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 13,412 285,660 SH   DFND 1,5 0 0 285,660
2U INC COM 90214J101 166,356 4,194,566 SH   DFND 1,5 33,707 0 4,160,859
3-D SYS CORP DEL COM NEW 88554D205 1,291 86,300 SH   DFND 1,5 0 0 86,300
3M CO COM 88579Y101 1,176,297 6,147,999 SH   DFND 1,5 1,054,878 0 5,093,121
3M CO COM 88579Y101 35,215 184,054 SH   DFND 2 0 0 184,054
3M CO COM 88579Y101 47,745 249,545 SH   DFND 3 249,545 0 0
3M CO COM 88579Y101 1,198 6,260 SH   DFND 6 6,260 0 0
3M CO COM 88579Y101 3,914 20,457 SH   DFND 7 20,457 0 0
51JOB INC SP ADR REP COM 316827104 35,813 976,900 SH   DFND 1,5 34,500 0 942,400
58 COM INC SPON ADR REP A 31680Q104 221,200 6,250,352 SH   DFND 1,5 87,662 0 6,162,690
58 COM INC SPON ADR REP A 31680Q104 198,927 5,620,984 SH   DFND 1,9 119,144 0 5,501,840
58 COM INC SPON ADR REP A 31680Q104 6,200 175,200 SH   DFND 7 175,200 0 0
8X8 INC NEW COM 282914100 717 47,000 SH   DFND 1,9 0 0 47,000
AARONS INC COM PAR $0.50 002535300 252,810 8,500,687 SH   DFND 1,5 687 0 8,500,000
ABB LTD SPONSORED ADR 000375204 2,881 123,102 SH   DFND 3 123,102 0 0
ABBOTT LABS COM 002824100 475,955 10,717,303 SH   DFND 1,5 382,779 0 10,334,524
ABBOTT LABS COM 002824100 23,691 533,455 SH   DFND 2 0 0 533,455
ABBOTT LABS COM 002824100 28,963 652,162 SH   DFND 3 652,162 0 0
ABBOTT LABS COM 002824100 1,100 24,770 SH   DFND 6 24,770 0 0
ABBOTT LABS COM 002824100 8,592 193,466 SH   DFND 7 0 0 193,466
ABBVIE INC COM 00287Y109 379,183 5,819,260 SH   DFND 1,5 776,580 0 5,042,680
ABBVIE INC COM 00287Y109 32,063 492,063 SH   DFND 2 0 0 492,063
ABBVIE INC COM 00287Y109 35,749 548,627 SH   DFND 3 548,627 0 0
ABBVIE INC COM 00287Y109 2,050 31,457 SH   DFND 7 31,457 0 0
ABERCROMBIE & FITCH CO CL A 002896207 70,984 5,950,000 SH   DFND 1,5 665,320 0 5,284,680
ABM INDS INC COM 000957100 19,973 458,100 SH   DFND 6 458,100 0 0
ABM INDS INC COM 000957100 5,664 129,900 SH   DFND 7 129,900 0 0
ABRAXAS PETE CORP COM 003830106 532 263,200 SH   DFND 1,5 0 0 263,200
AC IMMUNE SA SHS H00263105 35,597 3,436,003 SH   DFND 1,5 6,850 0 3,429,153
AC IMMUNE SA SHS H00263105 382 36,900 SH   DFND 6 36,900 0 0
AC IMMUNE SA SHS H00263105 290 28,000 SH   DFND 7 28,000 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 78,135 1,332,907 SH   DFND 1,5 114,636 0 1,218,271
ACACIA RESH CORP ACACIA TCH COM 003881307 352 61,300 SH   DFND 1,5 400 0 60,900
ACADIA HEALTHCARE COMPANY IN COM 00404A109 74,185 1,701,502 SH   DFND 1,5 41,150 0 1,660,352
ACADIA HEALTHCARE COMPANY IN COM 00404A109 14,750 338,300 SH   DFND 6 338,300 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 6,767 155,200 SH   DFND 7 128,300 0 26,900
ACADIA PHARMACEUTICALS INC COM 004225108 625,635 18,197,643 SH   DFND 1,5 2,302,848 0 15,894,795
ACADIA PHARMACEUTICALS INC COM 004225108 464 13,500 SH   DFND 6 13,500 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 322,179 10,717,864 SH   DFND 1,5 4,546,451 0 6,171,413
ACCELERATE DIAGNOSTICS INC COM 00430H102 7,260 300,000 SH   DFND 1,5 0 0 300,000
ACCELERON PHARMA INC COM 00434H108 128,064 4,838,087 SH   DFND 1,5 12,957 0 4,825,130
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 965,357 8,052,696 SH   DFND 1,5 607,125 0 7,445,571
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 23,043 192,214 SH   DFND 2 0 0 192,214
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27,573 230,009 SH   DFND 3 230,009 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,261 10,522 SH   DFND 6 10,522 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,625 46,921 SH   DFND 7 34,792 0 12,129
ACHAOGEN INC COM 004449104 80,154 3,176,915 SH   DFND 1,5 34,843 0 3,142,072
ACHAOGEN INC COM 004449104 31,055 1,230,868 SH   DFND 6 1,192,968 0 37,900
ACHAOGEN INC COM 004449104 9,347 370,470 SH   DFND 7 332,670 0 37,800
ACHILLION PHARMACEUTICALS IN COM 00448Q201 6,081 1,444,404 SH   DFND 1,5 0 0 1,444,404
ACI WORLDWIDE INC COM 004498101 15,401 720,000 SH   DFND 1,5 0 0 720,000
ACLARIS THERAPEUTICS INC COM 00461U105 37,782 1,266,994 SH   DFND 1,5 300 0 1,266,694
ACLARIS THERAPEUTICS INC COM 00461U105 10,346 346,943 SH   DFND 4 346,943 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 1,193 40,000 SH   DFND 7 40,000 0 0
ACNB CORP COM 000868109 3,800 131,700 SH   DFND 1,5 15,327 0 116,373
ACORDA THERAPEUTICS INC COM 00484M106 138,390 6,590,018 SH   DFND 1,5 357 0 6,589,661
ACORDA THERAPEUTICS INC COM 00484M106 1,260 60,000 SH   DFND 7 60,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,339,404 107,087,931 SH   DFND 1,5 10,899,863 0 96,188,068
ACTIVISION BLIZZARD INC COM 00507V109 131,667 2,640,729 SH   DFND 1,9 0 0 2,640,729
ACTIVISION BLIZZARD INC COM 00507V109 10,647 213,530 SH   DFND 2 0 0 213,530
ACTIVISION BLIZZARD INC COM 00507V109 4,713 94,517 SH   DFND 3 94,517 0 0
ACTIVISION BLIZZARD INC COM 00507V109 34,798 697,916 SH   DFND 6 697,916 0 0
ACTIVISION BLIZZARD INC COM 00507V109 65,106 1,305,781 SH   DFND 7 538,331 0 767,450
ACTUA CORP COM 005094107 83,199 5,921,628 SH   DFND 1,5 1,678,900 0 4,242,728
ACUITY BRANDS INC COM 00508Y102 220,495 1,080,856 SH   DFND 1,5 23,482 0 1,057,374
ACUITY BRANDS INC COM 00508Y102 42,049 206,121 SH   DFND 1,9 0 0 206,121
ACUITY BRANDS INC COM 00508Y102 2,777 13,612 SH   DFND 2 0 0 13,612
ACUITY BRANDS INC COM 00508Y102 4,069 19,947 SH   DFND 3 19,947 0 0
ACUITY BRANDS INC COM 00508Y102 4,655 22,820 SH   DFND 6 22,820 0 0
ACUITY BRANDS INC COM 00508Y102 11,182 54,812 SH   DFND 7 31,400 0 23,412
ADAMAS PHARMACEUTICALS INC COM 00548A106 43,123 2,464,181 SH   DFND 1,5 0 0 2,464,181
ADAMS RES & ENERGY INC COM NEW 006351308 6,558 175,574 SH   DFND 1,5 35,623 0 139,951
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 25,913 4,702,867 SH   DFND 1,5 302,500 0 4,400,367
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 8,699 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 16,705 522,031 SH   DFND 6 522,031 0 0
ADDUS HOMECARE CORP COM 006739106 5,833 182,279 SH   DFND 7 182,279 0 0
ADECOAGRO S A COM L00849106 832 72,600 SH   DFND 1,5 0 0 72,600
ADIENT PLC ORD SHS G0084W101 115,117 1,584,105 SH   DFND 1,5 117,314 0 1,466,791
ADMA BIOLOGICS INC COM 000899104 1,951 399,700 SH   DFND 1,5 0 0 399,700
ADOBE SYS INC COM 00724F101 4,245,825 32,627,563 SH   DFND 1,5 2,835,293 0 29,792,270
ADOBE SYS INC COM 00724F101 9,874 75,878 SH   DFND 1,9 210 0 75,668
ADOBE SYS INC COM 00724F101 19,912 153,020 SH   DFND 2 0 0 153,020
ADOBE SYS INC COM 00724F101 36,848 283,160 SH   DFND 3 283,160 0 0
ADOBE SYS INC COM 00724F101 31,580 242,679 SH   DFND 6 242,679 0 0
ADOBE SYS INC COM 00724F101 79,796 613,206 SH   DFND 7 470,569 0 142,637
ADTRAN INC COM 00738A106 3,030 146,031 SH   DFND 1,5 261 0 145,770
ADURO BIOTECH INC COM 00739L101 26,389 2,454,759 SH   DFND 1,5 0 0 2,454,759
ADVANCE AUTO PARTS INC COM 00751Y106 30,269 204,163 SH   DFND 1,5 1,500 0 202,663
ADVANCE AUTO PARTS INC COM 00751Y106 3,376 22,771 SH   DFND 2 0 0 22,771
ADVANCE AUTO PARTS INC COM 00751Y106 1,913 12,900 SH   DFND 3 12,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,053 7,100 SH   DFND 6 7,100 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 160,135 4,017,435 SH   DFND 1,5 56,191 0 3,961,244
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 8,690 218,012 SH   DFND 6 218,012 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 3,472 87,100 SH   DFND 7 87,100 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 26,489 1,172,080 SH   DFND 6 1,172,080 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 6,610 292,496 SH   DFND 7 292,496 0 0
ADVANCED ENERGY INDS COM 007973100 1,318 19,230 SH   DFND 1,5 50 0 19,180
ADVANCED MICRO DEVICES INC COM 007903107 142,199 9,773,112 SH   DFND 1,5 2,460,293 0 7,312,819
ADVANCED MICRO DEVICES INC COM 007903107 36,146 2,484,288 SH   DFND 1,9 0 0 2,484,288
ADVANCED MICRO DEVICES INC COM 007903107 3,465 238,147 SH   DFND 2 0 0 238,147
ADVANCED MICRO DEVICES INC COM 007903107 410 28,200 SH   DFND 6 28,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 41,745 2,869,056 SH   DFND 11 2,869,056 0 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 48,422 1,553,473 SH   DFND 1,5 65,400 0 1,488,073
ADVANSIX INC COM 00773T101 1,156 42,329 SH   DFND 1,5 0 0 42,329
ADVANTAGE OIL & GAS LTD COM 00765F101 4,241 642,300 SH   DFND 1,5 0 0 642,300
ADVANTAGE OIL & GAS LTD COM 00765F101 442 66,900 SH   DFND 6 66,900 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 815 123,400 SH   DFND 7 81,300 0 42,100
ADVAXIS INC COM NEW 007624208 34,312 4,199,780 SH   DFND 1,5 0 0 4,199,780
ADVAXIS INC COM NEW 007624208 719 88,000 SH   DFND 7 88,000 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 7,480 2,770,550 SH   DFND 1,5 506,541 0 2,264,009
AECOM COM 00766T100 827,723 23,257,186 SH   DFND 1,5 986,157 0 22,271,029
AECOM COM 00766T100 1,424 40,000 SH   DFND 11 40,000 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 15,716 1,304,191 SH   DFND 6 1,304,191 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 6,093 505,628 SH   DFND 7 505,628 0 0
AERCAP HOLDINGS NV SHS N00985106 350,319 7,620,597 SH   DFND 1,5 942,473 0 6,678,124
AERCAP HOLDINGS NV SHS N00985106 2,092 45,500 SH   DFND 6 45,500 0 0
AERCAP HOLDINGS NV SHS N00985106 3,024 65,772 SH   DFND 7 65,772 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 14,535 320,500 SH   DFND 1,5 0 0 320,500
AEROJET ROCKETDYNE HLDGS INC COM 007800105 157,910 7,276,952 SH   DFND 1,5 161,268 0 7,115,684
AEROVIRONMENT INC COM 008073108 3,815 136,100 SH   DFND 1,5 0 0 136,100
AES CORP COM 00130H105 9,100 813,949 SH   DFND 1,5 2,187 0 811,762
AES CORP COM 00130H105 2,275 203,498 SH   DFND 2 0 0 203,498
AES CORP COM 00130H105 4,317 386,135 SH   DFND 3 386,135 0 0
AES CORP COM 00130H105 1,130 101,100 SH   DFND 7 101,100 0 0
AETNA INC NEW COM 00817Y108 978,582 7,672,143 SH   DFND 1,5 657,835 0 7,014,308
AETNA INC NEW COM 00817Y108 13,849 108,574 SH   DFND 2 0 0 108,574
AETNA INC NEW COM 00817Y108 14,041 110,080 SH   DFND 3 110,080 0 0
AETNA INC NEW COM 00817Y108 1,204 9,436 SH   DFND 6 9,436 0 0
AETNA INC NEW COM 00817Y108 383 3,000 SH   DFND 7 3,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 130,234 794,400 SH   DFND 1,5 62 0 794,338
AFFILIATED MANAGERS GROUP COM 008252108 2,870 17,505 SH   DFND 2 0 0 17,505
AFFILIATED MANAGERS GROUP COM 008252108 6,913 42,167 SH   DFND 3 42,167 0 0
AFFILIATED MANAGERS GROUP COM 008252108 393 2,400 SH   DFND 7 2,400 0 0
AFLAC INC COM 001055102 439,709 6,071,645 SH   DFND 1,5 455,186 0 5,616,459
AFLAC INC COM 001055102 8,975 123,925 SH   DFND 2 0 0 123,925
AFLAC INC COM 001055102 11,642 160,760 SH   DFND 3 160,760 0 0
AFLAC INC COM 001055102 939 12,970 SH   DFND 7 12,970 0 0
AG MTG INVT TR INC COM 001228105 13,671 757,420 SH   DFND 1,5 320 0 757,100
AGCO CORP COM 001084102 78,204 1,299,495 SH   DFND 1,5 0 0 1,299,495
AGENUS INC COM NEW 00847G705 5,782 1,533,578 SH   DFND 1,5 0 0 1,533,578
AGILENT TECHNOLOGIES INC COM 00846U101 1,070,649 20,250,591 SH   DFND 1,5 731,130 0 19,519,461
AGILENT TECHNOLOGIES INC COM 00846U101 5,256 99,423 SH   DFND 2 0 0 99,423
AGILENT TECHNOLOGIES INC COM 00846U101 1,477 27,930 SH   DFND 3 27,930 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 13,983 264,485 SH   DFND 6 264,485 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 48,243 912,478 SH   DFND 7 301,618 0 610,860
AGILENT TECHNOLOGIES INC COM 00846U101 1,771 33,500 SH   DFND 11 33,500 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 369,330 6,324,147 SH   DFND 1,5 1,135,375 0 5,188,772
AGIOS PHARMACEUTICALS INC COM 00847X104 444 7,600 SH   DFND 6 7,600 0 0
AGNC INVT CORP COM 00123Q104 43,963 2,210,330 SH   DFND 1,5 36,814 0 2,173,516
AGNC INVT CORP COM 00123Q104 1,675 84,212 SH   DFND 3 84,212 0 0
AGNC INVT CORP COM 00123Q104 406 20,427 SH   DFND 7 20,427 0 0
AGNICO EAGLE MINES LTD COM 008474108 117,358 2,766,203 SH   DFND 1,5 0 0 2,766,203
AGNICO EAGLE MINES LTD COM 008474108 531 12,508 SH   DFND 6 12,508 0 0
AGNICO EAGLE MINES LTD COM 008474108 5,139 121,130 SH   DFND 7 108,930 0 12,200
AGNICO EAGLE MINES LTD COM 008474108 320,934 7,564,587 SH   DFND 11 6,545,787 0 1,018,800
AGNICO EAGLE MINES LTD COM 008474108 501 11,800 SH   DFND   11,800 0 0
AGREE REALTY CORP COM 008492100 67,367 1,404,645 SH   DFND 1,5 49,100 0 1,355,545
AGREE REALTY CORP COM 008492100 14,326 298,705 SH   DFND 6 298,705 0 0
AGREE REALTY CORP COM 008492100 6,217 129,620 SH   DFND 7 13,420 0 116,200
AGRIUM INC COM 008916108 88,298 925,171 SH   DFND 1,5 0 0 925,171
AGRIUM INC COM 008916108 566 5,925 SH   DFND 3 5,925 0 0
AGRIUM INC COM 008916108 1,019 10,680 SH   DFND 7 10,680 0 0
AGRIUM INC COM 008916108 188,723 1,977,417 SH   DFND 11 1,444,887 0 532,530
AGROFRESH SOLUTIONS COM 00856G109 2,347 537,038 SH   DFND 1,5 0 0 537,038
AIMMUNE THERAPEUTICS INC COM 00900T107 69,099 3,179,909 SH   DFND 1,5 119,343 0 3,060,566
AIMMUNE THERAPEUTICS INC COM 00900T107 5,062 232,950 SH   DFND 6 232,950 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,788 82,300 SH   DFND 7 82,300 0 0
AIR LEASE CORP CL A 00912X302 212,918 5,494,666 SH   DFND 1,5 168,336 0 5,326,330
AIR LEASE CORP CL A 00912X302 6,091 157,182 SH   DFND 3 157,182 0 0
AIR METHODS CORP COM PAR $.06 009128307 81,852 1,903,536 SH   DFND 11 1,903,536 0 0
AIR PRODS & CHEMS INC COM 009158106 316,064 2,336,197 SH   DFND 1,5 172,816 0 2,163,381
AIR PRODS & CHEMS INC COM 009158106 9,088 67,173 SH   DFND 2 0 0 67,173
AIR PRODS & CHEMS INC COM 009158106 11,635 86,003 SH   DFND 3 86,003 0 0
AIR PRODS & CHEMS INC COM 009158106 352 2,600 SH   DFND 7 2,600 0 0
AIR T INC COM 009207101 4,643 231,000 SH   DFND 1,5 26,799 0 204,201
AIR TRANSPORT SERVICES GRP I COM 00922R105 28,770 1,792,501 SH   DFND 1,5 0 0 1,792,501
AIR TRANSPORT SERVICES GRP I COM 00922R105 15,525 967,309 SH   DFND 6 967,309 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 6,028 375,546 SH   DFND 7 375,546 0 0
AK STL HLDG CORP COM 001547108 28,012 3,895,956 SH   DFND 1,5 2,700 0 3,893,256
AKAMAI TECHNOLOGIES INC COM 00971T101 337,349 5,650,737 SH   DFND 1,5 256,993 0 5,393,744
AKAMAI TECHNOLOGIES INC COM 00971T101 3,192 53,466 SH   DFND 2 0 0 53,466
AKAMAI TECHNOLOGIES INC COM 00971T101 478 8,001 SH   DFND 3 8,001 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 8,573 931,855 SH   DFND 1,5 0 0 931,855
AKORN INC COM 009728106 64,258 2,668,533 SH   DFND 1,5 1,233 0 2,667,300
AKORN INC COM 009728106 13,596 564,634 SH   DFND 6 564,634 0 0
AKORN INC COM 009728106 7,894 327,830 SH   DFND 7 327,830 0 0
ALAMO GROUP INC COM 011311107 204 2,682 SH   DFND 1,5 1,082 0 1,600
ALAMOS GOLD INC NEW COM CL A 011532108 26,358 3,282,087 SH   DFND 1,5 0 0 3,282,087
ALAMOS GOLD INC NEW COM CL A 011532108 5,834 726,400 SH   DFND 6 228,000 0 498,400
ALAMOS GOLD INC NEW COM CL A 011532108 2,111 262,900 SH   DFND 7 213,400 0 49,500
ALARM COM HLDGS INC COM 011642105 1,205 39,205 SH   DFND 1,5 700 0 38,505
ALARM COM HLDGS INC COM 011642105 851 27,700 SH   DFND 1,9 0 0 27,700
ALASKA AIR GROUP INC COM 011659109 117,265 1,271,583 SH   DFND 1,5 110,234 0 1,161,349
ALASKA AIR GROUP INC COM 011659109 3,515 38,116 SH   DFND 2 0 0 38,116
ALASKA AIR GROUP INC COM 011659109 2,412 26,158 SH   DFND 3 26,158 0 0
ALASKA AIR GROUP INC COM 011659109 15,994 173,431 SH   DFND 6 173,431 0 0
ALASKA AIR GROUP INC COM 011659109 27,817 301,633 SH   DFND 7 301,633 0 0
ALBEMARLE CORP COM 012653101 180,263 1,706,390 SH   DFND 1,5 47,600 0 1,658,790
ALBEMARLE CORP COM 012653101 3,671 34,751 SH   DFND 2 0 0 34,751
ALBEMARLE CORP COM 012653101 540 5,116 SH   DFND 3 5,116 0 0
ALBEMARLE CORP COM 012653101 27,896 264,070 SH   DFND 6 264,070 0 0
ALBEMARLE CORP COM 012653101 27,333 258,740 SH   DFND 7 252,740 0 6,000
ALCOA CORP COM 013872106 44,670 1,298,555 SH   DFND 1,5 2,400 0 1,296,155
ALDER BIOPHARMACEUTICALS INC COM 014339105 98,248 4,723,456 SH   DFND 1,5 232,700 0 4,490,756
ALDER BIOPHARMACEUTICALS INC COM 014339105 39,207 1,884,958 SH   DFND 6 1,859,058 0 25,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 12,186 585,870 SH   DFND 7 560,970 0 24,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 5,880 282,700 SH   DFND 11 282,700 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 8,527 1,705,311 SH   DFND 1,5 0 0 1,705,311
ALERE INC PERP PFD CONV SE 01449J204 182,076 550,078 SH   DFND 1,5 21,548 0 528,530
ALERE INC COM 01449J105 91,087 2,292,643 SH   DFND 1,5 33 0 2,292,610
ALERE INC COM 01449J105 7,116 179,100 SH   DFND 6 179,100 0 0
ALERE INC PERP PFD CONV SE 01449J204 434 1,310 SH   DFND 6 1,310 0 0
ALERE INC COM 01449J105 176,796 4,449,931 SH   DFND 11 4,449,931 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 7,911 227,000 SH   DFND 1,5 9,000 0 218,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,032 27,437 SH   DFND 2 0 0 27,437
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 260 2,351 SH   DFND 3 2,351 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,079,794 25,402,454 SH   DFND 1,5 1,219,803 0 24,182,651
ALEXION PHARMACEUTICALS INC COM 015351109 36,857 304,000 SH   DFND 1,10 6,100 0 297,900
ALEXION PHARMACEUTICALS INC COM 015351109 8,407 69,341 SH   DFND 2 0 0 69,341
ALEXION PHARMACEUTICALS INC COM 015351109 11,078 91,372 SH   DFND 3 91,372 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 40,708 335,760 SH   DFND 6 335,760 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 96,807 798,472 SH   DFND 7 643,737 0 154,735
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,342,508 12,450,228 SH   DFND 1,5 1,569,568 0 10,880,660
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 421,408 3,908,081 SH   DFND 1,9 100,653 0 3,807,428
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 49,214 456,400 SH   DFND 1,10 9,200 0 447,200
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 23,187 215,028 SH   DFND 3 215,028 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 26,839 248,900 SH   DFND 6 203,300 0 45,600
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 49,093 455,279 SH   DFND 7 455,279 0 0
ALIGN TECHNOLOGY INC COM 016255101 29,589 257,950 SH   DFND 1,5 81,360 0 176,590
ALKERMES PLC SHS G01767105 1,335,363 22,826,718 SH   DFND 1,5 5,003,070 0 17,823,648
ALKERMES PLC SHS G01767105 3,241 55,400 SH   DFND 6 55,400 0 0
ALLEGHANY CORP DEL COM 017175100 2,480 4,035 SH   DFND 1,5 10 0 4,025
ALLEGHANY CORP DEL COM 017175100 5,407 8,796 SH   DFND 3 8,796 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 41,256 1,109,040 SH   DFND 1,5 73,520 0 1,035,520
ALLEGIANT TRAVEL CO COM 01748X102 140,684 877,905 SH   DFND 1,5 205,205 0 672,700
ALLEGIANT TRAVEL CO COM 01748X102 7,890 49,235 SH   DFND 6 49,235 0 0
ALLEGIANT TRAVEL CO COM 01748X102 865 5,400 SH   DFND 7 5,400 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 296,908 3,922,162 SH   DFND 1,5 2,000 0 3,920,162
