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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 5,878 164,660 SH   DFND 1,5 0 0 164,660
2U INC COM 90214J101 207,518 5,419,636 SH   DFND 1,5 25,257 0 5,394,379
3-D SYS CORP DEL COM NEW 88554D205 1,549 86,300 SH   DFND 1,5 0 0 86,300
3M CO COM 88579Y101 1,476,825 8,380,099 SH   DFND 1,5 932,420 0 7,447,679
3M CO COM 88579Y101 34,348 194,906 SH   DFND 2 194,906 0 0
3M CO COM 88579Y101 37,289 211,593 SH   DFND 3 211,593 0 0
500 COM LTD SPON ADR REP A 33829R100 286 16,250 SH   DFND 1,5 0 0 16,250
500 COM LTD SPON ADR REP A 33829R100 22,451 1,273,452 SH   DFND 1,9 0 0 1,273,452
51JOB INC SP ADR REP COM 316827104 32,542 974,900 SH   DFND 1,5 34,100 0 940,800
58 COM INC SPON ADR REP A 31680Q104 343,505 7,207,397 SH   DFND 1,5 127,189 0 7,080,208
58 COM INC SPON ADR REP A 31680Q104 161,512 3,388,837 SH   DFND 1,9 47,784 0 3,341,053
58 COM INC SPON ADR REP A 31680Q104 3,517 73,800 SH   DFND 6 62,400 0 11,400
58 COM INC SPON ADR REP A 31680Q104 5,328 111,800 SH   DFND 7 111,800 0 0
8X8 INC NEW COM 282914100 13,119 850,195 SH   DFND 1,5 0 0 850,195
8X8 INC NEW COM 282914100 731 47,400 SH   DFND 1,9 0 0 47,400
AAON INC COM PAR $0.004 000360206 2,491 86,433 SH   DFND 1,5 3,433 0 83,000
AARONS INC COM PAR $0.50 002535300 232,232 9,135,787 SH   DFND 1,5 687 0 9,135,100
ABB LTD SPONSORED ADR 000375204 3,027 134,457 SH   DFND 3 134,457 0 0
ABBOTT LABS COM 002824100 615,075 14,544,224 SH   DFND 1,5 218,222 0 14,326,002
ABBOTT LABS COM 002824100 20,047 474,044 SH   DFND 2 474,044 0 0
ABBOTT LABS COM 002824100 18,391 434,870 SH   DFND 3 434,870 0 0
ABBOTT LABS COM 002824100 3,562 84,218 SH   DFND 6 84,218 0 0
ABBOTT LABS COM 002824100 12,391 293,000 SH   DFND 7 0 0 293,000
ABBVIE INC COM 00287Y109 594,500 9,493,497 SH   DFND 1,5 781,160 0 8,712,337
ABBVIE INC COM 00287Y109 33,123 525,173 SH   DFND 2 525,173 0 0
ABBVIE INC COM 00287Y109 64,876 1,028,634 SH   DFND 3 1,028,634 0 0
ABBVIE INC COM 00287Y109 3,753 59,500 SH   DFND 6 59,500 0 0
ABBVIE INC COM 00287Y109 10,225 162,115 SH   DFND 7 19,557 0 142,558
ABERCROMBIE & FITCH CO CL A 002896207 95,102 5,985,000 SH   DFND 1,5 627,000 0 5,358,000
ABIOMED INC COM 003654100 22,695 176,503 SH   DFND 1,5 0 0 176,503
ABRAXAS PETE CORP COM 003830106 834 493,500 SH   DFND 1,5 0 0 493,500
AC IMMUNE SA SHS H00263105 52,376 3,180,087 SH   DFND 1,5 6,850 0 3,173,237
AC IMMUNE SA SHS H00263105 469 28,500 SH   DFND 6 28,500 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 34,811 337,051 SH   DFND 1,5 33,026 0 304,025
ACACIA RESH CORP ACACIA TCH COM 003881307 935 143,400 SH   DFND 1,5 0 0 143,400
ACADIA HEALTHCARE COMPANY IN COM 00404A109 12,305 248,344 SH   DFND 1,5 450 0 247,894
ACADIA PHARMACEUTICALS INC COM 004225108 575,279 18,084,852 SH   DFND 1,5 1,528,254 0 16,556,598
ACADIA PHARMACEUTICALS INC COM 004225108 429 13,500 SH   DFND 6 13,500 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 401,874 11,089,240 SH   DFND 1,5 4,851,124 0 6,238,116
ACCELERON PHARMA INC COM 00434H108 203,937 5,635,185 SH   DFND 1,5 9,557 0 5,625,628
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,179,940 9,658,179 SH   DFND 1,5 646,534 0 9,011,645
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 24,526 200,757 SH   DFND 2 200,757 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 25,382 207,759 SH   DFND 3 207,759 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,082 8,853 SH   DFND 6 8,853 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,451 52,800 SH   DFND 7 52,800 0 0
ACETO CORP COM 004446100 6,288 331,100 SH   DFND 1,5 33,276 0 297,824
ACHAOGEN INC COM 004449104 12,235 2,554,197 SH   DFND 1,5 24,643 0 2,529,554
ACHAOGEN INC COM 004449104 103 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 26,739 3,301,071 SH   DFND 1,5 0 0 3,301,071
ACI WORLDWIDE INC COM 004498101 913 47,090 SH   DFND 6 47,090 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 68,105 2,659,327 SH   DFND 4 2,659,327 0 0
ACNB CORP COM 000868109 3,501 131,700 SH   DFND 1,5 13,800 0 117,900
ACORDA THERAPEUTICS INC COM 00484M106 144,510 6,920,970 SH   DFND 1,5 205 0 6,920,765
ACTIVISION BLIZZARD INC COM 00507V109 4,709,910 106,318,504 SH   DFND 1,5 6,575,629 0 99,742,875
ACTIVISION BLIZZARD INC COM 00507V109 96,486 2,178,010 SH   DFND 1,9 0 0 2,178,010
ACTIVISION BLIZZARD INC COM 00507V109 9,739 219,845 SH   DFND 2 219,845 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,281 141,788 SH   DFND 3 141,788 0 0
ACTIVISION BLIZZARD INC COM 00507V109 41,784 943,216 SH   DFND 6 704,816 0 238,400
ACTIVISION BLIZZARD INC COM 00507V109 62,088 1,401,525 SH   DFND 7 555,825 0 845,700
ACTUA CORP COM 005094107 76,295 5,891,533 SH   DFND 1,5 1,260,100 0 4,631,433
ACTUA CORP COM 005094107 449 34,700 SH   DFND 6 34,700 0 0
ACUITY BRANDS INC COM 00508Y102 583,303 2,204,471 SH   DFND 1,5 141,699 0 2,062,772
ACUITY BRANDS INC COM 00508Y102 3,745 14,154 SH   DFND 2 14,154 0 0
ACUITY BRANDS INC COM 00508Y102 6,135 23,187 SH   DFND 3 23,187 0 0
ACXIOM CORP COM 005125109 6,130 230,000 SH   DFND 1,5 0 0 230,000
ADAMAS PHARMACEUTICALS INC COM 00548A106 44,865 2,733,981 SH   DFND 1,5 0 0 2,733,981
ADAMS RES & ENERGY INC COM NEW 006351308 6,989 177,739 SH   DFND 1,5 35,788 0 141,951
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 38,679 5,486,397 SH   DFND 1,5 256,300 0 5,230,097
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 11,130 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 17,729 677,716 SH   DFND 6 677,716 0 0
ADDUS HOMECARE CORP COM 006739106 4,985 190,540 SH   DFND 7 190,540 0 0
ADECOAGRO S A COM L00849106 1,115 97,700 SH   DFND 1,5 0 0 97,700
ADEPTUS HEALTH INC CL A 006855100 85,396 1,983,656 SH   DFND 1,5 17,235 0 1,966,421
ADEPTUS HEALTH INC CL A 006855100 10,203 237,000 SH   DFND 6 237,000 0 0
ADEPTUS HEALTH INC CL A 006855100 3,001 69,700 SH   DFND 7 69,700 0 0
ADMA BIOLOGICS INC COM 000899104 3,067 423,100 SH   DFND 1,5 0 0 423,100
ADOBE SYS INC COM 00724F101 3,632,991 33,471,449 SH   DFND 1,5 2,176,331 0 31,295,118
ADOBE SYS INC COM 00724F101 51,553 474,972 SH   DFND 1,9 210 0 474,762
ADOBE SYS INC COM 00724F101 17,441 160,689 SH   DFND 2 160,689 0 0
ADOBE SYS INC COM 00724F101 26,374 242,991 SH   DFND 3 242,991 0 0
ADOBE SYS INC COM 00724F101 28,423 261,867 SH   DFND 6 236,267 0 25,600
ADOBE SYS INC COM 00724F101 70,959 653,758 SH   DFND 7 487,234 0 166,524
ADTRAN INC COM 00738A106 1,895 98,996 SH   DFND 1,5 536 0 98,460
ADURO BIOTECH INC COM 00739L101 63,449 5,104,514 SH   DFND 1,5 0 0 5,104,514
ADVANCE AUTO PARTS INC COM 00751Y106 122,184 819,367 SH   DFND 1,5 900 0 818,467
ADVANCE AUTO PARTS INC COM 00751Y106 3,541 23,748 SH   DFND 2 23,748 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 938 6,291 SH   DFND 3 6,291 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 418 2,800 SH   DFND 6 2,800 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 87,216 2,290,335 SH   DFND 1,5 9,374 0 2,280,961
ADVANCED ENERGY INDS COM 007973100 424 8,950 SH   DFND 1,5 250 0 8,700
ADVANCED MICRO DEVICES INC COM 007903107 89,461 12,946,588 SH   DFND 1,5 1,836,100 0 11,110,488
ADVANCED MICRO DEVICES INC COM 007903107 18,002 2,605,200 SH   DFND 1,9 0 0 2,605,200
ADVANCED MICRO DEVICES INC COM 007903107 880 127,300 SH   DFND 6 127,300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 66,779 9,664,074 SH   DFND 11 9,664,074 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 591 100,076 SH   DFND 1,5 0 0 100,076
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 44,543 7,536,875 SH   DFND 1,9 0 0 7,536,875
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 29,030 1,053,352 SH   DFND 1,5 32,000 0 1,021,352
ADVANTAGE OIL & GAS LTD COM 00765F101 14,173 2,021,100 SH   DFND 1,5 0 0 2,021,100
ADVANTAGE OIL & GAS LTD COM 00765F101 501 71,500 SH   DFND 6 71,500 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 847 120,800 SH   DFND 7 72,800 0 48,000
ADVAXIS INC COM NEW 007624208 44,156 4,130,585 SH   DFND 1,5 0 0 4,130,585
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 15,515 3,774,845 SH   DFND 1,5 390,841 0 3,384,004
ADVISORY BRD CO COM 00762W107 22,730 508,055 SH   DFND 1,5 1,075 0 506,980
ADVISORY BRD CO COM 00762W107 2,049 45,800 SH   DFND 6 21,900 0 23,900
ADVISORY BRD CO COM 00762W107 3,480 77,790 SH   DFND 7 55,790 0 22,000
AECOM COM 00766T100 666,956 22,433,783 SH   DFND 1,5 889,264 0 21,544,519
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 12,322 1,232,191 SH   DFND 6 1,232,191 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 4,004 400,370 SH   DFND 7 400,370 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 8,517 2,867,572 SH   DFND 1,5 0 0 2,867,572
AERCAP HOLDINGS NV SHS N00985106 368,561 9,575,498 SH   DFND 1,5 958,283 0 8,617,215
AERCAP HOLDINGS NV SHS N00985106 1,794 46,600 SH   DFND 6 46,600 0 0
AERCAP HOLDINGS NV SHS N00985106 3,290 85,472 SH   DFND 7 85,472 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 4,993 132,300 SH   DFND 1,5 0 0 132,300
AEROJET ROCKETDYNE HLDGS INC COM 007800105 138,683 7,888,674 SH   DFND 1,5 170,169 0 7,718,505
AES CORP COM 00130H105 10,779 838,845 SH   DFND 1,5 216 0 838,629
AES CORP COM 00130H105 2,731 212,543 SH   DFND 2 212,543 0 0
AES CORP COM 00130H105 5,424 422,063 SH   DFND 3 422,063 0 0
AETNA INC NEW COM 00817Y108 1,030,108 8,922,547 SH   DFND 1,5 709,088 0 8,213,459
AETNA INC NEW COM 00817Y108 13,060 113,126 SH   DFND 2 113,126 0 0
AETNA INC NEW COM 00817Y108 11,321 98,060 SH   DFND 3 98,060 0 0
AFFILIATED MANAGERS GROUP COM 008252108 42,438 293,281 SH   DFND 1,5 358 0 292,923
AFFILIATED MANAGERS GROUP COM 008252108 2,514 17,373 SH   DFND 2 17,373 0 0
AFFILIATED MANAGERS GROUP COM 008252108 7,250 50,107 SH   DFND 3 50,107 0 0
AFLAC INC COM 001055102 492,091 6,846,961 SH   DFND 1,5 499,396 0 6,347,565
AFLAC INC COM 001055102 9,493 132,080 SH   DFND 2 132,080 0 0
AFLAC INC COM 001055102 11,490 159,866 SH   DFND 3 159,866 0 0
AFLAC INC COM 001055102 5,652 78,640 SH   DFND 6 55,677 0 22,963
AFLAC INC COM 001055102 28,074 390,627 SH   DFND 7 390,627 0 0
AG MTG INVT TR INC COM 001228105 13,590 862,859 SH   DFND 1,5 159 0 862,700
AGCO CORP COM 001084102 78,572 1,593,100 SH   DFND 1,5 0 0 1,593,100
AGENUS INC COM NEW 00847G705 15,463 2,153,616 SH   DFND 1,5 0 0 2,153,616
AGILENT TECHNOLOGIES INC COM 00846U101 806,988 17,137,136 SH   DFND 1,5 93,724 0 17,043,412
AGILENT TECHNOLOGIES INC COM 00846U101 4,943 104,974 SH   DFND 2 104,974 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,069 22,695 SH   DFND 3 22,695 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 17,464 370,870 SH   DFND 6 249,280 0 121,590
AGILENT TECHNOLOGIES INC COM 00846U101 42,775 908,374 SH   DFND 7 304,224 0 604,150
AGILENT TECHNOLOGIES INC COM 00846U101 1,860 39,500 SH   DFND 11 39,500 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 327,778 6,205,572 SH   DFND 1,5 729,465 0 5,476,107
AGIOS PHARMACEUTICALS INC COM 00847X104 291 5,500 SH   DFND 6 5,500 0 0
AGNICO EAGLE MINES LTD COM 008474108 169,608 3,136,251 SH   DFND 1,5 0 0 3,136,251
AGNICO EAGLE MINES LTD COM 008474108 2,735 50,578 SH   DFND 6 26,278 0 24,300
AGNICO EAGLE MINES LTD COM 008474108 25,373 469,080 SH   DFND 7 448,980 0 20,100
AGNICO EAGLE MINES LTD COM 008474108 360,744 6,670,587 SH   DFND 11 5,443,787 0 1,226,800
AGREE REALTY CORP COM 008492100 21,709 439,093 SH   DFND 1,5 47,000 0 392,093
AGREE REALTY CORP COM 008492100 17,834 360,710 SH   DFND 6 360,710 0 0
AGREE REALTY CORP COM 008492100 5,750 116,300 SH   DFND 7 0 0 116,300
AGRIUM INC COM 008916108 63,446 700,357 SH   DFND 1,5 0 0 700,357
AGRIUM INC COM 008916108 922 10,177 SH   DFND 6 441 0 9,736
AGRIUM INC COM 008916108 553 6,100 SH   DFND 7 6,100 0 0
AGRIUM INC COM 008916108 113,665 1,254,717 SH   DFND 11 953,487 0 301,230
AGROFRESH SOLUTIONS COM 00856G109 2,841 537,038 SH   DFND 1,5 0 0 537,038
AIMMUNE THERAPEUTICS INC COM 00900T107 73,353 4,890,227 SH   DFND 1,5 91,943 0 4,798,284
AIMMUNE THERAPEUTICS INC COM 00900T107 324 21,600 SH   DFND 6 21,600 0 0
AIR LEASE CORP CL A 00912X302 172,800 6,046,177 SH   DFND 1,5 132,541 0 5,913,636
AIR LEASE CORP CL A 00912X302 3,051 106,766 SH   DFND 3 106,766 0 0
AIR LEASE CORP CL A 00912X302 229 8,000 SH   DFND 7 8,000 0 0
AIR METHODS CORP COM PAR $.06 009128307 25,595 812,789 SH   DFND 1,5 21,673 0 791,116
AIR METHODS CORP COM PAR $.06 009128307 63,778 2,025,351 SH   DFND 6 1,980,151 0 45,200
AIR METHODS CORP COM PAR $.06 009128307 10,523 334,157 SH   DFND 7 300,157 0 34,000
AIR METHODS CORP COM PAR $.06 009128307 41,048 1,303,536 SH   DFND 11 1,303,536 0 0
AIR PRODS & CHEMS INC COM 009158106 509,248 3,387,310 SH   DFND 1,5 243,666 0 3,143,644
AIR PRODS & CHEMS INC COM 009158106 10,499 69,833 SH   DFND 2 69,833 0 0
AIR PRODS & CHEMS INC COM 009158106 11,226 74,674 SH   DFND 3 74,674 0 0
AIR PRODS & CHEMS INC COM 009158106 293 1,948 SH   DFND 6 1,948 0 0
AIR PRODS & CHEMS INC COM 009158106 6,506 43,278 SH   DFND 7 43,278 0 0
AIR T INC COM 009207101 4,657 231,000 SH   DFND 1,5 23,900 0 207,100
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,426 99,400 SH   DFND 1,5 0 0 99,400
AIR TRANSPORT SERVICES GRP I COM 00922R105 13,152 916,509 SH   DFND 6 916,509 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 4,169 290,540 SH   DFND 7 290,540 0 0
AIRCASTLE LTD COM G0129K104 7,084 356,716 SH   DFND 1,5 0 0 356,716
AKAMAI TECHNOLOGIES INC COM 00971T101 342,925 6,471,498 SH   DFND 1,5 308,792 0 6,162,706
AKAMAI TECHNOLOGIES INC COM 00971T101 8,494 160,300 SH   DFND 1,9 0 0 160,300
AKAMAI TECHNOLOGIES INC COM 00971T101 2,986 56,345 SH   DFND 2 56,345 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 270 5,096 SH   DFND 3 5,096 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 307 5,800 SH   DFND 6 5,800 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 8,433 931,855 SH   DFND 1,5 0 0 931,855
AKORN INC COM 009728106 42,751 1,568,279 SH   DFND 1,5 1,179 0 1,567,100
AKORN INC COM 009728106 20,526 752,988 SH   DFND 6 752,988 0 0
AKORN INC COM 009728106 5,748 210,850 SH   DFND 7 210,850 0 0
ALAMO GROUP INC COM 011311107 9,644 146,369 SH   DFND 1,5 1,116 0 145,253
ALAMOS GOLD INC NEW COM CL A 011532108 21,002 2,551,287 SH   DFND 1,5 0 0 2,551,287
ALAMOS GOLD INC NEW COM CL A 011532108 4,064 493,700 SH   DFND 6 107,300 0 386,400
ALAMOS GOLD INC NEW COM CL A 011532108 1,760 213,800 SH   DFND 7 189,600 0 24,200
ALARM COM HLDGS INC COM 011642105 5,789 200,600 SH   DFND 1,5 600 0 200,000
ALASKA AIR GROUP INC COM 011659109 39,493 599,654 SH   DFND 1,5 54 0 599,600
ALASKA AIR GROUP INC COM 011659109 2,614 39,694 SH   DFND 2 39,694 0 0
ALASKA AIR GROUP INC COM 011659109 1,272 19,313 SH   DFND 3 19,313 0 0
ALASKA AIR GROUP INC COM 011659109 11,700 177,650 SH   DFND 6 177,650 0 0
ALASKA AIR GROUP INC COM 011659109 4,467 67,830 SH   DFND 7 67,830 0 0
ALBEMARLE CORP COM 012653101 206,876 2,419,890 SH   DFND 1,5 122,100 0 2,297,790
ALBEMARLE CORP COM 012653101 3,099 36,248 SH   DFND 2 36,248 0 0
ALBEMARLE CORP COM 012653101 21,655 253,310 SH   DFND 6 253,310 0 0
ALBEMARLE CORP COM 012653101 20,126 235,420 SH   DFND 7 219,320 0 16,100
ALCOA INC DEP SHS 1/10TH 013817309 16,404 501,796 SH   DFND 1,5 144,573 0 357,223
ALCOA INC COM 013817101 15,945 1,572,500 SH   DFND 1,5 0 0 1,572,500
ALCOA INC COM 013817101 4,301 424,182 SH   DFND 2 424,182 0 0
ALCOA INC COM 013817101 999 98,551 SH   DFND 3 98,551 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 165,405 5,047,456 SH   DFND 1,5 174,500 0 4,872,956
ALDER BIOPHARMACEUTICALS INC COM 014339105 60,464 1,845,108 SH   DFND 6 1,819,208 0 25,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 16,788 512,290 SH   DFND 7 483,890 0 28,400
ALDER BIOPHARMACEUTICALS INC COM 014339105 4,027 122,878 SH   DFND 11 122,878 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 14,113 1,797,811 SH   DFND 1,5 0 0 1,797,811
ALERE INC COM 01449J105 98,056 2,267,718 SH   DFND 1,5 0 0 2,267,718
ALERE INC PERP PFD CONV SE 01449J204 194,059 570,342 SH   DFND 1,5 34,548 0 535,794
ALERE INC PERP PFD CONV SE 01449J204 272 800 SH   DFND 6 800 0 0
ALERE INC COM 01449J105 4,021 93,000 SH   DFND 6 93,000 0 0
ALERE INC COM 01449J105 197,412 4,565,500 SH   DFND 11 4,565,500 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 11,635 327,000 SH   DFND 1,5 9,000 0 318,000
ALEXION PHARMACEUTICALS INC COM 015351109 2,929,259 23,904,516 SH   DFND 1,5 791,861 0 23,112,655
ALEXION PHARMACEUTICALS INC COM 015351109 8,862 72,316 SH   DFND 2 72,316 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 10,403 84,898 SH   DFND 3 84,898 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 27,923 227,870 SH   DFND 6 210,470 0 17,400
ALEXION PHARMACEUTICALS INC COM 015351109 59,393 484,681 SH   DFND 7 397,757 0 86,924
ALEXION PHARMACEUTICALS INC COM 015351109 6,801 55,500 SH   DFND 11 55,500 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,685,023 15,927,996 SH   DFND 1,5 1,282,550 0 14,645,446
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 645,286 6,099,691 SH   DFND 1,9 172,663 0 5,927,028
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 52,387 495,200 SH   DFND 1,10 10,100 0 485,100
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 22,272 210,533 SH   DFND 3 210,533 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 33,493 316,600 SH   DFND 6 276,500 0 40,100
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 35,184 332,579 SH   DFND 7 332,579 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 307 2,900 SH   DFND   2,900 0 0
ALIGN TECHNOLOGY INC COM 016255101 25,055 267,250 SH   DFND 1,5 61,660 0 205,590
ALKERMES PLC SHS G01767105 1,066,614 22,679,442 SH   DFND 1,5 3,616,570 0 19,062,872
ALKERMES PLC SHS G01767105 2,543 54,063 SH   DFND 6 54,063 0 0
ALLEGHANY CORP DEL COM 017175100 2,171 4,136 SH   DFND 1,5 11 0 4,125
ALLEGHANY CORP DEL COM 017175100 4,457 8,489 SH   DFND 3 8,489 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 30,173 1,117,520 SH   DFND 1,5 68,820 0 1,048,700
ALLEGIANT TRAVEL CO COM 01748X102 112,036 848,305 SH   DFND 1,5 155,705 0 692,600
ALLEGIANT TRAVEL CO COM 01748X102 5,208 39,435 SH   DFND 6 39,435 0 0
ALLEGIANT TRAVEL CO COM 01748X102 713 5,400 SH   DFND 7 5,400 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 81,917 1,188,753 SH   DFND 1,5 2,000 0 1,186,753
ALLEGION PUB LTD CO ORD SHS G0176J109 2,131 30,926 SH   DFND 2 30,926 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,177 17,081 SH   DFND 3 17,081 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 3,163 45,900 SH   DFND 7 45,900 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 210,202 255,835 SH   DFND 1,5 119,975 0 135,860
ALLERGAN PLC SHS G0177J108 3,270,469 14,200,291 SH   DFND 1,5 238,334 0 13,961,957
ALLERGAN PLC SHS G0177J108 29,408 127,687 SH   DFND 2 127,687 0 0
ALLERGAN PLC SHS G0177J108 24,793 107,649 SH   DFND 3 107,649 0 0
ALLERGAN PLC SHS G0177J108 16,387 71,151 SH   DFND 6 57,619 0 13,532
ALLERGAN PLC PFD CONV SER A G0177J116 1,531 1,863 SH   DFND 6 0 0 1,863
ALLERGAN PLC SHS G0177J108 28,541 123,924 SH   DFND 7 59,216 0 64,708
ALLERGAN PLC SHS G0177J108 51,486 223,550 SH   DFND 11 223,550 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 393,148 1,832,603 SH   DFND 1,5 7,225 0 1,825,378
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,049 18,875 SH   DFND 2 18,875 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,134 14,611 SH   DFND 3 14,611 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 14,454 67,376 SH   DFND 6 33,811 0 33,565
ALLIANCE DATA SYSTEMS CORP COM 018581108 53,214 248,048 SH   DFND 7 84,198 0 163,850
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 15,162 665,000 SH   DFND 1,5 0 0 665,000
ALLIANT ENERGY CORP COM 018802108 183,943 4,801,444 SH   DFND 1,5 253,844 0 4,547,600
ALLIANT ENERGY CORP COM 018802108 2,809 73,310 SH   DFND 2 73,310 0 0
ALLIANT ENERGY CORP COM 018802108 879 22,951 SH   DFND 3 22,951 0 0
ALLIANT ENERGY CORP COM 018802108 12,027 313,930 SH   DFND 6 313,930 0 0
ALLIANT ENERGY CORP COM 018802108 9,361 244,344 SH   DFND 7 244,344 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 296,481 7,335,013 SH   DFND 1,5 362 0 7,334,651
ALLISON TRANSMISSION HLDGS I COM 01973R101 370,075 12,903,576 SH   DFND 1,5 210,789 0 12,692,787
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,382 48,200 SH   DFND 6 48,200 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,004 35,000 SH   DFND 11 35,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 97 18,361 SH   DFND 1,5 0 0 18,361
ALLOT COMMUNICATIONS LTD SHS M0854Q105 7,438 1,411,400 SH   DFND 1,9 0 0 1,411,400
ALLOT COMMUNICATIONS LTD SHS M0854Q105 9,934 1,885,000 SH   DFND 11 1,885,000 0 0
ALLSTATE CORP COM 020002101 186,169 2,691,077 SH   DFND 1,5 101 0 2,690,976
ALLSTATE CORP COM 020002101 8,287 119,789 SH   DFND 2 119,789 0 0
ALLSTATE CORP COM 020002101 18,977 274,311 SH   DFND 3 274,311 0 0
ALLY FINL INC COM 02005N100 3,423 175,805 SH   DFND 1,5 1,405 0 174,400
ALLY FINL INC COM 02005N100 3,144 161,479 SH   DFND 3 161,479 0 0
ALMOST FAMILY INC COM 020409108 43,382 1,179,824 SH   DFND 1,5 89,224 0 1,090,600
ALMOST FAMILY INC COM 020409108 11,056 300,688 SH   DFND 6 300,688 0 0
ALMOST FAMILY INC COM 020409108 2,853 77,588 SH   DFND 7 68,657 0 8,931
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 868,004 12,806,195 SH   DFND 1,5 1,779,160 0 11,027,035
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,558 52,500 SH   DFND 6 52,500 0 0
ALPHABET INC CAP STK CL C 02079K107 10,858,233 13,969,346 SH   DFND 1,5 870,469 0 13,098,877
ALPHABET INC CAP STK CL A 02079K305 13,530,093 16,827,218 SH   DFND 1,5 1,330,000 0 15,497,218
ALPHABET INC CAP STK CL C 02079K107 497,079 639,502 SH   DFND 1,9 0 0 639,502
ALPHABET INC CAP STK CL A 02079K305 494,684 615,233 SH   DFND 1,9 70 0 615,163
ALPHABET INC CAP STK CL A 02079K305 76,452 95,082 SH   DFND 2 95,082 0 0
ALPHABET INC CAP STK CL C 02079K107 74,070 95,292 SH   DFND 2 95,292 0 0
ALPHABET INC CAP STK CL A 02079K305 80,700 100,365 SH   DFND 3 100,365 0 0
ALPHABET INC CAP STK CL C 02079K107 67,221 86,481 SH   DFND 3 86,481 0 0
ALPHABET INC CAP STK CL A 02079K305 149,410 185,819 SH   DFND 6 163,729 0 22,090
ALPHABET INC CAP STK CL C 02079K107 70,911 91,228 SH   DFND 6 68,500 0 22,728
ALPHABET INC CAP STK CL A 02079K305 306,590 381,303 SH   DFND 7 226,211 0 155,092
ALPHABET INC CAP STK CL C 02079K107 177,205 227,978 SH   DFND 7 69,906 0 158,072
ALPHABET INC CAP STK CL A 02079K305 98,500 122,503 SH   DFND 11 122,503 0 0
ALPHABET INC CAP STK CL C 02079K107 54,177 69,700 SH   DFND 11 69,700 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 68,979 6,328,330 SH   DFND 1,5 0 0 6,328,330
ALTRIA GROUP INC COM 02209S103 1,321,764 20,904,070 SH   DFND 1,5 1,197,690 0 19,706,380
ALTRIA GROUP INC COM 02209S103 39,840 630,080 SH   DFND 2 630,080 0 0
ALTRIA GROUP INC COM 02209S103 41,342 653,843 SH   DFND 3 653,843 0 0
ALTRIA GROUP INC COM 02209S103 1,562 24,706 SH   DFND 6 24,706 0 0
ALTRIA GROUP INC COM 02209S103 21,062 333,109 SH   DFND 7 333,109 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 83,857 3,421,354 SH   DFND 1,5 0 0 3,421,354
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 29,796 26,500,000 PRN   DFND 1,5 0 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 6,517 2,042,925 SH   DFND 1,5 0 0 2,042,925
AMAZON COM INC COM 023135106 16,071,999 19,194,801 SH   DFND 1,5 1,478,668 0 17,716,133
AMAZON COM INC COM 023135106 68,966 82,366 SH   DFND 1,9 66 0 82,300
AMAZON COM INC COM 023135106 106,245 126,889 SH   DFND 2 126,889 0 0
AMAZON COM INC COM 023135106 115,783 138,279 SH   DFND 3 138,279 0 0
AMAZON COM INC COM 023135106 103,332 123,410 SH   DFND 6 116,210 0 7,200
AMAZON COM INC COM 023135106 143,001 170,786 SH   DFND 7 148,386 0 22,400
AMAZON COM INC COM 023135106 31,064 37,100 SH   DFND 11 37,100 0 0
AMBAC FINL GROUP INC COM NEW 023139884 41,198 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 591 8,033 SH   DFND 1,5 250 0 7,783
AMBARELLA INC SHS G037AX101 42,049 571,236 SH   DFND 1,9 236 0 571,000
AMBARELLA INC SHS G037AX101 9,187 124,800 SH   DFND 6 124,800 0 0
AMBARELLA INC SHS G037AX101 3,011 40,900 SH   DFND 7 40,900 0 0
AMBER RD INC COM 02318Y108 193 20,000 SH   DFND 1,9 0 0 20,000
AMBEV SA SPONSORED ADR 02319V103 260,094 42,708,375 SH   DFND 1,5 2,477,482 0 40,230,893
AMC ENTMT HLDGS INC CL A COM 00165C104 379 12,185 SH   DFND 1,5 0 0 12,185
AMC NETWORKS INC CL A 00164V103 127,881 2,465,891 SH   DFND 1,5 98,700 0 2,367,191
AMC NETWORKS INC CL A 00164V103 2,946 56,800 SH   DFND 6 43,400 0 13,400
AMC NETWORKS INC CL A 00164V103 2,825 54,480 SH   DFND 7 34,680 0 19,800
AMDOCS LTD SHS G02602103 589,961 10,198,123 SH   DFND 1,5 926,899 0 9,271,224
AMEDISYS INC COM 023436108 123,344 2,600,000 SH   DFND 1,5 0 0 2,600,000
AMERCO COM 023586100 875 2,700 SH   DFND 1,5 0 0 2,700
AMEREN CORP COM 023608102 3,848 78,245 SH   DFND 2 78,245 0 0
AMEREN CORP COM 023608102 1,974 40,147 SH   DFND 3 40,147 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 40,245 3,517,890 SH   DFND 1,5 119,999 0 3,397,891
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 250 21,867 SH   DFND 3 21,867 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 438,459 11,976,485 SH   DFND 1,5 99,669 0 11,876,816
AMERICAN AIRLS GROUP INC COM 02376R102 6,256 170,886 SH   DFND 2 170,886 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,599 71,000 SH   DFND 3 71,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 6,392 174,600 SH   DFND 6 142,700 0 31,900
AMERICAN AIRLS GROUP INC COM 02376R102 7,490 204,600 SH   DFND 7 105,800 0 98,800
AMERICAN ASSETS TR INC COM 024013104 150,389 3,466,791 SH   DFND 1,5 2,570,883 0 895,908
AMERICAN ASSETS TR INC COM 024013104 12,311 283,800 SH   DFND 6 283,800 0 0
AMERICAN ASSETS TR INC COM 024013104 4,069 93,800 SH   DFND 7 0 0 93,800
AMERICAN CAMPUS CMNTYS INC COM 024835100 176,623 3,472,044 SH   DFND 1,5 2,407,730 0 1,064,314
AMERICAN CAP LTD COM 02503Y103 25,655 1,517,130 SH   DFND 1,5 39,900 0 1,477,230
AMERICAN CAP MTG INVT CORP COM 02504A104 19,733 1,147,916 SH   DFND 1,5 0 0 1,147,916
AMERICAN CAPITAL AGENCY CORP COM 02503X105 83,719 4,284,516 SH   DFND 1,5 102,915 0 4,181,601
AMERICAN CAPITAL AGENCY CORP COM 02503X105 3,065 156,859 SH   DFND 3 156,859 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 473 24,200 SH   DFND 6 24,200 0 0
AMERICAN ELEC PWR INC COM 025537101 456,679 7,112,269 SH   DFND 1,5 93,042 0 7,019,227
AMERICAN ELEC PWR INC COM 025537101 10,182 158,567 SH   DFND 2 158,567 0 0
AMERICAN ELEC PWR INC COM 025537101 34,879 543,206 SH   DFND 3 543,206 0 0
AMERICAN ELEC PWR INC COM 025537101 17,591 273,962 SH   DFND 6 241,022 0 32,940
AMERICAN ELEC PWR INC COM 025537101 60,320 939,412 SH   DFND 7 939,412 0 0
AMERICAN EXPRESS CO COM 025816109 116,045 1,812,076 SH   DFND 1,5 103,473 0 1,708,603
AMERICAN EXPRESS CO COM 025816109 16,025 250,237 SH   DFND 2 250,237 0 0
AMERICAN EXPRESS CO COM 025816109 15,218 237,639 SH   DFND 3 237,639 0 0
AMERICAN EXPRESS CO COM 025816109 1,413 22,072 SH   DFND 7 0 0 22,072
AMERICAN FINL GROUP INC OHIO COM 025932104 71,712 956,158 SH   DFND 1,5 5,025 0 951,133
AMERICAN HOMES 4 RENT CL A 02665T306 228,297 10,549,776 SH   DFND 1,5 6,349,376 0 4,200,400
AMERICAN HOMES 4 RENT CL A 02665T306 1,159 53,563 SH   DFND 3 53,563 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 8,081 373,407 SH   DFND 6 373,407 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,608 120,500 SH   DFND 7 0 0 120,500
AMERICAN INTL GROUP INC COM NEW 026874784 469,180 7,906,634 SH   DFND 1,5 213,534 0 7,693,100
AMERICAN INTL GROUP INC COM NEW 026874784 19,464 328,004 SH   DFND 2 328,004 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 13,837 233,178 SH   DFND 3 233,178 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,080 68,757 SH   DFND 7 0 0 68,757
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,556 129,015 SH   DFND 1,5 82,636 0 46,379
AMERICAN RENAL ASSOCIATES HO COM 029227105 40,585 2,221,393 SH   DFND 1,5 0 0 2,221,393
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 36,753 35,988,000 PRN   DFND 1,5 0 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 9,019 82,300 SH   DFND 1,5 20,000 0 62,300
AMERICAN TOWER CORP NEW COM 03027X100 2,359,395 20,818,800 SH   DFND 1,5 1,052,747 0 19,766,053
AMERICAN TOWER CORP NEW COM 03027X100 15,550 137,211 SH   DFND 2 137,211 0 0
AMERICAN TOWER CORP NEW COM 03027X100 11,797 104,098 SH   DFND 3 104,098 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,848 131,013 SH   DFND 6 116,213 0 14,800
AMERICAN TOWER CORP NEW COM 03027X100 41,803 368,858 SH   DFND 7 295,480 0 73,378
AMERICAN WOODMARK CORP COM 030506109 11,119 138,010 SH   DFND 6 127,910 0 10,100
AMERICAN WOODMARK CORP COM 030506109 4,892 60,720 SH   DFND 7 44,720 0 16,000
AMERICAN WTR WKS CO INC NEW COM 030420103 16,527 220,826 SH   DFND 1,5 26 0 220,800
AMERICAN WTR WKS CO INC NEW COM 030420103 4,294 57,370 SH   DFND 2 57,370 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,762 23,539 SH   DFND 3 23,539 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,072 14,321 SH   DFND 6 14,321 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 7,336 98,020 SH   DFND 7 98,020 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 33,807 740,400 SH   DFND 1,5 0 0 740,400
AMERIPRISE FINL INC COM 03076C106 24,583 246,400 SH   DFND 1,5 0 0 246,400
AMERIPRISE FINL INC COM 03076C106 5,194 52,055 SH   DFND 2 52,055 0 0
AMERIPRISE FINL INC COM 03076C106 6,079 60,932 SH   DFND 3 60,932 0 0
AMERIPRISE FINL INC COM 03076C106 1,016 10,180 SH   DFND 6 0 0 10,180
AMERIPRISE FINL INC COM 03076C106 398 3,990 SH   DFND 7 3,990 0 0
AMERISAFE INC COM 03071H100 58,787 1,000,111 SH   DFND 1,5 111 0 1,000,000
AMERISOURCEBERGEN CORP COM 03073E105 72,689 899,842 SH   DFND 1,5 11,342 0 888,500
AMERISOURCEBERGEN CORP COM 03073E105 4,710 58,303 SH   DFND 2 58,303 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8,116 100,468 SH   DFND 3 100,468 0 0
AMERISOURCEBERGEN CORP COM 03073E105 210 2,600 SH   DFND 6 2,600 0 0
AMETEK INC NEW COM 031100100 1,477,474 30,922,433 SH   DFND 1,5 138,873 0 30,783,560
AMETEK INC NEW COM 031100100 3,581 74,950 SH   DFND 2 74,950 0 0
AMETEK INC NEW COM 031100100 1,294 27,076 SH   DFND 3 27,076 0 0
AMETEK INC NEW COM 031100100 10,211 213,700 SH   DFND 6 180,800 0 32,900
AMETEK INC NEW COM 031100100 12,122 253,700 SH   DFND 7 150,200 0 103,500
AMGEN INC COM 031162100 5,873,853 35,212,835 SH   DFND 1,5 1,764,017 0 33,448,818
AMGEN INC COM 031162100 40,257 241,332 SH   DFND 2 241,332 0 0
AMGEN INC COM 031162100 86,879 520,826 SH   DFND 3 520,826 0 0
AMGEN INC COM 031162100 41,717 250,085 SH   DFND 6 232,285 0 17,800
AMGEN INC COM 031162100 38,259 229,354 SH   DFND 7 79,700 0 149,654
AMGEN INC COM 031162100 31,894 191,200 SH   DFND 11 191,200 0 0
AMICUS THERAPEUTICS INC COM 03152W109 121,660 16,440,585 SH   DFND 1,5 36,700 0 16,403,885
AMICUS THERAPEUTICS INC COM 03152W109 28,843 3,897,668 SH   DFND 6 3,897,668 0 0
AMICUS THERAPEUTICS INC COM 03152W109 7,271 982,610 SH   DFND 7 922,510 0 60,100
AMIRA NATURE FOODS LTD SHS G0335L102 27,088 3,263,662 SH   DFND 1,5 387,335 0 2,876,327
AMKOR TECHNOLOGY INC COM 031652100 2,188 225,058 SH   DFND 1,5 100 0 224,958
AMKOR TECHNOLOGY INC COM 031652100 15,265 1,570,473 SH   DFND 1,9 0 0 1,570,473
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 38,464 2,027,627 SH   DFND 1,5 3,110 0 2,024,517
AMPHENOL CORP NEW CL A 032095101 2,562,441 39,470,750 SH   DFND 1,5 2,753,280 0 36,717,470
AMPHENOL CORP NEW CL A 032095101 6,463 99,558 SH   DFND 2 99,558 0 0
AMPHENOL CORP NEW CL A 032095101 6,695 103,134 SH   DFND 3 103,134 0 0
AMPLIFY SNACK BRANDS COM 03211L102 87,786 5,418,893 SH   DFND 1,5 201,545 0 5,217,348
AMPLIFY SNACK BRANDS COM 03211L102 371 22,900 SH   DFND 6 22,900 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 52,907 421,300 SH   DFND 1,5 122,300 0 299,000
AMSURG CORP COM 03232P405 360,590 5,377,931 SH   DFND 1,5 7,875 0 5,370,056
AMSURG CORP COM 03232P405 84,121 1,254,608 SH   DFND 6 1,182,208 0 72,400
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,206 9,600 SH   DFND 6 0 0 9,600
AMSURG CORP COM 03232P405 28,250 421,330 SH   DFND 7 302,730 0 118,600
AMTRUST FINL SVCS INC COM 032359309 86,363 3,218,900 SH   DFND 1,5 90 0 3,218,810
AMTRUST FINL SVCS INC COM 032359309 966 36,000 SH   DFND 6 36,000 0 0
AMTRUST FINL SVCS INC COM 032359309 1,226 45,680 SH   DFND 7 10,180 0 35,500
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 7,603 15,000,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM 03236M101 2,481 4,277,478 SH   DFND 1,5 0 0 4,277,478
AMYRIS INC COM 03236M101 241 415,545 SH   DFND 6 415,545 0 0
ANADARKO PETE CORP COM 032511107 1,953,128 30,825,881 SH   DFND 1,5 757,108 0 30,068,773
ANADARKO PETE CORP COM 032511107 11,148 175,954 SH   DFND 2 175,954 0 0
ANADARKO PETE CORP COM 032511107 21,043 332,115 SH   DFND 3 332,115 0 0
ANADARKO PETE CORP COM 032511107 19,055 300,736 SH   DFND 6 265,936 0 34,800
ANADARKO PETE CORP COM 032511107 25,736 406,193 SH   DFND 7 130,100 0 276,093
ANALOG DEVICES INC COM 032654105 147,140 2,283,005 SH   DFND 1,5 0 0 2,283,005
ANALOG DEVICES INC COM 032654105 6,391 99,155 SH   DFND 2 99,155 0 0
ANALOG DEVICES INC COM 032654105 7,734 120,005 SH   DFND 3 120,005 0 0
ANALOG DEVICES INC COM 032654105 11,201 173,790 SH   DFND 6 79,440 0 94,350
ANALOG DEVICES INC COM 032654105 49,363 765,909 SH   DFND 7 211,539 0 554,370
ANDERSONS INC COM 034164103 1,194 33,000 SH   DFND 1,5 3,419 0 29,581
ANGIODYNAMICS INC COM 03475V101 19,645 1,120,000 SH   DFND 1,5 0 0 1,120,000
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 68,062 4,275,250 SH   DFND 1,5 544,238 0 3,731,012
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,523 95,687 SH   DFND 6 75,887 0 19,800
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,089 68,400 SH   DFND 7 68,400 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 105,850 805,491 SH   DFND 1,5 8,417 0 797,074
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,339 10,186 SH   DFND 3 10,186 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 3,194 24,309 SH   DFND 6 24,309 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 16,617 13,510,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 250,494 23,856,570 SH   DFND 1,5 1,991,398 0 21,865,172
ANNALY CAP MGMT INC COM 035710409 11,050 1,052,367 SH   DFND 3 1,052,367 0 0
ANNALY CAP MGMT INC COM 035710409 840 80,000 SH   DFND 6 80,000 0 0
ANNALY CAP MGMT INC COM 035710409 2,464 234,637 SH   DFND 7 234,637 0 0
ANSYS INC COM 03662Q105 621,666 6,712,728 SH   DFND 1,5 649,428 0 6,063,300
ANTERO RES CORP COM 03674X106 144,866 5,375,356 SH   DFND 1,5 297,500 0 5,077,856
ANTHEM INC UNIT 05/01/20188 036752202 86,573 1,991,560 SH   DFND 1,5 619,510 0 1,372,050
ANTHEM INC COM 036752103 1,273,712 10,164,491 SH   DFND 1,5 1,923,371 0 8,241,120
ANTHEM INC COM 036752103 10,635 84,867 SH   DFND 2 84,867 0 0
ANTHEM INC COM 036752103 5,234 41,772 SH   DFND 3 41,772 0 0
ANTHEM INC UNIT 05/01/20188 036752202 2,091 48,100 SH   DFND 6 0 0 48,100
ANTHEM INC COM 036752103 376 3,000 SH   DFND 6 3,000 0 0
ANTHEM INC COM 036752103 1,169 9,331 SH   DFND 7 1,105 0 8,226
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 8,686 2,757,607 SH   DFND 6 2,757,607 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 2,064 655,200 SH   DFND 7 655,200 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 7,048 1,432,610 SH   DFND 1,5 75,000 0 1,357,610
AON PLC SHS CL A G0408V102 60,846 540,900 SH   DFND 1,5 0 0 540,900
AON PLC SHS CL A G0408V102 9,635 85,651 SH   DFND 2 85,651 0 0
AON PLC SHS CL A G0408V102 8,583 76,303 SH   DFND 3 76,303 0 0
APACHE CORP COM 037411105 1,090,774 17,078,031 SH   DFND 1,5 394,140 0 16,683,891
APACHE CORP COM 037411105 7,815 122,356 SH   DFND 2 122,356 0 0
APACHE CORP COM 037411105 40,371 632,074 SH   DFND 3 632,074 0 0
APACHE CORP COM 037411105 30,109 471,411 SH   DFND 6 362,151 0 109,260
APACHE CORP COM 037411105 72,442 1,134,210 SH   DFND 7 291,720 0 842,490
APARTMENT INVT & MGMT CO CL A 03748R101 534,479 11,641,884 SH   DFND 1,5 4,985,113 0 6,656,771
APARTMENT INVT & MGMT CO CL A 03748R101 2,318 50,492 SH   DFND 2 50,492 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,396 30,401 SH   DFND 3 30,401 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 15,488 337,360 SH   DFND 6 337,360 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 5,133 111,800 SH   DFND 7 0 0 111,800
APOGEE ENTERPRISES INC COM 037598109 1,343 30,060 SH   DFND 1,5 0 0 30,060
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 7,228 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 18,983 2,387,815 SH   DFND 1,5 366,053 0 2,021,762
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 137,371 7,648,706 SH   DFND 1,5 365 0 7,648,341
APOLLO INVT CORP COM 03761U106 77,695 13,395,696 SH   DFND 1,5 832,459 0 12,563,237
APOLLO INVT CORP COM 03761U106 664 114,495 SH   DFND 6 114,495 0 0
APPLE INC COM 037833100 16,265,306 143,877,099 SH   DFND 1,5 10,170,334 0 133,706,765
APPLE INC COM 037833100 890,790 7,879,611 SH   DFND 1,9 0 0 7,879,611
APPLE INC COM 037833100 196,443 1,737,667 SH   DFND 2 1,737,667 0 0
APPLE INC COM 037833100 305,832 2,705,284 SH   DFND 3 2,705,284 0 0
APPLE INC COM 037833100 214,349 1,896,058 SH   DFND 6 1,572,196 0 323,862
APPLE INC COM 037833100 432,184 3,822,942 SH   DFND 7 1,636,014 0 2,186,928
APPLIED GENETIC TECHNOL CORP COM 03820J100 10,666 1,090,630 SH   DFND 1,5 200 0 1,090,430
APPLIED INDL TECHNOLOGIES IN COM 03820C105 13,688 292,847 SH   DFND 6 266,447 0 26,400
APPLIED INDL TECHNOLOGIES IN COM 03820C105 6,721 143,800 SH   DFND 7 116,000 0 27,800
APPLIED MATLS INC COM 038222105 717,850 23,809,288 SH   DFND 1,5 1,276,222 0 22,533,066
APPLIED MATLS INC COM 038222105 10,509 348,567 SH   DFND 2 348,567 0 0
APPLIED MATLS INC COM 038222105 55,123 1,828,306 SH   DFND 3 1,828,306 0 0
APPLIED MATLS INC COM 038222105 7,014 232,625 SH   DFND 6 232,625 0 0
APPLIED MATLS INC COM 038222105 4,416 146,458 SH   DFND 7 146,458 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 77,575 11,161,838 SH   DFND 1,5 2,447,500 0 8,714,338
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 88 12,600 SH   DFND 1,9 0 0 12,600
APPTIO INC CL A 03835C108 19,215 885,500 SH   DFND 1,5 126,800 0 758,700
APPTIO INC CL A 03835C108 282 13,000 SH   DFND 1,9 0 0 13,000
APTARGROUP INC COM 038336103 20,393 263,441 SH   DFND 1,5 0 0 263,441
APTEVO THERAPEUTICS INC COM 03835L108 360 140,660 SH   DFND 1,5 0 0 140,660
AQUA AMERICA INC COM 03836W103 382 12,520 SH   DFND 3 12,520 0 0
ARADIGM CORP COM NO PAR NEW 038505400 1,131 168,740 SH   DFND 1,5 0 0 168,740
ARALEZ PHARMACEUTICALS INC COM 03852X100 1,325 273,270 SH   DFND 1,5 0 0 273,270
ARAMARK COM 03852U106 610,777 16,060,399 SH   DFND 1,5 1,246,567 0 14,813,832
ARAMARK COM 03852U106 28,235 742,428 SH   DFND 6 742,428 0 0
ARAMARK COM 03852U106 7,044 185,230 SH   DFND 7 185,230 0 0
ARBOR RLTY TR INC COM 038923108 19,989 2,693,994 SH   DFND 1,5 0 0 2,693,994
ARBUTUS BIOPHARMA CORP COM 03879J100 66 19,200 SH   DFND 7 19,200 0 0
ARCBEST CORP COM 03937C105 3,670 192,947 SH   DFND 1,5 58 0 192,889
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,075 343,610 SH   DFND 1,5 0 0 343,610
ARCH CAP GROUP LTD ORD G0450A105 150,961 1,904,634 SH   DFND 1,5 133,550 0 1,771,084
ARCH CAP GROUP LTD ORD G0450A105 2,947 37,176 SH   DFND 3 37,176 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 22,947 544,157 SH   DFND 1,5 1,133 0 543,024
ARCHER DANIELS MIDLAND CO COM 039483102 207 4,900 SH   DFND 1,10 4,900 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,911 187,607 SH   DFND 2 187,607 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,501 83,010 SH   DFND 3 83,010 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 239 5,673 SH   DFND 6 5,673 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,401 104,368 SH   DFND 7 104,368 0 0
ARCHROCK INC COM 03957W106 2,365 180,800 SH   DFND 6 180,800 0 0
ARCHROCK INC COM 03957W106 778 59,500 SH   DFND 7 59,500 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 819 155,449 SH   DFND 1,5 3,349 0 152,100
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 256 48,600 SH   DFND 1,10 48,600 0 0
ARCTIC CAT INC COM 039670104 19,208 1,240,000 SH   DFND 1,5 130,400 0 1,109,600
ARDELYX INC COM 039697107 51,358 3,968,945 SH   DFND 1,5 0 0 3,968,945
ARDMORE SHIPPING CORP COM Y0207T100 14,232 2,021,596 SH   DFND 1,5 0 0 2,021,596
ARDMORE SHIPPING CORP COM Y0207T100 6,816 968,160 SH   DFND 6 968,160 0 0
ARDMORE SHIPPING CORP COM Y0207T100 2,529 359,212 SH   DFND 7 359,212 0 0
ARENA PHARMACEUTICALS INC COM 040047102 23,767 13,581,301 SH   DFND 1,5 0 0 13,581,301
ARES CAP CORP COM 04010L103 138,238 8,918,554 SH   DFND 1,5 288,159 0 8,630,395
ARES CAP CORP COM 04010L103 1,045 67,434 SH   DFND 6 67,434 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 29,163 1,675,093 SH   DFND 1,5 0 0 1,675,093
ARGAN INC COM 04010E109 18,053 304,993 SH   DFND 1,5 125 0 304,868
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,024 18,150 SH   DFND 1,5 869 0 17,281
ARGO GROUP INTL HLDGS LTD COM G0464B107 3,853 68,288 SH   DFND 6 51,188 0 17,100
ARGO GROUP INTL HLDGS LTD COM G0464B107 6,172 109,400 SH   DFND 7 56,700 0 52,700
ARIAD PHARMACEUTICALS INC COM 04033A100 139,425 10,184,447 SH   DFND 1,5 8,600 0 10,175,847
ARIAD PHARMACEUTICALS INC COM 04033A100 53,062 3,875,986 SH   DFND 6 3,875,986 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 15,657 1,143,670 SH   DFND 7 1,143,670 0 0
ARISTA NETWORKS INC COM 040413106 145,520 1,710,390 SH   DFND 1,5 129,462 0 1,580,928
ARISTA NETWORKS INC COM 040413106 944 11,100 SH   DFND 6 11,100 0 0
ARK RESTAURANTS CORP COM 040712101 4,996 220,000 SH   DFND 1,5 22,500 0 197,500
ARMADA HOFFLER PPTYS INC COM 04208T108 16,980 1,267,190 SH   DFND 6 1,267,190 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 5,875 438,424 SH   DFND 7 438,424 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 14,300 346,070 SH   DFND 6 346,070 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 4,620 111,800 SH   DFND 7 111,800 0 0
ARQULE INC COM 04269E107 1,310 731,880 SH   DFND 1,5 0 0 731,880
ARRAY BIOPHARMA INC COM 04269X105 165,465 24,513,384 SH   DFND 1,5 2,064,241 0 22,449,143
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 206 49,200 SH   DFND 1,5 4,300 0 44,900
ARRIS INTL INC SHS G0551A103 4,073 143,754 SH   DFND 1,5 0 0 143,754
ARROW ELECTRS INC COM 042735100 171,926 2,687,600 SH   DFND 1,5 61,305 0 2,626,295
ARROW ELECTRS INC COM 042735100 4,087 63,887 SH   DFND 3 63,887 0 0
ASANKO GOLD INC COM 04341Y105 56 13,300 SH   DFND   13,300 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 50,244 2,499,724 SH   DFND 1,5 7,149 0 2,492,575
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 263 13,100 SH   DFND 6 13,100 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 9,100 645,365 SH   DFND 1,5 21,100 0 624,265
ASHFORD HOSPITALITY PRIME IN COM 044102101 2,199 155,944 SH   DFND 6 155,944 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 749 53,095 SH   DFND 7 0 0 53,095
ASHLAND GLOBAL HLDGS INC COM 044186104 172,205 1,485,165 SH   DFND 1,5 2,706 0 1,482,459
ASHLAND GLOBAL HLDGS INC COM 044186104 34,558 298,038 SH   DFND 6 217,308 0 80,730
ASHLAND GLOBAL HLDGS INC COM 044186104 76,985 663,953 SH   DFND 7 228,703 0 435,250
ASML HOLDING N V N Y REGISTRY SHS N07059210 36,409 332,261 SH   DFND 1,5 67,100 0 265,161
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 102,887 2,208,342 SH   DFND 1,5 242 0 2,208,100
ASPEN TECHNOLOGY INC COM 045327103 123,710 2,643,939 SH   DFND 1,5 243,639 0 2,400,300
ASSOCIATED BANC CORP COM 045487105 264,918 13,523,120 SH   DFND 1,5 650 0 13,522,470
ASSOCIATED CAP GROUP INC CL A 045528106 438 12,365 SH   DFND 1,5 1,200 0 11,165
ASSURANT INC COM 04621X108 461,324 5,000,800 SH   DFND 1,5 465,100 0 4,535,700
ASSURANT INC COM 04621X108 1,791 19,414 SH   DFND 2 19,414 0 0
ASSURANT INC COM 04621X108 647 7,013 SH   DFND 3 7,013 0 0
ASSURANT INC COM 04621X108 24,622 266,910 SH   DFND 6 266,910 0 0
ASSURANT INC COM 04621X108 8,795 95,340 SH   DFND 7 95,340 0 0
ASSURED GUARANTY LTD COM G0585R106 3,305 119,092 SH   DFND 1,5 92 0 119,000
ASTERIAS BIOTHERAPEUTICS INC *W EXP 02/15/201 04624N115 93 182,991 SH   DFND 1,5 0 0 182,991
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 3,325 784,091 SH   DFND 1,5 0 0 784,091
ASTORIA FINL CORP COM 046265104 226 15,500 SH   DFND 1,5 0 0 15,500
ASTRAZENECA PLC SPONSORED ADR 046353108 228,434 6,951,745 SH   DFND 1,5 97,245 0 6,854,500
ASTRAZENECA PLC SPONSORED ADR 046353108 521 15,858 SH   DFND 3 15,858 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,420 43,200 SH   DFND 6 43,200 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3,868 117,702 SH   DFND 7 0 0 117,702
ASTRONICS CORP COM 046433108 34,915 775,027 SH   DFND 1,5 1,418 0 773,609
ASURE SOFTWARE INC COM 04649U102 2,163 337,919 SH   DFND 6 337,919 0 0
ASURE SOFTWARE INC COM 04649U102 194 30,300 SH   DFND 7 30,300 0 0
AT&T INC COM 00206R102 2,600,668 64,040,083 SH   DFND 1,5 811,222 0 63,228,861
AT&T INC COM 00206R102 80,566 1,983,898 SH   DFND 2 1,983,898 0 0
AT&T INC COM 00206R102 146,227 3,600,772 SH   DFND 3 3,600,772 0 0
AT&T INC COM 00206R102 15,091 371,617 SH   DFND 6 308,271 0 63,346
AT&T INC COM 00206R102 21,030 517,848 SH   DFND 7 411,348 0 106,500
AT&T INC COM 00206R102 11,984 295,100 SH   DFND 11 295,100 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 69,243 3,237,168 SH   DFND 1,5 0 0 3,237,168
ATARA BIOTHERAPEUTICS INC COM 046513107 4,987 233,135 SH   DFND 6 233,135 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 1,371 64,100 SH   DFND 7 64,100 0 0
ATHENAHEALTH INC COM 04685W103 700,290 5,552,572 SH   DFND 1,5 341,902 0 5,210,670
ATHENAHEALTH INC COM 04685W103 43,467 344,650 SH   DFND 1,9 0 0 344,650
ATHENAHEALTH INC COM 04685W103 542 4,300 SH   DFND 6 4,300 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 91,121 2,128,000 SH   DFND 1,5 194,800 0 1,933,200
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,462 34,149 SH   DFND 6 34,149 0 0
ATLASSIAN CORP PLC CL A G06242104 37,257 1,243,128 SH   DFND 1,5 132,202 0 1,110,926
ATMOS ENERGY CORP COM 049560105 173,111 2,324,569 SH   DFND 1,5 55,758 0 2,268,811
ATMOS ENERGY CORP COM 049560105 27,136 364,390 SH   DFND 6 364,390 0 0
ATMOS ENERGY CORP COM 049560105 18,197 244,359 SH   DFND 7 223,959 0 20,400
ATMOS ENERGY CORP COM 049560105 22,058 296,200 SH   DFND 11 296,200 0 0
ATN INTL INC COM 00215F107 21,316 327,741 SH   DFND 1,5 131 0 327,610
ATRICURE INC COM 04963C209 78,791 4,980,438 SH   DFND 1,5 0 0 4,980,438
ATRION CORP COM 049904105 8,425 19,749 SH   DFND 1,5 10,706 0 9,043
ATWOOD OCEANICS INC COM 050095108 84,381 9,710,112 SH   DFND 1,5 2,350,312 0 7,359,800
ATYR PHARMA INC COM 002120103 11,314 3,557,779 SH   DFND 1,5 221,005 0 3,336,774
AUDENTES THERAPEUTICS INC COM 05070R104 6,234 350,000 SH   DFND 1,5 0 0 350,000
AUTODESK INC COM 052769106 1,390,788 19,228,369 SH   DFND 1,5 161,585 0 19,066,784
AUTODESK INC COM 052769106 189,781 2,623,818 SH   DFND 1,9 818 0 2,623,000
AUTODESK INC COM 052769106 4,555 62,969 SH   DFND 2 62,969 0 0
AUTODESK INC COM 052769106 7,488 103,529 SH   DFND 3 103,529 0 0
AUTODESK INC COM 052769106 4,267 59,000 SH   DFND 6 59,000 0 0
AUTODESK INC COM 052769106 2,857 39,500 SH   DFND 7 39,500 0 0
AUTOLIV INC COM 052800109 181,533 1,699,750 SH   DFND 1,5 43,300 0 1,656,450
AUTOLIV INC COM 052800109 5,607 52,500 SH   DFND 7 52,500 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,434 72,950 SH   DFND 1,5 150 0 72,800
AUTOMATIC DATA PROCESSING IN COM 053015103 12,975 147,108 SH   DFND 2 147,108 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 24,767 280,801 SH   DFND 3 280,801 0 0
AUTONATION INC COM 05329W102 35,768 734,300 SH   DFND 1,5 165,400 0 568,900
AUTONATION INC COM 05329W102 1,042 21,399 SH   DFND 2 21,399 0 0
AUTONATION INC COM 05329W102 704 14,463 SH   DFND 3 14,463 0 0
AUTOZONE INC COM 053332102 2,169,675 2,823,848 SH   DFND 1,5 184,469 0 2,639,379
AUTOZONE INC COM 053332102 7,243 9,427 SH   DFND 2 9,427 0 0
AUTOZONE INC COM 053332102 8,374 10,899 SH   DFND 3 10,899 0 0
AUTOZONE INC COM 053332102 13,063 17,001 SH   DFND 6 8,571 0 8,430
AUTOZONE INC COM 053332102 62,325 81,117 SH   DFND 7 31,807 0 49,310
AUTOZONE INC COM 053332102 67,203 87,465 SH   DFND 11 87,465 0 0
AVALONBAY CMNTYS INC COM 053484101 622,807 3,502,065 SH   DFND 1,5 843,978 0 2,658,087
AVALONBAY CMNTYS INC COM 053484101 7,875 44,281 SH   DFND 2 44,281 0 0
AVALONBAY CMNTYS INC COM 053484101 4,907 27,594 SH   DFND 3 27,594 0 0
AVALONBAY CMNTYS INC COM 053484101 60,403 339,647 SH   DFND 6 339,647 0 0
AVALONBAY CMNTYS INC COM 053484101 20,043 112,700 SH   DFND 7 1,675 0 111,025
AVALONBAY CMNTYS INC COM 053484101 9,194 51,700 SH   DFND 11 51,700 0 0
AVANGRID INC COM 05351W103 154,382 3,695,125 SH   DFND 1,5 5 0 3,695,120
AVERY DENNISON CORP COM 053611109 50,877 654,030 SH   DFND 1,5 374 0 653,656
AVERY DENNISON CORP COM 053611109 2,229 28,655 SH   DFND 2 28,655 0 0
AVERY DENNISON CORP COM 053611109 3,195 41,069 SH   DFND 3 41,069 0 0
AVEXIS INC COM 05366U100 86,224 2,092,319 SH   DFND 1,5 0 0 2,092,319
AVEXIS INC COM 05366U100 13,097 317,800 SH   DFND 6 317,800 0 0
AVEXIS INC COM 05366U100 2,757 66,900 SH   DFND 7 66,900 0 0
AVG TECHNOLOGIES N V SHS N07831105 13,991 559,431 SH   DFND 1,5 55,331 0 504,100
AVIRAGEN THERAPEUTICS INC COM 053761102 749 390,000 SH   DFND 1,5 0 0 390,000
AVIS BUDGET GROUP COM 053774105 61,629 1,801,505 SH   DFND 1,5 0 0 1,801,505
AVNET INC COM 053807103 102,806 2,503,799 SH   DFND 1,5 4,300 0 2,499,499
AVNET INC COM 053807103 915 22,295 SH   DFND 3 22,295 0 0
AVON PRODS INC COM 054303102 57,099 10,088,212 SH   DFND 1,5 203,674 0 9,884,538
AVON PRODS INC COM 054303102 325 57,469 SH   DFND 3 57,469 0 0
AVON PRODS INC COM 054303102 260 46,000 SH   DFND 6 46,000 0 0
AXALTA COATING SYS LTD COM G0750C108 91,861 3,249,430 SH   DFND 1,5 126,210 0 3,123,220
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 388,216 7,145,514 SH   DFND 1,5 766,314 0 6,379,200
AXOVANT SCIENCES LTD COM G0750W104 9,480 677,170 SH   DFND 1,5 0 0 677,170
AXSOME THERAPEUTICS INC COM 05464T104 21,066 2,673,385 SH   DFND 1,5 0 0 2,673,385
AZZ INC COM 002474104 153,545 2,352,455 SH   DFND 1,5 199,051 0 2,153,404
AZZ INC COM 002474104 469 7,184 SH   DFND 7 7,184 0 0
B & G FOODS INC NEW COM 05508R106 162,455 3,303,279 SH   DFND 1,5 417,202 0 2,886,077
B & G FOODS INC NEW COM 05508R106 24,648 501,187 SH   DFND 3 501,187 0 0
B & G FOODS INC NEW COM 05508R106 1,432 29,119 SH   DFND 6 29,119 0 0
B/E AEROSPACE INC COM 073302101 2,547 49,300 SH   DFND 1,5 0 0 49,300
B/E AEROSPACE INC COM 073302101 16,939 327,890 SH   DFND 6 327,890 0 0
B/E AEROSPACE INC COM 073302101 10,113 195,760 SH   DFND 7 174,060 0 21,700
B2GOLD CORP COM 11777Q209 375,756 143,306,277 SH   DFND 1,5 5,871,439 0 137,434,838
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 3,445 208,797 SH   DFND 1,5 60,262 0 148,535
BAIDU INC SPON ADR REP A 056752108 120,383 661,191 SH   DFND 1,5 79,293 0 581,898
BAIDU INC SPON ADR REP A 056752108 5,134 28,200 SH   DFND 6 22,600 0 5,600
BAIDU INC SPON ADR REP A 056752108 6,245 34,300 SH   DFND 7 34,300 0 0
BAKER HUGHES INC COM 057224107 1,684,623 33,378,697 SH   DFND 1,5 787,491 0 32,591,206
BAKER HUGHES INC COM 057224107 6,964 137,989 SH   DFND 2 137,989 0 0
BAKER HUGHES INC COM 057224107 2,147 42,533 SH   DFND 3 42,533 0 0
BAKER HUGHES INC COM 057224107 6,070 120,267 SH   DFND 6 120,267 0 0
BAKER HUGHES INC COM 057224107 1,596 31,625 SH   DFND 7 0 0 31,625
BALCHEM CORP COM 057665200 3,148 40,600 SH   DFND 1,5 0 0 40,600
BALL CORP COM 058498106 853,238 10,411,692 SH   DFND 1,5 458,515 0 9,953,177
BALL CORP COM 058498106 4,604 56,185 SH   DFND 2 56,185 0 0
BALL CORP COM 058498106 4,547 55,489 SH   DFND 3 55,489 0 0
BALL CORP COM 058498106 5,964 72,779 SH   DFND 6 53,379 0 19,400
BALL CORP COM 058498106 12,137 148,100 SH   DFND 7 87,200 0 60,900
BALL CORP COM 058498106 73,267 894,049 SH   DFND 11 894,049 0 0
BANCFIRST CORP COM 05945F103 47,470 654,669 SH   DFND 1,5 0 0 654,669
BANCO BRADESCO S A SP ADR PFD NEW 059460303 125 13,730 SH   DFND 1,5 13,730 0 0
BANCO MACRO SA SPON ADR B 05961W105 31,095 397,385 SH   DFND 1,5 56,285 0 341,100
BANCO MACRO SA SPON ADR B 05961W105 1,178 15,052 SH   DFND 1,10 15,052 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,138 200,000 SH   DFND 1,5 0 0 200,000
BANCOLOMBIA S A SPON ADR PREF 05968L102 49,736 1,273,986 SH   DFND 1,5 45,520 0 1,228,466
BANK AMER CORP 7.25%CNV PFD L 060505682 126,070 103,265 SH   DFND 1,5 18,979 0 84,286
BANK AMER CORP COM 060505104 3,641,924 232,710,787 SH   DFND 1,5 6,561,605 0 226,149,182
BANK AMER CORP COM 060505104 51,502 3,290,846 SH   DFND 2 3,290,846 0 0
BANK AMER CORP COM 060505104 108,373 6,924,790 SH   DFND 3 6,924,790 0 0
BANK AMER CORP COM 060505104 50,898 3,252,289 SH   DFND 6 2,932,660 0 319,629
BANK AMER CORP 7.25%CNV PFD L 060505682 855 700 SH   DFND 7 700 0 0
BANK AMER CORP COM 060505104 104,694 6,689,702 SH   DFND 7 2,417,116 0 4,272,586
BANK HAWAII CORP COM 062540109 12,416 170,970 SH   DFND 1,5 0 0 170,970
BANK MONTREAL QUE COM 063671101 908 13,860 SH   DFND 6 0 0 13,860
BANK MONTREAL QUE COM 063671101 1,158 17,670 SH   DFND 7 17,670 0 0
BANK MONTREAL QUE COM 063671101 100,390 1,532,000 SH   DFND 11 1,532,000 0 0
BANK N S HALIFAX COM 064149107 41,675 786,480 SH   DFND 1,5 0 0 786,480
BANK N S HALIFAX COM 064149107 1,176 22,197 SH   DFND 6 8,700 0 13,497
BANK N S HALIFAX COM 064149107 29,249 551,980 SH   DFND 7 478,480 0 73,500
BANK N S HALIFAX COM 064149107 557,800 10,526,553 SH   DFND 11 9,431,753 0 1,094,800
BANK NEW YORK MELLON CORP COM 064058100 15,719 394,147 SH   DFND 1,5 0 0 394,147
BANK NEW YORK MELLON CORP COM 064058100 13,731 344,304 SH   DFND 2 344,304 0 0
BANK NEW YORK MELLON CORP COM 064058100 14,129 354,290 SH   DFND 3 354,290 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 23,654 955,338 SH   DFND 1,5 200,500 0 754,838
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 6,368 257,200 SH   DFND 6 257,200 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1,971 79,600 SH   DFND 7 79,600 0 0
BANK OF THE OZARKS INC COM 063904106 133,415 3,474,361 SH   DFND 1,5 13,261 0 3,461,100
BANK OF THE OZARKS INC COM 063904106 22,944 597,490 SH   DFND 11 597,490 0 0
