RYDER SYS INC	COM	783549108	786	9,000	SH		DFND	10	0	3,861	0
RYDER SYS INC	COM	783549108	9,602	109,898	SH		DFND	5	0	109,898	0
SABRA HEALTH CARE REIT INC	COM	78573L106	7,758	301,396	SH		DFND	9	0	301,396	0
SALESFORCE COM INC	COM	79466L302	2,428	34,877	SH		DFND	10	0	34,877	0
SALESFORCE COM INC	COM	79466L302	201	2,893	SH		DFND	9	0	2,893	0
SALESFORCE COM INC	COM	79466L302	905	13,000	SH		DFND	6	0	13,000	0
SALESFORCE COM INC	COM	79466L302	17,833	256,104	SH		DFND	5	0	179,490	0
SALESFORCE COM INC	COM	79466L302	1,091	15,670	SH		DFND	4	0	15,670	0
SALESFORCE COM INC	NOTE 0.250% 4/0	79466LAD6	13,294	11,000,000	PRN		DFND	6	0	11,000,000	0
SALESFORCE COM INC	NOTE 0.250% 4/0	79466LAD6	35,871	29,500,000	PRN		DFND	5	0	29,500,000	0
SANCHEZ ENERGY CORP	COM	79970Y105	9,071	925,645	SH		DFND	4	0	925,645	0
SANDERSON FARMS INC	COM	800013104	2,171	28,883	SH		DFND	4	0	28,883	0
SANDISK CORP	COM	80004C101	836	14,353	SH		DFND	10	0	13,380	0
SANDISK CORP	COM	80004C101	301	5,177	SH		DFND	4	0	5,177	0
SANDISK CORP	COM	80004C101	814	13,988	SH		DFND	3	0	0	0
SANDISK CORP	NOTE 0.500%10/1	80004CAF8	34,935	36,000,000	PRN		DFND	5	0	36,000,000	0
SANTANDER CONSUMER USA HDG I	COM	80283M101	215	8,401	SH		DFND	10	0	0	0
SBA COMMUNICATIONS CORP	COM	78388J106	2,243	19,510	SH		DFND	10	0	19,510	0
SBA COMMUNICATIONS CORP	COM	78388J106	844	7,341	SH		DFND	4	0	7,341	0
SCANA CORP NEW	COM	80589M102	916	18,092	SH		DFND	10	0	16,614	0
SCHEIN HENRY INC	COM	806407102	3,302	23,231	SH		DFND	3	0	0	0
SCHEIN HENRY INC	COM	806407102	6,867	48,321	SH		DFND	10	0	47,885	0
SCHLUMBERGER LTD	COM	806857108	7,072	82,046	SH		DFND	5	0	22,511	0
SCHLUMBERGER LTD	COM	806857108	5,592	64,882	SH		DFND	10	0	61,439	0
SCHLUMBERGER LTD	COM	806857108	5,236	60,748	SH		DFND	3	0	0	0
SCHLUMBERGER LTD	COM	806857108	10,884	126,283	SH		DFND	4	0	126,283	0
SCHLUMBERGER LTD	COM	806857108	410	4,754	SH		DFND	8	0	4,754	0
SCHOLASTIC CORP	COM	807066105	2,098	47,550	SH		DFND	5	0	47,550	0
SCHWAB CHARLES CORP NEW	COM	808513105	9,365	286,819	SH		DFND	4	0	286,819	0
SCHWAB CHARLES CORP NEW	COM	808513105	2,265	69,363	SH		DFND	10	0	69,363	0
SCHWAB CHARLES CORP NEW	COM	808513105	22,235	681,000	SH		DFND	9	0	681,000	0
SCRIPPS NETWORKS INTERACT IN	CL A COM	811065101	755	11,547	SH		DFND	10	0	11,547	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	501	10,540	SH		DFND	4	0	10,540	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	1,170	24,641	SH		DFND	10	0	23,898	0
SEALED AIR CORP NEW	COM	81211K100	996	19,386	SH		DFND	10	0	18,927	0
SEALED AIR CORP NEW	COM	81211K100	10,968	213,468	SH		DFND	5	0	213,468	0
SEI INVESTMENTS CO	COM	784117103	404	8,237	SH		DFND	10	0	8,237	0
SELECT COMFORT CORP	COM	81616X103	286	9,501	SH		DFND	10	0	0	0
SEMGROUP CORP	CL A	81663A105	7,048	88,673	SH		DFND	4	0	88,673	0
SEMPRA ENERGY	COM	816851109	3,265	33,002	SH		DFND	10	0	33,002	0
SEMPRA ENERGY	COM	816851109	19,273	194,795	SH		DFND	4	0	194,795	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	1,183	67,397	SH		DFND	9	0	67,397	0
SENSIENT TECHNOLOGIES CORP	COM	81725T100	926	13,557	SH		DFND	5	0	13,557	0
SERVICE CORP INTL	COM	817565104	509	17,295	SH		DFND	10	0	1,765	0
SERVICENOW INC	COM	81762P102	449	6,040	SH		DFND	10	0	6,040	0
SERVICENOW INC	COM	81762P102	355	4,773	SH		DFND	4	0	4,773	0
SERVICENOW INC	NOTE 11/0	81762PAB8	14,115	12,000,000	PRN		DFND	5	0	12,000,000	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	3,554	163,090	SH		DFND	7	0	159,409	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	1,938	88,948	SH		DFND	10	0	38,166	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	5,416	248,542	SH		DFND	9	0	0	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	1,569	72,000	SH		DFND	1	0	0	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	894	41,049	SH		DFND	3	0	0	0
SHERWIN WILLIAMS CO	COM	824348106	1,100	4,000	SH		DFND	1	0	0	0
SHERWIN WILLIAMS CO	COM	824348106	4,832	17,569	SH		DFND	10	0	13,439	0
SHERWIN WILLIAMS CO	COM	824348106	13,191	47,965	SH		DFND	5	0	47,965	0
SHERWIN WILLIAMS CO	COM	824348106	2,607	9,480	SH		DFND	3	0	0	0
SIGMA ALDRICH CORP	COM	826552101	2,402	17,235	SH		DFND	3	0	0	0