ALLEGION PUB LTD CO ORD SHS G0176J109 2,231 29,473 SH   DFND 2 0 0 29,473
ALLEGION PUB LTD CO ORD SHS G0176J109 1,331 17,585 SH   DFND 3 17,585 0 0
ALLERGAN PLC SHS G0177J108 3,177,567 13,299,713 SH   DFND 1,5 363,683 0 12,936,030
ALLERGAN PLC PFD CONV SER A G0177J116 202,563 239,189 SH   DFND 1,5 116,969 0 122,220
ALLERGAN PLC SHS G0177J108 24,725 103,488 SH   DFND 2 0 0 103,488
ALLERGAN PLC SHS G0177J108 33,037 138,277 SH   DFND 3 138,277 0 0
ALLERGAN PLC SHS G0177J108 24,622 103,057 SH   DFND 6 103,057 0 0
ALLERGAN PLC SHS G0177J108 59,601 249,458 SH   DFND 7 163,816 0 85,642
ALLERGAN PLC SHS G0177J108 52,132 218,200 SH   DFND 11 218,200 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 381,451 1,531,931 SH   DFND 1,5 27,174 0 1,504,757
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,299 17,265 SH   DFND 2 0 0 17,265
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,853 19,490 SH   DFND 3 19,490 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 9,605 38,573 SH   DFND 6 38,573 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 67,271 270,166 SH   DFND 7 71,176 0 198,990
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 15,195 665,000 SH   DFND 1,5 0 0 665,000
ALLIANT ENERGY CORP COM 018802108 244,926 6,183,438 SH   DFND 1,5 245,544 0 5,937,894
ALLIANT ENERGY CORP COM 018802108 2,784 70,290 SH   DFND 2 0 0 70,290
ALLIANT ENERGY CORP COM 018802108 685 17,304 SH   DFND 3 17,304 0 0
ALLIANT ENERGY CORP COM 018802108 13,676 345,272 SH   DFND 6 345,272 0 0
ALLIANT ENERGY CORP COM 018802108 6,950 175,466 SH   DFND 7 175,466 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 202,366 3,811,044 SH   DFND 1,5 45,000 0 3,766,044
ALLISON TRANSMISSION HLDGS I COM 01973R101 847,206 23,494,342 SH   DFND 1,5 519,522 0 22,974,820
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,678 102,000 SH   DFND 6 102,000 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,524 42,261 SH   DFND 11 42,261 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 6,390 1,342,461 SH   DFND 1,9 0 0 1,342,461
ALLOT COMMUNICATIONS LTD SHS M0854Q105 8,735 1,835,000 SH   DFND 11 1,835,000 0 0
ALLSTATE CORP COM 020002101 215,112 2,639,733 SH   DFND 1,5 84 0 2,639,649
ALLSTATE CORP COM 020002101 9,186 112,720 SH   DFND 2 0 0 112,720
ALLSTATE CORP COM 020002101 25,286 310,294 SH   DFND 3 310,294 0 0
ALLSTATE CORP COM 020002101 1,160 14,240 SH   DFND 6 14,240 0 0
ALLSTATE CORP COM 020002101 3,476 42,658 SH   DFND 7 42,658 0 0
ALLY FINL INC COM 02005N100 66,393 3,265,752 SH   DFND 1,5 569 0 3,265,183
ALLY FINL INC COM 02005N100 2,706 133,114 SH   DFND 3 133,114 0 0
ALMOST FAMILY INC COM 020409108 58,135 1,196,194 SH   DFND 1,5 94,124 0 1,102,070
ALMOST FAMILY INC COM 020409108 34,611 712,155 SH   DFND 6 712,155 0 0
ALMOST FAMILY INC COM 020409108 8,238 169,500 SH   DFND 7 161,669 0 7,831
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 657,383 12,826,983 SH   DFND 1,5 2,429,060 0 10,397,923
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,732 53,300 SH   DFND 6 53,300 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,415 27,600 SH   DFND 7 27,600 0 0
ALON USA ENERGY INC COM 020520102 17,454 1,431,800 SH   DFND 1,5 0 0 1,431,800
ALON USA ENERGY INC COM 020520102 243 19,900 SH   DFND 7 19,900 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 4,593 501,471 SH   DFND 1,5 0 0 501,471
ALPHABET INC CAP STK CL C 02079K107 10,561,211 12,731,100 SH   DFND 1,5 1,149,263 0 11,581,837
ALPHABET INC CAP STK CL A 02079K305 13,420,348 15,829,615 SH   DFND 1,5 1,671,334 0 14,158,281
ALPHABET INC CAP STK CL A 02079K305 505,493 596,241 SH   DFND 1,9 70 0 596,171
ALPHABET INC CAP STK CL C 02079K107 520,480 627,417 SH   DFND 1,9 0 0 627,417
ALPHABET INC CAP STK CL C 02079K107 1,821 2,195 SH   DFND 1,10 0 0 2,195
ALPHABET INC CAP STK CL A 02079K305 77,764 91,724 SH   DFND 2 0 0 91,724
ALPHABET INC CAP STK CL C 02079K107 75,676 91,224 SH   DFND 2 0 0 91,224
ALPHABET INC CAP STK CL A 02079K305 106,961 126,163 SH   DFND 3 126,163 0 0
ALPHABET INC CAP STK CL C 02079K107 91,759 110,611 SH   DFND 3 110,611 0 0
ALPHABET INC CAP STK CL C 02079K107 54,112 65,230 SH   DFND 6 65,230 0 0
ALPHABET INC CAP STK CL A 02079K305 173,213 204,309 SH   DFND 6 202,609 0 1,700
ALPHABET INC CAP STK CL A 02079K305 314,312 370,738 SH   DFND 7 220,766 0 149,972
ALPHABET INC CAP STK CL C 02079K107 200,459 241,645 SH   DFND 7 89,403 0 152,242
ALPHABET INC CAP STK CL A 02079K305 51,634 60,903 SH   DFND 11 60,903 0 0
ALPHABET INC CAP STK CL C 02079K107 32,975 39,750 SH   DFND 11 39,750 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 157 12,371 SH   DFND 3 12,371 0 0
ALTERYX INC COM CL A 02156B103 6,400 409,500 SH   DFND 1,5 121,400 0 288,100
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 94,759 6,213,711 SH   DFND 1,5 0 0 6,213,711
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 4,656 305,300 SH   DFND 7 305,300 0 0
ALTRIA GROUP INC COM 02209S103 976,871 13,677,841 SH   DFND 1,5 1,682,841 0 11,995,000
ALTRIA GROUP INC COM 02209S103 42,761 598,723 SH   DFND 2 0 0 598,723
ALTRIA GROUP INC COM 02209S103 58,460 818,533 SH   DFND 3 818,533 0 0
ALTRIA GROUP INC COM 02209S103 21,208 296,942 SH   DFND 6 276,732 0 20,210
ALTRIA GROUP INC COM 02209S103 89,802 1,257,381 SH   DFND 7 1,058,924 0 198,457
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 13,236 12,150,000 PRN   DFND 1,5 0 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 47,361 2,100,254 SH   DFND 1,5 300 0 2,099,954
AMARIN CORP PLC SPONS ADR NEW 023111206 6,537 2,042,925 SH   DFND 1,5 0 0 2,042,925
AMAZON COM INC COM 023135106 16,078,435 18,136,164 SH   DFND 1,5 1,966,110 0 16,170,054
AMAZON COM INC COM 023135106 100,884 113,795 SH   DFND 1,9 66 0 113,729
AMAZON COM INC COM 023135106 108,394 122,266 SH   DFND 2 0 0 122,266
AMAZON COM INC COM 023135106 148,711 167,743 SH   DFND 3 167,743 0 0
AMAZON COM INC COM 023135106 123,629 139,451 SH   DFND 6 139,451 0 0
AMAZON COM INC COM 023135106 185,200 208,902 SH   DFND 7 187,534 0 21,368
AMBAC FINL GROUP INC COM NEW 023139884 42,251 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 16,574 302,939 SH   DFND 1,9 236 0 302,703
AMBEV SA SPONSORED ADR 02319V103 214,368 37,216,750 SH   DFND 1,5 2,469,751 0 34,746,999
AMC ENTMT HLDGS INC CL A COM 00165C104 1,371 43,583 SH   DFND 1,5 0 0 43,583
AMC NETWORKS INC CL A 00164V103 60,381 1,028,994 SH   DFND 1,5 110,500 0 918,494
AMC NETWORKS INC CL A 00164V103 2,218 37,800 SH   DFND 6 37,800 0 0
AMDOCS LTD SHS G02602103 769,710 12,620,266 SH   DFND 1,5 995,746 0 11,624,520
AMEDISYS INC COM 023436108 97,144 1,901,432 SH   DFND 1,5 0 0 1,901,432
AMEDISYS INC COM 023436108 18,285 357,900 SH   DFND 6 357,900 0 0
AMEDISYS INC COM 023436108 4,767 93,300 SH   DFND 7 93,300 0 0
AMERCO COM 023586100 1,067 2,800 SH   DFND 1,5 0 0 2,800
AMEREN CORP COM 023608102 4,089 74,904 SH   DFND 2 0 0 74,904
AMEREN CORP COM 023608102 3,011 55,148 SH   DFND 3 55,148 0 0
AMEREN CORP COM 023608102 1,095 20,055 SH   DFND 6 20,055 0 0
AMEREN CORP COM 023608102 3,346 61,286 SH   DFND 7 61,286 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 19,328 1,364,036 SH   DFND 1,5 141,705 0 1,222,331
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 533 37,622 SH   DFND 3 37,622 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,119,416 26,463,739 SH   DFND 1,5 225,772 0 26,237,967
AMERICAN AIRLS GROUP INC COM 02376R102 6,584 155,639 SH   DFND 2 0 0 155,639
AMERICAN AIRLS GROUP INC COM 02376R102 6,319 149,387 SH   DFND 3 149,387 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,386 56,400 SH   DFND 6 56,400 0 0
AMERICAN ASSETS TR INC COM 024013104 185,711 4,438,589 SH   DFND 1,5 1,957,883 0 2,480,706
AMERICAN ASSETS TR INC COM 024013104 9,950 237,800 SH   DFND 6 237,800 0 0
AMERICAN ASSETS TR INC COM 024013104 3,950 94,400 SH   DFND 7 0 0 94,400
AMERICAN CAMPUS CMNTYS INC COM 024835100 143,722 3,020,001 SH   DFND 1,5 2,101,733 0 918,268
AMERICAN ELEC PWR INC COM 025537101 283,907 4,229,217 SH   DFND 1,5 42,187 0 4,187,030
AMERICAN ELEC PWR INC COM 025537101 10,190 151,798 SH   DFND 2 0 0 151,798
AMERICAN ELEC PWR INC COM 025537101 54,881 817,534 SH   DFND 3 817,534 0 0
AMERICAN ELEC PWR INC COM 025537101 18,359 273,484 SH   DFND 6 236,230 0 37,254
AMERICAN ELEC PWR INC COM 025537101 56,977 848,749 SH   DFND 7 848,749 0 0
AMERICAN EXPRESS CO COM 025816109 42,941 542,797 SH   DFND 1,5 136,449 0 406,348
AMERICAN EXPRESS CO COM 025816109 18,489 233,716 SH   DFND 2 0 0 233,716
AMERICAN EXPRESS CO COM 025816109 26,708 337,602 SH   DFND 3 337,602 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 70,475 738,577 SH   DFND 1,5 25 0 738,552
AMERICAN FINL GROUP INC OHIO COM 025932104 2,995 31,385 SH   DFND 7 31,385 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 298,874 13,017,177 SH   DFND 1,5 8,170,464 0 4,846,713
AMERICAN HOMES 4 RENT CL A 02665T306 1,033 44,987 SH   DFND 3 44,987 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 7,684 334,653 SH   DFND 6 334,653 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 3,412 148,600 SH   DFND 7 16,200 0 132,400
AMERICAN INTL GROUP INC COM NEW 026874784 581,600 9,316,036 SH   DFND 1,5 295,936 0 9,020,100
AMERICAN INTL GROUP INC COM NEW 026874784 17,935 287,282 SH   DFND 2 0 0 287,282
AMERICAN INTL GROUP INC COM NEW 026874784 17,241 276,169 SH   DFND 3 276,169 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 596 9,545 SH   DFND 6 9,545 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 11,216 179,657 SH   DFND 7 158,300 0 21,357
AMERICAN PUBLIC EDUCATION IN COM 02913V103 14,438 630,500 SH   DFND 1,5 160,500 0 470,000
AMERICAN RENAL ASSOCIATES HO COM 029227105 66,549 3,942,478 SH   DFND 1,5 0 0 3,942,478
AMERICAN RENAL ASSOCIATES HO COM 029227105 795 47,100 SH   DFND 7 47,100 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 36,123 35,988,000 PRN   DFND 1,5 0 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 9,197 82,300 SH   DFND 1,5 20,000 0 62,300
AMERICAN TOWER CORP NEW COM 03027X100 2,005,670 16,502,142 SH   DFND 1,5 642,929 0 15,859,213
AMERICAN TOWER CORP NEW COM 03027X100 16,029 131,880 SH   DFND 2 0 0 131,880
AMERICAN TOWER CORP NEW COM 03027X100 42,992 353,729 SH   DFND 3 353,729 0 0
AMERICAN TOWER CORP NEW COM 03027X100 22,010 181,091 SH   DFND 6 171,844 0 9,247
AMERICAN TOWER CORP NEW COM 03027X100 68,281 561,801 SH   DFND 7 442,923 0 118,878
AMERICAN WOODMARK CORP COM 030506109 29,261 318,743 SH   DFND 6 308,643 0 10,100
AMERICAN WOODMARK CORP COM 030506109 11,736 127,840 SH   DFND 7 113,840 0 14,000
AMERICAN WTR WKS CO INC NEW COM 030420103 4,279 55,017 SH   DFND 2 0 0 55,017
AMERICAN WTR WKS CO INC NEW COM 030420103 2,111 27,145 SH   DFND 3 27,145 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 34,832 739,700 SH   DFND 1,5 0 0 739,700
AMERIPRISE FINL INC COM 03076C106 103,604 798,917 SH   DFND 1,5 306 0 798,611
AMERIPRISE FINL INC COM 03076C106 6,167 47,559 SH   DFND 2 0 0 47,559
AMERIPRISE FINL INC COM 03076C106 7,859 60,600 SH   DFND 3 60,600 0 0
AMERIPRISE FINL INC COM 03076C106 1,007 7,763 SH   DFND 6 162 0 7,601
AMERIPRISE FINL INC COM 03076C106 493 3,799 SH   DFND 7 3,799 0 0
AMERISAFE INC COM 03071H100 64,904 1,000,060 SH   DFND 1,5 0 0 1,000,060
AMERISOURCEBERGEN CORP COM 03073E105 41,961 474,134 SH   DFND 1,5 12 0 474,122
AMERISOURCEBERGEN CORP COM 03073E105 4,512 50,979 SH   DFND 2 0 0 50,979
AMERISOURCEBERGEN CORP COM 03073E105 10,855 122,651 SH   DFND 3 122,651 0 0
AMETEK INC NEW COM 031100100 1,142,602 21,127,992 SH   DFND 1,5 395,480 0 20,732,512
AMETEK INC NEW COM 031100100 3,831 70,841 SH   DFND 2 0 0 70,841
AMETEK INC NEW COM 031100100 1,287 23,803 SH   DFND 3 23,803 0 0
AMETEK INC NEW COM 031100100 11,463 211,969 SH   DFND 6 211,969 0 0
AMETEK INC NEW COM 031100100 13,742 254,100 SH   DFND 7 145,800 0 108,300
AMGEN INC COM 031162100 8,552,035 52,124,307 SH   DFND 1,5 2,656,691 0 49,467,616
AMGEN INC COM 031162100 37,302 227,352 SH   DFND 2 0 0 227,352
AMGEN INC COM 031162100 151,022 920,476 SH   DFND 3 920,476 0 0
AMGEN INC COM 031162100 65,364 398,392 SH   DFND 6 394,192 0 4,200
AMGEN INC COM 031162100 105,334 642,004 SH   DFND 7 385,982 0 256,022
AMGEN INC COM 031162100 16,407 100,000 SH   DFND 11 100,000 0 0
AMICUS THERAPEUTICS INC COM 03152W109 123,433 17,311,720 SH   DFND 1,5 38,200 0 17,273,520
AMICUS THERAPEUTICS INC COM 03152W109 17,749 2,489,335 SH   DFND 6 2,489,335 0 0
AMICUS THERAPEUTICS INC COM 03152W109 6,640 931,300 SH   DFND 7 878,600 0 52,700
AMIRA NATURE FOODS LTD SHS G0335L102 17,818 3,324,162 SH   DFND 1,5 458,535 0 2,865,627
AMKOR TECHNOLOGY INC COM 031652100 3,800 327,866 SH   DFND 1,9 0 0 327,866
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 4,397 303,257 SH   DFND 1,5 4,086 0 299,171
AMPHENOL CORP NEW CL A 032095101 2,783,104 39,105,010 SH   DFND 1,5 3,745,422 0 35,359,588
AMPHENOL CORP NEW CL A 032095101 6,760 94,980 SH   DFND 2 0 0 94,980
AMPHENOL CORP NEW CL A 032095101 8,732 122,693 SH   DFND 3 122,693 0 0
AMPHENOL CORP NEW CL A 032095101 2,341 32,900 SH   DFND 7 32,900 0 0
AMPLIFY SNACK BRANDS COM 03211L102 95,744 11,398,051 SH   DFND 1,5 699,245 0 10,698,806
AMPLIFY SNACK BRANDS COM 03211L102 1,005 119,600 SH   DFND 6 119,600 0 0
AMTRUST FINL SVCS INC COM 032359309 35,441 1,919,869 SH   DFND 1,5 90 0 1,919,779
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 7,500 15,000,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM 03236M101 1,955 3,688,627 SH   DFND 1,5 0 0 3,688,627
AMYRIS INC NOTE 9.500% 4/1 03236MAG6 9,568 19,136,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM 03236M101 238 448,993 SH   DFND 6 448,993 0 0
ANADARKO PETE CORP COM 032511107 2,033,025 32,790,726 SH   DFND 1,5 916,850 0 31,873,876
ANADARKO PETE CORP COM 032511107 10,699 172,564 SH   DFND 2 0 0 172,564
ANADARKO PETE CORP COM 032511107 23,293 375,700 SH   DFND 3 375,700 0 0
ANADARKO PETE CORP COM 032511107 22,618 364,811 SH   DFND 6 346,256 0 18,555
ANADARKO PETE CORP COM 032511107 46,112 743,744 SH   DFND 7 428,620 0 315,124
ANALOG DEVICES INC COM 032654105 503,986 6,149,915 SH   DFND 1,5 231,633 0 5,918,282
ANALOG DEVICES INC COM 032654105 44,753 546,100 SH   DFND 1,9 0 0 546,100
ANALOG DEVICES INC COM 032654105 9,208 112,358 SH   DFND 2 0 0 112,358
ANALOG DEVICES INC COM 032654105 15,107 184,346 SH   DFND 3 184,346 0 0
ANALOG DEVICES INC COM 032654105 7,616 92,930 SH   DFND 6 92,930 0 0
ANALOG DEVICES INC COM 032654105 55,019 671,374 SH   DFND 7 138,324 0 533,050
ANDERSONS INC COM 034164103 7,341 193,700 SH   DFND 6 193,700 0 0
ANDERSONS INC COM 034164103 2,952 77,900 SH   DFND 7 77,900 0 0
ANGIODYNAMICS INC COM 03475V101 16,830 970,000 SH   DFND 1,5 90,000 0 880,000
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 40,815 3,789,685 SH   DFND 1,5 81,747 0 3,707,938
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 64,928 591,549 SH   DFND 1,5 6,049 0 585,500
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 444 4,046 SH   DFND 3 4,046 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,262 20,609 SH   DFND 6 20,609 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 12,734 12,070,000 PRN   DFND 1,5 0 0 0
ANIXTER INTL INC COM 035290105 1,610 20,300 SH   DFND 1,5 20,300 0 0
ANNALY CAP MGMT INC COM 035710409 224,886 20,241,769 SH   DFND 1,5 1,981,870 0 18,259,899
ANNALY CAP MGMT INC COM 035710409 1,827 164,459 SH   DFND 3 164,459 0 0
ANNALY CAP MGMT INC COM 035710409 422 38,000 SH   DFND 6 38,000 0 0
ANNALY CAP MGMT INC COM 035710409 1,904 171,340 SH   DFND 7 171,340 0 0
ANSYS INC COM 03662Q105 699,513 6,545,453 SH   DFND 1,5 716,053 0 5,829,400
ANSYS INC COM 03662Q105 9,682 90,600 SH   DFND 1,9 0 0 90,600
ANSYS INC COM 03662Q105 331 3,101 SH   DFND 3 3,101 0 0
ANTHEM INC UNIT 05/01/20188 036752202 73,036 1,461,008 SH   DFND 1,5 450,100 0 1,010,908
ANTHEM INC COM 036752103 1,969,664 11,909,931 SH   DFND 1,5 1,772,225 0 10,137,706
ANTHEM INC COM 036752103 13,498 81,617 SH   DFND 2 0 0 81,617
ANTHEM INC COM 036752103 14,475 87,523 SH   DFND 3 87,523 0 0
ANTHEM INC UNIT 05/01/20188 036752202 830 16,600 SH   DFND 6 0 0 16,600
ANTHEM INC COM 036752103 6,091 36,829 SH   DFND 6 36,829 0 0
ANTHEM INC COM 036752103 23,090 139,615 SH   DFND 7 78,683 0 60,932
ANTHEM INC COM 036752103 13,164 79,600 SH   DFND 11 79,600 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 7,535 1,357,610 SH   DFND 1,5 0 0 1,357,610
AON PLC SHS CL A G0408V102 72,069 607,202 SH   DFND 1,5 0 0 607,202
AON PLC SHS CL A G0408V102 1,047 8,820 SH   DFND 1,10 0 0 8,820
AON PLC SHS CL A G0408V102 9,622 81,068 SH   DFND 2 0 0 81,068
AON PLC SHS CL A G0408V102 9,835 82,861 SH   DFND 3 82,861 0 0
APACHE CORP COM 037411105 671,163 13,060,190 SH   DFND 1,5 251,853 0 12,808,337
APACHE CORP COM 037411105 6,024 117,214 SH   DFND 2 0 0 117,214
APACHE CORP COM 037411105 45,306 881,620 SH   DFND 3 881,620 0 0
APACHE CORP COM 037411105 16,227 315,766 SH   DFND 6 315,766 0 0
APACHE CORP COM 037411105 17,163 333,985 SH   DFND 7 0 0 333,985
APARTMENT INVT & MGMT CO CL A 03748R101 570,376 12,860,791 SH   DFND 1,5 5,280,284 0 7,580,507
APARTMENT INVT & MGMT CO CL A 03748R101 2,142 48,287 SH   DFND 2 0 0 48,287
APARTMENT INVT & MGMT CO CL A 03748R101 1,225 27,623 SH   DFND 3 27,623 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 20,487 461,937 SH   DFND 6 461,937 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 8,196 184,800 SH   DFND 7 0 0 184,800
APOGEE ENTERPRISES INC COM 037598109 37,120 622,720 SH   DFND 1,5 0 0 622,720
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 7,691 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 199,833 8,216,804 SH   DFND 1,5 787 0 8,216,017
APPLE INC COM 037833100 20,837,391 145,046,575 SH   DFND 1,5 13,497,239 0 131,549,336
APPLE INC COM 037833100 1,109,605 7,723,824 SH   DFND 1,9 0 0 7,723,824
APPLE INC COM 037833100 232,682 1,619,671 SH   DFND 2 0 0 1,619,671
APPLE INC COM 037833100 565,612 3,937,155 SH   DFND 3 3,937,155 0 0
APPLE INC COM 037833100 247,238 1,720,994 SH   DFND 6 1,709,071 0 11,923
APPLE INC COM 037833100 540,848 3,764,777 SH   DFND 7 1,713,507 0 2,051,270
APPLIED GENETIC TECHNOL CORP COM 03820J100 5,780 837,697 SH   DFND 1,5 367 0 837,330
APPLIED INDL TECHNOLOGIES IN COM 03820C105 19,064 308,224 SH   DFND 6 281,824 0 26,400
APPLIED INDL TECHNOLOGIES IN COM 03820C105 13,335 215,600 SH   DFND 7 191,300 0 24,300
APPLIED MATLS INC COM 038222105 1,150,662 29,579,999 SH   DFND 1,5 2,597,246 0 26,982,753
APPLIED MATLS INC COM 038222105 204 5,250 SH   DFND 1,9 0 0 5,250
APPLIED MATLS INC COM 038222105 12,968 333,357 SH   DFND 2 0 0 333,357
APPLIED MATLS INC COM 038222105 24,688 634,663 SH   DFND 3 634,663 0 0
APPLIED MATLS INC COM 038222105 3,045 78,285 SH   DFND 6 78,285 0 0
APPLIED MATLS INC COM 038222105 5,910 151,927 SH   DFND 7 151,927 0 0