BANKRATE INC DEL COM 06647F102 20,735 2,445,112 SH   DFND 1,5 4,438 0 2,440,674
BANKRATE INC DEL COM 06647F102 3,393 400,130 SH   DFND 6 400,130 0 0
BANKRATE INC DEL COM 06647F102 1,240 146,250 SH   DFND 7 146,250 0 0
BANKUNITED INC COM 06652K103 39,742 1,315,976 SH   DFND 6 1,276,476 0 39,500
BANKUNITED INC COM 06652K103 12,416 411,110 SH   DFND 7 374,510 0 36,600
BANNER CORP COM NEW 06652V208 68,770 1,572,241 SH   DFND 1,5 841 0 1,571,400
BAR HBR BANKSHARES COM 066849100 5,142 140,037 SH   DFND 1,5 140,037 0 0
BARCLAYS BANK PLC ETN DJUBS GRNS37 06739H305 4,024 144,700 SH   DFND 1,5 0 0 144,700
BARCLAYS PLC ADR 06738E204 67,964 7,820,887 SH   DFND 1,5 15,500 0 7,805,387
BARCLAYS PLC NOTE 8.250%12/2 06738EAA3 61,817 56,357,000 PRN   DFND 1,5 0 0 0
BARCLAYS PLC NOTE 8.250%12/2 06738EAA3 3,162 3,135,000 PRN   DFND 6 0 0 0
BARCLAYS PLC NOTE 8.250%12/2 06738EAA3 661 655,000 PRN   DFND 7 0 0 0
BARCLAYS PLC NOTE 6.625%12/2 06738EAB1 93,214 101,045,000 PRN   DFND 1,5 0 0 0
BARCLAYS PLC NOTE 6.625%12/2 06738EAB1 5,321 5,768,000 PRN   DFND 6 0 0 0
BARCLAYS PLC NOTE 6.625%12/2 06738EAB1 1,347 1,460,000 PRN   DFND 7 0 0 0
BARD C R INC COM 067383109 216,116 963,598 SH   DFND 1,5 57,025 0 906,573
BARD C R INC COM 067383109 5,313 23,689 SH   DFND 2 23,689 0 0
BARD C R INC COM 067383109 4,211 18,777 SH   DFND 3 18,777 0 0
BARD C R INC COM 067383109 26,539 118,330 SH   DFND 6 118,330 0 0
BARD C R INC COM 067383109 56,968 254,003 SH   DFND 7 254,003 0 0
BARNES & NOBLE ED INC COM 06777U101 4,686 489,649 SH   DFND 1,5 104,242 0 385,407
BARRICK GOLD CORP COM 067901108 168,469 9,514,524 SH   DFND 1,5 0 0 9,514,524
BARRICK GOLD CORP COM 067901108 4,800 271,100 SH   DFND 1,10 0 0 271,100
BARRICK GOLD CORP COM 067901108 5,646 318,883 SH   DFND 3 318,883 0 0
BARRICK GOLD CORP COM 067901108 727 41,053 SH   DFND 6 3,653 0 37,400
BARRICK GOLD CORP COM 067901108 3,379 190,700 SH   DFND 7 190,700 0 0
BARRICK GOLD CORP COM 067901108 145,248 8,203,100 SH   DFND 11 6,741,200 0 1,461,900
BATS GLOBAL MKTS INC COM 05491G109 1,606 53,312 SH   DFND 1,5 812 0 52,500
BAXTER INTL INC COM 071813109 110,525 2,321,947 SH   DFND 1,5 339,947 0 1,982,000
BAXTER INTL INC COM 071813109 7,514 157,854 SH   DFND 2 157,854 0 0
BAXTER INTL INC COM 071813109 10,234 215,002 SH   DFND 3 215,002 0 0
BAXTER INTL INC COM 071813109 45,882 963,900 SH   DFND 11 963,900 0 0
BAZAARVOICE INC COM 073271108 8,375 1,417,100 SH   DFND 1,5 0 0 1,417,100
BB&T CORP COM 054937107 9,908 262,660 SH   DFND 2 262,660 0 0
BB&T CORP COM 054937107 7,443 197,322 SH   DFND 3 197,322 0 0
BCE INC COM NEW 05534B760 3,237 70,094 SH   DFND 1,5 94 0 70,000
BCE INC COM NEW 05534B760 2,591 56,099 SH   DFND 6 34,995 0 21,104
BCE INC COM NEW 05534B760 20,622 446,522 SH   DFND 7 422,822 0 23,700
BCE INC COM NEW 05534B760 545,017 11,801,210 SH   DFND 11 10,497,780 0 1,303,430
BECTON DICKINSON & CO COM 075887109 493,576 2,746,207 SH   DFND 1,5 158,638 0 2,587,569
BECTON DICKINSON & CO COM 075887109 12,341 68,665 SH   DFND 2 68,665 0 0
BECTON DICKINSON & CO COM 075887109 18,494 102,900 SH   DFND 3 102,900 0 0
BECTON DICKINSON & CO COM 075887109 773 4,300 SH   DFND 6 4,300 0 0
BECTON DICKINSON & CO COM 075887109 7,011 39,007 SH   DFND 7 30,883 0 8,124
BED BATH & BEYOND INC COM 075896100 490,752 11,383,721 SH   DFND 1,5 2,640,421 0 8,743,300
BED BATH & BEYOND INC COM 075896100 2,146 49,782 SH   DFND 2 49,782 0 0
BED BATH & BEYOND INC COM 075896100 1,834 42,550 SH   DFND 3 42,550 0 0
BED BATH & BEYOND INC COM 075896100 34,488 800,000 SH   DFND 11 800,000 0 0
BEIGENE LTD SPONSORED ADR 07725L102 94,102 3,054,267 SH   DFND 1,5 460,624 0 2,593,643
BEIGENE LTD SPONSORED ADR 07725L102 7,156 232,262 SH   DFND 1,9 0 0 232,262
BEL FUSE INC CL A 077347201 4,332 215,000 SH   DFND 1,5 21,300 0 193,700
BEL FUSE INC CL B 077347300 604 25,000 SH   DFND 1,5 25,000 0 0
BELDEN INC COM 077454106 167,212 2,423,712 SH   DFND 1,5 3,712 0 2,420,000
BELLEROPHON THERAPEUTICS INC COM 078771102 1,691 1,208,070 SH   DFND 1,5 0 0 1,208,070
BELLICUM PHARMACEUTICALS INC COM 079481107 68,548 3,444,606 SH   DFND 1,5 55,500 0 3,389,106
BEMIS INC COM 081437105 340 6,674 SH   DFND 3 6,674 0 0
BENEFICIAL BANCORP INC COM 08171T102 47,686 3,241,722 SH   DFND 1,5 1,198 0 3,240,524
BENEFICIAL BANCORP INC COM 08171T102 11,911 809,700 SH   DFND 6 809,700 0 0
BENEFICIAL BANCORP INC COM 08171T102 4,077 277,175 SH   DFND 7 277,175 0 0
BENEFITFOCUS INC COM 08180D106 9,766 244,632 SH   DFND 1,5 0 0 244,632
BENEFITFOCUS INC COM 08180D106 9,122 228,499 SH   DFND 1,9 0 0 228,499
BERKLEY W R CORP COM 084423102 1,446 25,030 SH   DFND 1,5 30 0 25,000
BERKSHIRE HATHAWAY INC DEL CL A 084670108 6,306,705 29,168 SH   DFND 1,5 2,538 0 26,630
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,012,296 13,928,815 SH   DFND 1,5 69,474 0 13,859,341
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 88,456 612,278 SH   DFND 2 612,278 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 88,376 611,726 SH   DFND 3 611,726 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 216 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 17,849 123,545 SH   DFND 6 91,045 0 32,500
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 61,203 423,641 SH   DFND 7 322,641 0 101,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 82,157 568,680 SH   DFND 11 568,680 0 0
BERRY PLASTICS GROUP INC COM 08579W103 136,638 3,116,028 SH   DFND 1,5 26,700 0 3,089,328
BEST BUY INC COM 086516101 1,400,452 36,680,248 SH   DFND 1,5 3,366,508 0 33,313,740
BEST BUY INC COM 086516101 3,399 89,013 SH   DFND 2 89,013 0 0
BEST BUY INC COM 086516101 316 8,266 SH   DFND 3 8,266 0 0
BGC PARTNERS INC CL A 05541T101 8,937 1,021,400 SH   DFND 1,5 0 0 1,021,400
BIOCRYST PHARMACEUTICALS COM 09058V103 1,056 239,562 SH   DFND 1,5 0 0 239,562
BIOGEN INC COM 09062X103 2,868,701 9,164,302 SH   DFND 1,5 476,025 0 8,688,277
BIOGEN INC COM 09062X103 22,119 70,662 SH   DFND 2 70,662 0 0
BIOGEN INC COM 09062X103 25,169 80,403 SH   DFND 3 80,403 0 0
BIOGEN INC COM 09062X103 33,955 108,473 SH   DFND 6 103,502 0 4,971
BIOGEN INC COM 09062X103 73,659 235,311 SH   DFND 7 180,963 0 54,348
BIOGEN INC COM 09062X103 18,594 59,400 SH   DFND 11 59,400 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 806,041 8,712,072 SH   DFND 1,5 56,274 0 8,655,798
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 29,750 23,860,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 40,411 436,780 SH   DFND 6 370,040 0 66,740
BIOMARIN PHARMACEUTICAL INC COM 09061G101 86,107 930,689 SH   DFND 7 580,709 0 349,980
BIOSCRIP INC COM 09069N108 98 33,800 SH   DFND 6 33,800 0 0
BIOSCRIP INC COM 09069N108 187 64,548 SH   DFND 7 64,548 0 0
BIOTIME INC *W EXP 10/01/201 09066L162 104 128,178 SH   DFND 1,5 0 0 128,178
BITAUTO HLDGS LTD SPONSORED ADS 091727107 10,854 373,245 SH   DFND 1,5 3,100 0 370,145
BITAUTO HLDGS LTD SPONSORED ADS 091727107 77,701 2,671,960 SH   DFND 1,9 86,200 0 2,585,760
BITAUTO HLDGS LTD SPONSORED ADS 091727107 241 8,300 SH   DFND 6 8,300 0 0
BLACK BOX CORP DEL COM 091826107 24,978 1,797,000 SH   DFND 1,5 193,200 0 1,603,800
BLACK HILLS CORP COM 092113109 65,778 1,074,451 SH   DFND 1,5 0 0 1,074,451
BLACK KNIGHT FINL SVCS INC CL A 09214X100 8,418 205,807 SH   DFND 1,5 7 0 205,800
BLACK STONE MINERALS L P COM UNIT 09225M101 31,990 1,796,200 SH   DFND 1,5 0 0 1,796,200
BLACKBAUD INC COM 09227Q100 9,645 145,394 SH   DFND 1,5 693 0 144,701
BLACKBAUD INC COM 09227Q100 11,915 179,600 SH   DFND 1,9 0 0 179,600
BLACKBERRY LTD COM 09228F103 4,749 595,394 SH   DFND 1,5 0 0 595,394
BLACKBERRY LTD COM 09228F103 44,401 5,569,051 SH   DFND 11 5,569,051 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 223,891 7,420,968 SH   DFND 1,5 270,159 0 7,150,809
BLACKROCK INC COM 09247X101 1,589,859 4,386,303 SH   DFND 1,5 277,627 0 4,108,676
BLACKROCK INC COM 09247X101 14,261 39,346 SH   DFND 2 39,346 0 0
BLACKROCK INC COM 09247X101 13,772 37,997 SH   DFND 3 37,997 0 0
BLACKROCK INC COM 09247X101 9,750 26,900 SH   DFND 6 21,600 0 5,300
BLACKROCK INC COM 09247X101 12,469 34,400 SH   DFND 7 17,700 0 16,700
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 990,054 38,780,007 SH   DFND 1,5 315 0 38,779,692
BLOCK H & R INC COM 093671105 129,713 5,603,136 SH   DFND 1,5 367,500 0 5,235,636
BLOCK H & R INC COM 093671105 1,636 70,653 SH   DFND 2 70,653 0 0
BLOCK H & R INC COM 093671105 343 14,821 SH   DFND 3 14,821 0 0
BLOCK H & R INC COM 093671105 233,535 10,087,900 SH   DFND 11 10,087,900 0 0
BLOOMIN BRANDS INC COM 094235108 483 28,000 SH   DFND 1,5 3,100 0 24,900
BLUE BUFFALO PET PRODS INC COM 09531U102 21,694 913,050 SH   DFND 1,5 0 0 913,050
BLUE HILLS BANCORP INC COM 095573101 21,402 1,424,921 SH   DFND 6 1,424,921 0 0
BLUE HILLS BANCORP INC COM 095573101 5,016 333,940 SH   DFND 7 333,940 0 0
BLUE NILE INC COM 09578R103 1,033 30,000 SH   DFND 11 30,000 0 0
BLUEBIRD BIO INC COM 09609G100 377,222 5,565,394 SH   DFND 1,5 905,775 0 4,659,619
BLUEBIRD BIO INC COM 09609G100 685 10,100 SH   DFND 6 10,100 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 100,037 3,368,244 SH   DFND 1,5 8,350 0 3,359,894
BLUEPRINT MEDICINES CORP COM 09627Y109 3,022 101,750 SH   DFND 4 101,750 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 11,105 373,914 SH   DFND 6 373,914 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,541 85,554 SH   DFND 7 85,554 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 94,836 5,526,583 SH   DFND 1,5 1,377 0 5,525,206
BOEING CO COM 097023105 700,669 5,318,577 SH   DFND 1,5 340,226 0 4,978,351
BOEING CO COM 097023105 24,647 187,090 SH   DFND 2 187,090 0 0
BOEING CO COM 097023105 56,568 429,389 SH   DFND 3 429,389 0 0
BOEING CO COM 097023105 16,323 123,906 SH   DFND 6 118,966 0 4,940
BOEING CO COM 097023105 53,498 406,087 SH   DFND 7 279,548 0 126,539
BOFI HLDG INC COM 05566U108 573 25,600 SH   DFND 1,5 0 0 25,600
BOISE CASCADE CO DEL COM 09739D100 36,133 1,422,577 SH   DFND 1,5 113 0 1,422,464
BOJANGLES INC COM 097488100 9,468 593,205 SH   DFND 1,5 4,605 0 588,600
BOK FINL CORP COM NEW 05561Q201 103,455 1,500,000 SH   DFND 1,5 0 0 1,500,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 177,617 5,619,000 SH   DFND 1,5 0 0 5,619,000
BORGWARNER INC COM 099724106 12,613 358,516 SH   DFND 1,5 0 0 358,516
BORGWARNER INC COM 099724106 2,285 64,950 SH   DFND 2 64,950 0 0
BORGWARNER INC COM 099724106 2,489 70,737 SH   DFND 3 70,737 0 0
BOSTON BEER INC CL A 100557107 57,218 368,533 SH   DFND 1,5 20,412 0 348,121
BOSTON PRIVATE FINL HLDGS IN COM 101119105 26,993 2,103,931 SH   DFND 1,5 400 0 2,103,531
BOSTON PRIVATE FINL HLDGS IN COM 101119105 46,500 3,624,300 SH   DFND 6 3,451,400 0 172,900
BOSTON PRIVATE FINL HLDGS IN COM 101119105 18,377 1,432,317 SH   DFND 7 1,209,217 0 223,100
BOSTON PROPERTIES INC COM 101121101 1,203,445 8,830,032 SH   DFND 1,5 3,875,112 0 4,954,920
BOSTON PROPERTIES INC COM 101121101 6,755 49,563 SH   DFND 2 49,563 0 0
BOSTON PROPERTIES INC COM 101121101 9,555 70,108 SH   DFND 3 70,108 0 0
BOSTON PROPERTIES INC COM 101121101 69,247 508,086 SH   DFND 6 499,819 0 8,267
BOSTON PROPERTIES INC COM 101121101 52,792 387,348 SH   DFND 7 246,606 0 140,742
BOSTON PROPERTIES INC COM 101121101 22,405 164,390 SH   DFND 11 164,390 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,172,564 175,317,824 SH   DFND 1,5 5,980,730 0 169,337,094
BOSTON SCIENTIFIC CORP COM 101137107 10,444 438,812 SH   DFND 2 438,812 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,000 84,047 SH   DFND 3 84,047 0 0
BOSTON SCIENTIFIC CORP COM 101137107 30,301 1,273,142 SH   DFND 6 1,140,242 0 132,900
BOSTON SCIENTIFIC CORP COM 101137107 29,602 1,243,784 SH   DFND 7 849,984 0 393,800
BOTTOMLINE TECH DEL INC COM 101388106 1,296 55,600 SH   DFND 6 55,600 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,419 60,880 SH   DFND 7 10,480 0 50,400
BOX INC CL A 10316T104 4,361 276,700 SH   DFND 1,9 0 0 276,700
BOYD GAMING CORP COM 103304101 510 25,800 SH   DFND 1,5 0 0 25,800
BP PLC SPONSORED ADR 055622104 1,797 51,103 SH   DFND 1,5 0 0 51,103
BP PLC SPONSORED ADR 055622104 620 17,627 SH   DFND 3 17,627 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 276,582 17,706,899 SH   DFND 1,5 11,893,499 0 5,813,400
BRAVO BRIO RESTAURANT GROUP COM 10567B109 287 60,000 SH   DFND 1,5 60,000 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 167,073 2,497,729 SH   DFND 1,5 120,380 0 2,377,349
BRINKER INTL INC COM 109641100 1,261 25,000 SH   DFND 1,5 25,000 0 0
BRINKS CO COM 109696104 31,752 856,301 SH   DFND 1,5 92,601 0 763,700
BRISTOL MYERS SQUIBB CO COM 110122108 2,349,428 43,572,473 SH   DFND 1,5 2,759,994 0 40,812,479
BRISTOL MYERS SQUIBB CO COM 110122108 29,053 538,818 SH   DFND 2 538,818 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 42,901 795,639 SH   DFND 3 795,639 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 13,594 252,120 SH   DFND 6 216,820 0 35,300
BRISTOL MYERS SQUIBB CO COM 110122108 31,091 576,622 SH   DFND 7 298,900 0 277,722
BRISTOL MYERS SQUIBB CO COM 110122108 58,638 1,087,500 SH   DFND 11 1,087,500 0 0
BRISTOW GROUP INC COM 110394103 2,479 176,800 SH   DFND 1,5 18,100 0 158,700
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,066,190 8,352,446 SH   DFND 1,5 115,524 0 8,236,922
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2,115 16,571 SH   DFND 7 0 0 16,571
BRIXMOR PPTY GROUP INC COM 11120U105 542,296 19,514,069 SH   DFND 1,5 12,704,142 0 6,809,927
BRIXMOR PPTY GROUP INC COM 11120U105 21,892 787,776 SH   DFND 6 787,776 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 7,053 253,800 SH   DFND 7 0 0 253,800
BROADCOM LTD SHS Y09827109 3,501,837 20,298,151 SH   DFND 1,5 1,056,046 0 19,242,105
BROADCOM LTD SHS Y09827109 173,245 1,004,200 SH   DFND 1,9 0 0 1,004,200
BROADCOM LTD SHS Y09827109 22,005 127,548 SH   DFND 2 127,548 0 0
BROADCOM LTD SHS Y09827109 16,833 97,572 SH   DFND 3 97,572 0 0
BROADCOM LTD SHS Y09827109 49,625 287,646 SH   DFND 6 264,471 0 23,175
BROADCOM LTD SHS Y09827109 70,397 408,050 SH   DFND 7 352,150 0 55,900
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 79,761 1,176,595 SH   DFND 1,5 255 0 1,176,340
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 524 7,726 SH   DFND 3 7,726 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 68,940 1,016,970 SH   DFND 11 1,016,970 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 8,430 6,350,000 PRN   DFND 1,5 0 0 0
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BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 67,246 68,140,000 PRN   DFND 1,5 0 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 116,079 12,576,308 SH   DFND 1,5 515,364 0 12,060,944
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 24,318 2,634,635 SH   DFND 6 2,634,635 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 4,103 444,500 SH   DFND 7 444,500 0 0
BROOKDALE SR LIVING INC COM 112463104 8,725 500,000 SH   DFND 1,5 0 0 500,000
BROOKDALE SR LIVING INC COM 112463104 4,668 267,500 SH   DFND 6 267,500 0 0
BROOKDALE SR LIVING INC COM 112463104 1,583 90,700 SH   DFND 7 90,700 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 60,657 1,725,100 SH   DFND 1,5 0 0 1,725,100
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 31,688 901,224 SH   DFND 6 528,024 0 373,200
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 33,759 960,103 SH   DFND 7 812,403 0 147,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 725,451 20,632,038 SH   DFND 11 17,193,044 0 3,438,994
BROOKFIELD BUSINESS PARTNERS UNIT LTD LP G16234109 284 10,801 SH   DFND 11 10,800 0 1
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 20,017 577,665 SH   DFND 11 577,665 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 216,608 9,472,649 SH   DFND 11 9,472,649 0 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 36,028 1,172,600 SH   DFND 11 1,172,600 0 0
BROWN & BROWN INC COM 115236101 173,971 4,613,391 SH   DFND 1,5 51,207 0 4,562,184
BROWN & BROWN INC COM 115236101 1,067 28,291 SH   DFND 6 28,291 0 0
BROWN FORMAN CORP CL B 115637209 48,897 1,030,705 SH   DFND 1,5 140 0 1,030,565
BROWN FORMAN CORP CL B 115637209 2,790 58,818 SH   DFND 2 58,818 0 0
BROWN FORMAN CORP CL B 115637209 544 11,470 SH   DFND 3 11,470 0 0
BRUKER CORP COM 116794108 177,882 7,853,494 SH   DFND 1,5 68,462 0 7,785,032
BRUKER CORP COM 116794108 10,781 475,990 SH   DFND 6 356,690 0 119,300
BRUKER CORP COM 116794108 9,883 436,346 SH   DFND 7 274,846 0 161,500
BRUNSWICK CORP COM 117043109 174,353 3,574,281 SH   DFND 1,5 6,185 0 3,568,096
BRUNSWICK CORP COM 117043109 31,983 655,650 SH   DFND 6 628,550 0 27,100
BRUNSWICK CORP COM 117043109 19,084 391,220 SH   DFND 7 333,420 0 57,800
BT GROUP PLC ADR 05577E101 7,120 280,000 SH   DFND 1,5 0 0 280,000
BT GROUP PLC ADR 05577E101 1,651 64,928 SH   DFND 3 64,928 0 0
BUCKLE INC COM 118440106 155,517 6,471,800 SH   DFND 1,5 1,538,900 0 4,932,900
BUFFALO WILD WINGS INC COM 119848109 373,301 2,652,413 SH   DFND 1,5 272,040 0 2,380,373
BUFFALO WILD WINGS INC COM 119848109 3,553 25,248 SH   DFND 6 25,248 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 16,608 1,442,876 SH   DFND 1,5 13,968 0 1,428,908
BUILDERS FIRSTSOURCE INC COM 12008R107 17,819 1,548,140 SH   DFND 6 1,548,140 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 5,041 437,976 SH   DFND 7 376,376 0 61,600
BUNGE LIMITED COM G16962105 242,136 4,088,065 SH   DFND 1,5 5,399 0 4,082,666
BUNGE LIMITED COM G16962105 726 12,261 SH   DFND 6 12,261 0 0
BURLINGTON STORES INC COM 122017106 61,711 761,676 SH   DFND 1,5 276 0 761,400
BURLINGTON STORES INC COM 122017106 5,898 72,800 SH   DFND 6 72,800 0 0
BURLINGTON STORES INC COM 122017106 1,896 23,400 SH   DFND 7 23,400 0 0
BWX TECHNOLOGIES INC COM 05605H100 104,579 2,725,553 SH   DFND 1,5 0 0 2,725,553
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 351,680 4,991,197 SH   DFND 1,5 239,810 0 4,751,387
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,243 46,021 SH   DFND 2 46,021 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 16,524 234,514 SH   DFND 3 234,514 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,954 27,725 SH   DFND 6 27,725 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,200 87,999 SH   DFND 7 87,999 0 0
CA INC COM 12673P105 3,352 101,328 SH   DFND 2 101,328 0 0
CA INC COM 12673P105 574 17,350 SH   DFND 3 17,350 0 0
CABLE ONE INC COM 12685J105 2,096 3,589 SH   DFND 1,5 749 0 2,840
CABLE ONE INC COM 12685J105 286 489 SH   DFND 3 489 0 0
CABOT OIL & GAS CORP COM 127097103 511,071 19,808,963 SH   DFND 1,5 903,076 0 18,905,887
CABOT OIL & GAS CORP COM 127097103 3,870 150,001 SH   DFND 2 150,001 0 0
CABOT OIL & GAS CORP COM 127097103 672 26,051 SH   DFND 3 26,051 0 0
CABOT OIL & GAS CORP COM 127097103 3,848 149,153 SH   DFND 6 149,153 0 0
CACI INTL INC CL A 127190304 162,631 1,611,800 SH   DFND 1,5 0 0 1,611,800
CADENCE DESIGN SYSTEM INC COM 127387108 26,932 1,054,900 SH   DFND 1,5 0 0 1,054,900
CAE INC COM 124765108 434 30,530 SH   DFND 6 0 0 30,530
CAE INC COM 124765108 50,760 3,574,600 SH   DFND 11 3,574,600 0 0
CAESARSTONE LTD ORD SHS M20598104 24,783 657,198 SH   DFND 1,5 93,649 0 563,549
CALATLANTIC GROUP INC COM 128195104 68,270 2,041,580 SH   DFND 1,5 0 0 2,041,580
CALATLANTIC GROUP INC COM 128195104 3,988 119,261 SH   DFND 6 69,632 0 49,629
CALATLANTIC GROUP INC COM 128195104 5,261 157,323 SH   DFND 7 100,953 0 56,370
CALAVO GROWERS INC COM 128246105 19,206 293,539 SH   DFND 1,5 0 0 293,539
CALITHERA BIOSCIENCES INC COM 13089P101 1,176 361,998 SH   DFND 1,5 0 0 361,998
CALIX INC COM 13100M509 136 18,500 SH   DFND 1,5 0 0 18,500
CALLAWAY GOLF CO COM 131193104 41,357 3,562,200 SH   DFND 1,5 770,300 0 2,791,900
CALLIDUS SOFTWARE INC COM 13123E500 330 17,974 SH   DFND 1,5 1,000 0 16,974
CALLIDUS SOFTWARE INC COM 13123E500 24,151 1,316,137 SH   DFND 1,9 200 0 1,315,937
CALLIDUS SOFTWARE INC COM 13123E500 36,322 1,979,416 SH   DFND 6 1,903,916 0 75,500
CALLIDUS SOFTWARE INC COM 13123E500 11,603 632,340 SH   DFND 7 557,040 0 75,300
CALLON PETE CO DEL COM 13123X102 85,644 5,455,055 SH   DFND 1,5 0 0 5,455,055
CALLON PETE CO DEL COM 13123X102 56,590 3,604,472 SH   DFND 6 3,604,472 0 0
CALLON PETE CO DEL COM 13123X102 17,450 1,111,490 SH   DFND 7 997,490 0 114,000
CALPINE CORP COM NEW 131347304 109,912 8,695,558 SH   DFND 1,5 9,274 0 8,686,284
CALPINE CORP COM NEW 131347304 215 17,000 SH   DFND 6 17,000 0 0
CAMBREX CORP COM 132011107 15,503 348,695 SH   DFND 1,5 95 0 348,600
CAMDEN NATL CORP COM 133034108 29,923 626,785 SH   DFND 1,5 7,200 0 619,585
CAMDEN NATL CORP COM 133034108 18,485 387,196 SH   DFND 6 387,196 0 0
CAMDEN NATL CORP COM 133034108 4,769 99,900 SH   DFND 7 99,900 0 0
CAMDEN PPTY TR SH BEN INT 133131102 291,518 3,481,227 SH   DFND 1,5 2,315,660 0 1,165,567
CAMDEN PPTY TR SH BEN INT 133131102 791 9,445 SH   DFND 7 9,445 0 0
CAMECO CORP COM 13321L108 1,049 122,800 SH   DFND 1,5 0 0 122,800
CAMPBELL SOUP CO COM 134429109 28,449 520,100 SH   DFND 1,5 55,600 0 464,500
CAMPBELL SOUP CO COM 134429109 3,430 62,705 SH   DFND 2 62,705 0 0
CAMPBELL SOUP CO COM 134429109 7,006 128,073 SH   DFND 3 128,073 0 0
CANADIAN NAT RES LTD COM 136385101 347,291 10,863,818 SH   DFND 1,5 727,570 0 10,136,248
CANADIAN NAT RES LTD COM 136385101 5,334 166,864 SH   DFND 3 166,864 0 0
CANADIAN NAT RES LTD COM 136385101 15,856 496,016 SH   DFND 6 265,343 0 230,673
CANADIAN NAT RES LTD COM 136385101 24,213 757,410 SH   DFND 7 640,510 0 116,900
CANADIAN NAT RES LTD COM 136385101 700,002 21,897,188 SH   DFND 11 18,910,295 0 2,986,893
CANADIAN NATL RY CO COM 136375102 93,448 1,429,559 SH   DFND 1,5 0 0 1,429,559
CANADIAN NATL RY CO COM 136375102 222 3,394 SH   DFND 3 3,394 0 0
CANADIAN NATL RY CO COM 136375102 3,672 56,179 SH   DFND 6 17,395 0 38,784
CANADIAN NATL RY CO COM 136375102 21,949 335,781 SH   DFND 7 292,981 0 42,800
CANADIAN NATL RY CO COM 136375102 804,216 12,302,836 SH   DFND 11 11,507,036 0 795,800
CANADIAN NATL RY CO COM 136375102 870 13,303 SH   DFND   13,303 0 0
CANADIAN PAC RY LTD COM 13645T100 192,848 1,263,831 SH   DFND 1,5 113,891 0 1,149,940
CANADIAN PAC RY LTD COM 13645T100 1,221 8,000 SH   DFND 6 0 0 8,000
CANADIAN PAC RY LTD COM 13645T100 732 4,800 SH   DFND 7 4,800 0 0
CANADIAN PAC RY LTD COM 13645T100 262,934 1,723,142 SH   DFND 11 1,489,835 0 233,307
CANADIAN PAC RY LTD COM 13645T100 1,068 7,000 SH   DFND   7,000 0 0
CANON INC SPONSORED ADR 138006309 15,005 516,885 SH   DFND 1,5 0 0 516,885
CANTEL MEDICAL CORP COM 138098108 9,659 123,859 SH   DFND 1,5 763 0 123,096
CAPELLA EDUCATION COMPANY COM 139594105 1,544 26,600 SH   DFND 6 26,600 0 0
CAPELLA EDUCATION COMPANY COM 139594105 221 3,800 SH   DFND 7 3,800 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,577,004 21,954,673 SH   DFND 1,5 51,098 0 21,903,575
CAPITAL ONE FINL CORP COM 14040H105 11,723 163,200 SH   DFND 2 163,200 0 0
CAPITAL ONE FINL CORP COM 14040H105 13,119 182,634 SH   DFND 3 182,634 0 0
CAPITAL ONE FINL CORP COM 14040H105 30,737 427,919 SH   DFND 6 278,467 0 149,452
CAPITAL ONE FINL CORP COM 14040H105 110,942 1,544,503 SH   DFND 7 941,693 0 602,810
CAPITAL SR LIVING CORP COM 140475104 12,023 715,630 SH   DFND 1,5 157,530 0 558,100
CAPITAL SR LIVING CORP COM 140475104 8,810 524,400 SH   DFND 6 524,400 0 0
CAPITAL SR LIVING CORP COM 140475104 2,715 161,600 SH   DFND 7 161,600 0 0
CAPITOL FED FINL INC COM 14057J101 409 29,100 SH   DFND 1,5 0 0 29,100
CAPSTEAD MTG CORP COM NO PAR 14067E506 330 35,000 SH   DFND 1,5 0 0 35,000
CARBO CERAMICS INC COM 140781105 38,511 3,520,200 SH   DFND 1,5 1,405,400 0 2,114,800
CARDINAL FINL CORP COM 14149F109 279 10,680 SH   DFND 3 10,680 0 0
CARDINAL HEALTH INC COM 14149Y108 245,385 3,158,109 SH   DFND 1,5 302,216 0 2,855,893
CARDINAL HEALTH INC COM 14149Y108 7,983 102,739 SH   DFND 2 102,739 0 0
CARDINAL HEALTH INC COM 14149Y108 5,681 73,111 SH   DFND 3 73,111 0 0
CARDINAL HEALTH INC COM 14149Y108 69,632 896,170 SH   DFND 11 896,170 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 1,970 627,363 SH   DFND 1,5 0 0 627,363
CARDIOVASCULAR SYS INC DEL COM 141619106 12,582 530,000 SH   DFND 1,5 0 0 530,000
CARDTRONICS PLC SHS CL A G1991C105 81,286 1,822,556 SH   DFND 1,5 49,789 0 1,772,767
CARE CAP PPTYS INC COM 141624106 3,095 108,582 SH   DFND 1,5 0 0 108,582
CARETRUST REIT INC COM 14174T107 8,156 551,800 SH   DFND 1,5 55,527 0 496,273
CARLISLE COS INC COM 142339100 9,571 93,315 SH   DFND 1,5 0 0 93,315
CARLISLE COS INC COM 142339100 24,451 238,383 SH   DFND 6 232,189 0 6,194
CARLISLE COS INC COM 142339100 15,488 150,999 SH   DFND 7 136,799 0 14,200
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 9,817 630,500 SH   DFND 1,5 0 0 630,500
CARMAX INC COM 143130102 36,289 680,200 SH   DFND 1,5 121,831 0 558,369
CARMAX INC COM 143130102 3,294 61,747 SH   DFND 2 61,747 0 0
CARMAX INC COM 143130102 1,351 25,322 SH   DFND 3 25,322 0 0
CARMIKE CINEMAS INC COM 143436400 2,883 88,200 SH   DFND 1,5 0 0 88,200
CARMIKE CINEMAS INC COM 143436400 61,653 1,886,000 SH   DFND 11 1,886,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,815 139,601 SH   DFND 2 139,601 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,128 64,076 SH   DFND 3 64,076 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,497 92,112 SH   DFND 7 92,112 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 192,190 4,658,016 SH   DFND 1,5 0 0 4,658,016
CARPENTER TECHNOLOGY CORP COM 144285103 1,098 26,600 SH   DFND 6 26,600 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 594 14,400 SH   DFND 7 3,400 0 11,000
CARRIAGE SVCS INC COM 143905107 29,910 1,264,694 SH   DFND 1,5 0 0 1,264,694
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 10,092 8,612,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 19,059 805,858 SH   DFND 6 805,858 0 0
CARRIAGE SVCS INC COM 143905107 2,400 101,488 SH   DFND 7 101,488 0 0
CARRIZO OIL & GAS INC COM 144577103 93,417 2,299,785 SH   DFND 1,5 6,714 0 2,293,071
CARRIZO OIL & GAS INC COM 144577103 20,802 512,104 SH   DFND 6 459,904 0 52,200
CARRIZO OIL & GAS INC COM 144577103 9,974 245,550 SH   DFND 7 196,750 0 48,800
CARROLS RESTAURANT GROUP INC COM 14574X104 8,970 679,050 SH   DFND 6 679,050 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 2,768 209,530 SH   DFND 7 209,530 0 0
CARTER INC COM 146229109 8,138 93,858 SH   DFND 6 93,858 0 0
CARTER INC COM 146229109 2,584 29,800 SH   DFND 7 29,800 0 0
CASEYS GEN STORES INC COM 147528103 51,583 429,318 SH   DFND 1,5 118 0 429,200
CASTLIGHT HEALTH INC CL B 14862Q100 30,055 7,224,841 SH   DFND 1,5 939,800 0 6,285,041
CASTLIGHT HEALTH INC CL B 14862Q100 84 20,200 SH   DFND 6 20,200 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 8,523 1,383,598 SH   DFND 1,5 7,307 0 1,376,291
CATABASIS PHARMACEUTICALS IN COM 14875P107 128 20,800 SH   DFND 6 20,800 0 0
CATALENT INC COM 148806102 416,298 16,110,620 SH   DFND 1,5 476,384 0 15,634,236
CATALENT INC COM 148806102 49,906 1,931,330 SH   DFND 6 1,842,530 0 88,800
CATALENT INC COM 148806102 16,104 623,205 SH   DFND 7 522,005 0 101,200
CATALENT INC COM 148806102 1,163 45,000 SH   DFND 11 45,000 0 0
CATERPILLAR INC DEL COM 149123101 1,038,834 11,702,532 SH   DFND 1,5 1,167,287 0 10,535,245
CATERPILLAR INC DEL COM 149123101 16,725 188,403 SH   DFND 2 188,403 0 0
CATERPILLAR INC DEL COM 149123101 16,044 180,734 SH   DFND 3 180,734 0 0
CATERPILLAR INC DEL COM 149123101 11,545 130,054 SH   DFND 6 86,994 0 43,060
CATERPILLAR INC DEL COM 149123101 29,581 333,228 SH   DFND 7 128,324 0 204,904
CATHAY GEN BANCORP COM 149150104 159,748 5,190,000 SH   DFND 1,5 274,300 0 4,915,700
CAVCO INDS INC DEL COM 149568107 4,522 45,655 SH   DFND 1,5 729 0 44,926
CAVIUM INC COM 14964U108 368,294 6,328,081 SH   DFND 1,5 925,672 0 5,402,409
CAVIUM INC COM 14964U108 30,693 527,363 SH   DFND 1,9 100 0 527,263
CAVIUM INC COM 14964U108 74,920 1,287,292 SH   DFND 6 1,254,792 0 32,500
CAVIUM INC COM 14964U108 28,888 496,351 SH   DFND 7 439,251 0 57,100
CAVIUM INC COM 14964U108 7,810 134,200 SH   DFND 11 134,200 0 0
CBIZ INC COM 124805102 45,247 4,043,502 SH   DFND 1,5 51,002 0 3,992,500
CBIZ INC COM 124805102 18,568 1,659,371 SH   DFND 6 1,659,371 0 0
CBIZ INC COM 124805102 7,261 648,854 SH   DFND 7 544,054 0 104,800
CBL & ASSOC PPTYS INC COM 124830100 65,731 5,414,423 SH   DFND 1,5 119,300 0 5,295,123
CBOE HLDGS INC COM 12503M108 4,608 71,056 SH   DFND 1,5 156 0 70,900
CBRE GROUP INC CL A 12504L109 437,912 15,650,890 SH   DFND 1,5 57,734 0 15,593,156
CBRE GROUP INC CL A 12504L109 2,695 96,325 SH   DFND 2 96,325 0 0
CBRE GROUP INC CL A 12504L109 812 29,007 SH   DFND 3 29,007 0 0
CBS CORP NEW CL B 124857202 63,557 1,161,070 SH   DFND 1,5 70 0 1,161,000
CBS CORP NEW CL B 124857202 7,182 131,208 SH   DFND 2 131,208 0 0
CBS CORP NEW CL B 124857202 16,660 304,356 SH   DFND 3 304,356 0 0
CDK GLOBAL INC COM 12508E101 81,489 1,420,659 SH   DFND 1,5 96,443 0 1,324,216
CDK GLOBAL INC COM 12508E101 339 5,917 SH   DFND 3 5,917 0 0
CDK GLOBAL INC COM 12508E101 2,765 48,200 SH   DFND 7 48,200 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 527 6,800 SH   DFND 7 6,800 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 45,647 588,680 SH   DFND 11 588,680 0 0
CDW CORP COM 12514G108 782,735 17,116,451 SH   DFND 1,5 1,228,399 0 15,888,052
CDW CORP COM 12514G108 57,092 1,248,450 SH   DFND 6 1,248,450 0 0
CDW CORP COM 12514G108 9,160 200,310 SH   DFND 7 200,310 0 0
CDW CORP COM 12514G108 55,516 1,214,000 SH   DFND 11 1,214,000 0 0
CEB INC COM 125134106 62,568 1,148,670 SH   DFND 1,5 0 0 1,148,670
CECO ENVIRONMENTAL CORP COM 125141101 11,564 1,025,200 SH   DFND 1,5 102,096 0 923,104
CEDAR FAIR L P DEPOSITRY UNIT 150185106 104,598 1,825,772 SH   DFND 1,5 150 0 1,825,622
CEDAR REALTY TRUST INC COM NEW 150602209 78,234 10,865,802 SH   DFND 1,5 3,535,148 0 7,330,654
CEDAR REALTY TRUST INC COM NEW 150602209 10,768 1,495,616 SH   DFND 6 1,495,616 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,546 492,508 SH   DFND 7 0 0 492,508
CELADON GROUP INC COM 150838100 6,449 737,900 SH   DFND 1,5 24,600 0 713,300
CELANESE CORP DEL COM SER A 150870103 750 11,261 SH   DFND 3 11,261 0 0
CELGENE CORP COM 151020104 1,919,925 18,367,219 SH   DFND 1,5 671,086 0 17,696,133
CELGENE CORP COM 151020104 26,128 249,960 SH   DFND 2 249,960 0 0
CELGENE CORP COM 151020104 33,883 324,145 SH   DFND 3 324,145 0 0
CELGENE CORP COM 151020104 12,648 121,000 SH   DFND 6 121,000 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 55,637 13,771,516 SH   DFND 1,5 1,475,266 0 12,296,250
CELLECTIS S A SPONSORED ADS 15117K103 85,009 3,530,257 SH   DFND 1,5 283,691 0 3,246,566
CEMEX SAB DE CV SPON ADR NEW 151290889 50,287 6,333,432 SH   DFND 1,5 224,556 0 6,108,876
CEMPRA INC COM 15130J109 164,863 6,812,524 SH   DFND 1,5 221,309 0 6,591,215
CEMPRA INC COM 15130J109 22,177 916,406 SH   DFND 6 916,406 0 0
CEMPRA INC COM 15130J109 1,688 69,740 SH   DFND 7 69,740 0 0
CENOVUS ENERGY INC COM 15135U109 414,056 28,848,689 SH   DFND 1,5 483,747 0 28,364,942
CENOVUS ENERGY INC COM 15135U109 43,868 3,056,400 SH   DFND 1,10 63,000 0 2,993,400
CENOVUS ENERGY INC COM 15135U109 5,604 390,425 SH   DFND 6 390,425 0 0
CENTENE CORP DEL COM 15135B101 27,180 405,908 SH   DFND 1,5 208 0 405,700
CENTENE CORP DEL COM 15135B101 3,687 55,059 SH   DFND 2 55,059 0 0
CENTENE CORP DEL COM 15135B101 259 3,873 SH   DFND 3 3,873 0 0
CENTERPOINT ENERGY INC COM 15189T107 159,785 6,878,369 SH   DFND 1,5 232,121 0 6,646,248
CENTERPOINT ENERGY INC COM 15189T107 3,226 138,886 SH   DFND 2 138,886 0 0
CENTERPOINT ENERGY INC COM 15189T107 850 36,572 SH   DFND 3 36,572 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,366 58,800 SH   DFND 6 58,800 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 613 266,000 SH   DFND 1,10 84,400 0 181,600
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 24,026 968,810 SH   DFND 1,5 2,557 0 966,253
CENTRAL GARDEN & PET CO COM 153527106 7,818 300,705 SH   DFND 1,5 705 0 300,000
CENTRAL VALLEY CMNTY BANCORP COM 155685100 1,350 85,100 SH   DFND 1,5 60,100 0 25,000
CENTURYLINK INC COM 156700106 59,057 2,152,994 SH   DFND 1,5 171 0 2,152,823
CENTURYLINK INC COM 156700106 4,829 176,064 SH   DFND 2 176,064 0 0
CENTURYLINK INC COM 156700106 2,104 76,690 SH   DFND 3 76,690 0 0
CENTURYLINK INC COM 156700106 626 22,838 SH   DFND 6 0 0 22,838
CEPHEID COM 15670R107 104,958 1,992,000 SH   DFND 11 1,992,000 0 0
CERNER CORP COM 156782104 100,414 1,626,130 SH   DFND 1,5 140,700 0 1,485,430
CERNER CORP COM 156782104 5,985 96,925 SH   DFND 2 96,925 0 0
CERNER CORP COM 156782104 7,497 121,417 SH   DFND 3 121,417 0 0
CERUS CORP COM 157085101 6,462 1,040,617 SH   DFND 1,5 0 0 1,040,617
CF INDS HLDGS INC COM 125269100 482,633 19,820,656 SH   DFND 1,5 778,511 0 19,042,145
CF INDS HLDGS INC COM 125269100 1,831 75,180 SH   DFND 2 75,180 0 0
CF INDS HLDGS INC COM 125269100 237 9,737 SH   DFND 3 9,737 0 0
CF INDS HLDGS INC COM 125269100 14,166 581,778 SH   DFND 6 518,965 0 62,813
CF INDS HLDGS INC COM 125269100 14,968 614,690 SH   DFND 7 477,390 0 137,300
CHANNELADVISOR CORP COM 159179100 592 45,800 SH   DFND 1,9 0 0 45,800
CHARLES RIV LABS INTL INC COM 159864107 20,775 249,280 SH   DFND 1,5 280 0 249,000
CHARLES RIV LABS INTL INC COM 159864107 169,792 2,037,347 SH   DFND 11 2,037,347 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,490,960 9,226,804 SH   DFND 1,5 277,862 0 8,948,942
CHARTER COMMUNICATIONS INC N CL A 16119P108 18,870 69,895 SH   DFND 2 69,895 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 10,693 39,607 SH   DFND 3 39,607 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 15,769 58,409 SH   DFND 6 46,313 0 12,096
CHARTER COMMUNICATIONS INC N CL A 16119P108 30,289 112,195 SH   DFND 7 74,717 0 37,478
CHASE CORP COM 16150R104 90,888 1,314,937 SH   DFND 1,5 129,881 0 1,185,056
CHECK POINT SOFTWARE TECH LT ORD M22465104 174,554 2,249,121 SH   DFND 1,5 205,681 0 2,043,440
CHEFS WHSE INC COM 163086101 14,426 1,294,950 SH   DFND 1,5 0 0 1,294,950
CHEMED CORP NEW COM 16359R103 117,053 829,753 SH   DFND 1,5 9,753 0 820,000
CHEMOURS CO COM 163851108 30,076 1,879,731 SH   DFND 1,5 0 0 1,879,731
CHEMTURA CORP COM NEW 163893209 19,824 604,200 SH   DFND 1,5 0 0 604,200
CHENIERE ENERGY INC COM NEW 16411R208 184,672 4,235,600 SH   DFND 1,5 5,600 0 4,230,000
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 17,014 581,461 SH   DFND 1,5 0 0 581,461
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 63,330 2,784,946 SH   DFND 1,5 0 0 2,784,946
CHESAPEAKE ENERGY CORP COM 165167107 10,918 1,741,251 SH   DFND 1,5 0 0 1,741,251
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 775 780,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,320 210,465 SH   DFND 2 210,465 0 0
CHESAPEAKE ENERGY CORP COM 165167107 116 18,578 SH   DFND 3 18,578 0 0
CHEVRON CORP NEW COM 166764100 4,385,340 42,609,207 SH   DFND 1,5 1,303,808 0 41,305,399
CHEVRON CORP NEW COM 166764100 62,613 608,366 SH   DFND 2 608,366 0 0
CHEVRON CORP NEW COM 166764100 207,028 2,011,544 SH   DFND 3 2,011,544 0 0
CHEVRON CORP NEW COM 166764100 37,644 365,762 SH   DFND 6 361,176 0 4,586
CHEVRON CORP NEW COM 166764100 55,096 535,332 SH   DFND 7 95,008 0 440,324
CHEVRON CORP NEW COM 166764100 6,124 59,500 SH   DFND 11 59,500 0 0
CHIASMA INC COM 16706W102 9,300 3,163,406 SH   DFND 1,5 20,441 0 3,142,965
CHIASMA INC COM 16706W102 76 25,908 SH   DFND 6 25,908 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 4,564 162,816 SH   DFND 1,5 0 0 162,816
CHICOS FAS INC COM 168615102 14,470 1,215,970 SH   DFND 1,5 118,370 0 1,097,600
CHILDRENS PL INC COM 168905107 93,658 1,172,635 SH   DFND 1,5 76,218 0 1,096,417
CHILDRENS PL INC COM 168905107 535 6,700 SH   DFND 6 6,700 0 0
CHIMERA INVT CORP COM NEW 16934Q208 9,538 598,005 SH   DFND 1,5 425 0 597,580
CHIMERIX INC COM 16934W106 38,383 6,928,334 SH   DFND 1,5 1,147,608 0 5,780,726
CHINA BIOLOGIC PRODS INC COM 16938C106 154,036 1,237,433 SH   DFND 1,5 51,751 0 1,185,682
CHINA BIOLOGIC PRODS INC COM 16938C106 7,197 57,819 SH   DFND 1,9 719 0 57,100
CHINA BIOLOGIC PRODS INC COM 16938C106 3,037 24,400 SH   DFND 7 24,400 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 30,188 669,500 SH   DFND 1,5 150,800 0 518,700
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 255,699 4,156,357 SH   DFND 1,5 146,113 0 4,010,244
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 993 47,505 SH   DFND 1,9 0 0 47,505
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 312 81,100 SH   DFND 1,9 0 0 81,100
CHIPMOS TECH BERMUDA LTD SHS G2110R114 327 16,507 SH   DFND 1,5 0 0 16,507
CHIPMOS TECH BERMUDA LTD SHS G2110R114 24,971 1,261,156 SH   DFND 1,9 0 0 1,261,156
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,058,573 2,499,581 SH   DFND 1,5 182,531 0 2,317,050
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,976 9,389 SH   DFND 2 9,389 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,976 11,749 SH   DFND 3 11,749 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 16,980 40,095 SH   DFND 6 40,095 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,529 13,056 SH   DFND 7 13,056 0 0
CHUBB LIMITED COM H1467J104 3,511,159 27,943,965 SH   DFND 1,5 1,323,218 0 26,620,747
CHUBB LIMITED COM H1467J104 18,845 149,978 SH   DFND 2 149,978 0 0
CHUBB LIMITED COM H1467J104 110,240 877,358 SH   DFND 3 877,358 0 0
CHUBB LIMITED COM H1467J104 22,697 180,633 SH   DFND 6 155,733 0 24,900
CHUBB LIMITED COM H1467J104 28,531 227,069 SH   DFND 7 130,700 0 96,369
CHUBB LIMITED COM H1467J104 22,649 180,252 SH   DFND 11 180,252 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,541 44,000 SH   DFND 1,5 0 0 44,000
CHURCH & DWIGHT INC COM 171340102 117,319 2,448,220 SH   DFND 1,5 381,374 0 2,066,846
CHURCH & DWIGHT INC COM 171340102 3,981 83,071 SH   DFND 2 83,071 0 0
CHURCH & DWIGHT INC COM 171340102 1,739 36,293 SH   DFND 3 36,293 0 0
CHURCHILL DOWNS INC COM 171484108 29,490 201,500 SH   DFND 1,5 2,400 0 199,100
CHUYS HLDGS INC COM 171604101 30,060 1,075,867 SH   DFND 1,5 221,325 0 854,542
CIDARA THERAPEUTICS INC COM 171757107 15,991 1,396,553 SH   DFND 1,5 0 0 1,396,553
CIENA CORP COM NEW 171779309 625 28,669 SH   DFND 1,5 0 0 28,669
CIENA CORP NOTE 0.875% 6/1 171779AE1 12,728 12,800,000 PRN   DFND 1,5 0 0 0
CIENA CORP COM NEW 171779309 8,125 372,700 SH   DFND 1,9 0 0 372,700
CIENA CORP COM NEW 171779309 20,246 928,700 SH   DFND 6 928,700 0 0
CIENA CORP COM NEW 171779309 4,776 219,100 SH   DFND 7 219,100 0 0
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CIMPRESS N V SHS EURO N20146101 215,008 2,125,000 SH   DFND 1,5 0 0 2,125,000
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CIT GROUP INC COM NEW 125581801 260,737 7,182,834 SH   DFND 1,5 965,300 0 6,217,534
CITI TRENDS INC COM 17306X102 30,920 1,551,453 SH   DFND 1,5 176,134 0 1,375,319
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CIVEO CORP CDA COM 17878Y108 14,407 12,637,939 SH   DFND 1,5 1,192,600 0 11,445,339
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CLOROX CO DEL COM 189054109 5,227 41,752 SH   DFND 2 41,752 0 0
CLOROX CO DEL COM 189054109 6,103 48,752 SH   DFND 3 48,752 0 0
CLOVIS ONCOLOGY INC COM 189464100 22,631 627,756 SH   DFND 1,5 0 0 627,756
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CME GROUP INC COM 12572Q105 644,068 6,162,149 SH   DFND 1,5 119,562 0 6,042,587
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CNH INDL N V SHS N20944109 3,942 546,000 SH   DFND 1,5 53,300 0 492,700
CNO FINL GROUP INC COM 12621E103 41,229 2,700,000 SH   DFND 1,5 90,400 0 2,609,600
CNOOC LTD SPONSORED ADR 126132109 3,797 30,021 SH   DFND 1,5 900 0 29,121
CNOOC LTD SPONSORED ADR 126132109 15,697 124,100 SH   DFND 1,9 0 0 124,100
CNOVA N V SHS N20947102 9,145 1,702,889 SH   DFND 1,5 60,300 0 1,642,589
COACH INC COM 189754104 542,923 14,850,178 SH   DFND 1,5 1,285,999 0 13,564,179
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COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 37,078 72,660,000 PRN   DFND 1,5 0 0 0
COBIZ FINANCIAL INC COM 190897108 18,871 1,417,789 SH   DFND 1,5 0 0 1,417,789
COCA COLA BOTTLING CO CONS COM 191098102 80,911 546,105 SH   DFND 1,5 0 0 546,105
COCA COLA BOTTLING CO CONS COM 191098102 30,790 207,816 SH   DFND 6 192,816 0 15,000
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COCA COLA CO COM 191216100 2,880,648 68,068,237 SH   DFND 1,5 3,865,540 0 64,202,697
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CODEXIS INC COM 192005106 8,985 2,023,582 SH   DFND 1,5 2,200 0 2,021,382
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CONTANGO OIL & GAS COMPANY COM NEW 21075N204 27,339 2,675,000 SH   DFND 1,5 395,400 0 2,279,600
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COSTCO WHSL CORP NEW COM 22160K105 17,832 116,924 SH   DFND 7 88,824 0 28,100
COTIVITI HLDGS INC COM 22164K101 13,412 400,000 SH   DFND 1,5 0 0 400,000
COTT CORP QUE COM 22163N106 80,792 5,677,294 SH   DFND 1,5 125,557 0 5,551,737
COTT CORP QUE COM 22163N106 8,461 594,563 SH   DFND 6 68,463 0 526,100
COTT CORP QUE COM 22163N106 5,098 358,243 SH   DFND 7 269,643 0 88,600
COTT CORP QUE COM 22163N106 14,181 996,500 SH   DFND 11 852,000 0 144,500
COTY INC COM CL A 222070203 539,237 23,113,729 SH   DFND 1,5 2,057,618 0 21,056,111
COTY INC COM CL A 222070203 11,111 472,828 SH   DFND 1,10 8,900 0 463,928
COTY INC COM CL A 222070203 519 22,350 SH   DFND 2 22,350 0 0
COTY INC COM CL A 222070203 17,140 733,670 SH   DFND 6 733,670 0 0
COTY INC COM CL A 222070203 27,005 1,160,420 SH   DFND 7 1,160,420 0 0
COUNTERPATH CORP COM PAR $0.001 22228P302 594 284,450 SH   DFND 11 284,450 0 0
COUSINS PPTYS INC COM 222795106 232,404 22,260,965 SH   DFND 1,5 8,961,463 0 13,299,502
COUSINS PPTYS INC COM 222795106 818 78,325 SH   DFND 6 78,325 0 0
COUSINS PPTYS INC COM 222795106 176 16,890 SH   DFND 7 16,890 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 5,124 265,100 SH   DFND 6 265,100 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,680 86,900 SH   DFND 7 86,900 0 0
COVISINT CORP COM 22357R103 13,168 6,040,193 SH   DFND 11 6,040,193 0 0
COWEN GROUP INC NEW CL A 223622101 4,301 1,184,835 SH   DFND 1,5 0 0 1,184,835
COWEN GROUP INC NEW CL A 223622101 11,172 3,077,694 SH   DFND 6 2,757,694 0 320,000
COWEN GROUP INC NEW CL A 223622101 5,354 1,474,900 SH   DFND 7 1,216,100 0 258,800
CRANE CO COM 224399105 5,393 85,597 SH   DFND 1,5 0 0 85,597
CRAY INC COM NEW 225223304 17,635 749,164 SH   DFND 1,5 0 0 749,164
CREDICORP LTD COM G2519Y108 151,943 998,177 SH   DFND 1,5 68,647 0 929,530
CREDICORP LTD COM G2519Y108 1,037 6,815 SH   DFND 1,10 6,815 0 0
CREDIT ACCEP CORP MICH COM 225310101 12,823 63,775 SH   DFND 1,5 0 0 63,775
CREE INC COM 225447101 280,825 10,918,528 SH   DFND 1,5 1,635,457 0 9,283,071
CRESCENT PT ENERGY CORP COM 22576C101 6,678 506,400 SH   DFND 1,5 0 0 506,400
CRESCENT PT ENERGY CORP COM 22576C101 3,972 301,200 SH   DFND 11 301,200 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 5,844 275,000 SH   DFND 1,5 0 0 275,000
CRH PLC ADR 12626K203 267,511 8,040,600 SH   DFND 1,5 228,900 0 7,811,700
CRH PLC ADR 12626K203 457 13,747 SH   DFND 3 13,747 0 0
CRH PLC ADR 12626K203 9,555 287,200 SH   DFND 7 287,200 0 0
CRITEO S A SPONS ADS 226718104 213,186 6,071,941 SH   DFND 1,5 234,800 0 5,837,141
CRITEO S A SPONS ADS 226718104 4,419 125,852 SH   DFND 6 125,852 0 0
CRITEO S A SPONS ADS 226718104 1,731 49,295 SH   DFND 7 49,295 0 0
CROSS TIMBERS RTY TR TR UNIT 22757R109 287 15,700 SH   DFND 1,5 15,700 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 8,239 72,900 SH   DFND 1,5 17,300 0 55,600
CROWN CASTLE INTL CORP NEW COM 22822V101 230,419 2,445,797 SH   DFND 1,5 98,296 0 2,347,501
CROWN CASTLE INTL CORP NEW COM 22822V101 10,256 108,858 SH   DFND 2 108,858 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 36,136 383,563 SH   DFND 3 383,563 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,346 24,900 SH   DFND 6 24,900 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 17,693 187,800 SH   DFND 11 187,800 0 0
CROWN HOLDINGS INC COM 228368106 2,398 42,001 SH   DFND 3 42,001 0 0
CROWN HOLDINGS INC COM 228368106 3,108 54,439 SH   DFND 7 54,439 0 0
CRYOLIFE INC COM 228903100 7,028 400,000 SH   DFND 1,5 0 0 400,000
CSG SYS INTL INC COM 126349109 15,262 369,270 SH   DFND 1,5 0 0 369,270
CSG SYS INTL INC COM 126349109 62,929 1,522,598 SH   DFND 11 1,522,598 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 7,235 683,164 SH   DFND 1,5 0 0 683,164
CSRA INC COM 12650T104 144,846 5,384,600 SH   DFND 1,5 466,900 0 4,917,700
CSRA INC COM 12650T104 1,263 46,962 SH   DFND 2 46,962 0 0
CSRA INC COM 12650T104 31,750 1,180,304 SH   DFND 6 1,133,004 0 47,300
CSRA INC COM 12650T104 10,015 372,300 SH   DFND 7 328,100 0 44,200
CST BRANDS INC COM 12646R105 143,308 2,980,000 SH   DFND 1,5 304,700 0 2,675,300
CST BRANDS INC COM 12646R105 228,537 4,752,272 SH   DFND 11 4,752,272 0 0
CSX CORP COM 126408103 510,806 16,747,749 SH   DFND 1,5 325,928 0 16,421,821
CSX CORP COM 126408103 9,304 305,064 SH   DFND 2 305,064 0 0
CSX CORP COM 126408103 9,276 304,126 SH   DFND 3 304,126 0 0
CSX CORP COM 126408103 19,544 640,792 SH   DFND 6 521,106 0 119,686
CSX CORP COM 126408103 39,344 1,289,978 SH   DFND 7 848,990 0 440,988
CTI BIOPHARMA CORP COM 12648L106 1,797 4,800,000 SH   DFND 1,5 0 0 4,800,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 195,499 4,197,957 SH   DFND 1,5 698,569 0 3,499,388
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 52,977 1,137,587 SH   DFND 1,9 16,387 0 1,121,200
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 37,629 808,000 SH   DFND 1,10 16,400 0 791,600
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,702 36,546 SH   DFND 6 36,546 0 0
CUBESMART COM 229663109 30,038 1,101,900 SH   DFND 1,5 0 0 1,101,900
CUBESMART COM 229663109 1,551 56,900 SH   DFND 6 56,900 0 0
CUBESMART COM 229663109 3,004 110,200 SH   DFND 7 66,700 0 43,500
CULLEN FROST BANKERS INC COM 229899109 317,994 4,420,260 SH   DFND 1,5 0 0 4,420,260
CULLEN FROST BANKERS INC COM 229899109 4,799 66,713 SH   DFND 3 66,713 0 0
CUMMINS INC COM 231021106 116,468 908,845 SH   DFND 1,5 94,323 0 814,522
CUMMINS INC COM 231021106 6,412 50,032 SH   DFND 2 50,032 0 0
CUMMINS INC COM 231021106 11,242 87,723 SH   DFND 3 87,723 0 0
CUMULUS MEDIA INC CL A 231082108 1,486 4,505,268 SH   DFND 1,5 3,242,400 0 1,262,868
CURIS INC COM 231269101 43,953 16,840,418 SH   DFND 1,5 0 0 16,840,418
CURRENCYSHARES EURO TR EURO SHS 23130C108 4,866 44,500 SH   DFND 1,5 0 0 44,500
CURTISS WRIGHT CORP COM 231561101 103,608 1,137,174 SH   DFND 1,5 213 0 1,136,961
CVB FINL CORP COM 126600105 115,516 6,559,710 SH   DFND 1,5 1,000 0 6,558,710
CVB FINL CORP COM 126600105 1,421 80,700 SH   DFND 6 80,700 0 0
CVB FINL CORP COM 126600105 3,887 220,700 SH   DFND 7 154,500 0 66,200
CVENT INC COM 23247G109 13,233 417,300 SH   DFND 1,5 0 0 417,300
CVS HEALTH CORP COM 126650100 3,086,388 34,682,411 SH   DFND 1,5 1,387,159 0 33,295,252
CVS HEALTH CORP COM 126650100 30,598 343,833 SH   DFND 2 343,833 0 0
CVS HEALTH CORP COM 126650100 107,545 1,208,506 SH   DFND 3 1,208,506 0 0
CVS HEALTH CORP COM 126650100 47,937 538,677 SH   DFND 6 423,606 0 115,071
CVS HEALTH CORP COM 126650100 139,977 1,572,955 SH   DFND 7 885,438 0 687,517
CVS HEALTH CORP COM 126650100 75,767 851,408 SH   DFND 11 851,408 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 147,388 2,973,325 SH   DFND 1,5 591,200 0 2,382,125
CYBERARK SOFTWARE LTD SHS M2682V108 7,585 153,023 SH   DFND 1,9 0 0 153,023
CYPRESS SEMICONDUCTOR CORP COM 232806109 32,104 2,640,141 SH   DFND 1,5 177,380 0 2,462,761
CYS INVTS INC COM 12673A108 6,930 794,719 SH   DFND 1,5 0 0 794,719
CYTOKINETICS INC COM NEW 23282W605 46,475 5,062,656 SH   DFND 1,5 700 0 5,061,956
CYTOMX THERAPEUTICS INC COM 23284F105 84,954 5,417,999 SH   DFND 1,5 469,432 0 4,948,567
CYTOMX THERAPEUTICS INC COM 23284F105 396 25,263 SH   DFND 6 25,263 0 0
D R HORTON INC COM 23331A109 412,556 13,660,798 SH   DFND 1,5 733,437 0 12,927,361
D R HORTON INC COM 23331A109 3,299 109,250 SH   DFND 2 109,250 0 0
D R HORTON INC COM 23331A109 1,346 44,580 SH   DFND 3 44,580 0 0
D R HORTON INC COM 23331A109 3,252 107,684 SH   DFND 7 107,684 0 0
DANAHER CORP DEL COM 235851102 1,965,931 25,078,855 SH   DFND 1,5 1,447,808 0 23,631,047
DANAHER CORP DEL COM 235851102 15,362 195,963 SH   DFND 2 195,963 0 0
DANAHER CORP DEL COM 235851102 15,185 193,713 SH   DFND 3 193,713 0 0
DANAHER CORP DEL COM 235851102 28,130 358,853 SH   DFND 6 307,397 0 51,456
DANAHER CORP DEL COM 235851102 95,460 1,217,758 SH   DFND 7 1,126,329 0 91,429
DANAHER CORP DEL COM 235851102 19,119 243,900 SH   DFND 11 243,900 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 663 31,284 SH   DFND 1,9 0 0 31,284
DARDEN RESTAURANTS INC COM 237194105 68,526 1,117,508 SH   DFND 1,5 308 0 1,117,200
DARDEN RESTAURANTS INC COM 237194105 2,496 40,702 SH   DFND 2 40,702 0 0
DARDEN RESTAURANTS INC COM 237194105 5,725 93,358 SH   DFND 3 93,358 0 0
DARLING INGREDIENTS INC COM 237266101 123,962 9,175,601 SH   DFND 1,5 19,400 0 9,156,201
DARLING INGREDIENTS INC COM 237266101 7,682 568,605 SH   DFND 6 568,605 0 0
DARLING INGREDIENTS INC COM 237266101 2,557 189,300 SH   DFND 7 189,300 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 232,138 5,924,919 SH   DFND 1,5 137,748 0 5,787,171
DAVE & BUSTERS ENTMT INC COM 238337109 3,565 91,000 SH   DFND 6 91,000 0 0
DAVIDSTEA INC COM 238661102 20,903 1,696,700 SH   DFND 1,5 387,700 0 1,309,000
DAVIDSTEA INC COM 238661102 21,631 1,755,800 SH   DFND 11 1,755,800 0 0
DAVITA INC COM 23918K108 170,134 2,575,061 SH   DFND 1,5 2,700 0 2,572,361
DAVITA INC COM 23918K108 3,527 53,377 SH   DFND 2 53,377 0 0
DAVITA INC COM 23918K108 1,409 21,326 SH   DFND 3 21,326 0 0
DAVITA INC COM 23918K108 753 11,400 SH   DFND 6 11,400 0 0
DAVITA INC COM 23918K108 5,225 79,079 SH   DFND 7 79,079 0 0
DAVITA INC COM 23918K108 47,652 721,240 SH   DFND 11 721,240 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 62,004 1,706,688 SH   DFND 1,5 1,546 0 1,705,142
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 77,204 2,125,081 SH   DFND 6 2,125,081 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 15,347 422,446 SH   DFND 7 369,746 0 52,700
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 15,893 449,851 SH   DFND 1,5 0 0 449,851
DCT INDUSTRIAL TRUST INC COM NEW 233153204 570,038 11,741,259 SH   DFND 1,5 6,114,830 0 5,626,429
DCT INDUSTRIAL TRUST INC COM NEW 233153204 61,108 1,258,664 SH   DFND 6 1,243,150 0 15,514
DCT INDUSTRIAL TRUST INC COM NEW 233153204 25,367 522,502 SH   DFND 7 219,404 0 303,098
DDR CORP COM 23317H102 506,777 29,074,991 SH   DFND 1,5 18,945,472 0 10,129,519
DDR CORP COM 23317H102 12,456 714,624 SH   DFND 6 714,624 0 0
DDR CORP COM 23317H102 3,753 215,340 SH   DFND 7 0 0 215,340
DEAN FOODS CO NEW COM NEW 242370203 18,585 1,133,252 SH   DFND 1,5 63,740 0 1,069,512
DEAN FOODS CO NEW COM NEW 242370203 14,063 857,500 SH   DFND 6 857,500 0 0
DEAN FOODS CO NEW COM NEW 242370203 6,362 387,899 SH   DFND 7 387,899 0 0
DECKERS OUTDOOR CORP COM 243537107 172,588 2,898,200 SH   DFND 1,5 1,155,742 0 1,742,458
DECKERS OUTDOOR CORP COM 243537107 13,336 223,938 SH   DFND 6 223,938 0 0
DECKERS OUTDOOR CORP COM 243537107 3,263 54,788 SH   DFND 7 54,788 0 0
DEERE & CO COM 244199105 302,647 3,545,949 SH   DFND 1,5 143,150 0 3,402,799
DEERE & CO COM 244199105 7,962 93,284 SH   DFND 2 93,284 0 0
DEERE & CO COM 244199105 5,006 58,658 SH   DFND 3 58,658 0 0
DEERE & CO COM 244199105 2,882 33,761 SH   DFND 6 33,761 0 0
DEERE & CO COM 244199105 6,460 75,688 SH   DFND 7 0 0 75,688
DEL FRISCOS RESTAURANT GROUP COM 245077102 16,853 1,251,150 SH   DFND 1,5 0 0 1,251,150
DEL TACO RESTAURANTS INC COM 245496104 27,889 2,339,700 SH   DFND 1,5 528,900 0 1,810,800
DEL TACO RESTAURANTS INC COM 245496104 822 69,000 SH   DFND 6 69,000 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 6,575 230,054 SH   DFND 1,5 0 0 230,054
DELL TECHNOLOGIES INC COM CL V 24703L103 298,724 6,249,464 SH   DFND 1,5 180,974 0 6,068,490
DELL TECHNOLOGIES INC COM CL V 24703L103 45,097 943,447 SH   DFND 1,9 200 0 943,247
DELL TECHNOLOGIES INC COM CL V 24703L103 1,929 40,354 SH   DFND 3 40,354 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 3,615 75,618 SH   DFND 6 69,690 0 5,928
DELL TECHNOLOGIES INC COM CL V 24703L103 4,121 86,213 SH   DFND 7 13,206 0 73,007
DELPHI AUTOMOTIVE PLC SHS G27823106 365,465 5,124,295 SH   DFND 1,5 301,096 0 4,823,199
DELPHI AUTOMOTIVE PLC SHS G27823106 6,273 87,961 SH   DFND 2 87,961 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 5,725 80,269 SH   DFND 3 80,269 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 9,337 130,920 SH   DFND 6 121,520 0 9,400
DELPHI AUTOMOTIVE PLC SHS G27823106 35,463 497,241 SH   DFND 7 497,241 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 562,473 14,290,475 SH   DFND 1,5 598,454 0 13,692,021
DELTA AIR LINES INC DEL COM NEW 247361702 9,506 241,508 SH   DFND 2 241,508 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 9,035 229,542 SH   DFND 3 229,542 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,616 142,672 SH   DFND 6 142,672 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,347 110,441 SH   DFND 7 110,441 0 0
DELUXE CORP COM 248019101 218,370 3,268,029 SH   DFND 1,5 60,307 0 3,207,722
DELUXE CORP COM 248019101 32,285 483,163 SH   DFND 6 477,303 0 5,860
DELUXE CORP COM 248019101 10,644 159,288 SH   DFND 7 159,288 0 0
DENBURY RES INC COM NEW 247916208 55,438 17,163,400 SH   DFND 1,5 2,452,900 0 14,710,500
DENBURY RES INC COM NEW 247916208 236 73,123 SH   DFND 3 73,123 0 0
DENNYS CORP COM 24869P104 9,693 906,770 SH   DFND 6 906,770 0 0
DENNYS CORP COM 24869P104 3,317 310,320 SH   DFND 7 310,320 0 0
DENTSPLY SIRONA INC COM 24906P109 266,397 4,482,539 SH   DFND 1,5 242,458 0 4,240,081
DENTSPLY SIRONA INC COM 24906P109 4,466 75,142 SH   DFND 2 75,142 0 0
DENTSPLY SIRONA INC COM 24906P109 16,373 275,502 SH   DFND 3 275,502 0 0
DENTSPLY SIRONA INC COM 24906P109 1,337 22,500 SH   DFND 6 22,500 0 0
DENTSPLY SIRONA INC COM 24906P109 1,431 24,075 SH   DFND 11 24,075 0 0
DEPOMED INC COM 249908104 14,885 595,656 SH   DFND 1,5 59,306 0 536,350
DERMIRA INC COM 24983L104 144,095 4,260,636 SH   DFND 1,5 62,552 0 4,198,084
DERMIRA INC COM 24983L104 558 16,500 SH   DFND 6 16,500 0 0
DESCARTES SYS GROUP INC COM 249906108 1,683 78,200 SH   DFND 1,9 0 0 78,200
DESCARTES SYS GROUP INC COM 249906108 359 16,700 SH   DFND 7 16,700 0 0
DESTINATION MATERNITY CORP COM 25065D100 1,956 276,250 SH   DFND 1,5 26,850 0 249,400
DEVON ENERGY CORP NEW COM 25179M103 474,125 10,748,707 SH   DFND 1,5 21,080 0 10,727,627