SIGMA ALDRICH CORP	COM	826552101	2,625	18,838	SH		DFND	10	0	18,188	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	659	4,500	SH		DFND	5	0	4,500	0
SIGNET JEWELERS LIMITED	SHS	G81276100	18,162	141,628	SH		DFND	5	0	113,079	0
SIGNET JEWELERS LIMITED	SHS	G81276100	914	7,125	SH		DFND	10	0	7,125	0
SIMON PPTY GROUP INC NEW	COM	828806109	19,406	112,159	SH		DFND	4	0	112,159	0
SIMON PPTY GROUP INC NEW	COM	828806109	215	1,243	SH		DFND	8	0	1,243	0
SIMON PPTY GROUP INC NEW	COM	828806109	6,842	39,547	SH		DFND	9	0	39,547	0
SIMON PPTY GROUP INC NEW	COM	828806109	279	1,611	SH		DFND	5	0	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	2,186	12,635	SH		DFND	3	0	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	3,985	23,030	SH		DFND	10	0	22,051	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	286	10,237	SH		DFND	10	0	0	0
SIRIUS XM HLDGS INC	COM	82968B103	1,251	335,365	SH		DFND	10	0	335,365	0
SIRIUS XM HLDGS INC	COM	82968B103	667	178,954	SH		DFND	3	0	0	0
SIRIUS XM HLDGS INC	COM	82968B103	47	12,515	SH		DFND	8	0	12,515	0
SIX FLAGS ENTMT CORP NEW	COM	83001A102	490	10,933	SH		DFND	10	0	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	1,500	14,412	SH		DFND	10	0	12,388	0
SKYWORKS SOLUTIONS INC	COM	83088M102	3,551	34,109	SH		DFND	5	0	34,109	0
SL GREEN RLTY CORP	COM	78440X101	858	7,809	SH		DFND	10	0	7,809	0
SL GREEN RLTY CORP	COM	78440X101	1,067	9,713	SH		DFND	3	0	0	0
SL GREEN RLTY CORP	COM	78440X101	14,222	129,416	SH		DFND	9	0	129,416	0
SLM CORP	COM	78442P106	945	95,782	SH		DFND	10	0	95,782	0
SM ENERGY CO	COM	78454L100	898	19,476	SH		DFND	5	0	19,476	0
SMUCKER J M CO	COM NEW	832696405	1,066	9,836	SH		DFND	3	0	0	0
SMUCKER J M CO	COM NEW	832696405	1,397	12,890	SH		DFND	10	0	12,890	0
SNAP ON INC	COM	833034101	427	2,682	SH		DFND	10	0	2,682	0
SOLARWINDS INC	COM	83416B109	5,399	117,028	SH		DFND	4	0	117,028	0
SONIC CORP	COM	835451105	5,173	179,634	SH		DFND	4	0	179,634	0
SOUTHERN CO	COM	842587107	1,409	33,626	SH		DFND	3	0	0	0
SOUTHERN CO	COM	842587107	389	9,281	SH		DFND	5	0	0	0
SOUTHERN CO	COM	842587107	852	20,326	SH		DFND	4	0	20,326	0
SOUTHERN CO	COM	842587107	4,166	99,436	SH		DFND	10	0	87,658	0
SOUTHERN CO	COM	842587107	3,897	93,000	SH		DFND	1	0	0	0
SOUTHERN COPPER CORP	COM	84265V105	602	20,464	SH		DFND	10	0	20,464	0
SOUTHWEST AIRLS CO	COM	844741108	1,812	54,746	SH		DFND	10	0	25,993	0
SOUTHWEST AIRLS CO	COM	844741108	9,280	280,459	SH		DFND	5	0	280,459	0
SOUTHWESTERN ENERGY CO	COM	845467109	9,145	402,315	SH		DFND	5	0	365,217	0
SOUTHWESTERN ENERGY CO	COM	845467109	2,313	101,740	SH		DFND	4	0	101,740	0
SOUTHWESTERN ENERGY CO	COM	845467109	1,055	46,397	SH		DFND	10	0	46,397	0
SPECTRA ENERGY CORP	COM	847560109	2,148	65,903	SH		DFND	3	0	0	0
SPECTRA ENERGY CORP	COM	847560109	2,898	88,884	SH		DFND	10	0	87,343	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	1,475	26,767	SH		DFND	5	0	26,767	0
SPIRIT AIRLS INC	COM	848577102	4,203	67,679	SH		DFND	5	0	67,679	0
SPIRIT AIRLS INC	COM	848577102	468	7,544	SH		DFND	10	0	644	0
SPIRIT RLTY CAP INC NEW	COM	84860W102	14,266	1,475,309	SH		DFND	9	0	1,475,309	0
SPLUNK INC	COM	848637104	248	3,562	SH		DFND	10	0	3,562	0
SPRINT CORP	COM SER 1	85207U105	294	64,370	SH		DFND	4	0	64,370	0
SPRINT CORP	COM SER 1	85207U105	869	190,470	SH		DFND	10	0	190,470	0
SPRINT CORP	COM SER 1	85207U105	187	41,085	SH		DFND	3	0	0	0
SPROUTS FMRS MKT INC	COM	85208M102	7,231	268,000	SH		DFND	9	0	268,000	0
SPX CORP	COM	784635104	266	3,679	SH		DFND	10	0	3,679	0
ST JUDE MED INC	COM	790849103	17,808	243,708	SH		DFND	4	0	243,708	0
ST JUDE MED INC	COM	790849103	1,807	24,733	SH		DFND	10	0	24,733	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	4,111	425,553	SH		DFND	4	0	425,553	0
STAG INDL INC	COM	85254J102	3,958	197,876	SH		DFND	4	0	197,876	0
STANLEY BLACK & DECKER INC	COM	854502101	1,930	18,341	SH		DFND	3	0	0	0
STANLEY BLACK & DECKER INC	COM	854502101	1,316	12,507	SH		DFND	10	0	12,507	0
STAPLES INC	COM	855030102	1,124	73,425	SH		DFND	10	0	67,763	0
STARBUCKS CORP	COM	855244109	326	6,074	SH		DFND	8	0	6,074	0
STARBUCKS CORP	COM	855244109	6,070	113,216	SH		DFND	10	0	93,716	0
STARBUCKS CORP	COM	855244109	52,351	976,418	SH		DFND	4	0	976,418	0
STARBUCKS CORP	COM	855244109	2,421	45,162	SH		DFND	5	0	45,162	0