APPLIED MATLS INC COM 038222105 47,834 1,229,666 SH   DFND 11 1,229,666 0 0
APPTIO INC CL A 03835C108 11,077 944,300 SH   DFND 1,5 354,900 0 589,400
APPTIO INC CL A 03835C108 144 12,300 SH   DFND 1,9 0 0 12,300
APTARGROUP INC COM 038336103 19,435 252,441 SH   DFND 1,5 0 0 252,441
APTEVO THERAPEUTICS INC COM 03835L108 1,527 741,060 SH   DFND 1,5 400 0 740,660
AQUA AMERICA INC COM 03836W103 322 10,018 SH   DFND 3 10,018 0 0
AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 177 15,948 SH   DFND 1,5 140 0 15,808
AQUAVENTURE HLDGS LTD SHS G0443N107 24,670 1,445,203 SH   DFND 1,5 3,546 0 1,441,657
AQUAVENTURE HLDGS LTD SHS G0443N107 188 11,000 SH   DFND 6 11,000 0 0
ARADIGM CORP COM NO PAR NEW 038505400 263 168,740 SH   DFND 1,5 0 0 168,740
ARALEZ PHARMACEUTICALS INC COM 03852X100 585 273,469 SH   DFND 1,5 0 0 273,469
ARAMARK COM 03852U106 436,579 11,841,035 SH   DFND 1,5 716,195 0 11,124,840
ARAMARK COM 03852U106 28,723 779,028 SH   DFND 6 779,028 0 0
ARAMARK COM 03852U106 6,409 173,840 SH   DFND 7 173,840 0 0
ARBOR RLTY TR INC COM 038923108 20,107 2,399,450 SH   DFND 1,5 0 0 2,399,450
ARBUTUS BIOPHARMA CORP COM 03879J100 62 19,200 SH   DFND 7 19,200 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 24,525 2,937,110 SH   DFND 1,5 0 0 2,937,110
ARCH CAP GROUP LTD ORD G0450A105 172,622 1,821,480 SH   DFND 1,5 164,543 0 1,656,937
ARCH CAP GROUP LTD ORD G0450A105 3,169 33,438 SH   DFND 3 33,438 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,033 10,900 SH   DFND 6 10,900 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,847 30,046 SH   DFND 7 30,046 0 0
ARCH COAL INC CL A 039380407 11,851 171,903 SH   DFND 1,5 5,000 0 166,903
ARCH COAL INC CL A 039380407 6,639 96,300 SH   DFND 1,10 0 0 96,300
ARCH COAL INC CL A 039380407 3,308 47,980 SH   DFND 6 47,980 0 0
ARCH COAL INC CL A 039380407 9,969 144,600 SH   DFND 7 77,800 0 66,800
ARCHER DANIELS MIDLAND CO COM 039483102 26,630 578,410 SH   DFND 1,5 1,395 0 577,015
ARCHER DANIELS MIDLAND CO COM 039483102 209 4,550 SH   DFND 1,10 4,550 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 8,117 176,299 SH   DFND 2 0 0 176,299
ARCHER DANIELS MIDLAND CO COM 039483102 6,727 146,107 SH   DFND 3 146,107 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,146 24,900 SH   DFND 7 24,900 0 0
ARCHROCK INC COM 03957W106 10,635 857,663 SH   DFND 1,5 0 0 857,663
ARCONIC INC PFD CONV B SER 1 03965L308 21,379 520,796 SH   DFND 1,5 149,673 0 371,123
ARCONIC INC COM 03965L100 12,185 462,600 SH   DFND 1,5 0 0 462,600
ARCONIC INC COM 03965L100 3,582 135,999 SH   DFND 2 0 0 135,999
ARCONIC INC COM 03965L100 1,171 44,451 SH   DFND 3 44,451 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 376 46,742 SH   DFND 1,10 46,742 0 0
ARDAGH GROUP S A CL A L0223L101 6,452 293,800 SH   DFND 1,5 0 0 293,800
ARDELYX INC COM 039697107 32,643 2,580,445 SH   DFND 1,5 0 0 2,580,445
ARDMORE SHIPPING CORP COM Y0207T100 9,511 1,181,435 SH   DFND 1,5 0 0 1,181,435
ARDMORE SHIPPING CORP COM Y0207T100 9,471 1,176,500 SH   DFND 6 1,176,500 0 0
ARDMORE SHIPPING CORP COM Y0207T100 3,783 469,958 SH   DFND 7 469,958 0 0
ARENA PHARMACEUTICALS INC COM 040047102 894 612,100 SH   DFND 1,5 600 0 611,500
ARES CAP CORP COM 04010L103 152,012 8,746,353 SH   DFND 1,5 288,862 0 8,457,491
ARES CAP CORP COM 04010L103 1,459 83,934 SH   DFND 6 83,934 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 21,590 1,139,293 SH   DFND 1,5 0 0 1,139,293
ARGAN INC COM 04010E109 31,145 470,825 SH   DFND 1,5 125 0 470,700
ARGO GROUP INTL HLDGS LTD COM G0464B107 7,116 104,950 SH   DFND 1,5 1,069 0 103,881
ARGO GROUP INTL HLDGS LTD COM G0464B107 3,849 56,770 SH   DFND 6 56,770 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 10,224 150,800 SH   DFND 7 79,300 0 71,500
ARISTA NETWORKS INC COM 040413106 430,500 3,254,703 SH   DFND 1,5 342,525 0 2,912,178
ARISTA NETWORKS INC COM 040413106 2,626 19,852 SH   DFND 1,9 52 0 19,800
ARISTA NETWORKS INC COM 040413106 1,878 14,200 SH   DFND 6 14,200 0 0
ARK RESTAURANTS CORP COM 040712101 5,564 220,000 SH   DFND 1,5 25,180 0 194,820
ARMADA HOFFLER PPTYS INC COM 04208T108 18,542 1,334,890 SH   DFND 6 1,334,890 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 7,638 549,924 SH   DFND 7 549,924 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 26,303 571,183 SH   DFND 6 542,583 0 28,600
ARMSTRONG WORLD INDS INC NEW COM 04247X102 12,116 263,100 SH   DFND 7 232,400 0 30,700
ARQULE INC COM 04269E107 530 500,000 SH   DFND 1,5 0 0 500,000
ARRAY BIOPHARMA INC COM 04269X105 208,086 23,275,836 SH   DFND 1,5 3,306,200 0 19,969,636
ARRIS INTL INC SHS G0551A103 2,691 101,724 SH   DFND 1,5 0 0 101,724
ARROW ELECTRS INC COM 042735100 130,887 1,782,965 SH   DFND 1,5 68,867 0 1,714,098
ARROW ELECTRS INC COM 042735100 4,368 59,505 SH   DFND 3 59,505 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 45,869 763,208 SH   DFND 1,5 8 0 763,200
ASCENA RETAIL GROUP INC COM 04351G101 5,361 1,258,449 SH   DFND 1,5 241,230 0 1,017,219
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 89,198 3,185,620 SH   DFND 1,5 7,149 0 3,178,471
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 367 13,100 SH   DFND 6 13,100 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,120 40,000 SH   DFND 7 40,000 0 0
ASHFORD HOSPITALITY PRIME IN PFD CV SER B 044102507 2,276 115,684 SH   DFND 1,5 0 0 115,684
ASHLAND GLOBAL HLDGS INC COM 044186104 81,129 655,267 SH   DFND 1,5 106 0 655,161
ASHLAND GLOBAL HLDGS INC COM 044186104 24,848 200,693 SH   DFND 6 200,693 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 62,428 504,224 SH   DFND 7 110,744 0 393,480
ASML HOLDING N V N Y REGISTRY SHS N07059210 492,366 3,707,577 SH   DFND 1,5 453,145 0 3,254,432
ASML HOLDING N V N Y REGISTRY SHS N07059210 2,802 21,100 SH   DFND 6 21,100 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 113,884 2,187,968 SH   DFND 1,5 90 0 2,187,878
ASPEN TECHNOLOGY INC COM 045327103 238,363 4,045,539 SH   DFND 1,5 290,096 0 3,755,443
ASPEN TECHNOLOGY INC COM 045327103 9,474 160,800 SH   DFND 1,9 0 0 160,800
ASSOCIATED BANC CORP COM 045487105 297,763 12,203,407 SH   DFND 1,5 75 0 12,203,332
ASSOCIATED CAP GROUP INC CL A 045528106 6,739 186,421 SH   DFND 1,5 35,307 0 151,114
ASSURANT INC COM 04621X108 404,060 4,223,473 SH   DFND 1,5 450,109 0 3,773,364
ASSURANT INC COM 04621X108 1,643 17,176 SH   DFND 2 0 0 17,176
ASSURANT INC COM 04621X108 869 9,082 SH   DFND 3 9,082 0 0
ASSURANT INC COM 04621X108 15,078 157,600 SH   DFND 6 157,600 0 0
ASSURANT INC COM 04621X108 6,085 63,600 SH   DFND 7 63,600 0 0
ASSURED GUARANTY LTD COM G0585R106 14,113 380,293 SH   DFND 1,5 93 0 380,200
ASSURED GUARANTY LTD COM G0585R106 382 10,300 SH   DFND 7 10,300 0 0
ASTERIAS BIOTHERAPEUTICS INC *W EXP 09/29/201 04624N115 73 168,703 SH   DFND 1,5 0 0 168,703
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 2,423 712,651 SH   DFND 1,5 0 0 712,651
ASTORIA FINL CORP COM 046265104 763 37,200 SH   DFND 1,5 0 0 37,200
ASTRAZENECA PLC SPONSORED ADR 046353108 120,914 3,882,927 SH   DFND 1,5 145 0 3,882,782
ASTRAZENECA PLC SPONSORED ADR 046353108 451 14,469 SH   DFND 3 14,469 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3,050 97,940 SH   DFND 7 0 0 97,940
ASTRONICS CORP COM 046433108 43,936 1,384,669 SH   DFND 1,5 1,275 0 1,383,394
ASURE SOFTWARE INC COM 04649U102 1,582 153,917 SH   DFND 6 153,917 0 0
ASURE SOFTWARE INC COM 04649U102 123 12,000 SH   DFND 7 12,000 0 0
AT&T INC COM 00206R102 1,836,916 44,209,777 SH   DFND 1,5 867,363 0 43,342,414
AT&T INC COM 00206R102 78,778 1,895,978 SH   DFND 2 0 0 1,895,978
AT&T INC COM 00206R102 207,509 4,994,202 SH   DFND 3 4,994,202 0 0
AT&T INC COM 00206R102 29,320 705,653 SH   DFND 6 613,768 0 91,885
AT&T INC COM 00206R102 72,723 1,750,243 SH   DFND 7 1,750,243 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 40,397 1,965,768 SH   DFND 1,5 0 0 1,965,768
ATHENAHEALTH INC COM 04685W103 625,421 5,549,928 SH   DFND 1,5 546,120 0 5,003,808
ATHENAHEALTH INC COM 04685W103 36,450 323,450 SH   DFND 1,9 0 0 323,450
ATHENAHEALTH INC COM 04685W103 586 5,200 SH   DFND 6 5,200 0 0
ATHENAHEALTH INC COM 04685W103 5,544 49,200 SH   DFND 7 49,200 0 0
ATKORE INTL GROUP INC COM 047649108 33,941 1,291,500 SH   DFND 1,5 0 0 1,291,500
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 57,418 1,035,500 SH   DFND 1,5 121,500 0 914,000
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,486 80,900 SH   DFND 6 80,900 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 405 7,300 SH   DFND 7 7,300 0 0
ATLASSIAN CORP PLC CL A G06242104 65,586 2,189,836 SH   DFND 1,5 325,282 0 1,864,554
ATMOS ENERGY CORP COM 049560105 153,499 1,943,269 SH   DFND 1,5 63,358 0 1,879,911
ATMOS ENERGY CORP COM 049560105 248 3,140 SH   DFND 3 3,140 0 0
ATMOS ENERGY CORP COM 049560105 27,841 352,463 SH   DFND 6 352,463 0 0
ATMOS ENERGY CORP COM 049560105 16,066 203,394 SH   DFND 7 189,094 0 14,300
ATMOS ENERGY CORP COM 049560105 23,397 296,200 SH   DFND 11 296,200 0 0
ATN INTL INC COM 00215F107 22,562 320,391 SH   DFND 1,5 281 0 320,110
ATRICURE INC COM 04963C209 93,261 4,870,000 SH   DFND 1,5 210,000 0 4,660,000
ATRICURE INC COM 04963C209 1,532 80,000 SH   DFND 7 80,000 0 0
ATRION CORP COM 049904105 8,954 19,124 SH   DFND 1,5 10,324 0 8,800
ATWOOD OCEANICS INC COM 050095108 109,309 11,470,032 SH   DFND 1,5 2,697,412 0 8,772,620
ATYR PHARMA INC COM 002120103 12,452 3,557,779 SH   DFND 1,5 293,905 0 3,263,874
AUDENTES THERAPEUTICS INC COM 05070R104 5,640 331,000 SH   DFND 1,5 0 0 331,000
AURINIA PHARMACEUTICALS INC COM 05156V102 35,291 4,808,100 SH   DFND 6 4,808,100 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 7,637 1,040,500 SH   DFND 7 1,040,500 0 0
AUTODESK INC COM 052769106 2,247,121 25,987,289 SH   DFND 1,5 787,705 0 25,199,584
AUTODESK INC COM 052769106 328,661 3,800,862 SH   DFND 1,9 818 0 3,800,044
AUTODESK INC COM 052769106 5,228 60,461 SH   DFND 2 0 0 60,461
AUTODESK INC COM 052769106 11,369 131,478 SH   DFND 3 131,478 0 0
AUTODESK INC COM 052769106 6,560 75,870 SH   DFND 6 75,870 0 0
AUTODESK INC COM 052769106 18,626 215,400 SH   DFND 7 215,400 0 0
AUTOLIV INC COM 052800109 168,321 1,646,014 SH   DFND 1,5 42,400 0 1,603,614
AUTOLIV INC COM 052800109 5,246 51,300 SH   DFND 7 51,300 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 41,449 404,813 SH   DFND 1,5 295 0 404,518
AUTOMATIC DATA PROCESSING IN COM 053015103 14,189 138,582 SH   DFND 2 0 0 138,582
AUTOMATIC DATA PROCESSING IN COM 053015103 31,636 308,977 SH   DFND 3 308,977 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 758 7,400 SH   DFND 7 7,400 0 0
AUTONATION INC COM 05329W102 16,054 379,616 SH   DFND 1,5 112,400 0 267,216
AUTONATION INC COM 05329W102 856 20,250 SH   DFND 2 0 0 20,250
AUTONATION INC COM 05329W102 699 16,538 SH   DFND 3 16,538 0 0
AUTOZONE INC COM 053332102 1,139,711 1,576,255 SH   DFND 1,5 137,420 0 1,438,835
AUTOZONE INC COM 053332102 6,356 8,791 SH   DFND 2 0 0 8,791
AUTOZONE INC COM 053332102 6,709 9,279 SH   DFND 3 9,279 0 0
AUTOZONE INC COM 053332102 5,486 7,587 SH   DFND 6 7,587 0 0
AUTOZONE INC COM 053332102 41,993 58,077 SH   DFND 7 10,617 0 47,460
AUTOZONE INC COM 053332102 63,242 87,465 SH   DFND 11 87,465 0 0
AVALONBAY CMNTYS INC COM 053484101 714,659 3,892,479 SH   DFND 1,5 1,423,591 0 2,468,888
AVALONBAY CMNTYS INC COM 053484101 7,784 42,396 SH   DFND 2 0 0 42,396
AVALONBAY CMNTYS INC COM 053484101 8,535 46,488 SH   DFND 3 46,488 0 0
AVALONBAY CMNTYS INC COM 053484101 46,300 252,181 SH   DFND 6 252,181 0 0
AVALONBAY CMNTYS INC COM 053484101 18,939 103,151 SH   DFND 7 4,426 0 98,725
AVALONBAY CMNTYS INC COM 053484101 6,536 35,600 SH   DFND 11 35,600 0 0
AVANGRID INC COM 05351W103 134,594 3,149,125 SH   DFND 1,5 0 0 3,149,125
AVANGRID INC COM 05351W103 4,877 114,100 SH   DFND 7 114,100 0 0
AVERY DENNISON CORP COM 053611109 18,346 227,620 SH   DFND 1,5 343 0 227,277
AVERY DENNISON CORP COM 053611109 2,225 27,608 SH   DFND 2 0 0 27,608
AVERY DENNISON CORP COM 053611109 2,838 35,206 SH   DFND 3 35,206 0 0
AVEXIS INC COM 05366U100 288,391 3,793,125 SH   DFND 1,5 582,510 0 3,210,615
AVEXIS INC COM 05366U100 22,857 300,633 SH   DFND 6 300,633 0 0
AVEXIS INC COM 05366U100 5,109 67,200 SH   DFND 7 67,200 0 0
AVINGER INC COM 053734109 2,330 1,226,445 SH   DFND 1,5 0 0 1,226,445
AVIRAGEN THERAPEUTICS INC COM 053761102 653 1,002,500 SH   DFND 1,5 2,500 0 1,000,000
AVIS BUDGET GROUP COM 053774105 5,750 194,400 SH   DFND 1,5 0 0 194,400
AVNET INC COM 053807103 84,802 1,853,200 SH   DFND 1,5 0 0 1,853,200
AVNET INC COM 053807103 1,417 30,975 SH   DFND 3 30,975 0 0
AVON PRODS INC COM 054303102 40,890 9,293,082 SH   DFND 1,5 0 0 9,293,082
AVON PRODS INC COM 054303102 113 25,667 SH   DFND 3 25,667 0 0
AVX CORP NEW COM 002444107 725 44,285 SH   DFND 1,5 44,285 0 0
AXALTA COATING SYS LTD COM G0750C108 102,447 3,181,590 SH   DFND 1,5 45,944 0 3,135,646
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 444,376 6,629,514 SH   DFND 1,5 792,814 0 5,836,700
AXOVANT SCIENCES LTD COM G0750W104 10,117 677,170 SH   DFND 1,5 0 0 677,170
AXSOME THERAPEUTICS INC COM 05464T104 7,006 1,796,412 SH   DFND 1,5 0 0 1,796,412
AZZ INC COM 002474104 113,270 1,903,700 SH   DFND 1,5 166,900 0 1,736,800
AZZ INC COM 002474104 398 6,684 SH   DFND 7 6,684 0 0
B & G FOODS INC NEW COM 05508R106 201,836 5,014,553 SH   DFND 1,5 205,569 0 4,808,984
B & G FOODS INC NEW COM 05508R106 31,413 780,443 SH   DFND 3 780,443 0 0
B & G FOODS INC NEW COM 05508R106 2,396 59,519 SH   DFND 6 59,519 0 0
B/E AEROSPACE INC COM 073302101 13,356 208,331 SH   DFND 1,5 0 0 208,331
B/E AEROSPACE INC COM 073302101 10,629 165,800 SH   DFND 6 165,800 0 0
B/E AEROSPACE INC COM 073302101 4,744 73,992 SH   DFND 7 54,992 0 19,000
B2GOLD CORP COM 11777Q209 398,933 139,979,240 SH   DFND 1,5 7,598,439 0 132,380,801
B2GOLD CORP COM 11777Q209 76 26,700 SH   DFND   26,700 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 187 20,050 SH   DFND 1,5 20,050 0 0
BAIDU INC SPON ADR REP A 056752108 91,335 529,419 SH   DFND 1,5 82,102 0 447,317
BAIDU INC SPON ADR REP A 056752108 362 2,097 SH   DFND 3 2,097 0 0
BAIDU INC SPON ADR REP A 056752108 2,985 17,300 SH   DFND 6 13,800 0 3,500
BAIDU INC SPON ADR REP A 056752108 3,968 23,000 SH   DFND 7 23,000 0 0
BAKER HUGHES INC COM 057224107 1,906,188 31,865,390 SH   DFND 1,5 1,476,880 0 30,388,510
BAKER HUGHES INC COM 057224107 7,855 131,303 SH   DFND 2 0 0 131,303
BAKER HUGHES INC COM 057224107 5,639 94,263 SH   DFND 3 94,263 0 0
BAKER HUGHES INC COM 057224107 8,619 144,083 SH   DFND 6 144,083 0 0
BAKER HUGHES INC COM 057224107 9,675 161,742 SH   DFND 7 118,100 0 43,642
BAKER HUGHES INC COM 057224107 3,727 62,300 SH   DFND 11 62,300 0 0
BALL CORP COM 058498106 696,529 9,379,601 SH   DFND 1,5 119,012 0 9,260,589
BALL CORP COM 058498106 4,013 54,043 SH   DFND 2 0 0 54,043
BALL CORP COM 058498106 3,416 46,007 SH   DFND 3 46,007 0 0
BALL CORP COM 058498106 5,920 79,720 SH   DFND 11 79,720 0 0
BANCFIRST CORP COM 05945F103 67,642 752,413 SH   DFND 1,5 0 0 752,413
BANCO MACRO SA SPON ADR B 05961W105 2,072 23,900 SH   DFND 1,5 3,400 0 20,500
BANCO MACRO SA SPON ADR B 05961W105 1,724 19,882 SH   DFND 1,10 19,882 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 57,669 1,446,421 SH   DFND 1,5 52,580 0 1,393,841
BANK AMER CORP COM 060505104 6,967,618 295,363,204 SH   DFND 1,5 14,857,118 0 280,506,086
BANK AMER CORP 7.25%CNV PFD L 060505682 82,461 69,441 SH   DFND 1,5 18,179 0 51,262
BANK AMER CORP COM 060505104 73,008 3,094,878 SH   DFND 2 0 0 3,094,878
BANK AMER CORP COM 060505104 209,431 8,877,956 SH   DFND 3 8,877,956 0 0
BANK AMER CORP COM 060505104 76,824 3,256,654 SH   DFND 6 3,256,654 0 0
BANK AMER CORP COM 060505104 156,977 6,654,374 SH   DFND 7 3,168,327 0 3,486,047
BANK AMER CORP COM 060505104 94,190 3,992,800 SH   DFND 11 3,992,800 0 0
BANK HAWAII CORP COM 062540109 24,173 293,500 SH   DFND 1,5 0 0 293,500
BANK MONTREAL QUE COM 063671101 3,139 42,030 SH   DFND 7 42,030 0 0
BANK MONTREAL QUE COM 063671101 110,948 1,485,400 SH   DFND 11 1,485,400 0 0
BANK N S HALIFAX COM 064149107 35,906 613,750 SH   DFND 1,5 0 0 613,750
BANK N S HALIFAX COM 064149107 462 7,900 SH   DFND 6 7,900 0 0
BANK N S HALIFAX COM 064149107 40,153 686,340 SH   DFND 7 619,640 0 66,700
BANK N S HALIFAX COM 064149107 549,906 9,399,653 SH   DFND 11 8,342,153 0 1,057,500
BANK NEW YORK MELLON CORP COM 064058100 14,601 309,147 SH   DFND 1,5 400 0 308,747
BANK NEW YORK MELLON CORP COM 064058100 15,127 320,275 SH   DFND 2 0 0 320,275
BANK NEW YORK MELLON CORP COM 064058100 19,276 408,122 SH   DFND 3 408,122 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 6,165 193,200 SH   DFND 1,5 400 0 192,800
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 39,822 1,247,939 SH   DFND 6 1,247,939 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 9,637 302,009 SH   DFND 7 302,009 0 0
BANK OF THE OZARKS INC COM 063904106 168,716 3,243,913 SH   DFND 1,5 17,150 0 3,226,763
BANK OF THE OZARKS INC COM 063904106 39,564 760,700 SH   DFND 6 760,700 0 0
BANK OF THE OZARKS INC COM 063904106 6,122 117,700 SH   DFND 7 117,700 0 0
BANK OF THE OZARKS INC COM 063904106 35,923 690,690 SH   DFND 11 690,690 0 0
BANKRATE INC DEL COM 06647F102 21,279 2,205,112 SH   DFND 1,5 4,438 0 2,200,674
BANKRATE INC DEL COM 06647F102 6,738 698,191 SH   DFND 6 698,191 0 0
BANKRATE INC DEL COM 06647F102 1,996 206,850 SH   DFND 7 206,850 0 0
BANKUNITED INC COM 06652K103 29,378 787,412 SH   DFND 1,5 0 0 787,412
BANKUNITED INC COM 06652K103 105,543 2,828,805 SH   DFND 6 2,733,505 0 95,300
BANKUNITED INC COM 06652K103 35,826 960,232 SH   DFND 7 882,532 0 77,700
BANNER CORP COM NEW 06652V208 86,405 1,552,933 SH   DFND 1,5 450 0 1,552,483
BANNER CORP COM NEW 06652V208 27,974 502,770 SH   DFND 6 502,770 0 0
BANNER CORP COM NEW 06652V208 6,851 123,130 SH   DFND 7 123,130 0 0
BAR HBR BANKSHARES COM 066849100 7,884 238,345 SH   DFND 1,5 213,645 0 24,700
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 49,537 47,142,000 PRN   DFND 1,5 0 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 2,433 2,315,000 PRN   DFND 6 0 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 688 655,000 PRN   DFND 7 0 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 83,553 83,780,000 PRN   DFND 1,5 0 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 5,752 5,768,000 PRN   DFND 6 0 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 858 860,000 PRN   DFND 7 0 0 0
BARCLAYS BANK PLC ETN DJUBS GRNS37 06739H305 4,000 144,700 SH   DFND 1,5 0 0 144,700
BARD C R INC COM 067383109 169,236 680,921 SH   DFND 1,5 56,725 0 624,196
BARD C R INC COM 067383109 5,527 22,237 SH   DFND 2 0 0 22,237
BARD C R INC COM 067383109 7,526 30,281 SH   DFND 3 30,281 0 0
BARD C R INC COM 067383109 22,930 92,260 SH   DFND 6 92,260 0 0
BARD C R INC COM 067383109 39,910 160,577 SH   DFND 7 160,577 0 0