DEVON ENERGY CORP NEW COM 25179M103 7,448 168,851 SH   DFND 2 168,851 0 0
DEVON ENERGY CORP NEW COM 25179M103 15,684 355,554 SH   DFND 3 355,554 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,156 71,548 SH   DFND 6 71,548 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,287 142,520 SH   DFND 7 142,520 0 0
DEVRY ED GROUP INC COM 251893103 1,201 52,100 SH   DFND 1,5 0 0 52,100
DEXCOM INC COM 252131107 808,243 9,220,204 SH   DFND 1,5 564,218 0 8,655,986
DEXCOM INC COM 252131107 5,147 58,718 SH   DFND 3 58,718 0 0
DEXCOM INC COM 252131107 561 6,400 SH   DFND 6 6,400 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 293 70,000 SH   DFND 1,5 70,000 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 7,287 62,800 SH   DFND 1,5 2,800 0 60,000
DIAGEO P L C SPON ADR NEW 25243Q205 1,096 9,448 SH   DFND 3 9,448 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 39,832 215,553 SH   DFND 1,5 54,278 0 161,275
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 216 1,170 SH   DFND 3 1,170 0 0
DIAMONDBACK ENERGY INC COM 25278X109 791,235 8,195,927 SH   DFND 1,5 414,484 0 7,781,443
DIAMONDBACK ENERGY INC COM 25278X109 2,435 25,218 SH   DFND 3 25,218 0 0
DIAMONDBACK ENERGY INC COM 25278X109 44,538 461,338 SH   DFND 6 437,138 0 24,200
DIAMONDBACK ENERGY INC COM 25278X109 19,135 198,212 SH   DFND 7 168,812 0 29,400
DIAMONDBACK ENERGY INC COM 25278X109 25,028 259,250 SH   DFND 11 259,250 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 160,150 17,598,944 SH   DFND 1,5 12,860,761 0 4,738,183
DICERNA PHARMACEUTICALS INC COM 253031108 16,799 2,856,911 SH   DFND 1,5 322,422 0 2,534,489
DICKS SPORTING GOODS INC COM 253393102 65,326 1,151,735 SH   DFND 1,5 11,535 0 1,140,200
DICKS SPORTING GOODS INC COM 253393102 1,906 33,600 SH   DFND 6 33,600 0 0
DIEBOLD INC COM 253651103 6,404 258,321 SH   DFND 1,5 0 0 258,321
DIGIMARC CORP NEW COM 25381B101 13,943 363,583 SH   DFND 1,5 0 0 363,583
DIGITAL RLTY TR INC COM 253868103 604,261 6,221,795 SH   DFND 1,5 3,991,542 0 2,230,253
DIGITAL RLTY TR INC COM 253868103 4,600 47,361 SH   DFND 2 47,361 0 0
DIGITAL RLTY TR INC COM 253868103 1,021 10,518 SH   DFND 3 10,518 0 0
DIGITAL RLTY TR INC COM 253868103 15,522 159,823 SH   DFND 6 150,123 0 9,700
DIGITAL RLTY TR INC COM 253868103 9,945 102,400 SH   DFND 7 31,700 0 70,700
DILLARDS INC CL A 254067101 199,770 3,170,449 SH   DFND 1,5 134 0 3,170,315
DIMENSION THERAPEUTICS INC COM 25433V105 39,098 4,893,322 SH   DFND 4 4,893,322 0 0
DINEEQUITY INC COM 254423106 75,785 957,006 SH   DFND 1,5 6 0 957,000
DIODES INC COM 254543101 16,144 756,500 SH   DFND 1,5 0 0 756,500
DIPLOMAT PHARMACY INC COM 25456K101 23,549 840,722 SH   DFND 1,5 13,699 0 827,023
DIPLOMAT PHARMACY INC COM 25456K101 5,031 179,600 SH   DFND 6 179,600 0 0
DIPLOMAT PHARMACY INC COM 25456K101 1,602 57,200 SH   DFND 7 57,200 0 0
DISCOVER FINL SVCS COM 254709108 463,251 8,191,881 SH   DFND 1,5 177,327 0 8,014,554
DISCOVER FINL SVCS COM 254709108 7,361 130,162 SH   DFND 2 130,162 0 0
DISCOVER FINL SVCS COM 254709108 10,856 191,972 SH   DFND 3 191,972 0 0
DISCOVER FINL SVCS COM 254709108 10,927 193,231 SH   DFND 6 163,831 0 29,400
DISCOVER FINL SVCS COM 254709108 44,204 781,684 SH   DFND 7 781,684 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 5,649 214,700 SH   DFND 1,5 0 0 214,700
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 71,886 2,670,349 SH   DFND 1,5 93,899 0 2,576,450
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,310 48,645 SH   DFND 2 48,645 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,903 72,323 SH   DFND 2 72,323 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 221 8,204 SH   DFND 3 8,204 0 0
DISH NETWORK CORP CL A 25470M109 275,617 5,031,346 SH   DFND 1,5 64,385 0 4,966,961
DISNEY WALT CO COM DISNEY 254687106 2,753,790 29,655,287 SH   DFND 1,5 2,001,866 0 27,653,421
DISNEY WALT CO COM DISNEY 254687106 44,275 476,798 SH   DFND 2 476,798 0 0
DISNEY WALT CO COM DISNEY 254687106 29,795 320,859 SH   DFND 3 320,859 0 0
DISNEY WALT CO COM DISNEY 254687106 1,720 18,521 SH   DFND 6 18,521 0 0
DISNEY WALT CO COM DISNEY 254687106 9,023 97,163 SH   DFND 7 0 0 97,163
DOLLAR GEN CORP NEW COM 256677105 336,182 4,803,293 SH   DFND 1,5 117,498 0 4,685,795
DOLLAR GEN CORP NEW COM 256677105 5,850 83,589 SH   DFND 2 83,589 0 0
DOLLAR GEN CORP NEW COM 256677105 4,190 59,863 SH   DFND 3 59,863 0 0
DOLLAR GEN CORP NEW COM 256677105 588 8,400 SH   DFND 6 8,400 0 0
DOLLAR GEN CORP NEW COM 256677105 4,545 64,934 SH   DFND 7 64,934 0 0
DOLLAR GEN CORP NEW COM 256677105 1,288 18,400 SH   DFND 11 18,400 0 0
DOLLAR TREE INC COM 256746108 798,358 10,114,758 SH   DFND 1,5 541,063 0 9,573,695
DOLLAR TREE INC COM 256746108 6,001 76,032 SH   DFND 2 76,032 0 0
DOLLAR TREE INC COM 256746108 9,438 119,577 SH   DFND 3 119,577 0 0
DOLLAR TREE INC COM 256746108 4,002 50,707 SH   DFND 6 50,707 0 0
DOLLAR TREE INC COM 256746108 568 7,200 SH   DFND 7 7,200 0 0
DOMINION DIAMOND CORP COM 257287102 7,073 727,795 SH   DFND 6 276,095 0 451,700
DOMINION DIAMOND CORP COM 257287102 5,243 539,490 SH   DFND 7 396,690 0 142,800
DOMINION RES INC VA NEW COM 25746U109 356,434 4,799,162 SH   DFND 1,5 50 0 4,799,112
DOMINION RES INC VA NEW COM 25746U109 14,987 201,796 SH   DFND 2 201,796 0 0
DOMINION RES INC VA NEW COM 25746U109 12,473 167,940 SH   DFND 3 167,940 0 0
DOMINOS PIZZA INC COM 25754A201 814,244 5,362,163 SH   DFND 1,5 254,321 0 5,107,842
DOMINOS PIZZA INC COM 25754A201 1,649 10,859 SH   DFND 6 10,859 0 0
DOMINOS PIZZA INC COM 25754A201 4,436 29,214 SH   DFND 7 29,214 0 0
DONALDSON INC COM 257651109 75,925 2,033,900 SH   DFND 1,5 54,900 0 1,979,000
DONNELLEY R R & SONS CO COM 257867101 8,048 511,959 SH   DFND 1,5 1,481 0 510,478
DOUGLAS EMMETT INC COM 25960P109 369,046 10,074,972 SH   DFND 1,5 4,008,487 0 6,066,485
DOUGLAS EMMETT INC COM 25960P109 41,630 1,136,490 SH   DFND 6 1,136,490 0 0
DOUGLAS EMMETT INC COM 25960P109 14,129 385,710 SH   DFND 7 113,810 0 271,900
DOVER CORP COM 260003108 3,686 50,054 SH   DFND 2 50,054 0 0
DOVER CORP COM 260003108 4,230 57,445 SH   DFND 3 57,445 0 0
DOW CHEM CO COM 260543103 1,084,071 20,915,907 SH   DFND 1,5 1,008,765 0 19,907,142
DOW CHEM CO COM 260543103 18,834 363,380 SH   DFND 2 363,380 0 0
DOW CHEM CO COM 260543103 68,949 1,330,284 SH   DFND 3 1,330,284 0 0
DOW CHEM CO COM 260543103 7,194 138,791 SH   DFND 6 109,427 0 29,364
DOW CHEM CO COM 260543103 6,463 124,701 SH   DFND 7 124,701 0 0
DOW CHEM CO COM 260543103 4,328 83,500 SH   DFND 11 83,500 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 210,320 2,303,363 SH   DFND 1,5 190,858 0 2,112,505
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,459 59,790 SH   DFND 2 59,790 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,234 68,277 SH   DFND 3 68,277 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 577 6,324 SH   DFND 6 6,324 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,964 43,418 SH   DFND 7 43,418 0 0
DREW INDS INC COM NEW 26168L205 7,404 75,536 SH   DFND 1,5 0 0 75,536
DRIL-QUIP INC COM 262037104 276,409 4,958,901 SH   DFND 1,5 109 0 4,958,792
DRIL-QUIP INC COM 262037104 1,572 28,200 SH   DFND 6 13,700 0 14,500
DRIL-QUIP INC COM 262037104 2,045 36,690 SH   DFND 7 21,690 0 15,000
DRIL-QUIP INC COM 262037104 552 9,900 SH   DFND 11 9,900 0 0
DST SYS INC DEL COM 233326107 4,809 40,786 SH   DFND 1,5 186 0 40,600
DST SYS INC DEL COM 233326107 1,250 10,600 SH   DFND 6 10,600 0 0
DST SYS INC DEL COM 233326107 90,162 764,600 SH   DFND 11 764,600 0 0
DSW INC CL A 23334L102 120,506 5,884,075 SH   DFND 1,5 1,095,575 0 4,788,500
DTE ENERGY CO COM 233331107 266,310 2,843,070 SH   DFND 1,5 22 0 2,843,048
DTE ENERGY CO COM 233331107 5,420 57,864 SH   DFND 2 57,864 0 0
DTE ENERGY CO COM 233331107 9,986 106,609 SH   DFND 3 106,609 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,683,251 25,134,406 SH   DFND 1,5 922,283 0 24,212,123
DU PONT E I DE NEMOURS & CO COM 263534109 18,882 281,952 SH   DFND 2 281,952 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 18,521 276,552 SH   DFND 3 276,552 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 12,477 186,303 SH   DFND 6 147,403 0 38,900
DU PONT E I DE NEMOURS & CO COM 263534109 33,797 504,662 SH   DFND 7 233,798 0 270,864
DUKE ENERGY CORP NEW COM NEW 26441C204 79,640 995,000 SH   DFND 1,5 62,300 0 932,700
DUKE ENERGY CORP NEW COM NEW 26441C204 17,782 222,168 SH   DFND 2 222,168 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 18,505 231,202 SH   DFND 3 231,202 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,830 35,354 SH   DFND 6 10,274 0 25,080
DUKE ENERGY CORP NEW COM NEW 26441C204 6,619 82,696 SH   DFND 7 82,696 0 0
DUKE REALTY CORP COM NEW 264411505 1,082,889 39,622,728 SH   DFND 1,5 24,932,436 0 14,690,292
DUKE REALTY CORP COM NEW 264411505 15,436 564,805 SH   DFND 3 564,805 0 0
DUKE REALTY CORP COM NEW 264411505 1,108 40,555 SH   DFND 6 40,555 0 0
DULUTH HLDGS INC COM CL B 26443V101 10,896 411,000 SH   DFND 1,5 0 0 411,000
DUN & BRADSTREET CORP DEL NE COM 26483E100 253,193 1,853,262 SH   DFND 1,5 25 0 1,853,237
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,600 11,708 SH   DFND 2 11,708 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,953 21,616 SH   DFND 3 21,616 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 45,282 331,447 SH   DFND 6 331,447 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 4,044 29,600 SH   DFND 7 29,600 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 132,646 970,910 SH   DFND 11 970,910 0 0
DUNKIN BRANDS GROUP INC COM 265504100 395,127 7,586,923 SH   DFND 1,5 462,183 0 7,124,740
DUNKIN BRANDS GROUP INC COM 265504100 47,850 918,780 SH   DFND 3 918,780 0 0
DUNKIN BRANDS GROUP INC COM 265504100 3,906 75,000 SH   DFND 6 75,000 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 7,644 185,300 SH   DFND 6 185,300 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2,590 62,790 SH   DFND 7 62,790 0 0
DYCOM INDS INC COM 267475101 111,886 1,368,130 SH   DFND 1,5 12,750 0 1,355,380
DYCOM INDS INC COM 267475101 2,958 36,170 SH   DFND 6 36,170 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 16,996 1,620,235 SH   DFND 1,5 0 0 1,620,235
DYNEGY INC NEW DEL COM 26817R108 77,197 6,230,585 SH   DFND 1,5 8,443 0 6,222,142
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 48,138 594,300 SH   DFND 1,5 410,400 0 183,900
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 26,287 574,339 SH   DFND 1,5 155,719 0 418,620
DYNEGY INC NEW DEL COM 26817R108 2,286 184,539 SH   DFND 6 184,539 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 1,266 27,668 SH   DFND 6 0 0 27,668
DYNEX CAP INC COM NEW 26817Q506 13,914 1,875,186 SH   DFND 1,5 0 0 1,875,186
E L F BEAUTY INC COM 26856L103 2,812 100,000 SH   DFND 1,5 0 0 100,000
E TRADE FINANCIAL CORP COM NEW 269246401 214,385 7,362,118 SH   DFND 1,5 10,356 0 7,351,762
E TRADE FINANCIAL CORP COM NEW 269246401 2,570 88,258 SH   DFND 2 88,258 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 51,601 1,772,001 SH   DFND 6 1,772,001 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 12,726 437,030 SH   DFND 7 437,030 0 0
EAGLE BANCORP INC MD COM 268948106 259 5,246 SH   DFND 1,5 821 0 4,425
EAGLE BANCORP INC MD COM 268948106 221 4,474 SH   DFND 3 4,474 0 0
EAGLE MATERIALS INC COM 26969P108 201,436 2,605,902 SH   DFND 1,5 2,428 0 2,603,474
EAGLE MATERIALS INC COM 26969P108 37,641 486,951 SH   DFND 6 486,951 0 0
EAGLE MATERIALS INC COM 26969P108 15,889 205,546 SH   DFND 7 188,446 0 17,100
EAST WEST BANCORP INC COM 27579R104 99,615 2,713,576 SH   DFND 1,5 102,800 0 2,610,776
EAST WEST BANCORP INC COM 27579R104 203 5,532 SH   DFND 3 5,532 0 0
EAST WEST BANCORP INC COM 27579R104 20,295 552,857 SH   DFND 6 552,857 0 0
EAST WEST BANCORP INC COM 27579R104 4,361 118,800 SH   DFND 7 118,800 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 23,112 1,211,300 SH   DFND 1,5 0 0 1,211,300
EASTERN CO COM 276317104 295 14,704 SH   DFND 1,5 14,704 0 0
EASTGROUP PPTY INC COM 277276101 12,417 168,800 SH   DFND 1,5 0 0 168,800
EASTMAN CHEM CO COM 277432100 521,986 7,712,566 SH   DFND 1,5 1,692 0 7,710,874
EASTMAN CHEM CO COM 277432100 3,224 47,634 SH   DFND 2 47,634 0 0
EASTMAN CHEM CO COM 277432100 5,559 82,138 SH   DFND 3 82,138 0 0
EASTMAN CHEM CO COM 277432100 950 14,033 SH   DFND 6 2,711 0 11,322
EASTMAN CHEM CO COM 277432100 3,518 51,982 SH   DFND 7 51,982 0 0
EASTMAN KODAK CO COM NEW 277461406 12,077 805,153 SH   DFND 1,5 0 0 805,153
EATON CORP PLC SHS G29183103 532,209 8,099,359 SH   DFND 1,5 503,701 0 7,595,658
EATON CORP PLC SHS G29183103 9,635 146,631 SH   DFND 2 146,631 0 0
EATON CORP PLC SHS G29183103 41,740 635,216 SH   DFND 3 635,216 0 0
EATON CORP PLC SHS G29183103 11,821 179,900 SH   DFND 6 151,600 0 28,300
EATON CORP PLC SHS G29183103 22,110 336,477 SH   DFND 7 188,349 0 148,128
EATON CORP PLC SHS G29183103 1,017 15,480 SH   DFND 11 15,480 0 0
EBAY INC COM 278642103 782,667 23,789,278 SH   DFND 1,5 1,943,141 0 21,846,137
EBAY INC COM 278642103 2,099 63,800 SH   DFND 1,9 0 0 63,800
EBAY INC COM 278642103 11,140 338,599 SH   DFND 2 338,599 0 0
EBAY INC COM 278642103 9,408 285,964 SH   DFND 3 285,964 0 0
EBAY INC COM 278642103 16,756 509,300 SH   DFND 6 407,540 0 101,760
EBAY INC COM 278642103 24,897 756,749 SH   DFND 7 152,432 0 604,317
EBAY INC COM 278642103 46,340 1,408,500 SH   DFND 11 1,408,500 0 0
EBIX INC COM NEW 278715206 197,259 3,469,811 SH   DFND 1,5 328,733 0 3,141,078
EBIX INC COM NEW 278715206 75,752 1,332,485 SH   DFND 6 1,332,485 0 0
EBIX INC COM NEW 278715206 3,974 69,900 SH   DFND 7 69,900 0 0
ECHOSTAR CORP CL A 278768106 1,151 26,260 SH   DFND 1,5 0 0 26,260
ECLIPSE RES CORP COM 27890G100 186 56,678 SH   DFND 1,5 0 0 56,678
ECOLAB INC COM 278865100 358,830 2,947,999 SH   DFND 1,5 36,029 0 2,911,970
ECOLAB INC COM 278865100 10,301 84,630 SH   DFND 2 84,630 0 0
ECOLAB INC COM 278865100 5,425 44,566 SH   DFND 3 44,566 0 0
ECOLAB INC COM 278865100 7,073 58,107 SH   DFND 6 58,107 0 0
ECOLAB INC COM 278865100 29,932 245,910 SH   DFND 7 245,910 0 0
ECOLAB INC COM 278865100 2,901 23,830 SH   DFND 11 23,830 0 0
EDGE THERAPEUTICS INC COM 279870109 2,177 209,078 SH   DFND 1,5 0 0 209,078
EDGEWELL PERS CARE CO COM 28035Q102 71,727 902,000 SH   DFND 1,5 0 0 902,000
EDISON INTL COM 281020107 571,515 7,910,245 SH   DFND 1,5 37 0 7,910,208
EDISON INTL COM 281020107 7,591 105,067 SH   DFND 2 105,067 0 0
EDISON INTL COM 281020107 4,745 65,680 SH   DFND 3 65,680 0 0
EDISON INTL COM 281020107 7,573 104,823 SH   DFND 6 80,423 0 24,400
EDISON INTL COM 281020107 18,338 253,812 SH   DFND 7 178,112 0 75,700
EDITAS MEDICINE INC COM 28106W103 72,855 5,404,637 SH   DFND 1,5 492,932 0 4,911,705
EDITAS MEDICINE INC COM 28106W103 385 28,524 SH   DFND 6 28,524 0 0
EDITAS MEDICINE INC COM 28106W103 795 58,951 SH   DFND 11 58,951 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,275,336 10,578,432 SH   DFND 1,5 533,463 0 10,044,969
EDWARDS LIFESCIENCES CORP COM 28176E108 8,276 68,649 SH   DFND 2 68,649 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,618 79,778 SH   DFND 3 79,778 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 338 2,800 SH   DFND   2,800 0 0
EGAIN CORP COM NEW 28225C806 952 308,100 SH   DFND 1,9 0 0 308,100
EGALET CORP COM 28226B104 28,605 3,758,921 SH   DFND 1,5 0 0 3,758,921
EHI CAR SVCS LTD SPON ADS CL A 26853A100 1,089 106,250 SH   DFND 1,9 0 0 106,250
EL PASO ELEC CO COM NEW 283677854 101,299 2,165,900 SH   DFND 1,5 0 0 2,165,900
EL POLLO LOCO HLDGS INC COM 268603107 13,230 1,050,800 SH   DFND 1,5 103,000 0 947,800
ELBIT SYS LTD ORD M3760D101 19,364 202,099 SH   DFND 1,5 1,822 0 200,277
ELBIT SYS LTD ORD M3760D101 736 7,700 SH   DFND 1,10 0 0 7,700
ELBIT SYS LTD ORD M3760D101 5,471 57,100 SH   DFND 11 57,100 0 0
ELDORADO GOLD CORP NEW COM 284902103 37,477 9,528,635 SH   DFND 1,5 2,300 0 9,526,335
ELDORADO GOLD CORP NEW COM 284902103 7,755 1,971,720 SH   DFND 6 1,229,620 0 742,100
ELDORADO GOLD CORP NEW COM 284902103 6,017 1,529,740 SH   DFND 7 1,262,940 0 266,800
ELDORADO GOLD CORP NEW COM 284902103 122,998 31,272,600 SH   DFND 11 31,272,600 0 0
ELECTRONIC ARTS INC COM 285512109 2,633,861 30,841,462 SH   DFND 1,5 1,928,315 0 28,913,147
ELECTRONIC ARTS INC COM 285512109 77,424 906,600 SH   DFND 1,9 0 0 906,600
ELECTRONIC ARTS INC COM 285512109 8,283 96,990 SH   DFND 2 96,990 0 0
ELECTRONIC ARTS INC COM 285512109 3,839 44,953 SH   DFND 3 44,953 0 0
ELECTRONIC ARTS INC COM 285512109 23,844 279,200 SH   DFND 6 262,500 0 16,700
ELECTRONIC ARTS INC COM 285512109 38,701 453,170 SH   DFND 7 401,170 0 52,000
ELECTRONIC ARTS INC COM 285512109 28,148 329,602 SH   DFND 11 329,602 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 10,054 205,522 SH   DFND 1,5 0 0 205,522
ELECTRONICS FOR IMAGING INC COM 286082102 35,459 724,839 SH   DFND 6 705,639 0 19,200
ELECTRONICS FOR IMAGING INC COM 286082102 15,007 306,760 SH   DFND 7 276,160 0 30,600
ELLIE MAE INC COM 28849P100 17,243 163,750 SH   DFND 1,5 450 0 163,300
ELLIE MAE INC COM 28849P100 9,395 89,219 SH   DFND 6 89,219 0 0
ELLIE MAE INC COM 28849P100 3,085 29,300 SH   DFND 7 29,300 0 0
ELLINGTON FINANCIAL LLC COM 288522303 20,467 1,227,784 SH   DFND 1,5 0 0 1,227,784
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,375 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 12,276 575,809 SH   DFND 1,5 0 0 575,809
EMBRAER S A SP ADR REP 4 COM 29082A107 5,235 303,300 SH   DFND 1,5 0 0 303,300
EMCOR GROUP INC COM 29084Q100 168,385 2,824,296 SH   DFND 1,5 25,100 0 2,799,196
EMCOR GROUP INC COM 29084Q100 9,122 153,010 SH   DFND 6 127,310 0 25,700
EMCOR GROUP INC COM 29084Q100 6,314 105,896 SH   DFND 7 81,726 0 24,170
EMERGENT BIOSOLUTIONS INC COM 29089Q105 6,509 206,450 SH   DFND 1,5 28 0 206,422
EMERSON ELEC CO COM 291011104 418,610 7,679,516 SH   DFND 1,5 280,548 0 7,398,968
EMERSON ELEC CO COM 291011104 11,312 207,528 SH   DFND 2 207,528 0 0
EMERSON ELEC CO COM 291011104 45,193 829,082 SH   DFND 3 829,082 0 0
EMERSON ELEC CO COM 291011104 8,839 162,150 SH   DFND 6 97,400 0 64,750
EMERSON ELEC CO COM 291011104 8,848 162,313 SH   DFND 7 0 0 162,313
EMPIRE DIST ELEC CO COM 291641108 127,803 3,743,500 SH   DFND 11 3,743,500 0 0
EMPIRE ST RLTY TR INC CL A 292104106 181,991 8,686,932 SH   DFND 1,5 5,375,900 0 3,311,032
EMPIRE ST RLTY TR INC CL A 292104106 42,270 2,017,660 SH   DFND 6 2,017,660 0 0
EMPIRE ST RLTY TR INC CL A 292104106 14,074 671,770 SH   DFND 7 290,970 0 380,800
EMPLOYERS HOLDINGS INC COM 292218104 76,037 2,548,996 SH   DFND 1,5 67,540 0 2,481,456
EMPLOYERS HOLDINGS INC COM 292218104 7,690 257,800 SH   DFND 6 257,800 0 0
EMPLOYERS HOLDINGS INC COM 292218104 3,206 107,490 SH   DFND 7 84,490 0 23,000
ENANTA PHARMACEUTICALS INC COM 29251M106 10,958 411,815 SH   DFND 1,5 0 0 411,815
ENBRIDGE INC COM 29250N105 57,859 1,316,467 SH   DFND 1,5 147 0 1,316,320
ENBRIDGE INC COM 29250N105 16,203 368,669 SH   DFND 6 184,400 0 184,269
ENBRIDGE INC COM 29250N105 29,488 670,940 SH   DFND 7 590,040 0 80,900
ENBRIDGE INC COM 29250N105 1,004,830 22,863,100 SH   DFND 11 19,857,200 0 3,005,900
ENCANA CORP COM 292505104 25,844 2,473,055 SH   DFND 1,5 4,455 0 2,468,600
ENCORE CAP GROUP INC COM 292554102 7,705 342,742 SH   DFND 1,5 71,558 0 271,184
ENDO INTL PLC SHS G30401106 647,759 32,146,853 SH   DFND 1,5 458,604 0 31,688,249
ENDO INTL PLC SHS G30401106 1,288 63,936 SH   DFND 2 63,936 0 0
ENDO INTL PLC SHS G30401106 3,033 150,500 SH   DFND 6 150,500 0 0
ENDO INTL PLC SHS G30401106 335 16,610 SH   DFND 7 16,610 0 0
ENDO INTL PLC SHS G30401106 16,855 836,500 SH   DFND 11 836,500 0 0
ENDOCYTE INC COM 29269A102 10,694 3,460,740 SH   DFND 1,5 747,000 0 2,713,740
ENDOLOGIX INC COM 29266S106 24,085 1,881,647 SH   DFND 1,5 0 0 1,881,647
ENDURANCE INTL GROUP HLDGS I COM 29272B105 155,141 17,730,414 SH   DFND 1,5 416,700 0 17,313,714
ENDURANCE INTL GROUP HLDGS I COM 29272B105 26,922 3,076,820 SH   DFND 1,9 0 0 3,076,820
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 215,985 3,300,000 SH   DFND 1,5 279,400 0 3,020,600
ENERGEN CORP COM 29265N108 34,307 594,365 SH   DFND 1,5 0 0 594,365
ENERGEN CORP COM 29265N108 512 8,875 SH   DFND 3 8,875 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 14,511 290,456 SH   DFND 1,5 1,215 0 289,241
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 173,110 10,310,300 SH   DFND 1,5 0 0 10,310,300
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 6,608 178,600 SH   DFND 1,5 0 0 178,600
ENERSYS COM 29275Y102 174,750 2,525,651 SH   DFND 1,5 30,027 0 2,495,624
ENERSYS COM 29275Y102 6,045 87,370 SH   DFND 6 87,370 0 0
ENERSYS COM 29275Y102 2,196 31,738 SH   DFND 7 31,738 0 0
ENGILITY HLDGS INC NEW COM 29286C107 97,238 3,086,933 SH   DFND 1,5 292,399 0 2,794,534
ENI S P A SPONSORED ADR 26874R108 2,604 90,200 SH   DFND 1,5 0 0 90,200
ENNIS INC COM 293389102 856 50,800 SH   DFND 1,5 50,800 0 0
ENOVA INTL INC COM 29357K103 2,345 242,221 SH   DFND 1,5 0 0 242,221
ENSCO PLC SHS CLASS A G3157S106 6,011 707,130 SH   DFND 1,5 16,869 0 690,261
ENSCO PLC SHS CLASS A G3157S106 298 35,060 SH   DFND 6 35,060 0 0
ENSIGN GROUP INC COM 29358P101 80,186 3,983,400 SH   DFND 1,5 151,279 0 3,832,121
ENSTAR GROUP LIMITED SHS G3075P101 25,219 153,335 SH   DFND 1,5 335 0 153,000
ENSTAR GROUP LIMITED SHS G3075P101 641 3,900 SH   DFND 6 3,900 0 0
ENTEGRA FINL CORP COM 29363J108 9,371 510,419 SH   DFND 6 510,419 0 0
ENTEGRA FINL CORP COM 29363J108 1,302 70,908 SH   DFND 7 70,908 0 0
ENTEGRIS INC COM 29362U104 8,362 480,000 SH   DFND 1,5 0 0 480,000
ENTEGRIS INC COM 29362U104 972 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 15,652 705,700 SH   DFND 1,5 160,000 0 545,700
ENTERGY CORP NEW COM 29364G103 165,393 2,155,521 SH   DFND 1,5 127,821 0 2,027,700
ENTERGY CORP NEW COM 29364G103 4,429 57,719 SH   DFND 2 57,719 0 0
ENTERGY CORP NEW COM 29364G103 40,114 522,800 SH   DFND 3 522,800 0 0
ENTERGY CORP NEW COM 29364G103 2,340 30,500 SH   DFND 6 30,500 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 111,544 4,037,075 SH   DFND 1,5 0 0 4,037,075
ENVESTNET INC COM 29404K106 40,839 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 173,396 7,786,077 SH   DFND 1,5 4 0 7,786,073
ENVISION HEALTHCARE HLDGS IN COM 29413U103 67,276 3,020,938 SH   DFND 6 3,020,938 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 15,028 674,830 SH   DFND 7 674,830 0 0
ENZYMOTEC LTD SHS M4059L101 594 84,900 SH   DFND 1,5 0 0 84,900
EOG RES INC COM 26875P101 2,050,137 21,198,807 SH   DFND 1,5 1,729,036 0 19,469,771
EOG RES INC COM 26875P101 17,173 177,571 SH   DFND 2 177,571 0 0
EOG RES INC COM 26875P101 26,270 271,637 SH   DFND 3 271,637 0 0
EOG RES INC COM 26875P101 23,119 239,051 SH   DFND 6 197,429 0 41,622
EOG RES INC COM 26875P101 57,927 598,975 SH   DFND 7 545,375 0 53,600
EOG RES INC COM 26875P101 92,533 956,807 SH   DFND 11 956,807 0 0
EPAM SYS INC COM 29414B104 173,682 2,505,879 SH   DFND 1,5 350 0 2,505,529
EPAM SYS INC COM 29414B104 6,799 98,100 SH   DFND 1,9 0 0 98,100
EPAM SYS INC COM 29414B104 23,821 343,690 SH   DFND 6 316,790 0 26,900
EPAM SYS INC COM 29414B104 10,230 147,600 SH   DFND 7 124,600 0 23,000
EPIZYME INC COM 29428V104 80,356 8,166,247 SH   DFND 1,5 0 0 8,166,247
EPLUS INC COM 294268107 6,774 71,754 SH   DFND 1,5 0 0 71,754
EQT CORP COM 26884L109 103,189 1,420,944 SH   DFND 1,5 1,200 0 1,419,744
EQT CORP COM 26884L109 4,045 55,707 SH   DFND 2 55,707 0 0
EQT CORP COM 26884L109 4,504 62,022 SH   DFND 3 62,022 0 0
EQT CORP COM 26884L109 12,843 176,852 SH   DFND 6 136,932 0 39,920
EQT CORP COM 26884L109 34,193 470,843 SH   DFND 7 393,143 0 77,700
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 46,491 610,202 SH   DFND 1,5 0 0 610,202
EQUIFAX INC COM 294429105 1,009,148 7,498,499 SH   DFND 1,5 464,412 0 7,034,087
EQUIFAX INC COM 294429105 5,179 38,482 SH   DFND 2 38,482 0 0
EQUIFAX INC COM 294429105 4,034 29,977 SH   DFND 3 29,977 0 0
EQUIFAX INC COM 294429105 283 2,100 SH   DFND 6 2,100 0 0
EQUINIX INC COM PAR $0.001 29444U700 757,271 2,102,072 SH   DFND 1,5 1,676,420 0 425,652
EQUINIX INC COM PAR $0.001 29444U700 8,257 22,920 SH   DFND 2 22,920 0 0
EQUINIX INC COM PAR $0.001 29444U700 5,202 14,440 SH   DFND 3 14,440 0 0
EQUINIX INC COM PAR $0.001 29444U700 37,106 103,000 SH   DFND 6 103,000 0 0
EQUINIX INC COM PAR $0.001 29444U700 11,960 33,200 SH   DFND 7 0 0 33,200
EQUITY COMWLTH COM SH BEN INT 294628102 12,995 430,000 SH   DFND 1,5 9,000 0 421,000
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 846 31,237 SH   DFND 1,5 0 0 31,237
EQUITY COMWLTH COM SH BEN INT 294628102 2,052 67,900 SH   DFND 6 67,900 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 683 22,600 SH   DFND 7 0 0 22,600
EQUITY LIFESTYLE PPTYS INC COM 29472R108 947,846 12,280,979 SH   DFND 1,5 4,399,060 0 7,881,919
EQUITY LIFESTYLE PPTYS INC COM 29472R108 29,190 378,208 SH   DFND 6 378,208 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 9,721 125,946 SH   DFND 7 80,250 0 45,696
EQUITY RESIDENTIAL SH BEN INT 29476L107 462,413 7,188,133 SH   DFND 1,5 2,894,155 0 4,293,978
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,583 117,884 SH   DFND 2 117,884 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,121 79,604 SH   DFND 3 79,604 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 13,633 211,923 SH   DFND 6 211,923 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,462 69,354 SH   DFND 7 0 0 69,354
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,251 112,720 SH   DFND 11 112,720 0 0
ERA GROUP INC COM 26885G109 2,605 323,600 SH   DFND 1,5 200 0 323,400
ERICSSON ADR B SEK 10 294821608 10,769 1,493,660 SH   DFND 1,5 0 0 1,493,660
ESPERION THERAPEUTICS INC NE COM 29664W105 10,609 766,009 SH   DFND 1,5 0 0 766,009
ESSENDANT INC COM 296689102 115,040 5,606,242 SH   DFND 1,5 244,400 0 5,361,842
ESSENT GROUP LTD COM G3198U102 170,880 6,421,651 SH   DFND 1,5 2,900 0 6,418,751
ESSENT GROUP LTD COM G3198U102 40,653 1,527,748 SH   DFND 6 1,472,248 0 55,500
ESSENT GROUP LTD COM G3198U102 11,193 420,650 SH   DFND 7 377,150 0 43,500
ESSEX PPTY TR INC COM 297178105 768,936 3,452,790 SH   DFND 1,5 1,431,554 0 2,021,236
ESSEX PPTY TR INC COM 297178105 4,704 21,121 SH   DFND 2 21,121 0 0
ESSEX PPTY TR INC COM 297178105 1,785 8,015 SH   DFND 3 8,015 0 0
ESSEX PPTY TR INC COM 297178105 28,863 129,607 SH   DFND 6 129,607 0 0
ESSEX PPTY TR INC COM 297178105 9,769 43,867 SH   DFND 7 3,154 0 40,713
ESTERLINE TECHNOLOGIES CORP COM 297425100 33,514 440,739 SH   DFND 1,5 0 0 440,739
ETHAN ALLEN INTERIORS INC COM 297602104 51,391 1,643,446 SH   DFND 1,5 332 0 1,643,114
ETHAN ALLEN INTERIORS INC COM 297602104 9,841 314,700 SH   DFND 6 314,700 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 3,119 99,740 SH   DFND 7 99,740 0 0
ETSY INC COM 29786A106 57,534 4,029,008 SH   DFND 1,5 218,089 0 3,810,919
EURONAV NV ANTWERPEN SHS B38564108 10,524 1,375,310 SH   DFND 6 796,310 0 579,000
EURONAV NV ANTWERPEN SHS B38564108 5,905 771,640 SH   DFND 7 625,640 0 146,000
EURONET WORLDWIDE INC COM 298736109 195,212 2,385,575 SH   DFND 1,5 1,090 0 2,384,485
EURONET WORLDWIDE INC COM 298736109 89,522 1,094,000 SH   DFND 11 1,094,000 0 0
EVERBANK FINL CORP COM 29977G102 813 42,000 SH   DFND 1,5 0 0 42,000
EVERBANK FINL CORP COM 29977G102 70,771 3,655,515 SH   DFND 6 3,655,515 0 0
EVERBANK FINL CORP COM 29977G102 13,785 712,050 SH   DFND 7 712,050 0 0
EVERBANK FINL CORP COM 29977G102 45,903 2,371,000 SH   DFND 11 2,371,000 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 4,234 82,200 SH   DFND 1,5 0 0 82,200
EVEREST RE GROUP LTD COM G3223R108 616 3,241 SH   DFND 1,5 41 0 3,200
EVERI HLDGS INC COM 30034T103 2,976 1,204,700 SH   DFND 1,5 0 0 1,204,700
EVERSOURCE ENERGY COM 30040W108 5,542 102,293 SH   DFND 2 102,293 0 0
EVERSOURCE ENERGY COM 30040W108 3,148 58,097 SH   DFND 3 58,097 0 0
EVERSOURCE ENERGY COM 30040W108 799 14,748 SH   DFND 6 14,748 0 0
EVERSOURCE ENERGY COM 30040W108 5,677 104,787 SH   DFND 7 104,787 0 0
EVERTEC INC COM 30040P103 145,359 8,662,646 SH   DFND 1,5 217,900 0 8,444,746
EVERTEC INC COM 30040P103 37,314 2,223,697 SH   DFND 6 2,223,697 0 0
EVERTEC INC COM 30040P103 3,496 208,319 SH   DFND 7 208,319 0 0
EVOLENT HEALTH INC CL A 30050B101 60,461 2,455,771 SH   DFND 1,5 3,328 0 2,452,443
EVOLENT HEALTH INC CL A 30050B101 266 10,800 SH   DFND 6 10,800 0 0
EXA CORP COM 300614500 33,796 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 41,502 2,234,880 SH   DFND 1,5 0 0 2,234,880
EXACTECH INC COM 30064E109 4,491 166,167 SH   DFND 1,5 17,367 0 148,800
EXAR CORP COM 300645108 541 58,100 SH   DFND 1,5 0 0 58,100
EXELIXIS INC COM 30161Q104 440,200 34,417,493 SH   DFND 1,5 5,487,125 0 28,930,368
EXELIXIS INC COM 30161Q104 1,680 131,368 SH   DFND 6 131,368 0 0
EXELON CORP COM 30161N101 1,418,670 42,615,490 SH   DFND 1,5 1,285,583 0 41,329,907
EXELON CORP UNIT 99/99/9999 30161N127 16,378 350,400 SH   DFND 1,5 100,800 0 249,600
EXELON CORP COM 30161N101 9,907 297,607 SH   DFND 2 297,607 0 0
EXELON CORP COM 30161N101 70,534 2,118,777 SH   DFND 3 2,118,777 0 0
EXELON CORP COM 30161N101 20,638 619,932 SH   DFND 6 547,932 0 72,000
EXELON CORP COM 30161N101 29,626 889,950 SH   DFND 7 369,233 0 520,717
EXFO INC SUB VTG SHS 302046107 1,485 400,000 SH   DFND 11 400,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 119,477 2,397,213 SH   DFND 1,5 21,848 0 2,375,365
EXLSERVICE HOLDINGS INC COM 302081104 75,149 1,507,795 SH   DFND 6 1,478,695 0 29,100
EXLSERVICE HOLDINGS INC COM 302081104 14,457 290,073 SH   DFND 7 255,473 0 34,600
EXPEDIA INC DEL COM NEW 30212P303 426,001 3,649,765 SH   DFND 1,5 425,989 0 3,223,776
EXPEDIA INC DEL COM NEW 30212P303 4,535 38,854 SH   DFND 2 38,854 0 0
EXPEDIA INC DEL COM NEW 30212P303 973 8,336 SH   DFND 3 8,336 0 0
EXPEDIA INC DEL COM NEW 30212P303 13,482 115,505 SH   DFND 6 83,525 0 31,980
EXPEDIA INC DEL COM NEW 30212P303 25,576 219,124 SH   DFND 7 55,404 0 163,720
EXPEDITORS INTL WASH INC COM 302130109 66,250 1,285,900 SH   DFND 1,5 35,952 0 1,249,948
EXPEDITORS INTL WASH INC COM 302130109 3,008 58,385 SH   DFND 2 58,385 0 0
EXPEDITORS INTL WASH INC COM 302130109 7,081 137,434 SH   DFND 3 137,434 0 0
EXPRESS INC COM 30219E103 357 30,268 SH   DFND 1,5 30,268 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 161,522 2,290,117 SH   DFND 1,5 164,131 0 2,125,986
EXPRESS SCRIPTS HLDG CO COM 30219G108 14,334 203,233 SH   DFND 2 203,233 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 14,103 199,955 SH   DFND 3 199,955 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,861 111,450 SH   DFND 6 72,723 0 38,727
EXPRESS SCRIPTS HLDG CO COM 30219G108 27,727 393,127 SH   DFND 7 43,610 0 349,517
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 162,566 11,448,285 SH   DFND 1,5 1,895,800 0 9,552,485
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 240 16,900 SH   DFND 7 16,900 0 0
EXTERRAN CORP COM 30227H106 48,894 3,118,216 SH   DFND 1,5 295,610 0 2,822,606
EXTRA SPACE STORAGE INC COM 30225T102 962,881 12,125,438 SH   DFND 1,5 3,485,162 0 8,640,276
EXTRA SPACE STORAGE INC COM 30225T102 3,221 40,564 SH   DFND 2 40,564 0 0
EXTRA SPACE STORAGE INC COM 30225T102 203 2,554 SH   DFND 3 2,554 0 0
EXTRA SPACE STORAGE INC COM 30225T102 71,071 894,988 SH   DFND 6 858,249 0 36,739
EXTRA SPACE STORAGE INC COM 30225T102 42,260 532,178 SH   DFND 7 256,049 0 276,129
EXTREME NETWORKS INC COM 30226D106 113 25,070 SH   DFND 1,5 0 0 25,070
EXXON MOBIL CORP COM 30231G102 1,025,287 11,747,107 SH   DFND 1,5 206,170 0 11,540,937
EXXON MOBIL CORP COM 30231G102 116,712 1,337,212 SH   DFND 2 1,337,212 0 0
EXXON MOBIL CORP COM 30231G102 85,232 976,531 SH   DFND 3 976,531 0 0
EXXON MOBIL CORP COM 30231G102 5,920 67,831 SH   DFND 6 10,435 0 57,396
EXXON MOBIL CORP COM 30231G102 17,894 205,015 SH   DFND 7 205,015 0 0
EXXON MOBIL CORP COM 30231G102 14,227 163,000 SH   DFND 11 163,000 0 0
EZCORP INC CL A NON VTG 302301106 11,794 1,066,350 SH   DFND 1,5 168,250 0 898,100
F M C CORP COM NEW 302491303 199,528 4,127,590 SH   DFND 1,5 341,889 0 3,785,701
F M C CORP COM NEW 302491303 2,086 43,151 SH   DFND 2 43,151 0 0
F M C CORP COM NEW 302491303 1,831 37,884 SH   DFND 3 37,884 0 0
F M C CORP COM NEW 302491303 23,235 480,661 SH   DFND 6 453,381 0 27,280
F M C CORP COM NEW 302491303 15,743 325,675 SH   DFND 7 167,015 0 158,660
F5 NETWORKS INC COM 315616102 141,884 1,138,347 SH   DFND 1,5 4,425 0 1,133,922
F5 NETWORKS INC COM 315616102 15,256 122,400 SH   DFND 1,9 0 0 122,400
F5 NETWORKS INC COM 315616102 2,661 21,350 SH   DFND 2 21,350 0 0
F5 NETWORKS INC COM 315616102 465 3,727 SH   DFND 3 3,727 0 0
F5 NETWORKS INC COM 315616102 262 2,100 SH   DFND 6 2,100 0 0
F5 NETWORKS INC COM 315616102 1,750 14,039 SH   DFND 7 14,039 0 0
FABRINET SHS G3323L100 83,180 1,865,431 SH   DFND 1,5 54,100 0 1,811,331
FABRINET SHS G3323L100 419 9,400 SH   DFND 6 9,400 0 0
FACEBOOK INC CL A 30303M102 17,179,665 133,933,616 SH   DFND 1,5 9,604,648 0 124,328,968
FACEBOOK INC CL A 30303M102 568,802 4,434,410 SH   DFND 1,9 473 0 4,433,937
FACEBOOK INC CL A 30303M102 96,088 749,108 SH   DFND 2 749,108 0 0
FACEBOOK INC CL A 30303M102 103,813 809,333 SH   DFND 3 809,333 0 0
FACEBOOK INC CL A 30303M102 87,406 681,421 SH   DFND 6 638,721 0 42,700
FACEBOOK INC CL A 30303M102 151,821 1,183,607 SH   DFND 7 913,892 0 269,715
FACEBOOK INC CL A 30303M102 70,035 546,000 SH   DFND 11 546,000 0 0
FACTSET RESH SYS INC COM 303075105 42,817 264,140 SH   DFND 1,5 2,600 0 261,540
FACTSET RESH SYS INC COM 303075105 4,230 26,095 SH   DFND 3 26,095 0 0
FAIR ISAAC CORP COM 303250104 88,995 714,300 SH   DFND 1,5 8,700 0 705,600
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 14,579 969,968 SH   DFND 1,5 0 0 969,968
FANG HLDGS LTD ADR 30711Y102 26,701 5,946,800 SH   DFND 1,9 194,300 0 5,752,500
FASTENAL CO COM 311900104 3,893 93,186 SH   DFND 2 93,186 0 0
FASTENAL CO COM 311900104 925 22,131 SH   DFND 3 22,131 0 0
FATE THERAPEUTICS INC COM 31189P102 13,439 4,307,485 SH   DFND 1,5 458,836 0 3,848,649
FB FINL CORP COM 30257X104 2,329 115,400 SH   DFND 1,5 11,211 0 104,189
FEDERAL AGRIC MTG CORP CL C 313148306 3,269 82,760 SH   DFND 1,5 7,954 0 74,806
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 8,016 52,077 SH   DFND 1,5 52 0 52,025
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,519 22,864 SH   DFND 2 22,864 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 7,028 45,655 SH   DFND 3 45,655 0 0
FEDERAL SIGNAL CORP COM 313855108 6,453 486,620 SH   DFND 6 486,620 0 0
FEDERAL SIGNAL CORP COM 313855108 2,128 160,500 SH   DFND 7 160,500 0 0
FEDERATED INVS INC PA CL B 314211103 254,077 8,575,000 SH   DFND 1,5 38,800 0 8,536,200
FEDERATED INVS INC PA CL B 314211103 1,368 46,164 SH   DFND 3 46,164 0 0
FEDEX CORP COM 31428X106 743,922 4,258,770 SH   DFND 1,5 236,474 0 4,022,296
FEDEX CORP COM 31428X106 13,761 78,777 SH   DFND 2 78,777 0 0
FEDEX CORP COM 31428X106 16,256 93,060 SH   DFND 3 93,060 0 0
FEDEX CORP COM 31428X106 24,503 140,274 SH   DFND 6 103,140 0 37,134
FEDEX CORP COM 31428X106 89,635 513,136 SH   DFND 7 315,565 0 197,571
FELCOR LODGING TR INC COM 31430F101 84,063 13,073,532 SH   DFND 1,5 3,121,167 0 9,952,365
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 4,463 178,435 SH   DFND 1,5 29,900 0 148,535
FELCOR LODGING TR INC COM 31430F101 18,962 2,948,977 SH   DFND 6 2,948,977 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 673 26,900 SH   DFND 6 0 0 26,900
FELCOR LODGING TR INC COM 31430F101 6,288 977,892 SH   DFND 7 258,020 0 719,872
FERRARI N V COM N3167Y103 6,283 121,122 SH   DFND 1,5 0 0 121,122
FERRO CORP COM 315405100 29,262 2,118,909 SH   DFND 1,5 0 0 2,118,909
FERRO CORP COM 315405100 20,201 1,462,748 SH   DFND 6 1,393,348 0 69,400
FERRO CORP COM 315405100 5,231 378,774 SH   DFND 7 299,674 0 79,100
FERROGLOBE PLC SHS G33856108 4,793 530,800 SH   DFND 6 530,800 0 0
FERROGLOBE PLC SHS G33856108 1,565 173,300 SH   DFND 7 173,300 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 6,671 1,051,100 SH   DFND 1,5 51,100 0 1,000,000
FIBROCELL SCIENCE INC COM NEW 315721209 1,877 2,606,440 SH   DFND 1,5 0 0 2,606,440
FIBROGEN INC COM 31572Q808 18,090 873,903 SH   DFND 1,5 8,101 0 865,802
FIBROGEN INC COM 31572Q808 311 15,000 SH   DFND 6 15,000 0 0
FIDELITY MSCI HLTH CARE I 316092600 414 12,022 SH   DFND 3 12,022 0 0
FIDELITY CONSMR STAPLES 316092303 281 8,789 SH   DFND 3 8,789 0 0
FIDELITY MSCI INFO TECH I 316092808 386 10,555 SH   DFND 3 10,555 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 855 4,093 SH   DFND 3 4,093 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 521,089 14,117,828 SH   DFND 1,5 326,746 0 13,791,082
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 16,137 7,850,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 5,590 447,924 SH   DFND 1,5 0 0 447,924
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 448 12,146 SH   DFND 3 12,146 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 12,529 339,450 SH   DFND 6 317,617 0 21,833
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,464 120,953 SH   DFND 7 120,953 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 500,072 6,491,912 SH   DFND 1,5 131,153 0 6,360,759
FIDELITY NATL INFORMATION SV COM 31620M106 44,431 576,800 SH   DFND 1,9 0 0 576,800
FIDELITY NATL INFORMATION SV COM 31620M106 8,143 105,717 SH   DFND 2 105,717 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,786 49,148 SH   DFND 3 49,148 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 29,246 379,670 SH   DFND 6 246,020 0 133,650
FIDELITY NATL INFORMATION SV COM 31620M106 105,415 1,368,497 SH   DFND 7 658,187 0 710,310
FIESTA RESTAURANT GROUP INC COM 31660B101 9,165 381,865 SH   DFND 1,5 70,000 0 311,865
FIFTH STR ASSET MGMT INC CL A COM 31679P109 921 167,240 SH   DFND 1,5 0 0 167,240
FIFTH THIRD BANCORP COM 316773100 54,617 2,669,457 SH   DFND 1,5 11,200 0 2,658,257
FIFTH THIRD BANCORP COM 316773100 5,056 247,140 SH   DFND 2 247,140 0 0
FIFTH THIRD BANCORP COM 316773100 14,358 701,738 SH   DFND 3 701,738 0 0
FIFTH THIRD BANCORP COM 316773100 710 34,700 SH   DFND 6 34,700 0 0
FINANCIAL ENGINES INC COM 317485100 4,442 149,500 SH   DFND 1,5 0 0 149,500
FINANCIAL INSTNS INC COM 317585404 8,151 300,662 SH   DFND 6 300,662 0 0
FINANCIAL INSTNS INC COM 317585404 2,516 92,800 SH   DFND 7 92,800 0 0
FINISAR CORP COM NEW 31787A507 48,189 1,617,070 SH   DFND 1,5 10,600 0 1,606,470
FINISAR CORP COM NEW 31787A507 948 31,800 SH   DFND 6 31,800 0 0
FINISH LINE INC CL A 317923100 95,205 4,125,000 SH   DFND 1,5 0 0 4,125,000
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 26,845 29,460,000 PRN   DFND 1,5 0 0 0
FIRST AMERN FINL CORP COM 31847R102 350,241 8,916,535 SH   DFND 1,5 269,835 0 8,646,700
FIRST AMERN FINL CORP COM 31847R102 15,752 401,009 SH   DFND 6 401,009 0 0
FIRST AMERN FINL CORP COM 31847R102 5,676 144,500 SH   DFND 7 144,500 0 0
FIRST BANCORP P R COM NEW 318672706 38,629 7,428,572 SH   DFND 1,5 0 0 7,428,572
FIRST BUSEY CORP COM NEW 319383204 446 19,750 SH   DFND 1,5 19,750 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 647 26,077 SH   DFND 1,5 26,077 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 15,745 1,560,500 SH   DFND 1,5 0 0 1,560,500
FIRST CTZNS BANCSHARES INC N CL A 31946M103 426,935 1,452,702 SH   DFND 1,5 1,609 0 1,451,093
FIRST CTZNS BANCSHARES INC N CL A 31946M103 32,434 110,360 SH   DFND 6 110,360 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 4,899 16,670 SH   DFND 7 16,670 0 0
FIRST DATA CORP NEW COM CL A 32008D106 656,693 49,900,674 SH   DFND 1,5 1,821,399 0 48,079,275
FIRST DATA CORP NEW COM CL A 32008D106 6,522 495,578 SH   DFND 6 495,578 0 0
FIRST DATA CORP NEW COM CL A 32008D106 2,807 213,329 SH   DFND 7 0 0 213,329
FIRST FNDTN INC COM 32026V104 9,805 397,465 SH   DFND 6 397,465 0 0
FIRST FNDTN INC COM 32026V104 2,474 100,300 SH   DFND 7 100,300 0 0
FIRST HAWAIIAN INC COM 32051X108 36,035 1,341,594 SH   DFND 1,5 112,944 0 1,228,650
FIRST NORTHWEST BANCORP COM 335834107 12,918 957,622 SH   DFND 6 957,622 0 0
FIRST NORTHWEST BANCORP COM 335834107 2,857 211,757 SH   DFND 7 211,757 0 0
FIRST POTOMAC RLTY TR COM 33610F109 72,632 7,937,927 SH   DFND 1,5 352,872 0 7,585,055
FIRST POTOMAC RLTY TR COM 33610F109 752 82,158 SH   DFND 6 82,158 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 293,740 3,809,357 SH   DFND 1,5 105,857 0 3,703,500
FIRST SOLAR INC COM 336433107 277 7,015 SH   DFND 1,5 223 0 6,792
FIRST SOLAR INC COM 336433107 978 24,756 SH   DFND 2 24,756 0 0
FIRSTCASH INC COM 33767D105 43,607 926,226 SH   DFND 1,5 23,033 0 903,193
FIRSTCASH INC COM 33767D105 224 4,767 SH   DFND 1,10 4,767 0 0
FIRSTCASH INC COM 33767D105 26,258 557,733 SH   DFND 6 557,733 0 0
FIRSTCASH INC COM 33767D105 4,778 101,488 SH   DFND 7 101,488 0 0
FIRSTENERGY CORP COM 337932107 159,224 4,813,291 SH   DFND 1,5 896 0 4,812,395
FIRSTENERGY CORP COM 337932107 4,536 137,119 SH   DFND 2 137,119 0 0
FIRSTENERGY CORP COM 337932107 705 21,316 SH   DFND 3 21,316 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 293 6,300 SH   DFND 1,5 0 0 6,300
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 834 17,935 SH   DFND 7 17,935 0 0
FISERV INC COM 337738108 863,700 8,683,024 SH   DFND 1,5 456,820 0 8,226,204
FISERV INC COM 337738108 42,643 428,700 SH   DFND 1,9 0 0 428,700
FISERV INC COM 337738108 7,051 70,886 SH   DFND 2 70,886 0 0
FISERV INC COM 337738108 11,512 115,731 SH   DFND 3 115,731 0 0
FISERV INC COM 337738108 845 8,500 SH   DFND 6 8,500 0 0
FISERV INC COM 337738108 5,911 59,421 SH   DFND 7 59,421 0 0
FITBIT INC CL A 33812L102 42,959 2,894,782 SH   DFND 1,5 312,600 0 2,582,182
FITBIT INC CL A 33812L102 5,209 351,000 SH   DFND 11 351,000 0 0
FIVE BELOW INC COM 33829M101 18,956 470,485 SH   DFND 1,5 100,369 0 370,116
FIVE OAKS INVT CORP COM 33830W106 2,827 497,700 SH   DFND 1,5 0 0 497,700
FIVE PRIME THERAPEUTICS INC COM 33830X104 223,160 4,251,478 SH   DFND 1,5 434,776 0 3,816,702
FLANIGANS ENTERPRISES INC COM 338517105 2,813 122,298 SH   DFND 1,5 47,898 0 74,400
FLEETCOR TECHNOLOGIES INC COM 339041105 404,712 2,329,546 SH   DFND 1,5 56,219 0 2,273,327
FLEETCOR TECHNOLOGIES INC COM 339041105 3,301 19,000 SH   DFND 1,9 100 0 18,900
FLEETMATICS GROUP PLC COM G35569105 20,489 341,591 SH   DFND 1,5 0 0 341,591
FLEX LTD ORD Y2573F102 46,051 3,381,150 SH   DFND 1,5 83,393 0 3,297,757
FLEX LTD ORD Y2573F102 5,593 410,682 SH   DFND 3 410,682 0 0
FLEX PHARMA INC COM 33938A105 2,967 251,834 SH   DFND 1,5 0 0 251,834
FLEXSHARES TR MORNSTAR UPSTR 33939L407 131,618 4,780,882 SH   DFND 3 4,780,882 0 0
FLIR SYS INC COM 302445101 10,369 330,000 SH   DFND 1,5 30,700 0 299,300
FLIR SYS INC COM 302445101 1,391 44,271 SH   DFND 2 44,271 0 0
FLIR SYS INC COM 302445101 298 9,489 SH   DFND 3 9,489 0 0
FLOWERS FOODS INC COM 343498101 7,662 506,733 SH   DFND 1,5 31,757 0 474,976
FLOWSERVE CORP COM 34354P105 253,437 5,253,677 SH   DFND 1,5 38,180 0 5,215,497
FLOWSERVE CORP COM 34354P105 2,028 42,045 SH   DFND 2 42,045 0 0
FLOWSERVE CORP COM 34354P105 3,119 64,647 SH   DFND 3 64,647 0 0
FLOWSERVE CORP COM 34354P105 2,137 44,300 SH   DFND 6 44,300 0 0
FLUOR CORP NEW COM 343412102 24,905 485,289 SH   DFND 1,5 57,465 0 427,824
FLUOR CORP NEW COM 343412102 2,305 44,905 SH   DFND 2 44,905 0 0
FLUOR CORP NEW COM 343412102 1,235 24,062 SH   DFND 3 24,062 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 9,864 851,100 SH   DFND 6 851,100 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 4,235 365,370 SH   DFND 7 266,770 0 98,600
FMC TECHNOLOGIES INC COM 30249U101 62,121 2,093,721 SH   DFND 1,5 144,656 0 1,949,065
FMC TECHNOLOGIES INC COM 30249U101 2,159 72,760 SH   DFND 2 72,760 0 0
FMC TECHNOLOGIES INC COM 30249U101 314 10,596 SH   DFND 3 10,596 0 0
FNB CORP PA COM 302520101 47,644 3,873,500 SH   DFND 1,5 152,800 0 3,720,700
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 86,960 944,802 SH   DFND 1,5 27,617 0 917,185
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,093 33,600 SH   DFND 7 33,600 0 0
FOOT LOCKER INC COM 344849104 403,208 5,954,044 SH   DFND 1,5 102,274 0 5,851,770
FOOT LOCKER INC COM 344849104 2,955 43,635 SH   DFND 2 43,635 0 0
FOOT LOCKER INC COM 344849104 25,261 373,024 SH   DFND 3 373,024 0 0
FOOT LOCKER INC COM 344849104 12,200 180,150 SH   DFND 6 180,150 0 0
FOOT LOCKER INC COM 344849104 10,717 158,259 SH   DFND 7 158,259 0 0
FORBES ENERGY SVCS LTD COM 345143101 313 2,190,141 SH   DFND 1,5 0 0 2,190,141
FORD MTR CO DEL COM PAR $0.01 345370860 152,609 12,643,640 SH   DFND 1,5 759,609 0 11,884,031
FORD MTR CO DEL COM PAR $0.01 345370860 15,189 1,258,444 SH   DFND 2 1,258,444 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 32,712 2,710,209 SH   DFND 3 2,710,209 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,432 201,507 SH   DFND 6 201,507 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 510,895 22,087,979 SH   DFND 1,5 12,022,711 0 10,065,268
FOREST CITY RLTY TR INC COM CL A 345605109 57,485 2,485,310 SH   DFND 6 2,485,310 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 18,879 816,201 SH   DFND 7 492,610 0 323,591
FORRESTER RESH INC COM 346563109 4,958 127,455 SH   DFND 1,5 155 0 127,300
FORTINET INC COM 34959E109 8,809 238,545 SH   DFND 1,5 45 0 238,500
FORTIVE CORP COM 34959J108 1,218,691 23,942,854 SH   DFND 1,5 849,950 0 23,092,904
FORTIVE CORP COM 34959J108 4,935 96,954 SH   DFND 2 96,954 0 0
FORTIVE CORP COM 34959J108 2,118 41,619 SH   DFND 3 41,619 0 0
FORTIVE CORP COM 34959J108 8,398 164,982 SH   DFND 6 139,254 0 25,728
FORTIVE CORP COM 34959J108 23,495 461,595 SH   DFND 7 415,881 0 45,714
FORTIVE CORP COM 34959J108 6,207 121,950 SH   DFND 11 121,950 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 19,556 3,958,639 SH   DFND 1,5 1,300 0 3,957,339
FORTRESS INVESTMENT GROUP LL CL A 34958B106 175 35,400 SH   DFND 7 35,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 416,480 7,168,323 SH   DFND 1,5 355,300 0 6,813,023
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,884 49,630 SH   DFND 2 49,630 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,406 24,198 SH   DFND 3 24,198 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 29,045 499,907 SH   DFND 6 489,612 0 10,295
FORTUNE BRANDS HOME & SEC IN COM 34964C106 34,448 592,910 SH   DFND 7 592,910 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,077 54,237 SH   DFND 1,5 237 0 54,000
FORWARD AIR CORP COM 349853101 13,588 314,104 SH   DFND 1,5 0 0 314,104
FOSSIL GROUP INC COM 34988V106 200,362 7,215,038 SH   DFND 1,5 1,825,738 0 5,389,300
FOUNDATION MEDICINE INC COM 350465100 3,873 165,888 SH   DFND 1,5 0 0 165,888
FOUR CORNERS PPTY TR INC COM 35086T109 1,954 91,590 SH   DFND 1,5 19,258 0 72,332
FRANCO NEVADA CORP COM 351858105 909,458 13,017,275 SH   DFND 1,5 732,251 0 12,285,024
FRANCO NEVADA CORP COM 351858105 17,349 248,300 SH   DFND 1,10 5,200 0 243,100
FRANCO NEVADA CORP COM 351858105 2,669 38,206 SH   DFND 6 7,706 0 30,500
FRANCO NEVADA CORP COM 351858105 7,832 112,100 SH   DFND 7 103,600 0 8,500
FRANCO NEVADA CORP COM 351858105 405,779 5,808,012 SH   DFND 11 4,534,198 0 1,273,814
FRANKLIN ELEC INC COM 353514102 13,442 330,177 SH   DFND 6 330,177 0 0
FRANKLIN ELEC INC COM 353514102 4,319 106,100 SH   DFND 7 106,100 0 0
FRANKLIN RES INC COM 354613101 200,261 5,630,040 SH   DFND 1,5 208,600 0 5,421,440
FRANKLIN RES INC COM 354613101 4,031 113,330 SH   DFND 2 113,330 0 0
FRANKLIN RES INC COM 354613101 3,999 112,426 SH   DFND 3 112,426 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 44,100 3,500,000 SH   DFND 1,5 0 0 3,500,000
FRANKS INTL N V COM N33462107 67,556 5,196,638 SH   DFND 1,5 36 0 5,196,602
FREEPORT-MCMORAN INC CL B 35671D857 144,360 13,292,815 SH   DFND 1,5 808,458 0 12,484,357
FREEPORT-MCMORAN INC CL B 35671D857 5,233 481,900 SH   DFND 1,10 0 0 481,900
FREEPORT-MCMORAN INC CL B 35671D857 4,280 394,070 SH   DFND 2 394,070 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,212 295,752 SH   DFND 3 295,752 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,089 284,424 SH   DFND 6 185,954 0 98,470
FREEPORT-MCMORAN INC CL B 35671D857 8,965 825,519 SH   DFND 7 250,289 0 575,230
FRESH DEL MONTE PRODUCE INC ORD G36738105 452,724 7,558,000 SH   DFND 1,5 1,170,500 0 6,387,500
FRONTIER COMMUNICATIONS CORP COM 35906A108 97,505 23,438,635 SH   DFND 1,5 122 0 23,438,513
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 53,375 636,100 SH   DFND 1,5 185,200 0 450,900
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,574 378,293 SH   DFND 2 378,293 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 351 84,491 SH   DFND 3 84,491 0 0
FTD COS INC COM 30281V108 16,191 787,100 SH   DFND 11 787,100 0 0
FTI CONSULTING INC COM 302941109 105,830 2,375,000 SH   DFND 1,5 0 0 2,375,000
FULLER H B CO COM 359694106 28,672 617,000 SH   DFND 1,5 0 0 617,000
FUTUREFUEL CORPORATION COM 36116M106 397 35,210 SH   DFND 1,5 35,210 0 0
G & K SVCS INC CL A 361268105 56,244 589,000 SH   DFND 11 589,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 183,451 6,293,349 SH   DFND 1,5 23,999 0 6,269,350
G-III APPAREL GROUP LTD COM 36237H101 1,594 54,679 SH   DFND 6 54,679 0 0
GALAPAGOS NV SPON ADR 36315X101 298,534 4,616,982 SH   DFND 1,5 447,600 0 4,169,382
GALLAGHER ARTHUR J & CO COM 363576109 32,068 630,400 SH   DFND 1,5 0 0 630,400
GALLAGHER ARTHUR J & CO COM 363576109 2,904 57,089 SH   DFND 2 57,089 0 0
GALLAGHER ARTHUR J & CO COM 363576109 478 9,405 SH   DFND 3 9,405 0 0
GALLAGHER ARTHUR J & CO COM 363576109 15,111 297,060 SH   DFND 6 297,060 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,149 101,220 SH   DFND 7 101,220 0 0
GAMCO INVESTORS INC CL A COM 361438104 712 25,000 SH   DFND 1,5 25,000 0 0
GAMESTOP CORP NEW CL A 36467W109 395,820 14,346,498 SH   DFND 1,5 1,305,143 0 13,041,355
GAMESTOP CORP NEW CL A 36467W109 34,488 1,250,000 SH   DFND 11 1,250,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 333,569 9,972,156 SH   DFND 1,5 7,567,969 0 2,404,187
GAMING & LEISURE PPTYS INC COM 36467J108 11,404 340,915 SH   DFND 6 340,915 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,656 109,300 SH   DFND 7 10,200 0 99,100
GANNETT CO INC COM 36473H104 19,281 1,656,418 SH   DFND 1,5 180,445 0 1,475,973
GAP INC DEL COM 364760108 1,572 70,676 SH   DFND 2 70,676 0 0
GAP INC DEL COM 364760108 327 14,710 SH   DFND 3 14,710 0 0
GARMIN LTD SHS H2906T109 239 4,971 SH   DFND 1,5 4 0 4,967
GARMIN LTD SHS H2906T109 1,788 37,155 SH   DFND 2 37,155 0 0
GARMIN LTD SHS H2906T109 604 12,547 SH   DFND 3 12,547 0 0
GARTNER INC COM 366651107 67,438 762,440 SH   DFND 1,5 36,235 0 726,205
GARTNER INC COM 366651107 220 2,491 SH   DFND 3 2,491 0 0
GASLOG LTD SHS G37585109 100,331 6,895,594 SH   DFND 1,5 418,762 0 6,476,832
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 23,989 1,100,900 SH   DFND 1,5 0 0 1,100,900
GENCOR INDS INC COM 368678108 2,785 232,500 SH   DFND 1,5 23,000 0 209,500
GENER8 MARITIME INC COM Y26889108 2,382 465,326 SH   DFND 1,5 0 0 465,326
GENERAC HLDGS INC COM 368736104 62,698 1,727,215 SH   DFND 1,5 41,000 0 1,686,215
GENERAC HLDGS INC COM 368736104 43,393 1,195,400 SH   DFND 11 1,195,400 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 2,228 3,328,000 PRN   DFND 1,5 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 11,640 846,549 SH   DFND 1,5 0 0 846,549
GENERAL DYNAMICS CORP COM 369550108 1,421,812 9,163,523 SH   DFND 1,5 286,334 0 8,877,189
GENERAL DYNAMICS CORP COM 369550108 14,359 92,540 SH   DFND 2 92,540 0 0
GENERAL DYNAMICS CORP COM 369550108 73,408 473,112 SH   DFND 3 473,112 0 0
GENERAL DYNAMICS CORP COM 369550108 10,412 67,105 SH   DFND 6 58,305 0 8,800
GENERAL DYNAMICS CORP COM 369550108 18,736 120,750 SH   DFND 7 82,109 0 38,641
GENERAL ELECTRIC CO COM 369604103 3,469,528 117,134,640 SH   DFND 1,5 3,345,584 0 113,789,056
GENERAL ELECTRIC CO COM 369604103 85,596 2,889,820 SH   DFND 2 2,889,820 0 0
GENERAL ELECTRIC CO COM 369604103 153,422 5,179,692 SH   DFND 3 5,179,692 0 0
GENERAL ELECTRIC CO COM 369604103 55,024 1,857,652 SH   DFND 6 1,695,327 0 162,325
GENERAL ELECTRIC CO COM 369604103 82,328 2,779,485 SH   DFND 7 553,788 0 2,225,697
GENERAL GROWTH PPTYS INC NEW COM 370023103 665,502 24,112,393 SH   DFND 1,5 14,958,091 0 9,154,302
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,197 188,305 SH   DFND 2 188,305 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 8,403 304,448 SH   DFND 6 304,448 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 2,738 99,200 SH   DFND 7 0 0 99,200
GENERAL GROWTH PPTYS INC NEW COM 370023103 22,792 825,800 SH   DFND 11 825,800 0 0
GENERAL MLS INC COM 370334104 51,296 803,008 SH   DFND 1,5 182,608 0 620,400
GENERAL MLS INC COM 370334104 12,299 192,528 SH   DFND 2 192,528 0 0
GENERAL MLS INC COM 370334104 15,842 247,993 SH   DFND 3 247,993 0 0
GENERAL MLS INC COM 370334104 878 13,737 SH   DFND 6 13,737 0 0
GENERAL MLS INC COM 370334104 6,050 94,709 SH   DFND 7 94,709 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 6,998 501,273 SH   DFND 1,5 80,844 0 420,429
GENERAL MTRS CO COM 37045V100 1,027,450 32,340,245 SH   DFND 1,5 2,966,101 0 29,374,144
GENERAL MTRS CO COM 37045V100 14,562 458,357 SH   DFND 2 458,357 0 0
GENERAL MTRS CO COM 37045V100 55,567 1,749,034 SH   DFND 3 1,749,034 0 0
GENERAL MTRS CO COM 37045V100 10,281 323,620 SH   DFND 6 262,130 0 61,490
GENERAL MTRS CO COM 37045V100 26,129 822,438 SH   DFND 7 212,182 0 610,256
GENERAL MTRS CO COM 37045V100 270 8,509 SH   DFND   8,509 0 0
GENESCO INC COM 371532102 168,480 3,093,638 SH   DFND 1,5 0 0 3,093,638
GENESEE & WYO INC CL A 371559105 335,386 4,864,188 SH   DFND 1,5 97,288 0 4,766,900
GENESEE & WYO INC CL A 371559105 30,167 437,525 SH   DFND 6 437,525 0 0
GENESEE & WYO INC CL A 371559105 8,322 120,699 SH   DFND 7 120,699 0 0
GENMARK DIAGNOSTICS INC COM 372309104 76,099 6,449,083 SH   DFND 1,5 513,448 0 5,935,635
GENOCEA BIOSCIENCES INC COM 372427104 21,737 4,245,530 SH   DFND 1,5 219,600 0 4,025,930
GENOCEA BIOSCIENCES INC COM 372427104 55 10,700 SH   DFND 6 10,700 0 0
GENOMIC HEALTH INC COM 37244C101 9,782 338,248 SH   DFND 1,5 0 0 338,248
GENPACT LIMITED SHS G3922B107 160,121 6,685,651 SH   DFND 1,5 48,085 0 6,637,566
GENPACT LIMITED SHS G3922B107 47,628 1,988,627 SH   DFND 6 1,988,627 0 0
GENPACT LIMITED SHS G3922B107 6,775 282,871 SH   DFND 7 282,871 0 0
GENTEX CORP COM 371901109 174,629 9,944,718 SH   DFND 1,5 1,119,646 0 8,825,072
GENTHERM INC COM 37253A103 51,667 1,644,400 SH   DFND 1,5 53,333 0 1,591,067
GENUINE PARTS CO COM 372460105 4,824 48,022 SH   DFND 2 48,022 0 0
GENUINE PARTS CO COM 372460105 5,650 56,249 SH   DFND 3 56,249 0 0