STARBUCKS CORP	COM	855244109	3,416	63,710	SH		DFND	3	0	0	0
STARWOOD HOTELS&RESORTS WRLD	COM	85590A401	704	8,679	SH		DFND	10	0	8,679	0
STARWOOD HOTELS&RESORTS WRLD	COM	85590A401	815	10,054	SH		DFND	4	0	10,054	0
STARWOOD HOTELS&RESORTS WRLD	COM	85590A401	2,590	31,941	SH		DFND	5	0	31,941	0
STARWOOD HOTELS&RESORTS WRLD	COM	85590A401	811	10,000	SH		DFND	6	0	10,000	0
STARWOOD PPTY TR INC	NOTE 4.550% 3/0	85571BAA3	12,683	12,000,000	PRN		DFND	5	0	12,000,000	0
STARWOOD PPTY TR INC	NOTE 4.000% 1/1	85571BAB1	21,511	20,000,000	PRN		DFND	5	0	20,000,000	0
STARZ	COM SER A	85571Q102	4,112	91,941	SH		DFND	4	0	91,941	0
STATE STR CORP	COM	857477103	1,710	22,212	SH		DFND	3	0	0	0
STATE STR CORP	COM	857477103	1,923	24,971	SH		DFND	10	0	24,971	0
STATE STR CORP	COM	857477103	13,937	181,000	SH		DFND	9	0	181,000	0
STATE STR CORP	COM	857477103	10,687	138,798	SH		DFND	4	0	138,798	0
STEEL DYNAMICS INC	COM	858119100	1,015	49,014	SH		DFND	4	0	49,014	0
STERICYCLE INC	COM	858912108	1,004	7,499	SH		DFND	3	0	0	0
STERICYCLE INC	COM	858912108	18,601	138,909	SH		DFND	10	0	138,200	0
STERICYCLE INC	COM	858912108	991	7,400	SH		DFND	5	0	7,400	0
STERIS CORP	COM	859152100	10,647	165,223	SH		DFND	4	0	165,223	0
STRATEGIC HOTELS & RESORTS I	COM	86272T106	9,750	804,426	SH		DFND	9	0	804,426	0
STRYKER CORP	COM	863667101	418	4,375	SH		DFND	5	0	0	0
STRYKER CORP	COM	863667101	14,586	152,621	SH		DFND	10	0	150,048	0
STRYKER CORP	COM	863667101	2,258	23,628	SH		DFND	3	0	0	0
SUN LIFE FINL INC	COM	866796105	1,589	47,573	SH		DFND	3	0	0	0
SUN LIFE FINL INC	COM	866796105	1,593	47,701	SH		DFND	10	0	47,701	0
SUNEDISON INC	COM	86732Y109	233	7,800	SH		DFND	10	0	7,800	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	19,189	20,000,000	PRN		DFND	5	0	20,000,000	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	8,558	570,173	SH		DFND	9	0	570,173	0
SUNTRUST BKS INC	COM	867914103	1,470	34,175	SH		DFND	10	0	34,175	0
SUPERVALU INC	COM	868536103	105	13,038	SH		DFND	10	0	13,038	0
SVB FINL GROUP	COM	78486Q101	672	4,667	SH		DFND	5	0	4,667	0
SWIFT TRANSN CO	CL A	87074U101	2,997	132,189	SH		DFND	5	0	132,189	0
SWIFT TRANSN CO	CL A	87074U101	8,530	376,273	SH		DFND	4	0	376,273	0
SYMANTEC CORP	COM	871503108	2,143	92,175	SH		DFND	10	0	92,175	0
SYMANTEC CORP	COM	871503108	3,929	168,970	SH		DFND	5	0	168,970	0
SYMANTEC CORP	COM	871503108	32,988	1,418,818	SH		DFND	4	0	1,418,818	0
SYMANTEC CORP	COM	871503108	1,083	46,597	SH		DFND	3	0	0	0
SYMETRA FINL CORP	COM	87151Q106	6,624	274,049	SH		DFND	4	0	274,049	0
SYNCHRONY FINL	COM	87165B103	307	9,323	SH		DFND	10	0	9,323	0
SYNOPSYS INC	COM	871607107	974	19,234	SH		DFND	10	0	18,360	0
SYSCO CORP	COM	871829107	7,154	198,165	SH		DFND	7	0	194,599	0
SYSCO CORP	COM	871829107	1,546	42,832	SH		DFND	3	0	0	0
SYSCO CORP	COM	871829107	5,726	158,604	SH		DFND	5	0	158,604	0
SYSCO CORP	COM	871829107	2,615	72,433	SH		DFND	10	0	70,369	0
SYSCO CORP	COM	871829107	11,546	319,832	SH		DFND	9	0	319,832	0
T MOBILE US INC	COM	872590104	1,657	42,744	SH		DFND	10	0	42,744	0
T MOBILE US INC	COM	872590104	577	14,881	SH		DFND	4	0	14,881	0
T MOBILE US INC	COM	872590104	1,396	36,000	SH		DFND	6	0	36,000	0
T MOBILE US INC	CONV PFD SER A	872590203	16,875	250,000	PRN		DFND	5	0	250,000	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	18,843	829,722	SH		DFND	4	0	829,722	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	6,763	297,790	SH		DFND	7	0	1,488,950	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	2,023	89,083	SH		DFND	10	0	89,083	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	2,469	77,872	SH		DFND	9	0	77,872	0
TARGET CORP	COM	87612E106	7,196	88,159	SH		DFND	5	0	88,159	0
TARGET CORP	COM	87612E106	5,004	61,305	SH		DFND	7	0	59,666	0
TARGET CORP	COM	87612E106	7,741	94,826	SH		DFND	9	0	94,826	0
TARGET CORP	COM	87612E106	4,005	49,061	SH		DFND	10	0	48,236	0
TARGET CORP	COM	87612E106	2,353	28,831	SH		DFND	3	0	0	0
TATA MTRS LTD	SPONSORED ADR	876568502	2,164	62,772	SH		DFND	4	0	62,772	0
TATA MTRS LTD	SPONSORED ADR	876568502	2,885	83,709	SH		DFND	7	0	418,545	0
TD AMERITRADE HLDG CORP	COM	87236Y108	1,091	29,642	SH		DFND	10	0	29,642	0
TE CONNECTIVITY LTD	REG SHS	H84989104	15,411	239,669	SH		DFND	5	0	179,328	0