BARRICK GOLD CORP COM 067901108 182,739 9,620,564 SH   DFND 1,5 0 0 9,620,564
BARRICK GOLD CORP COM 067901108 9,843 518,200 SH   DFND 1,10 0 0 518,200
BARRICK GOLD CORP COM 067901108 5,311 279,588 SH   DFND 3 279,588 0 0
BARRICK GOLD CORP COM 067901108 10,554 555,630 SH   DFND 7 494,830 0 60,800
BARRICK GOLD CORP COM 067901108 145,489 7,659,480 SH   DFND 11 5,192,980 0 2,466,500
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 6,285 188,400 SH   DFND 6 188,400 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 2,539 76,100 SH   DFND 7 76,100 0 0
BAXTER INTL INC COM 071813109 138,386 2,668,462 SH   DFND 1,5 287,500 0 2,380,962
BAXTER INTL INC COM 071813109 7,782 150,057 SH   DFND 2 0 0 150,057
BAXTER INTL INC COM 071813109 9,177 176,963 SH   DFND 3 176,963 0 0
BAXTER INTL INC COM 071813109 11,928 230,000 SH   DFND 11 230,000 0 0
BAYTEX ENERGY CORP COM 07317Q105 3,074 900,409 SH   DFND 1,5 300,000 0 600,409
BAZAARVOICE INC COM 073271108 6,094 1,417,100 SH   DFND 1,5 0 0 1,417,100
BB&T CORP COM 054937107 43,627 976,000 SH   DFND 1,5 0 0 976,000
BB&T CORP COM 054937107 11,155 249,561 SH   DFND 2 0 0 249,561
BB&T CORP COM 054937107 10,658 238,444 SH   DFND 3 238,444 0 0
BCE INC COM NEW 05534B760 3,666 82,794 SH   DFND 1,5 94 0 82,700
BCE INC COM NEW 05534B760 1,580 35,681 SH   DFND 6 35,681 0 0
BCE INC COM NEW 05534B760 18,481 417,399 SH   DFND 7 417,399 0 0
BCE INC COM NEW 05534B760 519,718 11,738,234 SH   DFND 11 10,698,504 0 1,039,730
BECTON DICKINSON & CO COM 075887109 311,364 1,697,364 SH   DFND 1,5 118,738 0 1,578,626
BECTON DICKINSON & CO COM 075887109 12,052 65,702 SH   DFND 2 0 0 65,702
BECTON DICKINSON & CO COM 075887109 21,151 115,302 SH   DFND 3 115,302 0 0
BECTON DICKINSON & CO COM 075887109 459 2,500 SH   DFND 6 2,500 0 0
BECTON DICKINSON & CO COM 075887109 3,596 19,605 SH   DFND 7 11,481 0 8,124
BED BATH & BEYOND INC COM 075896100 462,560 11,722,253 SH   DFND 1,5 2,745,293 0 8,976,960
BED BATH & BEYOND INC COM 075896100 1,831 46,404 SH   DFND 2 0 0 46,404
BED BATH & BEYOND INC COM 075896100 1,189 30,130 SH   DFND 3 30,130 0 0
BED BATH & BEYOND INC COM 075896100 237 6,000 SH   DFND 6 6,000 0 0
BED BATH & BEYOND INC COM 075896100 63,684 1,613,892 SH   DFND 11 1,613,892 0 0
BEIGENE LTD SPONSORED ADR 07725L102 135,627 3,704,648 SH   DFND 1,5 818,774 0 2,885,874
BEIGENE LTD SPONSORED ADR 07725L102 9,046 247,100 SH   DFND 1,9 0 0 247,100
BEIGENE LTD SPONSORED ADR 07725L102 1,318 36,000 SH   DFND 7 36,000 0 0
BEL FUSE INC CL A 077347201 2,458 111,000 SH   DFND 1,5 12,393 0 98,607
BEL FUSE INC CL B 077347300 1,405 55,000 SH   DFND 1,5 55,000 0 0
BELDEN INC COM 077454106 154,690 2,235,723 SH   DFND 1,5 3,723 0 2,232,000
BELLEROPHON THERAPEUTICS INC COM 078771102 1,703 1,142,970 SH   DFND 1,5 0 0 1,142,970
BELLICUM PHARMACEUTICALS INC COM 079481107 35,276 2,858,677 SH   DFND 1,5 0 0 2,858,677
BEMIS INC COM 081437105 1,918 39,260 SH   DFND 1,5 0 0 39,260
BENEFICIAL BANCORP INC COM 08171T102 82,845 5,177,790 SH   DFND 1,5 34,598 0 5,143,192
BENEFICIAL BANCORP INC COM 08171T102 13,562 847,600 SH   DFND 6 847,600 0 0
BENEFICIAL BANCORP INC COM 08171T102 5,448 340,474 SH   DFND 7 340,474 0 0
BENEFITFOCUS INC COM 08180D106 71,488 2,557,702 SH   DFND 1,5 92,625 0 2,465,077
BENEFITFOCUS INC COM 08180D106 3,310 118,411 SH   DFND 1,9 0 0 118,411
BENEFITFOCUS INC COM 08180D106 1,677 60,000 SH   DFND 7 60,000 0 0
BERKLEY W R CORP COM 084423102 1,711 24,230 SH   DFND 1,5 30 0 24,200
BERKSHIRE HATHAWAY INC DEL CL A 084670108 7,295,870 29,201 SH   DFND 1,5 3,459 0 25,742
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,249,460 13,495,681 SH   DFND 1,5 129,958 0 13,365,723
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 97,730 586,335 SH   DFND 2 0 0 586,335
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 121,242 727,395 SH   DFND 3 727,395 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 250 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,427 92,557 SH   DFND 6 92,557 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 67,884 407,271 SH   DFND 7 301,771 0 105,500
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 77,253 463,480 SH   DFND 11 463,480 0 0
BERRY PLASTICS GROUP INC COM 08579W103 203,902 4,198,109 SH   DFND 1,5 30,066 0 4,168,043
BERRY PLASTICS GROUP INC COM 08579W103 384 7,900 SH   DFND 7 7,900 0 0
BEST BUY INC COM 086516101 1,466,314 29,833,450 SH   DFND 1,5 3,050,430 0 26,783,020
BEST BUY INC COM 086516101 4,109 83,603 SH   DFND 2 0 0 83,603
BEST BUY INC COM 086516101 611 12,423 SH   DFND 3 12,423 0 0
BGC PARTNERS INC CL A 05541T101 9,901 871,600 SH   DFND 1,5 0 0 871,600
BIO RAD LABS INC CL A 090572207 41,642 208,900 SH   DFND 1,5 20,700 0 188,200
BIO RAD LABS INC CL A 090572207 379 1,900 SH   DFND 7 1,900 0 0
BIOAMBER INC COM 09072Q106 3,097 1,335,000 SH   DFND 11 1,335,000 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 12,238 1,456,885 SH   DFND 1,5 0 0 1,456,885
BIOGEN INC COM 09062X103 1,430,942 5,233,496 SH   DFND 1,5 369,299 0 4,864,197
BIOGEN INC COM 09062X103 18,224 66,652 SH   DFND 2 0 0 66,652
BIOGEN INC COM 09062X103 25,523 93,346 SH   DFND 3 93,346 0 0
BIOGEN INC COM 09062X103 17,695 64,718 SH   DFND 6 60,621 0 4,097
BIOGEN INC COM 09062X103 23,071 84,378 SH   DFND 7 47,758 0 36,620
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 28,760 24,360,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 728,257 8,296,394 SH   DFND 1,5 69,790 0 8,226,604
BIOMARIN PHARMACEUTICAL INC COM 09061G101 37,020 421,740 SH   DFND 6 421,740 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 86,452 984,876 SH   DFND 7 622,636 0 362,240
BIOSCRIP INC COM 09069N108 5,767 3,392,400 SH   DFND 6 3,392,400 0 0
BIOSCRIP INC COM 09069N108 2,398 1,410,600 SH   DFND 7 1,410,600 0 0
BIOTIME INC *W EXP 10/01/201 09066L162 18 30,115 SH   DFND 1,5 0 0 30,115
BIOVERATIV INC COM 09075E100 39,239 720,508 SH   DFND 1,5 157,478 0 563,030
BIOVERATIV INC COM 09075E100 438 8,047 SH   DFND 3 8,047 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 69,904 2,729,560 SH   DFND 1,9 101,900 0 2,627,660
BJS RESTAURANTS INC COM 09180C106 2,319 57,400 SH   DFND 1,5 2,400 0 55,000
BLACK BOX CORP DEL COM 091826107 16,390 1,831,294 SH   DFND 1,5 249,383 0 1,581,911
BLACK HILLS CORP COM 092113109 59,780 899,351 SH   DFND 1,5 0 0 899,351
BLACK HILLS CORP COM 092113109 1,196 18,000 SH   DFND 7 18,000 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 13,945 364,100 SH   DFND 1,5 0 0 364,100
BLACK STONE MINERALS L P COM UNIT 09225M101 27,072 1,639,748 SH   DFND 1,5 0 0 1,639,748
BLACKBAUD INC COM 09227Q100 10,956 142,893 SH   DFND 1,5 493 0 142,400
BLACKBERRY LTD COM 09228F103 1,777 229,294 SH   DFND 1,5 0 0 229,294
BLACKHAWK NETWORK HLDGS INC COM 09238E104 253,034 6,232,355 SH   DFND 1,5 295,583 0 5,936,772
BLACKROCK INC COM 09247X101 1,280,391 3,338,612 SH   DFND 1,5 357,004 0 2,981,608
BLACKROCK INC COM 09247X101 14,407 37,567 SH   DFND 2 0 0 37,567
BLACKROCK INC COM 09247X101 18,842 49,130 SH   DFND 3 49,130 0 0
BLACKROCK INC COM 09247X101 9,886 25,777 SH   DFND 6 25,777 0 0
BLACKROCK INC COM 09247X101 30,796 80,300 SH   DFND 7 58,800 0 21,500
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,169,657 39,382,397 SH   DFND 1,5 2,285 0 39,380,112
BLOCK H & R INC COM 093671105 48,072 2,067,602 SH   DFND 1,5 0 0 2,067,602
BLOCK H & R INC COM 093671105 1,487 63,940 SH   DFND 2 0 0 63,940
BLOCK H & R INC COM 093671105 906 38,950 SH   DFND 3 38,950 0 0
BLOCK H & R INC COM 093671105 7,596 326,701 SH   DFND 11 326,701 0 0
BLUE BIRD CORP COM 095306106 5,145 300,000 SH   DFND 11 300,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 16,582 720,950 SH   DFND 1,5 0 0 720,950
BLUE HILLS BANCORP INC COM 095573101 31,831 1,783,240 SH   DFND 6 1,780,240 0 3,000
BLUE HILLS BANCORP INC COM 095573101 8,900 498,573 SH   DFND 7 494,373 0 4,200
BLUEBIRD BIO INC COM 09609G100 554,718 6,102,513 SH   DFND 1,5 1,324,075 0 4,778,438
BLUEBIRD BIO INC COM 09609G100 918 10,100 SH   DFND 6 10,100 0 0
BLUEBIRD BIO INC COM 09609G100 1,282 14,100 SH   DFND 7 14,100 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 151,482 3,788,004 SH   DFND 1,5 12,160 0 3,775,844
BLUEPRINT MEDICINES CORP COM 09627Y109 273 6,829 SH   DFND 4 6,829 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 29,911 747,971 SH   DFND 6 747,971 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 9,636 240,950 SH   DFND 7 240,950 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 165,325 9,029,208 SH   DFND 1,5 1,377 0 9,027,831
BOEING CO COM 097023105 819,747 4,635,003 SH   DFND 1,5 472,423 0 4,162,580
BOEING CO COM 097023105 31,100 175,844 SH   DFND 2 0 0 175,844
BOEING CO COM 097023105 84,584 478,255 SH   DFND 3 478,255 0 0
BOEING CO COM 097023105 18,300 103,473 SH   DFND 6 99,368 0 4,105
BOEING CO COM 097023105 89,401 505,492 SH   DFND 7 419,196 0 86,296
BOFI HLDG INC COM 05566U108 669 25,600 SH   DFND 1,5 0 0 25,600
BOISE CASCADE CO DEL COM 09739D100 27,506 1,030,177 SH   DFND 1,5 113 0 1,030,064
BOJANGLES INC COM 097488100 35,635 1,738,311 SH   DFND 1,5 4,105 0 1,734,206
BOJANGLES INC COM 097488100 14,497 707,181 SH   DFND 6 707,181 0 0
BOJANGLES INC COM 097488100 5,266 256,900 SH   DFND 7 201,600 0 55,300
BOK FINL CORP COM NEW 05561Q201 117,405 1,500,000 SH   DFND 1,5 0 0 1,500,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 194,566 5,497,766 SH   DFND 1,5 66 0 5,497,700
BORGWARNER INC COM 099724106 2,599 62,200 SH   DFND 1,5 0 0 62,200
BORGWARNER INC COM 099724106 2,579 61,721 SH   DFND 2 0 0 61,721
BORGWARNER INC COM 099724106 4,467 106,881 SH   DFND 3 106,881 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 60,892 3,712,900 SH   DFND 1,5 750 0 3,712,150
BOSTON PRIVATE FINL HLDGS IN COM 101119105 44,680 2,724,420 SH   DFND 6 2,588,820 0 135,600
BOSTON PRIVATE FINL HLDGS IN COM 101119105 18,472 1,126,327 SH   DFND 7 977,127 0 149,200
BOSTON PROPERTIES INC COM 101121101 1,149,875 8,684,202 SH   DFND 1,5 4,043,524 0 4,640,678
BOSTON PROPERTIES INC COM 101121101 6,288 47,491 SH   DFND 2 0 0 47,491
BOSTON PROPERTIES INC COM 101121101 8,201 61,934 SH   DFND 3 61,934 0 0
BOSTON PROPERTIES INC COM 101121101 56,542 427,022 SH   DFND 6 414,509 0 12,513
BOSTON PROPERTIES INC COM 101121101 57,606 435,057 SH   DFND 7 297,715 0 137,342
BOSTON PROPERTIES INC COM 101121101 19,278 145,590 SH   DFND 11 145,590 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,430,912 178,162,918 SH   DFND 1,5 9,761,480 0 168,401,438
BOSTON SCIENTIFIC CORP COM 101137107 10,468 420,926 SH   DFND 2 0 0 420,926
BOSTON SCIENTIFIC CORP COM 101137107 3,103 124,773 SH   DFND 3 124,773 0 0
BOSTON SCIENTIFIC CORP COM 101137107 35,865 1,442,089 SH   DFND 6 1,442,089 0 0
BOSTON SCIENTIFIC CORP COM 101137107 60,337 2,426,084 SH   DFND 7 1,645,984 0 780,100
BOSTON SCIENTIFIC CORP COM 101137107 53,013 2,131,600 SH   DFND 11 2,131,600 0 0
BOX INC CL A 10316T104 1,994 122,264 SH   DFND 1,9 0 0 122,264
BOYD GAMING CORP COM 103304101 4,948 224,826 SH   DFND 1,5 2,300 0 222,526
BP PLC SPONSORED ADR 055622104 948 27,455 SH   DFND 3 27,455 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 291,348 17,951,207 SH   DFND 1,5 12,196,208 0 5,754,999
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 15,096 930,130 SH   DFND 6 930,130 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4,836 297,940 SH   DFND 7 297,940 0 0
BRINKER INTL INC COM 109641100 14,366 326,800 SH   DFND 1,5 33,700 0 293,100
BRINKER INTL INC COM 109641100 5,611 127,640 SH   DFND 6 127,640 0 0
BRINKER INTL INC COM 109641100 1,794 40,810 SH   DFND 7 40,810 0 0
BRINKS CO COM 109696104 24,870 465,290 SH   DFND 1,5 89,770 0 375,520
BRISTOL MYERS SQUIBB CO COM 110122108 2,099,683 38,611,313 SH   DFND 1,5 2,797,140 0 35,814,173
BRISTOL MYERS SQUIBB CO COM 110122108 28,081 516,388 SH   DFND 2 0 0 516,388
BRISTOL MYERS SQUIBB CO COM 110122108 86,815 1,596,445 SH   DFND 3 1,596,445 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 28,796 529,537 SH   DFND 6 516,437 0 13,100
BRISTOL MYERS SQUIBB CO COM 110122108 103,678 1,906,553 SH   DFND 7 1,490,648 0 415,905
BRISTOW GROUP INC COM 110394103 8,629 567,300 SH   DFND 1,5 64,507 0 502,793
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,562,008 23,552,592 SH   DFND 1,5 812,765 0 22,739,827
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 30,454 459,200 SH   DFND 1,10 9,200 0 450,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 320 4,824 SH   DFND 3 4,824 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 10,160 153,200 SH   DFND 6 153,200 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 321,543 14,983,363 SH   DFND 1,5 9,325,183 0 5,658,180
BRIXMOR PPTY GROUP INC COM 11120U105 7,152 333,258 SH   DFND 6 333,258 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 2,867 133,600 SH   DFND 7 0 0 133,600
BROADCOM LTD SHS Y09827109 3,855,891 17,610,026 SH   DFND 1,5 1,367,386 0 16,242,640
BROADCOM LTD SHS Y09827109 121,675 555,696 SH   DFND 1,9 0 0 555,696
BROADCOM LTD SHS Y09827109 27,109 123,806 SH   DFND 2 0 0 123,806
BROADCOM LTD SHS Y09827109 28,638 130,791 SH   DFND 3 130,791 0 0
BROADCOM LTD SHS Y09827109 64,413 294,176 SH   DFND 6 287,340 0 6,836
BROADCOM LTD SHS Y09827109 81,317 371,378 SH   DFND 7 321,478 0 49,900
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,205 91,323 SH   DFND 1,5 18 0 91,305
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 532 7,823 SH   DFND 3 7,823 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 55,266 813,335 SH   DFND 11 813,335 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 7,588 6,350,000 PRN   DFND 1,5 0 0 0
BROADSOFT INC COM 11133B409 322 8,000 SH   DFND 1,9 0 0 8,000
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 41,118 3,294,736 SH   DFND 1,5 370,879 0 2,923,857
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 75,884 75,040,000 PRN   DFND 1,5 0 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 312 25,013 SH   DFND 3 25,013 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 145,904 11,691,000 SH   DFND 11 11,691,000 0 0
BROOKDALE SR LIVING INC COM 112463104 6,714 499,900 SH   DFND 1,5 0 0 499,900
BROOKDALE SR LIVING INC COM 112463104 3,763 280,200 SH   DFND 6 280,200 0 0
BROOKDALE SR LIVING INC COM 112463104 1,634 121,700 SH   DFND 7 121,700 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 39,471 1,083,400 SH   DFND 1,5 0 0 1,083,400
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 244 6,696 SH   DFND 3 6,696 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 22,234 610,271 SH   DFND 6 337,071 0 273,200
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 37,656 1,033,583 SH   DFND 7 898,083 0 135,500
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 668,620 18,352,194 SH   DFND 11 14,877,150 0 3,475,044
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 19,045 492,365 SH   DFND 11 492,365 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 154,266 6,916,749 SH   DFND 11 6,916,749 0 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 35,132 1,185,800 SH   DFND 11 1,185,800 0 0
BROWN & BROWN INC COM 115236101 79,360 1,902,210 SH   DFND 1,5 61,700 0 1,840,510
BROWN FORMAN CORP CL B 115637209 39,744 860,635 SH   DFND 1,5 202 0 860,433
BROWN FORMAN CORP CL B 115637209 2,522 54,607 SH   DFND 2 0 0 54,607
BROWN FORMAN CORP CL B 115637209 314 6,808 SH   DFND 3 6,808 0 0
BRUKER CORP COM 116794108 140,974 6,042,624 SH   DFND 1,5 299,262 0 5,743,362
BRUKER CORP COM 116794108 10,425 446,830 SH   DFND 6 327,530 0 119,300
BRUKER CORP COM 116794108 15,317 656,546 SH   DFND 7 515,046 0 141,500
BRUNSWICK CORP COM 117043109 211,568 3,456,992 SH   DFND 1,5 2,352 0 3,454,640
BRUNSWICK CORP COM 117043109 39,192 640,400 SH   DFND 6 613,300 0 27,100
BRUNSWICK CORP COM 117043109 28,191 460,634 SH   DFND 7 407,434 0 53,200
BT GROUP PLC ADR 05577E101 5,760 286,700 SH   DFND 1,5 0 0 286,700
BT GROUP PLC ADR 05577E101 3,118 155,188 SH   DFND 3 155,188 0 0
BUCKLE INC COM 118440106 135,658 7,293,415 SH   DFND 1,5 1,879,200 0 5,414,215
BUFFALO WILD WINGS INC COM 119848109 100,394 657,247 SH   DFND 1,5 4,529 0 652,718
BUFFALO WILD WINGS INC COM 119848109 3,032 19,848 SH   DFND 6 19,848 0 0
BUFFALO WILD WINGS INC COM 119848109 2,887 18,900 SH   DFND 7 18,900 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 7,172 481,309 SH   DFND 1,5 6,178 0 475,131
BUILDERS FIRSTSOURCE INC COM 12008R107 15,869 1,065,060 SH   DFND 6 1,065,060 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 5,505 369,476 SH   DFND 7 284,676 0 84,800
BUNGE LIMITED COM G16962105 310,521 3,917,755 SH   DFND 1,5 24,788 0 3,892,967
BUNGE LIMITED COM G16962105 1,459 18,408 SH   DFND 6 18,408 0 0
BUNGE LIMITED COM G16962105 6,091 76,849 SH   DFND 7 76,849 0 0
BURLINGTON STORES INC COM 122017106 55,035 565,678 SH   DFND 1,5 11,050 0 554,628
BWX TECHNOLOGIES INC COM 05605H100 61,647 1,295,101 SH   DFND 1,5 0 0 1,295,101
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 364,984 4,722,268 SH   DFND 1,5 217,138 0 4,505,130
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,373 43,640 SH   DFND 2 0 0 43,640
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 21,027 272,052 SH   DFND 3 272,052 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,137 53,525 SH   DFND 6 53,525 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 35,913 1,054,700 SH   DFND 1,5 0 0 1,054,700
C&J ENERGY SVCS INC NEW COM 12674R100 2,315 68,000 SH   DFND 6 68,000 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 1,205 35,400 SH   DFND 7 35,400 0 0
CA INC COM 12673P105 8,235 259,600 SH   DFND 1,5 0 0 259,600
CA INC COM 12673P105 3,070 96,775 SH   DFND 2 0 0 96,775
CA INC COM 12673P105 750 23,641 SH   DFND 3 23,641 0 0
CA INC COM 12673P105 374 11,800 SH   DFND 7 11,800 0 0
CABELAS INC COM 126804301 16,636 313,244 SH   DFND 1,5 44 0 313,200
CABLE ONE INC COM 12685J105 2,340 3,747 SH   DFND 1,5 762 0 2,985
CABLE ONE INC COM 12685J105 298 478 SH   DFND 3 478 0 0
CABLE ONE INC COM 12685J105 375 600 SH   DFND 7 600 0 0
CABOT OIL & GAS CORP COM 127097103 597,738 24,999,479 SH   DFND 1,5 1,155,276 0 23,844,203
CABOT OIL & GAS CORP COM 127097103 3,507 146,681 SH   DFND 2 0 0 146,681
CABOT OIL & GAS CORP COM 127097103 914 38,214 SH   DFND 3 38,214 0 0
CABOT OIL & GAS CORP COM 127097103 6,564 274,522 SH   DFND 6 274,522 0 0
CABOT OIL & GAS CORP COM 127097103 241 10,100 SH   DFND 7 10,100 0 0
CACI INTL INC CL A 127190304 165,604 1,411,800 SH   DFND 1,5 0 0 1,411,800
CAE INC COM 124765108 2,619 171,400 SH   DFND 1,5 0 0 171,400
CAE INC COM 124765108 53,808 3,521,500 SH   DFND 11 3,521,500 0 0
CALATLANTIC GROUP INC COM 128195104 375,380 10,023,492 SH   DFND 1,5 2,535 0 10,020,957
CALATLANTIC GROUP INC COM 128195104 5,391 143,961 SH   DFND 6 94,332 0 49,629