GENWORTH FINL INC COM CL A 37247D106 147,267 29,690,901 SH   DFND 1,5 1,783,501 0 27,907,400
GEOSPACE TECHNOLOGIES CORP COM 37364X109 38,409 1,971,700 SH   DFND 1,5 146,100 0 1,825,600
GERMAN AMERN BANCORP INC COM 373865104 24,203 621,697 SH   DFND 1,5 1,063 0 620,634
GERON CORP COM 374163103 53,947 23,870,225 SH   DFND 1,5 800 0 23,869,425
GIBRALTAR INDS INC COM 374689107 41,834 1,126,080 SH   DFND 1,5 2,106 0 1,123,974
GIGAMON INC COM 37518B102 12,371 225,755 SH   DFND 1,5 17,100 0 208,655
GILDAN ACTIVEWEAR INC COM 375916103 280,871 10,057,000 SH   DFND 1,5 937,300 0 9,119,700
GILDAN ACTIVEWEAR INC COM 375916103 33,599 1,202,466 SH   DFND 6 1,047,612 0 154,854
GILDAN ACTIVEWEAR INC COM 375916103 22,105 791,379 SH   DFND 7 742,579 0 48,800
GILDAN ACTIVEWEAR INC COM 375916103 211,625 7,577,553 SH   DFND 11 6,786,353 0 791,200
GILEAD SCIENCES INC COM 375558103 3,325,379 42,029,569 SH   DFND 1,5 3,884,652 0 38,144,917
GILEAD SCIENCES INC COM 375558103 33,671 425,564 SH   DFND 2 425,564 0 0
GILEAD SCIENCES INC COM 375558103 64,669 817,357 SH   DFND 3 817,357 0 0
GILEAD SCIENCES INC COM 375558103 26,159 330,627 SH   DFND 6 183,957 0 146,670
GILEAD SCIENCES INC COM 375558103 94,216 1,190,804 SH   DFND 7 228,200 0 962,604
GILEAD SCIENCES INC COM 375558103 63,296 800,000 SH   DFND 11 800,000 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 834,162 19,340,650 SH   DFND 1,5 48,645 0 19,292,005
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 47,470 1,100,634 SH   DFND 3 1,100,634 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 12,735 295,280 SH   DFND 6 295,280 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 29,278 678,840 SH   DFND 7 0 0 678,840
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 120,164 5,213,197 SH   DFND 1,5 259,591 0 4,953,606
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 5,026 218,045 SH   DFND 6 202,545 0 15,500
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 3,724 161,569 SH   DFND 7 106,369 0 55,200
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 19,993 692,048 SH   DFND 1,5 200,263 0 491,785
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,249 77,860 SH   DFND 6 77,860 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 605 20,940 SH   DFND 7 20,940 0 0
GLOBAL PMTS INC COM 37940X102 1,134,049 14,773,964 SH   DFND 1,5 229,005 0 14,544,959
GLOBAL PMTS INC COM 37940X102 61,823 805,400 SH   DFND 1,9 0 0 805,400
GLOBAL PMTS INC COM 37940X102 49,380 643,300 SH   DFND 1,10 13,200 0 630,100
GLOBAL PMTS INC COM 37940X102 3,803 49,542 SH   DFND 2 49,542 0 0
GLOBAL PMTS INC COM 37940X102 743 9,682 SH   DFND 3 9,682 0 0
GLOBAL PMTS INC COM 37940X102 13,450 175,220 SH   DFND 6 155,420 0 19,800
GLOBAL PMTS INC COM 37940X102 13,789 179,640 SH   DFND 7 118,440 0 61,200
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 2,954 226,500 SH   DFND 1,5 37,800 0 188,700
GLOBALSTAR INC COM 378973408 5,456 4,509,217 SH   DFND 1,5 0 0 4,509,217
GLOBANT S A COM L44385109 4,750 112,771 SH   DFND 1,5 300 0 112,471
GNC HLDGS INC COM CL A 36191G107 196,353 9,615,721 SH   DFND 1,5 630,236 0 8,985,485
GNC HLDGS INC COM CL A 36191G107 12,201 597,483 SH   DFND 6 583,183 0 14,300
GNC HLDGS INC COM CL A 36191G107 864 42,300 SH   DFND 7 20,800 0 21,500
GODADDY INC CL A 380237107 314,018 9,094,054 SH   DFND 1,5 365,899 0 8,728,155
GOGO INC COM 38046C109 35,977 3,258,744 SH   DFND 1,5 39,158 0 3,219,586
GOGO INC NOTE 3.750% 3/0 38046CAB5 8,333 11,000,000 PRN   DFND 1,5 0 0 0
GOGO INC COM 38046C109 22,232 2,013,778 SH   DFND 6 1,916,078 0 97,700
GOGO INC COM 38046C109 9,424 853,600 SH   DFND 7 785,000 0 68,600
GOLAR LNG LTD BERMUDA SHS G9456A100 196,672 9,276,966 SH   DFND 1,5 225,709 0 9,051,257
GOLAR LNG LTD BERMUDA SHS G9456A100 587 27,700 SH   DFND 6 27,700 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 20,800 1,059,600 SH   DFND 1,5 0 0 1,059,600
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 24,037 4,956,126 SH   DFND 1,5 0 0 4,956,126
GOLD STD VENTURES CORP COM 380738104 7,652 3,005,700 SH   DFND 1,5 0 0 3,005,700
GOLDCORP INC NEW COM 380956409 67,982 4,119,594 SH   DFND 1,5 2,484 0 4,117,110
GOLDCORP INC NEW COM 380956409 4,517 273,721 SH   DFND 3 273,721 0 0
GOLDCORP INC NEW COM 380956409 532 32,219 SH   DFND 6 24,138 0 8,081
GOLDCORP INC NEW COM 380956409 48,996 2,969,040 SH   DFND 11 2,969,040 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 929,708 5,764,915 SH   DFND 1,5 11,961 0 5,752,954
GOLDMAN SACHS GROUP INC COM 38141G104 19,611 121,601 SH   DFND 2 121,601 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 19,998 124,001 SH   DFND 3 124,001 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,585 47,032 SH   DFND 6 36,738 0 10,294
GOLDMAN SACHS GROUP INC COM 38141G104 21,091 130,781 SH   DFND 7 94,240 0 36,541
GOODYEAR TIRE & RUBR CO COM 382550101 1,361 42,142 SH   DFND 1,5 42 0 42,100
GOODYEAR TIRE & RUBR CO COM 382550101 2,734 84,635 SH   DFND 2 84,635 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 304 9,416 SH   DFND 3 9,416 0 0
GOPRO INC CL A 38268T103 18,523 1,110,500 SH   DFND 1,5 16,000 0 1,094,500
GOPRO INC CL A 38268T103 802 48,100 SH   DFND 6 48,100 0 0
GORES HLDGS INC CL A 382866101 15,909 1,473,100 SH   DFND 1,5 0 0 1,473,100
GP STRATEGIES CORP COM 36225V104 4,942 200,742 SH   DFND 1,5 185 0 200,557
GRACE W R & CO DEL NEW COM 38388F108 356,008 4,823,962 SH   DFND 1,5 92,300 0 4,731,662
GRACE W R & CO DEL NEW COM 38388F108 2,352 31,875 SH   DFND 6 31,875 0 0
GRAHAM HLDGS CO COM 384637104 651 1,351 SH   DFND 3 1,351 0 0
GRAINGER W W INC COM 384802104 25,902 115,200 SH   DFND 1,5 0 0 115,200
GRAINGER W W INC COM 384802104 4,030 17,926 SH   DFND 2 17,926 0 0
GRAINGER W W INC COM 384802104 6,966 30,984 SH   DFND 3 30,984 0 0
GRAMERCY PPTY TR COM 385002100 245,730 25,490,619 SH   DFND 1,5 20,979,241 0 4,511,378
GRAN TIERRA ENERGY INC COM 38500T101 6,825 2,278,485 SH   DFND 1,5 0 0 2,278,485
GRAND CANYON ED INC COM 38526M106 39,793 985,223 SH   DFND 1,5 1,423 0 983,800
GRAND CANYON ED INC COM 38526M106 15,381 380,800 SH   DFND 6 380,800 0 0
GRAND CANYON ED INC COM 38526M106 1,947 48,200 SH   DFND 7 48,200 0 0
GRANITE CONSTR INC COM 387328107 11,216 225,492 SH   DFND 1,5 492 0 225,000
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 580 18,995 SH   DFND 7 18,995 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 455,030 32,525,348 SH   DFND 1,5 16,827 0 32,508,521
GRAPHIC PACKAGING HLDG CO COM 388689101 27,485 1,964,590 SH   DFND 6 1,964,590 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 6,269 448,140 SH   DFND 7 448,140 0 0
GRAY TELEVISION INC COM 389375106 32,335 3,121,097 SH   DFND 1,5 11,200 0 3,109,897
GRAY TELEVISION INC COM 389375106 241 23,300 SH   DFND 7 23,300 0 0
GREAT AJAX CORP COM 38983D300 21,095 1,545,413 SH   DFND 1,5 0 0 1,545,413
GREAT PLAINS ENERGY INC COM 391164100 98,787 3,619,900 SH   DFND 1,5 0 0 3,619,900
GREAT WESTN BANCORP INC COM 391416104 21,032 631,216 SH   DFND 1,5 0 0 631,216
GREAT WESTN BANCORP INC COM 391416104 51,051 1,532,148 SH   DFND 6 1,532,148 0 0
GREAT WESTN BANCORP INC COM 391416104 14,857 445,900 SH   DFND 7 386,500 0 59,400
GREEN DOT CORP CL A 39304D102 7,610 330,000 SH   DFND 1,5 30,700 0 299,300
GREENHILL & CO INC COM 395259104 17,967 762,300 SH   DFND 1,5 0 0 762,300
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 14,803 724,220 SH   DFND 1,5 0 0 724,220
GREIF INC CL A 397624107 36,003 726,016 SH   DFND 1,5 101 0 725,915
GRIFOLS S A SP ADR REP B NVT 398438408 38,569 2,415,100 SH   DFND 1,5 0 0 2,415,100
GRIFOLS S A SP ADR REP B NVT 398438408 19,982 1,251,200 SH   DFND 1,10 25,500 0 1,225,700
GROUPE CGI INC CL A SUB VTG 39945C109 194,230 4,077,780 SH   DFND 1,5 404,200 0 3,673,580
GROUPE CGI INC CL A SUB VTG 39945C109 1,992 41,824 SH   DFND 6 14,124 0 27,700
GROUPE CGI INC CL A SUB VTG 39945C109 9,798 205,714 SH   DFND 7 188,914 0 16,800
GROUPE CGI INC CL A SUB VTG 39945C109 782,624 16,430,855 SH   DFND 11 14,233,970 0 2,196,885
GROUPON INC COM CL A 399473107 436,386 84,735,064 SH   DFND 1,5 4,917,081 0 79,817,983
GROUPON INC COM CL A 399473107 4,706 913,800 SH   DFND 1,9 0 0 913,800
GROUPON INC COM CL A 399473107 925 179,600 SH   DFND 6 179,600 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 35,054 1,126,790 SH   DFND 1,5 126,669 0 1,000,121
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,020 32,772 SH   DFND 1,10 32,772 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 4,480 143,990 SH   DFND 6 115,490 0 28,500
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 5,521 177,470 SH   DFND 7 177,470 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 17,483 1,180,456 SH   DFND 1,5 24,504 0 1,155,952
GSI TECHNOLOGY COM 36241U106 261 55,285 SH   DFND 1,5 0 0 55,285
GUESS INC COM 401617105 182,537 12,494,000 SH   DFND 1,5 1,498,700 0 10,995,300
GULFMARK OFFSHORE INC CL A NEW 402629208 5,451 3,244,530 SH   DFND 1,5 75,000 0 3,169,530
GULFPORT ENERGY CORP COM NEW 402635304 2,649 93,782 SH   DFND 1,5 382 0 93,400
GW PHARMACEUTICALS PLC ADS 36197T103 231,985 1,747,793 SH   DFND 1,5 5,855 0 1,741,938
GW PHARMACEUTICALS PLC ADS 36197T103 938 7,065 SH   DFND 6 7,065 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 171 12,200 SH   DFND 1,5 0 0 12,200
HACKETT GROUP INC COM 404609109 8,783 531,667 SH   DFND 6 531,667 0 0
HACKETT GROUP INC COM 404609109 1,166 70,600 SH   DFND 7 70,600 0 0
HAEMONETICS CORP COM 405024100 391 10,788 SH   DFND 3 10,788 0 0
HAEMONETICS CORP COM 405024100 931 25,700 SH   DFND 6 25,700 0 0
HAEMONETICS CORP COM 405024100 38,567 1,065,100 SH   DFND 11 1,065,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 216,635 6,088,667 SH   DFND 1,5 205,600 0 5,883,067
HAIN CELESTIAL GROUP INC COM 405217100 2,551 71,700 SH   DFND 6 71,700 0 0
HALLIBURTON CO COM 406216101 408,915 9,111,289 SH   DFND 1,5 467,181 0 8,644,108
HALLIBURTON CO COM 406216101 12,463 277,688 SH   DFND 2 277,688 0 0
HALLIBURTON CO COM 406216101 9,358 208,513 SH   DFND 3 208,513 0 0
HALLIBURTON CO COM 406216101 15,511 345,613 SH   DFND 6 193,193 0 152,420
HALLIBURTON CO COM 406216101 52,166 1,162,346 SH   DFND 7 625,826 0 536,520
HALOZYME THERAPEUTICS INC COM 40637H109 94,302 7,806,475 SH   DFND 1,5 600 0 7,805,875
HANDY & HARMAN LTD COM 410315105 6,691 318,000 SH   DFND 1,5 81,850 0 236,150
HANESBRANDS INC COM 410345102 18,950 750,500 SH   DFND 1,5 500 0 750,000
HANESBRANDS INC COM 410345102 3,076 121,832 SH   DFND 2 121,832 0 0
HANESBRANDS INC COM 410345102 391 15,485 SH   DFND 3 15,485 0 0
HANESBRANDS INC COM 410345102 9,986 395,470 SH   DFND 6 395,470 0 0
HANESBRANDS INC COM 410345102 3,399 134,620 SH   DFND 7 134,620 0 0
HANESBRANDS INC COM 410345102 180,007 7,129,000 SH   DFND 11 7,129,000 0 0
HANMI FINL CORP COM NEW 410495204 24,987 948,617 SH   DFND 6 948,617 0 0
HANMI FINL CORP COM NEW 410495204 8,581 325,783 SH   DFND 7 257,283 0 68,500
HANOVER INS GROUP INC COM 410867105 26,872 356,293 SH   DFND 1,5 0 0 356,293
HARLEY DAVIDSON INC COM 412822108 2,378 45,220 SH   DFND 1,5 25,000 0 20,220
HARLEY DAVIDSON INC COM 412822108 3,032 57,658 SH   DFND 2 57,658 0 0
HARLEY DAVIDSON INC COM 412822108 3,675 69,877 SH   DFND 3 69,877 0 0
HARMAN INTL INDS INC COM 413086109 121,721 1,441,340 SH   DFND 1,5 0 0 1,441,340
HARMAN INTL INDS INC COM 413086109 1,900 22,503 SH   DFND 2 22,503 0 0
HARMAN INTL INDS INC COM 413086109 406 4,809 SH   DFND 3 4,809 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 6,161 1,765,400 SH   DFND 1,5 0 0 1,765,400
HARRIS CORP DEL COM 413875105 95,564 1,043,157 SH   DFND 1,5 60 0 1,043,097
HARRIS CORP DEL COM 413875105 3,670 40,058 SH   DFND 2 40,058 0 0
HARRIS CORP DEL COM 413875105 3,632 39,643 SH   DFND 3 39,643 0 0
HARTE-HANKS INC COM 416196103 1,443 891,000 SH   DFND 1,5 92,700 0 798,300
HARTFORD FINL SVCS GROUP INC COM 416515104 307,058 7,170,900 SH   DFND 1,5 696,200 0 6,474,700
HARTFORD FINL SVCS GROUP INC COM 416515104 5,330 124,466 SH   DFND 2 124,466 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,623 107,971 SH   DFND 3 107,971 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,662 155,586 SH   DFND 6 119,649 0 35,937
HARTFORD FINL SVCS GROUP INC COM 416515104 28,286 660,589 SH   DFND 7 660,589 0 0
HASBRO INC COM 418056107 94,472 1,190,874 SH   DFND 1,5 29,710 0 1,161,164
HASBRO INC COM 418056107 2,887 36,397 SH   DFND 2 36,397 0 0
HASBRO INC COM 418056107 3,835 48,339 SH   DFND 3 48,339 0 0
HAWAIIAN HOLDINGS INC COM 419879101 9,589 197,300 SH   DFND 1,5 0 0 197,300
HAYNES INTERNATIONAL INC COM NEW 420877201 51,954 1,400,000 SH   DFND 1,5 0 0 1,400,000
HCA HOLDINGS INC COM 40412C101 385,586 5,098,326 SH   DFND 1,5 727,126 0 4,371,200
HCA HOLDINGS INC COM 40412C101 7,203 95,243 SH   DFND 2 95,243 0 0
HCA HOLDINGS INC COM 40412C101 6,193 81,886 SH   DFND 3 81,886 0 0
HCA HOLDINGS INC COM 40412C101 726 9,593 SH   DFND 6 650 0 8,943
HCA HOLDINGS INC COM 40412C101 1,175 15,541 SH   DFND 7 15,541 0 0
HCA HOLDINGS INC COM 40412C101 65,987 872,500 SH   DFND 11 872,500 0 0
HCP INC COM 40414L109 5,722 150,786 SH   DFND 2 150,786 0 0
HCP INC COM 40414L109 1,601 42,195 SH   DFND 3 42,195 0 0
HD SUPPLY HLDGS INC COM 40416M105 687,403 21,494,771 SH   DFND 1,5 692,377 0 20,802,394
HD SUPPLY HLDGS INC COM 40416M105 3,188 99,700 SH   DFND 6 99,700 0 0
HD SUPPLY HLDGS INC COM 40416M105 489 15,300 SH   DFND 7 15,300 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,065,361 14,819,317 SH   DFND 1,5 1,464,595 0 13,354,722
HDFC BANK LTD ADR REPS 3 SHS 40415F101 91,644 1,274,777 SH   DFND 1,10 88,100 0 1,186,677
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,872 39,950 SH   DFND 6 33,300 0 6,650
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,116 29,434 SH   DFND 7 29,434 0 0
HEALTHCARE RLTY TR COM 421946104 155,689 4,571,033 SH   DFND 1,5 154,501 0 4,416,532
HEALTHCARE RLTY TR COM 421946104 37,442 1,099,300 SH   DFND 6 1,099,300 0 0
HEALTHCARE RLTY TR COM 421946104 12,146 356,600 SH   DFND 7 0 0 356,600
HEALTHCARE TR AMER INC CL A NEW 42225P501 17,396 533,289 SH   DFND 1,5 49,810 0 483,479
HEALTHCARE TR AMER INC CL A NEW 42225P501 10,452 320,410 SH   DFND 6 320,410 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,412 104,610 SH   DFND 7 0 0 104,610
HEALTHEQUITY INC COM 42226A107 19,469 514,370 SH   DFND 1,5 2,081 0 512,289
HEALTHEQUITY INC COM 42226A107 2,021 53,400 SH   DFND 1,9 0 0 53,400
HEALTHSOUTH CORP *W EXP 01/17/201 421924127 740 308,540 SH   DFND 1,5 673 0 307,867
HEALTHSOUTH CORP COM NEW 421924309 61,353 1,512,277 SH   DFND 1,5 2,385 0 1,509,892
HEALTHSOUTH CORP COM NEW 421924309 6,220 153,319 SH   DFND 6 153,319 0 0
HEALTHSOUTH CORP COM NEW 421924309 556 13,700 SH   DFND 7 13,700 0 0
HEALTHSTREAM INC COM 42222N103 131,400 4,760,855 SH   DFND 1,5 153,700 0 4,607,155
HEARTLAND EXPRESS INC COM 422347104 2,834 150,100 SH   DFND 1,5 14,500 0 135,600
HEARTLAND EXPRESS INC COM 422347104 16,256 861,020 SH   DFND 6 861,020 0 0
HEARTLAND EXPRESS INC COM 422347104 5,811 307,780 SH   DFND 7 270,880 0 36,900
HEICO CORP NEW CL A 422806208 43,359 716,559 SH   DFND 1,5 0 0 716,559
HEICO CORP NEW COM 422806109 25,552 369,247 SH   DFND 1,5 0 0 369,247
HEICO CORP NEW CL A 422806208 14,528 240,090 SH   DFND 6 240,090 0 0
HEICO CORP NEW CL A 422806208 4,887 80,770 SH   DFND 7 80,770 0 0
HELEN OF TROY CORP LTD COM G4388N106 318,154 3,692,170 SH   DFND 1,5 280,390 0 3,411,780
HELEN OF TROY CORP LTD COM G4388N106 36,852 427,662 SH   DFND 6 427,662 0 0
HELEN OF TROY CORP LTD COM G4388N106 4,788 55,570 SH   DFND 7 55,570 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 12,043 1,481,350 SH   DFND 6 1,481,350 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,163 389,100 SH   DFND 7 389,100 0 0
HELMERICH & PAYNE INC COM 423452101 89,948 1,336,524 SH   DFND 1,5 93,124 0 1,243,400
HELMERICH & PAYNE INC COM 423452101 2,345 34,850 SH   DFND 2 34,850 0 0
HELMERICH & PAYNE INC COM 423452101 611 9,082 SH   DFND 3 9,082 0 0
HENRY JACK & ASSOC INC COM 426281101 5,861 68,507 SH   DFND 1,5 307 0 68,200
HENRY JACK & ASSOC INC COM 426281101 220 2,568 SH   DFND 3 2,568 0 0
HERBALIFE LTD COM USD SHS G4412G101 393,298 6,344,539 SH   DFND 1,5 786,025 0 5,558,514
HERBALIFE LTD COM USD SHS G4412G101 17,072 275,395 SH   DFND 6 275,395 0 0
HERBALIFE LTD COM USD SHS G4412G101 3,602 58,110 SH   DFND 7 58,110 0 0
HERC HLDGS INC COM 42704L104 9,846 292,165 SH   DFND 1,5 1,133 0 291,032
HERON THERAPEUTICS INC COM 427746102 100,835 5,852,294 SH   DFND 1,5 367,484 0 5,484,810
HERSHEY CO COM 427866108 306,216 3,203,095 SH   DFND 1,5 247,317 0 2,955,778
HERSHEY CO COM 427866108 4,327 45,265 SH   DFND 2 45,265 0 0
HERSHEY CO COM 427866108 32,720 342,260 SH   DFND 3 342,260 0 0
HERSHEY CO COM 427866108 2,771 28,984 SH   DFND 6 28,984 0 0
HERSHEY CO COM 427866108 5,925 61,980 SH   DFND 7 61,980 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 67,261 1,674,837 SH   DFND 1,5 3,100 0 1,671,737
HESS CORP COM 42809H107 195,879 3,653,102 SH   DFND 1,5 108,847 0 3,544,255
HESS CORP COM 42809H107 4,654 86,802 SH   DFND 2 86,802 0 0
HESS CORP COM 42809H107 12,438 231,968 SH   DFND 3 231,968 0 0
HESS CORP COM 42809H107 19,585 365,253 SH   DFND 6 288,203 0 77,050
HESS CORP COM 42809H107 61,106 1,139,620 SH   DFND 7 1,013,820 0 125,800
HEWLETT PACKARD ENTERPRISE C COM 42824C109 517,265 22,736,909 SH   DFND 1,5 921,986 0 21,814,923
HEWLETT PACKARD ENTERPRISE C COM 42824C109 12,191 535,870 SH   DFND 2 535,870 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 15,431 678,266 SH   DFND 3 678,266 0 0
HEXCEL CORP NEW COM 428291108 84,857 1,915,518 SH   DFND 1,5 0 0 1,915,518
HFF INC CL A 40418F108 570 20,600 SH   DFND 1,5 10,600 0 10,000
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 23,139 1,508,383 SH   DFND 1,5 0 0 1,508,383
HIBBETT SPORTS INC COM 428567101 100,752 2,525,107 SH   DFND 1,5 161,600 0 2,363,507
HIGHWOODS PPTYS INC COM 431284108 219,291 4,207,426 SH   DFND 1,5 1,911,507 0 2,295,919
HIGHWOODS PPTYS INC COM 431284108 15,156 290,800 SH   DFND 6 290,800 0 0
HIGHWOODS PPTYS INC COM 431284108 4,946 94,900 SH   DFND 7 0 0 94,900
HILL ROM HLDGS INC COM 431475102 324,359 5,233,286 SH   DFND 1,5 875 0 5,232,411
HILL ROM HLDGS INC COM 431475102 9,652 155,727 SH   DFND 6 155,727 0 0
HILL ROM HLDGS INC COM 431475102 3,074 49,600 SH   DFND 7 49,600 0 0
HILLENBRAND INC COM 431571108 115,474 3,649,623 SH   DFND 1,5 53,123 0 3,596,500
HILLTOP HOLDINGS INC COM 432748101 62,149 2,767,098 SH   DFND 1,5 2,189 0 2,764,909
HILTON WORLDWIDE HLDGS INC COM 43300A104 504,111 21,984,777 SH   DFND 1,5 80,970 0 21,903,807
HILTON WORLDWIDE HLDGS INC COM 43300A104 12,137 529,300 SH   DFND 6 529,300 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 3,687 160,800 SH   DFND 7 0 0 160,800
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 458 53,339 SH   DFND 1,5 3,000 0 50,339
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 59,396 6,914,548 SH   DFND 1,9 88,951 0 6,825,597
HINGHAM INSTN SVGS MASS COM 433323102 2,784 20,100 SH   DFND 1,5 10,000 0 10,100
HISTOGENICS CORP COM 43358V109 5,466 1,729,620 SH   DFND 1,5 0 0 1,729,620
HNI CORP COM 404251100 61,196 1,537,591 SH   DFND 1,5 0 0 1,537,591
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 5,430 288,500 SH   DFND 1,5 0 0 288,500
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 14,705 781,355 SH   DFND 1,10 15,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 54,921 2,241,659 SH   DFND 1,5 57,059 0 2,184,600
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,161 52,351 SH   DFND 1,5 0 0 52,351
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 26,522 19,466,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 47,666 1,227,566 SH   DFND 1,5 142 0 1,227,424
HOLOGIC INC COM 436440101 3,474 89,464 SH   DFND 2 89,464 0 0
HOLOGIC INC COM 436440101 258 6,639 SH   DFND 3 6,639 0 0
HOLOGIC INC COM 436440101 358 9,210 SH   DFND 7 9,210 0 0
HOME DEPOT INC COM 437076102 4,459,652 34,656,913 SH   DFND 1,5 1,694,819 0 32,962,094
HOME DEPOT INC COM 437076102 51,272 398,448 SH   DFND 2 398,448 0 0
HOME DEPOT INC COM 437076102 42,042 326,717 SH   DFND 3 326,717 0 0
HOME DEPOT INC COM 437076102 68,120 529,375 SH   DFND 6 396,245 0 133,130
HOME DEPOT INC COM 437076102 189,071 1,469,311 SH   DFND 7 745,221 0 724,090
HOMESTREET INC COM 43785V102 348 13,900 SH   DFND 1,5 0 0 13,900
HOMETRUST BANCSHARES INC COM 437872104 606 32,759 SH   DFND 6 32,759 0 0
HONDA MOTOR LTD AMERN SHS 438128308 980 33,895 SH   DFND 1,5 0 0 33,895
HONEYWELL INTL INC COM 438516106 1,282,683 11,001,659 SH   DFND 1,5 768,924 0 10,232,735
HONEYWELL INTL INC COM 438516106 28,607 245,367 SH   DFND 2 245,367 0 0
HONEYWELL INTL INC COM 438516106 38,053 326,381 SH   DFND 3 326,381 0 0
HONEYWELL INTL INC COM 438516106 28,407 243,645 SH   DFND 6 222,645 0 21,000
HONEYWELL INTL INC COM 438516106 113,775 975,852 SH   DFND 7 569,502 0 406,350
HOPE BANCORP INC COM 43940T109 74,605 4,295,040 SH   DFND 1,5 236,423 0 4,058,617
HORIZON BANCORP IND COM 440407104 1,763 60,000 SH   DFND 1,5 60,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 22,818 23,600,000 PRN   DFND 1,5 0 0 0
HORIZON PHARMA PLC SHS G4617B105 231,703 12,780,094 SH   DFND 1,5 46,900 0 12,733,194
HORMEL FOODS CORP COM 440452100 3,305 87,144 SH   DFND 2 87,144 0 0
HORMEL FOODS CORP COM 440452100 1,143 30,128 SH   DFND 3 30,128 0 0
HORMEL FOODS CORP COM 440452100 784 20,680 SH   DFND 6 20,680 0 0
HORMEL FOODS CORP COM 440452100 5,380 141,840 SH   DFND 7 141,840 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 17,694 3,217,170 SH   DFND 1,5 0 0 3,217,170
HORTONWORKS INC COM 440894103 5,551 664,778 SH   DFND 1,5 147,500 0 517,278
HORTONWORKS INC COM 440894103 8,413 1,007,500 SH   DFND 1,9 0 0 1,007,500
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,443 82,194 SH   DFND 1,5 0 0 82,194
HOST HOTELS & RESORTS INC COM 44107P104 781,232 50,175,496 SH   DFND 1,5 33,151,838 0 17,023,658
HOST HOTELS & RESORTS INC COM 44107P104 3,728 239,436 SH   DFND 2 239,436 0 0
HOST HOTELS & RESORTS INC COM 44107P104 165 10,627 SH   DFND 3 10,627 0 0
HOST HOTELS & RESORTS INC COM 44107P104 18,515 1,189,138 SH   DFND 6 1,189,138 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,965 383,087 SH   DFND 7 0 0 383,087
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 167,997 12,527,735 SH   DFND 1,5 155,600 0 12,372,135
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 4,507 336,100 SH   DFND 6 336,100 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 445 33,200 SH   DFND 7 33,200 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 6,035 450,000 SH   DFND 11 450,000 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 8,824 1,425,583 SH   DFND 1,5 299,783 0 1,125,800
HOWARD HUGHES CORP COM 44267D107 11,881 103,768 SH   DFND 1,5 0 0 103,768
HOWARD HUGHES CORP COM 44267D107 3,126 27,300 SH   DFND 6 15,800 0 11,500
HOWARD HUGHES CORP COM 44267D107 3,418 29,852 SH   DFND 7 14,752 0 15,100
HP INC COM 40434L105 747,420 48,127,493 SH   DFND 1,5 1,486,021 0 46,641,472
HP INC COM 40434L105 1,055 67,946 SH   DFND 1,9 0 0 67,946
HP INC COM 40434L105 8,568 551,723 SH   DFND 2 551,723 0 0
HP INC COM 40434L105 5,502 354,302 SH   DFND 3 354,302 0 0
HP INC COM 40434L105 15,215 979,733 SH   DFND 6 656,300 0 323,433
HP INC COM 40434L105 30,445 1,960,423 SH   DFND 7 1,218,623 0 741,800
HSBC HLDGS PLC SPON ADR NEW 404280406 252,458 6,712,528 SH   DFND 1,5 0 0 6,712,528
HSN INC COM 404303109 64,051 1,609,332 SH   DFND 1,5 353 0 1,608,979
HSN INC COM 404303109 18,154 456,137 SH   DFND 6 456,137 0 0
HSN INC COM 404303109 2,922 73,421 SH   DFND 7 73,421 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 1,562 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 110,473 2,710,337 SH   DFND 1,5 120,468 0 2,589,869
HUB GROUP INC CL A 443320106 11,304 277,320 SH   DFND 6 245,520 0 31,800
HUB GROUP INC CL A 443320106 7,250 177,860 SH   DFND 7 129,760 0 48,100
HUBBELL INC COM 443510607 98,525 914,470 SH   DFND 1,5 0 0 914,470
HUBBELL INC COM 443510607 1,810 16,800 SH   DFND 6 16,800 0 0
HUBSPOT INC COM 443573100 302,403 5,248,232 SH   DFND 1,5 635,271 0 4,612,961
HUBSPOT INC COM 443573100 2,973 51,600 SH   DFND 1,9 0 0 51,600
HUDSON PAC PPTYS INC COM 444097109 192,577 5,858,732 SH   DFND 1,5 3,891,938 0 1,966,794
HUDSON PAC PPTYS INC COM 444097109 3,991 121,405 SH   DFND 6 121,405 0 0
HUDSON PAC PPTYS INC COM 444097109 1,098 33,400 SH   DFND 7 0 0 33,400
HUGOTON RTY TR TEX UNIT BEN INT 444717102 59 25,000 SH   DFND 1,5 25,000 0 0
HUMANA INC COM 444859102 229,529 1,297,583 SH   DFND 1,5 5,000 0 1,292,583
HUMANA INC COM 444859102 8,503 48,072 SH   DFND 2 48,072 0 0
HUMANA INC COM 444859102 6,124 34,622 SH   DFND 3 34,622 0 0
HUMANA INC COM 444859102 10,224 57,800 SH   DFND 6 50,851 0 6,949
HUMANA INC COM 444859102 47,779 270,103 SH   DFND 7 270,103 0 0
HUNT J B TRANS SVCS INC COM 445658107 364,723 4,494,980 SH   DFND 1,5 10,940 0 4,484,040
HUNT J B TRANS SVCS INC COM 445658107 2,300 28,344 SH   DFND 2 28,344 0 0
HUNT J B TRANS SVCS INC COM 445658107 491 6,051 SH   DFND 3 6,051 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,741 46,100 SH   DFND 6 46,100 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,177 14,500 SH   DFND 11 14,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 714,856 72,500,635 SH   DFND 1,5 469,123 0 72,031,512
HUNTINGTON BANCSHARES INC COM 446150104 3,452 350,058 SH   DFND 2 350,058 0 0
HUNTINGTON BANCSHARES INC COM 446150104 515 52,215 SH   DFND 3 52,215 0 0
HUNTINGTON BANCSHARES INC COM 446150104 416 42,215 SH   DFND 6 42,215 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 382,922 2,495,909 SH   DFND 1,5 9,182 0 2,486,727
HUNTSMAN CORP COM 447011107 2,603 159,986 SH   DFND 3 159,986 0 0
HURCO COMPANIES INC COM 447324104 17,294 616,085 SH   DFND 1,5 98,185 0 517,900
HURON CONSULTING GROUP INC COM 447462102 13,332 223,100 SH   DFND 6 223,100 0 0
HURON CONSULTING GROUP INC COM 447462102 4,220 70,620 SH   DFND 7 70,620 0 0
HURON CONSULTING GROUP INC COM 447462102 74,070 1,239,466 SH   DFND 11 1,239,466 0 0
HYATT HOTELS CORP COM CL A 448579102 16,156 328,240 SH   DFND 1,5 75,900 0 252,340
HYSTER YALE MATLS HANDLING I CL A 449172105 15,333 255,000 SH   DFND 1,5 31,500 0 223,500
IAMGOLD CORP COM 450913108 1,703 421,550 SH   DFND 1,5 1,550 0 420,000
ICF INTL INC COM 44925C103 51,451 1,160,896 SH   DFND 1,5 58,919 0 1,101,977
ICF INTL INC COM 44925C103 6,905 155,800 SH   DFND 1,9 0 0 155,800
ICF INTL INC COM 44925C103 49,058 1,106,903 SH   DFND 6 1,106,903 0 0
ICF INTL INC COM 44925C103 10,209 230,343 SH   DFND 7 230,343 0 0
ICICI BK LTD ADR 45104G104 19,476 2,607,200 SH   DFND 1,5 93,200 0 2,514,000
ICON PLC SHS G4705A100 23,321 301,422 SH   DFND 1,5 136,422 0 165,000
ICU MED INC COM 44930G107 63,799 504,818 SH   DFND 1,5 487 0 504,331
IDACORP INC COM 451107106 354,156 4,524,216 SH   DFND 1,5 118,165 0 4,406,051
IDERA PHARMACEUTICALS INC COM NEW 45168K306 61 23,800 SH   DFND 1,5 0 0 23,800
IDEX CORP COM 45167R104 154,681 1,653,100 SH   DFND 1,5 0 0 1,653,100
IDEX CORP COM 45167R104 25,253 269,885 SH   DFND 6 262,661 0 7,224
IDEX CORP COM 45167R104 9,516 101,702 SH   DFND 7 101,702 0 0
IDEXX LABS INC COM 45168D104 45,360 402,381 SH   DFND 1,5 8,577 0 393,804
IDEXX LABS INC COM 45168D104 292 2,587 SH   DFND 3 2,587 0 0
IDT CORP CL B NEW 448947507 938 54,396 SH   DFND 1,5 330 0 54,066
IGNYTA INC COM 451731103 4,216 670,331 SH   DFND 1,5 0 0 670,331
IHS MARKIT LTD SHS G47567105 228,414 6,082,928 SH   DFND 1,5 368,345 0 5,714,583
IHS MARKIT LTD SHS G47567105 599 15,957 SH   DFND 6 15,957 0 0
II VI INC COM 902104108 539 22,163 SH   DFND 1,5 50 0 22,113
ILLINOIS TOOL WKS INC COM 452308109 499,479 4,167,885 SH   DFND 1,5 353,040 0 3,814,845
ILLINOIS TOOL WKS INC COM 452308109 12,346 103,021 SH   DFND 2 103,021 0 0
ILLINOIS TOOL WKS INC COM 452308109 13,759 114,809 SH   DFND 3 114,809 0 0
ILLUMINA INC COM 452327109 152,359 838,702 SH   DFND 1,5 122,789 0 715,913
ILLUMINA INC COM 452327109 8,588 47,276 SH   DFND 2 47,276 0 0
ILLUMINA INC COM 452327109 12,246 67,412 SH   DFND 3 67,412 0 0
IMAGE SENSING SYS INC COM 45244C104 298 77,000 SH   DFND 1,5 7,600 0 69,400
IMMUNE DESIGN CORP COM 45252L103 3,818 503,679 SH   DFND 1,5 0 0 503,679
IMMUNOGEN INC COM 45253H101 5,878 2,193,246 SH   DFND 1,5 0 0 2,193,246
IMMUNOMEDICS INC COM 452907108 3,681 1,132,648 SH   DFND 1,5 0 0 1,132,648
IMPAX LABORATORIES INC COM 45256B101 11,417 481,750 SH   DFND 1,5 50 0 481,700
IMPERIAL OIL LTD COM NEW 453038408 537,974 17,197,744 SH   DFND 1,5 813,808 0 16,383,936
IMPERIAL OIL LTD COM NEW 453038408 6,254 199,935 SH   DFND 6 179,035 0 20,900
IMPERIAL OIL LTD COM NEW 453038408 15,042 480,844 SH   DFND 7 75,480 0 405,364
IMPERIAL OIL LTD COM NEW 453038408 326,650 10,442,200 SH   DFND 11 9,770,500 0 671,700
IMPERVA INC COM 45321L100 27,460 511,257 SH   DFND 1,5 114,900 0 396,357
IMPERVA INC COM 45321L100 16,594 308,952 SH   DFND 1,9 0 0 308,952
IMPERVA INC COM 45321L100 16,873 314,157 SH   DFND 6 305,357 0 8,800
IMPERVA INC COM 45321L100 7,185 133,770 SH   DFND 7 123,070 0 10,700
IMPERVA INC COM 45321L100 25,829 480,900 SH   DFND 11 480,900 0 0
IMPINJ INC COM 453204109 13,101 350,100 SH   DFND 1,5 79,900 0 270,200
INCONTACT INC COM 45336E109 7,389 528,556 SH   DFND 1,5 0 0 528,556
INCYTE CORP COM 45337C102 382,548 4,057,141 SH   DFND 1,5 0 0 4,057,141
INCYTE CORP COM 45337C102 217 2,300 SH   DFND 7 2,300 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 10,121 1,927,788 SH   DFND 1,5 0 0 1,927,788
INDEPENDENT BANK CORP MICH COM NEW 453838609 12,295 730,519 SH   DFND 6 730,519 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,707 220,280 SH   DFND 7 152,880 0 67,400
INFINERA CORPORATION COM 45667G103 193,812 21,463,155 SH   DFND 1,5 4,718,800 0 16,744,355
INFINERA CORPORATION COM 45667G103 123 13,600 SH   DFND 1,9 0 0 13,600
INFINITY PHARMACEUTICALS INC COM 45665G303 1,789 1,146,500 SH   DFND 1,5 1,500 0 1,145,000
INFRAREIT INC COM 45685L100 9,072 500,100 SH   DFND 1,5 0 0 500,100
ING GROEP N V SPONSORED ADR 456837103 732 59,300 SH   DFND 1,5 0 0 59,300
INGERSOLL-RAND PLC SHS G47791101 431,522 6,351,511 SH   DFND 1,5 59,078 0 6,292,433
INGERSOLL-RAND PLC SHS G47791101 5,653 83,199 SH   DFND 2 83,199 0 0
INGERSOLL-RAND PLC SHS G47791101 2,505 36,868 SH   DFND 3 36,868 0 0
INGERSOLL-RAND PLC SHS G47791101 20,057 295,212 SH   DFND 6 245,365 0 49,847
INGERSOLL-RAND PLC SHS G47791101 59,399 874,281 SH   DFND 7 786,176 0 88,105
INGEVITY CORP COM 45688C107 129,776 2,815,099 SH   DFND 1,5 19,029 0 2,796,070
INGRAM MICRO INC CL A 457153104 210,874 5,913,450 SH   DFND 1,5 20,613 0 5,892,837
INGRAM MICRO INC CL A 457153104 9,553 267,904 SH   DFND 6 267,904 0 0
INGRAM MICRO INC CL A 457153104 3,807 106,761 SH   DFND 7 106,761 0 0
INGRAM MICRO INC CL A 457153104 122,436 3,433,433 SH   DFND 11 3,433,433 0 0
INGREDION INC COM 457187102 31,653 237,887 SH   DFND 1,5 87 0 237,800
INGREDION INC COM 457187102 488 3,669 SH   DFND 3 3,669 0 0
INNERWORKINGS INC COM 45773Y105 6,176 655,591 SH   DFND 6 655,591 0 0
INNERWORKINGS INC COM 45773Y105 2,098 222,740 SH   DFND 7 222,740 0 0
INNOCOLL HLDGS PLC SHS G4783X105 5,429 923,286 SH   DFND 1,5 0 0 923,286
INNOPHOS HOLDINGS INC COM 45774N108 5,355 137,194 SH   DFND 6 137,194 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,304 33,400 SH   DFND 7 33,400 0 0
INNOSPEC INC COM 45768S105 136,302 2,241,446 SH   DFND 1,5 216,424 0 2,025,022
INNOSPEC INC COM 45768S105 6,410 105,410 SH   DFND 6 105,410 0 0
INNOSPEC INC COM 45768S105 2,184 35,913 SH   DFND 7 35,913 0 0
INNOVIVA INC COM 45781M101 170,921 15,552,369 SH   DFND 1,5 1 0 15,552,368
INOGEN INC COM 45780L104 11,998 200,300 SH   DFND 1,5 300 0 200,000
INOVALON HLDGS INC COM CL A 45781D101 267 18,129 SH   DFND 1,5 894 0 17,235
INOVALON HLDGS INC COM CL A 45781D101 19,561 1,329,800 SH   DFND 1,9 0 0 1,329,800
INPHI CORP COM 45772F107 18,389 422,629 SH   DFND 1,5 24,600 0 398,029
INPHI CORP COM 45772F107 3,033 69,700 SH   DFND 1,9 0 0 69,700
INPHI CORP COM 45772F107 231 5,300 SH   DFND 6 5,300 0 0
INSIGHT ENTERPRISES INC COM 45765U103 101,439 3,116,409 SH   DFND 1,5 131,335 0 2,985,074
INSMED INC COM PAR $.01 457669307 134,220 9,243,785 SH   DFND 1,5 9,800 0 9,233,985
INSMED INC COM PAR $.01 457669307 550 37,900 SH   DFND 6 37,900 0 0
INSPERITY INC COM 45778Q107 4,129 56,836 SH   DFND 1,5 12,237 0 44,599
INSTALLED BLDG PRODS INC COM 45780R101 17,725 494,134 SH   DFND 6 494,134 0 0
INSTALLED BLDG PRODS INC COM 45780R101 5,537 154,360 SH   DFND 7 154,360 0 0
INSTRUCTURE INC COM 45781U103 9,387 370,000 SH   DFND 1,5 0 0 370,000
INSULET CORP COM 45784P101 351,309 8,581,075 SH   DFND 1,5 747,142 0 7,833,933
INSULET CORP COM 45784P101 373 9,100 SH   DFND 6 9,100 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 8,521 722,755 SH   DFND 1,5 61 0 722,694
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 427,150 5,174,442 SH   DFND 1,5 75 0 5,174,367
INTEGRATED DEVICE TECHNOLOGY COM 458118106 21,100 913,427 SH   DFND 1,5 900 0 912,527
INTEGRATED DEVICE TECHNOLOGY COM 458118106 16,392 709,600 SH   DFND 1,9 0 0 709,600
INTEL CORP COM 458140100 463,457 12,277,003 SH   DFND 1,5 150,454 0 12,126,549
INTEL CORP SDCV 3.250% 8/0 458140AF7 57,991 31,711,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 57,593 1,525,654 SH   DFND 2 1,525,654 0 0
INTEL CORP COM 458140100 47,848 1,267,494 SH   DFND 3 1,267,494 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 549 300,000 PRN   DFND 6 0 0 0
INTELIQUENT INC COM 45825N107 4,297 266,246 SH   DFND 1,5 190 0 266,056
INTELLIA THERAPEUTICS INC COM 45826J105 89,105 5,235,339 SH   DFND 1,5 518,147 0 4,717,192
INTELLIA THERAPEUTICS INC COM 45826J105 502 29,468 SH   DFND 6 29,468 0 0
INTER PARFUMS INC COM 458334109 27,368 848,100 SH   DFND 1,5 10,900 0 837,200
INTERACTIVE BROKERS GROUP IN COM 45841N107 15,884 450,357 SH   DFND 1,5 790 0 449,567
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,971 55,891 SH   DFND 6 31,191 0 24,700
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,624 74,385 SH   DFND 7 33,885 0 40,500
INTERCEPT PHARMACEUTICALS IN COM 45845P108 600,432 3,648,046 SH   DFND 1,5 99,212 0 3,548,834
INTERCEPT PHARMACEUTICALS IN COM 45845P108 7,178 43,610 SH   DFND 6 43,610 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,847 17,300 SH   DFND 7 0 0 17,300
INTERCONTINENTAL EXCHANGE IN COM 45866F104 203,093 753,985 SH   DFND 1,5 29,224 0 724,761
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,348 38,418 SH   DFND 2 38,418 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 15,154 56,258 SH   DFND 3 56,258 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 356,873 8,572,492 SH   DFND 1,5 228,486 0 8,344,006
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 11,557 277,616 SH   DFND 7 277,616 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 122,034 100,028,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC COM 45867G101 24,942 314,919 SH   DFND 1,5 0 0 314,919
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 586 480,000 PRN   DFND 6 0 0 0
INTERFACE INC COM 458665304 39,004 2,336,973 SH   DFND 1,5 100 0 2,336,873
INTERNATIONAL BANCSHARES COR COM 459044103 1,943 65,250 SH   DFND 1,5 65,250 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 426,163 2,682,802 SH   DFND 1,5 71,119 0 2,611,683
INTERNATIONAL BUSINESS MACHS COM 459200101 44,557 280,499 SH   DFND 2 280,499 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 81,086 510,455 SH   DFND 3 510,455 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,044 19,160 SH   DFND 6 19,160 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 14,862 93,558 SH   DFND 7 0 0 93,558
INTERNATIONAL BUSINESS MACHS COM 459200101 103,666 652,600 SH   DFND 11 652,600 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 37,592 262,935 SH   DFND 1,5 26,275 0 236,660
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,670 25,668 SH   DFND 2 25,668 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,188 8,306 SH   DFND 3 8,306 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 14,716 603,590 SH   DFND 1,5 1,640 0 601,950
INTERPUBLIC GROUP COS INC COM 460690100 626,706 28,040,549 SH   DFND 1,5 607,053 0 27,433,496
INTERPUBLIC GROUP COS INC COM 460690100 2,888 129,220 SH   DFND 2 129,220 0 0
INTERPUBLIC GROUP COS INC COM 460690100 682 30,503 SH   DFND 3 30,503 0 0
INTERPUBLIC GROUP COS INC COM 460690100 21,622 967,442 SH   DFND 6 892,942 0 74,500
INTERPUBLIC GROUP COS INC COM 460690100 36,545 1,635,112 SH   DFND 7 1,400,912 0 234,200
INTERSIL CORP CL A 46069S109 136,906 6,242,843 SH   DFND 1,5 10,600 0 6,232,243
INTERSIL CORP CL A 46069S109 89,047 4,060,500 SH   DFND 11 4,060,500 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 32,632 1,900,500 SH   DFND 1,5 103,200 0 1,797,300
INTERVAL LEISURE GROUP INC COM 46113M108 10,489 610,912 SH   DFND 6 610,912 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 3,184 185,460 SH   DFND 7 185,460 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 43,614 2,540,100 SH   DFND 11 2,540,100 0 0
INTL FCSTONE INC COM 46116V105 9,771 251,500 SH   DFND 1,5 0 0 251,500
INTL PAPER CO COM 460146103 31,280 651,941 SH   DFND 1,5 30 0 651,911
INTL PAPER CO COM 460146103 6,362 132,605 SH   DFND 2 132,605 0 0
INTL PAPER CO COM 460146103 7,888 164,393 SH   DFND 3 164,393 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 98,878 6,488,081 SH   DFND 1,5 1,140,912 0 5,347,169
INTRALINKS HLDGS INC COM 46118H104 11,976 1,190,438 SH   DFND 6 1,190,438 0 0
INTRALINKS HLDGS INC COM 46118H104 3,724 370,190 SH   DFND 7 370,190 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 12,047 742,735 SH   DFND 1,5 15,900 0 726,835
INTREPID POTASH INC COM 46121Y102 1,626 1,438,605 SH   DFND 1,5 0 0 1,438,605
INTREPID POTASH INC COM 46121Y102 185 163,995 SH   DFND 6 163,995 0 0
INTREXON CORP COM 46122T102 193,651 6,911,177 SH   DFND 1,5 561,779 0 6,349,398
INTREXON CORP COM 46122T102 653 23,300 SH   DFND 6 23,300 0 0
INTUIT COM 461202103 346,132 3,146,368 SH   DFND 1,5 298,826 0 2,847,542
INTUIT COM 461202103 49,648 451,300 SH   DFND 1,9 0 0 451,300
INTUIT COM 461202103 8,693 79,021 SH   DFND 2 79,021 0 0
INTUIT COM 461202103 12,143 110,384 SH   DFND 3 110,384 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,979,735 2,731,310 SH   DFND 1,5 108,692 0 2,622,618
INTUITIVE SURGICAL INC COM NEW 46120E602 8,998 12,414 SH   DFND 2 12,414 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 5,833 8,047 SH   DFND 3 8,047 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,400 17,107 SH   DFND 6 15,507 0 1,600
INTUITIVE SURGICAL INC COM NEW 46120E602 16,225 22,384 SH   DFND 7 17,284 0 5,100
INTUITIVE SURGICAL INC COM NEW 46120E602 23,050 31,800 SH   DFND 11 31,800 0 0
INVENSENSE INC COM 46123D205 6,102 822,345 SH   DFND 1,5 0 0 822,345
INVENSENSE INC COM 46123D205 11,724 1,580,000 SH   DFND 1,9 0 0 1,580,000
INVENSENSE INC COM 46123D205 3,313 446,500 SH   DFND 6 446,500 0 0
INVENSENSE INC COM 46123D205 1,090 146,900 SH   DFND 7 146,900 0 0
INVENTURE FOODS INC COM 461212102 6,251 664,985 SH   DFND 1,5 66,385 0 598,600
INVENTURE FOODS INC COM 461212102 4,821 512,900 SH   DFND 6 512,900 0 0
INVENTURE FOODS INC COM 461212102 1,481 157,600 SH   DFND 7 157,600 0 0
INVENTURE FOODS INC COM 461212102 4,326 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 150,140 4,801,403 SH   DFND 1,5 285 0 4,801,118
INVESCO LTD SHS G491BT108 4,134 132,189 SH   DFND 2 132,189 0 0
INVESCO LTD SHS G491BT108 229 7,333 SH   DFND 3 7,333 0 0
INVESCO LTD SHS G491BT108 5,072 162,213 SH   DFND 6 138,780 0 23,433
INVESCO LTD SHS G491BT108 26,506 847,650 SH   DFND 7 847,650 0 0
INVESCO LTD SHS G491BT108 1,249 39,950 SH   DFND 11 39,950 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 15,482 1,016,568 SH   DFND 1,5 111 0 1,016,457
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 10,237 597,281 SH   DFND 1,5 0 0 597,281
INVESTORS BANCORP INC NEW COM 46146L101 197,485 16,443,387 SH   DFND 1,5 132,804 0 16,310,583
INVESTORS BANCORP INC NEW COM 46146L101 46,552 3,876,077 SH   DFND 6 3,813,977 0 62,100
INVESTORS BANCORP INC NEW COM 46146L101 13,860 1,154,027 SH   DFND 7 1,154,027 0 0
INVUITY INC COM NEW 46187J205 29,487 2,149,200 SH   DFND 1,5 13,589 0 2,135,611
INVUITY INC COM NEW 46187J205 580 42,300 SH   DFND 6 42,300 0 0
IONIS PHARMACEUTICALS INC COM 462222100 664,256 18,129,254 SH   DFND 1,5 3,090,888 0 15,038,366
IONIS PHARMACEUTICALS INC COM 462222100 315 8,600 SH   DFND 6 8,600 0 0
IPG PHOTONICS CORP COM 44980X109 292,503 3,551,949 SH   DFND 1,5 197,403 0 3,354,546
IRIDIUM COMMUNICATIONS INC COM 46269C102 62,249 7,675,565 SH   DFND 1,5 66,200 0 7,609,365
IROBOT CORP COM 462726100 29,914 680,174 SH   DFND 1,5 0 0 680,174
IRON MTN INC NEW COM 46284V101 2,963 78,951 SH   DFND 2 78,951 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 308,355 19,417,801 SH   DFND 1,5 2,203,840 0 17,213,961
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,147 72,203 SH   DFND 6 72,203 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 306 16,110 SH   DFND 1,5 900 0 15,210
ISHARES MSCI SPAN CP ETF 464286764 233 8,700 SH   DFND 1,5 8,700 0 0
ISHARES MSCI ITALCPD ETF 464286855 89,728 8,142,299 SH   DFND 3 8,142,299 0 0
ISHARES MSCI EURZONE ETF 464286608 230 6,663 SH   DFND 3 6,663 0 0
ISHARES MSCI STH KOR ETF 464286772 131,389 2,260,261 SH   DFND 3 2,260,261 0 0
ISHARES MSCI CDA ETF 464286509 225 8,766 SH   DFND 3 8,766 0 0
ISHARES MSCI AUST ETF 464286103 204,157 9,768,284 SH   DFND 3 9,768,284 0 0
ISHARES MSCI SPAN CP ETF 464286764 68,361 2,548,875 SH   DFND 3 2,548,875 0 0
ISHARES MSCI JAPAN ETF 464286848 815,234 65,010,648 SH   DFND 3 65,010,648 0 0
ISHARES MSCI PAC JP ETF 464286665 237 5,594 SH   DFND 3 5,594 0 0
ISHARES MSCI CDA ETF 464286509 567 22,074 SH   DFND 6 0 0 22,074
ISHARES MIN VOL EMRG MKT 464286533 5,032 93,085 SH   DFND 6 28,436 0 64,649
ISHARES MIN VOL EMRG MKT 464286533 41,443 766,613 SH   DFND 7 766,613 0 0
ISHARES GOLD TRUST ISHARES 464285105 3,123 246,076 SH   DFND 3 246,076 0 0
ISHARES INC CORE MSCI EMKT 46434G103 206,076 4,518,217 SH   DFND 1,5 0 0 4,518,217
ISHARES INC CORE MSCI EMKT 46434G103 544,777 11,944,244 SH   DFND 3 11,944,244 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,483 32,523 SH   DFND 6 0 0 32,523
ISHARES TR MSCI EAFE ETF 464287465 4,381 74,099 SH   DFND 1,5 34,321 0 39,778
ISHARES TR U.S. TECH ETF 464287721 200 1,683 SH   DFND 1,5 0 0 1,683
ISHARES TR IBOXX INV CP ETF 464287242 1,955 15,868 SH   DFND 1,5 0 0 15,868
ISHARES TR 10-20 YR TRS ETF 464288653 5,474 37,800 SH   DFND 1,5 0 0 37,800
ISHARES TR JP MOR EM MK ETF 464288281 1,825 15,573 SH   DFND 1,5 418 0 15,155
ISHARES TR 3-7 YR TR BD ETF 464288661 31,238 246,861 SH   DFND 1,5 689 0 246,172
ISHARES TR 7-10 Y TR BD ETF 464287440 5,052 45,152 SH   DFND 1,5 0 0 45,152
ISHARES TR IRELAND CAPD ETF 46429B507 4,497 118,300 SH   DFND 1,5 19,300 0 99,000
ISHARES TR 20 YR TR BD ETF 464287432 21,462 156,073 SH   DFND 1,5 27,741 0 128,332
ISHARES TR RUSSELL 3000 ETF 464287689 212 1,657 SH   DFND 1,5 207 0 1,450
ISHARES TR CORE S&P500 ETF 464287200 183,369 842,844 SH   DFND 1,5 36,902 0 805,942
ISHARES TR MRG RL ES CP ETF 464288539 4,217 401,209 SH   DFND 1,5 52,309 0 348,900
ISHARES TR TIPS BD ETF 464287176 82,065 704,477 SH   DFND 1,5 543,277 0 161,200
ISHARES TR RUS 1000 GRW ETF 464287614 1,496,299 14,364,012 SH   DFND 3 14,364,012 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 99,528 2,105,086 SH   DFND 3 2,105,086 0 0
ISHARES TR CORE RUSSELL VAL 464287663 2,958 64,822 SH   DFND 3 64,822 0 0
ISHARES TR IBOXX HI YD ETF 464288513 135,780 1,556,035 SH   DFND 3 1,556,035 0 0
ISHARES TR U.S. PFD STK ETF 464288687 195,909 4,959,729 SH   DFND 3 4,959,729 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 568 1,963 SH   DFND 3 1,963 0 0
ISHARES TR CORE S&P MCP ETF 464287507 5,662 36,889 SH   DFND 3 36,889 0 0
ISHARES TR EUROPE ETF 464287861 164,623 4,180,381 SH   DFND 3 4,180,381 0 0
ISHARES TR 20 YR TR BD ETF 464287432 40,161 292,056 SH   DFND 3 292,056 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 412,550 3,900,812 SH   DFND 3 3,900,812 0 0
ISHARES TR S&P 100 ETF 464287101 21,273 221,752 SH   DFND 3 221,752 0 0
ISHARES TR U.S. FINLS ETF 464287788 83,399 926,653 SH   DFND 3 926,653 0 0
ISHARES TR RUS MID-CAP ETF 464287499 38,071 218,398 SH   DFND 3 218,398 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 389,356 5,071,719 SH   DFND 3 5,071,719 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 261 3,861 SH   DFND 3 3,861 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 18,065 145,435 SH   DFND 3 145,435 0 0
ISHARES TR COHEN&STEER REIT 464287564 1,037 9,881 SH   DFND 3 9,881 0 0
ISHARES TR RUS MD CP GR ETF 464287481 174,767 1,794,872 SH   DFND 3 1,794,872 0 0
ISHARES TR IBOXX INV CP ETF 464287242 185,443 1,505,467 SH   DFND 3 1,505,467 0 0
ISHARES TR CORE DIV GRWTH 46434V621 277 10,130 SH   DFND 3 10,130 0 0
ISHARES TR EAFE SML CP ETF 464288273 404,676 7,721,360 SH   DFND 3 7,721,360 0 0
ISHARES TR U.S. REAL ES ETF 464287739 39,126 485,188 SH   DFND 3 485,188 0 0
ISHARES TR U.S. TECH ETF 464287721 368 3,096 SH   DFND 3 3,096 0 0
ISHARES TR CORE RUSSELL GRW 464287671 34,504 815,898 SH   DFND 3 815,898 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 46,723 920,641 SH   DFND 3 920,641 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 77,832 522,717 SH   DFND 3 522,717 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 102,308 1,322,327 SH   DFND 3 1,322,327 0 0
ISHARES TR SP SMCP600VL ETF 464287879 138,118 1,106,622 SH   DFND 3 1,106,622 0 0
ISHARES TR CHINA ETF 46429B671 204,011 4,206,405 SH   DFND 3 4,206,405 0 0
ISHARES TR RUS 1000 ETF 464287622 702,345 5,830,522 SH   DFND 3 5,830,522 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 197,746 5,280,267 SH   DFND 3 5,280,267 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 144,744 1,189,746 SH   DFND 3 1,189,746 0 0
ISHARES TR EAFE GRWTH ETF 464288885 102,425 1,497,874 SH   DFND 3 1,497,874 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 8,456 80,725 SH   DFND 3 80,725 0 0
ISHARES TR SP SMCP600GR ETF 464287887 131,607 959,795 SH   DFND 3 959,795 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 187,596 2,308,021 SH   DFND 3 2,308,021 0 0
ISHARES TR INTL DEV RE ETF 464288489 38,819 1,286,662 SH   DFND 3 1,286,662 0 0
ISHARES TR U.S. INDS ETF 464287754 210 1,854 SH   DFND 3 1,854 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,299 10,135 SH   DFND 3 10,135 0 0
ISHARES TR MSCI EAFE ETF 464287465 32,596 551,263 SH   DFND 3 551,263 0 0
ISHARES TR CORE S&P500 ETF 464287200 73,867 339,527 SH   DFND 3 339,527 0 0
ISHARES TR DOW JONES US ETF 464287846 648 5,967 SH   DFND 3 5,967 0 0
ISHARES TR CORE S&P TTL STK 464287150 1,095 22,289 SH   DFND 3 22,289 0 0
ISHARES TR NATIONAL MUN ETF 464288414 24,601 218,186 SH   DFND 3 218,186 0 0
ISHARES TR INTL SEL DIV ETF 464288448 316 10,650 SH   DFND 3 10,650 0 0
ISHARES TR MBS ETF 464288588 229 2,077 SH   DFND 3 2,077 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,930,175 18,274,709 SH   DFND 3 18,274,709 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 73,991 2,984,728 SH   DFND 3 2,984,728 0 0
ISHARES TR US HLTHCARE ETF 464287762 261 1,753 SH   DFND 3 1,753 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,574 34,649 SH   DFND 3 34,649 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 272 2,413 SH   DFND 3 2,413 0 0
ISHARES TR CORE S&P SCP ETF 464287804 289,214 2,329,554 SH   DFND 3 2,329,554 0 0
ISHARES TR CORE US AGGBD ET 464287226 158,470 1,409,623 SH   DFND 3 1,409,623 0 0
ISHARES TR TIPS BD ETF 464287176 56,502 485,039 SH   DFND 3 485,039 0 0
ISHARES TR S&P MC 400GR ETF 464287606 3,249 18,592 SH   DFND 3 18,592 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 215 1,463 SH   DFND 3 1,463 0 0
ISHARES TR S&P 500 VAL ETF 464287408 203,674 2,144,844 SH   DFND 3 2,144,844 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,703 12,808 SH   DFND 3 12,808 0 0
ISHARES TR SELECT DIVID ETF 464287168 3,876 45,234 SH   DFND 3 45,234 0 0
ISHARES TR MSCI ACWI ETF 464288257 668 11,214 SH   DFND 3 11,214 0 0
ISHARES TR MSCI EAFE ETF 464287465 3,382 57,195 SH   DFND 6 0 0 57,195
ISHARES TR JP MOR EM MK ETF 464288281 1,152 9,829 SH   DFND 6 0 0 9,829
ISHARES TR CORE US AGGBD ET 464287226 44,326 394,285 SH   DFND 6 189,169 0 205,116
ISHARES TR MIN VOL EAFE ETF 46429B689 8,112 119,930 SH   DFND 6 57,668 0 62,262
ISHARES TR EAFE SML CP ETF 464288273 943 17,984 SH   DFND 6 3,149 0 14,835
ISHARES TR MIN VOL USA ETF 46429B697 14,302 314,812 SH   DFND 6 59,359 0 255,453
ISHARES TR RUSSELL 2000 ETF 464287655 1,231 9,911 SH   DFND 6 0 0 9,911
ISHARES TR 20 YR TR BD ETF 464287432 9,556 69,495 SH   DFND 7 69,495 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,307 34,676 SH   DFND 7 34,676 0 0
ISHARES TR TIPS BD ETF 464287176 9,904 85,024 SH   DFND 7 85,024 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 839 12,399 SH   DFND 7 12,399 0 0
ISHARES TR PHLX SEMICND ETF 464287523 9,873 87,382 SH   DFND 7 87,382 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,730 38,091 SH   DFND 7 38,091 0 0
ISHARES TR U.S. MED DVC ETF 464288810 12,224 84,074 SH   DFND 7 84,074 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,220 10,855 SH   DFND 7 10,855 0 0
ISHARES TR MSCI INDIA ETF 46429B598 28,263 961,000 SH   DFND 7 961,000 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 10,031 114,299 SH   DFND 7 114,299 0 0
ISHARES TR IBOXX INV CP ETF 464287242 49,212 399,510 SH   DFND 7 399,510 0 0
ISHARES TR U.S. TECH ETF 464287721 14,115 118,613 SH   DFND 7 118,613 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 21,412 571,760 SH   DFND 7 225,551 0 346,209
ISHARES TR JP MOR EM MK ETF 464288281 8,730 74,484 SH   DFND 7 74,484 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,988 16,004 SH   DFND   16,004 0 0
ISTAR INC COM 45031U101 48,799 4,547,931 SH   DFND 1,5 0 0 4,547,931
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 243,842 22,288,993 SH   DFND 1,5 865,490 0 21,423,503
ITC HLDGS CORP COM 465685105 59,072 1,270,907 SH   DFND 1,5 0 0 1,270,907
ITC HLDGS CORP COM 465685105 237 5,100 SH   DFND   5,100 0 0
ITT INC COM 45073V108 44,032 1,228,558 SH   DFND 1,5 10,739 0 1,217,819
ITT INC COM 45073V108 21,722 606,088 SH   DFND 6 556,188 0 49,900
ITT INC COM 45073V108 8,938 249,400 SH   DFND 7 218,400 0 31,000
ITURAN LOCATION AND CONTROL SHS M6158M104 33,477 1,265,176 SH   DFND 1,5 0 0 1,265,176
IXIA COM 45071R109 1,855 148,430 SH   DFND 1,5 0 0 148,430
J & J SNACK FOODS CORP COM 466032109 30,098 252,673 SH   DFND 1,5 373 0 252,300
J2 GLOBAL INC COM 48123V102 260,321 3,908,133 SH   DFND 1,5 1,133 0 3,907,000
J2 GLOBAL INC COM 48123V102 26,459 397,217 SH   DFND 6 397,217 0 0
J2 GLOBAL INC COM 48123V102 3,697 55,500 SH   DFND 7 55,500 0 0
JABIL CIRCUIT INC COM 466313103 620,887 28,454,948 SH   DFND 1,5 53,800 0 28,401,148
JABIL CIRCUIT INC COM 466313103 2,178 99,800 SH   DFND 6 99,800 0 0
JACK IN THE BOX INC COM 466367109 29,050 302,798 SH   DFND 1,5 100 0 302,698
JACOBS ENGR GROUP INC DEL COM 469814107 234,682 4,537,550 SH   DFND 1,5 275,833 0 4,261,717
JACOBS ENGR GROUP INC DEL COM 469814107 2,025 39,158 SH   DFND 2 39,158 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 5,362 103,683 SH   DFND 3 103,683 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,009 19,500 SH   DFND 11 19,500 0 0
JAKKS PAC INC COM 47012E106 550 63,653 SH   DFND 1,5 13,753 0 49,900
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 18,607 1,182,900 SH   DFND 1,5 10,100 0 1,172,800
JAMES RIV GROUP LTD COM G5005R107 88,288 2,438,902 SH   DFND 1,5 39,836 0 2,399,066
JAMES RIV GROUP LTD COM G5005R107 6,444 178,000 SH   DFND 6 178,000 0 0
JAMES RIV GROUP LTD COM G5005R107 2,299 63,500 SH   DFND 7 63,500 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 16,555 16,330,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,057,247 8,703,053 SH   DFND 1,5 197,238 0 8,505,815
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,758 55,630 SH   DFND 6 55,630 0 0
JD COM INC SPON ADR CL A 47215P106 124,046 4,754,542 SH   DFND 1,5 260,566 0 4,493,976
JD COM INC SPON ADR CL A 47215P106 73,863 2,831,098 SH   DFND 1,9 59,798 0 2,771,300
JD COM INC SPON ADR CL A 47215P106 6,491 248,800 SH   DFND 6 199,600 0 49,200
JD COM INC SPON ADR CL A 47215P106 8,101 310,520 SH   DFND 7 310,520 0 0
JETBLUE AIRWAYS CORP COM 477143101 392,135 22,745,668 SH   DFND 1,5 3,779,214 0 18,966,454
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 54,853 15,575,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 9,396 544,984 SH   DFND 6 509,097 0 35,887
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 2,201 625,000 PRN   DFND 6 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 9,368 543,407 SH   DFND 7 543,407 0 0
JIVE SOFTWARE INC COM 47760A108 46 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 2,739 496,200 SH   DFND 1,5 0 0 496,200
JOHN BEAN TECHNOLOGIES CORP COM 477839104 15,687 222,346 SH   DFND 1,5 0 0 222,346
JOHNSON & JOHNSON COM 478160104 3,671,580 31,080,839 SH   DFND 1,5 1,258,293 0 29,822,546
JOHNSON & JOHNSON COM 478160104 104,222 882,266 SH   DFND 2 882,266 0 0
JOHNSON & JOHNSON COM 478160104 258,889 2,191,558 SH   DFND 3 2,191,558 0 0
JOHNSON & JOHNSON COM 478160104 45,049 381,347 SH   DFND 6 326,842 0 54,505
JOHNSON & JOHNSON COM 478160104 86,403 731,427 SH   DFND 7 259,933 0 471,494
JOHNSON & JOHNSON COM 478160104 318,425 2,695,550 SH   DFND 11 2,695,550 0 0
JOHNSON CTLS INTL PLC SHS G51502105 374,823 8,055,515 SH   DFND 1,5 828,104 0 7,227,411
JOHNSON CTLS INTL PLC SHS G51502105 14,164 304,403 SH   DFND 2 304,403 0 0
JOHNSON CTLS INTL PLC SHS G51502105 7,522 161,663 SH   DFND 3 161,663 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,177 25,298 SH   DFND 6 25,298 0 0
JOHNSON CTLS INTL PLC SHS G51502105 2,318 49,828 SH   DFND 7 0 0 49,828
JOHNSON OUTDOORS INC CL A 479167108 3,299 90,700 SH   DFND 11 90,700 0 0
JONES ENERGY INC COM CL A 48019R108 6,469 1,817,121 SH   DFND 1,5 0 0 1,817,121
JONES LANG LASALLE INC COM 48020Q107 97,800 859,482 SH   DFND 1,5 127 0 859,355
JONES LANG LASALLE INC COM 48020Q107 4,290 37,700 SH   DFND 6 22,800 0 14,900
JONES LANG LASALLE INC COM 48020Q107 5,268 46,297 SH   DFND 7 30,297 0 16,000
JOY GLOBAL INC COM 481165108 2,924 105,400 SH   DFND 1,5 100,581 0 4,819
JOY GLOBAL INC COM 481165108 9,327 336,227 SH   DFND 3 336,227 0 0
JPMORGAN CHASE & CO COM 46625H100 4,869,091 73,120,456 SH   DFND 1,5 3,136,845 0 69,983,611