TE CONNECTIVITY LTD	REG SHS	H84989104	18,107	281,606	SH		DFND	10	0	278,180	0
TE CONNECTIVITY LTD	REG SHS	H84989104	2,205	34,295	SH		DFND	3	0	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	25,270	393,000	SH		DFND	9	0	393,000	0
TE CONNECTIVITY LTD	REG SHS	H84989104	709	11,021	SH		DFND	4	0	11,021	0
TEAM HEALTH HOLDINGS INC	COM	87817A107	4,812	73,663	SH		DFND	4	0	73,663	0
TECK RESOURCES LTD	CL B	878742204	354	35,753	SH		DFND	10	0	35,753	0
TECO ENERGY INC	COM	872375100	615	34,815	SH		DFND	10	0	34,815	0
TEKMIRA PHARMACEUTICALS CORP	COM NEW	87911B209	2,525	212,934	SH		DFND	4	0	212,934	0
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	144	10,358	SH		DFND	9	0	0	0
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	3,810	273,508	SH		DFND	2	0	118,499	0
TELUS CORP	COM	87971M103	238	6,900	SH		DFND	10	0	6,900	0
TEMPUR SEALY INTL INC	COM	88023U101	2,537	38,493	SH		DFND	5	0	38,493	0
TENET HEALTHCARE CORP	COM NEW	88033G407	774	13,364	SH		DFND	5	0	13,364	0
TENNECO INC	COM	880349105	6,125	106,635	SH		DFND	4	0	106,635	0
TERADATA CORP DEL	COM	88076W103	589	15,907	SH		DFND	10	0	15,907	0
TERNIUM SA	SPON ADR	880890108	647	37,400	SH		DFND	5	0	37,400	0
TERNIUM SA	SPON ADR	880890108	223	12,900	SH		DFND	2	0	0	0
TESLA MTRS INC	COM	88160R101	1,576	5,874	SH		DFND	10	0	5,874	0
TESLA MTRS INC	NOTE 0.250% 3/0	88160RAB7	28,693	29,000,000	PRN		DFND	5	0	29,000,000	0
TESLA MTRS INC	NOTE 1.250% 3/0	88160RAC5	29,280	29,810,000	PRN		DFND	5	0	29,810,000	0
TESORO CORP	COM	881609101	5,377	63,699	SH		DFND	5	0	63,699	0
TESORO CORP	COM	881609101	1,030	12,201	SH		DFND	10	0	9,597	0
TEVA PHARMACEUTICAL FIN LLC	DBCV 0.250% 2/0	88163VAE9	8,548	6,110,000	PRN		DFND	5	0	5,026,238	0
TEVA PHARMACEUTICAL INDS LTD	ADR	881624209	4,564	77,231	SH		DFND	4	0	77,231	0
TEXAS INSTRS INC	COM	882508104	6,708	130,233	SH		DFND	10	0	95,459	0
TEXAS INSTRS INC	COM	882508104	4,754	92,294	SH		DFND	4	0	92,294	0
TEXAS INSTRS INC	COM	882508104	2,511	48,755	SH		DFND	3	0	0	0
TEXAS INSTRS INC	COM	882508104	248	4,821	SH		DFND	8	0	4,821	0
TEXAS INSTRS INC	COM	882508104	8,793	170,707	SH		DFND	5	0	136,019	0
THE ADT CORPORATION	COM	00101J106	6,570	195,699	SH		DFND	7	0	195,699	0
THE ADT CORPORATION	COM	00101J106	10,786	321,307	SH		DFND	9	0	321,307	0
THE ADT CORPORATION	COM	00101J106	509	15,167	SH		DFND	10	0	15,167	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	3,085	23,773	SH		DFND	3	0	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	7,663	59,056	SH		DFND	10	0	57,084	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	210	1,615	SH		DFND	8	0	1,615	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	400	3,084	SH		DFND	5	0	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	1,399	10,785	SH		DFND	6	0	10,785	0
THOMSON REUTERS CORP	COM	884903105	4,204	110,435	SH		DFND	7	0	107,285	0
THOMSON REUTERS CORP	COM	884903105	9,306	244,450	SH		DFND	10	0	217,912	0
THOMSON REUTERS CORP	COM	884903105	7,437	195,341	SH		DFND	9	0	195,341	0
TIFFANY & CO NEW	COM	886547108	790	8,609	SH		DFND	10	0	8,609	0
TIFFANY & CO NEW	COM	886547108	1,081	11,773	SH		DFND	3	0	0	0
TIME INC NEW	COM	887228104	2,524	109,700	SH		DFND	5	0	109,700	0
TIME WARNER CABLE INC	COM	88732J207	6,209	34,851	SH		DFND	5	0	34,851	0
TIME WARNER CABLE INC	COM	88732J207	4,055	22,760	SH		DFND	10	0	22,760	0
TIME WARNER CABLE INC	COM	88732J207	2,452	13,764	SH		DFND	3	0	0	0
TIME WARNER CABLE INC	COM	88732J207	217	1,219	SH		DFND	8	0	1,219	0
TIME WARNER INC	COM NEW	887317303	5,000	57,205	SH		DFND	10	0	54,468	0
TIME WARNER INC	COM NEW	887317303	37,491	428,905	SH		DFND	4	0	428,905	0
TIME WARNER INC	COM NEW	887317303	1,311	15,000	SH		DFND	6	0	15,000	0
TIME WARNER INC	COM NEW	887317303	1,132	12,956	SH		DFND	5	0	12,956	0
TIME WARNER INC	COM NEW	887317303	274	3,132	SH		DFND	8	0	3,132	0
TIME WARNER INC	COM NEW	887317303	4,778	54,666	SH		DFND	3	0	0	0
TIMKEN CO	COM	887389104	6,003	164,158	SH		DFND	5	0	164,158	0
TJX COS INC NEW	COM	872540109	15,311	231,396	SH		DFND	5	0	169,681	0
TJX COS INC NEW	COM	872540109	2,211	33,416	SH		DFND	3	0	0	0
TJX COS INC NEW	COM	872540109	8,273	125,030	SH		DFND	10	0	108,695	0