CALATLANTIC GROUP INC COM 128195104 9,182 245,183 SH   DFND 7 195,813 0 49,370
CALITHERA BIOSCIENCES INC COM 13089P101 16,888 1,462,190 SH   DFND 1,5 0 0 1,462,190
CALIX INC COM 13100M509 1,600 220,731 SH   DFND 1,5 0 0 220,731
CALLAWAY GOLF CO COM 131193104 45,438 4,104,600 SH   DFND 1,5 1,238,800 0 2,865,800
CALLIDUS SOFTWARE INC COM 13123E500 12,836 601,200 SH   DFND 1,5 1,200 0 600,000
CALLIDUS SOFTWARE INC COM 13123E500 29,234 1,369,263 SH   DFND 1,9 200 0 1,369,063
CALLIDUS SOFTWARE INC COM 13123E500 54,047 2,531,485 SH   DFND 6 2,450,985 0 80,500
CALLIDUS SOFTWARE INC COM 13123E500 20,802 974,340 SH   DFND 7 887,340 0 87,000
CALLON PETE CO DEL COM 13123X102 115,006 8,739,055 SH   DFND 1,5 0 0 8,739,055
CALLON PETE CO DEL COM 13123X102 59,873 4,549,632 SH   DFND 6 4,497,832 0 51,800
CALLON PETE CO DEL COM 13123X102 25,117 1,908,580 SH   DFND 7 1,756,580 0 152,000
CALPINE CORP COM NEW 131347304 102,684 9,292,666 SH   DFND 1,5 10,415 0 9,282,251
CALPINE CORP COM NEW 131347304 211 19,100 SH   DFND 6 19,100 0 0
CALPINE CORP COM NEW 131347304 388 35,100 SH   DFND 7 35,100 0 0
CAMBREX CORP COM 132011107 17,867 324,568 SH   DFND 1,5 1,368 0 323,200
CAMBREX CORP COM 132011107 25,434 462,018 SH   DFND 6 462,018 0 0
CAMBREX CORP COM 132011107 6,193 112,500 SH   DFND 7 112,500 0 0
CAMDEN NATL CORP COM 133034108 20,324 461,484 SH   DFND 1,5 7,516 0 453,968
CAMDEN NATL CORP COM 133034108 31,220 708,897 SH   DFND 6 708,897 0 0
CAMDEN NATL CORP COM 133034108 10,074 228,750 SH   DFND 7 228,750 0 0
CAMDEN PPTY TR SH BEN INT 133131102 239,484 2,976,431 SH   DFND 1,5 2,009,559 0 966,872
CAMECO CORP COM 13321L108 3,011 272,000 SH   DFND 11 272,000 0 0
CAMPBELL SOUP CO COM 134429109 29,447 514,451 SH   DFND 1,5 74,800 0 439,651
CAMPBELL SOUP CO COM 134429109 3,418 59,718 SH   DFND 2 0 0 59,718
CAMPBELL SOUP CO COM 134429109 8,515 148,752 SH   DFND 3 148,752 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 11,228 704,000 SH   DFND 1,5 81,600 0 622,400
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 2,064 129,400 SH   DFND 7 116,400 0 13,000
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 32,332 2,027,200 SH   DFND 11 1,951,100 0 76,100
CANADIAN NAT RES LTD COM 136385101 317,472 9,696,602 SH   DFND 1,5 822,670 0 8,873,932
CANADIAN NAT RES LTD COM 136385101 4,945 151,035 SH   DFND 3 151,035 0 0
CANADIAN NAT RES LTD COM 136385101 9,372 286,245 SH   DFND 6 130,245 0 156,000
CANADIAN NAT RES LTD COM 136385101 24,262 741,030 SH   DFND 7 635,030 0 106,000
CANADIAN NAT RES LTD COM 136385101 622,234 19,005,008 SH   DFND 11 16,784,095 0 2,220,913
CANADIAN NAT RES LTD COM 136385101 1,581 48,302 SH   DFND   48,302 0 0
CANADIAN NATL RY CO COM 136375102 65,107 882,059 SH   DFND 1,5 0 0 882,059
CANADIAN NATL RY CO COM 136375102 336 4,555 SH   DFND 3 4,555 0 0
CANADIAN NATL RY CO COM 136375102 22,346 302,732 SH   DFND 6 168,632 0 134,100
CANADIAN NATL RY CO COM 136375102 51,151 692,987 SH   DFND 7 606,787 0 86,200
CANADIAN NATL RY CO COM 136375102 1,014,996 13,750,936 SH   DFND 11 12,767,836 0 983,100
CANADIAN NATL RY CO COM 136375102 1,705 23,103 SH   DFND   23,103 0 0
CANADIAN PAC RY LTD COM 13645T100 86,951 591,920 SH   DFND 1,5 43,391 0 548,529
CANADIAN PAC RY LTD COM 13645T100 705 4,800 SH   DFND 7 4,800 0 0
CANADIAN PAC RY LTD COM 13645T100 244,177 1,662,242 SH   DFND 11 1,428,935 0 233,307
CANADIAN PAC RY LTD COM 13645T100 1,910 13,000 SH   DFND   13,000 0 0
CANON INC SPONSORED ADR 138006309 16,439 525,719 SH   DFND 1,5 0 0 525,719
CANTEL MEDICAL CORP COM 138098108 45,994 574,210 SH   DFND 1,5 1,089 0 573,121
CAPELLA EDUCATION COMPANY COM 139594105 2,874 33,800 SH   DFND 6 33,800 0 0
CAPELLA EDUCATION COMPANY COM 139594105 323 3,800 SH   DFND 7 3,800 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,162,509 24,953,950 SH   DFND 1,5 317,072 0 24,636,878
CAPITAL ONE FINL CORP COM 14040H105 12,859 148,380 SH   DFND 2 0 0 148,380
CAPITAL ONE FINL CORP COM 14040H105 21,390 246,826 SH   DFND 3 246,826 0 0
CAPITAL ONE FINL CORP COM 14040H105 22,908 264,339 SH   DFND 6 237,791 0 26,548
CAPITAL ONE FINL CORP COM 14040H105 155,076 1,789,481 SH   DFND 7 1,200,701 0 588,780
CAPITAL SR LIVING CORP COM 140475104 773 55,000 SH   DFND 1,5 0 0 55,000
CAPITAL SR LIVING CORP COM 140475104 7,725 549,400 SH   DFND 6 549,400 0 0
CAPITAL SR LIVING CORP COM 140475104 2,968 211,100 SH   DFND 7 211,100 0 0
CAPITOL FED FINL INC COM 14057J101 1,031 70,500 SH   DFND 1,5 0 0 70,500
CAPSTEAD MTG CORP COM NO PAR 14067E506 369 35,000 SH   DFND 1,5 0 0 35,000
CARA THERAPEUTICS INC COM 140755109 17,264 938,776 SH   DFND 1,5 0 0 938,776
CARBO CERAMICS INC COM 140781105 45,903 3,520,200 SH   DFND 1,5 1,434,373 0 2,085,827
CARDINAL HEALTH INC COM 14149Y108 396,430 4,861,195 SH   DFND 1,5 308,842 0 4,552,353
CARDINAL HEALTH INC COM 14149Y108 7,942 97,385 SH   DFND 2 0 0 97,385
CARDINAL HEALTH INC COM 14149Y108 13,165 161,439 SH   DFND 3 161,439 0 0
CARDINAL HEALTH INC COM 14149Y108 375 4,600 SH   DFND 7 4,600 0 0
CARDINAL HEALTH INC COM 14149Y108 64,479 790,670 SH   DFND 11 790,670 0 0
CARDTRONICS PLC SHS CL A G1991C105 116,214 2,485,869 SH   DFND 1,5 49,933 0 2,435,936
CARDTRONICS PLC SHS CL A G1991C105 10,342 221,210 SH   DFND 6 221,210 0 0
CARDTRONICS PLC SHS CL A G1991C105 940 20,100 SH   DFND 7 20,100 0 0
CARETRUST REIT INC COM 14174T107 93,677 5,569,399 SH   DFND 1,5 149,699 0 5,419,700
CARETRUST REIT INC COM 14174T107 8,967 533,100 SH   DFND 6 533,100 0 0
CARETRUST REIT INC COM 14174T107 3,519 209,200 SH   DFND 7 0 0 209,200
CARLISLE COS INC COM 142339100 10,532 98,975 SH   DFND 1,5 0 0 98,975
CARLISLE COS INC COM 142339100 22,254 209,130 SH   DFND 6 202,936 0 6,194
CARLISLE COS INC COM 142339100 12,865 120,898 SH   DFND 7 108,498 0 12,400
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 10,056 630,500 SH   DFND 1,5 0 0 630,500
CARMAX INC COM 143130102 34,650 585,100 SH   DFND 1,5 163,231 0 421,869
CARMAX INC COM 143130102 3,421 57,765 SH   DFND 2 0 0 57,765
CARMAX INC COM 143130102 1,441 24,341 SH   DFND 3 24,341 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 7,601 129,027 SH   DFND 2 0 0 129,027
CARNIVAL CORP UNIT 99/99/9999 143658300 5,757 97,717 SH   DFND 3 97,717 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 174,568 4,680,116 SH   DFND 1,5 0 0 4,680,116
CARPENTER TECHNOLOGY CORP COM 144285103 970 26,000 SH   DFND 6 26,000 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 481 12,900 SH   DFND 7 3,200 0 9,700
CARRIAGE SVCS INC COM 143905107 33,295 1,227,694 SH   DFND 1,5 0 0 1,227,694
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 11,161 8,594,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 22,482 828,985 SH   DFND 6 828,985 0 0
CARRIAGE SVCS INC COM 143905107 3,190 117,621 SH   DFND 7 117,621 0 0
CARRIZO OIL & GAS INC COM 144577103 56,732 1,979,471 SH   DFND 1,5 0 0 1,979,471
CARRIZO OIL & GAS INC COM 144577103 3,823 133,400 SH   DFND 6 75,900 0 57,500
CARRIZO OIL & GAS INC COM 144577103 7,979 278,400 SH   DFND 7 235,700 0 42,700
CARROLS RESTAURANT GROUP INC COM 14574X104 10,163 718,250 SH   DFND 6 718,250 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 4,073 287,846 SH   DFND 7 287,846 0 0
CARTER INC COM 146229109 14,011 156,029 SH   DFND 1,5 400 0 155,629
CARTER INC COM 146229109 10,934 121,758 SH   DFND 6 121,758 0 0
CARTER INC COM 146229109 4,283 47,700 SH   DFND 7 47,700 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 26,957 7,385,615 SH   DFND 1,5 1,406,921 0 5,978,694
CASTLIGHT HEALTH INC CL B 14862Q100 74 20,200 SH   DFND 6 20,200 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 949 260,104 SH   DFND 7 260,104 0 0
CATALENT INC COM 148806102 339,269 11,979,842 SH   DFND 1,5 462,584 0 11,517,258
CATALENT INC COM 148806102 30,694 1,083,840 SH   DFND 6 995,040 0 88,800
CATALENT INC COM 148806102 21,880 772,605 SH   DFND 7 698,005 0 74,600
CATERPILLAR INC DEL COM 149123101 1,543,318 16,637,755 SH   DFND 1,5 1,654,186 0 14,983,569
CATERPILLAR INC DEL COM 149123101 16,795 181,055 SH   DFND 2 0 0 181,055
CATERPILLAR INC DEL COM 149123101 19,940 214,965 SH   DFND 3 214,965 0 0
CATERPILLAR INC DEL COM 149123101 13,708 147,779 SH   DFND 6 147,779 0 0
CATERPILLAR INC DEL COM 149123101 35,231 379,807 SH   DFND 7 137,707 0 242,100
CATHAY GEN BANCORP COM 149150104 164,286 4,360,031 SH   DFND 1,5 217,300 0 4,142,731
CAVCO INDS INC DEL COM 149568107 38,408 329,968 SH   DFND 1,5 705 0 329,263
CAVIUM INC COM 14964U108 540,017 7,535,823 SH   DFND 1,5 1,413,881 0 6,121,942
CAVIUM INC COM 14964U108 21,369 298,202 SH   DFND 1,9 100 0 298,102
CAVIUM INC COM 14964U108 85,406 1,191,822 SH   DFND 6 1,159,322 0 32,500
CAVIUM INC COM 14964U108 33,797 471,631 SH   DFND 7 421,631 0 50,000
CAVIUM INC COM 14964U108 48,521 677,100 SH   DFND 11 677,100 0 0
CBIZ INC COM 124805102 44,780 3,304,791 SH   DFND 1,5 6,816 0 3,297,975
CBIZ INC COM 124805102 24,131 1,780,879 SH   DFND 6 1,780,879 0 0
CBIZ INC COM 124805102 10,872 802,398 SH   DFND 7 710,598 0 91,800
CBL & ASSOC PPTYS INC COM 124830100 10,935 1,146,268 SH   DFND 1,5 0 0 1,146,268
CBOE HLDGS INC COM 12503M108 711,938 8,781,765 SH   DFND 1,5 357,890 0 8,423,875
CBOE HLDGS INC COM 12503M108 2,296 28,320 SH   DFND 2 0 0 28,320
CBOE HLDGS INC COM 12503M108 28,597 352,740 SH   DFND 6 352,740 0 0
CBOE HLDGS INC COM 12503M108 24,089 297,134 SH   DFND 7 236,734 0 60,400
CBRE GROUP INC CL A 12504L109 333,135 9,575,602 SH   DFND 1,5 59,344 0 9,516,258
CBRE GROUP INC CL A 12504L109 3,229 92,820 SH   DFND 2 0 0 92,820
CBRE GROUP INC CL A 12504L109 1,739 49,990 SH   DFND 3 49,990 0 0
CBRE GROUP INC CL A 12504L109 2,759 79,300 SH   DFND 7 79,300 0 0
CBS CORP NEW CL B 124857202 209,556 3,021,281 SH   DFND 1,5 22,481 0 2,998,800
CBS CORP NEW CL B 124857202 7,964 114,822 SH   DFND 2 0 0 114,822
CBS CORP NEW CL B 124857202 24,600 354,671 SH   DFND 3 354,671 0 0
CBS CORP NEW CL B 124857202 2,740 39,500 SH   DFND 7 39,500 0 0
CDK GLOBAL INC COM 12508E101 145,143 2,232,628 SH   DFND 1,5 207,462 0 2,025,166
CDK GLOBAL INC COM 12508E101 413 6,350 SH   DFND 3 6,350 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,460 16,930 SH   DFND 7 16,930 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 46,018 533,680 SH   DFND 11 533,680 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 7,433 86,201 SH   DFND   86,201 0 0
CDW CORP COM 12514G108 828,221 14,351,432 SH   DFND 1,5 1,258,221 0 13,093,211
CDW CORP COM 12514G108 61,750 1,070,000 SH   DFND 11 1,070,000 0 0
CEB INC COM 125134106 21,529 273,900 SH   DFND 1,5 0 0 273,900
CECO ENVIRONMENTAL CORP COM 125141101 530 50,400 SH   DFND 1,5 50,400 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 192,671 2,841,330 SH   DFND 1,5 0 0 2,841,330
CEDAR REALTY TRUST INC COM NEW 150602209 37,060 7,382,540 SH   DFND 1,5 197,834 0 7,184,706
CEDAR REALTY TRUST INC COM NEW 150602209 5,989 1,193,116 SH   DFND 6 1,193,116 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,354 469,008 SH   DFND 7 0 0 469,008
CELADON GROUP INC COM 150838100 983 150,100 SH   DFND 1,5 0 0 150,100
CELANESE CORP DEL COM SER A 150870103 149,191 1,660,450 SH   DFND 1,5 54,318 0 1,606,132
CELANESE CORP DEL COM SER A 150870103 2,208 24,576 SH   DFND 3 24,576 0 0
CELANESE CORP DEL COM SER A 150870103 2,615 29,100 SH   DFND 11 29,100 0 0
CELGENE CORP COM 151020104 1,395,619 11,216,100 SH   DFND 1,5 649,054 0 10,567,046
CELGENE CORP COM 151020104 29,884 240,168 SH   DFND 2 0 0 240,168
CELGENE CORP COM 151020104 53,051 426,349 SH   DFND 3 426,349 0 0
CELGENE CORP COM 151020104 1,817 14,600 SH   DFND 7 14,600 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 50,914 14,103,611 SH   DFND 1,5 2,030,665 0 12,072,946
CELLECTIS S A SPONSORED ADS 15117K103 83,986 3,499,406 SH   DFND 1,5 385,391 0 3,114,015
CELLECTIS S A SPONSORED ADS 15117K103 744 31,000 SH   DFND 7 31,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 145,451 16,036,499 SH   DFND 1,5 1,082,381 0 14,954,118
CEMEX SAB DE CV SPON ADR NEW 151290889 10,851 1,196,400 SH   DFND 1,10 0 0 1,196,400
CEMEX SAB DE CV SPON ADR NEW 151290889 2,218 244,500 SH   DFND 6 199,200 0 45,300
CEMEX SAB DE CV SPON ADR NEW 151290889 2,699 297,600 SH   DFND 7 297,600 0 0
CEMPRA INC COM 15130J109 19,665 5,244,002 SH   DFND 1,5 450 0 5,243,552
CENOVUS ENERGY INC COM 15135U109 446,481 39,452,019 SH   DFND 1,5 1,699,847 0 37,752,172
CENOVUS ENERGY INC COM 15135U109 41,943 3,706,200 SH   DFND 1,10 73,900 0 3,632,300
CENOVUS ENERGY INC COM 15135U109 5,957 526,376 SH   DFND 6 526,376 0 0
CENTENE CORP DEL COM 15135B101 38,302 537,493 SH   DFND 1,5 324 0 537,169
CENTENE CORP DEL COM 15135B101 3,784 53,107 SH   DFND 2 0 0 53,107
CENTENE CORP DEL COM 15135B101 345 4,843 SH   DFND 3 4,843 0 0
CENTENE CORP DEL COM 15135B101 378 5,300 SH   DFND 7 5,300 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 502,819 27,805,455 SH   DFND 1,5 2,119,239 0 25,686,216
CENTENNIAL RESOURCE DEV INC CL A 15136A102 15,129 829,900 SH   DFND 6 714,500 0 115,400
CENTENNIAL RESOURCE DEV INC CL A 15136A102 13,266 727,700 SH   DFND 7 632,000 0 95,700
CENTENNIAL RESOURCE DEV INC CL A 15136A102 23,622 1,295,783 SH   DFND 11 1,295,783 0 0
CENTERPOINT ENERGY INC COM 15189T107 230,311 8,353,686 SH   DFND 1,5 232,921 0 8,120,765
CENTERPOINT ENERGY INC COM 15189T107 3,666 132,959 SH   DFND 2 0 0 132,959
CENTERPOINT ENERGY INC COM 15189T107 1,621 58,805 SH   DFND 3 58,805 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,021 73,300 SH   DFND 6 73,300 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,162 114,700 SH   DFND 7 114,700 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 950 306,912 SH   DFND 1,10 125,312 0 181,600
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 43,466 1,251,910 SH   DFND 1,5 757 0 1,251,153
CENTRAL GARDEN & PET CO COM 153527106 18,576 501,105 SH   DFND 1,5 705 0 500,400
CENTRAL VALLEY CMNTY BANCORP COM 155685100 1,686 82,227 SH   DFND 1,5 57,210 0 25,017
CENTURYLINK INC COM 156700106 75,899 3,220,139 SH   DFND 1,5 171 0 3,219,968
CENTURYLINK INC COM 156700106 3,977 168,734 SH   DFND 2 0 0 168,734
CENTURYLINK INC COM 156700106 2,209 93,714 SH   DFND 3 93,714 0 0
CENTURYLINK INC COM 156700106 653 27,692 SH   DFND 6 376 0 27,316
CENTURYLINK INC COM 156700106 2,465 104,562 SH   DFND 7 104,562 0 0
CERNER CORP COM 156782104 312,322 5,307,080 SH   DFND 1,5 426,601 0 4,880,479
CERNER CORP COM 156782104 5,331 90,592 SH   DFND 2 0 0 90,592
CERNER CORP COM 156782104 10,259 174,326 SH   DFND 3 174,326 0 0
CERNER CORP COM 156782104 318 5,412 SH   DFND 6 5,412 0 0
CERNER CORP COM 156782104 1,883 32,000 SH   DFND 11 32,000 0 0
CF INDS HLDGS INC COM 125269100 663,877 22,619,312 SH   DFND 1,5 976,771 0 21,642,541
CF INDS HLDGS INC COM 125269100 2,112 71,965 SH   DFND 2 0 0 71,965
CF INDS HLDGS INC COM 125269100 1,063 36,211 SH   DFND 3 36,211 0 0
CF INDS HLDGS INC COM 125269100 17,234 587,190 SH   DFND 6 568,777 0 18,413
CF INDS HLDGS INC COM 125269100 15,009 511,376 SH   DFND 7 367,676 0 143,700
CHANGYOU COM LTD ADS REP CL A 15911M107 622 22,200 SH   DFND 1,5 0 0 22,200
CHARLES RIV LABS INTL INC COM 159864107 30,789 342,292 SH   DFND 1,5 30 0 342,262
CHARLES RIV LABS INTL INC COM 159864107 20,644 229,500 SH   DFND 6 229,500 0 0
CHARLES RIV LABS INTL INC COM 159864107 4,785 53,200 SH   DFND 7 53,200 0 0
CHARLES RIV LABS INTL INC COM 159864107 167,588 1,863,121 SH   DFND 11 1,863,121 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,305,269 10,097,973 SH   DFND 1,5 509,164 0 9,588,809
CHARTER COMMUNICATIONS INC N CL A 16119P108 21,737 66,410 SH   DFND 2 0 0 66,410
CHARTER COMMUNICATIONS INC N CL A 16119P108 19,283 58,913 SH   DFND 3 58,913 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 19,022 58,115 SH   DFND 6 58,115 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 58,292 178,089 SH   DFND 7 138,912 0 39,177
CHARTER COMMUNICATIONS INC N CL A 16119P108 28,346 86,600 SH   DFND 11 86,600 0 0
CHASE CORP COM 16150R104 124,030 1,300,105 SH   DFND 1,5 130,719 0 1,169,386
CHECK POINT SOFTWARE TECH LT ORD M22465104 316,857 3,086,472 SH   DFND 1,5 377,287 0 2,709,185
CHECK POINT SOFTWARE TECH LT ORD M22465104 400 3,900 SH   DFND 6 3,900 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,799 17,525 SH   DFND 7 17,525 0 0
CHEESECAKE FACTORY INC COM 163072101 34,584 545,840 SH   DFND 1,5 0 0 545,840
CHEETAH MOBILE INC ADR 163075104 232 21,600 SH   DFND 1,5 0 0 21,600
CHEMED CORP NEW COM 16359R103 149,174 816,539 SH   DFND 1,5 36,249 0 780,290
CHEMOURS CO COM 163851108 570,353 14,814,373 SH   DFND 1,5 412,872 0 14,401,501
CHEMOURS CO COM 163851108 4,274 111,000 SH   DFND 6 111,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 54,684 1,156,841 SH   DFND 1,5 5,323 0 1,151,518
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 24,603 761,461 SH   DFND 1,5 0 0 761,461
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 39,862 1,632,367 SH   DFND 1,5 0 0 1,632,367
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 691 28,300 SH   DFND 7 28,300 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,397 235,158 SH   DFND 2 0 0 235,158
CHESAPEAKE ENERGY CORP COM 165167107 147 24,759 SH   DFND 3 24,759 0 0
CHEVRON CORP NEW COM 166764100 3,290,877 30,649,875 SH   DFND 1,5 1,021,046 0 29,628,829
CHEVRON CORP NEW COM 166764100 62,750 584,424 SH   DFND 2 0 0 584,424
CHEVRON CORP NEW COM 166764100 223,624 2,082,738 SH   DFND 3 2,082,738 0 0
CHEVRON CORP NEW COM 166764100 40,005 372,591 SH   DFND 6 353,644 0 18,947
CHEVRON CORP NEW COM 166764100 75,127 699,699 SH   DFND 7 301,189 0 398,510
CHEVRON CORP NEW COM 166764100 21,281 198,200 SH   DFND 11 198,200 0 0
CHIASMA INC COM 16706W102 5,379 3,163,839 SH   DFND 1,5 30,741 0 3,133,098
CHIASMA INC COM 16706W102 44 25,908 SH   DFND 6 25,908 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 161,150 5,240,638 SH   DFND 1,5 70,996 0 5,169,642
CHICAGO BRIDGE & IRON CO N V COM 167250109 400 13,000 SH   DFND 7 13,000 0 0
CHICOS FAS INC COM 168615102 15,746 1,108,892 SH   DFND 1,5 118,792 0 990,100
CHILDRENS PL INC COM 168905107 1,202 10,011 SH   DFND 1,5 10,011 0 0
CHIMERA INVT CORP COM NEW 16934Q208 21,585 1,069,605 SH   DFND 1,5 425 0 1,069,180
CHIMERA INVT CORP COM NEW 16934Q208 375 18,600 SH   DFND 7 18,600 0 0
CHIMERIX INC COM 16934W106 44,529 6,979,429 SH   DFND 1,5 1,406,587 0 5,572,842
CHINA BIOLOGIC PRODS INC COM 16938C106 173,979 1,737,530 SH   DFND 1,5 60,790 0 1,676,740
CHINA BIOLOGIC PRODS INC COM 16938C106 10,646 106,319 SH   DFND 1,9 1,219 0 105,100
CHINA BIOLOGIC PRODS INC COM 16938C106 3,675 36,700 SH   DFND 7 36,700 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 46,258 745,500 SH   DFND 1,5 233,600 0 511,900
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 197,642 3,578,519 SH   DFND 1,5 128,655 0 3,449,864