JPMORGAN CHASE & CO COM 46625H100 77,563 1,164,792 SH   DFND 2 1,164,792 0 0
JPMORGAN CHASE & CO COM 46625H100 199,139 2,990,529 SH   DFND 3 2,990,529 0 0
JPMORGAN CHASE & CO COM 46625H100 74,300 1,115,778 SH   DFND 6 929,600 0 186,178
JPMORGAN CHASE & CO COM 46625H100 154,006 2,312,753 SH   DFND 7 483,757 0 1,828,996
JPMORGAN CHASE & CO COM 46625H100 11,121 167,000 SH   DFND 11 167,000 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 186 31,752 SH   DFND 1,5 0 0 31,752
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 14,355 2,453,834 SH   DFND 1,9 0 0 2,453,834
JUNIPER NETWORKS INC COM 48203R104 110,909 4,609,704 SH   DFND 1,5 341,554 0 4,268,150
JUNIPER NETWORKS INC COM 48203R104 2,971 123,498 SH   DFND 2 123,498 0 0
JUNIPER NETWORKS INC COM 48203R104 223 9,280 SH   DFND 3 9,280 0 0
JUNO THERAPEUTICS INC COM 48205A109 95,635 3,186,758 SH   DFND 1,5 139,822 0 3,046,936
KADANT INC COM 48282T104 895 17,171 SH   DFND 1,5 17,171 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,474 28,600 SH   DFND 6 13,700 0 14,900
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,761 31,920 SH   DFND 7 22,520 0 9,400
KAMAN CORP COM 483548103 47,485 1,081,180 SH   DFND 1,5 0 0 1,081,180
KANSAS CITY SOUTHERN COM NEW 485170302 221,107 2,369,342 SH   DFND 1,5 258,537 0 2,110,805
KANSAS CITY SOUTHERN COM NEW 485170302 3,250 34,822 SH   DFND 2 34,822 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,361 14,582 SH   DFND 3 14,582 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,912 31,200 SH   DFND 6 31,200 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 30,721 1,623,750 SH   DFND 1,5 7,550 0 1,616,200
KAR AUCTION SVCS INC COM 48238T109 491,331 11,383,939 SH   DFND 1,5 321,328 0 11,062,611
KAR AUCTION SVCS INC COM 48238T109 34,890 808,387 SH   DFND 3 808,387 0 0
KAR AUCTION SVCS INC COM 48238T109 25,062 580,686 SH   DFND 6 545,686 0 35,000
KAR AUCTION SVCS INC COM 48238T109 7,575 175,520 SH   DFND 7 160,520 0 15,000
KARYOPHARM THERAPEUTICS INC COM 48576U106 52,151 5,359,831 SH   DFND 1,5 15,500 0 5,344,331
KATE SPADE & CO COM 485865109 221,592 12,935,873 SH   DFND 1,5 1,905,607 0 11,030,266
KATE SPADE & CO COM 485865109 320 18,700 SH   DFND 6 18,700 0 0
KB HOME COM 48666K109 186,936 11,596,500 SH   DFND 1,5 31,400 0 11,565,100
KB HOME COM 48666K109 3,406 211,300 SH   DFND 6 211,300 0 0
KBR INC COM 48242W106 7,670 506,928 SH   DFND 1,5 857 0 506,071
KEARNY FINL CORP MD COM 48716P108 587 43,100 SH   DFND 1,5 0 0 43,100
KEARNY FINL CORP MD COM 48716P108 28,491 2,093,377 SH   DFND 6 1,975,777 0 117,600
KEARNY FINL CORP MD COM 48716P108 8,829 648,693 SH   DFND 7 648,693 0 0
KELLOGG CO COM 487836108 10,118 130,600 SH   DFND 1,5 29,500 0 101,100
KELLOGG CO COM 487836108 6,300 81,325 SH   DFND 2 81,325 0 0
KELLOGG CO COM 487836108 4,113 53,098 SH   DFND 3 53,098 0 0
KELLOGG CO COM 487836108 9,736 125,670 SH   DFND 6 59,840 0 65,830
KELLOGG CO COM 487836108 46,737 603,295 SH   DFND 7 214,535 0 388,760
KENNAMETAL INC COM 489170100 3,162 108,966 SH   DFND 1,5 10,500 0 98,466
KENNEDY-WILSON HLDGS INC COM 489398107 80,040 3,549,441 SH   DFND 1,5 1,411 0 3,548,030
KERYX BIOPHARMACEUTICALS INC COM 492515101 16,826 3,168,664 SH   DFND 1,5 0 0 3,168,664
KEYCORP NEW COM 493267108 179,753 14,770,148 SH   DFND 1,5 1,217,451 0 13,552,697
KEYCORP NEW COM 493267108 4,247 348,981 SH   DFND 2 348,981 0 0
KEYCORP NEW COM 493267108 23,073 1,895,874 SH   DFND 3 1,895,874 0 0
KEYCORP NEW COM 493267108 12,538 1,030,242 SH   DFND 6 935,866 0 94,376
KEYCORP NEW COM 493267108 33,654 2,765,340 SH   DFND 7 2,765,340 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 253,804 8,008,951 SH   DFND 1,5 541,196 0 7,467,755
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,121 98,485 SH   DFND 6 41,625 0 56,860
KEYSIGHT TECHNOLOGIES INC COM 49338L103 14,135 446,049 SH   DFND 7 113,864 0 332,185
KEYW HLDG CORP COM 493723100 66,044 5,982,244 SH   DFND 1,5 588,465 0 5,393,779
KEYW HLDG CORP COM 493723100 466 42,244 SH   DFND 6 42,244 0 0
KIMBALL ELECTRONICS INC COM 49428J109 9,217 665,025 SH   DFND 1,5 144,122 0 520,903
KIMBERLY CLARK CORP COM 494368103 154,034 1,221,139 SH   DFND 1,5 123,715 0 1,097,424
KIMBERLY CLARK CORP COM 494368103 14,629 115,976 SH   DFND 2 115,976 0 0
KIMBERLY CLARK CORP COM 494368103 16,836 133,467 SH   DFND 3 133,467 0 0
KIMBERLY CLARK CORP COM 494368103 799 6,336 SH   DFND 6 6,336 0 0
KIMBERLY CLARK CORP COM 494368103 7,109 56,360 SH   DFND 7 56,360 0 0
KIMCO RLTY CORP COM 49446R109 420,858 14,537,393 SH   DFND 1,5 10,242,595 0 4,294,798
KIMCO RLTY CORP COM 49446R109 3,922 135,458 SH   DFND 2 135,458 0 0
KIMCO RLTY CORP COM 49446R109 1,113 38,431 SH   DFND 3 38,431 0 0
KINDER MORGAN INC DEL COM 49456B101 753,656 32,583,493 SH   DFND 1,5 975,011 0 31,608,482
KINDER MORGAN INC DEL PFD SER A 49456B200 17,524 349,984 SH   DFND 1,5 100,600 0 249,384
KINDER MORGAN INC DEL COM 49456B101 14,320 619,096 SH   DFND 2 619,096 0 0
KINDER MORGAN INC DEL COM 49456B101 40,261 1,740,639 SH   DFND 3 1,740,639 0 0
KINDER MORGAN INC DEL COM 49456B101 16,637 719,300 SH   DFND 6 719,300 0 0
KINDER MORGAN INC DEL COM 49456B101 24,383 1,054,172 SH   DFND 7 0 0 1,054,172
KINDRED BIOSCIENCES INC COM 494577109 529 106,458 SH   DFND 1,5 0 0 106,458
KINROSS GOLD CORP COM NO PAR 496902404 12,585 2,985,591 SH   DFND 1,5 1,200 0 2,984,391
KINROSS GOLD CORP COM NO PAR 496902404 688 163,322 SH   DFND 3 163,322 0 0
KINROSS GOLD CORP COM NO PAR 496902404 7,566 1,794,900 SH   DFND 11 1,794,900 0 0
KINSALE CAP GROUP INC COM 49714P108 18,515 841,600 SH   DFND 1,5 82,124 0 759,476
KIRBY CORP COM 497266106 852 13,700 SH   DFND 1,5 0 0 13,700
KITE PHARMA INC COM 49803L109 70,505 1,262,173 SH   DFND 1,5 300 0 1,261,873
KITE RLTY GROUP TR COM NEW 49803T300 301,057 10,860,633 SH   DFND 1,5 6,517,623 0 4,343,010
KKR & CO L P DEL COM UNITS 48248M102 570,300 39,992,961 SH   DFND 1,5 0 0 39,992,961
KLA-TENCOR CORP COM 482480100 60,530 868,307 SH   DFND 1,5 123,479 0 744,828
KLA-TENCOR CORP COM 482480100 3,507 50,306 SH   DFND 2 50,306 0 0
KLA-TENCOR CORP COM 482480100 3,630 52,076 SH   DFND 3 52,076 0 0
KLONDEX MNS LTD COM 498696103 1,491 259,500 SH   DFND 1,5 0 0 259,500
KLONDEX MNS LTD COM 498696103 1,326 230,800 SH   DFND 7 198,300 0 32,500
KLONDEX MNS LTD COM 498696103 39,520 6,876,500 SH   DFND 11 6,504,400 0 372,100
KLX INC COM 482539103 30,482 865,952 SH   DFND 1,5 10,580 0 855,372
KNIGHT TRANSN INC COM 499064103 792 27,600 SH   DFND 1,5 2,700 0 24,900
KNOLL INC COM NEW 498904200 61,350 2,684,918 SH   DFND 1,5 50,285 0 2,634,633
KOHLS CORP COM 500255104 157,088 3,590,588 SH   DFND 1,5 232,184 0 3,358,404
KOHLS CORP COM 500255104 2,534 57,915 SH   DFND 2 57,915 0 0
KOHLS CORP COM 500255104 14,612 333,979 SH   DFND 3 333,979 0 0
KOHLS CORP COM 500255104 2,898 66,240 SH   DFND 6 66,240 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 42,337 1,430,800 SH   DFND 1,5 20,800 0 1,410,000
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 1,829 61,800 SH   DFND 6 61,800 0 0
KRAFT HEINZ CO COM 500754106 615,840 6,880,127 SH   DFND 1,5 486,890 0 6,393,237
KRAFT HEINZ CO COM 500754106 17,198 192,139 SH   DFND 2 192,139 0 0
KRAFT HEINZ CO COM 500754106 31,793 355,193 SH   DFND 3 355,193 0 0
KRAFT HEINZ CO COM 500754106 331 3,700 SH   DFND 6 3,700 0 0
KROGER CO COM 501044101 822,763 27,721,116 SH   DFND 1,5 581,611 0 27,139,505
KROGER CO COM 501044101 9,083 306,031 SH   DFND 2 306,031 0 0
KROGER CO COM 501044101 10,819 364,509 SH   DFND 3 364,509 0 0
KROGER CO COM 501044101 697 23,491 SH   DFND 6 23,491 0 0
KROGER CO COM 501044101 1,466 49,385 SH   DFND 7 0 0 49,385
KROGER CO COM 501044101 91,302 3,076,220 SH   DFND 11 3,076,220 0 0
KT CORP SPONSORED ADR 48268K101 4,019 250,432 SH   DFND 1,5 8,800 0 241,632
KURA ONCOLOGY INC COM 50127T109 17,599 2,815,919 SH   DFND 1,5 0 0 2,815,919
L BRANDS INC COM 501797104 1,144,253 16,168,617 SH   DFND 1,5 383,006 0 15,785,611
L BRANDS INC COM 501797104 5,482 77,466 SH   DFND 2 77,466 0 0
L BRANDS INC COM 501797104 4,411 62,328 SH   DFND 3 62,328 0 0
L BRANDS INC COM 501797104 12,584 177,814 SH   DFND 6 158,714 0 19,100
L BRANDS INC COM 501797104 12,215 172,600 SH   DFND 7 112,900 0 59,700
L-3 COMMUNICATIONS HLDGS INC COM 502424104 25,463 168,928 SH   DFND 1,5 11 0 168,917
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,754 24,908 SH   DFND 2 24,908 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 7,403 49,114 SH   DFND 3 49,114 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 65,139 2,738,101 SH   DFND 1,5 400 0 2,737,701
LABORATORY CORP AMER HLDGS COM NEW 50540R409 268,781 1,955,056 SH   DFND 1,5 70,782 0 1,884,274
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,535 32,990 SH   DFND 2 32,990 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,401 46,558 SH   DFND 3 46,558 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 880 6,400 SH   DFND 6 6,400 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,234 45,346 SH   DFND 7 45,346 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 26,534 193,000 SH   DFND 11 193,000 0 0
LADDER CAP CORP CL A 505743104 29,116 2,199,118 SH   DFND 1,5 0 0 2,199,118
LAKE SUNAPEE BK GROUP COM 510866106 3,800 210,300 SH   DFND 1,5 21,500 0 188,800
LAKELAND FINL CORP COM 511656100 62,581 1,766,815 SH   DFND 1,5 2,850 0 1,763,965
LAM RESEARCH CORP COM 512807108 1,046,125 11,045,559 SH   DFND 1,5 548,047 0 10,497,512
LAM RESEARCH CORP COM 512807108 51,674 545,600 SH   DFND 1,9 0 0 545,600
LAM RESEARCH CORP COM 512807108 4,895 51,681 SH   DFND 2 51,681 0 0
LAM RESEARCH CORP COM 512807108 6,484 68,462 SH   DFND 3 68,462 0 0
LAM RESEARCH CORP COM 512807108 2,349 24,800 SH   DFND 6 24,800 0 0
LAM RESEARCH CORP COM 512807108 5,368 56,681 SH   DFND 7 56,681 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 62,975 964,242 SH   DFND 1,5 0 0 964,242
LANDSTAR SYS INC COM 515098101 38,378 563,725 SH   DFND 1,5 25 0 563,700
LAS VEGAS SANDS CORP COM 517834107 943,209 16,392,224 SH   DFND 1,5 365,759 0 16,026,465
LAS VEGAS SANDS CORP COM 517834107 6,548 113,800 SH   DFND 6 94,700 0 19,100
LAS VEGAS SANDS CORP COM 517834107 11,063 192,267 SH   DFND 7 62,300 0 129,967
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 36,897 1,545,730 SH   DFND 1,5 54,000 0 1,491,730
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 9,882 414,000 SH   DFND 6 414,000 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3,201 134,100 SH   DFND 7 0 0 134,100
LATTICE SEMICONDUCTOR CORP COM 518415104 2,131 328,311 SH   DFND 1,5 0 0 328,311
LAUDER ESTEE COS INC CL A 518439104 2,496,582 28,190,859 SH   DFND 1,5 1,578,680 0 26,612,179
LAUDER ESTEE COS INC CL A 518439104 6,310 71,250 SH   DFND 2 71,250 0 0
LAUDER ESTEE COS INC CL A 518439104 5,371 60,651 SH   DFND 3 60,651 0 0
LAUDER ESTEE COS INC CL A 518439104 6,301 71,150 SH   DFND 6 71,150 0 0
LAUDER ESTEE COS INC CL A 518439104 13,894 156,891 SH   DFND 7 142,135 0 14,756
LAZARD LTD SHS A G54050102 40,976 1,126,955 SH   DFND 1,5 35,300 0 1,091,655
LAZARD LTD SHS A G54050102 8,861 243,700 SH   DFND 6 243,700 0 0
LAZARD LTD SHS A G54050102 494 13,580 SH   DFND 7 13,580 0 0
LCNB CORP COM 50181P100 14,263 782,820 SH   DFND 1,5 93,390 0 689,430
LEAR CORP COM NEW 521865204 93,339 769,994 SH   DFND 1,5 6,094 0 763,900
LEAR CORP COM NEW 521865204 2,892 23,858 SH   DFND 3 23,858 0 0
LEGACY RESVS LP UNIT LP INT 524707304 14,049 10,406,617 SH   DFND 1,5 0 0 10,406,617
LEGG MASON INC COM 524901105 145,016 4,331,419 SH   DFND 1,5 356 0 4,331,063
LEGG MASON INC COM 524901105 996 29,741 SH   DFND 2 29,741 0 0
LEGG MASON INC COM 524901105 1,963 58,629 SH   DFND 3 58,629 0 0
LEGGETT & PLATT INC COM 524660107 85,472 1,875,200 SH   DFND 1,5 21,100 0 1,854,100
LEGGETT & PLATT INC COM 524660107 1,965 43,106 SH   DFND 2 43,106 0 0
LEGGETT & PLATT INC COM 524660107 1,206 26,460 SH   DFND 3 26,460 0 0
LEIDOS HLDGS INC COM 525327102 74,398 1,718,994 SH   DFND 1,5 153,116 0 1,565,878
LENNAR CORP CL A 526057104 269,003 6,353,401 SH   DFND 1,5 32,000 0 6,321,401
LENNAR CORP CL A 526057104 2,565 60,579 SH   DFND 2 60,579 0 0
LENNAR CORP CL A 526057104 2,565 60,574 SH   DFND 3 60,574 0 0
LENNAR CORP CL A 526057104 980 23,138 SH   DFND 6 0 0 23,138
LENNAR CORP CL A 526057104 377 8,900 SH   DFND 7 8,900 0 0
LENNOX INTL INC COM 526107107 133,902 852,717 SH   DFND 1,5 50 0 852,667
LENNOX INTL INC COM 526107107 383 2,436 SH   DFND 3 2,436 0 0
LEUCADIA NATL CORP COM 527288104 41,446 2,176,778 SH   DFND 1,5 60,838 0 2,115,940
LEUCADIA NATL CORP COM 527288104 1,992 104,597 SH   DFND 2 104,597 0 0
LEUCADIA NATL CORP COM 527288104 880 46,216 SH   DFND 3 46,216 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 252,977 5,454,451 SH   DFND 1,5 225,711 0 5,228,740
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,356 93,912 SH   DFND 2 93,912 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 339 7,300 SH   DFND 3 7,300 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 281,528 15,579,856 SH   DFND 1,5 2,317,556 0 13,262,300
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 29,221 553,961 SH   DFND 1,5 0 0 553,961
LEXINGTON REALTY TRUST COM 529043101 55,019 5,341,629 SH   DFND 1,5 0 0 5,341,629
LEXMARK INTL INC CL A 529771107 121,451 3,039,325 SH   DFND 1,5 246,600 0 2,792,725
LEXMARK INTL INC CL A 529771107 5,734 143,500 SH   DFND 11 143,500 0 0
LHC GROUP INC COM 50187A107 58,565 1,587,993 SH   DFND 1,5 135,250 0 1,452,743
LIBBEY INC COM 529898108 15,808 885,600 SH   DFND 1,5 87,400 0 798,200
LIBERTY BROADBAND CORP COM SER C 530307305 201,891 2,824,438 SH   DFND 1,5 114,179 0 2,710,259
LIBERTY BROADBAND CORP COM SER A 530307107 71,491 1,018,974 SH   DFND 1,5 57,903 0 961,071
LIBERTY BROADBAND CORP COM SER C 530307305 353 4,938 SH   DFND 3 4,938 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 237,750 6,955,814 SH   DFND 1,5 345,386 0 6,610,428
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 36,452 1,321,186 SH   DFND 1,5 137,249 0 1,183,937
LIBERTY GLOBAL PLC SHS CL C G5480U120 95,675 2,895,747 SH   DFND 1,5 0 0 2,895,747
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 17,930 639,199 SH   DFND 1,5 23,866 0 615,333
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 257,780 12,882,583 SH   DFND 1,5 132,986 0 12,749,597
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 12,695 318,400 SH   DFND 1,5 0 0 318,400
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 1,823 45,723 SH   DFND 3 45,723 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,142 57,074 SH   DFND 3 57,074 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 6,219 310,780 SH   DFND 6 310,780 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 9,586 240,440 SH   DFND 6 240,440 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 2,119 105,900 SH   DFND 7 105,900 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 3,233 81,090 SH   DFND 7 81,090 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 44,996 42,600,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 46,901 89,546,722 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,122 5,960,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 363 20,898 SH   DFND 1,5 0 0 20,898
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 3,392 194,400 SH   DFND 1,5 0 0 194,400
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 21,688 757,000 SH   DFND 1,5 0 0 757,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 24,186 23,200,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 228,071 6,826,444 SH   DFND 1,5 545,823 0 6,280,621
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 44,460 1,579,970 SH   DFND 1,5 128,441 0 1,451,529
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 46,015 1,354,180 SH   DFND 1,5 34,500 0 1,319,680
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,431 42,831 SH   DFND 3 42,831 0 0
LIBERTY PPTY TR SH BEN INT 531172104 148,597 3,682,713 SH   DFND 1,5 111,986 0 3,570,727
LIBERTY PPTY TR SH BEN INT 531172104 35,710 885,000 SH   DFND 6 885,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 11,411 282,800 SH   DFND 7 2,000 0 280,800
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,769 80,942 SH   DFND 1,5 16,942 0 64,000
LIFE STORAGE INC COM 53223X107 11,989 134,800 SH   DFND 1,5 0 0 134,800
LIFEWAY FOODS INC COM 531914109 5,235 309,026 SH   DFND 1,5 29,626 0 279,400
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 97,984 960,063 SH   DFND 1,5 250 0 959,813
LILLY ELI & CO COM 532457108 230,190 2,868,056 SH   DFND 1,5 9,656 0 2,858,400
LILLY ELI & CO COM 532457108 25,142 313,251 SH   DFND 2 313,251 0 0
LILLY ELI & CO COM 532457108 24,801 309,004 SH   DFND 3 309,004 0 0
LILLY ELI & CO COM 532457108 20,363 253,708 SH   DFND 6 240,308 0 13,400
LILLY ELI & CO COM 532457108 74,874 932,898 SH   DFND 7 891,398 0 41,500
LINCOLN NATL CORP IND COM 534187109 389,135 8,283,000 SH   DFND 1,5 795,700 0 7,487,300
LINCOLN NATL CORP IND COM 534187109 3,527 75,072 SH   DFND 2 75,072 0 0
LINCOLN NATL CORP IND COM 534187109 8,061 171,575 SH   DFND 3 171,575 0 0
LINE CORP SPONSORED ADR 53567X101 22,899 473,128 SH   DFND 1,5 54,372 0 418,756
LINE CORP SPONSORED ADR 53567X101 1,028 21,239 SH   DFND 1,9 0 0 21,239
LINE CORP SPONSORED ADR 53567X101 2,401 49,600 SH   DFND 1,10 1,050 0 48,550
LINEAR TECHNOLOGY CORP COM 535678106 94,781 1,598,600 SH   DFND 1,5 60,400 0 1,538,200
LINEAR TECHNOLOGY CORP COM 535678106 4,583 77,306 SH   DFND 2 77,306 0 0
LINEAR TECHNOLOGY CORP COM 535678106 10,041 169,352 SH   DFND 3 169,352 0 0
LINKEDIN CORP COM CL A 53578A108 70,578 369,287 SH   DFND 1,5 87 0 369,200
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 61,557 62,140,000 PRN   DFND 1,5 0 0 0
LINKEDIN CORP COM CL A 53578A108 956 5,000 SH   DFND 6 5,000 0 0
LINKEDIN CORP COM CL A 53578A108 301,970 1,580,000 SH   DFND 11 1,580,000 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 45,741 5,557,812 SH   DFND 1,5 63,554 0 5,494,258
LIONBRIDGE TECHNOLOGIES INC COM 536252109 3,678 735,619 SH   DFND 1,5 0 0 735,619
LIONBRIDGE TECHNOLOGIES INC COM 536252109 662 132,300 SH   DFND 1,9 0 0 132,300
LIONS GATE ENTMNT CORP COM NEW 535919203 120,302 6,018,089 SH   DFND 1,5 89,455 0 5,928,634
LIONS GATE ENTMNT CORP COM NEW 535919203 4,158 208,000 SH   DFND 6 208,000 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 1,227 61,400 SH   DFND 7 61,400 0 0
LIQUIDITY SERVICES INC COM 53635B107 5,487 488,200 SH   DFND 1,5 100,400 0 387,800
LITTELFUSE INC COM 537008104 5,474 42,500 SH   DFND 1,5 0 0 42,500
LIVANOVA PLC SHS G5509L101 103,834 1,727,968 SH   DFND 1,5 0 0 1,727,968
LIVE NATION ENTERTAINMENT IN COM 538034109 130,989 4,766,700 SH   DFND 1,5 100,255 0 4,666,445
LKQ CORP COM 501889208 131,194 3,699,783 SH   DFND 1,5 63,657 0 3,636,126
LKQ CORP COM 501889208 3,512 99,036 SH   DFND 2 99,036 0 0
LKQ CORP COM 501889208 59,346 1,673,600 SH   DFND 11 1,673,600 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 33,578 32,560,000 PRN   DFND 1,5 0 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 454 440,000 PRN   DFND 7 0 0 0
LOCKHEED MARTIN CORP COM 539830109 362,362 1,511,606 SH   DFND 1,5 218,694 0 1,292,912
LOCKHEED MARTIN CORP COM 539830109 19,515 81,407 SH   DFND 2 81,407 0 0
LOCKHEED MARTIN CORP COM 539830109 26,288 109,661 SH   DFND 3 109,661 0 0
LOCKHEED MARTIN CORP COM 539830109 11,885 49,578 SH   DFND 6 49,578 0 0
LOCKHEED MARTIN CORP COM 539830109 40,376 168,430 SH   DFND 7 168,430 0 0
LOEWS CORP COM 540424108 4,745 115,300 SH   DFND 1,5 0 0 115,300
LOEWS CORP COM 540424108 3,668 89,143 SH   DFND 2 89,143 0 0
LOEWS CORP COM 540424108 5,888 143,095 SH   DFND 3 143,095 0 0
LOGMEIN INC COM 54142L109 119,239 1,319,156 SH   DFND 1,5 98,404 0 1,220,752
LOGMEIN INC COM 54142L109 8,333 92,191 SH   DFND 1,9 0 0 92,191
LOWES COS INC COM 548661107 404,600 5,603,099 SH   DFND 1,5 6,350 0 5,596,749
LOWES COS INC COM 548661107 20,368 282,060 SH   DFND 2 282,060 0 0
LOWES COS INC COM 548661107 16,720 231,552 SH   DFND 3 231,552 0 0
LOWES COS INC COM 548661107 8,273 114,570 SH   DFND 6 114,570 0 0
LOWES COS INC COM 548661107 21,895 303,209 SH   DFND 7 0 0 303,209
LOXO ONCOLOGY INC COM 548862101 55,917 2,135,883 SH   DFND 1,5 0 0 2,135,883
LOXO ONCOLOGY INC COM 548862101 20,585 786,293 SH   DFND 6 786,293 0 0
LOXO ONCOLOGY INC COM 548862101 4,665 178,173 SH   DFND 7 178,173 0 0
LOXO ONCOLOGY INC COM 548862101 3,909 149,300 SH   DFND 11 149,300 0 0
LTC PPTYS INC COM 502175102 848 16,307 SH   DFND 6 16,307 0 0
LULULEMON ATHLETICA INC COM 550021109 1,160,009 19,022,772 SH   DFND 1,5 3,318,386 0 15,704,386
LULULEMON ATHLETICA INC COM 550021109 4,063 66,623 SH   DFND 6 66,623 0 0
LUMENTUM HLDGS INC COM 55024U109 12,876 308,267 SH   DFND 1,5 10,767 0 297,500
LUMENTUM HLDGS INC COM 55024U109 443 10,600 SH   DFND 6 10,600 0 0
LUMOS NETWORKS CORP COM 550283105 35,006 2,500,418 SH   DFND 1,5 0 0 2,500,418
LUMOS NETWORKS CORP COM 550283105 8,914 636,700 SH   DFND 6 636,700 0 0
LUMOS NETWORKS CORP COM 550283105 2,969 212,100 SH   DFND 7 212,100 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 11,541 995,809 SH   DFND 1,5 220,000 0 775,809
LUXFER HLDGS PLC SPONSORED ADR 550678106 3,486 300,815 SH   DFND 6 300,815 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 77,407 1,464,650 SH   DFND 1,5 11,300 0 1,453,350
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,258,558 15,603,249 SH   DFND 1,5 830,893 0 14,772,356
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8,867 109,931 SH   DFND 2 109,931 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 42,161 522,698 SH   DFND 3 522,698 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 19,527 242,089 SH   DFND 6 197,389 0 44,700
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 44,836 555,862 SH   DFND 7 376,657 0 179,205
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,315 28,700 SH   DFND 11 28,700 0 0
M & T BK CORP COM 55261F104 896,501 7,721,799 SH   DFND 1,5 296,943 0 7,424,856
M & T BK CORP COM 55261F104 5,869 50,555 SH   DFND 2 50,555 0 0
M & T BK CORP COM 55261F104 58,146 500,826 SH   DFND 3 500,826 0 0
M & T BK CORP COM 55261F104 14,210 122,393 SH   DFND 6 109,193 0 13,200
M & T BK CORP COM 55261F104 12,648 108,940 SH   DFND 7 67,540 0 41,400
M D C HLDGS INC COM 552676108 103,249 4,001,890 SH   DFND 1,5 236,290 0 3,765,600
M D C HLDGS INC COM 552676108 18,826 729,701 SH   DFND 3 729,701 0 0
M D C HLDGS INC COM 552676108 1,571 60,900 SH   DFND 6 60,900 0 0
M/I HOMES INC COM 55305B101 10,574 448,609 SH   DFND 1,5 0 0 448,609
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 11,660 11,495,000 PRN   DFND 1,5 0 0 0
MACERICH CO COM 554382101 524,549 6,486,320 SH   DFND 1,5 4,568,040 0 1,918,280
MACERICH CO COM 554382101 3,146 38,906 SH   DFND 2 38,906 0 0
MACERICH CO COM 554382101 1,721 21,286 SH   DFND 3 21,286 0 0
MACERICH CO COM 554382101 3,618 44,740 SH   DFND 11 44,740 0 0
MACK CALI RLTY CORP COM 554489104 226,026 8,303,689 SH   DFND 1,5 150,500 0 8,153,189
MACK CALI RLTY CORP COM 554489104 53,760 1,975,014 SH   DFND 6 1,957,049 0 17,965
MACK CALI RLTY CORP COM 554489104 16,999 624,496 SH   DFND 7 260,707 0 363,789
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 346 8,183 SH   DFND 1,5 450 0 7,733
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 11,906 281,200 SH   DFND 1,9 0 0 281,200
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,330 40,000 SH   DFND 1,5 0 0 40,000
MACROGENICS INC COM 556099109 148,827 4,975,827 SH   DFND 1,5 2,498 0 4,973,329
MACYS INC COM 55616P104 233,057 6,290,335 SH   DFND 1,5 314,637 0 5,975,698
MACYS INC COM 55616P104 5,398 145,700 SH   DFND 1,10 0 0 145,700
MACYS INC COM 55616P104 3,686 99,475 SH   DFND 2 99,475 0 0
MACYS INC COM 55616P104 24,997 674,685 SH   DFND 3 674,685 0 0
MACYS INC COM 55616P104 4,657 125,700 SH   DFND 6 125,700 0 0
MADDEN STEVEN LTD COM 556269108 132,773 3,841,806 SH   DFND 1,5 122,348 0 3,719,458
MADDEN STEVEN LTD COM 556269108 23,424 677,786 SH   DFND 6 677,786 0 0
MADDEN STEVEN LTD COM 556269108 7,913 228,960 SH   DFND 7 195,160 0 33,800
MADISON SQUARE GARDEN CO NEW CL A 55825T103 18,261 107,794 SH   DFND 1,5 11,506 0 96,288
MAG SILVER CORP COM 55903Q104 5,874 389,800 SH   DFND 1,5 0 0 389,800
MAG SILVER CORP COM 55903Q104 10,722 711,500 SH   DFND 11 711,500 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 8,385 118,536 SH   DFND 1,5 0 0 118,536
MAGNA INTL INC COM 559222401 83,776 1,951,520 SH   DFND 1,5 103,700 0 1,847,820
MAGNA INTL INC COM 559222401 19,318 450,000 SH   DFND 11 450,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 2,720 326,197 SH   DFND 1,5 0 0 326,197
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5,920 709,816 SH   DFND 1,9 0 0 709,816
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 4,359 184,700 SH   DFND 1,5 0 0 184,700
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 34,194 1,448,896 SH   DFND 1,9 52,200 0 1,396,696
MALIBU BOATS INC COM CL A 56117J100 4,824 323,736 SH   DFND 1,5 0 0 323,736
MALLINCKRODT PUB LTD CO SHS G5785G107 105,281 1,508,751 SH   DFND 1,5 244 0 1,508,507
MALLINCKRODT PUB LTD CO SHS G5785G107 2,424 34,735 SH   DFND 2 34,735 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,203 17,242 SH   DFND 3 17,242 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 41,143 2,437,400 SH   DFND 1,5 0 0 2,437,400
MANHATTAN ASSOCS INC COM 562750109 62,984 1,093,098 SH   DFND 1,5 783 0 1,092,315
MANHATTAN ASSOCS INC COM 562750109 297 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC FOODSERVICE INC COM 563568104 17,323 1,068,025 SH   DFND 1,5 0 0 1,068,025
MANPOWERGROUP INC COM 56418H100 10,711 148,227 SH   DFND 1,5 876 0 147,351
MANPOWERGROUP INC COM 56418H100 201 2,775 SH   DFND 6 2,775 0 0
MANPOWERGROUP INC COM 56418H100 4,729 65,449 SH   DFND 7 65,449 0 0
MANTECH INTL CORP CL A 564563104 70,343 1,866,370 SH   DFND 1,5 38,881 0 1,827,489
MANULIFE FINL CORP COM 56501R106 371 26,298 SH   DFND 6 0 0 26,298
MANULIFE FINL CORP COM 56501R106 263 18,640 SH   DFND 7 18,640 0 0
MANULIFE FINL CORP COM 56501R106 317,250 22,486,021 SH   DFND 11 22,486,021 0 0
MARATHON OIL CORP COM 565849106 245,303 15,515,699 SH   DFND 1,5 433,320 0 15,082,379
MARATHON OIL CORP COM 565849106 4,320 273,225 SH   DFND 2 273,225 0 0
MARATHON OIL CORP COM 565849106 7,602 480,820 SH   DFND 3 480,820 0 0
MARATHON PETE CORP COM 56585A102 58,660 1,445,179 SH   DFND 1,5 30 0 1,445,149
MARATHON PETE CORP COM 56585A102 6,921 170,514 SH   DFND 2 170,514 0 0
MARATHON PETE CORP COM 56585A102 10,541 259,696 SH   DFND 3 259,696 0 0
MARCUS & MILLICHAP INC COM 566324109 1,106 42,300 SH   DFND 1,5 4,100 0 38,200
MARINEMAX INC COM 567908108 15,268 728,800 SH   DFND 1,5 2,600 0 726,200
MARKEL CORP COM 570535104 8,835 9,513 SH   DFND 1,5 13 0 9,500
MARKEL CORP COM 570535104 519 559 SH   DFND 3 559 0 0
MARKETAXESS HLDGS INC COM 57060D108 42,524 256,800 SH   DFND 1,5 18,000 0 238,800
MARKETAXESS HLDGS INC COM 57060D108 13,959 84,300 SH   DFND 11 84,300 0 0
MARRIOTT INTL INC NEW CL A 571903202 382,260 5,677,415 SH   DFND 1,5 393,815 0 5,283,600
MARRIOTT INTL INC NEW CL A 571903202 6,944 103,132 SH   DFND 2 103,132 0 0
MARRIOTT INTL INC NEW CL A 571903202 6,468 96,060 SH   DFND 3 96,060 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 43,112 588,000 SH   DFND 1,5 0 0 588,000
MARSH & MCLENNAN COS INC COM 571748102 946,331 14,071,838 SH   DFND 1,5 374,561 0 13,697,277
MARSH & MCLENNAN COS INC COM 571748102 11,239 167,121 SH   DFND 2 167,121 0 0
MARSH & MCLENNAN COS INC COM 571748102 25,391 377,565 SH   DFND 3 377,565 0 0
MARSH & MCLENNAN COS INC COM 571748102 10,906 162,164 SH   DFND 6 162,164 0 0
MARSH & MCLENNAN COS INC COM 571748102 50,417 749,690 SH   DFND 7 633,396 0 116,294
MARTIN MARIETTA MATLS INC COM 573284106 401,269 2,240,350 SH   DFND 1,5 118,267 0 2,122,083
MARTIN MARIETTA MATLS INC COM 573284106 3,664 20,458 SH   DFND 2 20,458 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,009 11,217 SH   DFND 3 11,217 0 0
MARTIN MARIETTA MATLS INC COM 573284106 10,625 59,320 SH   DFND 6 59,320 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,268 40,580 SH   DFND 7 40,580 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,776 15,500 SH   DFND 11 15,500 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 298,001 22,456,780 SH   DFND 1,5 166,464 0 22,290,316
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 105,544 7,953,548 SH   DFND 1,9 0 0 7,953,548
MASCO CORP COM 574599106 581,644 16,952,616 SH   DFND 1,5 1,159,152 0 15,793,464
MASCO CORP COM 574599106 3,654 106,488 SH   DFND 2 106,488 0 0
MASCO CORP COM 574599106 1,432 41,737 SH   DFND 3 41,737 0 0
MASCO CORP COM 574599106 1,054 30,729 SH   DFND 6 30,729 0 0
MASCO CORP COM 574599106 3,027 88,230 SH   DFND 7 88,230 0 0
MASIMO CORP COM 574795100 23,796 400,000 SH   DFND 1,5 0 0 400,000
MASONITE INTL CORP NEW COM 575385109 668 10,749 SH   DFND 1,5 0 0 10,749
MASTERCARD INCORPORATED CL A 57636Q104 4,520,999 44,423,695 SH   DFND 1,5 2,963,024 0 41,460,671
MASTERCARD INCORPORATED CL A 57636Q104 31,471 309,236 SH   DFND 2 309,236 0 0
MASTERCARD INCORPORATED CL A 57636Q104 27,850 273,653 SH   DFND 3 273,653 0 0
MASTERCARD INCORPORATED CL A 57636Q104 32,134 315,756 SH   DFND 6 292,256 0 23,500
MASTERCARD INCORPORATED CL A 57636Q104 51,283 503,911 SH   DFND 7 210,800 0 293,111
MASTERCARD INCORPORATED CL A 57636Q104 1,170 11,500 SH   DFND 11 11,500 0 0
MATCH GROUP INC COM 57665R106 390 21,900 SH   DFND 1,5 700 0 21,200
MATRIX SVC CO COM 576853105 496 26,453 SH   DFND 1,5 1,105 0 25,348
MATSON INC COM 57686G105 5,061 126,900 SH   DFND 1,5 0 0 126,900
MATTEL INC COM 577081102 538,115 17,771,299 SH   DFND 1,5 646,713 0 17,124,586
MATTEL INC COM 577081102 3,326 109,843 SH   DFND 2 109,843 0 0
MATTEL INC COM 577081102 24,259 801,142 SH   DFND 3 801,142 0 0
MATTEL INC COM 577081102 15,434 509,700 SH   DFND 6 431,300 0 78,400
MATTEL INC COM 577081102 15,201 502,000 SH   DFND 7 259,500 0 242,500
MATTHEWS INTL CORP CL A 577128101 58,627 964,899 SH   DFND 1,5 18,237 0 946,662
MATTHEWS INTL CORP CL A 577128101 19,948 328,316 SH   DFND 6 328,316 0 0
MATTHEWS INTL CORP CL A 577128101 4,041 66,500 SH   DFND 7 66,500 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 688,392 17,239,961 SH   DFND 1,5 375,278 0 16,864,683
MAXIM INTEGRATED PRODS INC COM 57772K101 35,170 880,800 SH   DFND 1,9 0 0 880,800
MAXIM INTEGRATED PRODS INC COM 57772K101 44,026 1,102,590 SH   DFND 3 1,102,590 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,370 84,400 SH   DFND 6 84,400 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,928 73,322 SH   DFND 7 73,322 0 0
MAXIMUS INC COM 577933104 159,905 2,827,173 SH   DFND 1,5 873 0 2,826,300
MAXIMUS INC COM 577933104 38,574 682,004 SH   DFND 6 682,004 0 0
MAXIMUS INC COM 577933104 7,339 129,754 SH   DFND 7 129,754 0 0
MAXIMUS INC COM 577933104 92,674 1,638,500 SH   DFND 11 1,638,500 0 0
MAXLINEAR INC CL A 57776J100 3,257 160,700 SH   DFND 1,9 0 0 160,700
MAXPOINT INTERACTIVE INC COM NEW 57777M201 1,035 116,002 SH   DFND 6 116,002 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 391 43,855 SH   DFND 7 43,855 0 0
MB FINANCIAL INC NEW COM 55264U108 97,291 2,557,600 SH   DFND 1,5 0 0 2,557,600
MBIA INC COM 55262C100 753 96,724 SH   DFND 1,5 724 0 96,000
MCCORMICK & CO INC COM NON VTG 579780206 3,707 37,098 SH   DFND 2 37,098 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,544 35,468 SH   DFND 3 35,468 0 0
MCCORMICK & CO INC COM NON VTG 579780206 889 8,901 SH   DFND 6 8,901 0 0
MCCORMICK & CO INC COM NON VTG 579780206 6,125 61,300 SH   DFND 7 61,300 0 0
MCDONALDS CORP COM 580135101 609,890 5,286,839 SH   DFND 1,5 765,502 0 4,521,337
MCDONALDS CORP COM 580135101 31,746 275,192 SH   DFND 2 275,192 0 0
MCDONALDS CORP COM 580135101 27,639 239,590 SH   DFND 3 239,590 0 0
MCDONALDS CORP COM 580135101 11,700 101,418 SH   DFND 6 48,608 0 52,810
MCDONALDS CORP COM 580135101 46,878 406,366 SH   DFND 7 94,726 0 311,640
MCEWEN MNG INC COM 58039P107 2,125 579,110 SH   DFND 1,5 0 0 579,110
MCKESSON CORP COM 58155Q103 1,233,817 7,399,205 SH   DFND 1,5 294,141 0 7,105,064
MCKESSON CORP COM 58155Q103 19,004 113,970 SH   DFND 1,10 113,970 0 0
MCKESSON CORP COM 58155Q103 12,137 72,784 SH   DFND 2 72,784 0 0
MCKESSON CORP COM 58155Q103 17,102 102,561 SH   DFND 3 102,561 0 0
MCKESSON CORP COM 58155Q103 9,830 58,951 SH   DFND 6 53,151 0 5,800
MCKESSON CORP COM 58155Q103 24,589 147,461 SH   DFND 7 26,100 0 121,361
MCKESSON CORP COM 58155Q103 50,317 301,750 SH   DFND 11 301,750 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 81,904 7,640,341 SH   DFND 1,5 0 0 7,640,341
MDC PARTNERS INC CL A SUB VTG 552697104 3,042 283,800 SH   DFND 1,10 0 0 283,800
MDC PARTNERS INC CL A SUB VTG 552697104 851 79,400 SH   DFND 6 79,400 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 200 18,700 SH   DFND 7 18,700 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 864,670 10,943,808 SH   DFND 1,5 511,222 0 10,432,586
MEAD JOHNSON NUTRITION CO COM 582839106 4,705 59,549 SH   DFND 2 59,549 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,074 26,253 SH   DFND 3 26,253 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 22,136 280,164 SH   DFND 6 238,650 0 41,514
MEAD JOHNSON NUTRITION CO COM 582839106 50,114 634,280 SH   DFND 7 533,780 0 100,500
MEDICAL PPTYS TRUST INC COM 58463J304 244,385 16,546,024 SH   DFND 1,5 13,388,238 0 3,157,786
MEDICAL PPTYS TRUST INC COM 58463J304 14,970 1,013,571 SH   DFND 6 1,013,571 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 4,850 328,400 SH   DFND 7 328,400 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 6,770 5,230,000 PRN   DFND 1,5 0 0 0
MEDICINES CO COM 584688105 386,311 10,236,128 SH   DFND 1,5 737,277 0 9,498,851
MEDICINES CO COM 584688105 6,393 169,403 SH   DFND 6 169,403 0 0
MEDICINES CO COM 584688105 1,736 46,000 SH   DFND 7 46,000 0 0
MEDICINOVA INC COM NEW 58468P206 13,688 1,827,500 SH   DFND 1,5 0 0 1,827,500
MEDIDATA SOLUTIONS INC COM 58471A105 316,880 5,682,924 SH   DFND 1,5 100,085 0 5,582,839
MEDIDATA SOLUTIONS INC COM 58471A105 59,324 1,063,921 SH   DFND 1,9 221 0 1,063,700
MEDNAX INC COM 58502B106 204,260 3,083,170 SH   DFND 1,5 65,359 0 3,017,811
MEDNAX INC COM 58502B106 65,714 991,905 SH   DFND 6 991,905 0 0
MEDNAX INC COM 58502B106 18,801 283,793 SH   DFND 7 283,793 0 0
MEDNAX INC COM 58502B106 82,043 1,238,380 SH   DFND 11 1,238,380 0 0
MEDPACE HLDGS INC COM 58506Q109 30,252 1,013,137 SH   DFND 1,5 2,900 0 1,010,237
MEDPACE HLDGS INC COM 58506Q109 263 8,800 SH   DFND 6 8,800 0 0
MEDTRONIC PLC SHS G5960L103 6,110,946 70,728,536 SH   DFND 1,5 1,647,516 0 69,081,020
MEDTRONIC PLC SHS G5960L103 38,504 445,647 SH   DFND 2 445,647 0 0
MEDTRONIC PLC SHS G5960L103 132,813 1,537,183 SH   DFND 3 1,537,183 0 0
MEDTRONIC PLC SHS G5960L103 57,859 669,659 SH   DFND 6 491,528 0 178,131
MEDTRONIC PLC SHS G5960L103 153,388 1,775,320 SH   DFND 7 832,140 0 943,180
MEDTRONIC PLC SHS G5960L103 18,644 215,785 SH   DFND 11 215,785 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 97,898 2,263,539 SH   DFND 1,5 321,050 0 1,942,489
MELLANOX TECHNOLOGIES LTD SHS M51363113 826 19,100 SH   DFND 6 19,100 0 0
MENTOR GRAPHICS CORP COM 587200106 10,216 386,395 SH   DFND 1,5 225 0 386,170
MENTOR GRAPHICS CORP COM 587200106 11,472 433,896 SH   DFND 6 433,896 0 0
MENTOR GRAPHICS CORP COM 587200106 994 37,600 SH   DFND 7 37,600 0 0
MERCADOLIBRE INC COM 58733R102 81,129 438,607 SH   DFND 1,5 42,207 0 396,400
MERCADOLIBRE INC COM 58733R102 9,386 50,742 SH   DFND 3 50,742 0 0
MERCADOLIBRE INC COM 58733R102 481 2,600 SH   DFND 6 2,600 0 0
MERCHANTS BANCSHARES COM 588448100 324 10,000 SH   DFND 1,5 0 0 10,000
MERCK & CO INC COM 58933Y105 544,247 8,720,504 SH   DFND 1,5 208,648 0 8,511,856
MERCK & CO INC COM 58933Y105 55,653 891,725 SH   DFND 2 891,725 0 0
MERCK & CO INC COM 58933Y105 108,140 1,732,737 SH   DFND 3 1,732,737 0 0
MERCK & CO INC COM 58933Y105 29,980 480,369 SH   DFND 6 322,137 0 158,232
MERCK & CO INC COM 58933Y105 111,341 1,784,021 SH   DFND 7 1,132,991 0 651,030
MERCURY SYS INC COM 589378108 1,162 47,300 SH   DFND 1,5 0 0 47,300
MERIDIAN BANCORP INC MD COM 58958U103 66,760 4,287,723 SH   DFND 1,5 97,497 0 4,190,226
MERIDIAN BANCORP INC MD COM 58958U103 3,191 204,969 SH   DFND 6 204,969 0 0
MERIDIAN BANCORP INC MD COM 58958U103 455 29,200 SH   DFND 7 29,200 0 0
MERIT MED SYS INC COM 589889104 11,572 476,413 SH   DFND 6 476,413 0 0
MERIT MED SYS INC COM 589889104 5,436 223,780 SH   DFND 7 148,280 0 75,500
MERITAGE HOMES CORP COM 59001A102 207,731 5,986,480 SH   DFND 1,5 0 0 5,986,480
MERRIMACK PHARMACEUTICALS IN COM 590328100 122,681 19,319,819 SH   DFND 1,5 3,005,233 0 16,314,586
MERRIMACK PHARMACEUTICALS IN COM 590328100 421 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 34,765 304,000 SH   DFND 1,5 32,800 0 271,200
METHANEX CORP COM 59151K108 1,703 47,804 SH   DFND 3 47,804 0 0
METHANEX CORP COM 59151K108 5,180 145,400 SH   DFND 11 145,400 0 0
METHODE ELECTRS INC COM 591520200 16,520 472,400 SH   DFND 1,5 0 0 472,400
METLIFE INC COM 59156R108 1,044,440 23,507,544 SH   DFND 1,5 953,946 0 22,553,598
METLIFE INC COM 59156R108 15,744 354,365 SH   DFND 2 354,365 0 0
METLIFE INC COM 59156R108 53,877 1,212,629 SH   DFND 3 1,212,629 0 0
METLIFE INC COM 59156R108 12,997 292,535 SH   DFND 6 271,979 0 20,556
METLIFE INC COM 59156R108 7,833 176,310 SH   DFND 7 10,276 0 166,034
METTLER TOLEDO INTERNATIONAL COM 592688105 1,113,770 2,652,907 SH   DFND 1,5 194,746 0 2,458,161
METTLER TOLEDO INTERNATIONAL COM 592688105 3,586 8,542 SH   DFND 2 8,542 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 408 971 SH   DFND 3 971 0 0
MFA FINL INC COM 55272X102 174,086 23,273,513 SH   DFND 1,5 2,805 0 23,270,708
MGIC INVT CORP WIS COM 552848103 119,403 14,925,393 SH   DFND 1,5 876,268 0 14,049,125
MGIC INVT CORP WIS COM 552848103 2,955 369,400 SH   DFND 6 369,400 0 0
MGM RESORTS INTERNATIONAL COM 552953101 57,779 2,219,700 SH   DFND 1,5 28,858 0 2,190,842
MGM RESORTS INTERNATIONAL COM 552953101 1,793 68,900 SH   DFND 6 68,900 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 178,496 3,814,833 SH   DFND 1,5 1,062,581 0 2,752,252
MICHAEL KORS HLDGS LTD SHS G60754101 2,550 54,502 SH   DFND 2 54,502 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 301 6,437 SH   DFND 3 6,437 0 0
MICHAELS COS INC COM 59408Q106 23,045 953,446 SH   DFND 1,5 546 0 952,900
MICROCHIP TECHNOLOGY INC COM 595017104 30,114 484,614 SH   DFND 1,5 0 0 484,614
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 49,279 38,650,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4,314 69,426 SH   DFND 2 69,426 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,897 62,709 SH   DFND 3 62,709 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 4,756 2,500,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 18,720 10,610,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 45,082 50,725,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 283,846 15,964,318 SH   DFND 1,5 217,986 0 15,746,332
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 19,097 11,250,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 227,637 12,803,000 SH   DFND 1,9 82,200 0 12,720,800
MICRON TECHNOLOGY INC COM 595112103 5,954 334,860 SH   DFND 2 334,860 0 0
MICRON TECHNOLOGY INC COM 595112103 3,944 221,817 SH   DFND 3 221,817 0 0
MICRON TECHNOLOGY INC COM 595112103 4,822 271,190 SH   DFND 6 271,190 0 0
MICRON TECHNOLOGY INC COM 595112103 14,231 800,420 SH   DFND 7 800,420 0 0
MICROSEMI CORP COM 595137100 12,891 307,082 SH   DFND 1,9 0 0 307,082
MICROSOFT CORP COM 594918104 8,308,641 144,247,243 SH   DFND 1,5 9,561,590 0 134,685,653
MICROSOFT CORP COM 594918104 343,932 5,971,040 SH   DFND 1,9 0 0 5,971,040
MICROSOFT CORP COM 594918104 144,745 2,512,933 SH   DFND 2 2,512,933 0 0
MICROSOFT CORP COM 594918104 231,742 4,023,295 SH   DFND 3 4,023,295 0 0
MICROSOFT CORP COM 594918104 45,885 796,614 SH   DFND 6 778,314 0 18,300
MICROSOFT CORP COM 594918104 91,446 1,587,596 SH   DFND 7 443,232 0 1,144,364
MICROSOFT CORP COM 594918104 34,560 600,000 SH   DFND 11 600,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 155,925 1,658,949 SH   DFND 1,5 2,686 0 1,656,263
MID-AMER APT CMNTYS INC COM 59522J103 1,838 19,550 SH   DFND 6 19,550 0 0
MID-AMER APT CMNTYS INC COM 59522J103 611 6,500 SH   DFND 7 0 0 6,500
MIDDLEBY CORP COM 596278101 10,822 87,540 SH   DFND 1,5 160 0 87,380
MIDLAND STS BANCORP INC ILL COM 597742105 13,916 549,170 SH   DFND 6 549,170 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 3,482 137,400 SH   DFND 7 137,400 0 0
MILLER HERMAN INC COM 600544100 10,962 383,300 SH   DFND 1,5 100 0 383,200
MIMEDX GROUP INC COM 602496101 2,505 291,940 SH   DFND 1,5 1,000 0 290,940
MINDBODY INC COM CL A 60255W105 11,135 566,400 SH   DFND 1,9 0 0 566,400
MINERVA NEUROSCIENCES INC COM 603380106 70,304 4,980,794 SH   DFND 1,5 0 0 4,980,794
MIRNA THERAPEUTICS INC COM 60470J103 1,891 959,896 SH   DFND 1,5 0 0 959,896
MITEL NETWORKS CORP COM 60671Q104 439 59,610 SH   DFND 1,5 0 0 59,610
MKS INSTRUMENT INC COM 55306N104 703 14,143 SH   DFND 1,5 0 0 14,143
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,005 393,870 SH   DFND 1,5 14,370 0 379,500
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 356,125 8,365,638 SH   DFND 1,5 172,251 0 8,193,387
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 19,091 448,472 SH   DFND 1,9 572 0 447,900
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 8,127 190,900 SH   DFND 3 190,900 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 24,891 584,700 SH   DFND 6 532,900 0 51,800
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 25,278 593,800 SH   DFND 7 300,600 0 293,200
MODINE MFG CO COM 607828100 1,070 90,180 SH   DFND 1,5 0 0 90,180
MOELIS & CO CL A 60786M105 2,530 94,100 SH   DFND 7 94,100 0 0
MOHAWK INDS INC COM 608190104 562,161 2,806,036 SH   DFND 1,5 147,255 0 2,658,781
MOHAWK INDS INC COM 608190104 4,072 20,326 SH   DFND 2 20,326 0 0
MOHAWK INDS INC COM 608190104 2,246 11,213 SH   DFND 3 11,213 0 0
MOHAWK INDS INC COM 608190104 13,767 68,716 SH   DFND 6 65,584 0 3,132
MOHAWK INDS INC COM 608190104 31,748 158,471 SH   DFND 7 158,471 0 0
MOLINA HEALTHCARE INC COM 60855R100 25,589 438,771 SH   DFND 1,5 71 0 438,700
MOLINA HEALTHCARE INC COM 60855R100 7,054 120,950 SH   DFND 6 120,950 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,378 40,770 SH   DFND 7 40,770 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,256,309 11,441,797 SH   DFND 1,5 469,655 0 10,972,142
MOLSON COORS BREWING CO CL B 60871R209 6,522 59,402 SH   DFND 2 59,402 0 0
MOLSON COORS BREWING CO CL B 60871R209 17,947 163,449 SH   DFND 3 163,449 0 0
MOLSON COORS BREWING CO CL B 60871R209 26,597 242,232 SH   DFND 6 209,605 0 32,627
MOLSON COORS BREWING CO CL B 60871R209 58,743 535,001 SH   DFND 7 469,001 0 66,000
MOLSON COORS BREWING CO CL B 60871R209 37,694 343,300 SH   DFND 11 343,300 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 124,047 10,611,392 SH   DFND 1,5 2,127,449 0 8,483,943
MOMO INC ADR 60879B107 18,469 820,862 SH   DFND 1,9 29,172 0 791,690
MONDELEZ INTL INC CL A 609207105 836,920 19,064,244 SH   DFND 1,5 925,437 0 18,138,807
MONDELEZ INTL INC CL A 609207105 22,022 501,630 SH   DFND 2 501,630 0 0
MONDELEZ INTL INC CL A 609207105 26,377 600,835 SH   DFND 3 600,835 0 0
MONDELEZ INTL INC CL A 609207105 22,856 520,649 SH   DFND 6 385,496 0 135,153
MONDELEZ INTL INC CL A 609207105 68,346 1,556,856 SH   DFND 7 953,176 0 603,680
MONEYGRAM INTL INC COM NEW 60935Y208 9,979 1,405,500 SH   DFND 1,5 32,451 0 1,373,049
MONMOUTH REAL ESTATE INVT CO CL A 609720107 6,283 440,273 SH   DFND 1,5 0 0 440,273
MONOGRAM RESIDENTIAL TR INC COM 60979P105 169,722 15,951,351 SH   DFND 1,5 7,019,877 0 8,931,474
MONOGRAM RESIDENTIAL TR INC COM 60979P105 9,601 902,304 SH   DFND 6 902,304 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 3,182 299,100 SH   DFND 7 0 0 299,100
MONOLITHIC PWR SYS INC COM 609839105 114,100 1,417,397 SH   DFND 1,5 3,928 0 1,413,469
MONOLITHIC PWR SYS INC COM 609839105 34,945 434,101 SH   DFND 1,9 154 0 433,947
MONOLITHIC PWR SYS INC COM 609839105 86,246 1,071,382 SH   DFND 6 1,039,082 0 32,300
MONOLITHIC PWR SYS INC COM 609839105 35,115 436,212 SH   DFND 7 402,012 0 34,200
MONOLITHIC PWR SYS INC COM 609839105 23,756 295,100 SH   DFND 11 295,100 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 24,624 1,113,725 SH   DFND 1,5 0 0 1,113,725
MONSANTO CO NEW COM 61166W101 1,359,748 13,304,779 SH   DFND 1,5 563,799 0 12,740,980
MONSANTO CO NEW COM 61166W101 34,381 336,413 SH   DFND 1,10 10,813 0 325,600
MONSANTO CO NEW COM 61166W101 14,421 141,109 SH   DFND 2 141,109 0 0
MONSANTO CO NEW COM 61166W101 9,176 89,781 SH   DFND 3 89,781 0 0
MONSANTO CO NEW COM 61166W101 34,379 336,393 SH   DFND 6 244,573 0 91,820
MONSANTO CO NEW COM 61166W101 114,371 1,119,094 SH   DFND 7 409,695 0 709,399
MONSANTO CO NEW COM 61166W101 57,028 558,000 SH   DFND 11 558,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,286,094 15,571,786 SH   DFND 1,5 1,633,464 0 13,938,322
MONSTER BEVERAGE CORP NEW COM 61174X109 6,399 43,584 SH   DFND 2 43,584 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 21,127 143,906 SH   DFND 3 143,906 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 27,609 188,059 SH   DFND 6 169,559 0 18,500
MONSTER BEVERAGE CORP NEW COM 61174X109 52,696 358,941 SH   DFND 7 305,041 0 53,900
MOODYS CORP COM 615369105 303,377 2,801,781 SH   DFND 1,5 55,291 0 2,746,490
MOODYS CORP COM 615369105 5,842 53,951 SH   DFND 2 53,951 0 0
MOODYS CORP COM 615369105 3,748 34,612 SH   DFND 3 34,612 0 0
MOODYS CORP COM 615369105 3,292 30,400 SH   DFND 7 30,400 0 0
MOODYS CORP COM 615369105 25,192 232,652 SH   DFND 11 232,652 0 0
MOOG INC CL A 615394202 218,548 3,670,607 SH   DFND 1,5 1,525 0 3,669,082
MOOG INC CL A 615394202 27,285 458,255 SH   DFND 6 458,255 0 0
MOOG INC CL A 615394202 6,537 109,800 SH   DFND 7 109,800 0 0
MORGAN STANLEY COM NEW 617446448 794,883 24,793,601 SH   DFND 1,5 1,095,674 0 23,697,927
MORGAN STANLEY COM NEW 617446448 15,220 474,721 SH   DFND 2 474,721 0 0
MORGAN STANLEY COM NEW 617446448 37,828 1,179,927 SH   DFND 3 1,179,927 0 0
MORGAN STANLEY COM NEW 617446448 15,896 495,827 SH   DFND 6 495,827 0 0
MORGAN STANLEY COM NEW 617446448 19,195 598,722 SH   DFND 7 0 0 598,722
MOSAIC CO NEW COM 61945C103 19,545 799,078 SH   DFND 1,5 115,617 0 683,461
MOSAIC CO NEW COM 61945C103 2,762 112,930 SH   DFND 2 112,930 0 0
MOSAIC CO NEW COM 61945C103 4,213 172,250 SH   DFND 3 172,250 0 0
MOTORCAR PTS AMER INC COM 620071100 20,681 718,599 SH   DFND 6 718,599 0 0
MOTORCAR PTS AMER INC COM 620071100 4,697 163,200 SH   DFND 7 163,200 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,049 53,086 SH   DFND 1,5 0 0 53,086
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,101 53,766 SH   DFND 2 53,766 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,809 36,823 SH   DFND 3 36,823 0 0
MOVADO GROUP INC COM 624580106 17,142 798,060 SH   DFND 1,5 374,060 0 424,000
MPLX LP COM UNIT REP LTD 55336V100 116,402 3,437,737 SH   DFND 1,5 0 0 3,437,737
MRC GLOBAL INC COM 55345K103 35,202 2,142,563 SH   DFND 1,5 100,770 0 2,041,793
MRC GLOBAL INC COM 55345K103 1,530 93,100 SH   DFND 6 45,400 0 47,700
MRC GLOBAL INC COM 55345K103 2,057 125,170 SH   DFND 7 79,970 0 45,200
MSC INDL DIRECT INC CL A 553530106 17,356 236,429 SH   DFND 1,5 229 0 236,200
MSCI INC COM 55354G100 956,445 11,394,387 SH   DFND 1,5 720,666 0 10,673,721
MSCI INC COM 55354G100 15,646 186,400 SH   DFND 1,9 0 0 186,400
MSCI INC COM 55354G100 62,300 742,200 SH   DFND 1,10 15,200 0 727,000
MSCI INC COM 55354G100 6,350 75,646 SH   DFND 6 57,446 0 18,200
MSCI INC COM 55354G100 14,480 172,500 SH   DFND 7 115,900 0 56,600
MSCI INC COM 55354G100 23,596 281,100 SH   DFND 11 281,100 0 0
MUELLER INDS INC COM 624756102 165,045 5,090,850 SH   DFND 1,5 50 0 5,090,800
MULTI COLOR CORP COM 625383104 36,805 557,646 SH   DFND 1,5 3,340 0 554,306
MULTI COLOR CORP COM 625383104 94,989 1,439,220 SH   DFND 6 1,408,820 0 30,400
MULTI COLOR CORP COM 625383104 18,082 273,975 SH   DFND 7 248,975 0 25,000
MURPHY OIL CORP COM 626717102 334,859 11,015,086 SH   DFND 1,5 2,034,186 0 8,980,900
MURPHY OIL CORP COM 626717102 1,587 52,199 SH   DFND 2 52,199 0 0
MURPHY OIL CORP COM 626717102 3,589 118,071 SH   DFND 3 118,071 0 0
MURPHY USA INC COM 626755102 59,038 827,324 SH   DFND 1,5 214 0 827,110
MYLAN N V SHS EURO N59465109 84,693 2,221,737 SH   DFND 1,5 44,856 0 2,176,881
MYLAN N V SHS EURO N59465109 5,655 148,348 SH   DFND 2 148,348 0 0
MYLAN N V SHS EURO N59465109 962 25,226 SH   DFND 3 25,226 0 0
MYOKARDIA INC COM 62857M105 63,559 3,889,770 SH   DFND 1,5 0 0 3,889,770
MYOS RENS TECHNOLOGY INC COM 62857P108 131 80,000 SH   DFND 1,5 0 0 80,000
MYR GROUP INC DEL COM 55405W104 1,148 38,150 SH   DFND 1,5 38,150 0 0
MYRIAD GENETICS INC COM 62855J104 1,690 82,118 SH   DFND 1,5 118 0 82,000
NABORS INDUSTRIES LTD SHS G6359F103 92,062 7,570,860 SH   DFND 1,5 98,099 0 7,472,761
NABORS INDUSTRIES LTD SHS G6359F103 681 55,968 SH   DFND 3 55,968 0 0
NACCO INDS INC CL A 629579103 21,808 320,894 SH   DFND 1,5 38,594 0 282,300
NANOMETRICS INC COM 630077105 2,894 129,565 SH   DFND 1,5 2,037 0 127,528
NANOMETRICS INC COM 630077105 3,014 134,900 SH   DFND 1,9 0 0 134,900
NANTHEALTH INC COM 630104107 8,198 623,449 SH   DFND 1,5 1,200 0 622,249
NANTKWEST INC COM 63016Q102 16,843 2,164,945 SH   DFND 1,5 66,531 0 2,098,414
NASDAQ INC COM 631103108 34,202 506,393 SH   DFND 1,5 333 0 506,060
NASDAQ INC COM 631103108 2,486 36,815 SH   DFND 2 36,815 0 0
NASDAQ INC COM 631103108 815 12,067 SH   DFND 3 12,067 0 0
NASDAQ INC COM 631103108 52,525 777,689 SH   DFND 6 767,072 0 10,617
NASDAQ INC COM 631103108 20,511 303,691 SH   DFND 7 303,691 0 0
NATIONAL BANKSHARES INC VA COM 634865109 736 20,000 SH   DFND 1,5 20,000 0 0
NATIONAL FUEL GAS CO N J COM 636180101 9,663 178,711 SH   DFND 1,5 0 0 178,711
NATIONAL GRID PLC SPON ADR NEW 636274300 604 8,496 SH   DFND 3 8,496 0 0
NATIONAL HEALTH INVS INC COM 63633D104 130,164 1,658,565 SH   DFND 1,5 1,265,000 0 393,565
NATIONAL HEALTHCARE CORP COM 635906100 2,092 31,700 SH   DFND 1,5 735 0 30,965
NATIONAL INSTRS CORP COM 636518102 1,184 41,700 SH   DFND 1,5 0 0 41,700
NATIONAL INTERSTATE CORP COM 63654U100 28,708 882,500 SH   DFND 1,5 88,700 0 793,800
NATIONAL OILWELL VARCO INC COM 637071101 292,734 7,967,729 SH   DFND 1,5 112,843 0 7,854,886
NATIONAL OILWELL VARCO INC COM 637071101 4,474 121,779 SH   DFND 2 121,779 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,668 45,407 SH   DFND 3 45,407 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,134 139,730 SH   DFND 6 139,730 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 126,848 2,494,553 SH   DFND 1,5 106,180 0 2,388,373
NATIONAL RETAIL PPTYS INC COM 637417106 39,626 779,279 SH   DFND 6 779,279 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 12,585 247,500 SH   DFND 7 0 0 247,500
NATIONAL WESTN LIFE GROUP IN CL A 638517102 38,548 187,699 SH   DFND 1,5 36,479 0 151,220
NATIONAL WESTN LIFE GROUP IN CL A 638517102 6,827 33,242 SH   DFND 6 33,242 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 2,300 11,200 SH   DFND 7 11,200 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,813 122,395 SH   DFND 1,5 10,400 0 111,995
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 244 18,570 SH   DFND 1,5 18,570 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 10,037 899,329 SH   DFND 6 835,729 0 63,600
NATURAL GROCERS BY VITAMIN C COM 63888U108 4,724 423,312 SH   DFND 7 363,712 0 59,600
NATUS MEDICAL INC DEL COM 639050103 14,144 360,000 SH   DFND 1,5 0 0 360,000
NAUTILUS INC COM 63910B102 29,422 1,295,000 SH   DFND 1,5 0 0 1,295,000
NAVIENT CORP COM 63938C108 9,831 679,402 SH   DFND 1,5 11,402 0 668,000
NAVIENT CORP COM 63938C108 1,479 102,236 SH   DFND 2 102,236 0 0
NAVIENT CORP COM 63938C108 1,069 73,863 SH   DFND 3 73,863 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 933 771,100 SH   DFND 1,5 0 0 771,100
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 15,871 17,100,000 PRN   DFND 1,5 0 0 0
NCI INC CL A 62886K104 8,871 766,700 SH   DFND 1,5 76,500 0 690,200
NCI INC CL A 62886K104 325 28,100 SH   DFND 6 28,100 0 0
NCR CORP NEW COM 62886E108 102,055 3,170,399 SH   DFND 1,5 301 0 3,170,098
NCR CORP NEW COM 62886E108 6,181 192,030 SH   DFND 6 81,580 0 110,450
NCR CORP NEW COM 62886E108 32,958 1,023,853 SH   DFND 7 372,763 0 651,090
NEENAH PAPER INC COM 640079109 88,619 1,121,613 SH   DFND 1,5 1,955 0 1,119,658
NEKTAR THERAPEUTICS COM 640268108 36,612 2,131,103 SH   DFND 1,5 2,200 0 2,128,903
NEOVASC INC COM 64065J106 2,108 4,000,000 SH   DFND 1,5 0 0 4,000,000
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 5,076 593,000 SH   DFND 1,5 96,900 0 496,100
NETAPP INC COM 64110D104 12,144 339,040 SH   DFND 1,5 1,300 0 337,740
NETAPP INC COM 64110D104 3,219 89,865 SH   DFND 2 89,865 0 0
NETAPP INC COM 64110D104 326 9,106 SH   DFND 3 9,106 0 0
NETEASE INC SPONSORED ADR 64110W102 93,059 386,490 SH   DFND 1,5 43,728 0 342,762
NETEASE INC SPONSORED ADR 64110W102 14,808 61,500 SH   DFND 1,9 0 0 61,500
NETFLIX INC COM 64110L106 1,908,364 19,364,421 SH   DFND 1,5 1,633,537 0 17,730,884
NETFLIX INC COM 64110L106 42,662 432,900 SH   DFND 1,9 0 0 432,900
NETFLIX INC COM 64110L106 13,625 138,257 SH   DFND 2 138,257 0 0
NETFLIX INC COM 64110L106 11,527 116,963 SH   DFND 3 116,963 0 0
NETFLIX INC COM 64110L106 5,922 60,093 SH   DFND 6 60,093 0 0
NETGEAR INC COM 64111Q104 102,763 1,698,836 SH   DFND 1,5 66,643 0 1,632,193
NETSCOUT SYS INC COM 64115T104 7,916 270,617 SH   DFND 1,5 0 0 270,617
NETSUITE INC COM 64118Q107 16,628 150,217 SH   DFND 1,5 217 0 150,000
NETSUITE INC COM 64118Q107 270,084 2,440,000 SH   DFND 11 2,440,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 607,995 12,006,211 SH   DFND 1,5 327,155 0 11,679,056
NEUROCRINE BIOSCIENCES INC COM 64125C109 43,162 852,321 SH   DFND 6 852,321 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,255 143,270 SH   DFND 7 143,270 0 0
NEUSTAR INC CL A 64126X201 36,593 1,376,200 SH   DFND 1,5 145,200 0 1,231,000
NEVRO CORP COM 64157F103 426,118 4,081,980 SH   DFND 1,5 141,049 0 3,940,931
NEVRO CORP COM 64157F103 2,653 25,417 SH   DFND 6 25,417 0 0
NEW GOLD INC CDA COM 644535106 63,504 14,642,159 SH   DFND 1,5 900 0 14,641,259
NEW HOME CO INC COM 645370107 9,896 927,500 SH   DFND 1,5 0 0 927,500
NEW JERSEY RES COM 646025106 19,194 584,100 SH   DFND 1,5 0 0 584,100