TJX COS INC NEW	COM	872540109	237	3,584	SH		DFND	9	0	3,584	0
TJX COS INC NEW	COM	872540109	4,036	61,000	SH		DFND	1	0	0	0
TJX COS INC NEW	COM	872540109	200	3,023	SH		DFND	8	0	3,023	0
TOLL BROTHERS INC	COM	889478103	479	12,541	SH		DFND	10	0	12,541	0
TORCHMARK CORP	COM	891027104	15,595	267,866	SH		DFND	10	0	267,440	0
TORONTO DOMINION BK ONT	COM NEW	891160509	286	6,718	SH		DFND	8	0	6,718	0
TORONTO DOMINION BK ONT	COM NEW	891160509	2,933	69,000	SH		DFND	1	0	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	3,486	82,003	SH		DFND	3	0	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	4,419	103,945	SH		DFND	10	0	99,005	0
TORONTO DOMINION BK ONT	COM NEW	891160509	387	9,098	SH		DFND	5	0	0	0
TOTAL SYS SVCS INC	COM	891906109	1,060	25,374	SH		DFND	10	0	21,488	0
TOWERS WATSON & CO	CL A	891894107	931	7,400	SH		DFND	10	0	7,400	0
TRACTOR SUPPLY CO	COM	892356106	1,264	14,057	SH		DFND	5	0	14,057	0
TRACTOR SUPPLY CO	COM	892356106	944	10,495	SH		DFND	10	0	10,495	0
TRANSALTA CORP	COM	89346D107	853	110,000	SH		DFND	1	0	0	0
TRANSALTA CORP	COM	89346D107	108	13,949	SH		DFND	10	0	13,949	0
TRANSCANADA CORP	COM	89353D107	1,104	27,180	SH		DFND	3	0	0	0
TRANSCANADA CORP	COM	89353D107	8,750	215,417	SH		DFND	10	0	133,801	0
TRANSCANADA CORP	COM	89353D107	2,769	68,159	SH		DFND	4	0	68,159	0
TRANSCANADA CORP	COM	89353D107	1,869	46,000	SH		DFND	1	0	0	0
TRANSDIGM GROUP INC	COM	893641100	1,424	6,339	SH		DFND	10	0	6,339	0
TRANSOCEAN LTD	REG SHS	H8817H100	420	26,044	SH		DFND	10	0	26,044	0
TRAVELERS COMPANIES INC	COM	89417E109	2,275	23,534	SH		DFND	3	0	0	0
TRAVELERS COMPANIES INC	COM	89417E109	1,750	18,100	SH		DFND	1	0	0	0
TRAVELERS COMPANIES INC	COM	89417E109	11,297	116,877	SH		DFND	5	0	116,877	0
TRAVELERS COMPANIES INC	COM	89417E109	3,233	33,451	SH		DFND	10	0	28,233	0
TRICO BANCSHARES	COM	896095106	5,117	212,772	SH		DFND	4	0	212,772	0
TRIMBLE NAVIGATION LTD	COM	896239100	480	20,450	SH		DFND	10	0	20,450	0
TRINA SOLAR LIMITED	SPON ADR	89628E104	2,947	253,136	SH		DFND	5	0	86,018	0
TRINITY INDS INC	COM	896522109	1,827	69,114	SH		DFND	5	0	69,114	0
TRIPADVISOR INC	COM	896945201	613	7,033	SH		DFND	10	0	7,033	0
TRIPADVISOR INC	COM	896945201	1,699	19,496	SH		DFND	4	0	19,496	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	38,032	1,168,609	SH		DFND	4	0	1,109,373	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	2,391	73,466	SH		DFND	10	0	73,466	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	2,102	64,599	SH		DFND	3	0	0	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	1,268	39,354	SH		DFND	10	0	39,354	0
TWITTER INC	COM	90184L102	1,257	34,715	SH		DFND	10	0	34,715	0
TWITTER INC	COM	90184L102	11,468	316,630	SH		DFND	4	0	316,630	0
TYLER TECHNOLOGIES INC	COM	902252105	2,659	20,552	SH		DFND	4	0	20,552	0
TYSON FOODS INC	CL A	902494103	1,904	44,664	SH		DFND	10	0	41,702	0
U S SILICA HLDGS INC	COM	90346E103	663	22,588	SH		DFND	5	0	22,588	0
UDR INC	COM	902653104	592	18,479	SH		DFND	9	0	18,479	0
UDR INC	COM	902653104	1,919	59,900	SH		DFND	1	0	0	0
UDR INC	COM	902653104	382	11,936	SH		DFND	10	0	11,936	0
UGI CORP NEW	COM	902681105	727	21,114	SH		DFND	10	0	386	0
UGI CORP NEW	COM	902681105	1,918	55,680	SH		DFND	4	0	55,680	0
ULTA SALON COSMETCS & FRAG I	COM	90384S303	602	3,900	SH		DFND	5	0	3,900	0
ULTA SALON COSMETCS & FRAG I	COM	90384S303	446	2,888	SH		DFND	10	0	2,555	0
ULTA SALON COSMETCS & FRAG I	COM	90384S303	2,375	15,376	SH		DFND	4	0	15,376	0
UNDER ARMOUR INC	CL A	904311107	977	11,705	SH		DFND	10	0	10,794	0
UNION BANKSHARES CORP NEW	COM	90539J109	6,228	267,989	SH		DFND	4	0	267,989	0
UNION PAC CORP	COM	907818108	3,061	32,100	SH		DFND	1	0	0	0
UNION PAC CORP	COM	907818108	3,973	41,662	SH		DFND	3	0	0	0
UNION PAC CORP	COM	907818108	11,512	120,704	SH		DFND	5	0	92,084	0
UNION PAC CORP	COM	907818108	4,078	42,757	SH		DFND	10	0	39,761	0
UNION PAC CORP	COM	907818108	321	3,365	SH		DFND	8	0	3,365	0
UNION PAC CORP	COM	907818108	15,864	166,346	SH		DFND	4	0	166,346	0
UNISYS CORP	COM NEW	909214306	2,091	104,600	SH		DFND	5	0	104,600	0
UNITED CONTL HLDGS INC	COM	910047109	917	17,303	SH		DFND	10	0	12,546	0
UNITED CONTL HLDGS INC	COM	910047109	6,962	131,342	SH		DFND	5	0	131,342	0