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 858 44,661 SH   DFND 1,9 0 0 44,661
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 46,285 3,436,172 SH   DFND 1,5 129,852 0 3,306,320
CHIPMOS TECHNOLOGIES INC SPONSORED ADR 16965P103 16,724 942,171 SH   DFND 1,9 0 0 942,171
CHIPMOS TECHNOLOGIES INC SPONSORED ADR 16965P103 967 54,500 SH   DFND 7 54,500 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,266,953 2,843,763 SH   DFND 1,5 223,034 0 2,620,729
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,958 8,883 SH   DFND 2 0 0 8,883
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,843 10,871 SH   DFND 3 10,871 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 31,290 70,233 SH   DFND 6 70,233 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,822 4,089 SH   DFND 7 4,089 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 9,133 20,500 SH   DFND 11 20,500 0 0
CHUBB LIMITED COM H1467J104 3,691,049 27,090,268 SH   DFND 1,5 1,681,840 0 25,408,428
CHUBB LIMITED COM H1467J104 19,592 143,792 SH   DFND 2 0 0 143,792
CHUBB LIMITED COM H1467J104 191,406 1,404,816 SH   DFND 3 1,404,816 0 0
CHUBB LIMITED COM H1467J104 27,164 199,366 SH   DFND 6 199,366 0 0
CHUBB LIMITED COM H1467J104 38,127 279,832 SH   DFND 7 198,532 0 81,300
CHUBB LIMITED COM H1467J104 5,133 37,675 SH   DFND 11 37,675 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,458 42,900 SH   DFND 1,5 0 0 42,900
CHURCH & DWIGHT INC COM 171340102 117,351 2,353,146 SH   DFND 1,5 507,100 0 1,846,046
CHURCH & DWIGHT INC COM 171340102 3,920 78,608 SH   DFND 2 0 0 78,608
CHURCH & DWIGHT INC COM 171340102 1,397 28,014 SH   DFND 3 28,014 0 0
CHURCHILL DOWNS INC COM 171484108 97,649 614,723 SH   DFND 1,5 28,800 0 585,923
CHURCHILL DOWNS INC COM 171484108 15,305 96,348 SH   DFND 6 96,348 0 0
CHURCHILL DOWNS INC COM 171484108 4,225 26,600 SH   DFND 7 26,600 0 0
CHUYS HLDGS INC COM 171604101 3,475 116,602 SH   DFND 1,5 125 0 116,477
CIDARA THERAPEUTICS INC COM 171757107 11,478 1,471,553 SH   DFND 1,5 0 0 1,471,553
CIENA CORP COM NEW 171779309 475 20,130 SH   DFND 1,5 0 0 20,130
CIENA CORP NOTE 0.875% 6/1 171779AE1 45,849 46,050,000 PRN   DFND 1,5 0 0 0
CIENA CORP COM NEW 171779309 25,043 1,060,700 SH   DFND 6 1,060,700 0 0
CIENA CORP COM NEW 171779309 6,120 259,200 SH   DFND 7 259,200 0 0
CIGNA CORPORATION COM 125509109 831,578 5,676,691 SH   DFND 1,5 10,736 0 5,665,955
CIGNA CORPORATION COM 125509109 11,625 79,355 SH   DFND 2 0 0 79,355
CIGNA CORPORATION COM 125509109 19,219 131,197 SH   DFND 3 131,197 0 0
CIGNA CORPORATION COM 125509109 7,388 50,431 SH   DFND 6 50,431 0 0
CIGNA CORPORATION COM 125509109 16,566 113,086 SH   DFND 7 54,557 0 58,529
CIGNA CORPORATION COM 125509109 62,390 425,900 SH   DFND 11 425,900 0 0
CIMAREX ENERGY CO COM 171798101 485,422 4,062,446 SH   DFND 1,5 80,213 0 3,982,233
CIMAREX ENERGY CO COM 171798101 3,509 29,365 SH   DFND 2 0 0 29,365
CIMAREX ENERGY CO COM 171798101 2,498 20,903 SH   DFND 3 20,903 0 0
CIMAREX ENERGY CO COM 171798101 3,370 28,203 SH   DFND 6 28,203 0 0
CIMAREX ENERGY CO COM 171798101 2,901 24,281 SH   DFND 7 24,281 0 0
CIMPRESS N V SHS EURO N20146101 224,094 2,600,000 SH   DFND 1,5 0 0 2,600,000
CINCINNATI BELL INC NEW COM NEW 171871502 25,199 1,423,672 SH   DFND 1,5 0 0 1,423,672
CINCINNATI FINL CORP COM 172062101 3,344 46,274 SH   DFND 2 0 0 46,274
CINCINNATI FINL CORP COM 172062101 1,947 26,937 SH   DFND 3 26,937 0 0
CINEMARK HOLDINGS INC COM 17243V102 396,719 8,947,211 SH   DFND 1,5 10,040 0 8,937,171
CINEMARK HOLDINGS INC COM 17243V102 35,026 789,942 SH   DFND 6 789,942 0 0
CINEMARK HOLDINGS INC COM 17243V102 9,091 205,020 SH   DFND 7 205,020 0 0
CINER RES LP COM UNIT LTD 172464109 4,123 144,504 SH   DFND 1,5 0 0 144,504
CINTAS CORP COM 172908105 171,959 1,358,929 SH   DFND 1,5 114,434 0 1,244,495
CINTAS CORP COM 172908105 3,365 26,590 SH   DFND 2 0 0 26,590
CINTAS CORP COM 172908105 4,047 31,985 SH   DFND 3 31,985 0 0
CIRRUS LOGIC INC COM 172755100 403,763 6,652,869 SH   DFND 1,5 1,408,229 0 5,244,640
CIRRUS LOGIC INC COM 172755100 5,879 96,866 SH   DFND 1,9 0 0 96,866
CIRRUS LOGIC INC COM 172755100 2,209 36,400 SH   DFND 6 36,400 0 0
CISCO SYS INC COM 17275R102 3,108,746 91,974,746 SH   DFND 1,5 3,928,308 0 88,046,438
CISCO SYS INC COM 17275R102 11,147 329,800 SH   DFND 1,9 0 0 329,800
CISCO SYS INC COM 17275R102 52,254 1,545,987 SH   DFND 2 0 0 1,545,987
CISCO SYS INC COM 17275R102 283,535 8,388,611 SH   DFND 3 8,388,611 0 0
CISCO SYS INC COM 17275R102 51,469 1,522,754 SH   DFND 6 1,445,359 0 77,395
CISCO SYS INC COM 17275R102 68,830 2,036,402 SH   DFND 7 986,163 0 1,050,239
CIT GROUP INC COM NEW 125581801 552,787 12,876,483 SH   DFND 1,5 1,172,520 0 11,703,963
CIT GROUP INC COM NEW 125581801 395 9,200 SH   DFND 7 9,200 0 0
CITI TRENDS INC COM 17306X102 26,866 1,580,353 SH   DFND 1,5 210,334 0 1,370,019
CITIGROUP INC COM NEW 172967424 5,922,741 99,009,377 SH   DFND 1,5 4,940,575 0 94,068,802
CITIGROUP INC COM NEW 172967424 51,167 855,352 SH   DFND 2 0 0 855,352
CITIGROUP INC COM NEW 172967424 71,941 1,202,623 SH   DFND 3 1,202,623 0 0
CITIGROUP INC COM NEW 172967424 73,356 1,226,287 SH   DFND 6 1,157,903 0 68,384
CITIGROUP INC COM NEW 172967424 206,330 3,449,176 SH   DFND 7 2,223,438 0 1,225,738
CITIZENS FINL GROUP INC COM 174610105 58,895 1,704,638 SH   DFND 1,5 1,221 0 1,703,417
CITIZENS FINL GROUP INC COM 174610105 5,430 157,168 SH   DFND 2 0 0 157,168
CITIZENS FINL GROUP INC COM 174610105 2,812 81,382 SH   DFND 3 81,382 0 0
CITRIX SYS INC COM 177376100 425,200 5,098,930 SH   DFND 1,5 446,940 0 4,651,990
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 15,281 12,200,000 PRN   DFND 1,5 0 0 0
CITRIX SYS INC COM 177376100 4,025 48,268 SH   DFND 2 0 0 48,268
CITRIX SYS INC COM 177376100 1,017 12,195 SH   DFND 3 12,195 0 0
CITRIX SYS INC COM 177376100 751 9,000 SH   DFND 7 9,000 0 0
CIVEO CORP CDA COM 17878Y108 51,567 17,246,446 SH   DFND 1,5 1,626,019 0 15,620,427
CIVITAS SOLUTIONS INC COM 17887R102 87,163 4,750,000 SH   DFND 1,5 0 0 4,750,000
CIVITAS SOLUTIONS INC COM 17887R102 9,980 543,842 SH   DFND 6 543,842 0 0
CIVITAS SOLUTIONS INC COM 17887R102 4,434 241,635 SH   DFND 7 241,635 0 0
CLEARONE INC COM 18506U104 1,953 197,322 SH   DFND 1,5 56,183 0 141,139
CLEARSIDE BIOMEDICAL INC COM 185063104 7,059 889,100 SH   DFND 1,5 0 0 889,100
CLOROX CO DEL COM 189054109 5,339 39,597 SH   DFND 2 0 0 39,597
CLOROX CO DEL COM 189054109 8,946 66,352 SH   DFND 3 66,352 0 0
CLOVIS ONCOLOGY INC COM 189464100 95,388 1,498,169 SH   DFND 1,5 125,400 0 1,372,769
CLOVIS ONCOLOGY INC COM 189464100 16,101 252,880 SH   DFND 6 252,880 0 0
CLOVIS ONCOLOGY INC COM 189464100 4,190 65,810 SH   DFND 7 65,810 0 0
CME GROUP INC COM 12572Q105 640,322 5,389,915 SH   DFND 1,5 202,021 0 5,187,894
CME GROUP INC COM 12572Q105 12,457 104,854 SH   DFND 2 0 0 104,854
CME GROUP INC COM 12572Q105 12,004 101,041 SH   DFND 3 101,041 0 0
CME GROUP INC COM 12572Q105 14,145 119,069 SH   DFND 6 99,669 0 19,400
CME GROUP INC COM 12572Q105 44,751 376,688 SH   DFND 7 376,688 0 0
CMS ENERGY CORP COM 125896100 143,244 3,201,697 SH   DFND 1,5 80,491 0 3,121,206
CMS ENERGY CORP COM 125896100 3,866 86,411 SH   DFND 2 0 0 86,411
CMS ENERGY CORP COM 125896100 1,934 43,238 SH   DFND 3 43,238 0 0
CMS ENERGY CORP COM 125896100 4,821 107,764 SH   DFND 6 107,764 0 0
CMS ENERGY CORP COM 125896100 12,701 283,887 SH   DFND 7 185,287 0 98,600
CMS ENERGY CORP COM 125896100 101,503 2,268,730 SH   DFND 11 2,268,730 0 0
CNH INDL N V SHS N20944109 100 10,400 SH   DFND 1,10 10,400 0 0
CNO FINL GROUP INC COM 12621E103 4,824 235,300 SH   DFND 1,5 0 0 235,300
CNOOC LTD SPONSORED ADR 126132109 1,869 15,600 SH   DFND 1,5 300 0 15,300
CNOOC LTD SPONSORED ADR 126132109 9,872 82,400 SH   DFND 1,9 0 0 82,400
COACH INC COM 189754104 490,932 11,878,339 SH   DFND 1,5 1,359,178 0 10,519,161
COACH INC COM 189754104 3,580 86,630 SH   DFND 2 0 0 86,630
COACH INC COM 189754104 3,464 83,809 SH   DFND 3 83,809 0 0
COACH INC COM 189754104 806 19,500 SH   DFND 6 19,500 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 23,312 72,850,000 PRN   DFND 1,5 0 0 0
COBALT INTL ENERGY INC COM 19075F106 2,129 3,991,800 SH   DFND 1,5 166,900 0 3,824,900
COBIZ FINANCIAL INC COM 190897108 24,767 1,474,212 SH   DFND 1,5 700 0 1,473,512
COCA COLA BOTTLING CO CONS COM 191098102 79,772 387,205 SH   DFND 1,5 0 0 387,205
COCA COLA BOTTLING CO CONS COM 191098102 26,877 130,457 SH   DFND 6 130,457 0 0
COCA COLA BOTTLING CO CONS COM 191098102 7,435 36,090 SH   DFND 7 36,090 0 0
COCA COLA BOTTLING CO CONS COM 191098102 38,240 185,612 SH   DFND 11 185,612 0 0
COCA COLA CO COM 191216100 2,671,499 62,947,673 SH   DFND 1,5 4,228,500 0 58,719,173
COCA COLA CO COM 191216100 50,627 1,192,900 SH   DFND 2 0 0 1,192,900
COCA COLA CO COM 191216100 122,838 2,894,401 SH   DFND 3 2,894,401 0 0
COCA COLA CO COM 191216100 26,672 628,453 SH   DFND 6 628,453 0 0
COCA COLA CO COM 191216100 51,778 1,220,032 SH   DFND 7 310,231 0 909,801
COCA COLA EUROPEAN PARTNERS SHS G25839104 183,149 4,859,355 SH   DFND 1,5 352,100 0 4,507,255
COCA COLA EUROPEAN PARTNERS SHS G25839104 950 25,210 SH   DFND 1,10 0 0 25,210
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,537 40,774 SH   DFND 3 40,774 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 801 21,416 SH   DFND 6 11,716 0 9,700
COCA COLA EUROPEAN PARTNERS SHS G25839104 837 22,386 SH   DFND 7 15,286 0 7,100
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 6,624 92,378 SH   DFND 1,5 0 0 92,378
CODEXIS INC COM 192005106 6,119 1,274,759 SH   DFND 1,5 3,200 0 1,271,559
CODORUS VY BANCORP INC COM 192025104 18,894 729,224 SH   DFND 1,5 81,785 0 647,439
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 57,563 1,337,127 SH   DFND 1,5 409 0 1,336,718
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 44,253 1,027,936 SH   DFND 6 996,847 0 31,089
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 32,440 753,541 SH   DFND 7 560,941 0 192,600
COGNEX CORP COM 192422103 25,185 300,000 SH   DFND 1,5 0 0 300,000
COGNEX CORP COM 192422103 44,993 535,955 SH   DFND 1,9 0 0 535,955
COGNEX CORP COM 192422103 440 5,244 SH   DFND 3 5,244 0 0
COGNEX CORP COM 192422103 3,757 44,750 SH   DFND 7 44,750 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 730,875 12,279,494 SH   DFND 1,5 581,646 0 11,697,848
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 47,887 804,555 SH   DFND 1,9 0 0 804,555
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 11,183 187,894 SH   DFND 2 0 0 187,894
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 17,463 293,405 SH   DFND 3 293,405 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,875 48,299 SH   DFND 6 48,299 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9,478 159,245 SH   DFND 7 49,800 0 109,445
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,815 30,500 SH   DFND 11 30,500 0 0
COHERENT INC COM 192479103 81,935 398,439 SH   DFND 1,5 32,900 0 365,539
COHERENT INC COM 192479103 535 2,600 SH   DFND 6 2,600 0 0
COHERUS BIOSCIENCES INC COM 19249H103 161,596 7,640,481 SH   DFND 1,5 1,384,780 0 6,255,701
COHERUS BIOSCIENCES INC COM 19249H103 666 31,500 SH   DFND 6 31,500 0 0
COLFAX CORP COM 194014106 128,401 3,270,540 SH   DFND 1,5 7,019 0 3,263,521
COLFAX CORP COM 194014106 23,554 599,950 SH   DFND 6 564,150 0 35,800
COLFAX CORP COM 194014106 12,866 327,720 SH   DFND 7 294,220 0 33,500
COLFAX CORP COM 194014106 1,767 45,000 SH   DFND 11 45,000 0 0
COLGATE PALMOLIVE CO COM 194162103 2,357,954 32,216,884 SH   DFND 1,5 3,121,350 0 29,095,534
COLGATE PALMOLIVE CO COM 194162103 19,948 272,549 SH   DFND 2 0 0 272,549
COLGATE PALMOLIVE CO COM 194162103 19,361 264,525 SH   DFND 3 264,525 0 0
COLGATE PALMOLIVE CO COM 194162103 1,137 15,529 SH   DFND 6 15,529 0 0
COLGATE PALMOLIVE CO COM 194162103 3,748 51,203 SH   DFND 7 51,203 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 2,213 220,000 SH   DFND 1,5 0 0 220,000
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 20,193 20,500,000 PRN   DFND 1,5 0 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 29,533 29,478,000 PRN   DFND 1,5 0 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 286,129 22,163,394 SH   DFND 1,5 107,762 0 22,055,632
COLONY NORTHSTAR INC CL A COM 19625W104 19,991 1,548,523 SH   DFND 6 1,548,523 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 8,534 661,067 SH   DFND 7 628,212 0 32,855
COLUMBIA SPORTSWEAR CO COM 198516106 406 6,914 SH   DFND 3 6,914 0 0
COMCAST CORP NEW CL A 20030N101 3,167,839 84,273,457 SH   DFND 1,5 7,150,345 0 77,123,112
COMCAST CORP NEW CL A 20030N101 54,921 1,461,047 SH   DFND 2 0 0 1,461,047
COMCAST CORP NEW CL A 20030N101 232,399 6,182,472 SH   DFND 3 6,182,472 0 0
COMCAST CORP NEW CL A 20030N101 62,292 1,657,143 SH   DFND 6 1,614,865 0 42,278
COMCAST CORP NEW CL A 20030N101 142,565 3,792,625 SH   DFND 7 2,353,883 0 1,438,742
COMCAST CORP NEW CL A 20030N101 27,848 740,826 SH   DFND 11 740,826 0 0
COMERICA INC COM 200340107 432,219 6,302,408 SH   DFND 1,5 205,111 0 6,097,297
COMERICA INC COM 200340107 3,723 54,290 SH   DFND 2 0 0 54,290
COMERICA INC COM 200340107 55,891 814,981 SH   DFND 3 814,981 0 0
COMERICA INC COM 200340107 14,782 215,546 SH   DFND 6 215,546 0 0
COMERICA INC COM 200340107 15,959 232,700 SH   DFND 7 115,700 0 117,000
COMFORT SYS USA INC COM 199908104 1,462 39,900 SH   DFND 1,5 0 0 39,900
COMMERCE BANCSHARES INC COM 200525103 111,717 1,989,267 SH   DFND 1,5 25,805 0 1,963,462
COMMERCEHUB INC COM SER A 20084V108 31,436 2,030,763 SH   DFND 1,5 49,592 0 1,981,171
COMMERCEHUB INC COM SER C 20084V306 17,703 1,139,923 SH   DFND 1,5 3,883 0 1,136,040
COMMSCOPE HLDG CO INC COM 20337X109 324,305 7,775,227 SH   DFND 1,5 33,781 0 7,741,446
COMMSCOPE HLDG CO INC COM 20337X109 84,884 2,035,090 SH   DFND 6 1,963,184 0 71,906
COMMSCOPE HLDG CO INC COM 20337X109 32,007 767,379 SH   DFND 7 718,679 0 48,700
COMMUNITY BK SYS INC COM 203607106 106,431 1,935,805 SH   DFND 1,5 1,085 0 1,934,720
COMMUNITY HEALTHCARE TR INC COM 20369C106 10,486 438,724 SH   DFND 1,5 0 0 438,724
COMMUNITY HEALTHCARE TR INC COM 20369C106 3,874 162,112 SH   DFND 6 162,112 0 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 359 15,000 SH   DFND 7 15,000 0 0
COMMUNITY TR BANCORP INC COM 204149108 18,655 407,750 SH   DFND 1,5 0 0 407,750
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 49,607 4,811,497 SH   DFND 1,5 185,429 0 4,626,068
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 69,712 2,758,700 SH   DFND 1,5 103,300 0 2,655,400
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 55,450 4,605,467 SH   DFND 1,5 315,181 0 4,290,286
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,165 96,756 SH   DFND 1,10 96,756 0 0
COMPASS MINERALS INTL INC COM 20451N101 144,453 2,129,000 SH   DFND 1,5 0 0 2,129,000
COMPASS MINERALS INTL INC COM 20451N101 38,153 562,311 SH   DFND 6 531,311 0 31,000
COMPASS MINERALS INTL INC COM 20451N101 24,193 356,560 SH   DFND 7 329,960 0 26,600
COMPUTER PROGRAMS & SYS INC COM 205306103 4,690 167,500 SH   DFND 1,5 19,589 0 147,911
COMPUTER SCIENCES CORP COM 205363104 381,890 5,533,831 SH   DFND 1,5 289,213 0 5,244,618
COMPUTER SCIENCES CORP COM 205363104 43,076 624,200 SH   DFND 1,9 0 0 624,200
COMPUTER SCIENCES CORP COM 205363104 4,957 71,837 SH   DFND 3 71,837 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 566 38,390 SH   DFND 1,5 0 0 38,390
CONAGRA BRANDS INC COM 205887102 23,936 593,355 SH   DFND 1,5 340 0 593,015
CONAGRA BRANDS INC COM 205887102 5,149 127,638 SH   DFND 2 0 0 127,638
CONAGRA BRANDS INC COM 205887102 2,684 66,528 SH   DFND 3 66,528 0 0
CONCHO RES INC COM 20605P101 323,499 2,520,640 SH   DFND 1,5 426,532 0 2,094,108
CONCHO RES INC COM 20605P101 5,870 45,740 SH   DFND 2 0 0 45,740
CONCHO RES INC COM 20605P101 1,192 9,290 SH   DFND 3 9,290 0 0
CONCHO RES INC COM 20605P101 1,976 15,400 SH   DFND 7 15,400 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 108 66,600 SH   DFND   66,600 0 0
CONDUENT INC COM 206787103 161,230 9,608,487 SH   DFND 1,5 569,872 0 9,038,615
CONDUENT INC COM 206787103 193 11,514 SH   DFND 3 11,514 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 64,034 2,640,591 SH   DFND 1,5 96,715 0 2,543,876
CONOCOPHILLIPS COM 20825C104 2,870,918 57,568,044 SH   DFND 1,5 1,591,283 0 55,976,761
CONOCOPHILLIPS COM 20825C104 19,026 381,517 SH   DFND 2 0 0 381,517
CONOCOPHILLIPS COM 20825C104 99,833 2,001,873 SH   DFND 3 2,001,873 0 0
CONOCOPHILLIPS COM 20825C104 35,140 704,623 SH   DFND 6 704,623 0 0
CONOCOPHILLIPS COM 20825C104 41,983 841,846 SH   DFND 7 50,700 0 791,146
CONSOL ENERGY INC COM 20854P109 61,203 3,647,357 SH   DFND 1,5 156,038 0 3,491,319
CONSOL ENERGY INC COM 20854P109 902 53,753 SH   DFND 3 53,753 0 0
CONSOL ENERGY INC COM 20854P109 831 49,549 SH   DFND 6 49,549 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 6,911 295,081 SH   DFND 1,5 0 0 295,081
CONSOLIDATED EDISON INC COM 209115104 7,314 94,175 SH   DFND 2 0 0 94,175
CONSOLIDATED EDISON INC COM 209115104 11,857 152,681 SH   DFND 3 152,681 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 2,914 54,420 SH   DFND 1,5 0 0 54,420
CONSOLIDATED TOMOKA LD CO NOTE 4.500% 3/1 210226AB2 4,040 4,000,000 PRN   DFND 1,5 0 0 0
CONSTELLATION BRANDS INC CL A 21036P108 746,899 4,608,494 SH   DFND 1,5 201,346 0 4,407,148
CONSTELLATION BRANDS INC CL A 21036P108 8,641 53,316 SH   DFND 2 0 0 53,316
CONSTELLATION BRANDS INC CL A 21036P108 8,166 50,383 SH   DFND 3 50,383 0 0
CONSTELLATION BRANDS INC CL A 21036P108 20,095 123,988 SH   DFND 6 118,293 0 5,695
CONSTELLATION BRANDS INC CL A 21036P108 79,179 488,548 SH   DFND 7 439,248 0 49,300
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 19,765 2,700,170 SH   DFND 1,5 448,200 0 2,251,970
CONTINENTAL BLDG PRODS INC COM 211171103 3,375 137,773 SH   DFND 1,5 700 0 137,073
CONTINENTAL RESOURCES INC COM 212015101 509,527 11,218,119 SH   DFND 1,5 1,002,600 0 10,215,519
CONTINENTAL RESOURCES INC COM 212015101 3,437 75,661 SH   DFND 6 75,661 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,794 39,500 SH   DFND 7 39,500 0 0
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COOPER COS INC COM NEW 216648402 404,421 2,023,218 SH   DFND 1,5 95,732 0 1,927,486
COOPER COS INC COM NEW 216648402 3,020 15,107 SH   DFND 2 0 0 15,107
COOPER COS INC COM NEW 216648402 1,393 6,968 SH   DFND 3 6,968 0 0
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COOPER TIRE & RUBR CO COM 216831107 14,977 337,704 SH   DFND 1,5 13,078 0 324,626
COOPER TIRE & RUBR CO COM 216831107 24,474 551,840 SH   DFND 6 551,840 0 0
COOPER TIRE & RUBR CO COM 216831107 7,932 178,850 SH   DFND 7 178,850 0 0
COPA HOLDINGS SA CL A P31076105 163,773 1,458,998 SH   DFND 1,5 20,570 0 1,438,428
COPA HOLDINGS SA CL A P31076105 944 8,413 SH   DFND 1,10 0 0 8,413