NEW JERSEY RES COM 646025106 16,772 510,419 SH   DFND 6 493,468 0 16,951
NEW JERSEY RES COM 646025106 5,433 165,327 SH   DFND 7 165,327 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 164,188 3,541,584 SH   DFND 1,5 145,492 0 3,396,092
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 79,739 1,719,992 SH   DFND 1,9 504 0 1,719,488
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 71,533 1,543,000 SH   DFND 1,10 31,200 0 1,511,800
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 13,047 281,430 SH   DFND 6 231,630 0 49,800
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 14,343 309,380 SH   DFND 7 309,380 0 0
NEW RELIC INC COM 64829B100 267,997 6,993,646 SH   DFND 1,5 241,111 0 6,752,535
NEW RELIC INC COM 64829B100 24,188 631,200 SH   DFND 1,9 0 0 631,200
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 29,604 2,143,654 SH   DFND 1,5 0 0 2,143,654
NEW SR INVT GROUP INC COM 648691103 24,962 2,163,056 SH   DFND 1,5 0 0 2,163,056
NEW YORK CMNTY BANCORP INC COM 649445103 1,521 106,900 SH   DFND 1,5 0 0 106,900
NEW YORK MTG TR INC PFD-C CONV 649604808 9,445 401,558 SH   DFND 1,5 0 0 401,558
NEW YORK REIT INC COM 64976L109 158,982 17,375,111 SH   DFND 1,5 11,931,268 0 5,443,843
NEW YORK REIT INC COM 64976L109 3,172 346,625 SH   DFND 6 346,625 0 0
NEW YORK REIT INC COM 64976L109 1,012 110,600 SH   DFND 7 0 0 110,600
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 9,284 2,049,361 SH   DFND 1,5 0 0 2,049,361
NEWELL BRANDS INC COM 651229106 619,972 11,773,107 SH   DFND 1,5 360,487 0 11,412,620
NEWELL BRANDS INC COM 651229106 8,189 155,500 SH   DFND 2 155,500 0 0
NEWELL BRANDS INC COM 651229106 10,141 192,575 SH   DFND 3 192,575 0 0
NEWELL BRANDS INC COM 651229106 23,779 451,551 SH   DFND 6 414,851 0 36,700
NEWELL BRANDS INC COM 651229106 60,390 1,146,788 SH   DFND 7 1,033,188 0 113,600
NEWFIELD EXPL CO COM 651290108 509,042 11,712,878 SH   DFND 1,5 63,519 0 11,649,359
NEWFIELD EXPL CO COM 651290108 2,783 64,046 SH   DFND 2 64,046 0 0
NEWFIELD EXPL CO COM 651290108 440 10,124 SH   DFND 3 10,124 0 0
NEWLINK GENETICS CORP COM 651511107 6,196 412,526 SH   DFND 1,5 0 0 412,526
NEWMONT MINING CORP COM 651639106 171,571 4,366,790 SH   DFND 1,5 124 0 4,366,666
NEWMONT MINING CORP COM 651639106 6,723 171,105 SH   DFND 2 171,105 0 0
NEWMONT MINING CORP COM 651639106 2,255 57,399 SH   DFND 3 57,399 0 0
NEWMONT MINING CORP COM 651639106 1,972 50,200 SH   DFND 7 50,200 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 58,442 7,940,510 SH   DFND 1,5 0 0 7,940,510
NEWS CORP NEW CL A 65249B109 16,629 1,189,500 SH   DFND 1,5 0 0 1,189,500
NEWS CORP NEW CL B 65249B208 549 38,601 SH   DFND 2 38,601 0 0
NEWS CORP NEW CL A 65249B109 1,716 122,742 SH   DFND 2 122,742 0 0
NEWS CORP NEW CL A 65249B109 469 33,564 SH   DFND 3 33,564 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 39,693 4,817,115 SH   DFND 1,5 0 0 4,817,115
NEXPOINT RESIDENTIAL TR INC COM 65341D102 497 25,274 SH   DFND 1,5 0 0 25,274
NEXSTAR BROADCASTING GROUP I CL A 65336K103 84,600 1,465,953 SH   DFND 1,5 1,200 0 1,464,753
NEXTERA ENERGY INC COM 65339F101 925,920 7,569,652 SH   DFND 1,5 37 0 7,569,615
NEXTERA ENERGY INC COM 65339F101 18,424 150,621 SH   DFND 2 150,621 0 0
NEXTERA ENERGY INC COM 65339F101 20,267 165,684 SH   DFND 3 165,684 0 0
NEXTERA ENERGY INC COM 65339F101 813 6,650 SH   DFND 6 6,650 0 0
NEXTERA ENERGY INC COM 65339F101 5,816 47,550 SH   DFND 7 47,550 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 84,186 3,009,861 SH   DFND 1,5 0 0 3,009,861
NIC INC COM 62914B100 10,173 432,877 SH   DFND 1,5 177 0 432,700
NICE LTD SPONSORED ADR 653656108 1,446 21,600 SH   DFND 6 0 0 21,600
NICE LTD SPONSORED ADR 653656108 4,223 63,090 SH   DFND 7 41,490 0 21,600
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,233 319,428 SH   DFND 1,5 86,028 0 233,400
NIELSEN HLDGS PLC SHS EUR G6518L108 14,744 275,222 SH   DFND 1,5 222 0 275,000
NIELSEN HLDGS PLC SHS EUR G6518L108 5,803 108,323 SH   DFND 2 108,323 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 615 11,479 SH   DFND 3 11,479 0 0
NIKE INC CL B 654106103 3,309,254 62,853,830 SH   DFND 1,5 4,507,898 0 58,345,932
NIKE INC CL B 654106103 22,893 434,822 SH   DFND 2 434,822 0 0
NIKE INC CL B 654106103 27,254 517,636 SH   DFND 3 517,636 0 0
NIKE INC CL B 654106103 21,205 402,754 SH   DFND 6 349,854 0 52,900
NIKE INC CL B 654106103 49,684 943,660 SH   DFND 7 779,060 0 164,600
NIMBLE STORAGE INC COM 65440R101 32,638 3,696,228 SH   DFND 1,5 232,500 0 3,463,728
NIMBLE STORAGE INC COM 65440R101 348 39,400 SH   DFND 1,9 0 0 39,400
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,749 60,000 SH   DFND 1,5 0 0 60,000
NISOURCE INC COM 65473P105 9,278 384,828 SH   DFND 1,5 828 0 384,000
NISOURCE INC COM 65473P105 2,505 103,899 SH   DFND 2 103,899 0 0
NISOURCE INC COM 65473P105 967 40,088 SH   DFND 3 40,088 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 813 100,000 SH   DFND 1,5 0 0 100,000
NMI HLDGS INC CL A 629209305 4,586 601,900 SH   DFND 1,5 26,900 0 575,000
NMI HLDGS INC CL A 629209305 12,722 1,669,500 SH   DFND 6 1,669,500 0 0
NMI HLDGS INC CL A 629209305 2,544 333,900 SH   DFND 7 333,900 0 0
NN INC COM 629337106 18,887 1,034,914 SH   DFND 6 1,034,914 0 0
NN INC COM 629337106 4,783 262,100 SH   DFND 7 262,100 0 0
NOBLE ENERGY INC COM 655044105 342,743 9,589,888 SH   DFND 1,5 506,395 0 9,083,493
NOBLE ENERGY INC COM 655044105 4,952 138,560 SH   DFND 2 138,560 0 0
NOBLE ENERGY INC COM 655044105 1,743 48,783 SH   DFND 3 48,783 0 0
NOBLE ENERGY INC COM 655044105 968 27,098 SH   DFND 6 27,098 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 859 30,775 SH   DFND 1,5 0 0 30,775
NOKIA CORP SPONSORED ADR 654902204 10,614 1,833,093 SH   DFND 1,5 0 0 1,833,093
NOMAD HLDGS LTD USD ORD SHS G6564A105 25,452 2,153,341 SH   DFND 1,5 0 0 2,153,341
NOODLES & CO CL A 65540B105 18,709 3,930,369 SH   DFND 1,5 419,311 0 3,511,058
NORBORD INC COM NEW 65548P403 524 20,400 SH   DFND 7 20,400 0 0
NORBORD INC COM NEW 65548P403 49,671 1,933,700 SH   DFND 11 1,933,700 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 18,851 865,532 SH   DFND 1,5 3,127 0 862,405
NORDSTROM INC COM 655664100 1,944 37,475 SH   DFND 2 37,475 0 0
NORDSTROM INC COM 655664100 4,693 90,461 SH   DFND 3 90,461 0 0
NORFOLK SOUTHERN CORP COM 655844108 491,000 5,058,731 SH   DFND 1,5 150,892 0 4,907,839
NORFOLK SOUTHERN CORP COM 655844108 9,188 94,665 SH   DFND 2 94,665 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,319 54,801 SH   DFND 3 54,801 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,943 30,320 SH   DFND 6 30,320 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,246 64,348 SH   DFND 7 0 0 64,348
NORFOLK SOUTHERN CORP COM 655844108 728 7,500 SH   DFND 11 7,500 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 11,031 4,115,984 SH   DFND 1,5 0 0 4,115,984
NORTHERN TR CORP COM 665859104 547,197 8,048,194 SH   DFND 1,5 35,888 0 8,012,306
NORTHERN TR CORP COM 665859104 4,670 68,687 SH   DFND 2 68,687 0 0
NORTHERN TR CORP COM 665859104 3,635 53,458 SH   DFND 3 53,458 0 0
NORTHERN TR CORP COM 665859104 8,602 126,523 SH   DFND 6 126,523 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,111,682 5,195,991 SH   DFND 1,5 214,284 0 4,981,707
NORTHROP GRUMMAN CORP COM 666807102 12,321 57,587 SH   DFND 2 57,587 0 0
NORTHROP GRUMMAN CORP COM 666807102 12,737 59,530 SH   DFND 3 59,530 0 0
NORTHROP GRUMMAN CORP COM 666807102 11,418 53,368 SH   DFND 6 39,377 0 13,991
NORTHROP GRUMMAN CORP COM 666807102 24,058 112,447 SH   DFND 7 78,047 0 34,400
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 138,692 10,726,382 SH   DFND 1,5 147,400 0 10,578,982
NORTHSTAR REALTY EUROPE CORP COM 66706L101 2,037 186,017 SH   DFND 1,5 0 0 186,017
NORTHSTAR REALTY EUROPE CORP COM 66706L101 1,180 107,765 SH   DFND 6 107,765 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 510 46,560 SH   DFND 7 36,110 0 10,450
NORTHSTAR RLTY FIN CORP COM 66704R803 159,895 12,140,876 SH   DFND 1,5 94,100 0 12,046,776
NORTHSTAR RLTY FIN CORP COM 66704R803 20,797 1,579,100 SH   DFND 6 1,579,100 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 5,351 406,290 SH   DFND 7 256,240 0 150,050
NORWOOD FINANCIAL CORP COM 669549107 6,093 208,110 SH   DFND 1,5 21,300 0 186,810
NOVADAQ TECHNOLOGIES INC COM 66987G102 23,175 2,003,000 SH   DFND 1,5 7,000 0 1,996,000
NOVAGOLD RES INC COM NEW 66987E206 126,894 22,711,966 SH   DFND 1,5 1,718,619 0 20,993,347
NOVANTA INC COM 67000B104 6,055 349,000 SH   DFND 1,5 0 0 349,000
NOVARTIS A G SPONSORED ADR 66987V109 67,833 859,075 SH   DFND 1,5 45 0 859,030
NOVARTIS A G SPONSORED ADR 66987V109 9,029 114,350 SH   DFND 3 114,350 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,748 34,804 SH   DFND 7 0 0 34,804
NOVAVAX INC COM 670002104 64,402 30,962,737 SH   DFND 1,5 236,300 0 30,726,437
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 21,784 7,820,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 365,621 8,791,091 SH   DFND 1,5 184,900 0 8,606,191
NOVO-NORDISK A S ADR 670100205 6,778 162,980 SH   DFND 3 162,980 0 0
NOVOCURE LTD ORD SHS G6674U108 41,666 4,878,970 SH   DFND 1,5 658,153 0 4,220,817
NOW INC COM 67011P100 380 17,739 SH   DFND 1,5 19 0 17,720
NRG ENERGY INC COM NEW 629377508 4,935 440,200 SH   DFND 1,5 0 0 440,200
NRG ENERGY INC COM NEW 629377508 1,140 101,671 SH   DFND 2 101,671 0 0
NRG ENERGY INC COM NEW 629377508 686 61,211 SH   DFND 3 61,211 0 0
NRG YIELD INC CL C 62942X405 73,877 4,355,927 SH   DFND 1,5 1,685,531 0 2,670,396
NU SKIN ENTERPRISES INC CL A 67018T105 266,473 4,113,514 SH   DFND 1,5 72,766 0 4,040,748
NU SKIN ENTERPRISES INC CL A 67018T105 8,959 138,300 SH   DFND 6 138,300 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 25,141 25,000,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 11,477 791,544 SH   DFND 1,5 74,287 0 717,257
NUCOR CORP COM 670346105 2,289 46,292 SH   DFND 1,5 0 0 46,292
NUCOR CORP COM 670346105 5,077 102,663 SH   DFND 2 102,663 0 0
NUCOR CORP COM 670346105 5,993 121,202 SH   DFND 3 121,202 0 0
NUTANIX INC CL A 67059N108 67,500 1,824,311 SH   DFND 1,5 170,411 0 1,653,900
NUTRACEUTICAL INTL CORP COM 67060Y101 41,618 1,332,212 SH   DFND 1,5 311,508 0 1,020,704
NUTRI SYS INC NEW COM 67069D108 12,678 427,000 SH   DFND 1,5 2,200 0 424,800
NVIDIA CORP COM 67066G104 5,308,225 77,469,717 SH   DFND 1,5 12,977,447 0 64,492,270
NVIDIA CORP COM 67066G104 71,799 1,047,850 SH   DFND 1,9 200 0 1,047,650
NVIDIA CORP COM 67066G104 11,803 172,252 SH   DFND 2 172,252 0 0
NVIDIA CORP COM 67066G104 1,142 16,673 SH   DFND 3 16,673 0 0
NVIDIA CORP COM 67066G104 13,006 189,810 SH   DFND 6 189,810 0 0
NVIDIA CORP COM 67066G104 1,747 25,500 SH   DFND 7 25,500 0 0
NVIDIA CORP COM 67066G104 52,082 760,101 SH   DFND 11 760,101 0 0
NVR INC COM 62944T105 173,272 105,662 SH   DFND 1,5 2,529 0 103,133
NXP SEMICONDUCTORS N V COM N6596X109 2,056,284 20,157,668 SH   DFND 1,5 863,390 0 19,294,278
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 110,143 93,540,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 87,370 856,483 SH   DFND 1,9 0 0 856,483
NXP SEMICONDUCTORS N V COM N6596X109 51,226 502,171 SH   DFND 6 494,595 0 7,576
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 1,766 1,500,000 PRN   DFND 6 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 46,613 456,942 SH   DFND 7 456,942 0 0
NXP SEMICONDUCTORS N V COM N6596X109 25,666 251,600 SH   DFND 11 251,600 0 0
NXSTAGE MEDICAL INC COM 67072V103 229,941 9,201,307 SH   DFND 1,5 1,300 0 9,200,007
NXSTAGE MEDICAL INC COM 67072V103 1,749 70,000 SH   DFND 6 70,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,286,182 4,591,702 SH   DFND 1,5 290,018 0 4,301,684
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,575 30,613 SH   DFND 2 30,613 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,756 31,260 SH   DFND 3 31,260 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 570 2,035 SH   DFND 6 2,035 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 238,118 5,616,000 SH   DFND 1,5 0 0 5,616,000
OASIS PETE INC NEW COM 674215108 16,572 1,444,826 SH   DFND 1,5 13,990 0 1,430,836
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 6,769 6,000,000 PRN   DFND 1,5 0 0 0
OASIS PETE INC NEW COM 674215108 19,646 1,712,800 SH   DFND 6 1,712,800 0 0
OASIS PETE INC NEW COM 674215108 9,491 827,500 SH   DFND 7 827,500 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 28,085 385,149 SH   DFND 1,5 86 0 385,063
OCCIDENTAL PETE CORP DEL COM 674599105 17,964 246,351 SH   DFND 2 246,351 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 17,766 243,643 SH   DFND 3 243,643 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 11,557 158,494 SH   DFND 6 137,379 0 21,115
OCCIDENTAL PETE CORP DEL COM 674599105 50,654 694,654 SH   DFND 7 694,654 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,669 36,600 SH   DFND 11 36,600 0 0
OCEANEERING INTL INC COM 675232102 393,119 14,290,034 SH   DFND 1,5 508,061 0 13,781,973
OCEANEERING INTL INC COM 675232102 4,242 154,200 SH   DFND 6 133,100 0 21,100
OCEANEERING INTL INC COM 675232102 4,201 152,700 SH   DFND 7 77,300 0 75,400
OCLARO INC COM NEW 67555N206 13,355 1,561,970 SH   DFND 1,5 23,000 0 1,538,970
OCLARO INC COM NEW 67555N206 547 64,000 SH   DFND 6 64,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 24,148 3,514,930 SH   DFND 1,5 0 0 3,514,930
OFFICE DEPOT INC COM 676220106 19,525 5,469,183 SH   DFND 1,5 269,000 0 5,200,183
OFG BANCORP COM 67103X102 25,811 2,553,042 SH   DFND 1,5 173,400 0 2,379,642
OGE ENERGY CORP COM 670837103 241,727 7,644,758 SH   DFND 1,5 164,500 0 7,480,258
OGE ENERGY CORP COM 670837103 229 7,242 SH   DFND 3 7,242 0 0
OIL STS INTL INC COM 678026105 231,014 7,317,530 SH   DFND 1,5 312,445 0 7,005,085
OLD DOMINION FGHT LINES INC COM 679580100 72,750 1,060,336 SH   DFND 1,5 262 0 1,060,074
OLD DOMINION FGHT LINES INC COM 679580100 16,665 242,894 SH   DFND 6 242,894 0 0
OLD DOMINION FGHT LINES INC COM 679580100 5,054 73,660 SH   DFND 7 73,660 0 0
OLIN CORP COM PAR $1 680665205 101,368 4,939,957 SH   DFND 1,5 742 0 4,939,215
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 164,491 6,275,897 SH   DFND 1,5 320,517 0 5,955,380
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 231 8,800 SH   DFND 6 8,800 0 0
OM ASSET MGMT PLC SHS G67506108 145,794 10,481,210 SH   DFND 1,5 784 0 10,480,426
OM ASSET MGMT PLC SHS G67506108 18,553 1,333,785 SH   DFND 6 1,333,785 0 0
OM ASSET MGMT PLC SHS G67506108 2,448 176,020 SH   DFND 7 176,020 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 43,529 1,227,900 SH   DFND 1,5 0 0 1,227,900
OMEGA HEALTHCARE INVS INC COM 681936100 351 9,899 SH   DFND 3 9,899 0 0
OMNICOM GROUP INC COM 681919106 179,430 2,110,936 SH   DFND 1,5 65,912 0 2,045,024
OMNICOM GROUP INC COM 681919106 6,484 76,278 SH   DFND 2 76,278 0 0
OMNICOM GROUP INC COM 681919106 14,046 165,244 SH   DFND 3 165,244 0 0
OMNICOM GROUP INC COM 681919106 8,217 96,670 SH   DFND 6 41,120 0 55,550
OMNICOM GROUP INC COM 681919106 38,057 447,732 SH   DFND 7 119,662 0 328,070
ON ASSIGNMENT INC COM 682159108 31,111 857,300 SH   DFND 1,5 0 0 857,300
ON DECK CAP INC COM 682163100 14,877 2,610,058 SH   DFND 1,5 0 0 2,610,058
ON SEMICONDUCTOR CORP COM 682189105 237,941 19,313,361 SH   DFND 1,5 109,525 0 19,203,836
ON SEMICONDUCTOR CORP COM 682189105 19,680 1,597,400 SH   DFND 1,9 0 0 1,597,400
ONCOMED PHARMACEUTICALS INC COM 68234X102 10,416 911,303 SH   DFND 1,5 0 0 911,303
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,655 115,900 SH   DFND 1,5 0 0 115,900
ONEMAIN HLDGS INC COM 68268W103 283,834 9,170,724 SH   DFND 1,5 0 0 9,170,724
ONEMAIN HLDGS INC COM 68268W103 269 8,700 SH   DFND 7 8,700 0 0
ONEOK INC NEW COM 682680103 3,487 67,859 SH   DFND 2 67,859 0 0
ONEOK INC NEW COM 682680103 1,828 35,578 SH   DFND 3 35,578 0 0
ONVIA INC COM NEW 68338T403 797 162,700 SH   DFND 11 162,700 0 0
OPEN TEXT CORP COM 683715106 37,290 575,691 SH   DFND 1,5 359 0 575,332
OPEN TEXT CORP COM 683715106 297,739 4,596,600 SH   DFND 11 4,596,600 0 0
OPHTHOTECH CORP COM 683745103 164,074 3,556,785 SH   DFND 1,5 450 0 3,556,335
OPHTHOTECH CORP COM 683745103 9,384 203,420 SH   DFND 6 203,420 0 0
OPHTHOTECH CORP COM 683745103 2,108 45,700 SH   DFND 7 45,700 0 0
OPKO HEALTH INC COM 68375N103 94,603 8,933,256 SH   DFND 1,5 641,970 0 8,291,286
ORACLE CORP COM 68389X105 1,086,994 27,672,974 SH   DFND 1,5 2,398,273 0 25,274,701
ORACLE CORP COM 68389X105 699 17,800 SH   DFND 1,9 0 0 17,800
ORACLE CORP COM 68389X105 38,123 970,534 SH   DFND 2 970,534 0 0
ORACLE CORP COM 68389X105 47,754 1,215,722 SH   DFND 3 1,215,722 0 0
ORACLE CORP COM 68389X105 30,597 778,938 SH   DFND 6 509,030 0 269,908
ORACLE CORP COM 68389X105 129,391 3,294,078 SH   DFND 7 1,640,924 0 1,653,154
ORACLE CORP COM 68389X105 73,086 1,860,650 SH   DFND 11 1,860,650 0 0
ORAGENICS INC COM NEW 684023203 767 1,666,666 SH   DFND 1,5 0 0 1,666,666
ORBCOMM INC COM 68555P100 359 35,000 SH   DFND 1,5 0 0 35,000
ORBITAL ATK INC COM 68557N103 119,769 1,571,156 SH   DFND 1,5 0 0 1,571,156
ORBITAL ATK INC COM 68557N103 762 10,000 SH   DFND 11 10,000 0 0
ORBOTECH LTD ORD M75253100 42,143 1,423,281 SH   DFND 1,5 21,500 0 1,401,781
ORION ENGINEERED CARBONS S A COM L72967109 14,895 794,833 SH   DFND 1,5 0 0 794,833
ORITANI FINL CORP DEL COM 68633D103 837 53,252 SH   DFND 1,5 0 0 53,252
OSHKOSH CORP COM 688239201 117,824 2,104,000 SH   DFND 1,5 208,500 0 1,895,500
OSHKOSH CORP COM 688239201 2,939 52,490 SH   DFND 7 52,490 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 9,003 1,815,142 SH   DFND 1,5 0 0 1,815,142
OSISKO GOLD ROYALTIES LTD COM 68827L101 10,977 1,002,893 SH   DFND 1,5 0 0 1,002,893
OTONOMY INC COM 68906L105 13,279 730,029 SH   DFND 1,5 0 0 730,029
OUTFRONT MEDIA INC COM 69007J106 309,553 13,088,906 SH   DFND 1,5 4,168,200 0 8,920,706
OUTFRONT MEDIA INC COM 69007J106 21,751 919,725 SH   DFND 6 919,725 0 0
OUTFRONT MEDIA INC COM 69007J106 5,168 218,500 SH   DFND 7 24,400 0 194,100
OVASCIENCE INC COM 69014Q101 37,762 5,274,042 SH   DFND 1,5 154,671 0 5,119,371
OWENS & MINOR INC NEW COM 690732102 86,825 2,500,000 SH   DFND 1,5 0 0 2,500,000
OWENS CORNING NEW COM 690742101 11,600 217,275 SH   DFND 1,5 132 0 217,143
OWENS ILL INC COM NEW 690768403 13,575 738,175 SH   DFND 1,5 21,364 0 716,811
OWENS ILL INC COM NEW 690768403 961 52,268 SH   DFND 2 52,268 0 0
OWENS ILL INC COM NEW 690768403 189 10,277 SH   DFND 3 10,277 0 0
OXFORD INDS INC COM 691497309 9,577 141,469 SH   DFND 6 141,469 0 0
OXFORD INDS INC COM 691497309 3,209 47,400 SH   DFND 7 47,400 0 0
P & F INDS INC CL A NEW 692830508 4,040 486,125 SH   DFND 1,5 147,825 0 338,300
PACCAR INC COM 693718108 130,563 2,221,219 SH   DFND 1,5 174,345 0 2,046,874
PACCAR INC COM 693718108 6,644 113,038 SH   DFND 2 113,038 0 0
PACCAR INC COM 693718108 8,135 138,404 SH   DFND 3 138,404 0 0
PACIFIC PREMIER BANCORP COM 69478X105 23,523 889,000 SH   DFND 1,5 90,900 0 798,100
PACIRA PHARMACEUTICALS INC COM 695127100 147,175 4,300,854 SH   DFND 1,5 0 0 4,300,854
PACKAGING CORP AMER COM 695156109 135,330 1,665,401 SH   DFND 1,5 76,501 0 1,588,900
PACKAGING CORP AMER COM 695156109 13,028 160,326 SH   DFND 3 160,326 0 0
PACKAGING CORP AMER COM 695156109 21,014 258,600 SH   DFND 6 258,600 0 0
PACKAGING CORP AMER COM 695156109 4,526 55,700 SH   DFND 7 55,700 0 0
PACWEST BANCORP DEL COM 695263103 188,786 4,399,578 SH   DFND 1,5 1,749 0 4,397,829
PALO ALTO NETWORKS INC COM 697435105 30,365 190,582 SH   DFND 1,5 35,360 0 155,222
PALO ALTO NETWORKS INC COM 697435105 4,657 29,229 SH   DFND 1,9 129 0 29,100
PALO ALTO NETWORKS INC COM 697435105 7,511 47,140 SH   DFND 3 47,140 0 0
PAN AMERICAN SILVER CORP COM 697900108 60,862 3,454,137 SH   DFND 1,5 124,037 0 3,330,100
PANDORA MEDIA INC COM 698354107 12,066 841,994 SH   DFND 1,5 0 0 841,994
PANERA BREAD CO CL A 69840W108 141,079 724,522 SH   DFND 1,5 124,936 0 599,586
PANERA BREAD CO CL A 69840W108 203 1,042 SH   DFND 3 1,042 0 0
PANERA BREAD CO CL A 69840W108 1,090 5,600 SH   DFND 6 5,600 0 0
PAPA JOHNS INTL INC COM 698813102 251,886 3,194,499 SH   DFND 1,5 407,287 0 2,787,212
PAPA JOHNS INTL INC COM 698813102 5,265 66,770 SH   DFND 6 43,570 0 23,200
PAPA JOHNS INTL INC COM 698813102 6,237 79,100 SH   DFND 7 52,800 0 26,300
PARAMOUNT GROUP INC COM 69924R108 109,747 6,696,000 SH   DFND 1,5 6,696,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 27,520 2,115,292 SH   DFND 1,5 0 0 2,115,292
PAREXEL INTL CORP COM 699462107 58,899 848,079 SH   DFND 1,5 1,091 0 846,988
PARK CITY GROUP INC COM NEW 700215304 11,953 1,012,988 SH   DFND 6 1,012,988 0 0
PARK CITY GROUP INC COM NEW 700215304 2,220 188,130 SH   DFND 7 188,130 0 0
PARK OHIO HLDGS CORP COM 700666100 2,426 66,560 SH   DFND 1,5 0 0 66,560
PARKER DRILLING CO COM 701081101 470 216,410 SH   DFND 1,5 0 0 216,410
PARKER HANNIFIN CORP COM 701094104 2,791 22,236 SH   DFND 1,5 0 0 22,236
PARKER HANNIFIN CORP COM 701094104 5,421 43,181 SH   DFND 2 43,181 0 0
PARKER HANNIFIN CORP COM 701094104 5,494 43,767 SH   DFND 3 43,767 0 0
PARKWAY PPTYS INC COM 70159Q104 115,897 6,813,448 SH   DFND 1,5 3,024,648 0 3,788,800
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 1,175 816,051 SH   DFND 1,5 0 0 816,051
PARSLEY ENERGY INC CL A 701877102 183,864 5,486,833 SH   DFND 1,5 384 0 5,486,449
PARSLEY ENERGY INC CL A 701877102 3,137 93,600 SH   DFND 11 93,600 0 0
PARTY CITY HOLDCO INC COM 702149105 11,821 690,500 SH   DFND 1,5 0 0 690,500
PATHEON N V SHS N6865W105 54,155 1,827,700 SH   DFND 1,5 5,700 0 1,822,000
PATHEON N V SHS N6865W105 9,393 317,000 SH   DFND 6 317,000 0 0
PATHEON N V SHS N6865W105 2,717 91,700 SH   DFND 7 91,700 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 31,460 1,398,853 SH   DFND 1,5 0 0 1,398,853
PATTERSON COMPANIES INC COM 703395103 69,872 1,520,950 SH   DFND 1,5 0 0 1,520,950
PATTERSON COMPANIES INC COM 703395103 1,234 26,871 SH   DFND 2 26,871 0 0
PATTERSON COMPANIES INC COM 703395103 830 18,076 SH   DFND 3 18,076 0 0
PATTERSON UTI ENERGY INC COM 703481101 3,025 135,231 SH   DFND 1,5 231 0 135,000
PAYCHEX INC COM 704326107 334,735 5,784,263 SH   DFND 1,5 269,777 0 5,514,486
PAYCHEX INC COM 704326107 5,988 103,474 SH   DFND 2 103,474 0 0
PAYCHEX INC COM 704326107 42,419 733,006 SH   DFND 3 733,006 0 0
PAYCHEX INC COM 704326107 6,468 111,776 SH   DFND 6 111,776 0 0
PAYCOM SOFTWARE INC COM 70432V102 115,670 2,307,392 SH   DFND 1,5 48,375 0 2,259,017
PAYCOM SOFTWARE INC COM 70432V102 36,908 736,246 SH   DFND 6 736,246 0 0
PAYCOM SOFTWARE INC COM 70432V102 13,012 259,560 SH   DFND 7 259,560 0 0
PAYLOCITY HLDG CORP COM 70438V106 31,523 709,030 SH   DFND 1,5 86,100 0 622,930
PAYLOCITY HLDG CORP COM 70438V106 19,434 437,119 SH   DFND 1,9 0 0 437,119
PAYPAL HLDGS INC COM 70450Y103 1,849,855 45,151,442 SH   DFND 1,5 3,878,762 0 41,272,680
PAYPAL HLDGS INC COM 70450Y103 914 22,300 SH   DFND 1,9 0 0 22,300
PAYPAL HLDGS INC COM 70450Y103 14,830 361,962 SH   DFND 2 361,962 0 0
PAYPAL HLDGS INC COM 70450Y103 13,259 323,635 SH   DFND 3 323,635 0 0
PAYPAL HLDGS INC COM 70450Y103 16,545 403,820 SH   DFND 6 304,650 0 99,170
PAYPAL HLDGS INC COM 70450Y103 63,750 1,556,023 SH   DFND 7 845,254 0 710,769
PB BANCORP INC COM 70454T100 4,565 525,900 SH   DFND 6 525,900 0 0
PB BANCORP INC COM 70454T100 1,421 163,700 SH   DFND 7 163,700 0 0
PDC ENERGY INC COM 69327R101 420,259 6,266,903 SH   DFND 1,5 283,362 0 5,983,541
PDC ENERGY INC COM 69327R101 19,851 296,014 SH   DFND 6 296,014 0 0
PDC ENERGY INC COM 69327R101 6,418 95,700 SH   DFND 7 95,700 0 0
PDF SOLUTIONS INC COM 693282105 3,983 219,200 SH   DFND 1,5 0 0 219,200
PDL BIOPHARMA INC COM 69329Y104 2,738 817,350 SH   DFND 1,5 102,350 0 715,000
PEGASYSTEMS INC COM 705573103 55,045 1,866,556 SH   DFND 1,5 44,990 0 1,821,566
PEMBINA PIPELINE CORP COM 706327103 748 24,530 SH   DFND 7 24,530 0 0
PEMBINA PIPELINE CORP COM 706327103 51,470 1,689,000 SH   DFND 11 1,689,000 0 0
PENDRELL CORP COM 70686R104 26 38,672 SH   DFND 1,5 1,200 0 37,472
PENN NATL GAMING INC COM 707569109 4,072 300,060 SH   DFND 1,5 2,400 0 297,660
PENNEY J C INC COM 708160106 124,488 13,502,000 SH   DFND 1,5 13,700 0 13,488,300
PENNEY J C INC COM 708160106 351 38,100 SH   DFND 6 38,100 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 61,836 2,685,035 SH   DFND 1,5 73,200 0 2,611,835
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 28,738 1,247,858 SH   DFND 6 1,247,858 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 8,526 370,200 SH   DFND 7 185,800 0 184,400
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 37,861 39,490,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 455 29,200 SH   DFND 1,5 0 0 29,200
PENNYMAC MTG INVT TR COM 70931T103 887 56,900 SH   DFND 7 16,800 0 40,100
PENTAIR PLC SHS G7S00T104 437,348 6,808,039 SH   DFND 1,5 51,007 0 6,757,032
PENTAIR PLC SHS G7S00T104 3,451 53,728 SH   DFND 2 53,728 0 0
PENTAIR PLC SHS G7S00T104 2,999 46,678 SH   DFND 3 46,678 0 0
PENTAIR PLC SHS G7S00T104 405 6,300 SH   DFND 6 6,300 0 0
PENUMBRA INC COM 70975L107 353,976 4,658,190 SH   DFND 1,5 409,430 0 4,248,760
PEOPLES UNITED FINANCIAL INC COM 712704105 1,586 100,278 SH   DFND 2 100,278 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 816 51,578 SH   DFND 3 51,578 0 0
PEPSICO INC COM 713448108 1,104,031 10,150,141 SH   DFND 1,5 883,162 0 9,266,979
PEPSICO INC COM 713448108 50,480 464,101 SH   DFND 2 464,101 0 0
PEPSICO INC COM 713448108 53,160 488,734 SH   DFND 3 488,734 0 0
PEPSICO INC COM 713448108 22,148 203,618 SH   DFND 6 93,738 0 109,880
PEPSICO INC COM 713448108 120,185 1,104,948 SH   DFND 7 327,824 0 777,124
PEPSICO INC COM 713448108 8,593 79,000 SH   DFND 11 79,000 0 0
PERFICIENT INC COM 71375U101 71,877 3,567,104 SH   DFND 1,5 53,864 0 3,513,240
PERFICIENT INC COM 71375U101 19,491 967,294 SH   DFND 6 967,294 0 0
PERFICIENT INC COM 71375U101 4,096 203,293 SH   DFND 7 203,293 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 24,225 976,800 SH   DFND 1,5 0 0 976,800
PERFORMANT FINL CORP COM 71377E105 6,870 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 12,293 219,081 SH   DFND 1,5 0 0 219,081
PERKINELMER INC COM 714046109 1,980 35,280 SH   DFND 2 35,280 0 0
PERKINELMER INC COM 714046109 1,064 18,956 SH   DFND 3 18,956 0 0
PERRIGO CO PLC SHS G97822103 71,454 773,903 SH   DFND 1,5 0 0 773,903
PERRIGO CO PLC SHS G97822103 4,266 46,204 SH   DFND 2 46,204 0 0
PERRIGO CO PLC SHS G97822103 987 10,688 SH   DFND 3 10,688 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 112,639 13,554,600 SH   DFND 1,5 478,394 0 13,076,206
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,909 419,000 SH   DFND 1,5 0 0 419,000
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,169 661,250 SH   DFND 6 530,150 0 131,100
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,530 592,750 SH   DFND 7 592,750 0 0
PFENEX INC COM 717071104 2,696 301,200 SH   DFND 1,5 0 0 301,200
PFIZER INC COM 717081103 411,817 12,158,767 SH   DFND 1,5 681,688 0 11,477,079
PFIZER INC COM 717081103 66,252 1,956,053 SH   DFND 2 1,956,053 0 0
PFIZER INC COM 717081103 85,953 2,537,743 SH   DFND 3 2,537,743 0 0
PFIZER INC COM 717081103 11,934 352,333 SH   DFND 6 253,792 0 98,541
PFIZER INC COM 717081103 34,111 1,007,118 SH   DFND 7 427,526 0 579,592
PG&E CORP COM 69331C108 432,583 7,071,809 SH   DFND 1,5 493 0 7,071,316
PG&E CORP COM 69331C108 9,834 160,758 SH   DFND 2 160,758 0 0
PG&E CORP COM 69331C108 4,657 76,132 SH   DFND 3 76,132 0 0
PG&E CORP COM 69331C108 10,196 166,681 SH   DFND 6 145,011 0 21,670
PG&E CORP COM 69331C108 39,776 650,256 SH   DFND 7 650,256 0 0
PHARMERICA CORP COM 71714F104 10,851 386,571 SH   DFND 1,5 39,292 0 347,279
PHARMERICA CORP COM 71714F104 24,088 858,130 SH   DFND 6 858,130 0 0
PHARMERICA CORP COM 71714F104 6,219 221,540 SH   DFND 7 221,540 0 0
PHARMERICA CORP COM 71714F104 32,117 1,144,191 SH   DFND 11 1,144,191 0 0
PHASERX INC COM 71723F103 2,164 841,969 SH   DFND 1,5 190,669 0 651,300
PHH CORP COM NEW 693320202 260 18,000 SH   DFND 1,5 0 0 18,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 12,074 444,240 SH   DFND 1,5 45,240 0 399,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 4,201 154,577 SH   DFND 6 154,577 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 435 16,000 SH   DFND 7 16,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,123,353 11,554,747 SH   DFND 1,5 294,150 0 11,260,597
PHILIP MORRIS INTL INC COM 718172109 48,636 500,272 SH   DFND 2 500,272 0 0
PHILIP MORRIS INTL INC COM 718172109 36,656 377,039 SH   DFND 3 377,039 0 0
PHILIP MORRIS INTL INC COM 718172109 10,628 109,317 SH   DFND 6 85,491 0 23,826
PHILIP MORRIS INTL INC COM 718172109 112,089 1,152,942 SH   DFND 7 331,694 0 821,248
PHILLIPS 66 COM 718546104 533,557 6,623,929 SH   DFND 1,5 10,157 0 6,613,772
PHILLIPS 66 COM 718546104 11,544 143,317 SH   DFND 2 143,317 0 0
PHILLIPS 66 COM 718546104 16,793 208,479 SH   DFND 3 208,479 0 0
PHILLIPS 66 COM 718546104 4,943 61,360 SH   DFND 6 41,460 0 19,900
PHILLIPS 66 COM 718546104 10,270 127,500 SH   DFND 7 65,900 0 61,600
PHYSICIANS RLTY TR COM 71943U104 7,972 370,100 SH   DFND 6 280,700 0 89,400
PHYSICIANS RLTY TR COM 71943U104 5,796 269,100 SH   DFND 7 185,100 0 84,000
PICO HLDGS INC COM NEW 693366205 573 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT NAT GAS INC COM 720186105 13,095 218,100 SH   DFND 1,5 0 0 218,100
PIEDMONT NAT GAS INC COM 720186105 228 3,795 SH   DFND 3 3,795 0 0
PIEDMONT NAT GAS INC COM 720186105 237,933 3,962,900 SH   DFND 11 3,962,900 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 315,118 14,474,881 SH   DFND 1,5 6,763,985 0 7,710,896
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 13,832 635,353 SH   DFND 3 635,353 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 7,882 362,041 SH   DFND 6 225,441 0 136,600
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 7,301 335,380 SH   DFND 7 217,380 0 118,000
PILGRIMS PRIDE CORP NEW COM 72147K108 9,577 453,449 SH   DFND 1,5 1,903 0 451,546
PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 4,714 231,200 SH   DFND 1,5 0 0 231,200
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 401,592 3,960,085 SH   DFND 3 3,960,085 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 4,692 34,697 SH   DFND 7 34,697 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 2,651 37,200 SH   DFND 7 37,200 0 0
PINNACLE FOODS INC DEL COM 72348P104 3,156 62,900 SH   DFND 6 30,200 0 32,700
PINNACLE FOODS INC DEL COM 72348P104 4,269 85,100 SH   DFND 7 52,200 0 32,900
PINNACLE WEST CAP CORP COM 723484101 9,287 122,217 SH   DFND 1,5 19 0 122,198
PINNACLE WEST CAP CORP COM 723484101 2,724 35,851 SH   DFND 2 35,851 0 0
PINNACLE WEST CAP CORP COM 723484101 7,498 98,674 SH   DFND 3 98,674 0 0
PIONEER ENERGY SVCS CORP COM 723664108 155 38,400 SH   DFND 1,5 0 0 38,400
PIONEER NAT RES CO COM 723787107 1,200,712 6,467,611 SH   DFND 1,5 403,844 0 6,063,767
PIONEER NAT RES CO COM 723787107 10,154 54,695 SH   DFND 2 54,695 0 0
PIONEER NAT RES CO COM 723787107 7,772 41,866 SH   DFND 3 41,866 0 0
PIONEER NAT RES CO COM 723787107 3,585 19,308 SH   DFND 6 19,308 0 0
PIONEER NAT RES CO COM 723787107 2,822 15,200 SH   DFND 11 15,200 0 0
PITNEY BOWES INC COM 724479100 1,087 59,850 SH   DFND 2 59,850 0 0
PITNEY BOWES INC COM 724479100 687 37,842 SH   DFND 3 37,842 0 0
PJT PARTNERS INC COM CL A 69343T107 4,315 158,223 SH   DFND 1,5 9,186 0 149,037
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 19,056 606,700 SH   DFND 1,5 0 0 606,700
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 15,635 1,208,300 SH   DFND 1,5 0 0 1,208,300
PLANET PAYMENT INC SHS U72603118 6,706 1,807,641 SH   DFND 1,5 18,541 0 1,789,100
PLANTRONICS INC NEW COM 727493108 1,992 38,340 SH   DFND 1,5 0 0 38,340
PLATFORM SPECIALTY PRODS COR COM 72766Q105 27,661 3,410,700 SH   DFND 1,5 0 0 3,410,700
PLEXUS CORP COM 729132100 1,576 33,680 SH   DFND 1,5 33,680 0 0
PLY GEM HLDGS INC COM 72941W100 550 41,200 SH   DFND 1,5 0 0 41,200
PNC FINL SVCS GROUP INC COM 693475105 639,841 7,102,241 SH   DFND 1,5 74,586 0 7,027,655
PNC FINL SVCS GROUP INC COM 693475105 14,277 158,470 SH   DFND 2 158,470 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,448 127,074 SH   DFND 3 127,074 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,417 37,927 SH   DFND 6 37,927 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,698 129,849 SH   DFND 7 0 0 129,849
PNM RES INC COM 69349H107 50,746 1,550,914 SH   DFND 1,5 0 0 1,550,914
POINTS INTL LTD COM NEW 730843208 1,410 157,850 SH   DFND 6 157,850 0 0
POINTS INTL LTD COM NEW 730843208 519 58,131 SH   DFND 7 58,131 0 0
POLARIS INDS INC COM 731068102 199,508 2,576,294 SH   DFND 1,5 121,245 0 2,455,049
POLARIS INDS INC COM 731068102 2,106 27,200 SH   DFND 6 27,200 0 0
POLYONE CORP COM 73179P106 139,438 4,124,176 SH   DFND 1,5 56,396 0 4,067,780
POOL CORPORATION COM 73278L105 87,275 923,352 SH   DFND 1,5 77,849 0 845,503
POPEYES LA KITCHEN INC COM 732872106 24,740 465,566 SH   DFND 1,5 1,466 0 464,100
POPULAR INC COM NEW 733174700 177,628 4,647,502 SH   DFND 1,5 193,490 0 4,454,012
PORTLAND GEN ELEC CO COM NEW 736508847 92,360 2,168,580 SH   DFND 1,5 220 0 2,168,360
PORTLAND GEN ELEC CO COM NEW 736508847 10,988 258,000 SH   DFND 6 243,420 0 14,580
PORTLAND GEN ELEC CO COM NEW 736508847 7,885 185,130 SH   DFND 7 185,130 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 86,625 3,814,415 SH   DFND 1,5 8,875 0 3,805,540
PORTOLA PHARMACEUTICALS INC COM 737010108 350 15,400 SH   DFND 6 15,400 0 0
POST HLDGS INC COM 737446104 264,558 3,428,253 SH   DFND 1,5 22,453 0 3,405,800
POST PPTYS INC COM 737464107 94,850 1,434,301 SH   DFND 1,5 41,642 0 1,392,659
POST PPTYS INC COM 737464107 21,190 320,428 SH   DFND 6 320,428 0 0
POST PPTYS INC COM 737464107 7,106 107,450 SH   DFND 7 6,750 0 100,700
POTASH CORP SASK INC COM 73755L107 321,601 19,762,274 SH   DFND 1,5 589,338 0 19,172,936
POTASH CORP SASK INC COM 73755L107 8,594 528,082 SH   DFND 1,10 8,082 0 520,000
POTASH CORP SASK INC COM 73755L107 18,514 1,137,704 SH   DFND 6 812,704 0 325,000
POTASH CORP SASK INC COM 73755L107 10,887 669,000 SH   DFND 7 561,400 0 107,600
POTASH CORP SASK INC COM 73755L107 8,137 500,000 SH   DFND 11 500,000 0 0
POTLATCH CORP NEW COM 737630103 157,324 4,045,354 SH   DFND 1,5 586 0 4,044,768
POTLATCH CORP NEW COM 737630103 20,145 517,991 SH   DFND 6 496,591 0 21,400
POTLATCH CORP NEW COM 737630103 7,160 184,100 SH   DFND 7 154,000 0 30,100
POWELL INDS INC COM 739128106 48,060 1,200,000 SH   DFND 1,5 0 0 1,200,000
POWER INTEGRATIONS INC COM 739276103 7,917 125,614 SH   DFND 1,9 0 0 125,614
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,743 116,121 SH   DFND 1,5 2,728 0 113,393
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 6,719 447,611 SH   DFND 7 447,611 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 446 19,203 SH   DFND 1,5 19,203 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 304 13,119 SH   DFND 6 13,119 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 13,661 115,071 SH   DFND 3 115,071 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 603 30,200 SH   DFND 1,5 30,200 0 0
PPG INDS INC COM 693506107 1,528,174 14,784,969 SH   DFND 1,5 763,742 0 14,021,227
PPG INDS INC COM 693506107 8,876 85,871 SH   DFND 2 85,871 0 0
PPG INDS INC COM 693506107 16,850 163,020 SH   DFND 3 163,020 0 0
PPG INDS INC COM 693506107 1,857 17,970 SH   DFND 7 0 0 17,970
PPL CORP COM 69351T106 409,987 11,859,621 SH   DFND 1,5 301,708 0 11,557,913
PPL CORP COM 69351T106 7,559 218,672 SH   DFND 2 218,672 0 0
PPL CORP COM 69351T106 36,859 1,066,225 SH   DFND 3 1,066,225 0 0
PPL CORP COM 69351T106 3,319 96,000 SH   DFND 6 96,000 0 0
PPL CORP COM 69351T106 4,950 143,187 SH   DFND 7 143,187 0 0
PRA HEALTH SCIENCES INC COM 69354M108 92,252 1,632,487 SH   DFND 1,5 24,600 0 1,607,887
PRAXAIR INC COM 74005P104 54,489 450,960 SH   DFND 1,5 86,360 0 364,600
PRAXAIR INC COM 74005P104 11,114 91,982 SH   DFND 2 91,982 0 0
PRAXAIR INC COM 74005P104 14,335 118,640 SH   DFND 3 118,640 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3,246 777,000 SH   DFND 1,5 78,700 0 698,300
PRECISION DRILLING CORP COM 2010 74022D308 80 19,200 SH   DFND 6 0 0 19,200
PRECISION DRILLING CORP COM 2010 74022D308 68 16,200 SH   DFND 7 16,200 0 0
PRECISION DRILLING CORP COM 2010 74022D308 120,886 28,940,874 SH   DFND 11 28,235,574 0 705,300
PREFERRED BK LOS ANGELES CA COM NEW 740367404 10,649 297,883 SH   DFND 1,5 400 0 297,483
PREFORMED LINE PRODS CO COM 740444104 1,138 26,977 SH   DFND 1,5 26,977 0 0
PREFORMED LINE PRODS CO COM 740444104 3,392 80,433 SH   DFND 6 80,433 0 0
PREFORMED LINE PRODS CO COM 740444104 1,114 26,410 SH   DFND 7 26,410 0 0
PREMIER INC CL A 74051N102 141,335 4,370,295 SH   DFND 1,5 50,359 0 4,319,936
PRESBIA PLC SHS G7234P100 9,427 2,005,716 SH   DFND 1,5 438,086 0 1,567,630
PRESTIGE BRANDS HLDGS INC COM 74112D101 111,750 2,315,106 SH   DFND 1,5 277,831 0 2,037,275
PRETIUM RES INC COM 74139C102 19,272 1,877,083 SH   DFND 1,5 0 0 1,877,083
PRETIUM RES INC COM 74139C102 10,783 1,050,225 SH   DFND 11 1,050,225 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,330 80,153 SH   DFND 2 80,153 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,224 33,445 SH   DFND 3 33,445 0 0
PRICELINE GRP INC COM NEW 741503403 2,568,311 1,745,381 SH   DFND 1,5 137,212 0 1,608,169
PRICELINE GRP INC COM NEW 741503403 23,556 16,008 SH   DFND 2 16,008 0 0
PRICELINE GRP INC COM NEW 741503403 41,518 28,215 SH   DFND 3 28,215 0 0
PRICELINE GRP INC COM NEW 741503403 12,508 8,500 SH   DFND 6 8,500 0 0
PRICELINE GRP INC COM NEW 741503403 1,655 1,125 SH   DFND 11 1,125 0 0
PRICESMART INC COM 741511109 104,922 1,252,648 SH   DFND 1,5 22,928 0 1,229,720
PRICESMART INC COM 741511109 2,278 27,200 SH   DFND 7 27,200 0 0
PRIMERICA INC COM 74164M108 142,025 2,678,192 SH   DFND 1,5 24,950 0 2,653,242
PRIMERO MNG CORP COM 74164W106 4,794 2,872,100 SH   DFND 1,5 0 0 2,872,100
PRINCIPAL FINL GROUP INC COM 74251V102 267,398 5,191,186 SH   DFND 1,5 686 0 5,190,500
PRINCIPAL FINL GROUP INC COM 74251V102 4,443 86,250 SH   DFND 2 86,250 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 9,065 175,978 SH   DFND 3 175,978 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,667 32,360 SH   DFND 6 32,360 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 6,292 122,145 SH   DFND 7 122,145 0 0
PROASSURANCE CORP COM 74267C106 99,251 1,891,218 SH   DFND 1,5 445 0 1,890,773
PROCTER AND GAMBLE CO COM 742718109 3,343,537 37,253,897 SH   DFND 1,5 912,068 0 36,341,829
PROCTER AND GAMBLE CO COM 742718109 77,241 860,620 SH   DFND 2 860,620 0 0
PROCTER AND GAMBLE CO COM 742718109 214,050 2,384,961 SH   DFND 3 2,384,961 0 0
PROCTER AND GAMBLE CO COM 742718109 57,455 640,166 SH   DFND 6 508,435 0 131,731
PROCTER AND GAMBLE CO COM 742718109 81,944 913,022 SH   DFND 7 268,481 0 644,541
PROGENICS PHARMACEUTICALS IN COM 743187106 21,909 3,461,156 SH   DFND 1,5 0 0 3,461,156
PROGRESS SOFTWARE CORP COM 743312100 6,433 236,500 SH   DFND 1,9 0 0 236,500
PROGRESS SOFTWARE CORP COM 743312100 1,961 72,100 SH   DFND 6 37,800 0 34,300
PROGRESS SOFTWARE CORP COM 743312100 2,799 102,900 SH   DFND 7 68,900 0 34,000
PROGRESSIVE CORP OHIO COM 743315103 117,198 3,720,558 SH   DFND 1,5 142,000 0 3,578,558
PROGRESSIVE CORP OHIO COM 743315103 5,911 187,657 SH   DFND 2 187,657 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,874 91,248 SH   DFND 3 91,248 0 0
PROGRESSIVE CORP OHIO COM 743315103 841 26,705 SH   DFND 6 0 0 26,705
PROGRESSIVE CORP OHIO COM 743315103 231 7,318 SH   DFND 7 7,318 0 0
PROLOGIS INC COM 74340W103 1,097,793 20,504,160 SH   DFND 1,5 13,889,541 0 6,614,619
PROLOGIS INC COM 74340W103 9,098 169,931 SH   DFND 2 169,931 0 0
PROLOGIS INC COM 74340W103 3,556 66,416 SH   DFND 3 66,416 0 0
PROLOGIS INC COM 74340W103 12,021 224,525 SH   DFND 6 224,525 0 0
PROLOGIS INC COM 74340W103 3,912 73,067 SH   DFND 7 0 0 73,067
PRONAI THERAPEUTICS INC COM 74346L101 359 197,100 SH   DFND 1,5 3,900 0 193,200
PROOFPOINT INC COM 743424103 64,455 861,124 SH   DFND 1,5 175,800 0 685,324
PROOFPOINT INC COM 743424103 35,175 469,945 SH   DFND 1,9 345 0 469,600
PROOFPOINT INC COM 743424103 7,635 102,000 SH   DFND 11 102,000 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 1,587 237,916 SH   DFND 1,5 0 0 237,916
PROSPERITY BANCSHARES INC COM 743606105 73,349 1,336,285 SH   DFND 1,5 19,039 0 1,317,246
PROSPERITY BANCSHARES INC COM 743606105 225 4,100 SH   DFND 6 4,100 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 44,980 2,128,719 SH   DFND 1,5 8,400 0 2,120,319
PROTEON THERAPEUTICS INC COM 74371L109 1,469 157,421 SH   DFND 1,5 0 0 157,421
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 28,275 1,813,660 SH   DFND 1,5 0 0 1,813,660
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 7,808 500,808 SH   DFND 4 500,808 0 0
PROTHENA CORP PLC SHS G72800108 309,120 5,154,581 SH   DFND 1,5 754,550 0 4,400,031
PROTHENA CORP PLC SHS G72800108 288 4,800 SH   DFND 6 4,800 0 0
PROVIDENCE SVC CORP COM 743815102 39,108 804,199 SH   DFND 1,5 959 0 803,240
PROVIDENCE SVC CORP COM 743815102 28,065 577,107 SH   DFND 6 577,107 0 0
PROVIDENCE SVC CORP COM 743815102 5,702 117,260 SH   DFND 7 117,260 0 0
PRUDENTIAL FINL INC COM 744320102 297,975 3,649,416 SH   DFND 1,5 241,489 0 3,407,927
PRUDENTIAL FINL INC COM 744320102 11,506 140,924 SH   DFND 2 140,924 0 0
PRUDENTIAL FINL INC COM 744320102 42,979 526,376 SH   DFND 3 526,376 0 0
PRUDENTIAL FINL INC COM 744320102 5,062 62,000 SH   DFND 6 62,000 0 0
PTC INC COM 69370C100 135,602 3,060,300 SH   DFND 1,5 0 0 3,060,300
PTC INC COM 69370C100 465 10,500 SH   DFND 1,9 0 0 10,500
PTC THERAPEUTICS INC COM 69366J200 3,509 250,488 SH   DFND 1,5 0 0 250,488
PUBLIC STORAGE COM 74460D109 1,782,557 7,988,512 SH   DFND 1,5 3,671,179 0 4,317,333
PUBLIC STORAGE COM 74460D109 10,731 48,090 SH   DFND 2 48,090 0 0
PUBLIC STORAGE COM 74460D109 28,688 128,564 SH   DFND 3 128,564 0 0
PUBLIC STORAGE COM 74460D109 43,554 195,189 SH   DFND 6 185,889 0 9,300
PUBLIC STORAGE COM 74460D109 33,793 151,445 SH   DFND 7 74,003 0 77,442
PUBLIC STORAGE COM 74460D109 15,466 69,310 SH   DFND 11 69,310 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,230 124,912 SH   DFND 1,5 12 0 124,900
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,831 163,148 SH   DFND 2 163,148 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,925 45,985 SH   DFND 3 45,985 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 708 16,900 SH   DFND 6 16,900 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,065 120,966 SH   DFND 7 120,966 0 0
PULTE GROUP INC COM 745867101 209,329 10,445,553 SH   DFND 1,5 96,100 0 10,349,453
PULTE GROUP INC COM 745867101 1,999 99,730 SH   DFND 2 99,730 0 0
PULTE GROUP INC COM 745867101 3,785 188,852 SH   DFND 3 188,852 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 326,799 4,873,963 SH   DFND 1,5 17,277 0 4,856,686
PURE STORAGE INC CL A 74624M102 98,355 7,258,676 SH   DFND 1,5 1,487,579 0 5,771,097
PVH CORP COM 693656100 423,783 3,835,137 SH   DFND 1,5 44,840 0 3,790,297
PVH CORP COM 693656100 2,859 25,872 SH   DFND 2 25,872 0 0
PVH CORP COM 693656100 4,616 41,777 SH   DFND 3 41,777 0 0
PVH CORP COM 693656100 8,155 73,800 SH   DFND 6 63,900 0 9,900
PVH CORP COM 693656100 8,895 80,500 SH   DFND 7 47,600 0 32,900
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 3,180 413,030 SH   DFND 1,5 0 0 413,030
Q2 HLDGS INC COM 74736L109 10,398 362,820 SH   DFND 1,5 0 0 362,820
QEP RES INC COM 74733V100 113,225 5,797,469 SH   DFND 1,5 7,245 0 5,790,224
QEP RES INC COM 74733V100 785 40,187 SH   DFND 3 40,187 0 0
QIAGEN NV REG SHS N72482107 17,540 639,215 SH   DFND 1,5 0 0 639,215
QORVO INC COM 74736K101 980,711 17,594,388 SH   DFND 1,5 124,517 0 17,469,871
QORVO INC COM 74736K101 46,783 839,306 SH   DFND 1,9 0 0 839,306
QORVO INC COM 74736K101 2,299 41,243 SH   DFND 2 41,243 0 0
QORVO INC COM 74736K101 327 5,865 SH   DFND 7 5,865 0 0
QUALCOMM INC COM 747525103 3,983,271 58,149,946 SH   DFND 1,5 3,006,676 0 55,143,270
QUALCOMM INC COM 747525103 139,576 2,037,600 SH   DFND 1,9 0 0 2,037,600
QUALCOMM INC COM 747525103 32,553 475,222 SH   DFND 2 475,222 0 0
QUALCOMM INC COM 747525103 140,351 2,048,919 SH   DFND 3 2,048,919 0 0
QUALCOMM INC COM 747525103 63,088 920,992 SH   DFND 6 708,415 0 212,577
QUALCOMM INC COM 747525103 149,299 2,179,545 SH   DFND 7 567,826 0 1,611,719
QUANTA SVCS INC COM 74762E102 13,476 481,450 SH   DFND 1,5 0 0 481,450
QUANTA SVCS INC COM 74762E102 1,364 48,717 SH   DFND 2 48,717 0 0
QUANTA SVCS INC COM 74762E102 407 14,556 SH   DFND 3 14,556 0 0
QUANTUM CORP COM DSSG 747906204 1,765 2,397,133 SH   DFND 1,5 507,281 0 1,889,852
QUEST DIAGNOSTICS INC COM 74834L100 73,843 872,541 SH   DFND 1,5 116,741 0 755,800
QUEST DIAGNOSTICS INC COM 74834L100 3,794 44,831 SH   DFND 2 44,831 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,520 29,782 SH   DFND 3 29,782 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 1,912 65,946 SH   DFND 1,5 9,081 0 56,865
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 29,984 1,033,947 SH   DFND 1,9 0 0 1,033,947
QUORUM HEALTH CORP COM 74909E106 2,088 332,986 SH   DFND 1,5 56,631 0 276,355
RACKSPACE HOSTING INC COM 750086100 37,058 1,169,402 SH   DFND 1,5 58,003 0 1,111,399
RADIAN GROUP INC COM 750236101 257,610 19,011,834 SH   DFND 1,5 1,002,443 0 18,009,391
RADIAN GROUP INC COM 750236101 3,515 259,444 SH   DFND 6 259,444 0 0
RADIUS HEALTH INC COM NEW 750469207 286,062 5,288,621 SH   DFND 1,5 1,515 0 5,287,106
RADIUS HEALTH INC COM NEW 750469207 53,948 997,377 SH   DFND 6 964,977 0 32,400
RADIUS HEALTH INC COM NEW 750469207 9,542 176,413 SH   DFND 7 146,013 0 30,400
RADWARE LTD ORD M81873107 2,866 208,561 SH   DFND 1,5 0 0 208,561
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 51,515 56,300,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 113 33,300 SH   DFND 7 11,200 0 22,100
RALPH LAUREN CORP CL A 751212101 133,586 1,320,800 SH   DFND 1,5 30,600 0 1,290,200
RALPH LAUREN CORP CL A 751212101 1,839 18,180 SH   DFND 2 18,180 0 0
RALPH LAUREN CORP CL A 751212101 1,563 15,456 SH   DFND 3 15,456 0 0
RALPH LAUREN CORP CL A 751212101 2,053 20,300 SH   DFND 6 20,300 0 0
RAMBUS INC DEL COM 750917106 72,686 5,814,896 SH   DFND 1,5 1,265,800 0 4,549,096
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 210,469 11,231,009 SH   DFND 1,5 3,588,240 0 7,642,769
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 9,250 493,610 SH   DFND 6 493,610 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3,047 162,571 SH   DFND 7 0 0 162,571
RANDGOLD RES LTD ADR 752344309 392,155 3,918,804 SH   DFND 1,5 133,953 0 3,784,851
RANDGOLD RES LTD ADR 752344309 20,702 206,874 SH   DFND 1,10 4,250 0 202,624
RANDGOLD RES LTD ADR 752344309 114,129 1,140,495 SH   DFND 11 1,140,495 0 0
RANGE RES CORP COM 75281A109 187,543 4,839,818 SH   DFND 1,5 883,720 0 3,956,098
RANGE RES CORP COM 75281A109 2,349 60,623 SH   DFND 2 60,623 0 0
RANGE RES CORP COM 75281A109 3,203 82,656 SH   DFND 3 82,656 0 0
RAPID7 INC COM 753422104 214 12,100 SH   DFND 1,9 0 0 12,100
RAYMOND JAMES FINANCIAL INC COM 754730109 47,191 810,706 SH   DFND 1,5 406 0 810,300
RAYMOND JAMES FINANCIAL INC COM 754730109 1,845 31,700 SH   DFND 6 22,100 0 9,600
RAYMOND JAMES FINANCIAL INC COM 754730109 6,823 117,212 SH   DFND 7 96,612 0 20,600
RAYTHEON CO COM NEW 755111507 842,494 6,188,896 SH   DFND 1,5 204,878 0 5,984,018
RAYTHEON CO COM NEW 755111507 12,954 95,162 SH   DFND 2 95,162 0 0
RAYTHEON CO COM NEW 755111507 59,790 439,213 SH   DFND 3 439,213 0 0
RAYTHEON CO COM NEW 755111507 3,984 29,265 SH   DFND 6 29,265 0 0
RAYTHEON CO COM NEW 755111507 4,510 33,128 SH   DFND 7 33,128 0 0
REALOGY HLDGS CORP COM 75605Y106 324,527 12,549,364 SH   DFND 1,5 180,136 0 12,369,228
REALPAGE INC COM 75606N109 290,831 11,316,394 SH   DFND 1,5 340,290 0 10,976,104
REALPAGE INC COM 75606N109 1,033 40,200 SH   DFND 1,9 0 0 40,200
REALTY INCOME CORP COM 756109104 5,581 83,383 SH   DFND 2 83,383 0 0
REALTY INCOME CORP COM 756109104 2,693 40,239 SH   DFND 3 40,239 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 12,627 479,024 SH   DFND 1,5 0 0 479,024
RED HAT INC COM 756577102 809,683 10,017,111 SH   DFND 1,5 1,808,295 0 8,208,816
RED HAT INC COM 756577102 4,720 58,400 SH   DFND 2 58,400 0 0
RED HAT INC COM 756577102 437 5,409 SH   DFND 3 5,409 0 0
RED ROCK RESORTS INC CL A 75700L108 188,606 7,995,178 SH   DFND 1,5 1,786 0 7,993,392
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 17,304 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 19,976 1,410,742 SH   DFND 1,5 0 0 1,410,742
REDWOOD TR INC COM 758075402 12,483 881,540 SH   DFND 6 759,540 0 122,000
REDWOOD TR INC COM 758075402 7,448 526,010 SH   DFND 7 413,510 0 112,500
REGAL BELOIT CORP COM 758750103 351,649 5,911,058 SH   DFND 1,5 57,985 0 5,853,073
REGAL BELOIT CORP COM 758750103 9,142 153,679 SH   DFND 3 153,679 0 0
REGAL BELOIT CORP COM 758750103 5,853 98,393 SH   DFND 6 66,793 0 31,600
REGAL BELOIT CORP COM 758750103 5,622 94,500 SH   DFND 7 54,400 0 40,100
REGAL ENTMT GROUP CL A 758766109 6,289 289,143 SH   DFND 1,5 0 0 289,143
REGAL ENTMT GROUP CL A 758766109 1,333 61,300 SH   DFND 7 3,300 0 58,000
REGENERON PHARMACEUTICALS COM 75886F107 3,635,804 9,043,838 SH   DFND 1,5 615,464 0 8,428,374
REGENERON PHARMACEUTICALS COM 75886F107 9,784 24,338 SH   DFND 2 24,338 0 0
REGENERON PHARMACEUTICALS COM 75886F107 10,757 26,757 SH   DFND 3 26,757 0 0
REGENERON PHARMACEUTICALS COM 75886F107 14,030 34,900 SH   DFND 6 34,900 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,816 4,517 SH   DFND 7 0 0 4,517
REGENXBIO INC COM 75901B107 12,050 860,130 SH   DFND 1,5 0 0 860,130
REGIONS FINL CORP NEW COM 7591EP100 756,908 76,687,725 SH   DFND 1,5 2,268,086 0 74,419,639
REGIONS FINL CORP NEW COM 7591EP100 3,995 404,776 SH   DFND 2 404,776 0 0
REGIONS FINL CORP NEW COM 7591EP100 13,883 1,406,622 SH   DFND 3 1,406,622 0 0
REGIONS FINL CORP NEW COM 7591EP100 17,735 1,796,823 SH   DFND 6 1,662,450 0 134,373
REGIONS FINL CORP NEW COM 7591EP100 32,354 3,278,054 SH   DFND 7 3,278,054 0 0
REGULUS THERAPEUTICS INC COM 75915K101 26,146 7,923,048 SH   DFND 1,5 1,233,948 0 6,689,100
REINSURANCE GROUP AMER INC COM NEW 759351604 321,559 2,979,056 SH   DFND 1,5 2,642 0 2,976,414
REINSURANCE GROUP AMER INC COM NEW 759351604 88,623 821,039 SH   DFND 6 780,613 0 40,426
REINSURANCE GROUP AMER INC COM NEW 759351604 34,131 316,199 SH   DFND 7 278,399 0 37,800
RENAISSANCERE HOLDINGS LTD COM G7496G103 372,015 3,096,000 SH   DFND 1,5 332,500 0 2,763,500
RENREN INC SPONSORED ADR 759892102 34 16,597 SH   DFND 1,5 0 0 16,597
RENREN INC SPONSORED ADR 759892102 2,790 1,354,500 SH   DFND 1,9 0 0 1,354,500
REPLIGEN CORP COM 759916109 47,545 1,574,861 SH   DFND 1,5 2,119 0 1,572,742
REPROS THERAPEUTICS INC COM NEW 76028H209 3,498 1,673,644 SH   DFND 1,5 0 0 1,673,644
REPUBLIC SVCS INC COM 760759100 7,572 150,096 SH   DFND 1,5 0 0 150,096
REPUBLIC SVCS INC COM 760759100 3,793 75,181 SH   DFND 2 75,181 0 0
REPUBLIC SVCS INC COM 760759100 1,365 27,054 SH   DFND 3 27,054 0 0
RESEARCH FRONTIERS INC COM 760911107 773 298,372 SH   DFND 1,5 0 0 298,372
RESMED INC COM 761152107 262,374 4,049,610 SH   DFND 1,5 84,720 0 3,964,890
RESMED INC COM 761152107 903 13,935 SH   DFND 6 13,935 0 0
RESMED INC COM 761152107 9,878 152,460 SH   DFND 7 152,460 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 18,859 19,000,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 8,134 8,300,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 23,365 1,563,904 SH   DFND 1,5 100,200 0 1,463,704
RESOURCES CONNECTION INC COM 76122Q105 1,038 69,500 SH   DFND 1,10 0 0 69,500
RESTAURANT BRANDS INTL INC COM 76131D103 22,036 494,200 SH   DFND 1,5 0 0 494,200
RESTAURANT BRANDS INTL INC COM 76131D103 15,166 340,124 SH   DFND 6 201,324 0 138,800
RESTAURANT BRANDS INTL INC COM 76131D103 15,976 358,286 SH   DFND 7 297,142 0 61,144
RESTAURANT BRANDS INTL INC COM 76131D103 517,059 11,595,818 SH   DFND 11 10,606,800 0 989,018
RESTORATION HARDWARE HLDGS I COM 761283100 208,306 6,023,886 SH   DFND 1,5 818,600 0 5,205,286
RESTORATION HARDWARE HLDGS I COM 761283100 2,863 82,797 SH   DFND 6 82,797 0 0
RETAIL PPTYS AMER INC CL A 76131V202 202 12,051 SH   DFND 3 12,051 0 0
RETROPHIN INC COM 761299106 39,690 1,773,461 SH   DFND 1,5 0 0 1,773,461
REVLON INC CL A NEW 761525609 54,648 1,485,800 SH   DFND 1,5 4,000 0 1,481,800
REXNORD CORP NEW COM 76169B102 184,213 8,604,072 SH   DFND 1,5 0 0 8,604,072
REXNORD CORP NEW COM 76169B102 2,355 110,000 SH   DFND 6 110,000 0 0
REYNOLDS AMERICAN INC COM 761713106 1,258,592 26,693,364 SH   DFND 1,5 590,920 0 26,102,444
REYNOLDS AMERICAN INC COM 761713106 12,588 266,968 SH   DFND 2 266,968 0 0
REYNOLDS AMERICAN INC COM 761713106 15,090 320,042 SH   DFND 3 320,042 0 0
REYNOLDS AMERICAN INC COM 761713106 30,769 652,578 SH   DFND 6 628,235 0 24,343
REYNOLDS AMERICAN INC COM 761713106 81,831 1,735,549 SH   DFND 7 1,469,749 0 265,800
REYNOLDS AMERICAN INC COM 761713106 39,107 829,424 SH   DFND 11 829,424 0 0
RICE ENERGY INC COM 762760106 209,976 8,041,981 SH   DFND 1,5 230 0 8,041,751
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 43,692 1,800,998 SH   DFND 1,5 0 0 1,800,998
RICHMONT MINES INC COM 76547T106 6,753 670,200 SH   DFND 1,5 0 0 670,200
RIGEL PHARMACEUTICALS INC COM NEW 766559603 51,947 14,154,546 SH   DFND 1,5 3,017,795 0 11,136,751
RIGEL PHARMACEUTICALS INC COM NEW 766559603 98 26,600 SH   DFND 6 26,600 0 0
RIGNET INC COM 766582100 32,303 2,136,432 SH   DFND 1,5 0 0 2,136,432
RING ENERGY INC COM 76680V108 18,403 1,680,648 SH   DFND 1,5 0 0 1,680,648
RINGCENTRAL INC CL A 76680R206 7,209 304,700 SH   DFND 1,5 0 0 304,700
RIO TINTO PLC SPONSORED ADR 767204100 6,640 198,800 SH   DFND 1,5 2,500 0 196,300
RITE AID CORP COM 767754104 123,486 16,057,994 SH   DFND 1,5 0 0 16,057,994
RITE AID CORP COM 767754104 225 29,312 SH   DFND 3 29,312 0 0
RITE AID CORP COM 767754104 129 16,800 SH   DFND 6 16,800 0 0
RITE AID CORP COM 767754104 3,048 396,379 SH   DFND 7 396,379 0 0
RITE AID CORP COM 767754104 138,276 17,981,300 SH   DFND 11 17,981,300 0 0
RLJ LODGING TR COM 74965L101 189,996 9,034,510 SH   DFND 1,5 6,579,038 0 2,455,472
RMR GROUP INC CL A 74967R106 4,486 118,228 SH   DFND 1,5 605 0 117,623
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 31,405 3,935,500 SH   DFND 1,5 418,000 0 3,517,500
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 997 124,900 SH   DFND 6 124,900 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 284 35,600 SH   DFND 7 35,600 0 0