UNITED PARCEL SERVICE INC	CL B	911312106	5,993	61,836	SH		DFND	5	0	61,836	0
UNITED PARCEL SERVICE INC	CL B	911312106	5,695	58,764	SH		DFND	7	0	57,434	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,956	30,504	SH		DFND	3	0	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	9,579	98,847	SH		DFND	9	0	98,847	0
UNITED PARCEL SERVICE INC	CL B	911312106	7,738	79,845	SH		DFND	10	0	68,833	0
UNITED PARCEL SERVICE INC	CL B	911312106	301	3,108	SH		DFND	8	0	3,108	0
UNITED RENTALS INC	COM	911363109	832	9,500	SH		DFND	6	0	9,500	0
UNITED RENTALS INC	COM	911363109	925	10,556	SH		DFND	10	0	6,397	0
UNITED RENTALS INC	COM	911363109	4,268	48,709	SH		DFND	5	0	48,709	0
UNITED RENTALS INC	COM	911363109	5,114	58,363	SH		DFND	4	0	58,363	0
UNITED STATES STL CORP NEW	COM	912909108	1,674	81,200	SH		DFND	5	0	81,200	0
UNITED TECHNOLOGIES CORP	COM	913017109	950	8,560	SH		DFND	6	0	8,560	0
UNITED TECHNOLOGIES CORP	COM	913017109	6,929	62,465	SH		DFND	10	0	50,944	0
UNITED TECHNOLOGIES CORP	COM	913017109	4,271	38,503	SH		DFND	3	0	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	28,183	254,061	SH		DFND	4	0	254,061	0
UNITED TECHNOLOGIES CORP	COM	913017109	655	5,906	SH		DFND	5	0	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	472	2,713	SH		DFND	10	0	1,531	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	3,758	21,603	SH		DFND	5	0	21,603	0
UNITEDHEALTH GROUP INC	COM	91324P102	369	3,021	SH		DFND	6	0	3,021	0
UNITEDHEALTH GROUP INC	COM	91324P102	446	3,652	SH		DFND	8	0	3,652	0
UNITEDHEALTH GROUP INC	COM	91324P102	11,572	94,854	SH		DFND	5	0	92,095	0
UNITEDHEALTH GROUP INC	COM	91324P102	5,124	42,000	SH		DFND	1	0	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	6,539	53,599	SH		DFND	10	0	52,261	0
UNITEDHEALTH GROUP INC	COM	91324P102	5,816	47,676	SH		DFND	3	0	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	4,309	35,316	SH		DFND	4	0	35,316	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	5,232	36,822	SH		DFND	5	0	36,822	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,429	10,056	SH		DFND	10	0	9,640	0
UNUM GROUP	COM	91529Y106	2,162	60,481	SH		DFND	3	0	0	0
UNUM GROUP	COM	91529Y106	11,463	320,656	SH		DFND	4	0	320,656	0
UNUM GROUP	COM	91529Y106	745	20,840	SH		DFND	10	0	20,840	0
URBAN OUTFITTERS INC	COM	917047102	763	21,791	SH		DFND	10	0	19,142	0
US BANCORP DEL	COM NEW	902973304	1,519	35,000	SH		DFND	1	0	0	0
US BANCORP DEL	COM NEW	902973304	319	7,340	SH		DFND	8	0	7,340	0
US BANCORP DEL	COM NEW	902973304	7,412	170,783	SH		DFND	7	0	167,439	0
US BANCORP DEL	COM NEW	902973304	3,394	78,200	SH		DFND	3	0	0	0
US BANCORP DEL	COM NEW	902973304	15,030	346,309	SH		DFND	5	0	235,615	0
US BANCORP DEL	COM NEW	902973304	4,790	110,375	SH		DFND	10	0	108,886	0
US BANCORP DEL	COM NEW	902973304	12,203	281,186	SH		DFND	9	0	281,186	0
V F CORP	COM	918204108	2,282	32,723	SH		DFND	10	0	30,430	0
V F CORP	COM	918204108	2,035	29,181	SH		DFND	3	0	0	0
V F CORP	COM	918204108	1,299	18,624	SH		DFND	4	0	18,624	0
VAIL RESORTS INC	COM	91879Q109	2,533	23,192	SH		DFND	4	0	23,192	0
VALE S A	ADR REPSTG PFD	91912E204	2,465	488,050	SH		DFND	5	0	488,050	0
VALE S A	ADR REPSTG PFD	91912E204	10,105	2,001,079	SH		DFND	2	0	835,515	0
VALERO ENERGY CORP NEW	COM	91913Y100	21,253	339,502	SH		DFND	4	0	339,502	0
VALERO ENERGY CORP NEW	COM	91913Y100	2,447	39,093	SH		DFND	10	0	38,303	0
VALERO ENERGY CORP NEW	COM	91913Y100	6,752	107,863	SH		DFND	5	0	42,509	0
VALSPAR CORP	COM	920355104	218	2,659	SH		DFND	10	0	1,236	0
VANTIV INC	CL A	92210H105	369	9,669	SH		DFND	10	0	5,899	0
VANTIV INC	CL A	92210H105	5,137	134,522	SH		DFND	5	0	134,522	0
VARIAN MED SYS INC	COM	92220P105	995	11,795	SH		DFND	10	0	11,795	0
VARONIS SYS INC	COM	922280102	2,617	118,457	SH		DFND	4	0	118,457	0
VCA INC	COM	918194101	344	6,326	SH		DFND	10	0	736	0
VEEVA SYS INC	CL A COM	922475108	3,327	118,695	SH		DFND	4	0	118,695	0
VENTAS INC	COM	92276F100	2,130	34,303	SH		DFND	10	0	32,501	0
VENTAS INC	COM	92276F100	38,173	614,805	SH		DFND	9	0	614,805	0
VENTAS INC	COM	92276F100	1,050	16,905	SH		DFND	3	0	0	0
VERISIGN INC	COM	92343E102	1,334	21,621	SH		DFND	10	0	21,621	0
VERISK ANALYTICS INC	COM	92345Y106	1,254	17,230	SH		DFND	10	0	17,230	0