COPA HOLDINGS SA CL A P31076105 6,788 60,470 SH   DFND 6 52,820 0 7,650
COPA HOLDINGS SA CL A P31076105 28,176 251,015 SH   DFND 7 74,985 0 176,030
COPART INC COM 217204106 50,549 816,227 SH   DFND 1,5 70,683 0 745,544
COPART INC COM 217204106 8,998 145,300 SH   DFND 6 145,300 0 0
COPART INC COM 217204106 3,679 59,400 SH   DFND 7 59,400 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 7,807 946,300 SH   DFND 1,5 0 0 946,300
CORCEPT THERAPEUTICS INC COM 218352102 692 63,132 SH   DFND 1,5 0 0 63,132
CORE MOLDING TECHNOLOGIES IN COM 218683100 16,250 911,388 SH   DFND 1,5 218,788 0 692,600
CORECIVIC INC COM 21871N101 192,733 6,134,078 SH   DFND 1,5 2,235,116 0 3,898,962
CORECIVIC INC COM 21871N101 20,941 666,500 SH   DFND 6 666,500 0 0
CORECIVIC INC COM 21871N101 10,265 326,700 SH   DFND 7 186,800 0 139,900
CORELOGIC INC COM 21871D103 37,393 918,295 SH   DFND 1,5 523 0 917,772
CORESITE RLTY CORP COM 21870Q105 239,486 2,659,481 SH   DFND 1,5 48,242 0 2,611,239
CORESITE RLTY CORP COM 21870Q105 67,736 752,207 SH   DFND 6 752,207 0 0
CORESITE RLTY CORP COM 21870Q105 24,839 275,840 SH   DFND 7 194,740 0 81,100
CORINDUS VASCULAR ROBOTICS I COM 218730109 8,274 6,315,800 SH   DFND 1,5 0 0 6,315,800
CORNERSTONE ONDEMAND INC COM 21925Y103 454 11,673 SH   DFND 1,9 0 0 11,673
CORNERSTONE ONDEMAND INC COM 21925Y103 22,988 591,091 SH   DFND 6 563,991 0 27,100
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CORNING INC COM 219350105 675 25,000 SH   DFND 1,5 25,000 0 0
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CORNING INC COM 219350105 8,125 300,937 SH   DFND 3 300,937 0 0
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CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 14,660 442,900 SH   DFND 6 442,900 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 6,997 211,400 SH   DFND 7 39,100 0 172,300
CORVEL CORP COM 221006109 1,205 27,700 SH   DFND 7 4,600 0 23,100
CORVUS PHARMACEUTICALS INC COM 221015100 43,552 2,096,871 SH   DFND 1,5 139,369 0 1,957,502
CORVUS PHARMACEUTICALS INC COM 221015100 545 26,235 SH   DFND 6 26,235 0 0
COSTAR GROUP INC COM 22160N109 93,746 452,400 SH   DFND 1,9 0 0 452,400
COSTAR GROUP INC COM 22160N109 5,201 25,100 SH   DFND 7 25,100 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,909,171 11,385,122 SH   DFND 1,5 1,194,859 0 10,190,263
COSTCO WHSL CORP NEW COM 22160K105 22,723 135,506 SH   DFND 2 0 0 135,506
COSTCO WHSL CORP NEW COM 22160K105 37,274 222,278 SH   DFND 3 222,278 0 0
COSTCO WHSL CORP NEW COM 22160K105 25,815 153,947 SH   DFND 6 153,947 0 0
COSTCO WHSL CORP NEW COM 22160K105 33,915 202,251 SH   DFND 7 106,317 0 95,934
COTIVITI HLDGS INC COM 22164K101 84,641 2,033,175 SH   DFND 1,5 0 0 2,033,175
COTT CORP QUE COM 22163N106 111,025 8,970,014 SH   DFND 1,5 928,317 0 8,041,697
COTT CORP QUE COM 22163N106 6,411 518,000 SH   DFND 6 45,400 0 472,600
COTT CORP QUE COM 22163N106 3,192 257,900 SH   DFND 7 183,700 0 74,200
COTY INC COM CL A 222070203 1,206,039 66,521,728 SH   DFND 1,5 7,301,547 0 59,220,181
COTY INC COM CL A 222070203 2,634 145,306 SH   DFND 2 0 0 145,306
COTY INC COM CL A 222070203 782 43,106 SH   DFND 3 43,106 0 0
COTY INC COM CL A 222070203 28,621 1,578,644 SH   DFND 6 1,578,644 0 0
COTY INC COM CL A 222070203 48,458 2,672,833 SH   DFND 7 2,461,433 0 211,400
COUNTERPATH CORP COM PAR 22228P302 642 284,450 SH   DFND 11 284,450 0 0
COUPA SOFTWARE INC COM 22266L106 612 24,100 SH   DFND 1,5 900 0 23,200
COUSINS PPTYS INC COM 222795106 301,612 36,470,641 SH   DFND 1,5 11,655,459 0 24,815,182
COUSINS PPTYS INC COM 222795106 1,061 128,264 SH   DFND 6 128,264 0 0
COUSINS PPTYS INC COM 222795106 338 40,840 SH   DFND 7 40,840 0 0
COVANTA HLDG CORP COM 22282E102 229 14,600 SH   DFND 7 14,600 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 6,189 329,200 SH   DFND 6 329,200 0 0
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COVISINT CORP COM 22357R103 12,319 6,009,093 SH   DFND 11 6,009,093 0 0
COWEN GROUP INC NEW CL A NEW 223622606 4,261 285,000 SH   DFND 1,5 1,800 0 283,200
COWEN GROUP INC NEW CL A NEW 223622606 12,240 818,700 SH   DFND 6 738,700 0 80,000
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CRANE CO COM 224399105 3,251 43,440 SH   DFND 1,5 93 0 43,347
CRANE CO COM 224399105 205 2,734 SH   DFND 3 2,734 0 0
CRAY INC COM NEW 225223304 21,136 965,124 SH   DFND 1,5 0 0 965,124
CREDICORP LTD COM G2519Y108 237,598 1,454,976 SH   DFND 1,5 116,277 0 1,338,699
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CREE INC COM 225447101 237,980 8,903,094 SH   DFND 1,5 1,979,957 0 6,923,137
CRESCENT PT ENERGY CORP COM 22576C101 3,040 281,300 SH   DFND 1,5 0 0 281,300
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 7,219 275,000 SH   DFND 1,5 0 0 275,000
CRH PLC ADR 12626K203 323,298 9,192,433 SH   DFND 1,5 270,000 0 8,922,433
CRH PLC ADR 12626K203 511 14,521 SH   DFND 3 14,521 0 0
CRH PLC ADR 12626K203 11,494 326,800 SH   DFND 7 326,800 0 0
CRITEO S A SPONS ADS 226718104 311,148 6,224,198 SH   DFND 1,5 451,400 0 5,772,798
CRITEO S A SPONS ADS 226718104 6,399 128,007 SH   DFND 6 128,007 0 0
CRITEO S A SPONS ADS 226718104 2,339 46,795 SH   DFND 7 46,795 0 0
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CROWN CASTLE INTL CORP NEW COM 22822V101 288,436 3,053,848 SH   DFND 1,5 101,347 0 2,952,501
CROWN CASTLE INTL CORP NEW COM 22822V101 10,513 111,303 SH   DFND 2 0 0 111,303
CROWN CASTLE INTL CORP NEW COM 22822V101 61,260 648,598 SH   DFND 3 648,598 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4,099 43,400 SH   DFND 6 43,400 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,075 21,972 SH   DFND 7 0 0 21,972
CROWN HOLDINGS INC COM 228368106 1,532 28,934 SH   DFND 3 28,934 0 0
CSG SYS INTL INC COM 126349109 50,634 1,339,178 SH   DFND 11 1,339,178 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 6,919 706,055 SH   DFND 1,5 0 0 706,055
CSRA INC COM 12650T104 417,064 14,239,143 SH   DFND 1,5 1,155,350 0 13,083,793
CSRA INC COM 12650T104 8,474 289,300 SH   DFND 1,9 0 0 289,300
CSRA INC COM 12650T104 1,313 44,815 SH   DFND 2 0 0 44,815
CSRA INC COM 12650T104 204 6,962 SH   DFND 3 6,962 0 0
CSRA INC COM 12650T104 41,687 1,423,240 SH   DFND 6 1,375,940 0 47,300
CSRA INC COM 12650T104 15,395 525,600 SH   DFND 7 486,900 0 38,700
CST BRANDS INC COM 12646R105 143,308 2,980,000 SH   DFND 1,5 341,253 0 2,638,747
CST BRANDS INC COM 12646R105 317,562 6,603,500 SH   DFND 11 6,603,500 0 0
CSX CORP COM 126408103 1,146,450 24,628,362 SH   DFND 1,5 434,952 0 24,193,410
CSX CORP COM 126408103 13,314 286,006 SH   DFND 2 0 0 286,006
CSX CORP COM 126408103 17,578 377,616 SH   DFND 3 377,616 0 0
CSX CORP COM 126408103 23,981 515,176 SH   DFND 6 464,125 0 51,051
CSX CORP COM 126408103 68,776 1,477,461 SH   DFND 7 1,003,973 0 473,488
CSX CORP COM 126408103 34,559 742,400 SH   DFND 11 742,400 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 418,756 8,519,954 SH   DFND 1,5 1,073,630 0 7,446,324
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 36,627 745,200 SH   DFND 1,9 15,400 0 729,800
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 38,504 783,400 SH   DFND 1,10 15,800 0 767,600
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,288 46,546 SH   DFND 6 46,546 0 0
CUBESMART COM 229663109 22,894 881,900 SH   DFND 1,5 0 0 881,900
CUBESMART COM 229663109 1,443 55,600 SH   DFND 6 55,600 0 0
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CULLEN FROST BANKERS INC COM 229899109 350,198 3,936,141 SH   DFND 1,5 188 0 3,935,953
CULLEN FROST BANKERS INC COM 229899109 6,143 69,042 SH   DFND 3 69,042 0 0
CULLEN FROST BANKERS INC COM 229899109 400 4,500 SH   DFND 7 4,500 0 0
CUMMINS INC COM 231021106 185,246 1,225,175 SH   DFND 1,5 240,683 0 984,492
CUMMINS INC COM 231021106 7,221 47,759 SH   DFND 2 0 0 47,759
CUMMINS INC COM 231021106 16,360 108,199 SH   DFND 3 108,199 0 0
CUMMINS INC COM 231021106 378 2,500 SH   DFND 7 2,500 0 0
CUMULUS MEDIA INC CL A NEW 231082603 9 28,908 SH   DFND 1,5 0 0 28,908
CURIS INC COM 231269101 42,067 15,131,961 SH   DFND 1,5 0 0 15,131,961
CURRENCYSHARES EURO TR EURO SHS 23130C108 1,830 17,700 SH   DFND 1,5 0 0 17,700
CURTISS WRIGHT CORP COM 231561101 5,790 63,447 SH   DFND 1,5 213 0 63,234
CVB FINL CORP COM 126600105 167,560 7,585,343 SH   DFND 1,5 34,300 0 7,551,043
CVB FINL CORP COM 126600105 1,741 78,800 SH   DFND 6 78,800 0 0
CVB FINL CORP COM 126600105 4,438 200,900 SH   DFND 7 142,900 0 58,000
CVR PARTNERS LP COM 126633106 4,921 1,058,200 SH   DFND 1,5 0 0 1,058,200
CVS HEALTH CORP COM 126650100 1,616,612 20,593,783 SH   DFND 1,5 819,260 0 19,774,523
CVS HEALTH CORP COM 126650100 24,857 316,646 SH   DFND 2 0 0 316,646
CVS HEALTH CORP COM 126650100 110,350 1,405,732 SH   DFND 3 1,405,732 0 0
CVS HEALTH CORP COM 126650100 24,405 310,895 SH   DFND 6 301,457 0 9,438
CVS HEALTH CORP COM 126650100 71,694 913,298 SH   DFND 7 714,333 0 198,965
CVS HEALTH CORP COM 126650100 91,323 1,163,350 SH   DFND 11 1,163,350 0 0
CYANOTECH CORP COM PAR $0.02 232437301 39 10,007 SH   DFND 1,5 0 0 10,007
CYBERARK SOFTWARE LTD SHS M2682V108 123,789 2,433,447 SH   DFND 1,5 683,447 0 1,750,000
CYPRESS SEMICONDUCTOR CORP COM 232806109 21,544 1,565,680 SH   DFND 1,5 217,220 0 1,348,460
CYPRESS SEMICONDUCTOR CORP COM 232806109 19,713 1,432,600 SH   DFND 1,9 0 0 1,432,600
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CYS INVTS INC COM 12673A108 2,546 320,224 SH   DFND 1,5 0 0 320,224
CYTOKINETICS INC COM NEW 23282W605 71,728 5,581,916 SH   DFND 1,5 1,034 0 5,580,882
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CYTOMX THERAPEUTICS INC COM 23284F105 93,706 5,425,964 SH   DFND 1,5 576,532 0 4,849,432
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D R HORTON INC COM 23331A109 365,417 10,970,195 SH   DFND 1,5 795,114 0 10,175,081
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D R HORTON INC COM 23331A109 5,697 171,029 SH   DFND 7 171,029 0 0
DANA INCORPORATED COM 235825205 1,892 98,000 SH   DFND 1,5 0 0 98,000
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DANAHER CORP DEL COM 235851102 26,909 314,610 SH   DFND 3 314,610 0 0
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DARDEN RESTAURANTS INC COM 237194105 221,146 2,643,072 SH   DFND 1,5 27,004 0 2,616,068
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DARDEN RESTAURANTS INC COM 237194105 8,417 100,593 SH   DFND 3 100,593 0 0
DARDEN RESTAURANTS INC COM 237194105 1,083 12,944 SH   DFND 6 12,944 0 0
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DARLING INGREDIENTS INC COM 237266101 97,102 6,687,455 SH   DFND 1,5 20,351 0 6,667,104
DARLING INGREDIENTS INC COM 237266101 16,718 1,151,410 SH   DFND 6 1,151,410 0 0
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DAVE & BUSTERS ENTMT INC COM 238337109 379,777 6,216,673 SH   DFND 1,5 250,531 0 5,966,142
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DAVIDSTEA INC COM 238661102 12,152 1,653,300 SH   DFND 1,5 514,900 0 1,138,400
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DAVITA INC COM 23918K108 77,268 1,136,800 SH   DFND 1,5 0 0 1,136,800
DAVITA INC COM 23918K108 3,267 48,060 SH   DFND 2 0 0 48,060
DAVITA INC COM 23918K108 2,881 42,382 SH   DFND 3 42,382 0 0
DAVITA INC COM 23918K108 30,508 448,840 SH   DFND 11 448,840 0 0
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DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 58,077 1,648,990 SH   DFND 6 1,648,990 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 15,237 432,626 SH   DFND 7 387,526 0 45,100
DBX ETF TR DB XTR MSCI EUR 233051853 232 8,592 SH   DFND 1,5 0 0 8,592
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 13,679 348,676 SH   DFND 1,5 0 0 348,676
DCT INDUSTRIAL TRUST INC COM NEW 233153204 535,304 11,124,364 SH   DFND 1,5 6,182,984 0 4,941,380
DCT INDUSTRIAL TRUST INC COM NEW 233153204 50,283 1,044,949 SH   DFND 6 1,017,200 0 27,749
DCT INDUSTRIAL TRUST INC COM NEW 233153204 25,630 532,631 SH   DFND 7 273,233 0 259,398
DDR CORP COM 23317H102 265,853 21,217,340 SH   DFND 1,5 11,528,853 0 9,688,487
DDR CORP COM 23317H102 8,955 714,682 SH   DFND 6 714,682 0 0
DDR CORP COM 23317H102 3,543 282,740 SH   DFND 7 0 0 282,740
DEAN FOODS CO NEW COM NEW 242370203 7,533 383,159 SH   DFND 1,5 184,725 0 198,434
DEAN FOODS CO NEW COM NEW 242370203 24,258 1,233,890 SH   DFND 6 1,233,890 0 0
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DEERE & CO COM 244199105 426,303 3,916,069 SH   DFND 1,5 386,596 0 3,529,473
DEERE & CO COM 244199105 241 2,215 SH   DFND 1,10 2,215 0 0
DEERE & CO COM 244199105 9,849 90,473 SH   DFND 2 0 0 90,473
DEERE & CO COM 244199105 17,010 156,256 SH   DFND 3 156,256 0 0
DEERE & CO COM 244199105 2,055 18,882 SH   DFND 6 18,882 0 0
DEERE & CO COM 244199105 7,718 70,899 SH   DFND 7 70,899 0 0
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DEL FRISCOS RESTAURANT GROUP COM 245077102 16,537 916,197 SH   DFND 6 916,197 0 0
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DEL TACO RESTAURANTS INC COM 245496104 52,659 3,971,283 SH   DFND 1,5 697,300 0 3,273,983
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DELL TECHNOLOGIES INC COM CL V 24703L103 415,041 6,476,915 SH   DFND 1,5 129,192 0 6,347,723
DELL TECHNOLOGIES INC COM CL V 24703L103 70,890 1,106,281 SH   DFND 1,9 0 0 1,106,281
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DELPHI AUTOMOTIVE PLC SHS G27823106 397,602 4,939,766 SH   DFND 1,5 359,679 0 4,580,087
DELPHI AUTOMOTIVE PLC SHS G27823106 6,698 83,217 SH   DFND 2 0 0 83,217
DELPHI AUTOMOTIVE PLC SHS G27823106 39,663 492,775 SH   DFND 3 492,775 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 7,900 98,149 SH   DFND 6 88,749 0 9,400
DELPHI AUTOMOTIVE PLC SHS G27823106 19,892 247,141 SH   DFND 7 247,141 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 422,207 9,186,410 SH   DFND 1,5 521,118 0 8,665,292
DELTA AIR LINES INC DEL COM NEW 247361702 10,368 225,598 SH   DFND 2 0 0 225,598
DELTA AIR LINES INC DEL COM NEW 247361702 17,929 390,094 SH   DFND 3 390,094 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 9,045 196,800 SH   DFND 6 196,800 0 0
DELUXE CORP COM 248019101 137,159 1,900,494 SH   DFND 1,5 59,760 0 1,840,734
DELUXE CORP COM 248019101 70,720 979,913 SH   DFND 6 938,733 0 41,180
DELUXE CORP COM 248019101 27,424 379,988 SH   DFND 7 353,188 0 26,800
DENBURY RES INC COM NEW 247916208 44,640 17,302,500 SH   DFND 1,5 2,727,929 0 14,574,571
DENBURY RES INC COM NEW 247916208 97 37,568 SH   DFND 3 37,568 0 0
DENNYS CORP COM 24869P104 11,097 897,070 SH   DFND 6 897,070 0 0
DENNYS CORP COM 24869P104 4,807 388,620 SH   DFND 7 388,620 0 0
DENTSPLY SIRONA INC COM 24906P109 171,839 2,752,063 SH   DFND 1,5 107,763 0 2,644,300
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DENTSPLY SIRONA INC COM 24906P109 25,822 413,555 SH   DFND 3 413,555 0 0
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DERMIRA INC COM 24983L104 108,877 3,191,939 SH   DFND 1,5 7,952 0 3,183,987
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DESCARTES SYS GROUP INC COM 249906108 997 43,500 SH   DFND 1,9 0 0 43,500
DESCARTES SYS GROUP INC COM 249906108 898 39,210 SH   DFND 7 39,210 0 0
DEVON ENERGY CORP NEW COM 25179M103 417,814 10,014,719 SH   DFND 1,5 12,227 0 10,002,492
DEVON ENERGY CORP NEW COM 25179M103 6,757 161,950 SH   DFND 2 0 0 161,950
DEVON ENERGY CORP NEW COM 25179M103 14,911 357,415 SH   DFND 3 357,415 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,460 34,999 SH   DFND 6 34,999 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,153 147,492 SH   DFND 7 147,492 0 0
DEVRY ED GROUP INC COM 251893103 14,573 411,100 SH   DFND 1,5 0 0 411,100
DEXCOM INC COM 252131107 824,260 9,728,083 SH   DFND 1,5 917,174 0 8,810,909
DEXCOM INC COM 252131107 5,704 67,325 SH   DFND 3 67,325 0 0
DEXCOM INC COM 252131107 4,237 50,000 SH   DFND 7 50,000 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 6,056 52,400 SH   DFND 1,5 2,400 0 50,000
DIAGEO P L C SPON ADR NEW 25243Q205 1,177 10,182 SH   DFND 3 10,182 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 41,155 211,537 SH   DFND 1,5 56,120 0 155,417
DIAMONDBACK ENERGY INC COM 25278X109 1,079,653 10,409,809 SH   DFND 1,5 650,014 0 9,759,795
DIAMONDBACK ENERGY INC COM 25278X109 3,164 30,506 SH   DFND 3 30,506 0 0
DIAMONDBACK ENERGY INC COM 25278X109 34,491 332,559 SH   DFND 6 320,359 0 12,200
DIAMONDBACK ENERGY INC COM 25278X109 20,560 198,232 SH   DFND 7 184,732 0 13,500
DIAMONDBACK ENERGY INC COM 25278X109 46,895 452,150 SH   DFND 11 452,150 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 216,687 19,433,777 SH   DFND 1,5 10,905,914 0 8,527,863
DIAMONDROCK HOSPITALITY CO COM 252784301 11,967 1,073,317 SH   DFND 6 1,073,317 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,641 416,200 SH   DFND 7 0 0 416,200
DICERNA PHARMACEUTICALS INC COM 253031108 9,391 2,762,011 SH   DFND 1,5 424,222 0 2,337,789
DICKS SPORTING GOODS INC COM 253393102 44,203 908,409 SH   DFND 1,5 13,135 0 895,274
DICKS SPORTING GOODS INC COM 253393102 2,594 53,300 SH   DFND 6 53,300 0 0
DIEBOLD NXDF INC COM 253651103 15,489 504,524 SH   DFND 1,5 44,582 0 459,942
DIEBOLD NXDF INC COM 253651103 17,232 561,312 SH   DFND 6 561,312 0 0
DIEBOLD NXDF INC COM 253651103 2,981 97,100 SH   DFND 7 59,300 0 37,800
DIGITAL RLTY TR INC COM 253868103 575,480 5,409,153 SH   DFND 1,5 3,779,085 0 1,630,068
DIGITAL RLTY TR INC COM 253868103 5,231 49,168 SH   DFND 2 0 0 49,168
DIGITAL RLTY TR INC COM 253868103 2,764 25,976 SH   DFND 3 25,976 0 0
DIGITAL RLTY TR INC COM 253868103 394 3,700 SH   DFND 7 3,700 0 0
DILLARDS INC CL A 254067101 4,530 86,710 SH   DFND 1,5 16 0 86,694
DIMENSION THERAPEUTICS INC COM 25433V105 8,563 4,893,322 SH   DFND 4 4,893,322 0 0
DINEEQUITY INC COM 254423106 92,052 1,691,509 SH   DFND 1,5 6 0 1,691,503
DIODES INC COM 254543101 14,248 592,453 SH   DFND 1,5 0 0 592,453
DIPLOMAT PHARMACY INC COM 25456K101 319 19,999 SH   DFND 1,5 699 0 19,300
DISCOVER FINL SVCS COM 254709108 529,098 7,736,482 SH   DFND 1,5 362,050 0 7,374,432
DISCOVER FINL SVCS COM 254709108 8,140 119,019 SH   DFND 2 0 0 119,019
DISCOVER FINL SVCS COM 254709108 15,082 220,528 SH   DFND 3 220,528 0 0
DISCOVER FINL SVCS COM 254709108 11,025 161,204 SH   DFND 6 131,804 0 29,400
DISCOVER FINL SVCS COM 254709108 41,190 602,282 SH   DFND 7 602,282 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 16,559 584,900 SH   DFND 1,5 0 0 584,900
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 106,565 3,663,276 SH   DFND 1,5 240,644 0 3,422,632
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,371 47,119 SH   DFND 2 0 0 47,119
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,886 66,602 SH   DFND 2 0 0 66,602
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 318 11,245 SH   DFND 3 11,245 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 339 11,657 SH   DFND 3 11,657 0 0