ROBERT HALF INTL INC COM 770323103 87,850 2,320,400 SH   DFND 1,5 373,800 0 1,946,600
ROBERT HALF INTL INC COM 770323103 1,589 41,967 SH   DFND 2 41,967 0 0
ROBERT HALF INTL INC COM 770323103 356 9,402 SH   DFND 3 9,402 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,377 43,949 SH   DFND 1,5 0 0 43,949
ROCKWELL AUTOMATION INC COM 773903109 5,105 41,729 SH   DFND 2 41,729 0 0
ROCKWELL AUTOMATION INC COM 773903109 888 7,257 SH   DFND 3 7,257 0 0
ROCKWELL COLLINS INC COM 774341101 245,433 2,910,037 SH   DFND 1,5 19,800 0 2,890,237
ROCKWELL COLLINS INC COM 774341101 3,534 41,901 SH   DFND 2 41,901 0 0
ROCKWELL COLLINS INC COM 774341101 1,396 16,553 SH   DFND 3 16,553 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 5,602 534,499 SH   DFND 1,5 115,399 0 419,100
ROFIN SINAR TECHNOLOGIES INC COM 775043102 51,231 1,592,000 SH   DFND 11 1,592,000 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 61,665 1,453,486 SH   DFND 1,5 16 0 1,453,470
ROGERS COMMUNICATIONS INC CL B 775109200 20,286 478,150 SH   DFND 6 284,884 0 193,266
ROGERS COMMUNICATIONS INC CL B 775109200 22,524 530,901 SH   DFND 7 480,601 0 50,300
ROGERS COMMUNICATIONS INC CL B 775109200 1,001,140 23,597,650 SH   DFND 11 21,721,450 0 1,876,200
ROPER TECHNOLOGIES INC COM 776696106 1,371,197 7,514,642 SH   DFND 1,5 40,557 0 7,474,085
ROPER TECHNOLOGIES INC COM 776696106 5,963 32,680 SH   DFND 2 32,680 0 0
ROPER TECHNOLOGIES INC COM 776696106 4,148 22,731 SH   DFND 3 22,731 0 0
ROPER TECHNOLOGIES INC COM 776696106 562 3,081 SH   DFND 6 3,081 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,868 21,200 SH   DFND 7 21,200 0 0
ROSS STORES INC COM 778296103 2,288,650 35,593,311 SH   DFND 1,5 2,348,293 0 33,245,018
ROSS STORES INC COM 778296103 8,223 127,889 SH   DFND 2 127,889 0 0
ROSS STORES INC COM 778296103 4,945 76,903 SH   DFND 3 76,903 0 0
ROSS STORES INC COM 778296103 2,269 35,293 SH   DFND 6 35,293 0 0
ROSS STORES INC COM 778296103 11,547 179,581 SH   DFND 7 179,581 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 9,182 605,699 SH   DFND 1,5 99 0 605,600
ROYAL BK CDA MONTREAL QUE COM 780087102 125,102 2,019,780 SH   DFND 1,5 0 0 2,019,780
ROYAL BK CDA MONTREAL QUE COM 780087102 26,045 420,503 SH   DFND 1,10 103 0 420,400
ROYAL BK CDA MONTREAL QUE COM 780087102 16,711 269,800 SH   DFND 6 99,900 0 169,900
ROYAL BK CDA MONTREAL QUE COM 780087102 43,851 707,976 SH   DFND 7 615,976 0 92,000
ROYAL BK CDA MONTREAL QUE COM 780087102 1,618,655 26,133,335 SH   DFND 11 22,002,780 0 4,130,555
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 63,742 69,325,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 2,321 2,520,000 PRN   DFND 6 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 608 660,000 PRN   DFND 7 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 34,279 36,275,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 189 200,000 PRN   DFND 7 0 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 247,718 3,305,109 SH   DFND 1,5 40,009 0 3,265,100
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,058 54,147 SH   DFND 2 54,147 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 361 4,814 SH   DFND 3 4,814 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,713 76,228 SH   DFND 6 65,588 0 10,640
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 17,552 234,182 SH   DFND 7 234,182 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 668,113 13,343,570 SH   DFND 2 13,343,570 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 4,742 94,703 SH   DFND 3 94,703 0 0
ROYAL GOLD INC COM 780287108 56,610 731,113 SH   DFND 1,5 0 0 731,113
RPM INTL INC COM 749685103 258 4,803 SH   DFND 3 4,803 0 0
RSP PERMIAN INC COM 74978Q105 37,367 963,570 SH   DFND 1,5 0 0 963,570
RSP PERMIAN INC COM 74978Q105 24,845 640,656 SH   DFND 6 601,456 0 39,200
RSP PERMIAN INC COM 74978Q105 9,919 255,782 SH   DFND 7 216,982 0 38,800
RSP PERMIAN INC COM 74978Q105 1,637 42,200 SH   DFND 11 42,200 0 0
RTI SURGICAL INC COM 74975N105 320 102,158 SH   DFND 7 34,996 0 67,162
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 49,430 48,820,000 PRN   DFND 1,5 0 0 0
RUBICON TECHNOLOGY INC COM 78112T107 8 13,468 SH   DFND 1,5 0 0 13,468
RUBICON TECHNOLOGY INC COM 78112T107 1,717 2,725,406 SH   DFND 1,9 0 0 2,725,406
RUSH ENTERPRISES INC CL A 781846209 28,246 1,153,826 SH   DFND 1,5 116,626 0 1,037,200
RUTHS HOSPITALITY GROUP INC COM 783332109 15,354 1,087,391 SH   DFND 1,5 0 0 1,087,391
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,060,773 14,137,980 SH   DFND 1,5 1,134,131 0 13,003,849
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 67,895 904,904 SH   DFND 1,10 15,319 0 889,585
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 2,101 28,000 SH   DFND 6 1,300 0 26,700
RYDER SYS INC COM 783549108 5,856 88,800 SH   DFND 1,5 0 0 88,800
RYDER SYS INC COM 783549108 1,137 17,246 SH   DFND 2 17,246 0 0
RYDER SYS INC COM 783549108 1,993 30,214 SH   DFND 3 30,214 0 0
RYDER SYS INC COM 783549108 1,886 28,600 SH   DFND 6 14,500 0 14,100
RYDER SYS INC COM 783549108 3,811 57,790 SH   DFND 7 24,690 0 33,100
S&P GLOBAL INC COM 78409V104 1,987,051 15,700,470 SH   DFND 1,5 1,070,918 0 14,629,552
S&P GLOBAL INC COM 78409V104 73,291 579,100 SH   DFND 1,10 11,743 0 567,357
S&P GLOBAL INC COM 78409V104 10,775 85,136 SH   DFND 2 85,136 0 0
S&P GLOBAL INC COM 78409V104 11,037 87,205 SH   DFND 3 87,205 0 0
S&P GLOBAL INC COM 78409V104 4,683 37,000 SH   DFND 7 37,000 0 0
S&P GLOBAL INC COM 78409V104 25,666 202,800 SH   DFND 11 202,800 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 202,047 8,024,112 SH   DFND 1,5 190,270 0 7,833,842
SABRA HEALTH CARE REIT INC COM 78573L106 35,111 1,394,419 SH   DFND 6 1,394,419 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 9,435 374,693 SH   DFND 7 113,100 0 261,593
SABRE CORP COM 78573M104 199,272 7,071,387 SH   DFND 1,5 272,091 0 6,799,296
SABRE CORP COM 78573M104 7,096 251,800 SH   DFND 1,9 0 0 251,800
SABRE CORP COM 78573M104 12,895 457,578 SH   DFND 3 457,578 0 0
SABRE CORP COM 78573M104 1,030 36,539 SH   DFND 6 36,539 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 6,485 788,877 SH   DFND 1,5 0 0 788,877
SAGA COMMUNICATIONS INC CL A NEW 786598300 20,400 449,938 SH   DFND 1,5 55,338 0 394,600
SAGE THERAPEUTICS INC COM 78667J108 251,607 5,463,780 SH   DFND 1,5 622,408 0 4,841,372
SAGE THERAPEUTICS INC COM 78667J108 493 10,700 SH   DFND 6 10,700 0 0
SAIA INC COM 78709Y105 21,930 731,966 SH   DFND 1,5 0 0 731,966
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 45,960 38,440,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 6,220,712 87,210,320 SH   DFND 1,5 9,470,713 0 77,739,607
SALESFORCE COM INC COM 79466L302 117,279 1,644,180 SH   DFND 1,9 0 0 1,644,180
SALESFORCE COM INC COM 79466L302 14,811 207,645 SH   DFND 2 207,645 0 0
SALESFORCE COM INC COM 79466L302 1,382 19,379 SH   DFND 3 19,379 0 0
SALESFORCE COM INC COM 79466L302 40,057 561,574 SH   DFND 6 538,174 0 23,400
SALESFORCE COM INC COM 79466L302 63,563 891,109 SH   DFND 7 804,549 0 86,560
SALLY BEAUTY HLDGS INC COM 79546E104 234,578 9,134,658 SH   DFND 1,5 759,797 0 8,374,861
SALLY BEAUTY HLDGS INC COM 79546E104 1,780 69,300 SH   DFND 6 69,300 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,050 40,900 SH   DFND 7 2,000 0 38,900
SANDERSON FARMS INC COM 800013104 39,470 409,737 SH   DFND 1,5 33,937 0 375,800
SANDERSON FARMS INC COM 800013104 751 7,800 SH   DFND 6 7,800 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 8,017 1,586,475 SH   DFND 1,5 0 0 1,586,475
SANDY SPRING BANCORP INC COM 800363103 232 7,593 SH   DFND 3 7,593 0 0
SANGAMO BIOSCIENCES INC COM 800677106 7,889 1,703,783 SH   DFND 1,5 0 0 1,703,783
SANOFI SPONSORED ADR 80105N105 211,662 5,542,345 SH   DFND 1,5 563 0 5,541,782
SANOFI SPONSORED ADR 80105N105 21,732 569,038 SH   DFND 3 569,038 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 58,259 4,791,000 SH   DFND 1,5 472,500 0 4,318,500
SAP SE SPON ADR 803054204 31,408 343,600 SH   DFND 1,5 3,100 0 340,500
SAP SE SPON ADR 803054204 384 4,198 SH   DFND 3 4,198 0 0
SAP SE SPON ADR 803054204 631 6,900 SH   DFND 6 6,900 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 353 27,072 SH   DFND 1,5 0 0 27,072
SAREPTA THERAPEUTICS INC COM 803607100 94,227 1,534,397 SH   DFND 1,5 0 0 1,534,397
SBA COMMUNICATIONS CORP COM 78388J106 342,395 3,052,739 SH   DFND 1,5 13,402 0 3,039,337
SBA COMMUNICATIONS CORP COM 78388J106 20,035 178,626 SH   DFND 6 167,026 0 11,600
SBA COMMUNICATIONS CORP COM 78388J106 13,143 117,180 SH   DFND 7 80,780 0 36,400
SCANA CORP NEW COM 80589M102 57,146 789,639 SH   DFND 1,5 0 0 789,639
SCANA CORP NEW COM 80589M102 3,335 46,088 SH   DFND 2 46,088 0 0
SCANA CORP NEW COM 80589M102 8,788 121,436 SH   DFND 3 121,436 0 0
SCANSOURCE INC COM 806037107 113,041 3,097,017 SH   DFND 1,5 882,317 0 2,214,700
SCHEIN HENRY INC COM 806407102 1,184,274 7,266,379 SH   DFND 1,5 381,538 0 6,884,841
SCHEIN HENRY INC COM 806407102 4,299 26,377 SH   DFND 2 26,377 0 0
SCHEIN HENRY INC COM 806407102 4,354 26,716 SH   DFND 3 26,716 0 0
SCHEIN HENRY INC COM 806407102 966 5,925 SH   DFND 6 5,925 0 0
SCHEIN HENRY INC COM 806407102 6,682 41,000 SH   DFND 7 41,000 0 0
SCHLUMBERGER LTD COM 806857108 2,048,429 26,048,185 SH   DFND 1,5 831,487 0 25,216,698
SCHLUMBERGER LTD COM 806857108 35,268 448,471 SH   DFND 2 448,471 0 0
SCHLUMBERGER LTD COM 806857108 58,132 739,214 SH   DFND 3 739,214 0 0
SCHLUMBERGER LTD COM 806857108 35,034 445,499 SH   DFND 6 365,822 0 79,677
SCHLUMBERGER LTD COM 806857108 98,997 1,258,868 SH   DFND 7 989,426 0 269,442
SCHLUMBERGER LTD COM 806857108 10,593 134,700 SH   DFND 11 134,700 0 0
SCHWAB CHARLES CORP NEW COM 808513105 679,147 21,512,419 SH   DFND 1,5 2,281,334 0 19,231,085
SCHWAB CHARLES CORP NEW COM 808513105 12,257 388,245 SH   DFND 2 388,245 0 0
SCHWAB CHARLES CORP NEW COM 808513105 11,749 372,148 SH   DFND 3 372,148 0 0
SCHWAB CHARLES CORP NEW COM 808513105 6,564 207,916 SH   DFND 6 207,916 0 0
SCHWAB CHARLES CORP NEW COM 808513105 10,282 325,687 SH   DFND 7 0 0 325,687
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 220 4,230 SH   DFND 3 4,230 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 213 4,710 SH   DFND 3 4,710 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 3,324 64,888 SH   DFND 3 64,888 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 22,198 575,686 SH   DFND 1,5 0 0 575,686
SCIENCE APPLICATNS INTL CP N COM 808625107 232,056 3,345,189 SH   DFND 1,5 51,198 0 3,293,991
SCORPIO TANKERS INC SHS Y7542C106 32,919 7,109,913 SH   DFND 1,5 0 0 7,109,913
SCOTTS MIRACLE GRO CO CL A 810186106 127,938 1,536,426 SH   DFND 1,5 5,000 0 1,531,426
SCOTTS MIRACLE GRO CO CL A 810186106 13,332 160,105 SH   DFND 6 160,105 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 5,662 68,000 SH   DFND 7 42,800 0 25,200
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 166,494 2,622,358 SH   DFND 1,5 0 0 2,622,358
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,949 30,699 SH   DFND 2 30,699 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,224 66,523 SH   DFND 3 66,523 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,736 74,600 SH   DFND 6 74,600 0 0
SCYNEXIS INC COM 811292101 5,203 1,344,546 SH   DFND 1,5 0 0 1,344,546
SEABOARD CORP COM 811543107 220,986 64,240 SH   DFND 1,5 18,088 0 46,152
SEABRIDGE GOLD INC COM 811916105 12,768 1,157,607 SH   DFND 1,5 0 0 1,157,607
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,314,324 34,094,005 SH   DFND 1,5 3,876,149 0 30,217,856
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,712 96,295 SH   DFND 2 96,295 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,191 30,895 SH   DFND 3 30,895 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 382 9,900 SH   DFND 6 9,900 0 0
SEALED AIR CORP NEW COM 81211K100 93,523 2,041,088 SH   DFND 1,5 31,124 0 2,009,964
SEALED AIR CORP NEW COM 81211K100 2,907 63,433 SH   DFND 2 63,433 0 0
SEALED AIR CORP NEW COM 81211K100 527 11,497 SH   DFND 3 11,497 0 0
SEATTLE GENETICS INC COM 812578102 708,322 13,114,642 SH   DFND 1,5 1,317,707 0 11,796,935
SEATTLE GENETICS INC COM 812578102 918 17,000 SH   DFND 6 17,000 0 0
SEI INVESTMENTS CO COM 784117103 2,500 54,823 SH   DFND 1,5 223 0 54,600
SEI INVESTMENTS CO COM 784117103 6,429 140,953 SH   DFND 3 140,953 0 0
SELECT COMFORT CORP COM 81616X103 65,054 3,011,773 SH   DFND 1,5 221,000 0 2,790,773
SELECT INCOME REIT COM SH BEN INT 81618T100 12,080 449,066 SH   DFND 1,5 0 0 449,066
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,380 112,601 SH   DFND 1,5 38,301 0 74,300
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,094 13,665 SH   DFND 1,5 13,665 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 277 5,797 SH   DFND 1,5 5,797 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 9,503 131,789 SH   DFND 1,5 16,689 0 115,100
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 615 8,706 SH   DFND 1,5 8,706 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 766 13,119 SH   DFND 1,5 13,119 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 215 6,570 SH   DFND 1,5 6,570 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 911 47,223 SH   DFND 1,5 47,223 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 125,557 3,831,474 SH   DFND 3 3,831,474 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 550,874 28,542,687 SH   DFND 3 28,542,687 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 123,700 1,751,873 SH   DFND 3 1,751,873 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,395 17,433 SH   DFND 3 17,433 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 892 18,207 SH   DFND 3 18,207 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,528 21,195 SH   DFND 3 21,195 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,041 19,569 SH   DFND 3 19,569 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,829 38,276 SH   DFND 3 38,276 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 662 11,332 SH   DFND 3 11,332 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,934 41,552 SH   DFND 7 41,552 0 0
SELECTA BIOSCIENCES INC COM 816212104 4,071 285,700 SH   DFND 1,5 0 0 285,700
SELECTIVE INS GROUP INC COM 816300107 953 23,900 SH   DFND 1,5 0 0 23,900
SEMPRA ENERGY COM 816851109 983,973 9,179,709 SH   DFND 1,5 26 0 9,179,683
SEMPRA ENERGY COM 816851109 8,635 80,556 SH   DFND 2 80,556 0 0
SEMPRA ENERGY COM 816851109 8,953 83,524 SH   DFND 3 83,524 0 0
SEMPRA ENERGY COM 816851109 748 6,977 SH   DFND 6 6,977 0 0
SEMPRA ENERGY COM 816851109 5,124 47,807 SH   DFND 7 47,807 0 0
SEMTECH CORP COM 816850101 125,795 4,536,423 SH   DFND 1,5 6,400 0 4,530,023
SEMTECH CORP COM 816850101 55,335 1,995,480 SH   DFND 1,9 0 0 1,995,480
SEMTECH CORP COM 816850101 433 15,600 SH   DFND 6 15,600 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 76,217 3,356,100 SH   DFND 1,5 0 0 3,356,100
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,129 137,790 SH   DFND 7 96,090 0 41,700
SENSEONICS HLDGS INC COM 81727U105 13,684 3,508,771 SH   DFND 1,5 0 0 3,508,771
SENSIENT TECHNOLOGIES CORP COM 81725T100 32,397 427,406 SH   DFND 1,5 0 0 427,406
SERES THERAPEUTICS INC COM 81750R102 74,218 6,038,875 SH   DFND 1,5 609,025 0 5,429,850
SERVICE CORP INTL COM 817565104 420,247 15,834,492 SH   DFND 1,5 106,766 0 15,727,726
SERVICE CORP INTL COM 817565104 67,248 2,533,824 SH   DFND 6 2,488,624 0 45,200
SERVICE CORP INTL COM 817565104 16,248 612,200 SH   DFND 7 570,400 0 41,800
SERVICE CORP INTL COM 817565104 48,690 1,834,600 SH   DFND 11 1,834,600 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 128,773 3,823,421 SH   DFND 1,5 1,444 0 3,821,977
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 59,524 1,767,346 SH   DFND 6 1,719,946 0 47,400
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 16,616 493,353 SH   DFND 7 408,453 0 84,900
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 75,852 2,252,145 SH   DFND 11 2,252,145 0 0
SERVICENOW INC COM 81762P102 126,312 1,595,862 SH   DFND 1,5 291,612 0 1,304,250
SERVICENOW INC COM 81762P102 902 11,400 SH   DFND 1,9 0 0 11,400
SERVICENOW INC COM 81762P102 8,327 105,203 SH   DFND 3 105,203 0 0
SERVICENOW INC COM 81762P102 18,676 235,960 SH   DFND 6 235,960 0 0
SERVICENOW INC COM 81762P102 6,349 80,220 SH   DFND 7 80,220 0 0
SERVICESOURCE INTL INC COM 81763U100 109 22,300 SH   DFND 1,9 0 0 22,300
SERVOTRONICS INC COM 817732100 1,812 163,256 SH   DFND 1,5 16,856 0 146,400
SHAKE SHACK INC CL A 819047101 31,754 915,900 SH   DFND 1,5 68,400 0 847,500
SHAKE SHACK INC CL A 819047101 974 28,100 SH   DFND 6 28,100 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 619 30,231 SH   DFND 6 29,931 0 300
SHAW COMMUNICATIONS INC CL B CONV 82028K200 14,721 719,300 SH   DFND 11 719,300 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 16,742 521,890 SH   DFND 1,5 0 0 521,890
SHENANDOAH TELECOMMUNICATION COM 82312B106 11,791 433,339 SH   DFND 1,5 583 0 432,756
SHERWIN WILLIAMS CO COM 824348106 1,130,031 4,084,547 SH   DFND 1,5 248,795 0 3,835,752
SHERWIN WILLIAMS CO COM 824348106 7,158 25,874 SH   DFND 2 25,874 0 0
SHERWIN WILLIAMS CO COM 824348106 13,446 48,602 SH   DFND 3 48,602 0 0
SHERWIN WILLIAMS CO COM 824348106 3,348 12,100 SH   DFND 7 12,100 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,014 27,830 SH   DFND 1,5 4,430 0 23,400
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 12,488 11,510,000 PRN   DFND 1,5 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 396,247 2,043,986 SH   DFND 1,5 67,867 0 1,976,119
SHIRE PLC SPONSORED ADR 82481R106 2,928 15,105 SH   DFND 3 15,105 0 0
SHIRE PLC SPONSORED ADR 82481R106 7,425 38,301 SH   DFND 6 32,001 0 6,300
SHIRE PLC SPONSORED ADR 82481R106 39,471 203,606 SH   DFND 7 203,606 0 0
SHOPIFY INC CL A 82509L107 381,558 8,889,977 SH   DFND 1,5 1,439,479 0 7,450,498
SHOPIFY INC CL A 82509L107 7,365 171,609 SH   DFND 1,9 318 0 171,291
SHOPIFY INC CL A 82509L107 974 22,700 SH   DFND 6 11,600 0 11,100
SHOPIFY INC CL A 82509L107 1,228 28,600 SH   DFND 7 24,700 0 3,900
SHOPIFY INC CL A 82509L107 95,057 2,214,739 SH   DFND 11 1,766,239 0 448,500
SIBANYE GOLD LTD SPONSORED ADR 825724206 19,562 1,384,406 SH   DFND 1,5 0 0 1,384,406
SIGMATRON INTL INC COM 82661L101 1,672 307,412 SH   DFND 1,5 50,612 0 256,800
SIGNATURE BK NEW YORK N Y COM 82669G104 60,751 512,885 SH   DFND 1,5 29,700 0 483,185
SIGNET JEWELERS LIMITED SHS G81276100 33,999 456,177 SH   DFND 1,5 3,870 0 452,307
SIGNET JEWELERS LIMITED SHS G81276100 1,817 24,377 SH   DFND 2 24,377 0 0
SIGNET JEWELERS LIMITED SHS G81276100 728 9,769 SH   DFND 3 9,769 0 0
SIGNET JEWELERS LIMITED SHS G81276100 10,722 143,861 SH   DFND 6 138,570 0 5,291
SIGNET JEWELERS LIMITED SHS G81276100 14,988 201,095 SH   DFND 7 201,095 0 0
SILGAN HOLDINGS INC COM 827048109 319,053 6,306,646 SH   DFND 1,5 154,766 0 6,151,880
SILICON LABORATORIES INC COM 826919102 352,545 5,995,668 SH   DFND 1,5 1,184,000 0 4,811,668
SILICON LABORATORIES INC COM 826919102 14,335 243,800 SH   DFND 1,9 0 0 243,800
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 619 11,957 SH   DFND 1,5 0 0 11,957
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 21,907 422,988 SH   DFND 1,9 0 0 422,988
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 2,682 362,382 SH   DFND 1,9 0 0 362,382
SILVER RUN ACQUISITION CORP CL A 82811P101 29,647 1,882,318 SH   DFND 1,5 140,605 0 1,741,713
SILVER RUN ACQUISITION CORP CL A 82811P101 28,142 1,786,800 SH   DFND 6 1,786,800 0 0
SILVER RUN ACQUISITION CORP CL A 82811P101 5,697 361,700 SH   DFND 7 361,700 0 0
SILVER WHEATON CORP COM 828336107 55,344 2,048,790 SH   DFND 1,5 0 0 2,048,790
SILVER WHEATON CORP COM 828336107 12,604 466,580 SH   DFND 6 261,980 0 204,600
SILVER WHEATON CORP COM 828336107 22,460 831,440 SH   DFND 7 731,940 0 99,500
SILVER WHEATON CORP COM 828336107 336,312 12,449,900 SH   DFND 11 10,842,900 0 1,607,000
SIMON PPTY GROUP INC NEW COM 828806109 1,772,117 8,560,539 SH   DFND 1,5 3,887,836 0 4,672,703
SIMON PPTY GROUP INC NEW COM 828806109 20,977 101,332 SH   DFND 2 101,332 0 0
SIMON PPTY GROUP INC NEW COM 828806109 19,501 94,201 SH   DFND 3 94,201 0 0
SIMON PPTY GROUP INC NEW COM 828806109 112,334 542,651 SH   DFND 6 542,651 0 0
SIMON PPTY GROUP INC NEW COM 828806109 37,614 181,699 SH   DFND 7 6,730 0 174,969
SIMON PPTY GROUP INC NEW COM 828806109 48,413 233,870 SH   DFND 11 233,870 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 25,686 584,434 SH   DFND 1,5 134 0 584,300
SINA CORP ORD G81477104 6,878 93,159 SH   DFND 1,5 1,300 0 91,859
SINA CORP ORD G81477104 29,709 402,398 SH   DFND 1,9 0 0 402,398
SINA CORP ORD G81477104 3,878 52,530 SH   DFND 6 42,830 0 9,700
SINA CORP ORD G81477104 4,463 60,450 SH   DFND 7 60,450 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 192,165 6,653,907 SH   DFND 1,5 0 0 6,653,907
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,704 59,000 SH   DFND 6 59,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 248 8,600 SH   DFND 7 8,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 141,999 34,052,515 SH   DFND 1,5 1,819,853 0 32,232,662
SIRIUS XM HLDGS INC COM 82968B103 159 38,022 SH   DFND 3 38,022 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 39,395 1,743,124 SH   DFND 1,5 61,436 0 1,681,688
SKECHERS U S A INC CL A 830566105 446,830 19,512,235 SH   DFND 1,5 3,718,783 0 15,793,452
SKECHERS U S A INC CL A 830566105 8,750 382,099 SH   DFND 6 382,099 0 0
SKECHERS U S A INC CL A 830566105 2,377 103,814 SH   DFND 7 103,814 0 0
SKYWEST INC COM 830879102 19,570 741,000 SH   DFND 1,5 0 0 741,000
SKYWORKS SOLUTIONS INC COM 83088M102 381,004 5,003,998 SH   DFND 1,5 57,890 0 4,946,108
SKYWORKS SOLUTIONS INC COM 83088M102 860 11,300 SH   DFND 1,9 0 0 11,300
SKYWORKS SOLUTIONS INC COM 83088M102 4,604 60,464 SH   DFND 2 60,464 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,480 19,444 SH   DFND 3 19,444 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,041 26,800 SH   DFND 7 26,800 0 0
SL GREEN RLTY CORP COM 78440X101 283,393 2,621,583 SH   DFND 1,5 1,625,513 0 996,070
SL GREEN RLTY CORP COM 78440X101 3,497 32,351 SH   DFND 2 32,351 0 0
SL GREEN RLTY CORP COM 78440X101 5,159 47,724 SH   DFND 3 47,724 0 0
SL GREEN RLTY CORP COM 78440X101 5,962 55,152 SH   DFND 6 55,152 0 0
SL GREEN RLTY CORP COM 78440X101 1,942 17,967 SH   DFND 7 0 0 17,967
SLM CORP COM 78442P106 255,440 34,195,425 SH   DFND 1,5 0 0 34,195,425
SLM CORP COM 78442P106 95 12,691 SH   DFND 3 12,691 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 10,449 8,700,000 PRN   DFND 1,5 0 0 0
SM ENERGY CO COM 78454L100 437,960 11,352,008 SH   DFND 1,5 90,600 0 11,261,408
SM ENERGY CO COM 78454L100 4,620 119,759 SH   DFND 6 119,759 0 0
SMITH & WESSON HLDG CORP COM 831756101 3,021 113,625 SH   DFND 7 113,625 0 0
SMITH A O COM 831865209 347,013 3,512,635 SH   DFND 1,5 90,502 0 3,422,133
SMUCKER J M CO COM NEW 832696405 118,274 872,614 SH   DFND 1,5 276 0 872,338
SMUCKER J M CO COM NEW 832696405 5,088 37,542 SH   DFND 2 37,542 0 0
SMUCKER J M CO COM NEW 832696405 3,694 27,254 SH   DFND 3 27,254 0 0
SMUCKER J M CO COM NEW 832696405 1,025 7,566 SH   DFND 6 7,566 0 0
SMUCKER J M CO COM NEW 832696405 6,574 48,503 SH   DFND 7 48,503 0 0
SNAP ON INC COM 833034101 44,701 294,164 SH   DFND 1,5 6 0 294,158
SNAP ON INC COM 833034101 2,847 18,732 SH   DFND 2 18,732 0 0
SNAP ON INC COM 833034101 3,724 24,504 SH   DFND 3 24,504 0 0
SNAP ON INC COM 833034101 85,154 560,370 SH   DFND 11 560,370 0 0
SNYDERS-LANCE INC COM 833551104 48,931 1,457,155 SH   DFND 6 1,347,083 0 110,072
SNYDERS-LANCE INC COM 833551104 25,263 752,333 SH   DFND 7 648,961 0 103,372
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 61,601 2,290,000 SH   DFND 1,5 67,400 0 2,222,600
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,598 96,570 SH   DFND 6 81,070 0 15,500
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 204 7,600 SH   DFND 7 7,600 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 12,506 464,908 SH   DFND 11 464,908 0 0
SOLARCITY CORP COM 83416T100 196,568 10,049,468 SH   DFND 1,5 199,700 0 9,849,768
SOLARCITY CORP COM 83416T100 350 17,900 SH   DFND 6 17,900 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 57,148 3,316,799 SH   DFND 1,5 0 0 3,316,799
SOLAREDGE TECHNOLOGIES INC COM 83417M104 4,945 287,000 SH   DFND 1,9 0 0 287,000
SONIC AUTOMOTIVE INC CL A 83545G102 23,030 1,225,000 SH   DFND 1,5 127,600 0 1,097,400
SONIC CORP COM 835451105 24,419 932,728 SH   DFND 1,5 937 0 931,791
SONOCO PRODS CO COM 835495102 20,255 383,400 SH   DFND 1,5 39,967 0 343,433
SONOCO PRODS CO COM 835495102 3,125 59,145 SH   DFND 3 59,145 0 0
SONUS NETWORKS INC COM NEW 835916503 974 125,175 SH   DFND 1,5 558 0 124,617
SONUS NETWORKS INC COM NEW 835916503 96 12,400 SH   DFND 1,9 0 0 12,400
SONY CORP ADR NEW 835699307 91,264 2,748,102 SH   DFND 1,5 193,625 0 2,554,477
SONY CORP ADR NEW 835699307 47,483 1,429,770 SH   DFND 1,9 2,770 0 1,427,000
SONY CORP ADR NEW 835699307 1,617 48,700 SH   DFND 6 48,700 0 0
SOUTH JERSEY INDS INC COM 838518108 45,995 1,556,501 SH   DFND 1,5 29,625 0 1,526,876
SOUTH JERSEY INDS INC COM 838518108 40,702 1,377,381 SH   DFND 6 1,265,228 0 112,153
SOUTH JERSEY INDS INC COM 838518108 20,186 683,108 SH   DFND 7 621,308 0 61,800
SOUTHERN CO COM 842587107 109,029 2,125,319 SH   DFND 1,5 390,395 0 1,734,924
SOUTHERN CO COM 842587107 16,191 315,614 SH   DFND 2 315,614 0 0
SOUTHERN CO COM 842587107 43,390 845,812 SH   DFND 3 845,812 0 0
SOUTHERN CO COM 842587107 5,143 100,255 SH   DFND 6 100,255 0 0
SOUTHWEST AIRLS CO COM 844741108 1,408,755 36,224,091 SH   DFND 1,5 2,892,467 0 33,331,624
SOUTHWEST AIRLS CO COM 844741108 7,779 200,014 SH   DFND 2 200,014 0 0
SOUTHWEST AIRLS CO COM 844741108 5,018 129,025 SH   DFND 3 129,025 0 0
SOUTHWEST AIRLS CO COM 844741108 8,202 210,912 SH   DFND 6 210,912 0 0
SOUTHWEST GAS CORP COM 844895102 64,762 927,020 SH   DFND 1,5 320 0 926,700
SOUTHWEST GAS CORP COM 844895102 2,325 33,286 SH   DFND 6 33,286 0 0
SOUTHWEST GAS CORP COM 844895102 2,725 39,000 SH   DFND 7 9,400 0 29,600
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 74,985 2,375,198 SH   DFND 1,5 832,265 0 1,542,933
SOUTHWESTERN ENERGY CO COM 845467109 80,976 5,850,887 SH   DFND 1,5 280,824 0 5,570,063
SOUTHWESTERN ENERGY CO COM 845467109 2,202 159,129 SH   DFND 2 159,129 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,171 84,627 SH   DFND 3 84,627 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 4,325 137,000 SH   DFND 6 95,900 0 41,100
SPAN AMER MED SYS INC COM 846396109 6,396 342,051 SH   DFND 1,5 75,651 0 266,400
SPARK THERAPEUTICS INC COM 84652J103 274,755 4,574,673 SH   DFND 1,5 144,335 0 4,430,338
SPARK THERAPEUTICS INC COM 84652J103 1,111 18,500 SH   DFND 6 18,500 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3,046 16,808 SH   DFND 3 16,808 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 349 2,777 SH   DFND 3 2,777 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 213,864 1,702,200 SH   DFND 11 1,702,200 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 81,697 1,958,686 SH   DFND 3 1,958,686 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 3,571 91,289 SH   DFND 3 91,289 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 92,036 1,151,746 SH   DFND 3 1,151,746 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 19,756 505,021 SH   DFND 7 505,021 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,021 37,082 SH   DFND 1,5 37,082 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,296,267 5,992,912 SH   DFND 3 5,992,912 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,591 35,095 SH   DFND 6 0 0 35,095
SPDR S&P 500 ETF TR TR UNIT 78462F103 573 2,651 SH   DFND 7 2,651 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,725 9,738 SH   DFND 3 9,738 0 0
SPDR SER TR NUVN BR SHT MUNI 78468R739 379 7,768 SH   DFND 3 7,768 0 0
SPDR SER TR NUVN BRCLY MUNI 78468R721 18,814 375,676 SH   DFND 3 375,676 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 4,745 112,245 SH   DFND 1,5 127 0 112,118
SPDR SERIES TRUST OILGAS EQUIP 78464A748 5,619 295,100 SH   DFND 1,5 37,900 0 257,200
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 2,607 90,400 SH   DFND 1,5 8,600 0 81,800
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 2,809 76,503 SH   DFND 1,5 5,078 0 71,425
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 76,049 1,640,400 SH   DFND 3 1,640,400 0 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 4,600 77,526 SH   DFND 3 77,526 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 368 3,775 SH   DFND 3 3,775 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 3,377 40,025 SH   DFND 3 40,025 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,395 37,996 SH   DFND 6 0 0 37,996
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 5,942 161,806 SH   DFND 7 161,806 0 0
SPECTRA ENERGY CORP COM 847560109 4,164 97,402 SH   DFND 1,5 202 0 97,200
SPECTRA ENERGY CORP COM 847560109 9,665 226,091 SH   DFND 2 226,091 0 0
SPECTRA ENERGY CORP COM 847560109 7,905 184,915 SH   DFND 3 184,915 0 0
SPECTRANETICS CORP COM 84760C107 125,478 5,001,127 SH   DFND 1,5 0 0 5,001,127
SPECTRUM BRANDS HLDGS INC COM 84763R101 371,571 2,698,603 SH   DFND 1,5 95,210 0 2,603,393
SPECTRUM BRANDS HLDGS INC COM 84763R101 2,377 17,264 SH   DFND 6 17,264 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 11,274 12,650,000 PRN   DFND 1,5 0 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 19,737 4,226,322 SH   DFND 1,5 0 0 4,226,322
SPIRE INC COM 84857L101 59,214 929,000 SH   DFND 1,5 15,000 0 914,000
SPIRE INC COM 84857L101 17,132 268,772 SH   DFND 6 268,772 0 0
SPIRE INC COM 84857L101 5,558 87,200 SH   DFND 7 87,200 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 29,482 661,918 SH   DFND 1,5 318 0 661,600
SPIRIT AIRLS INC COM 848577102 287,712 6,764,913 SH   DFND 1,5 878,058 0 5,886,855
SPIRIT RLTY CAP INC NEW COM 84860W102 249,893 18,746,685 SH   DFND 1,5 18,744,600 0 2,085
SPLUNK INC COM 848637104 209 3,557 SH   DFND 1,5 0 0 3,557
SPLUNK INC COM 848637104 16,030 273,179 SH   DFND 1,9 179 0 273,000
SPLUNK INC COM 848637104 7,809 133,080 SH   DFND 3 133,080 0 0
SPRINT CORP COM SER 1 85207U105 39,954 6,026,245 SH   DFND 1,5 70 0 6,026,175
SPROUTS FMRS MKT INC COM 85208M102 83,946 4,065,197 SH   DFND 1,5 87,685 0 3,977,512
SPS COMM INC COM 78463M107 25,565 348,253 SH   DFND 1,5 0 0 348,253
SPX FLOW INC COM 78469X107 9,681 313,100 SH   DFND 1,5 0 0 313,100
SQUARE INC CL A 852234103 10,993 942,800 SH   DFND 1,5 108,000 0 834,800
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 276,068 8,586,884 SH   DFND 1,5 107,526 0 8,479,358
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 11,060 344,000 SH   DFND 1,9 0 0 344,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 3,378 105,072 SH   DFND 6 105,072 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 3,106 96,600 SH   DFND 7 96,600 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 12,413 386,100 SH   DFND 11 386,100 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 444 9,400 SH   DFND 1,5 9,400 0 0
ST JUDE MED INC COM 790849103 363,116 4,552,603 SH   DFND 1,5 506,111 0 4,046,492
ST JUDE MED INC COM 790849103 7,329 91,884 SH   DFND 2 91,884 0 0
ST JUDE MED INC COM 790849103 18,480 231,700 SH   DFND 3 231,700 0 0
ST JUDE MED INC COM 790849103 1,507 18,900 SH   DFND 6 18,900 0 0
STAG INDL INC COM 85254J102 1,000 40,800 SH   DFND 6 40,800 0 0
STAG INDL INC COM 85254J102 1,105 45,100 SH   DFND 7 0 0 45,100
STAGE STORES INC COM NEW 85254C305 22,348 3,983,538 SH   DFND 1,5 367,002 0 3,616,536
STAGE STORES INC COM NEW 85254C305 440 78,400 SH   DFND 6 78,400 0 0
STAMPS COM INC COM NEW 852857200 213,250 2,256,376 SH   DFND 1,5 32,269 0 2,224,107
STAMPS COM INC COM NEW 852857200 25,809 273,086 SH   DFND 6 273,086 0 0
STAMPS COM INC COM NEW 852857200 5,743 60,766 SH   DFND 7 60,766 0 0
STANDARD MTR PRODS INC COM 853666105 82,868 1,735,099 SH   DFND 1,5 14,163 0 1,720,936
STANDEX INTL CORP COM 854231107 99,861 1,075,276 SH   DFND 1,5 876 0 1,074,400
STANLEY BLACK & DECKER INC COM 854502101 40,205 326,924 SH   DFND 1,5 24 0 326,900
STANLEY BLACK & DECKER INC COM 854502101 5,966 48,510 SH   DFND 2 48,510 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,571 37,169 SH   DFND 3 37,169 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,717 30,221 SH   DFND 7 30,221 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 793 443,000 SH   DFND 1,5 46,100 0 396,900
STANTEC INC COM 85472N109 93,719 3,988,161 SH   DFND 1,5 363,091 0 3,625,070
STANTEC INC COM 85472N109 16,164 687,833 SH   DFND 6 433,433 0 254,400
STANTEC INC COM 85472N109 10,237 435,645 SH   DFND 7 351,445 0 84,200
STANTEC INC COM 85472N109 27,398 1,165,900 SH   DFND 11 1,165,900 0 0
STAPLES INC COM 855030102 254,847 29,806,653 SH   DFND 1,5 2,524,453 0 27,282,200
STAPLES INC COM 855030102 1,793 209,749 SH   DFND 2 209,749 0 0
STAPLES INC COM 855030102 149 17,382 SH   DFND 3 17,382 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 16,430 1,702,546 SH   DFND 1,5 1,746 0 1,700,800
STARBUCKS CORP COM 855244109 4,383,038 80,957,473 SH   DFND 1,5 5,451,071 0 75,506,402
STARBUCKS CORP COM 855244109 25,606 472,950 SH   DFND 2 472,950 0 0
STARBUCKS CORP COM 855244109 29,077 537,065 SH   DFND 3 537,065 0 0
STARBUCKS CORP COM 855244109 12,246 226,189 SH   DFND 6 226,189 0 0
STARBUCKS CORP COM 855244109 346 6,400 SH   DFND 7 6,400 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 10,288 10,000,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 293,688 9,416,097 SH   DFND 1,5 211,948 0 9,204,149
STARZ COM SER A 85571Q102 29,337 940,586 SH   DFND 6 864,982 0 75,604
STARZ COM SER A 85571Q102 8,697 278,830 SH   DFND 7 223,630 0 55,200
STATE STR CORP COM 857477103 952,193 13,675,040 SH   DFND 1,5 431,239 0 13,243,801
STATE STR CORP COM 857477103 8,232 118,226 SH   DFND 2 118,226 0 0
STATE STR CORP COM 857477103 45,444 652,646 SH   DFND 3 652,646 0 0
STATE STR CORP COM 857477103 20,744 297,920 SH   DFND 6 297,920 0 0
STATE STR CORP COM 857477103 34,058 489,122 SH   DFND 7 118,367 0 370,755
STATOIL ASA SPONSORED ADR 85771P102 14,130 841,100 SH   DFND 1,5 0 0 841,100
STEALTHGAS INC SHS Y81669106 13,787 3,984,634 SH   DFND 1,5 0 0 3,984,634
STEEL DYNAMICS INC COM 858119100 46,191 1,848,376 SH   DFND 1,5 1,375 0 1,847,001
STEMLINE THERAPEUTICS INC COM 85858C107 20,159 1,861,392 SH   DFND 1,5 0 0 1,861,392
STERICYCLE INC DEP PFD A 1/10 858912207 39,691 598,922 SH   DFND 1,5 63,185 0 535,737
STERICYCLE INC COM 858912108 113,639 1,418,000 SH   DFND 1,5 58,500 0 1,359,500
STERICYCLE INC COM 858912108 2,198 27,424 SH   DFND 2 27,424 0 0
STERICYCLE INC COM 858912108 257 3,211 SH   DFND 3 3,211 0 0
STERICYCLE INC COM 858912108 1,175 14,657 SH   DFND 6 14,657 0 0
STERIS PLC SHS USD G84720104 122,847 1,680,540 SH   DFND 1,5 739 0 1,679,801
STERIS PLC SHS USD G84720104 10,778 147,440 SH   DFND 6 147,440 0 0
STERIS PLC SHS USD G84720104 1,076 14,715 SH   DFND 7 14,715 0 0
STERIS PLC SHS USD G84720104 39,547 541,000 SH   DFND 11 541,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 18,488 2,388,671 SH   DFND 1,5 298,487 0 2,090,184
STEWART INFORMATION SVCS COR COM 860372101 1,358 30,549 SH   DFND 1,5 6,249 0 24,300
STIFEL FINL CORP COM 860630102 41,534 1,080,200 SH   DFND 1,5 0 0 1,080,200
STOCK YDS BANCORP INC COM 861025104 18,342 556,488 SH   DFND 1,5 36,142 0 520,346
STONE ENERGY CORP COM NEW 861642304 594 50,000 SH   DFND 1,5 0 0 50,000
STONERIDGE INC COM 86183P102 1,011 54,940 SH   DFND 1,5 0 0 54,940
STORE CAP CORP COM 862121100 590,540 20,038,691 SH   DFND 1,5 38,688 0 20,000,003
STORE CAP CORP COM 862121100 25,013 848,748 SH   DFND 6 848,748 0 0
STORE CAP CORP COM 862121100 7,927 269,000 SH   DFND 7 171,700 0 97,300
STRATTEC SEC CORP COM 863111100 7,974 225,900 SH   DFND 1,5 68,300 0 157,600
STRAYER ED INC COM 863236105 1,285 27,535 SH   DFND 1,5 17,535 0 10,000
STRYKER CORP COM 863667101 418,926 3,598,709 SH   DFND 1,5 244,811 0 3,353,898
STRYKER CORP COM 863667101 11,662 100,184 SH   DFND 2 100,184 0 0
STRYKER CORP COM 863667101 15,415 132,423 SH   DFND 3 132,423 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 2,202 178,900 SH   DFND 1,5 1,300 0 177,600
SUN CMNTYS INC COM 866674104 406,688 5,182,061 SH   DFND 1,5 3,619,865 0 1,562,196
SUN CMNTYS INC COM 866674104 29,810 379,836 SH   DFND 6 379,836 0 0
SUN CMNTYS INC COM 866674104 9,779 124,610 SH   DFND 7 124,610 0 0
SUN LIFE FINL INC COM 866796105 45,714 1,404,880 SH   DFND 1,5 0 0 1,404,880
SUN LIFE FINL INC COM 866796105 24,983 767,785 SH   DFND 6 452,085 0 315,700
SUN LIFE FINL INC COM 866796105 28,014 860,936 SH   DFND 7 709,436 0 151,500
SUN LIFE FINL INC COM 866796105 365,371 11,228,601 SH   DFND 11 9,119,244 0 2,109,357
SUNCOR ENERGY INC NEW COM 867224107 1,572,850 56,658,451 SH   DFND 1,5 1,790,874 0 54,867,577
SUNCOR ENERGY INC NEW COM 867224107 20,290 730,900 SH   DFND 1,10 15,300 0 715,600
SUNCOR ENERGY INC NEW COM 867224107 37,101 1,336,503 SH   DFND 3 1,336,503 0 0
SUNCOR ENERGY INC NEW COM 867224107 44,972 1,620,015 SH   DFND 6 1,116,577 0 503,438
SUNCOR ENERGY INC NEW COM 867224107 50,715 1,826,895 SH   DFND 7 664,664 0 1,162,231
SUNCOR ENERGY INC NEW COM 867224107 721,700 25,997,663 SH   DFND 11 21,464,509 0 4,533,154
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 334 29,300 SH   DFND 1,9 0 0 29,300
SUNOPTA INC COM 8676EP108 1,823 258,175 SH   DFND 1,5 53,587 0 204,588
SUNOPTA INC COM 8676EP108 8,149 1,154,234 SH   DFND 6 1,154,234 0 0
SUNOPTA INC COM 8676EP108 2,497 353,650 SH   DFND 7 353,650 0 0
SUNRUN INC COM 86771W105 97,107 15,413,808 SH   DFND 1,5 0 0 15,413,808
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,571 357,400 SH   DFND 1,5 13,600 0 343,800
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,325 103,600 SH   DFND 6 103,600 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 434 33,900 SH   DFND 7 0 0 33,900
SUNTRUST BKS INC COM 867914103 1,184,908 27,052,689 SH   DFND 1,5 782,971 0 26,269,718
SUNTRUST BKS INC COM 867914103 7,082 161,695 SH   DFND 2 161,695 0 0
SUNTRUST BKS INC COM 867914103 50,440 1,151,602 SH   DFND 3 1,151,602 0 0
SUNTRUST BKS INC COM 867914103 19,293 440,482 SH   DFND 6 403,682 0 36,800
SUNTRUST BKS INC COM 867914103 10,306 235,300 SH   DFND 7 121,600 0 113,700
SUPER MICRO COMPUTER INC COM 86800U104 106,648 4,563,464 SH   DFND 1,5 195,827 0 4,367,637
SUPERIOR DRILLING PRODS INC COM 868153107 2,736 2,895,666 SH   DFND 1,5 0 0 2,895,666
SUPERIOR ENERGY SVCS INC COM 868157108 129,154 7,215,298 SH   DFND 1,5 324 0 7,214,974
SUPERNUS PHARMACEUTICALS INC COM 868459108 13,930 563,300 SH   DFND 1,5 700 0 562,600
SUPERVALU INC COM 868536103 2,119 424,602 SH   DFND 1,5 147,902 0 276,700
SURGICAL CARE AFFILIATES INC COM 86881L106 193,455 3,967,499 SH   DFND 1,5 829 0 3,966,670
SVB FINL GROUP COM 78486Q101 28,873 261,200 SH   DFND 1,5 100 0 261,100
SWIFT TRANSN CO CL A 87074U101 217,031 10,108,589 SH   DFND 1,5 6,900 0 10,101,689
SWIFT TRANSN CO CL A 87074U101 1,258 58,600 SH   DFND 6 58,600 0 0
SYKES ENTERPRISES INC COM 871237103 1,048 37,260 SH   DFND 1,5 60 0 37,200
SYMANTEC CORP COM 871503108 143,671 5,723,940 SH   DFND 1,5 447,600 0 5,276,340
SYMANTEC CORP COM 871503108 4,983 198,515 SH   DFND 2 198,515 0 0
SYMANTEC CORP COM 871503108 1,145 45,621 SH   DFND 3 45,621 0 0
SYMANTEC CORP COM 871503108 26,295 1,047,600 SH   DFND 11 1,047,600 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 39,393 956,600 SH   DFND 1,5 0 0 956,600
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 64,720 1,571,639 SH   DFND 6 1,502,151 0 69,488
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 20,156 489,466 SH   DFND 7 441,966 0 47,500
SYNCHRONY FINL COM 87165B103 525,057 18,752,045 SH   DFND 1,5 724,129 0 18,027,916
SYNCHRONY FINL COM 87165B103 7,153 255,478 SH   DFND 2 255,478 0 0
SYNCHRONY FINL COM 87165B103 1,560 55,706 SH   DFND 3 55,706 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 31,752 2,094,464 SH   DFND 1,5 0 0 2,094,464
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 6,610 1,199,700 SH   DFND 6 1,199,700 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2,179 395,500 SH   DFND 7 395,500 0 0
SYNNEX CORP COM 87162W100 664,606 5,824,256 SH   DFND 1,5 376,562 0 5,447,694
SYNOPSYS INC COM 871607107 160,970 2,712,216 SH   DFND 1,5 52,315 0 2,659,901
SYNOPSYS INC COM 871607107 21,176 356,800 SH   DFND 6 356,800 0 0
SYNOPSYS INC COM 871607107 2,677 45,100 SH   DFND 7 45,100 0 0
SYNOVUS FINL CORP COM NEW 87161C501 71,891 2,210,006 SH   DFND 1,5 0 0 2,210,006
SYNOVUS FINL CORP COM NEW 87161C501 9,848 302,737 SH   DFND 6 302,737 0 0
SYNOVUS FINL CORP COM NEW 87161C501 4,271 131,299 SH   DFND 7 91,171 0 40,128
SYNTEL INC COM 87162H103 85,134 2,031,358 SH   DFND 1,5 200,032 0 1,831,326
SYNTEL INC COM 87162H103 4,867 116,130 SH   DFND 6 116,130 0 0
SYNTEL INC COM 87162H103 680 16,233 SH   DFND 7 16,233 0 0
SYNTEL INC COM 87162H103 51,115 1,219,648 SH   DFND 11 1,219,648 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 48,631 3,506,155 SH   DFND 1,5 537,200 0 2,968,955
SYSCO CORP COM 871829107 206,066 4,204,574 SH   DFND 1,5 328,774 0 3,875,800
SYSCO CORP COM 871829107 8,072 164,697 SH   DFND 2 164,697 0 0
SYSCO CORP COM 871829107 10,545 215,168 SH   DFND 3 215,168 0 0
SYSCO CORP COM 871829107 917 18,704 SH   DFND 6 18,704 0 0
SYSCO CORP COM 871829107 6,424 131,073 SH   DFND 7 131,073 0 0
T MOBILE US INC CONV PFD SER A 872590203 74,938 959,885 SH   DFND 1,5 269,000 0 690,885
T MOBILE US INC COM 872590104 1,002,294 21,453,211 SH   DFND 1,5 1,506,788 0 19,946,423
T MOBILE US INC COM 872590104 17,245 369,104 SH   DFND 6 322,404 0 46,700
T MOBILE US INC CONV PFD SER A 872590203 1,366 17,500 SH   DFND 6 0 0 17,500
T MOBILE US INC COM 872590104 40,818 873,683 SH   DFND 7 729,283 0 144,400
TABLEAU SOFTWARE INC CL A 87336U105 88,522 1,601,635 SH   DFND 1,5 9,405 0 1,592,230
TABLEAU SOFTWARE INC CL A 87336U105 890 16,100 SH   DFND 1,9 200 0 15,900
TABLEAU SOFTWARE INC CL A 87336U105 1,017 18,400 SH   DFND 6 18,400 0 0
TAHOE RES INC COM 873868103 65,018 5,071,398 SH   DFND 1,5 3,100 0 5,068,298
TAHOE RES INC COM 873868103 16,590 1,294,011 SH   DFND 6 497,111 0 796,900
TAHOE RES INC COM 873868103 10,776 840,500 SH   DFND 7 637,000 0 203,500
TAHOE RES INC COM 873868103 251,250 19,597,367 SH   DFND 11 19,597,367 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 834,404 27,277,013 SH   DFND 1,5 2,852,601 0 24,424,412
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 15,050 491,975 SH   DFND 1,9 17,652 0 474,323
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 665 21,739 SH   DFND 3 21,739 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12,236 400,000 SH   DFND 11 400,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 2,358 1,000,000 PRN   DFND 1,5 0 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 318 7,065 SH   DFND 1,5 0 0 7,065
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 24,077 534,100 SH   DFND 1,9 0 0 534,100
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 22,369 496,200 SH   DFND 6 496,200 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 8,196 181,800 SH   DFND 7 154,300 0 27,500
TAL ED GROUP ADS REPSTG COM 874080104 28,144 397,291 SH   DFND 1,5 55,880 0 341,411
TAL ED GROUP ADS REPSTG COM 874080104 9,386 132,500 SH   DFND 1,9 0 0 132,500
TAL ED GROUP ADS REPSTG COM 874080104 2,501 35,300 SH   DFND 6 28,300 0 7,000
TAL ED GROUP ADS REPSTG COM 874080104 3,028 42,750 SH   DFND 7 42,750 0 0
TALEN ENERGY CORP COM 87422J105 39,476 2,850,257 SH   DFND 1,5 2,850,257 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 29,742 763,400 SH   DFND 1,5 0 0 763,400
TARGA RES CORP COM 87612G101 111,656 2,273,591 SH   DFND 1,5 4,100 0 2,269,491
TARGA RES CORP COM 87612G101 550 11,200 SH   DFND 6 11,200 0 0
TARGET CORP COM 87612E106 1,062,680 15,472,912 SH   DFND 1,5 569,848 0 14,903,064
TARGET CORP COM 87612E106 12,732 185,382 SH   DFND 2 185,382 0 0
TARGET CORP COM 87612E106 64,522 939,453 SH   DFND 3 939,453 0 0
TARGET CORP COM 87612E106 20,074 292,286 SH   DFND 6 292,286 0 0
TARGET CORP COM 87612E106 33,253 484,167 SH   DFND 7 153,490 0 330,677
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 9,393 85,000 SH   DFND 1,5 25,000 0 60,000
TASER INTL INC COM 87651B104 60,641 2,119,575 SH   DFND 1,5 12,312 0 2,107,263
TASER INTL INC COM 87651B104 338 11,800 SH   DFND 6 11,800 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,621 40,540 SH   DFND 1,5 0 0 40,540
TAUBMAN CTRS INC COM 876664103 81,929 1,101,042 SH   DFND 1,5 28,300 0 1,072,742
TAUBMAN CTRS INC COM 876664103 16,376 220,076 SH   DFND 6 220,076 0 0
TAUBMAN CTRS INC COM 876664103 5,482 73,670 SH   DFND 7 4,270 0 69,400
TAYLOR MORRISON HOME CORP CL A 87724P106 74,998 4,261,225 SH   DFND 1,5 18,400 0 4,242,825
TAYLOR MORRISON HOME CORP CL A 87724P106 1,519 86,300 SH   DFND 6 86,300 0 0
TCF FINL CORP COM 872275102 214,144 14,758,400 SH   DFND 1,5 0 0 14,758,400
TD AMERITRADE HLDG CORP COM 87236Y108 6,928 196,600 SH   DFND 1,5 0 0 196,600
TD AMERITRADE HLDG CORP COM 87236Y108 1,304 37,000 SH   DFND 11 37,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 256,184 3,979,247 SH   DFND 1,5 138,434 0 3,840,813
TE CONNECTIVITY LTD REG SHS H84989104 7,382 114,658 SH   DFND 2 114,658 0 0
TE CONNECTIVITY LTD REG SHS H84989104 38,452 597,260 SH   DFND 3 597,260 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,365 21,208 SH   DFND 6 21,208 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 249,715 7,669,382 SH   DFND 1,5 1,437 0 7,667,945
TEAM HEALTH HOLDINGS INC COM 87817A107 57,124 1,754,430 SH   DFND 6 1,754,430 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 7,803 239,660 SH   DFND 7 239,660 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 34,293 1,053,220 SH   DFND 11 1,053,220 0 0
TEAM INC COM 878155100 40,205 1,229,125 SH   DFND 1,5 54,922 0 1,174,203
TEAM INC COM 878155100 33,749 1,031,768 SH   DFND 6 980,768 0 51,000
TEAM INC COM 878155100 9,188 280,893 SH   DFND 7 243,393 0 37,500
TECH DATA CORP COM 878237106 376,425 4,443,693 SH   DFND 1,5 143 0 4,443,550
TECH DATA CORP COM 878237106 40,127 473,700 SH   DFND 6 473,700 0 0
TECH DATA CORP COM 878237106 8,687 102,550 SH   DFND 7 102,550 0 0
TECK RESOURCES LTD CL B 878742204 7,746 429,720 SH   DFND 1,5 0 0 429,720
TECK RESOURCES LTD CL B 878742204 6,515 361,400 SH   DFND 7 310,600 0 50,800
TECK RESOURCES LTD CL B 878742204 97,663 5,417,700 SH   DFND 11 4,971,200 0 446,500
TECK RESOURCES LTD CL B 878742204 198 11,000 SH   DFND   11,000 0 0
TEEKAY CORPORATION COM Y8564W103 46,864 6,078,287 SH   DFND 1,5 230 0 6,078,057
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 120,392 7,957,182 SH   DFND 1,5 0 0 7,957,182
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 72,495 11,470,683 SH   DFND 1,5 0 0 11,470,683
TEEKAY TANKERS LTD CL A Y8565N102 1,612 637,058 SH   DFND 1,5 1,658 0 635,400
TEGNA INC COM 87901J105 19,302 883,000 SH   DFND 1,5 92,800 0 790,200
TEGNA INC COM 87901J105 1,511 69,115 SH   DFND 2 69,115 0 0
TEGNA INC COM 87901J105 429 19,627 SH   DFND 3 19,627 0 0
TEJON RANCH CO COM 879080109 9,582 394,000 SH   DFND 1,5 40,200 0 353,800
TELADOC INC COM 87918A105 41,717 2,278,353 SH   DFND 1,5 900 0 2,277,453
TELECOM ARGENTINA S A SPON ADR REP B 879273209 25,977 1,419,503 SH   DFND 1,5 50,896 0 1,368,607
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 211 25,400 SH   DFND 1,5 0 0 25,400
TELEDYNE TECHNOLOGIES INC COM 879360105 344,853 3,195,156 SH   DFND 1,5 55,439 0 3,139,717
TELEDYNE TECHNOLOGIES INC COM 879360105 7,449 69,020 SH   DFND 6 69,020 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,614 24,220 SH   DFND 7 24,220 0 0
TELEFLEX INC COM 879369106 88,480 526,508 SH   DFND 1,5 22,508 0 504,000
TELEFLEX INC COM 879369106 13,023 77,493 SH   DFND 6 77,493 0 0
TELEFLEX INC COM 879369106 4,119 24,510 SH   DFND 7 24,510 0 0
TELEFONICA S A SPONSORED ADR 879382208 7,134 707,694 SH   DFND 1,5 0 0 707,694
TELEPHONE & DATA SYS INC COM NEW 879433829 72,046 2,650,701 SH   DFND 1,5 0 0 2,650,701
TELETECH HOLDINGS INC COM 879939106 4,554 157,100 SH   DFND 1,5 0 0 157,100
TELIGENT INC NEW COM 87960W104 7,040 926,300 SH   DFND 6 926,300 0 0
TELIGENT INC NEW COM 87960W104 2,184 287,430 SH   DFND 7 287,430 0 0
TELUS CORP COM 87971M103 50,814 1,539,960 SH   DFND 1,5 0 0 1,539,960
TELUS CORP COM 87971M103 3,659 110,881 SH   DFND 6 46,419 0 64,462
TELUS CORP COM 87971M103 13,603 412,258 SH   DFND 7 412,258 0 0
TELUS CORP COM 87971M103 692,332 20,981,876 SH   DFND 11 18,006,776 0 2,975,100
TELUS CORP COM 87971M103 300 9,100 SH   DFND   9,100 0 0
TEMPUR SEALY INTL INC COM 88023U101 77,633 1,368,231 SH   DFND 1,5 37,550 0 1,330,681
TENET HEALTHCARE CORP COM NEW 88033G407 36,442 1,608,213 SH   DFND 1,5 11,450 0 1,596,763
TENET HEALTHCARE CORP COM NEW 88033G407 7,686 339,200 SH   DFND 6 339,200 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,450 108,100 SH   DFND 7 108,100 0 0
TENNECO INC COM 880349105 394,735 6,774,247 SH   DFND 1,5 127,123 0 6,647,124
TENNECO INC COM 880349105 14,919 256,040 SH   DFND 6 256,040 0 0
TENNECO INC COM 880349105 9,967 171,050 SH   DFND 7 171,050 0 0
TERADATA CORP DEL COM 88076W103 3,595 115,983 SH   DFND 1,5 326 0 115,657
TERADATA CORP DEL COM 88076W103 1,304 42,051 SH   DFND 2 42,051 0 0
TERADATA CORP DEL COM 88076W103 525 16,948 SH   DFND 3 16,948 0 0
TEREX CORP NEW COM 880779103 44,976 1,770,000 SH   DFND 1,5 182,000 0 1,588,000
TERRENO RLTY CORP COM 88146M101 173,246 6,297,547 SH   DFND 1,5 2,745,891 0 3,551,656
TERRENO RLTY CORP COM 88146M101 12,629 459,069 SH   DFND 6 459,069 0 0
TERRENO RLTY CORP COM 88146M101 4,167 151,480 SH   DFND 7 0 0 151,480
TESARO INC COM 881569107 737,784 7,360,174 SH   DFND 1,5 125,089 0 7,235,085
TESARO INC COM 881569107 27,693 276,270 SH   DFND 6 276,270 0 0
TESARO INC COM 881569107 6,858 68,412 SH   DFND 7 68,412 0 0
TESCO CORP COM 88157K101 50,846 6,231,143 SH   DFND 1,5 0 0 6,231,143
TESLA MTRS INC COM 88160R101 3,791,143 18,581,301 SH   DFND 1,5 1,311,352 0 17,269,949
TESLA MTRS INC COM 88160R101 124,887 612,099 SH   DFND 1,9 199 0 611,900
TESLA MTRS INC COM 88160R101 26,681 130,771 SH   DFND 6 124,071 0 6,700
TESLA MTRS INC COM 88160R101 10,304 50,500 SH   DFND 7 29,800 0 20,700
TESLA MTRS INC COM 88160R101 18,975 93,000 SH   DFND 11 93,000 0 0
TESORO CORP COM 881609101 140,274 1,763,116 SH   DFND 1,5 168,838 0 1,594,278
TESORO CORP COM 881609101 3,048 38,307 SH   DFND 2 38,307 0 0
TESORO CORP COM 881609101 1,616 20,316 SH   DFND 3 20,316 0 0
TESSCO TECHNOLOGIES INC COM 872386107 6,997 563,827 SH   DFND 1,5 78,857 0 484,970
TESSERA TECHNOLOGIES INC COM 88164L100 4,471 116,313 SH   DFND 1,5 0 0 116,313
TESSERA TECHNOLOGIES INC COM 88164L100 29,976 779,800 SH   DFND 1,9 200 0 779,600
TETRA TECHNOLOGIES INC DEL COM 88162F105 16,755 2,742,285 SH   DFND 1,5 0 0 2,742,285
TETRAPHASE PHARMACEUTICALS I COM 88165N105 7,541 1,968,906 SH   DFND 1,5 572 0 1,968,334
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 31,427 26,340,000 PRN   DFND 1,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,770,525 60,215,717 SH   DFND 1,5 2,427,100 0 57,788,617
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 51,743 1,124,600 SH   DFND 1,10 23,300 0 1,101,300
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 25,524 554,748 SH   DFND 3 554,748 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 82,690 1,797,217 SH   DFND 6 1,481,949 0 315,268
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 99,377 2,159,905 SH   DFND 7 1,143,505 0 1,016,400
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 78,396 1,703,900 SH   DFND 11 1,703,900 0 0
TEXAS INSTRS INC COM 882508104 648,454 9,239,864 SH   DFND 1,5 1,092,862 0 8,147,002
TEXAS INSTRS INC COM 882508104 22,704 323,515 SH   DFND 2 323,515 0 0
TEXAS INSTRS INC COM 882508104 31,067 442,669 SH   DFND 3 442,669 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 1,246 5,300 SH   DFND 11 5,300 0 0
TEXAS ROADHOUSE INC COM 882681109 48,308 1,237,727 SH   DFND 1,5 48,800 0 1,188,927
TEXTRON INC COM 883203101 322,218 8,106,121 SH   DFND 1,5 189,112 0 7,917,009
TEXTRON INC COM 883203101 3,454 86,896 SH   DFND 2 86,896 0 0
TEXTRON INC COM 883203101 1,316 33,101 SH   DFND 3 33,101 0 0
TFS FINL CORP COM 87240R107 5,831 327,400 SH   DFND 1,5 0 0 327,400
TFS FINL CORP COM 87240R107 13,807 775,260 SH   DFND 6 775,260 0 0
TFS FINL CORP COM 87240R107 4,309 241,930 SH   DFND 7 241,930 0 0
TG THERAPEUTICS INC COM 88322Q108 37,615 4,859,764 SH   DFND 1,5 0 0 4,859,764
THE TRADE DESK INC COM CL A 88339J105 18,963 649,200 SH   DFND 1,5 53,700 0 595,500
THE TRADE DESK INC COM CL A 88339J105 301 10,300 SH   DFND 1,9 0 0 10,300
THE TRADE DESK INC COM CL A 88339J105 809 27,700 SH   DFND 11 27,700 0 0
THERAPEUTICSMD INC COM 88338N107 199,460 29,289,229 SH   DFND 1,5 28,718 0 29,260,511
THERAPEUTICSMD INC COM 88338N107 1,257 184,600 SH   DFND 6 184,600 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 146,059 4,030,326 SH   DFND 1,5 18,271 0 4,012,055
THERMO FISHER SCIENTIFIC INC COM 883556102 1,124,322 7,068,540 SH   DFND 1,5 287,464 0 6,781,076
THERMO FISHER SCIENTIFIC INC COM 883556102 20,223 127,141 SH   DFND 2 127,141 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 25,253 158,765 SH   DFND 3 158,765 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 15,321 96,322 SH   DFND 6 39,330 0 56,992
THERMO FISHER SCIENTIFIC INC COM 883556102 68,381 429,906 SH   DFND 7 137,236 0 292,670
THERMO FISHER SCIENTIFIC INC COM 883556102 2,070 13,012 SH   DFND 11 13,012 0 0
THIRD PT REINS LTD COM G8827U100 556 46,300 SH   DFND 1,5 0 0 46,300
THOMSON REUTERS CORP COM 884903105 760 18,384 SH   DFND 6 14,084 0 4,300
THOMSON REUTERS CORP COM 884903105 69,209 1,673,700 SH   DFND 11 1,673,700 0 0
THOMSON REUTERS CORP COM 884903105 372 9,001 SH   DFND   9,001 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 267 394,754 SH   DFND 1,5 1,000 0 393,754
TIDEWATER INC COM 886423102 19,867 7,045,000 SH   DFND 1,5 0 0 7,045,000
TIFFANY & CO NEW COM 886547108 152,922 2,105,500 SH   DFND 1,5 132,000 0 1,973,500
TIFFANY & CO NEW COM 886547108 2,516 34,637 SH   DFND 2 34,637 0 0
TIFFANY & CO NEW COM 886547108 520 7,164 SH   DFND 3 7,164 0 0
TIME INC NEW COM 887228104 18,295 1,263,501 SH   DFND 1,5 112,524 0 1,150,977
TIME WARNER INC COM NEW 887317303 637,104 8,002,819 SH   DFND 1,5 70,766 0 7,932,053
TIME WARNER INC COM NEW 887317303 19,969 250,839 SH   DFND 2 250,839 0 0