VERISK ANALYTICS INC	COM	92345Y106	1,139	15,658	SH		DFND	5	0	15,658	0
VERIZON COMMUNICATIONS INC	COM	92343V104	9,787	209,968	SH		DFND	7	0	205,832	0
VERIZON COMMUNICATIONS INC	COM	92343V104	702	15,066	SH		DFND	8	0	15,066	0
VERIZON COMMUNICATIONS INC	COM	92343V104	15,592	334,517	SH		DFND	9	0	334,517	0
VERIZON COMMUNICATIONS INC	COM	92343V104	6,357	136,380	SH		DFND	5	0	95,234	0
VERIZON COMMUNICATIONS INC	COM	92343V104	48,693	1,044,685	SH		DFND	4	0	1,044,685	0
VERIZON COMMUNICATIONS INC	COM	92343V104	11,880	254,885	SH		DFND	10	0	247,123	0
VERIZON COMMUNICATIONS INC	COM	92343V104	4,894	105,000	SH		DFND	1	0	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	8,007	171,785	SH		DFND	3	0	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,878	15,211	SH		DFND	10	0	13,922	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	44,287	358,656	SH		DFND	4	0	358,656	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,527	12,369	SH		DFND	3	0	0	0
VIACOM INC NEW	CL B	92553P201	9,905	153,239	SH		DFND	10	0	153,239	0
VIACOM INC NEW	CL B	92553P201	1,307	20,225	SH		DFND	3	0	0	0
VISA INC	COM CL A	92826C839	467	6,962	SH		DFND	8	0	6,962	0
VISA INC	COM CL A	92826C839	7,635	113,702	SH		DFND	5	0	30,891	0
VISA INC	COM CL A	92826C839	5,952	88,636	SH		DFND	3	0	0	0
VISA INC	COM CL A	92826C839	5,710	85,032	SH		DFND	10	0	82,575	0
VISA INC	COM CL A	92826C839	22,844	340,190	SH		DFND	4	0	340,190	0
VISA INC	COM CL A	92826C839	252	3,752	SH		DFND	9	0	3,752	0
VMWARE INC	CL A COM	928563402	500	5,826	SH		DFND	10	0	5,826	0
VMWARE INC	CL A COM	928563402	987	11,509	SH		DFND	3	0	0	0
VMWARE INC	CL A COM	928563402	667	7,783	SH		DFND	5	0	7,783	0
VORNADO RLTY TR	SH BEN INT	929042109	417	4,392	SH		DFND	9	0	4,392	0
VORNADO RLTY TR	SH BEN INT	929042109	1,478	15,572	SH		DFND	10	0	15,572	0
VOYA FINL INC	COM	929089100	525	11,296	SH		DFND	10	0	11,296	0
VULCAN MATLS CO	COM	929160109	1,770	21,092	SH		DFND	4	0	21,092	0
VULCAN MATLS CO	COM	929160109	510	6,079	SH		DFND	10	0	6,079	0
WABCO HLDGS INC	COM	92927K102	1,163	9,400	SH		DFND	5	0	9,400	0
WABCO HLDGS INC	COM	92927K102	18,110	146,376	SH		DFND	4	0	146,376	0
WABCO HLDGS INC	COM	92927K102	321	2,598	SH		DFND	10	0	2,403	0
WABTEC CORP	COM	929740108	373	3,957	SH		DFND	10	0	3,957	0
WAL-MART STORES INC	COM	931142103	6,814	96,067	SH		DFND	10	0	96,067	0
WAL-MART STORES INC	COM	931142103	5,745	81,000	SH		DFND	1	0	0	0
WAL-MART STORES INC	COM	931142103	422	5,943	SH		DFND	8	0	5,943	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	6,671	79,003	SH		DFND	10	0	79,003	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	275	3,261	SH		DFND	8	0	3,261	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	3,704	43,871	SH		DFND	3	0	0	0
WASTE CONNECTIONS INC	COM	941053100	297	6,300	SH		DFND	5	0	6,300	0
WASTE MGMT INC DEL	COM	94106L109	4,029	86,933	SH		DFND	10	0	62,618	0
WASTE MGMT INC DEL	COM	94106L109	306	6,600	SH		DFND	5	0	6,600	0
WATERS CORP	COM	941848103	970	7,554	SH		DFND	10	0	7,554	0
WATSCO INC	COM	942622200	370	2,992	SH		DFND	10	0	500	0
WATTS WATER TECHNOLOGIES INC	CL A	942749102	1,916	36,962	SH		DFND	5	0	0	0
WAYFAIR INC	CL A	94419L101	1,291	34,298	SH		DFND	4	0	34,298	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	706	57,554	SH		DFND	10	0	57,554	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	366	11,203	SH		DFND	9	0	11,203	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	313	9,575	SH		DFND	10	0	9,575	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	4,666	2,150,000	PRN		DFND	5	0	28,860	0
WELLS FARGO & CO NEW	COM	949746101	1,023	18,188	SH		DFND	8	0	18,188	0
WELLS FARGO & CO NEW	COM	949746101	6,268	111,457	SH		DFND	7	0	111,457	0
WELLS FARGO & CO NEW	COM	949746101	19,821	352,442	SH		DFND	5	0	241,434	0
WELLS FARGO & CO NEW	COM	949746101	11,887	211,366	SH		DFND	3	0	0	0
WELLS FARGO & CO NEW	COM	949746101	10,358	184,179	SH		DFND	9	0	184,179	0
WELLS FARGO & CO NEW	COM	949746101	21,555	383,267	SH		DFND	4	0	383,267	0
WELLS FARGO & CO NEW	COM	949746101	29,380	522,409	SH		DFND	10	0	516,598	0
WELLS FARGO & CO NEW	PERP PFD CNV A	949746804	4,137	3,500	PRN		DFND	5	0	22,335	0
WESTERN ALLIANCE BANCORP	COM	957638109	8,205	243,038	SH		DFND	4	0	243,038	0