TIME WARNER INC COM NEW 887317303 43,725 549,245 SH   DFND 3 549,245 0 0
TIME WARNER INC COM NEW 887317303 23,530 295,560 SH   DFND 6 275,484 0 20,076
TIME WARNER INC COM NEW 887317303 72,676 912,903 SH   DFND 7 531,657 0 381,246
TIME WARNER INC COM NEW 887317303 24,838 312,000 SH   DFND 11 312,000 0 0
TITAN MACHY INC COM 88830R101 33,633 3,233,984 SH   DFND 1,5 121,100 0 3,112,884
TIVO CORP COM 88870P106 1,353 69,449 SH   DFND 1,5 14,649 0 54,800
TIVO CORP COM 88870P106 59,396 3,049,090 SH   DFND 6 3,049,090 0 0
TIVO CORP COM 88870P106 7,913 406,230 SH   DFND 7 406,230 0 0
TJX COS INC NEW COM 872540109 3,015,823 40,329,279 SH   DFND 1,5 2,611,661 0 37,717,618
TJX COS INC NEW COM 872540109 15,835 211,755 SH   DFND 2 211,755 0 0
TJX COS INC NEW COM 872540109 21,353 285,550 SH   DFND 3 285,550 0 0
TJX COS INC NEW COM 872540109 19,916 266,333 SH   DFND 6 141,848 0 124,485
TJX COS INC NEW COM 872540109 72,042 963,392 SH   DFND 7 228,232 0 735,160
TOLL BROTHERS INC COM 889478103 197,282 6,606,907 SH   DFND 1,5 275,332 0 6,331,575
TOLL BROTHERS INC COM 889478103 10,183 341,020 SH   DFND 6 341,020 0 0
TOLL BROTHERS INC COM 889478103 7,346 246,020 SH   DFND 7 246,020 0 0
TOLL BROTHERS INC COM 889478103 1,245 41,700 SH   DFND 11 41,700 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 61,295 802,185 SH   DFND 1,5 0 0 802,185
TOPBUILD CORP COM 89055F103 51,682 1,556,700 SH   DFND 1,5 58,480 0 1,498,220
TOPBUILD CORP COM 89055F103 15,117 455,333 SH   DFND 6 455,333 0 0
TOPBUILD CORP COM 89055F103 3,025 91,100 SH   DFND 7 91,100 0 0
TORCHMARK CORP COM 891027104 208,959 3,270,601 SH   DFND 1,5 186,362 0 3,084,239
TORCHMARK CORP COM 891027104 2,295 35,920 SH   DFND 2 35,920 0 0
TORCHMARK CORP COM 891027104 5,107 79,939 SH   DFND 3 79,939 0 0
TORCHMARK CORP COM 891027104 17,441 272,990 SH   DFND 6 272,990 0 0
TORCHMARK CORP COM 891027104 25,176 394,060 SH   DFND 7 394,060 0 0
TORO CO COM 891092108 20,046 427,966 SH   DFND 1,5 166 0 427,800
TORONTO DOMINION BK ONT COM NEW 891160509 115,109 2,593,020 SH   DFND 1,5 0 0 2,593,020
TORONTO DOMINION BK ONT COM NEW 891160509 26,303 592,528 SH   DFND 1,10 128 0 592,400
TORONTO DOMINION BK ONT COM NEW 891160509 203 4,567 SH   DFND 3 4,567 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 52,852 1,190,567 SH   DFND 6 670,327 0 520,240
TORONTO DOMINION BK ONT COM NEW 891160509 61,352 1,382,046 SH   DFND 7 1,166,200 0 215,846
TORONTO DOMINION BK ONT COM NEW 891160509 2,225,944 50,142,977 SH   DFND 11 44,245,941 0 5,897,036
TOTAL S A SPONSORED ADR 89151E109 2,556 53,590 SH   DFND 1,5 0 0 53,590
TOTAL S A SPONSORED ADR 89151E109 3,405 71,389 SH   DFND 3 71,389 0 0
TOTAL SYS SVCS INC COM 891906109 388,680 8,243,473 SH   DFND 1,5 114,908 0 8,128,565
TOTAL SYS SVCS INC COM 891906109 18,318 388,500 SH   DFND 1,9 0 0 388,500
TOTAL SYS SVCS INC COM 891906109 2,516 53,356 SH   DFND 2 53,356 0 0
TOTAL SYS SVCS INC COM 891906109 2,088 44,291 SH   DFND 3 44,291 0 0
TOTAL SYS SVCS INC COM 891906109 12,253 259,883 SH   DFND 6 259,883 0 0
TOTAL SYS SVCS INC COM 891906109 4,163 88,299 SH   DFND 7 88,299 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 5,233 217,763 SH   DFND 1,5 0 0 217,763
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5,329 45,917 SH   DFND 1,5 0 0 45,917
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 511 4,401 SH   DFND 3 4,401 0 0
TPG SPECIALTY LENDING INC COM 87265K102 60,118 3,319,627 SH   DFND 1,5 99,270 0 3,220,357
TPG SPECIALTY LENDING INC COM 87265K102 442 24,414 SH   DFND 6 24,414 0 0
TPI COMPOSITES INC COM 87266J104 16,260 764,830 SH   DFND 1,5 0 0 764,830
TRACTOR SUPPLY CO COM 892356106 15,719 233,399 SH   DFND 1,5 299 0 233,100
TRACTOR SUPPLY CO COM 892356106 2,903 43,104 SH   DFND 2 43,104 0 0
TRACTOR SUPPLY CO COM 892356106 363 5,384 SH   DFND 3 5,384 0 0
TRACTOR SUPPLY CO COM 892356106 5,453 80,960 SH   DFND 6 80,960 0 0
TRACTOR SUPPLY CO COM 892356106 1,856 27,560 SH   DFND 7 27,560 0 0
TRANSCANADA CORP COM 89353D107 17,288 364,000 SH   DFND 1,5 0 0 364,000
TRANSCANADA CORP COM 89353D107 416 8,765 SH   DFND 6 5,100 0 3,665
TRANSCANADA CORP COM 89353D107 21,406 450,710 SH   DFND 7 407,510 0 43,200
TRANSCANADA CORP COM 89353D107 749,757 15,786,300 SH   DFND 11 15,113,600 0 672,700
TRANSDIGM GROUP INC COM 893641100 832,014 2,877,747 SH   DFND 1,5 102,318 0 2,775,429
TRANSDIGM GROUP INC COM 893641100 4,668 16,147 SH   DFND 2 16,147 0 0
TRANSDIGM GROUP INC COM 893641100 2,059 7,120 SH   DFND 3 7,120 0 0
TRANSGENOMIC INC COM NEW 89365K305 71 250,000 SH   DFND 1,5 0 0 250,000
TRANSGLOBE ENERGY CORP COM 893662106 545 275,000 SH   DFND 1,5 275,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,181 110,762 SH   DFND 2 110,762 0 0
TRANSOCEAN LTD REG SHS H8817H100 388 36,413 SH   DFND 3 36,413 0 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 2,642 214,300 SH   DFND 1,5 0 0 214,300
TRANSUNION COM 89400J107 190,462 5,520,647 SH   DFND 1,5 337,062 0 5,183,585
TRAVELERS COMPANIES INC COM 89417E109 409,770 3,577,219 SH   DFND 1,5 80,011 0 3,497,208
TRAVELERS COMPANIES INC COM 89417E109 10,649 92,966 SH   DFND 2 92,966 0 0
TRAVELERS COMPANIES INC COM 89417E109 20,589 179,737 SH   DFND 3 179,737 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,473 47,774 SH   DFND 6 34,774 0 13,000
TRAVELERS COMPANIES INC COM 89417E109 15,258 133,200 SH   DFND 7 92,900 0 40,300
TRAVELPORT WORLDWIDE LTD SHS G9019D104 205,202 13,652,860 SH   DFND 1,5 1,329 0 13,651,531
TRAVELPORT WORLDWIDE LTD SHS G9019D104 20,830 1,385,900 SH   DFND 1,9 0 0 1,385,900
TRAVELPORT WORLDWIDE LTD SHS G9019D104 8,866 589,900 SH   DFND 6 589,900 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 779 51,800 SH   DFND 7 51,800 0 0
TREEHOUSE FOODS INC COM 89469A104 321,777 3,690,529 SH   DFND 1,5 137,156 0 3,553,373
TREEHOUSE FOODS INC COM 89469A104 11,742 134,666 SH   DFND 6 113,366 0 21,300
TREEHOUSE FOODS INC COM 89469A104 7,411 85,000 SH   DFND 7 64,000 0 21,000
TREVENA INC COM 89532E109 52,443 7,769,348 SH   DFND 1,5 116,605 0 7,652,743
TREVENA INC COM 89532E109 327 48,400 SH   DFND 6 48,400 0 0
TREX CO INC COM 89531P105 3,230 55,000 SH   DFND 1,5 0 0 55,000
TRI POINTE GROUP INC COM 87265H109 17,809 1,351,194 SH   DFND 1,5 61,952 0 1,289,242
TRI POINTE GROUP INC COM 87265H109 37,362 2,834,749 SH   DFND 11 2,834,749 0 0
TRIBUNE MEDIA CO CL A 896047503 22,113 605,495 SH   DFND 1,5 5,000 0 600,495
TRICO BANCSHARES COM 896095106 10,732 400,901 SH   DFND 1,5 43,017 0 357,884
TRIMAS CORP COM NEW 896215209 80,020 4,299,814 SH   DFND 1,5 119,385 0 4,180,429
TRIMBLE NAVIGATION LTD COM 896239100 220,108 7,706,859 SH   DFND 1,5 652,785 0 7,054,074
TRIMBLE NAVIGATION LTD COM 896239100 165,068 5,779,686 SH   DFND 1,9 1,172 0 5,778,514
TRINET GROUP INC COM 896288107 45,311 2,094,801 SH   DFND 1,5 0 0 2,094,801
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 18,762 15,700,000 PRN   DFND 1,5 0 0 0
TRINSEO S A SHS L9340P101 80,588 1,424,825 SH   DFND 1,5 42 0 1,424,783
TRIO TECH INTL COM NEW 896712205 999 277,400 SH   DFND 1,5 30,200 0 247,200
TRIPADVISOR INC COM 896945201 256,050 4,052,701 SH   DFND 1,5 237,484 0 3,815,217
TRIPADVISOR INC COM 896945201 2,328 36,846 SH   DFND 2 36,846 0 0
TRIPLE-S MGMT CORP CL B 896749108 49,253 2,245,900 SH   DFND 1,5 270,400 0 1,975,500
TRIUMPH GROUP INC NEW COM 896818101 40,125 1,439,201 SH   DFND 1,5 69,277 0 1,369,924
TRIUMPH GROUP INC NEW COM 896818101 493 17,700 SH   DFND 6 17,700 0 0
TRIUMPH GROUP INC NEW COM 896818101 610 21,880 SH   DFND 7 5,280 0 16,600
TRONC INC COM 89703P107 248 14,693 SH   DFND 1,5 5,000 0 9,693
TRONOX LTD SHS CL A Q9235V101 2,700 288,142 SH   DFND 1,5 13,142 0 275,000
TRUEBLUE INC COM 89785X101 16,266 717,835 SH   DFND 1,5 119,235 0 598,600
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 2,169 450,000 SH   DFND 1,5 0 0 450,000
TTM TECHNOLOGIES INC COM 87305R109 22,210 1,939,749 SH   DFND 1,5 118,312 0 1,821,437
TUNIU CORP SPONSORED ADS CL 89977P106 132 13,065 SH   DFND 1,5 0 0 13,065
TUNIU CORP SPONSORED ADS CL 89977P106 10,723 1,059,582 SH   DFND 1,9 0 0 1,059,582
TUPPERWARE BRANDS CORP COM 899896104 156,732 2,397,606 SH   DFND 1,5 80,896 0 2,316,710
TUPPERWARE BRANDS CORP COM 899896104 21,863 334,446 SH   DFND 3 334,446 0 0
TUPPERWARE BRANDS CORP COM 899896104 14,134 216,220 SH   DFND 6 216,220 0 0
TUPPERWARE BRANDS CORP COM 899896104 4,373 66,890 SH   DFND 7 48,090 0 18,800
TURQUOISE HILL RES LTD COM 900435108 296 100,000 SH   DFND 1,5 0 0 100,000
TURQUOISE HILL RES LTD COM 900435108 689 233,000 SH   DFND 6 233,000 0 0
TUTOR PERINI CORP COM 901109108 1,125 52,405 SH   DFND 1,5 0 0 52,405
TWENTY FIRST CENTY FOX INC CL B 90130A200 27,536 1,113,034 SH   DFND 1,5 45,345 0 1,067,689
TWENTY FIRST CENTY FOX INC CL A 90130A101 229,077 9,458,176 SH   DFND 1,5 248,876 0 9,209,300
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,886 157,080 SH   DFND 2 157,080 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 8,310 343,120 SH   DFND 2 343,120 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 316 12,769 SH   DFND 3 12,769 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,642 109,076 SH   DFND 3 109,076 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,238 216,257 SH   DFND 6 93,237 0 123,020
TWENTY FIRST CENTY FOX INC CL A 90130A101 24,390 1,007,023 SH   DFND 7 284,503 0 722,520
TWILIO INC CL A 90138F102 81,606 1,267,967 SH   DFND 1,5 71,469 0 1,196,498
TWILIO INC CL A 90138F102 1,905 29,600 SH   DFND 1,9 0 0 29,600
TWITTER INC NOTE 0.250% 9/1 90184LAB8 42,845 44,630,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 116,556 123,095,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 92,917 4,031,116 SH   DFND 1,5 833,159 0 3,197,957
TWITTER INC COM 90184L102 3,063 132,900 SH   DFND 1,9 0 0 132,900
TWITTER INC NOTE 1.000% 9/1 90184LAD4 7,111 7,510,000 PRN   DFND 6 0 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,160 2,250,000 PRN   DFND 6 0 0 0
TWITTER INC COM 90184L102 13,876 602,000 SH   DFND 11 602,000 0 0
TWO HBRS INVT CORP COM 90187B101 60,552 7,098,702 SH   DFND 1,5 9,100 0 7,089,602
TYLER TECHNOLOGIES INC COM 902252105 121,863 711,690 SH   DFND 1,5 12,493 0 699,197
TYLER TECHNOLOGIES INC COM 902252105 40,171 234,600 SH   DFND 6 234,600 0 0
TYLER TECHNOLOGIES INC COM 902252105 13,981 81,650 SH   DFND 7 81,650 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 19,188 234,400 SH   DFND 1,5 67,300 0 167,100
TYSON FOODS INC CL A 902494103 62,088 831,502 SH   DFND 1,5 154,148 0 677,354
TYSON FOODS INC CL A 902494103 7,162 95,920 SH   DFND 2 95,920 0 0
TYSON FOODS INC CL A 902494103 9,574 128,219 SH   DFND 3 128,219 0 0
TYSON FOODS INC CL A 902494103 254 3,400 SH   DFND 6 3,400 0 0
TYSON FOODS INC CL A 902494103 6,012 80,517 SH   DFND 7 80,517 0 0
U S PHYSICAL THERAPY INC COM 90337L108 15,280 243,708 SH   DFND 1,5 14,708 0 229,000
U S PHYSICAL THERAPY INC COM 90337L108 2,965 47,294 SH   DFND 6 47,294 0 0
U S PHYSICAL THERAPY INC COM 90337L108 864 13,780 SH   DFND 7 13,780 0 0
U S SILICA HLDGS INC COM 90346E103 137,310 2,949,100 SH   DFND 1,5 633,400 0 2,315,700
U S SILICA HLDGS INC COM 90346E103 5,494 118,000 SH   DFND 6 118,000 0 0
U S SILICA HLDGS INC COM 90346E103 1,820 39,100 SH   DFND 7 39,100 0 0
UBIQUITI NETWORKS INC COM 90347A100 3,424 64,000 SH   DFND 1,5 64,000 0 0
UBS GROUP AG SHS H42097107 352,948 25,915,960 SH   DFND 1,5 1,088,225 0 24,827,735
UBS GROUP AG SHS H42097107 53,716 3,944,480 SH   DFND 1,10 80,870 0 3,863,610
UDR INC COM 902653104 777,256 21,596,450 SH   DFND 1,5 14,383,066 0 7,213,384
UDR INC COM 902653104 3,099 86,120 SH   DFND 2 86,120 0 0
UDR INC COM 902653104 206 5,712 SH   DFND 3 5,712 0 0
UDR INC COM 902653104 39,738 1,104,146 SH   DFND 6 1,075,566 0 28,580
UDR INC COM 902653104 39,587 1,099,935 SH   DFND 7 931,635 0 168,300
UFP TECHNOLOGIES INC COM 902673102 2,650 100,000 SH   DFND 1,5 100,000 0 0
UGI CORP NEW COM 902681105 14,173 313,284 SH   DFND 1,5 84 0 313,200
ULTA SALON COSMETCS & FRAG I COM 90384S303 299,941 1,260,363 SH   DFND 1,5 46,126 0 1,214,237
ULTA SALON COSMETCS & FRAG I COM 90384S303 4,499 18,907 SH   DFND 2 18,907 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 933 3,919 SH   DFND 3 3,919 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 309 1,300 SH   DFND 6 1,300 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 614,540 3,006,701 SH   DFND 1,5 177,665 0 2,829,036
ULTIMATE SOFTWARE GROUP INC COM 90385D107 8,564 41,900 SH   DFND 1,9 0 0 41,900
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 419,258 5,910,035 SH   DFND 1,5 332,680 0 5,577,355
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 216 3,040 SH   DFND 6 3,040 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 1,261 4,188,177 SH   DFND 1,5 0 0 4,188,177
ULTRATECH INC COM 904034105 614 26,600 SH   DFND 1,9 0 0 26,600
UMB FINL CORP COM 902788108 225,814 3,798,392 SH   DFND 1,5 37,683 0 3,760,709
UMB FINL CORP COM 902788108 5,765 96,970 SH   DFND 6 96,970 0 0
UMB FINL CORP COM 902788108 1,959 32,950 SH   DFND 7 32,950 0 0
UMH PPTYS INC CV RED PFD-A 903002202 18,302 712,131 SH   DFND 1,5 0 0 712,131
UNDER ARMOUR INC CL A 904311107 206,651 5,342,575 SH   DFND 1,5 579,017 0 4,763,558
UNDER ARMOUR INC CL C 904311206 327,657 9,676,828 SH   DFND 1,5 827,836 0 8,848,992
UNDER ARMOUR INC CL C 904311206 2,013 59,445 SH   DFND 2 59,445 0 0
UNDER ARMOUR INC CL A 904311107 2,288 59,141 SH   DFND 2 59,141 0 0
UNDER ARMOUR INC CL C 904311206 628 18,552 SH   DFND 3 18,552 0 0
UNDER ARMOUR INC CL A 904311107 949 24,537 SH   DFND 3 24,537 0 0
UNDER ARMOUR INC CL C 904311206 1,961 57,922 SH   DFND 6 57,922 0 0
UNIFIRST CORP MASS COM 904708104 38,714 293,600 SH   DFND 1,5 0 0 293,600
UNILEVER N V N Y SHS NEW 904784709 77,979 1,691,526 SH   DFND 1,5 42,526 0 1,649,000
UNILEVER N V N Y SHS NEW 904784709 672 14,570 SH   DFND 3 14,570 0 0
UNILEVER N V N Y SHS NEW 904784709 452 9,800 SH   DFND 6 9,800 0 0
UNILEVER PLC SPON ADR NEW 904767704 944 19,922 SH   DFND 3 19,922 0 0
UNION BANKSHARES CORP NEW COM 90539J109 342 12,783 SH   DFND 3 12,783 0 0
UNION PAC CORP COM 907818108 389,194 3,990,503 SH   DFND 1,5 341,283 0 3,649,220
UNION PAC CORP COM 907818108 26,196 268,598 SH   DFND 2 268,598 0 0
UNION PAC CORP COM 907818108 35,044 359,319 SH   DFND 3 359,319 0 0
UNION PAC CORP COM 907818108 1,346 13,800 SH   DFND 6 13,800 0 0
UNION PAC CORP COM 907818108 14,185 145,438 SH   DFND 7 0 0 145,438
UNIQURE NV SHS N90064101 5,053 660,518 SH   DFND 1,5 7,600 0 652,918
UNIQURE NV SHS N90064101 80 10,400 SH   DFND 7 10,400 0 0
UNIQURE NV SHS N90064101 3,504 458,000 SH   DFND 11 458,000 0 0
UNISYS CORP COM NEW 909214306 63,852 6,555,670 SH   DFND 1,5 0 0 6,555,670
UNISYS CORP COM NEW 909214306 1,826 187,514 SH   DFND 6 187,514 0 0
UNIT CORP COM 909218109 120,043 6,453,900 SH   DFND 1,5 1,798,000 0 4,655,900
UNITED BANKSHARES INC WEST V COM 909907107 224 5,955 SH   DFND 3 5,955 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 13,909 661,683 SH   DFND 1,5 43,483 0 618,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 16,748 796,767 SH   DFND 6 796,767 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 5,026 239,100 SH   DFND 7 239,100 0 0
UNITED CONTL HLDGS INC COM 910047109 350,335 6,676,864 SH   DFND 1,5 982,509 0 5,694,355
UNITED CONTL HLDGS INC COM 910047109 4,964 94,613 SH   DFND 2 94,613 0 0
UNITED CONTL HLDGS INC COM 910047109 1,705 32,503 SH   DFND 3 32,503 0 0
UNITED CONTL HLDGS INC COM 910047109 2,435 46,400 SH   DFND 6 46,400 0 0
UNITED NAT FOODS INC COM 911163103 183,510 4,583,174 SH   DFND 1,5 344,170 0 4,239,004
UNITED NAT FOODS INC COM 911163103 18,759 468,500 SH   DFND 6 468,500 0 0
UNITED NAT FOODS INC COM 911163103 3,131 78,200 SH   DFND 7 78,200 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,324,618 12,112,451 SH   DFND 1,5 768,975 0 11,343,476
UNITED PARCEL SERVICE INC CL B 911312106 24,379 222,921 SH   DFND 2 222,921 0 0
UNITED PARCEL SERVICE INC CL B 911312106 118,101 1,079,933 SH   DFND 3 1,079,933 0 0
UNITED PARCEL SERVICE INC CL B 911312106 32,356 295,864 SH   DFND 6 220,684 0 75,180
UNITED PARCEL SERVICE INC CL B 911312106 86,847 794,141 SH   DFND 7 169,718 0 624,423
UNITED RENTALS INC COM 911363109 304,887 3,884,402 SH   DFND 1,5 467,529 0 3,416,873
UNITED RENTALS INC COM 911363109 2,181 27,785 SH   DFND 2 27,785 0 0
UNITED RENTALS INC COM 911363109 348 4,434 SH   DFND 3 4,434 0 0
UNITED RENTALS INC COM 911363109 1,067 13,600 SH   DFND 6 13,600 0 0
UNITED RENTALS INC COM 911363109 455 5,800 SH   DFND 7 5,800 0 0
UNITED STATES CELLULAR CORP COM 911684108 4,259 117,196 SH   DFND 1,5 0 0 117,196
UNITED STATES STL CORP NEW COM 912909108 8,388 444,755 SH   DFND 1,5 1,197 0 443,558
UNITED TECHNOLOGIES CORP COM 913017109 2,031,173 19,991,863 SH   DFND 1,5 529,622 0 19,462,241
UNITED TECHNOLOGIES CORP COM 913017109 25,502 251,000 SH   DFND 2 251,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 88,655 872,590 SH   DFND 3 872,590 0 0
UNITED TECHNOLOGIES CORP COM 913017109 46,104 453,782 SH   DFND 6 330,810 0 122,972
UNITED TECHNOLOGIES CORP COM 913017109 127,107 1,251,052 SH   DFND 7 491,106 0 759,946
UNITED TECHNOLOGIES CORP COM 913017109 1,321 13,000 SH   DFND 11 13,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 475,674 4,028,408 SH   DFND 1,5 345,239 0 3,683,169
UNITEDHEALTH GROUP INC COM 91324P102 7,492,174 53,515,525 SH   DFND 1,5 3,913,980 0 49,601,545
UNITEDHEALTH GROUP INC COM 91324P102 42,998 307,128 SH   DFND 2 307,128 0 0
UNITEDHEALTH GROUP INC COM 91324P102 38,478 274,844 SH   DFND 3 274,844 0 0
UNITEDHEALTH GROUP INC COM 91324P102 35,043 250,310 SH   DFND 6 133,727 0 116,583
UNITEDHEALTH GROUP INC COM 91324P102 133,660 954,715 SH   DFND 7 359,652 0 595,063
UNIVAR INC COM 91336L107 166,771 7,632,556 SH   DFND 1,5 102,000 0 7,530,556
UNIVAR INC COM 91336L107 28,593 1,308,594 SH   DFND 11 1,308,594 0 0
UNIVERSAL CORP VA COM 913456109 100,746 1,730,432 SH   DFND 1,5 127,442 0 1,602,990
UNIVERSAL DISPLAY CORP COM 91347P105 6,043 108,867 SH   DFND 1,9 167 0 108,700
UNIVERSAL FST PRODS INC COM 913543104 7,419 75,324 SH   DFND 1,5 324 0 75,000
UNIVERSAL HLTH SVCS INC CL B 913903100 520,284 4,222,399 SH   DFND 1,5 68,862 0 4,153,537
UNIVERSAL HLTH SVCS INC CL B 913903100 3,580 29,054 SH   DFND 2 29,054 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 207 1,682 SH   DFND 3 1,682 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 924 7,500 SH   DFND 6 7,500 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,880 72,067 SH   DFND 7 72,067 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 6,999 277,750 SH   DFND 1,5 47,348 0 230,402
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 28,279 2,107,257 SH   DFND 1,5 374,764 0 1,732,493
UNIVERSAL SEC INSTRS INC COM NEW 913821302 192 50,100 SH   DFND 1,5 5,200 0 44,900
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,059 101,000 SH   DFND 1,5 11,200 0 89,800
UNUM GROUP COM 91529Y106 741,917 21,011,523 SH   DFND 1,5 2,060,962 0 18,950,561
UNUM GROUP COM 91529Y106 2,670 75,622 SH   DFND 2 75,622 0 0
URBAN EDGE PPTYS COM 91704F104 341,858 12,148,467 SH   DFND 1,5 3,463,990 0 8,684,477
URBAN EDGE PPTYS COM 91704F104 46,872 1,665,683 SH   DFND 6 1,665,683 0 0
URBAN EDGE PPTYS COM 91704F104 15,632 555,520 SH   DFND 7 92,470 0 463,050
URBAN OUTFITTERS INC COM 917047102 172,975 5,010,870 SH   DFND 1,5 649,370 0 4,361,500
URBAN OUTFITTERS INC COM 917047102 991 28,708 SH   DFND 2 28,708 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,270 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 2,749,042 64,095,163 SH   DFND 1,5 2,370,352 0 61,724,811
US BANCORP DEL COM NEW 902973304 22,252 518,820 SH   DFND 2 518,820 0 0
US BANCORP DEL COM NEW 902973304 78,929 1,840,274 SH   DFND 3 1,840,274 0 0
US BANCORP DEL COM NEW 902973304 27,522 641,687 SH   DFND 6 585,387 0 56,300
US BANCORP DEL COM NEW 902973304 48,003 1,119,222 SH   DFND 7 300,600 0 818,622
US ECOLOGY INC COM 91732J102 32,692 729,092 SH   DFND 1,5 75,355 0 653,737
US FOODS HLDG CORP COM 912008109 73,977 3,133,284 SH   DFND 1,5 10,000 0 3,123,284
US FOODS HLDG CORP COM 912008109 15,355 650,343 SH   DFND 6 650,343 0 0
US FOODS HLDG CORP COM 912008109 1,398 59,200 SH   DFND 7 59,200 0 0
USANA HEALTH SCIENCES INC COM 90328M107 97,825 707,086 SH   DFND 1,5 307,086 0 400,000
UTAH MED PRODS INC COM 917488108 28,191 471,420 SH   DFND 1,5 83,220 0 388,200
V F CORP COM 918204108 514,646 9,181,908 SH   DFND 1,5 303,783 0 8,878,125
V F CORP COM 918204108 5,997 106,996 SH   DFND 2 106,996 0 0
V F CORP COM 918204108 4,716 84,132 SH   DFND 3 84,132 0 0
V F CORP COM 918204108 587 10,479 SH   DFND 6 10,479 0 0
V F CORP COM 918204108 4,054 72,320 SH   DFND 7 72,320 0 0
VAIL RESORTS INC COM 91879Q109 379,110 2,416,562 SH   DFND 1,5 29,671 0 2,386,891
VALE S A ADR REPSTG PFD 91912E204 98,818 20,980,400 SH   DFND 1,5 722,400 0 20,258,000
VALE S A ADR REPSTG PFD 91912E204 3,416 725,327 SH   DFND 6 578,127 0 147,200
VALE S A ADR REPSTG PFD 91912E204 3,057 649,100 SH   DFND 7 649,100 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 158,542 6,457,929 SH   DFND 1,5 31,015 0 6,426,914
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,630 66,400 SH   DFND 6 66,400 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 22,377 911,500 SH   DFND 11 911,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 128,617 2,426,741 SH   DFND 1,5 99,839 0 2,326,902
VALERO ENERGY CORP NEW COM 91913Y100 7,885 148,773 SH   DFND 2 148,773 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,664 106,868 SH   DFND 3 106,868 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 103,770 2,082,900 SH   DFND 1,5 208,900 0 1,874,000
VALIDUS HOLDINGS LTD COM SHS G9319H102 243 4,879 SH   DFND 3 4,879 0 0
VALLEY NATL BANCORP COM 919794107 15,871 1,631,166 SH   DFND 1,5 66 0 1,631,100
VALMONT INDS INC COM 920253101 72,910 541,800 SH   DFND 1,5 0 0 541,800
VALSPAR CORP COM 920355104 70,440 664,090 SH   DFND 1,5 0 0 664,090
VALVOLINE INC COM 92047W101 14,329 610,000 SH   DFND 1,5 0 0 610,000
VANDA PHARMACEUTICALS INC COM 921659108 1,613 96,913 SH   DFND 1,5 0 0 96,913
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 4,232 84,700 SH   DFND 1,5 11,000 0 73,700
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 158,307 5,989,662 SH   DFND 1,5 3,751,785 0 2,237,877
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 3,310 219,200 SH   DFND 1,5 0 0 219,200
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 2,114 80,001 SH   DFND   80,001 0 0
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 464 5,286 SH   DFND 3 5,286 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 421 5,006 SH   DFND 3 5,006 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 18,137 224,390 SH   DFND 6 224,390 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 232 4,140 SH   DFND 3 4,140 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 3,302 37,959 SH   DFND 1,5 1,611 0 36,348
VANGUARD INDEX FDS SML CP GRW ETF 922908595 3,944 30,157 SH   DFND 3 30,157 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 1,324 10,314 SH   DFND 3 10,314 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 22,329 240,641 SH   DFND 3 240,641 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 704 7,781 SH   DFND 3 7,781 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 663,335 7,624,542 SH   DFND 3 7,624,542 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 71,401 676,146 SH   DFND 3 676,146 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,654 28,457 SH   DFND 3 28,457 0 0
VANGUARD INDEX FDS REIT ETF 922908553 4,398 50,707 SH   DFND 3 50,707 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 302,271 3,071,236 SH   DFND 3 3,071,236 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 81,429 666,470 SH   DFND 3 666,470 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 94,443 860,998 SH   DFND 3 860,998 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 18,393 165,213 SH   DFND 3 165,213 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 538,054 4,791,650 SH   DFND 3 4,791,650 0 0
VANGUARD INDEX FDS REIT ETF 922908553 895 10,319 SH   DFND 6 0 0 10,319
VANGUARD INDEX FDS VALUE ETF 922908744 18,840 216,557 SH   DFND 7 216,557 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3,538 72,600 SH   DFND 1,5 14,900 0 57,700
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,349 88,997 SH   DFND 1,5 2,004 0 86,993
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 721 19,160 SH   DFND 3 19,160 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,012 22,407 SH   DFND 3 22,407 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 533 8,827 SH   DFND 3 8,827 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 37,884 777,435 SH   DFND 3 777,435 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 780 8,147 SH   DFND 6 0 0 8,147
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 3,132 37,312 SH   DFND 3 37,312 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 464 9,885 SH   DFND 3 9,885 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,578 42,184 SH   DFND 3 42,184 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,029 28,123 SH   DFND 3 28,123 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 306 3,498 SH   DFND 3 3,498 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 42,544 311,745 SH   DFND 7 311,745 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2,006 15,096 SH   DFND 1,5 268 0 14,828
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 473 4,267 SH   DFND 1,5 96 0 4,171
VANGUARD WORLD FDS MATERIALS ETF 92204A801 1,704 15,938 SH   DFND 1,5 120 0 15,818
VANGUARD WORLD FDS TELCOMM ETF 92204A884 208 2,207 SH   DFND 1,5 0 0 2,207
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 532 4,003 SH   DFND 3 4,003 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 1,021 8,528 SH   DFND 3 8,528 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 304,191 6,162,695 SH   DFND 3 6,162,695 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 222 2,072 SH   DFND 3 2,072 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 231 1,688 SH   DFND 3 1,688 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 3,199 29,908 SH   DFND 7 29,908 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 5,876 44,217 SH   DFND 7 44,217 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 8,861 64,734 SH   DFND 7 64,734 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 9,404 74,792 SH   DFND 7 74,792 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 8,734 81,686 SH   DFND 7 81,686 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 8,090 85,709 SH   DFND 7 85,709 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 13,461 121,374 SH   DFND 7 121,374 0 0
VANTIV INC CL A 92210H105 175,673 3,121,959 SH   DFND 1,5 149,796 0 2,972,163
VANTIV INC CL A 92210H105 19,351 343,900 SH   DFND 1,9 0 0 343,900
VARIAN MED SYS INC COM 92220P105 10,631 106,807 SH   DFND 1,5 46,807 0 60,000
VARIAN MED SYS INC COM 92220P105 2,997 30,113 SH   DFND 2 30,113 0 0
VARIAN MED SYS INC COM 92220P105 8,538 85,780 SH   DFND 3 85,780 0 0
VARONIS SYS INC COM 922280102 41,808 1,388,981 SH   DFND 1,5 0 0 1,388,981
VASCULAR SOLUTIONS INC COM 92231M109 24,177 501,294 SH   DFND 1,5 1,294 0 500,000
VCA INC COM 918194101 102,015 1,457,771 SH   DFND 1,5 571 0 1,457,200
VECTOR GROUP LTD FRNT 1/1 92240MAY4 48,142 32,523,000 PRN   DFND 1,5 0 0 0
VECTOR GROUP LTD COM 92240M108 23,818 1,106,266 SH   DFND 6 1,106,266 0 0
VECTOR GROUP LTD COM 92240M108 4,949 229,843 SH   DFND 7 229,843 0 0
VEEVA SYS INC CL A COM 922475108 7,317 177,255 SH   DFND 1,5 300 0 176,955
VEEVA SYS INC CL A COM 922475108 13,101 317,364 SH   DFND 1,9 164 0 317,200
VENTAS INC COM 92276F100 1,290,596 18,272,636 SH   DFND 1,5 8,428,125 0 9,844,511
VENTAS INC COM 92276F100 8,003 113,303 SH   DFND 2 113,303 0 0
VENTAS INC COM 92276F100 20,712 293,250 SH   DFND 3 293,250 0 0
VENTAS INC COM 92276F100 70,729 1,001,406 SH   DFND 6 986,980 0 14,426
VENTAS INC COM 92276F100 25,924 367,043 SH   DFND 7 56,398 0 310,645
VERA BRADLEY INC COM 92335C106 12,878 850,000 SH   DFND 1,5 106,900 0 743,100
VERASTEM INC COM 92337C104 907 681,755 SH   DFND 1,5 1,200 0 680,555
VEREIT INC COM 92339V100 824,496 79,507,858 SH   DFND 1,5 33,745,623 0 45,762,235
VEREIT INC COM 92339V100 48,481 4,675,103 SH   DFND 6 4,675,103 0 0
VEREIT INC COM 92339V100 15,726 1,516,500 SH   DFND 7 0 0 1,516,500
VERIFONE SYS INC COM 92342Y109 3,320 210,900 SH   DFND 1,5 0 0 210,900
VERISIGN INC COM 92343E102 100,405 1,283,301 SH   DFND 1,5 1,961 0 1,281,340
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 32,155 14,030,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 2,344 29,954 SH   DFND 2 29,954 0 0
VERISIGN INC COM 92343E102 1,348 17,235 SH   DFND 3 17,235 0 0
VERISK ANALYTICS INC COM 92345Y106 581,630 7,155,884 SH   DFND 1,5 48,784 0 7,107,100
VERISK ANALYTICS INC COM 92345Y106 4,119 50,674 SH   DFND 2 50,674 0 0
VERISK ANALYTICS INC COM 92345Y106 499 6,135 SH   DFND 3 6,135 0 0
VERISK ANALYTICS INC COM 92345Y106 3,030 37,277 SH   DFND 6 37,277 0 0
VERISK ANALYTICS INC COM 92345Y106 6,111 75,189 SH   DFND 7 75,189 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,834,245 35,287,521 SH   DFND 1,5 1,633,337 0 33,654,184
VERIZON COMMUNICATIONS INC COM 92343V104 68,329 1,314,526 SH   DFND 2 1,314,526 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 138,844 2,671,108 SH   DFND 3 2,671,108 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 16,855 324,267 SH   DFND 6 287,597 0 36,670
VERIZON COMMUNICATIONS INC COM 92343V104 91,378 1,757,937 SH   DFND 7 1,299,506 0 458,431
VERMILION ENERGY INC COM 923725105 7,976 205,900 SH   DFND 11 205,900 0 0
VERMILLION INC COM NEW 92407M206 6,828 5,252,463 SH   DFND 1,5 0 0 5,252,463
VERSARTIS INC COM 92529L102 50,110 4,090,631 SH   DFND 1,5 196,263 0 3,894,368
VERTEX PHARMACEUTICALS INC COM 92532F100 1,952,890 22,392,965 SH   DFND 1,5 234,280 0 22,158,685
VERTEX PHARMACEUTICALS INC COM 92532F100 6,968 79,904 SH   DFND 2 79,904 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,574 109,783 SH   DFND 3 109,783 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,532 143,702 SH   DFND 6 132,102 0 11,600
VERTEX PHARMACEUTICALS INC COM 92532F100 18,435 211,389 SH   DFND 7 116,778 0 94,611
VIACOM INC NEW CL A 92553P102 19,269 450,000 SH   DFND 1,5 200,000 0 250,000
VIACOM INC NEW CL B 92553P201 184,323 4,837,867 SH   DFND 1,5 86,667 0 4,751,200
VIACOM INC NEW CL B 92553P201 4,266 111,973 SH   DFND 2 111,973 0 0
VIACOM INC NEW CL B 92553P201 627 16,469 SH   DFND 3 16,469 0 0
VIACOM INC NEW CL B 92553P201 11,198 293,915 SH   DFND 6 192,590 0 101,325
VIACOM INC NEW CL B 92553P201 39,218 1,029,351 SH   DFND 7 215,553 0 813,798
VIASAT INC COM 92552V100 202 2,701 SH   DFND 1,5 0 0 2,701
VIAVI SOLUTIONS INC COM 925550105 1,872 253,370 SH   DFND 1,5 0 0 253,370
VICAL INC COM NEW 925602203 3,006 988,908 SH   DFND 1,5 800 0 988,108
VIEWRAY INC COM 92672L107 36,162 7,989,923 SH   DFND 4 7,989,923 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 5,093 159,100 SH   DFND 1,5 119,565 0 39,535
VIMPELCOM LTD SPONSORED ADR 92719A106 40,760 11,712,622 SH   DFND 1,5 281,659 0 11,430,963
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 140,624 9,585,813 SH   DFND 1,5 1,813,700 0 7,772,113
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 88,599 6,039,475 SH   DFND 1,9 186,775 0 5,852,700
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,353 160,390 SH   DFND 6 127,790 0 32,600
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,930 199,730 SH   DFND 7 199,730 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 24,029 1,638,000 SH   DFND 11 1,638,000 0 0
VIRGIN AMER INC COM VTG 92765X208 562 10,500 SH   DFND 1,5 0 0 10,500
VIRGIN AMER INC COM VTG 92765X208 70,151 1,310,988 SH   DFND 11 1,310,988 0 0
VIRTU FINL INC CL A 928254101 18,905 1,262,846 SH   DFND 1,5 0 0 1,262,846
VIRTUS INVT PARTNERS INC COM 92828Q109 5,050 51,600 SH   DFND 1,5 0 0 51,600
VIRTUSA CORP COM 92827P102 58,790 2,382,104 SH   DFND 1,5 650 0 2,381,454
VIRTUSA CORP COM 92827P102 286 11,600 SH   DFND 1,9 0 0 11,600
VIRTUSA CORP COM 92827P102 31,616 1,281,032 SH   DFND 6 1,281,032 0 0
VIRTUSA CORP COM 92827P102 6,230 252,450 SH   DFND 7 252,450 0 0
VIRTUSA CORP COM 92827P102 13,650 553,070 SH   DFND 11 553,070 0 0
VISA INC COM CL A 92826C839 8,027,863 97,072,102 SH   DFND 1,5 6,373,254 0 90,698,848
VISA INC COM CL A 92826C839 175,258 2,119,200 SH   DFND 1,9 0 0 2,119,200
VISA INC COM CL A 92826C839 86,785 1,049,400 SH   DFND 1,10 21,400 0 1,028,000
VISA INC COM CL A 92826C839 50,309 608,337 SH   DFND 2 608,337 0 0
VISA INC COM CL A 92826C839 71,580 865,535 SH   DFND 3 865,535 0 0
VISA INC COM CL A 92826C839 57,959 700,839 SH   DFND 6 666,939 0 33,900
VISA INC COM CL A 92826C839 110,123 1,331,599 SH   DFND 7 882,565 0 449,034
VISA INC COM CL A 92826C839 18,448 223,069 SH   DFND 11 223,069 0 0
VISTA OUTDOOR INC COM 928377100 88,185 2,212,375 SH   DFND 1,5 17,912 0 2,194,463
VISTA OUTDOOR INC COM 928377100 10,403 261,000 SH   DFND 6 261,000 0 0
VISTA OUTDOOR INC COM 928377100 3,261 81,800 SH   DFND 7 81,800 0 0
VISTEON CORP COM NEW 92839U206 97,441 1,359,771 SH   DFND 1,5 473 0 1,359,298
VITAE PHARMACEUTICALS INC COM 92847N103 15,182 725,715 SH   DFND 1,5 0 0 725,715
VITAL THERAPIES INC COM 92847R104 8,922 1,457,878 SH   DFND 1,5 0 0 1,457,878
VITAMIN SHOPPE INC COM 92849E101 25,444 947,640 SH   DFND 1,5 328,740 0 618,900
VIVINT SOLAR INC COM 92854Q106 28,206 8,925,865 SH   DFND 1,5 0 0 8,925,865
VMWARE INC CL A COM 928563402 12,486 170,223 SH   DFND 1,5 0 0 170,223
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 239,891 8,229,531 SH   DFND 1,5 0 0 8,229,531
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 8,745 300,000 SH   DFND 11 300,000 0 0
VONAGE HLDGS CORP COM 92886T201 21,929 3,317,612 SH   DFND 1,5 0 0 3,317,612
VORNADO RLTY TR SH BEN INT 929042109 49,405 488,140 SH   DFND 1,5 0 0 488,140
VORNADO RLTY TR SH BEN INT 929042109 5,608 55,412 SH   DFND 2 55,412 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,775 37,303 SH   DFND 3 37,303 0 0
VOYA FINL INC COM 929089100 82,720 2,870,236 SH   DFND 1,5 235,536 0 2,634,700
VOYAGER THERAPEUTICS INC COM 92915B106 47,726 3,973,851 SH   DFND 1,5 0 0 3,973,851
VSE CORP COM 918284100 43,868 1,290,624 SH   DFND 1,5 116,336 0 1,174,288
VTV THERAPEUTICS INC CL A 918385105 2,516 349,991 SH   DFND 1,5 0 0 349,991
VULCAN MATLS CO COM 929160109 155,269 1,365,245 SH   DFND 1,5 72,089 0 1,293,156
VULCAN MATLS CO COM 929160109 4,880 42,913 SH   DFND 2 42,913 0 0
VULCAN MATLS CO COM 929160109 1,483 13,040 SH   DFND 3 13,040 0 0
VWR CORP COM 91843L103 65,268 2,301,400 SH   DFND 1,5 77,078 0 2,224,322
W & T OFFSHORE INC COM 92922P106 2,288 1,300,000 SH   DFND 1,5 0 0 1,300,000
W P CAREY INC COM 92936U109 253,616 3,930,198 SH   DFND 1,5 2,556,037 0 1,374,161
W P CAREY INC COM 92936U109 9,933 153,934 SH   DFND 6 153,934 0 0
W P CAREY INC COM 92936U109 3,225 49,981 SH   DFND 7 0 0 49,981
WABASH NATL CORP COM 929566107 653 45,859 SH   DFND 1,5 45,859 0 0
WABCO HLDGS INC COM 92927K102 17,375 153,040 SH   DFND 6 153,040 0 0
WABCO HLDGS INC COM 92927K102 6,947 61,190 SH   DFND 7 61,190 0 0
WABTEC CORP COM 929740108 412,335 5,050,034 SH   DFND 1,5 104,500 0 4,945,534
WABTEC CORP COM 929740108 7,789 95,400 SH   DFND 6 77,700 0 17,700
WABTEC CORP COM 929740108 11,047 135,300 SH   DFND 7 79,800 0 55,500
WADDELL & REED FINL INC CL A 930059100 21,520 1,185,016 SH   DFND 1,5 123,216 0 1,061,800
WAGEWORKS INC COM 930427109 266,788 4,380,029 SH   DFND 1,5 6,059 0 4,373,970
WAGEWORKS INC COM 930427109 12,897 211,732 SH   DFND 1,9 0 0 211,732
WAGEWORKS INC COM 930427109 1,651 27,100 SH   DFND 6 27,100 0 0
WAGEWORKS INC COM 930427109 2,009 32,990 SH   DFND 7 8,290 0 24,700
WAL-MART STORES INC COM 931142103 539,874 7,485,777 SH   DFND 1,5 258,276 0 7,227,501
WAL-MART STORES INC COM 931142103 35,251 488,782 SH   DFND 2 488,782 0 0
WAL-MART STORES INC COM 931142103 87,357 1,211,273 SH   DFND 3 1,211,273 0 0
WAL-MART STORES INC COM 931142103 5,172 71,718 SH   DFND 6 71,718 0 0
WAL-MART STORES INC COM 931142103 10,016 138,878 SH   DFND 7 138,878 0 0
WAL-MART STORES INC COM 931142103 205,686 2,852,000 SH   DFND 11 2,852,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,188,235 14,738,718 SH   DFND 1,5 559,890 0 14,178,828
WALGREENS BOOTS ALLIANCE INC COM 931427108 22,229 275,730 SH   DFND 2 275,730 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 87,862 1,089,824 SH   DFND 3 1,089,824 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,067 87,660 SH   DFND 6 87,660 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 8,215 101,895 SH   DFND 7 0 0 101,895
WASHINGTON FED INC COM 938824109 217,014 8,133,955 SH   DFND 1,5 0 0 8,133,955
WASHINGTON PRIME GROUP NEW COM 93964W108 86,423 6,980,843 SH   DFND 1,5 71,790 0 6,909,053
WASHINGTON PRIME GROUP NEW COM 93964W108 21,587 1,743,700 SH   DFND 6 1,743,700 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 5,606 452,800 SH   DFND 7 289,800 0 163,000
WASTE CONNECTIONS INC COM 94106B101 58,442 783,576 SH   DFND 1,5 1,011 0 782,565
WASTE CONNECTIONS INC COM 94106B101 1,901 25,489 SH   DFND 6 25,489 0 0
WASTE CONNECTIONS INC COM 94106B101 6,710 89,963 SH   DFND 7 57,644 0 32,319
WASTE CONNECTIONS INC COM 94106B101 217,426 2,915,200 SH   DFND 11 2,781,600 0 133,600
WASTE MGMT INC DEL COM 94106L109 8,367 131,219 SH   DFND 2 131,219 0 0
WASTE MGMT INC DEL COM 94106L109 5,158 80,897 SH   DFND 3 80,897 0 0
WATERS CORP COM 941848103 489,839 3,090,660 SH   DFND 1,5 228,351 0 2,862,309
WATERS CORP COM 941848103 4,118 25,983 SH   DFND 2 25,983 0 0
WATERS CORP COM 941848103 1,624 10,247 SH   DFND 3 10,247 0 0
WATSCO INC COM 942622200 137,821 978,146 SH   DFND 1,5 0 0 978,146
WAVE LIFE SCIENCES LTD SHS Y95308105 60,454 1,861,849 SH   DFND 1,5 0 0 1,861,849
WAYFAIR INC CL A 94419L101 284,572 7,228,136 SH   DFND 1,5 1,068,300 0 6,159,836
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 1,999 112,768 SH   DFND 1,5 112,768 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 39,150 34,810,000 PRN   DFND 1,5 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 19,442 3,459,518 SH   DFND 1,5 552 0 3,458,966
WEB COM GROUP INC COM 94733A104 22,530 1,304,548 SH   DFND 1,5 0 0 1,304,548
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 10,111 10,650,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 4,843 280,449 SH   DFND 1,9 0 0 280,449
WEB COM GROUP INC COM 94733A104 1,591 92,100 SH   DFND 6 52,300 0 39,800
WEB COM GROUP INC COM 94733A104 1,627 94,215 SH   DFND 7 51,915 0 42,300
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 7,371 7,100,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 8,307 7,200,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP COM 94770V102 14,646 294,689 SH   DFND 1,5 23,051 0 271,638
WEBSTER FINL CORP CONN COM 947890109 389 10,224 SH   DFND 3 10,224 0 0
WEC ENERGY GROUP INC COM 92939U106 6,095 101,781 SH   DFND 2 101,781 0 0
WEC ENERGY GROUP INC COM 92939U106 5,057 84,449 SH   DFND 3 84,449 0 0
WEIBO CORP SPONSORED ADR 948596101 472 9,412 SH   DFND 1,5 180 0 9,232
WEIBO CORP SPONSORED ADR 948596101 2,785 55,539 SH   DFND 1,9 0 0 55,539
WEIBO CORP SPONSORED ADR 948596101 252 5,033 SH   DFND 6 4,063 0 970
WEIBO CORP SPONSORED ADR 948596101 278 5,535 SH   DFND 7 5,535 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 98,754 9,569,152 SH   DFND 1,5 846,400 0 8,722,752
WELLCARE HEALTH PLANS INC COM 94946T106 15,692 134,018 SH   DFND 1,5 23,218 0 110,800
WELLCARE HEALTH PLANS INC COM 94946T106 234 2,000 SH   DFND 6 2,000 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 127,683 97,572 SH   DFND 1,5 26,845 0 70,727
WELLS FARGO & CO NEW COM 949746101 4,903,119 110,729,877 SH   DFND 1,5 6,686,945 0 104,042,932
WELLS FARGO & CO NEW COM 949746101 64,843 1,464,380 SH   DFND 2 1,464,380 0 0
WELLS FARGO & CO NEW COM 949746101 97,255 2,196,359 SH   DFND 3 2,196,359 0 0
WELLS FARGO & CO NEW COM 949746101 28,087 634,310 SH   DFND 6 527,556 0 106,754
WELLS FARGO & CO NEW COM 949746101 44,204 998,284 SH   DFND 7 369,563 0 628,721
WELLS FARGO & CO NEW COM 949746101 64,835 1,464,209 SH   DFND 11 1,464,209 0 0
WELLTOWER INC COM 95040Q104 797,138 10,661,197 SH   DFND 1,5 5,907,531 0 4,753,666
WELLTOWER INC 6.50% PFD PREPET 95040Q203 13,700 205,867 SH   DFND 1,5 59,867 0 146,000
WELLTOWER INC COM 95040Q104 8,630 115,420 SH   DFND 2 115,420 0 0
WELLTOWER INC COM 95040Q104 6,991 93,496 SH   DFND 3 93,496 0 0
WELLTOWER INC COM 95040Q104 19,549 261,456 SH   DFND 6 261,456 0 0
WELLTOWER INC COM 95040Q104 6,383 85,364 SH   DFND 7 0 0 85,364
WESBANCO INC COM 950810101 8,536 259,600 SH   DFND 1,5 0 0 259,600
WESCO AIRCRAFT HLDGS INC COM 950814103 2,006 149,400 SH   DFND 1,5 0 0 149,400
WESCO INTL INC COM 95082P105 383,135 6,230,847 SH   DFND 1,5 20,282 0 6,210,565
WEST CORP COM 952355204 164,080 7,431,171 SH   DFND 1,5 67,135 0 7,364,036
WEST CORP COM 952355204 1,022 46,300 SH   DFND 6 46,300 0 0
WESTAR ENERGY INC COM 95709T100 61,606 1,085,576 SH   DFND 1,5 0 0 1,085,576
WESTAR ENERGY INC COM 95709T100 279 4,923 SH   DFND 3 4,923 0 0
WESTERN ALLIANCE BANCORP COM 957638109 29,307 780,677 SH   DFND 6 780,677 0 0
WESTERN ALLIANCE BANCORP COM 957638109 7,025 187,140 SH   DFND 7 187,140 0 0
WESTERN DIGITAL CORP COM 958102105 447,254 7,649,290 SH   DFND 1,5 59,650 0 7,589,640
WESTERN DIGITAL CORP COM 958102105 5,360 91,670 SH   DFND 2 91,670 0 0
WESTERN DIGITAL CORP COM 958102105 3,586 61,322 SH   DFND 3 61,322 0 0
WESTERN DIGITAL CORP COM 958102105 7,899 135,100 SH   DFND 6 135,100 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 43,680 793,459 SH   DFND 1,5 0 0 793,459
WESTERN REFNG INC COM 959319104 54,208 2,048,681 SH   DFND 1,5 95 0 2,048,586
WESTERN UN CO COM 959802109 879,390 42,237,743 SH   DFND 1,5 2,659,418 0 39,578,325
WESTERN UN CO COM 959802109 3,275 157,285 SH   DFND 2 157,285 0 0
WESTERN UN CO COM 959802109 902 43,341 SH   DFND 3 43,341 0 0
WESTLAKE CHEM CORP COM 960413102 135,161 2,526,368 SH   DFND 1,5 22,336 0 2,504,032
WESTLAKE CHEM CORP COM 960413102 530 9,900 SH   DFND 6 9,900 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 9,136 400,000 SH   DFND 1,5 0 0 400,000
WESTROCK CO COM 96145D105 891,424 18,387,454 SH   DFND 1,5 300,244 0 18,087,210
WESTROCK CO COM 96145D105 3,932 81,103 SH   DFND 2 81,103 0 0
WESTROCK CO COM 96145D105 1,566 32,300 SH   DFND 3 32,300 0 0
WESTROCK CO COM 96145D105 16,960 349,833 SH   DFND 6 349,833 0 0
WESTROCK CO COM 96145D105 1,236 25,500 SH   DFND 7 25,500 0 0
WEX INC COM 96208T104 167,494 1,549,575 SH   DFND 1,5 177 0 1,549,398
WEYERHAEUSER CO COM 962166104 8,913 279,049 SH   DFND 1,5 335 0 278,714
WEYERHAEUSER CO COM 962166104 7,712 241,451 SH   DFND 2 241,451 0 0
WEYERHAEUSER CO COM 962166104 3,764 117,850 SH   DFND 3 117,850 0 0
WHEELER REAL ESTATE INVT TR PFD CNV SER D 963025606 4,080 160,000 SH   DFND 1,5 0 0 160,000
WHIRLPOOL CORP COM 963320106 192,834 1,189,160 SH   DFND 1,5 6,232 0 1,182,928
WHIRLPOOL CORP COM 963320106 3,945 24,329 SH   DFND 2 24,329 0 0
WHIRLPOOL CORP COM 963320106 1,303 8,038 SH   DFND 3 8,038 0 0
WHIRLPOOL CORP COM 963320106 2,513 15,500 SH   DFND 6 15,500 0 0
WHIRLPOOL CORP COM 963320106 211 1,300 SH   DFND 7 1,300 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 217 262 SH   DFND 1,5 2 0 260
WHITEWAVE FOODS CO COM 966244105 11,675 214,500 SH   DFND 1,5 0 0 214,500
WHITEWAVE FOODS CO COM 966244105 320,261 5,883,900 SH   DFND 11 5,883,900 0 0
WHITING PETE CORP NEW DBCV 1.250% 6/0 966387AU6 12,828 13,362,000 PRN   DFND 1,5 0 0 0
WHITING PETE CORP NEW COM 966387102 178,577 20,432,166 SH   DFND 1,5 1,639,328 0 18,792,838
WHITING PETE CORP NEW COM 966387102 1,553 177,677 SH   DFND 6 177,677 0 0
WHITING PETE CORP NEW COM 966387102 361 41,344 SH   DFND 7 41,344 0 0
WHOLE FOODS MKT INC COM 966837106 228,444 8,058,000 SH   DFND 1,5 464,048 0 7,593,952
WHOLE FOODS MKT INC COM 966837106 2,915 102,808 SH   DFND 2 102,808 0 0
WHOLE FOODS MKT INC COM 966837106 14,277 503,593 SH   DFND 3 503,593 0 0
WHOLE FOODS MKT INC COM 966837106 2,214 78,100 SH   DFND 6 78,100 0 0
WILEY JOHN & SONS INC CL A 968223206 30,443 589,860 SH   DFND 1,5 60 0 589,800
WILEY JOHN & SONS INC CL A 968223206 28,351 549,330 SH   DFND 6 526,330 0 23,000
WILEY JOHN & SONS INC CL A 968223206 7,578 146,830 SH   DFND 7 123,830 0 23,000
WILLIAMS CLAYTON ENERGY INC COM 969490101 5,693 66,632 SH   DFND 1,5 0 0 66,632
WILLIAMS COS INC DEL COM 969457100 2,292,549 74,602,967 SH   DFND 1,5 3,733,038 0 70,869,929
WILLIAMS COS INC DEL COM 969457100 6,769 220,261 SH   DFND 2 220,261 0 0
WILLIAMS COS INC DEL COM 969457100 60,241 1,960,327 SH   DFND 3 1,960,327 0 0
WILLIAMS COS INC DEL COM 969457100 34,394 1,119,240 SH   DFND 6 1,119,240 0 0
WILLIAMS COS INC DEL COM 969457100 31,305 1,018,699 SH   DFND 7 0 0 1,018,699
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 1,074,953 28,904,365 SH   DFND 1,5 0 0 28,904,365
WILLIAMS SONOMA INC COM 969904101 55,526 1,087,041 SH   DFND 1,5 38,841 0 1,048,200
WILLIAMS SONOMA INC COM 969904101 465 9,100 SH   DFND 6 9,100 0 0
WILLIS LEASE FINANCE CORP COM 970646105 475 20,000 SH   DFND 1,5 2,148 0 17,852
WILLIS TOWERS WATSON PUB LTD SHS G96629103 68,526 516,128 SH   DFND 1,5 18,600 0 497,528
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,556 41,848 SH   DFND 2 41,848 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 2,843 21,415 SH   DFND 3 21,415 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 19,448 1,935,103 SH   DFND 1,5 0 0 1,935,103
WINDTREE THERAPEUTICS INC COM 97382D105 518 201,740 SH   DFND 1,5 600 0 201,140
WINDTREE THERAPEUTICS INC COM 97382D105 57 22,351 SH   DFND 6 22,351 0 0
WINGSTOP INC COM 974155103 126,061 4,302,420 SH   DFND 1,5 179,170 0 4,123,250
WINMARK CORP COM 974250102 7,190 68,137 SH   DFND 1,5 731 0 67,406
WINTRUST FINL CORP COM 97650W108 9,136 164,400 SH   DFND 6 164,400 0 0
WINTRUST FINL CORP COM 97650W108 2,979 53,600 SH   DFND 7 53,600 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,282 235,000 SH   DFND 1,5 135,200 0 99,800
WIRELESS TELECOM GROUP INC COM 976524108 996 607,300 SH   DFND 1,5 61,300 0 546,000
WISDOMTREE INVTS INC COM 97717P104 6,220 604,500 SH   DFND 1,5 0 0 604,500
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 2,176 40,500 SH   DFND 1,5 3,850 0 36,650
WISDOMTREE TR JAPN HEDGE EQT 97717W851 7,653 178,355 SH   DFND 1,5 19,273 0 159,082
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 290,942 5,413,880 SH   DFND 3 5,413,880 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 71,292 1,661,430 SH   DFND 3 1,661,430 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 697 16,235 SH   DFND 6 0 0 16,235
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4,645 108,239 SH   DFND 7 108,239 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 6,082 113,171 SH   DFND 7 113,171 0 0
WIX COM LTD SHS M98068105 164,078 3,777,982 SH   DFND 1,5 418,142 0 3,359,840
WIX COM LTD SHS M98068105 895 20,600 SH   DFND 1,9 0 0 20,600
WMIH CORP COM 92936P100 52 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 100,051 3,340,591 SH   DFND 1,5 91,300 0 3,249,291
WNS HOLDINGS LTD SPON ADR 92932M101 51,547 1,721,110 SH   DFND 6 1,721,110 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 4,969 165,898 SH   DFND 7 165,898 0 0
WOLVERINE WORLD WIDE INC COM 978097103 9,908 430,226 SH   DFND 6 430,226 0 0
WOLVERINE WORLD WIDE INC COM 978097103 3,243 140,800 SH   DFND 7 140,800 0 0
WOODWARD INC COM 980745103 45,685 731,188 SH   DFND 1,5 0 0 731,188
WORKDAY INC CL A 98138H101 1,060,035 11,561,077 SH   DFND 1,5 701,401 0 10,859,676
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 9,387 7,250,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 22,632 246,832 SH   DFND 1,9 132 0 246,700
WORKDAY INC CL A 98138H101 4,044 44,100 SH   DFND 6 44,100 0 0
WORKIVA INC COM CL A 98139A105 3,039 167,600 SH   DFND 1,9 0 0 167,600
WORKIVA INC COM CL A 98139A105 12,928 713,057 SH   DFND 11 713,057 0 0
WORLD FUEL SVCS CORP COM 981475106 359,485 7,770,977 SH   DFND 1,5 376,250 0 7,394,727
WORLD FUEL SVCS CORP COM 981475106 12,319 266,304 SH   DFND 11 266,304 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 9,650 453,043 SH   DFND 1,5 43 0 453,000
WPX ENERGY INC COM 98212B103 75,737 5,742,030 SH   DFND 1,5 106,429 0 5,635,601
WPX ENERGY INC COM 98212B103 219 16,600 SH   DFND 6 16,600 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 357,181 14,561,004 SH   DFND 1,5 0 0 14,561,004
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 15,806 644,339 SH   DFND 6 644,339 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 5,916 241,182 SH   DFND 7 241,182 0 0
WSFS FINL CORP COM 929328102 92,280 2,528,907 SH   DFND 1,5 358 0 2,528,549
WYNDHAM WORLDWIDE CORP COM 98310W108 333,593 4,954,599 SH   DFND 1,5 247 0 4,954,352
WYNDHAM WORLDWIDE CORP COM 98310W108 2,386 35,433 SH   DFND 2 35,433 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,181 32,391 SH   DFND 3 32,391 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 13,583 201,736 SH   DFND 6 172,411 0 29,325
WYNDHAM WORLDWIDE CORP COM 98310W108 22,493 334,075 SH   DFND 7 268,679 0 65,396
WYNDHAM WORLDWIDE CORP COM 98310W108 15,237 226,300 SH   DFND 11 226,300 0 0
WYNN RESORTS LTD COM 983134107 12,957 133,000 SH   DFND 1,5 0 0 133,000
WYNN RESORTS LTD COM 983134107 2,494 25,604 SH   DFND 2 25,604 0 0
WYNN RESORTS LTD COM 983134107 2,823 28,983 SH   DFND 3 28,983 0 0
XCEL ENERGY INC COM 98389B100 570,622 13,870,243 SH   DFND 1,5 302,141 0 13,568,102
XCEL ENERGY INC COM 98389B100 6,739 163,804 SH   DFND 2 163,804 0 0
XCEL ENERGY INC COM 98389B100 2,791 67,838 SH   DFND 3 67,838 0 0
XCEL ENERGY INC COM 98389B100 11,508 279,721 SH   DFND 6 215,321 0 64,400
XCEL ENERGY INC COM 98389B100 23,938 581,856 SH   DFND 7 383,056 0 198,800
XCEL ENERGY INC COM 98389B100 27,928 678,850 SH   DFND 11 678,850 0 0
XCERRA CORP COM 98400J108 2,259 372,800 SH   DFND 1,5 0 0 372,800
XENCOR INC COM 98401F105 106,833 4,362,305 SH   DFND 1,5 2,050 0 4,360,255
XERIUM TECHNOLOGIES INC COM NEW 98416J118 177 22,300 SH   DFND 7 22,300 0 0
XEROX CORP COM 984121103 123,766 12,217,800 SH   DFND 1,5 1,229,300 0 10,988,500
XEROX CORP COM 984121103 2,781 274,487 SH   DFND 2 274,487 0 0
XEROX CORP COM 984121103 526 51,921 SH   DFND 3 51,921 0 0
XEROX CORP COM 984121103 303 29,880 SH   DFND 7 29,880 0 0
XILINX INC COM 983919101 139,542 2,567,950 SH   DFND 1,5 162,150 0 2,405,800
XILINX INC COM 983919101 4,442 81,743 SH   DFND 2 81,743 0 0
XILINX INC COM 983919101 1,456 26,801 SH   DFND 3 26,801 0 0
XILINX INC COM 983919101 3,141 57,800 SH   DFND 7 57,800 0 0
XL GROUP LTD COM G98294104 9,891 294,100 SH   DFND 1,5 0 0 294,100
XL GROUP LTD COM G98294104 2,982 88,673 SH   DFND 2 88,673 0 0
XL GROUP LTD COM G98294104 1,822 54,187 SH   DFND 3 54,187 0 0
XOMA CORP DEL COM 98419J107 701 1,527,508 SH   DFND 1,5 0 0 1,527,508
XUNLEI LTD SPONSORED ADR 98419E108 148 27,381 SH   DFND 1,5 0 0 27,381
XUNLEI LTD SPONSORED ADR 98419E108 16,609 3,081,371 SH   DFND 1,9 0 0 3,081,371
XYLEM INC COM 98419M100 373,951 7,129,673 SH   DFND 1,5 528,451 0 6,601,222
XYLEM INC COM 98419M100 3,031 57,783 SH   DFND 2 57,783 0 0
XYLEM INC COM 98419M100 286 5,450 SH   DFND 3 5,450 0 0
XYLEM INC COM 98419M100 6,624 126,300 SH   DFND 6 102,700 0 23,600
XYLEM INC COM 98419M100 8,922 170,100 SH   DFND 7 96,200 0 73,900
YADKIN FINL CORP COM 984305102 15,154 576,400 SH   DFND 6 576,400 0 0
YADKIN FINL CORP COM 984305102 4,900 186,400 SH   DFND 7 186,400 0 0
YAHOO INC NOTE 12/0 984332AF3 48,372 47,250,000 PRN   DFND 1,5 0 0 0
YAHOO INC COM 984332106 240,515 5,580,383 SH   DFND 1,5 0 0 5,580,383
YAHOO INC COM 984332106 149,765 3,474,827 SH   DFND 1,9 0 0 3,474,827
YAHOO INC COM 984332106 12,170 282,376 SH   DFND 2 282,376 0 0
YAHOO INC COM 984332106 15,664 363,433 SH   DFND 3 363,433 0 0
YAMANA GOLD INC COM 98462Y100 26,516 6,157,120 SH   DFND 1,5 0 0 6,157,120
YAMANA GOLD INC COM 98462Y100 110 25,604 SH   DFND   25,604 0 0
YANDEX N V SHS CLASS A N97284108 83,455 3,964,597 SH   DFND 1,5 128,040 0 3,836,557
YANDEX N V SHS CLASS A N97284108 589 28,000 SH   DFND 6 28,000 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 34,673 1,903,000 SH   DFND 1,5 67,600 0 1,835,400
YRC WORLDWIDE INC COM PAR $.01 984249607 2,032 164,898 SH   DFND 1,5 98 0 164,800
YUM BRANDS INC COM 988498101 299,732 3,300,649 SH   DFND 1,5 469,213 0 2,831,436
YUM BRANDS INC COM 988498101 10,847 119,444 SH   DFND 2 119,444 0 0
YUM BRANDS INC COM 988498101 16,842 185,466 SH   DFND 3 185,466 0 0
YUM BRANDS INC COM 988498101 3,103 34,168 SH   DFND 6 34,168 0 0
YUM BRANDS INC COM 988498101 3,817 42,032 SH   DFND 7 0 0 42,032
ZAFGEN INC COM 98885E103 13,468 4,069,020 SH   DFND 1,5 500 0 4,068,520
ZAYO GROUP HLDGS INC COM 98919V105 131,148 4,414,288 SH   DFND 1,5 0 0 4,414,288
ZEBRA TECHNOLOGIES CORP CL A 989207105 5,444 78,200 SH   DFND 1,5 0 0 78,200
ZELTIQ AESTHETICS INC COM 98933Q108 233,047 5,942,039 SH   DFND 1,5 220,563 0 5,721,476
ZENDESK INC COM 98936J101 388,531 12,651,610 SH   DFND 1,5 767,981 0 11,883,629
ZENDESK INC COM 98936J101 42,728 1,391,344 SH   DFND 1,9 0 0 1,391,344
ZENDESK INC COM 98936J101 863 28,100 SH   DFND 6 28,100 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 5,816 167,845 SH   DFND 1,5 0 0 167,845
ZILLOW GROUP INC CL A 98954M101 4,084 118,540 SH   DFND 1,5 0 0 118,540
ZIMMER BIOMET HLDGS INC COM 98956P102 1,041,006 8,006,507 SH   DFND 1,5 171,612 0 7,834,895
ZIMMER BIOMET HLDGS INC COM 98956P102 8,386 64,500 SH   DFND 2 64,500 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 9,644 74,171 SH   DFND 3 74,171 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 14,606 112,336 SH   DFND 6 112,336 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 46,689 359,088 SH   DFND 7 359,088 0 0
ZIONS BANCORPORATION COM 989701107 67,482 2,175,450 SH   DFND 1,5 0 0 2,175,450
ZIONS BANCORPORATION COM 989701107 2,052 66,144 SH   DFND 2 66,144 0 0
ZIONS BANCORPORATION COM 989701107 5,658 182,394 SH   DFND 3 182,394 0 0
ZOETIS INC CL A 98978V103 38,196 734,404 SH   DFND 1,5 2,304 0 732,100
ZOETIS INC CL A 98978V103 8,303 159,641 SH   DFND 2 159,641 0 0
ZOETIS INC CL A 98978V103 7,561 145,378 SH   DFND 3 145,378 0 0
ZOGENIX INC COM NEW 98978L204 25,869 2,263,224 SH   DFND 1,5 0 0 2,263,224
ZOSANO PHARMA CORP COM 98979H103 1,350 1,776,019 SH   DFND 1,5 0 0 1,776,019
ZUMIEZ INC COM 989817101 27,701 1,538,932 SH   DFND 1,5 143,400 0 1,395,532