WESTERN DIGITAL CORP	COM	958102105	1,031	13,145	SH		DFND	10	0	12,859	0
WESTERN DIGITAL CORP	COM	958102105	464	5,921	SH		DFND	4	0	5,921	0
WESTERN UN CO	COM	959802109	1,027	50,513	SH		DFND	10	0	50,513	0
WESTERN UN CO	COM	959802109	4,886	240,317	SH		DFND	7	0	234,499	0
WESTERN UN CO	COM	959802109	5,808	285,675	SH		DFND	9	0	285,675	0
WESTLAKE CHEM CORP	COM	960413102	239	3,481	SH		DFND	10	0	3,481	0
WESTLAKE CHEM CORP	COM	960413102	3,470	50,592	SH		DFND	5	0	50,592	0
WESTLAKE CHEM CORP	COM	960413102	1,350	19,677	SH		DFND	4	0	19,677	0
WEYERHAEUSER CO	COM	962166104	1,578	50,084	SH		DFND	10	0	50,084	0
WHIRLPOOL CORP	COM	963320106	1,618	9,350	SH		DFND	4	0	9,350	0
WHIRLPOOL CORP	COM	963320106	1,472	8,509	SH		DFND	10	0	5,787	0
WHIRLPOOL CORP	COM	963320106	1,610	9,302	SH		DFND	3	0	0	0
WHIRLPOOL CORP	COM	963320106	10,921	63,109	SH		DFND	5	0	63,109	0
WHITEWAVE FOODS CO	COM	966244105	2,807	57,417	SH		DFND	5	0	57,417	0
WHITEWAVE FOODS CO	COM	966244105	280	5,731	SH		DFND	10	0	5,731	0
WHITING PETE CORP NEW	COM	966387102	432	12,854	SH		DFND	10	0	12,854	0
WHITING PETE CORP NEW	COM	966387102	21,407	637,105	SH		DFND	4	0	637,105	0
WHOLE FOODS MKT INC	COM	966837106	1,301	32,995	SH		DFND	10	0	32,995	0
WHOLE FOODS MKT INC	COM	966837106	715	18,119	SH		DFND	3	0	0	0
WHOLE FOODS MKT INC	COM	966837106	7,229	183,297	SH		DFND	5	0	129,640	0
WHOLE FOODS MKT INC	COM	966837106	31,608	801,426	SH		DFND	4	0	801,426	0
WILLIAMS COS INC DEL	COM	969457100	2,606	45,416	SH		DFND	3	0	0	0
WILLIAMS COS INC DEL	COM	969457100	4,500	78,410	SH		DFND	10	0	78,410	0
WINDSTREAM HLDGS INC	COM NEW	97382A200	105	16,430	SH		DFND	10	0	16,430	0
WIPRO LTD	SPON ADR 1 SH	97651M109	1,012	84,541	SH		DFND	7	0	84,541	0
WISDOMTREE INVTS INC	COM	97717P104	309	14,081	SH		DFND	4	0	14,081	0
WORKDAY INC	CL A	98138H101	239	3,128	SH		DFND	4	0	3,128	0
WORKDAY INC	CL A	98138H101	461	6,037	SH		DFND	10	0	6,037	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	9,821	119,896	SH		DFND	5	0	119,896	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	1,147	14,002	SH		DFND	10	0	11,708	0
WYNN RESORTS LTD	COM	983134107	630	6,380	SH		DFND	3	0	0	0
WYNN RESORTS LTD	COM	983134107	545	5,526	SH		DFND	10	0	5,526	0
XCEL ENERGY INC	COM	98389B100	1,983	61,629	SH		DFND	10	0	61,629	0
XEROX CORP	COM	984121103	1,245	116,971	SH		DFND	3	0	0	0
XEROX CORP	COM	984121103	331	31,134	SH		DFND	4	0	31,134	0
XEROX CORP	COM	984121103	989	92,942	SH		DFND	10	0	92,942	0
XILINX INC	COM	983919101	1,118	25,320	SH		DFND	10	0	25,320	0
XILINX INC	COM	983919101	16,024	362,869	SH		DFND	4	0	362,869	0
XILINX INC	COM	983919101	1,067	24,154	SH		DFND	3	0	0	0
XILINX INC	NOTE 2.625% 6/1	983919AF8	1,844	1,200,000	PRN		DFND	5	0	41,010	0
XYLEM INC	COM	98419M100	2,519	67,965	SH		DFND	5	0	0	0
XYLEM INC	COM	98419M100	449	12,118	SH		DFND	10	0	12,118	0
YADKIN FINL CORP	COM	984305102	204	9,745	SH		DFND	4	0	9,745	0
YAHOO INC	COM	984332106	668	17,000	SH		DFND	6	0	17,000	0
YAHOO INC	COM	984332106	1,769	45,013	SH		DFND	3	0	0	0
YAHOO INC	COM	984332106	943	23,991	SH		DFND	4	0	23,991	0
YAHOO INC	COM	984332106	2,300	58,549	SH		DFND	10	0	58,549	0
YAHOO INC	COM	984332106	2,821	71,804	SH		DFND	5	0	32,106	0
YAHOO INC	NOTE 12/0	984332AF3	35,282	34,400,000	PRN		DFND	5	0	34,400,000	0
YAHOO INC	NOTE 12/0	984332AF3	5,128	5,000,000	PRN		DFND	6	0	5,000,000	0
YAMANA GOLD INC	COM	98462Y100	465	154,856	SH		DFND	10	0	149,774	0
YAMANA GOLD INC	COM	98462Y100	43	14,466	SH		DFND	8	0	14,466	0
YPF SOCIEDAD ANONIMA	SPON ADR CL D	984245100	1,485	54,122	SH		DFND	5	0	54,122	0
YUM BRANDS INC	COM	988498101	3,466	38,473	SH		DFND	5	0	38,473	0
YUM BRANDS INC	COM	988498101	2,666	29,598	SH		DFND	10	0	29,263	0
YUM BRANDS INC	COM	988498101	1,946	21,598	SH		DFND	3	0	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	2,578	23,604	SH		DFND	5	0	10,556	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	201	1,838	SH		DFND	6	0	1,838	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	1,114	10,199	SH		DFND	10	0	10,199	0
ZIONS BANCORPORATION	COM	989701107	269	8,467	SH		DFND	10	0	8,467	0
ZOETIS INC	CL A	98978V103	1,841	38,172	SH		DFND	5	0	38,172	0
ZOETIS INC	CL A	98978V103	2,277	47,227	SH		DFND	10	0	47,227	0