DISH NETWORK CORP CL A 25470M109 226,664 3,570,069 SH   DFND 1,5 93,300 0 3,476,769
DISH NETWORK CORP CL A 25470M109 4,448 70,052 SH   DFND 2 0 0 70,052
DISH NETWORK CORP CL A 25470M109 382 6,018 SH   DFND 3 6,018 0 0
DISH NETWORK CORP CL A 25470M109 1,295 20,400 SH   DFND 7 20,400 0 0
DISNEY WALT CO COM DISNEY 254687106 3,520,208 31,045,134 SH   DFND 1,5 2,591,971 0 28,453,163
DISNEY WALT CO COM DISNEY 254687106 50,923 449,099 SH   DFND 2 0 0 449,099
DISNEY WALT CO COM DISNEY 254687106 98,863 871,886 SH   DFND 3 871,886 0 0
DISNEY WALT CO COM DISNEY 254687106 32,265 284,550 SH   DFND 6 275,809 0 8,741
DISNEY WALT CO COM DISNEY 254687106 106,615 940,253 SH   DFND 7 672,690 0 267,563
DOLLAR GEN CORP NEW COM 256677105 304,322 4,364,288 SH   DFND 1,5 147,213 0 4,217,075
DOLLAR GEN CORP NEW COM 256677105 5,471 78,463 SH   DFND 2 0 0 78,463
DOLLAR GEN CORP NEW COM 256677105 5,101 73,150 SH   DFND 3 73,150 0 0
DOLLAR GEN CORP NEW COM 256677105 927 13,300 SH   DFND 6 13,300 0 0
DOLLAR GEN CORP NEW COM 256677105 2,818 40,412 SH   DFND 7 40,412 0 0
DOLLAR TREE INC COM 256746108 870,486 11,094,645 SH   DFND 1,5 392,763 0 10,701,882
DOLLAR TREE INC COM 256746108 5,718 72,878 SH   DFND 2 0 0 72,878
DOLLAR TREE INC COM 256746108 9,480 120,821 SH   DFND 3 120,821 0 0
DOLLAR TREE INC COM 256746108 10,122 129,003 SH   DFND 6 129,003 0 0
DOLLAR TREE INC COM 256746108 13,151 167,620 SH   DFND 7 167,620 0 0
DOMINION DIAMOND CORP COM 257287102 9,284 733,995 SH   DFND 6 308,495 0 425,500
DOMINION DIAMOND CORP COM 257287102 7,417 586,390 SH   DFND 7 451,790 0 134,600
DOMINION RES INC VA NEW COM 25746U109 327,505 4,222,060 SH   DFND 1,5 50 0 4,222,010
DOMINION RES INC VA NEW COM 25746U109 15,041 193,907 SH   DFND 2 0 0 193,907
DOMINION RES INC VA NEW COM 25746U109 17,328 223,385 SH   DFND 3 223,385 0 0
DOMINION RES INC VA NEW COM 25746U109 5,934 76,500 SH   DFND 7 76,500 0 0
DOMINOS PIZZA INC COM 25754A201 733,716 3,981,097 SH   DFND 1,5 319,100 0 3,661,997
DOMINOS PIZZA INC COM 25754A201 5,589 30,327 SH   DFND 3 30,327 0 0
DOMINOS PIZZA INC COM 25754A201 2,081 11,293 SH   DFND 6 11,293 0 0
DOMINOS PIZZA INC COM 25754A201 5,170 28,051 SH   DFND 7 28,051 0 0
DONALDSON INC COM 257651109 84,740 1,861,600 SH   DFND 1,5 62,700 0 1,798,900
DONALDSON INC COM 257651109 215 4,713 SH   DFND 3 4,713 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 8,648 448,306 SH   DFND 1,5 86,970 0 361,336
DORMAN PRODUCTS INC COM 258278100 28,926 352,200 SH   DFND 1,5 0 0 352,200
DORMAN PRODUCTS INC COM 258278100 214 2,603 SH   DFND 3 2,603 0 0
DOUGLAS DYNAMICS INC COM 25960R105 3,094 100,932 SH   DFND 1,5 1,813 0 99,119
DOUGLAS EMMETT INC COM 25960P109 356,348 9,279,899 SH   DFND 1,5 4,105,923 0 5,173,976
DOUGLAS EMMETT INC COM 25960P109 39,221 1,021,390 SH   DFND 6 1,021,390 0 0
DOUGLAS EMMETT INC COM 25960P109 15,306 398,590 SH   DFND 7 149,690 0 248,900
DOVER CORP COM 260003108 3,857 48,005 SH   DFND 2 0 0 48,005
DOVER CORP COM 260003108 6,737 83,852 SH   DFND 3 83,852 0 0
DOW CHEM CO COM 260543103 804,632 12,663,395 SH   DFND 1,5 1,098,590 0 11,564,805
DOW CHEM CO COM 260543103 21,896 344,599 SH   DFND 2 0 0 344,599
DOW CHEM CO COM 260543103 130,316 2,050,934 SH   DFND 3 2,050,934 0 0
DOW CHEM CO COM 260543103 6,942 109,250 SH   DFND 6 83,109 0 26,141
DOW CHEM CO COM 260543103 15,116 237,902 SH   DFND 7 237,902 0 0
DOW CHEM CO COM 260543103 6,176 97,200 SH   DFND 11 97,200 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 255,079 2,604,972 SH   DFND 1,5 192,612 0 2,412,360
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,535 56,523 SH   DFND 2 0 0 56,523
DR PEPPER SNAPPLE GROUP INC COM 26138E109 11,250 114,886 SH   DFND 3 114,886 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,768 38,483 SH   DFND 6 38,483 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,443 35,163 SH   DFND 7 35,163 0 0
DRIL-QUIP INC COM 262037104 272,430 4,994,136 SH   DFND 1,5 0 0 4,994,136
DRIL-QUIP INC COM 262037104 1,538 28,200 SH   DFND 6 13,700 0 14,500
DRIL-QUIP INC COM 262037104 2,771 50,790 SH   DFND 7 37,690 0 13,100
DST SYS INC DEL COM 233326107 1,534 12,525 SH   DFND 1,5 125 0 12,400
DST SYS INC DEL COM 233326107 1,642 13,400 SH   DFND 6 13,400 0 0
DST SYS INC DEL COM 233326107 99,789 814,600 SH   DFND 11 814,600 0 0
DSW INC CL A 23334L102 119,081 5,758,260 SH   DFND 1,5 1,095,260 0 4,663,000
DTE ENERGY CO COM 233331107 240,231 2,352,664 SH   DFND 1,5 22 0 2,352,642
DTE ENERGY CO COM 233331107 5,656 55,393 SH   DFND 2 0 0 55,393
DTE ENERGY CO COM 233331107 15,637 153,136 SH   DFND 3 153,136 0 0
DTE ENERGY CO COM 233331107 1,089 10,662 SH   DFND 6 10,662 0 0
DTE ENERGY CO COM 233331107 7,108 69,612 SH   DFND 7 69,612 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,507,711 31,217,618 SH   DFND 1,5 1,523,322 0 29,694,296
DU PONT E I DE NEMOURS & CO COM 263534109 21,440 266,905 SH   DFND 2 0 0 266,905
DU PONT E I DE NEMOURS & CO COM 263534109 27,341 340,354 SH   DFND 3 340,354 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 12,067 150,213 SH   DFND 6 150,213 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 28,675 356,962 SH   DFND 7 115,800 0 241,162
DU PONT E I DE NEMOURS & CO COM 263534109 3,189 39,700 SH   DFND 11 39,700 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 312,568 3,811,340 SH   DFND 1,5 167,440 0 3,643,900
DUKE ENERGY CORP NEW COM NEW 26441C204 17,712 215,979 SH   DFND 2 0 0 215,979
DUKE ENERGY CORP NEW COM NEW 26441C204 66,008 804,879 SH   DFND 3 804,879 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,019 36,807 SH   DFND 6 36,807 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,328 40,579 SH   DFND 7 40,579 0 0
DUKE REALTY CORP COM NEW 264411505 1,052,563 40,067,093 SH   DFND 1,5 24,316,093 0 15,751,000
DUKE REALTY CORP COM NEW 264411505 15,367 584,977 SH   DFND 3 584,977 0 0
DUKE REALTY CORP COM NEW 264411505 26,607 1,012,815 SH   DFND 6 1,012,815 0 0
DUKE REALTY CORP COM NEW 264411505 9,878 376,000 SH   DFND 7 0 0 376,000
DUN & BRADSTREET CORP DEL NE COM 26483E100 198,962 1,843,268 SH   DFND 1,5 26 0 1,843,242
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,227 11,367 SH   DFND 2 0 0 11,367
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,664 15,419 SH   DFND 3 15,419 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 33,618 311,447 SH   DFND 6 311,447 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 3,044 28,200 SH   DFND 7 28,200 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 47,365 438,810 SH   DFND 11 438,810 0 0
DUNKIN BRANDS GROUP INC COM 265504100 376,303 6,881,908 SH   DFND 1,5 488,459 0 6,393,449
DUNKIN BRANDS GROUP INC COM 265504100 51,589 943,470 SH   DFND 3 943,470 0 0
DUNKIN BRANDS GROUP INC COM 265504100 5,714 104,500 SH   DFND 6 104,500 0 0
DYCOM INDS INC COM 267475101 135,064 1,453,078 SH   DFND 1,5 9,680 0 1,443,398
DYCOM INDS INC COM 267475101 3,111 33,471 SH   DFND 6 33,471 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 7,046 1,184,135 SH   DFND 1,5 0 0 1,184,135
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 12,692 432,084 SH   DFND 1,5 127,019 0 305,065
DYNEGY INC NEW DEL COM 26817R108 50,801 6,463,263 SH   DFND 1,5 19,700 0 6,443,563
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 39,868 678,600 SH   DFND 1,5 410,400 0 268,200
DYNEGY INC NEW DEL COM 26817R108 2,273 289,239 SH   DFND 6 289,239 0 0
DYNEGY INC NEW DEL COM 26817R108 442 56,200 SH   DFND 7 56,200 0 0
DYNEX CAP INC COM NEW 26817Q506 12,066 1,701,786 SH   DFND 1,5 0 0 1,701,786
E L F BEAUTY INC COM 26856L103 78,445 2,723,783 SH   DFND 1,5 113,500 0 2,610,283
E TRADE FINANCIAL CORP COM NEW 269246401 271,847 7,791,536 SH   DFND 1,5 1,311 0 7,790,225
E TRADE FINANCIAL CORP COM NEW 269246401 2,959 84,796 SH   DFND 2 0 0 84,796
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E TRADE FINANCIAL CORP COM NEW 269246401 12,978 371,959 SH   DFND 6 349,133 0 22,826
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EAGLE BANCORP INC MD COM 268948106 267 4,474 SH   DFND 3 4,474 0 0
EAGLE MATERIALS INC COM 26969P108 302,465 3,113,706 SH   DFND 1,5 2,572 0 3,111,134
EAGLE MATERIALS INC COM 26969P108 45,277 466,100 SH   DFND 6 450,600 0 15,500
EAGLE MATERIALS INC COM 26969P108 42,146 433,864 SH   DFND 7 418,864 0 15,000
EAGLE MATERIALS INC COM 26969P108 2,506 25,800 SH   DFND 11 25,800 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 26,623 320,992 SH   DFND 1,5 0 0 320,992
EAST WEST BANCORP INC COM 27579R104 90,412 1,751,826 SH   DFND 1,5 14,300 0 1,737,526
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EAST WEST BANCORP INC COM 27579R104 21,656 419,602 SH   DFND 7 402,002 0 17,600
EASTERLY GOVT PPTYS INC COM 27616P103 23,972 1,211,300 SH   DFND 1,5 0 0 1,211,300
EASTERN CO COM 276317104 315 14,704 SH   DFND 1,5 14,704 0 0
EASTGROUP PPTY INC COM 277276101 13,885 188,828 SH   DFND 1,5 0 0 188,828
EASTMAN CHEM CO COM 277432100 366,155 4,531,620 SH   DFND 1,5 1,565 0 4,530,055
EASTMAN CHEM CO COM 277432100 3,654 45,223 SH   DFND 2 0 0 45,223
EASTMAN CHEM CO COM 277432100 8,737 108,129 SH   DFND 3 108,129 0 0
EASTMAN CHEM CO COM 277432100 1,541 19,068 SH   DFND 6 4,081 0 14,987
EASTMAN CHEM CO COM 277432100 7,010 86,757 SH   DFND 7 86,757 0 0
EASTMAN KODAK CO COM NEW 277461406 9,762 848,853 SH   DFND 1,5 0 0 848,853
EATON CORP PLC SHS G29183103 603,217 8,135,086 SH   DFND 1,5 554,888 0 7,580,198
EATON CORP PLC SHS G29183103 10,294 138,828 SH   DFND 2 0 0 138,828
EATON CORP PLC SHS G29183103 60,111 810,673 SH   DFND 3 810,673 0 0
EATON CORP PLC SHS G29183103 7,107 95,851 SH   DFND 6 95,851 0 0
EATON VANCE CORP COM NON VTG 278265103 11,204 249,204 SH   DFND 1,5 304 0 248,900
EBAY INC COM 278642103 452,643 13,483,544 SH   DFND 1,5 2,014,810 0 11,468,734
EBAY INC COM 278642103 2,045 60,929 SH   DFND 1,9 0 0 60,929
EBAY INC COM 278642103 10,477 312,093 SH   DFND 2 0 0 312,093
EBAY INC COM 278642103 13,093 390,033 SH   DFND 3 390,033 0 0
EBAY INC COM 278642103 16,023 477,291 SH   DFND 6 477,291 0 0
EBAY INC COM 278642103 52,861 1,574,653 SH   DFND 7 314,876 0 1,259,777
EBIX INC COM NEW 278715206 211,716 3,456,592 SH   DFND 1,5 366,188 0 3,090,404
EBIX INC COM NEW 278715206 66,566 1,086,789 SH   DFND 6 1,079,480 0 7,309
EBIX INC COM NEW 278715206 9,936 162,224 SH   DFND 7 162,224 0 0
ECHOSTAR CORP CL A 278768106 8,803 154,580 SH   DFND 1,5 13,121 0 141,459
ECOLAB INC COM 278865100 185,156 1,477,231 SH   DFND 1,5 99 0 1,477,132
ECOLAB INC COM 278865100 10,159 81,052 SH   DFND 2 0 0 81,052
ECOLAB INC COM 278865100 6,690 53,377 SH   DFND 3 53,377 0 0
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ECOLAB INC COM 278865100 33,814 269,780 SH   DFND 7 269,780 0 0
ECOLAB INC COM 278865100 2,633 21,010 SH   DFND 11 21,010 0 0
EDGE THERAPEUTICS INC COM 279870109 471 51,678 SH   DFND 1,5 0 0 51,678
EDGEWELL PERS CARE CO COM 28035Q102 60,711 830,065 SH   DFND 1,5 0 0 830,065
EDISON INTL COM 281020107 533,676 6,703,630 SH   DFND 1,5 2,437 0 6,701,193
EDISON INTL COM 281020107 8,007 100,582 SH   DFND 2 0 0 100,582
EDISON INTL COM 281020107 7,321 91,959 SH   DFND 3 91,959 0 0
EDISON INTL COM 281020107 7,583 95,247 SH   DFND 6 95,247 0 0
EDISON INTL COM 281020107 28,788 361,609 SH   DFND 7 261,409 0 100,200
EDITAS MEDICINE INC COM 28106W103 122,118 5,471,237 SH   DFND 1,5 712,632 0 4,758,605
EDITAS MEDICINE INC COM 28106W103 679 30,424 SH   DFND 6 30,424 0 0
EDITAS MEDICINE INC COM 28106W103 8,924 399,828 SH   DFND 11 399,828 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 127,111 1,351,235 SH   DFND 1,5 47,491 0 1,303,744
EDWARDS LIFESCIENCES CORP COM 28176E108 6,171 65,600 SH   DFND 2 0 0 65,600
EDWARDS LIFESCIENCES CORP COM 28176E108 17,347 184,410 SH   DFND 3 184,410 0 0
EGAIN CORP COM NEW 28225C806 425 293,086 SH   DFND 1,9 0 0 293,086
EGALET CORP COM 28226B104 14,241 2,792,391 SH   DFND 1,5 0 0 2,792,391
EL PASO ELEC CO COM NEW 283677854 100,088 1,981,935 SH   DFND 1,5 0 0 1,981,935
EL POLLO LOCO HLDGS INC COM 268603107 6,011 503,000 SH   DFND 1,5 57,800 0 445,200
ELBIT SYS LTD ORD M3760D101 141,955 1,246,220 SH   DFND 1,5 70,875 0 1,175,345
ELBIT SYS LTD ORD M3760D101 675 5,900 SH   DFND 1,10 0 0 5,900
ELBIT SYS LTD ORD M3760D101 585 5,118 SH   DFND 6 5,118 0 0
ELBIT SYS LTD ORD M3760D101 1,132 9,889 SH   DFND 7 9,889 0 0
ELDORADO GOLD CORP NEW COM 284902103 32,286 9,436,435 SH   DFND 1,5 2,300 0 9,434,135
ELDORADO GOLD CORP NEW COM 284902103 7,443 2,175,286 SH   DFND 6 1,152,986 0 1,022,300
ELDORADO GOLD CORP NEW COM 284902103 4,418 1,291,300 SH   DFND 7 955,100 0 336,200
ELDORADO GOLD CORP NEW COM 284902103 84,848 24,799,030 SH   DFND 11 24,799,030 0 0
ELDORADO RESORTS INC COM 28470R102 36,660 1,937,100 SH   DFND 1,5 8,500 0 1,928,600
ELECTRONIC ARTS INC COM 285512109 2,472,669 27,621,417 SH   DFND 1,5 2,572,013 0 25,049,404
ELECTRONIC ARTS INC COM 285512109 128,855 1,439,401 SH   DFND 1,9 0 0 1,439,401
ELECTRONIC ARTS INC COM 285512109 8,519 95,165 SH   DFND 2 0 0 95,165
ELECTRONIC ARTS INC COM 285512109 6,541 73,063 SH   DFND 3 73,063 0 0
ELECTRONIC ARTS INC COM 285512109 24,838 277,454 SH   DFND 6 277,454 0 0
ELECTRONIC ARTS INC COM 285512109 43,758 488,810 SH   DFND 7 434,410 0 54,400
ELECTRONIC ARTS INC COM 285512109 43,963 491,102 SH   DFND 11 491,102 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,868 38,259 SH   DFND 1,5 0 0 38,259
ELECTRONICS FOR IMAGING INC COM 286082102 32,903 673,819 SH   DFND 6 654,619 0 19,200
ELECTRONICS FOR IMAGING INC COM 286082102 16,602 340,000 SH   DFND 7 313,200 0 26,800
ELLIE MAE INC COM 28849P100 2,673 26,660 SH   DFND 1,5 750 0 25,910
ELLIE MAE INC COM 28849P100 24,917 248,500 SH   DFND 1,9 0 0 248,500
ELLIE MAE INC COM 28849P100 32,190 321,029 SH   DFND 6 321,029 0 0
ELLIE MAE INC COM 28849P100 12,329 122,960 SH   DFND 7 122,960 0 0
ELLINGTON FINANCIAL LLC COM 288522303 19,436 1,227,784 SH   DFND 1,5 0 0 1,227,784
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,812 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 8,216 365,309 SH   DFND 1,5 0 0 365,309
EMBRAER S A SP ADR REP 4 COM 29082A107 23,735 1,074,942 SH   DFND 1,5 0 0 1,074,942
EMCOR GROUP INC COM 29084Q100 192,834 3,063,287 SH   DFND 1,5 35,425 0 3,027,862
EMCOR GROUP INC COM 29084Q100 3,148 50,000 SH   DFND 6 24,300 0 25,700
EMCOR GROUP INC COM 29084Q100 7,117 113,056 SH   DFND 7 91,886 0 21,170
EMERGENT BIOSOLUTIONS INC COM 29089Q105 8,388 288,830 SH   DFND 1,5 61 0 288,769
EMERSON ELEC CO COM 291011104 144,574 2,415,194 SH   DFND 1,5 236,994 0 2,178,200
EMERSON ELEC CO COM 291011104 11,920 199,139 SH   DFND 2 0 0 199,139
EMERSON ELEC CO COM 291011104 22,552 376,747 SH   DFND 3 376,747 0 0
EMPIRE ST RLTY TR INC CL A 292104106 81,729 3,959,732 SH   DFND 1,5 2,661,500 0 1,298,232
EMPIRE ST RLTY TR INC CL A 292104106 26,193 1,269,020 SH   DFND 6 1,269,020 0 0
EMPIRE ST RLTY TR INC CL A 292104106 8,886 430,540 SH   DFND 7 283,740 0 146,800
EMPLOYERS HOLDINGS INC COM 292218104 95,027 2,503,998 SH   DFND 1,5 25,590 0 2,478,408
EMPLOYERS HOLDINGS INC COM 292218104 9,962 262,500 SH   DFND 6 262,500 0 0
EMPLOYERS HOLDINGS INC COM 292218104 4,683 123,390 SH   DFND 7 103,490 0 19,900
ENANTA PHARMACEUTICALS INC COM 29251M106 8,834 286,815 SH   DFND 1,5 0 0 286,815
ENBRIDGE INC COM 29250N105 60,126 1,435,269 SH   DFND 1,5 199 0 1,435,070
ENBRIDGE INC COM 29250N105 7,620 181,889 SH   DFND 3 181,889 0 0
ENBRIDGE INC COM 29250N105 15,686 374,438 SH   DFND 6 205,338 0 169,100
ENBRIDGE INC COM 29250N105 50,412 1,203,380 SH   DFND 7 1,074,180 0 129,200
ENBRIDGE INC COM 29250N105 1,308,075 31,224,990 SH   DFND 11 27,240,760 0 3,984,230
ENBRIDGE INC COM 29250N105 2,707 64,607 SH   DFND   64,607 0 0
ENCANA CORP COM 292505104 189,746 16,195,999 SH   DFND 1,5 907,207 0 15,288,792
ENCANA CORP COM 292505104 2,918 249,050 SH   DFND 7 249,050 0 0
ENCANA CORP COM 292505104 66,022 5,635,400 SH   DFND 11 3,804,590 0 1,830,810
ENCORE CAP GROUP INC COM 292554102 18,992 616,608 SH   DFND 1,5 118,867 0 497,741
ENDO INTL PLC SHS G30401106 44,225 3,962,826 SH   DFND 1,5 24 0 3,962,802
ENDO INTL PLC SHS G30401106 115 10,299 SH   DFND 3 10,299 0 0
ENDOCYTE INC COM 29269A102 9,018 3,509,035 SH   DFND 1,5 939,500 0 2,569,535
ENDOLOGIX INC COM 29266S106 2,172 300,000 SH   DFND 1,5 300,000 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 91,100 11,605,159 SH   DFND 1,5 496,600 0 11,108,559
ENDURANCE INTL GROUP HLDGS I COM 29272B105 22,906 2,917,900 SH   DFND 1,9 0 0 2,917,900
ENEL AMERICAS S A SPONSORED ADR 29274F104 2,026 194,990 SH   DFND 1,5 0 0 194,990
ENERGEN CORP COM 29265N108 30,221 555,131 SH   DFND 1,5 0 0 555,131
ENERGEN CORP COM 29265N108 502 9,226 SH   DFND 3 9,226 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 15,002 269,101 SH   DFND 1,5 701 0 268,400
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 67,137 3,402,800 SH   DFND 1,5 0 0 3,402,800
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 3,926 107,506 SH   DFND 1,5 206 0 107,300
ENERPLUS CORP COM 292766102 1,084 134,600 SH   DFND 1,5 0 0 134,600
ENERSYS COM 29275Y102 23,687 300,066 SH   DFND 1,5 66 0 300,000
ENGILITY HLDGS INC NEW COM 29286C107 88,207 3,047,933 SH   DFND 1,5 300,525 0 2,747,408
ENSCO PLC SHS CLASS A G3157S106 130,487 14,579,545 SH   DFND 1,5 84,337 0 14,495,208
ENSCO PLC SHS CLASS A G3157S106 804 89,860 SH   DFND 6 89,860 0 0
ENSCO PLC SHS CLASS A G3157S106 319 35,600 SH   DFND 7 35,600 0 0
ENSIGN GROUP INC COM 29358P101 56,877 3,025,379 SH   DFND 1,5 156,779 0 2,868,600
ENSTAR GROUP LIMITED SHS G3075P101 98,715 516,021 SH   DFND 1,5 421 0 515,600
ENSTAR GROUP LIMITED SHS G3075P101 3,979 20,800 SH   DFND 6 20,800 0 0
ENSTAR GROUP LIMITED SHS G3075P101 306 1,600 SH   DFND 7 1,600 0 0
ENTEGRA FINL CORP COM 29363J108 12,020 508,260 SH   DFND 6 508,260 0 0
ENTEGRA FINL CORP COM 29363J108 1,731 73,208 SH   DFND 7 73,208 0 0
ENTEGRIS INC COM 29362U104 57,732 2,467,200 SH   DFND 1,5 0 0 2,467,200
ENTEGRIS INC COM 29362U104 1,306 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 7,857 569,336 SH   DFND 1,5 178,985 0 390,351
ENTERGY CORP NEW COM 29364G103 190,892 2,513,053 SH   DFND 1,5 148,253 0 2,364,800
ENTERGY CORP NEW COM 29364G103 4,207 55,381 SH   DFND 2 0 0 55,381
ENTERGY CORP NEW COM 29364G103 65,787 866,080 SH   DFND 3 866,080 0 0
ENTERGY CORP NEW COM 29364G103 3,388 44,600 SH   DFND 6 44,600 0 0
ENTERGY CORP NEW COM 29364G103 744 9,800 SH   DFND 7 9,800 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 63,641 2,305,000 SH   DFND 1,5 0 0 2,305,000
ENVESTNET INC COM 29404K106 36,189 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 40,831 358,800 SH   DFND 1,5 104,100 0 254,700
ENVISION HEALTHCARE CORP COM 29414D100 374,343 6,104,751 SH   DFND 1,5 888 0 6,103,863
ENVISION HEALTHCARE CORP COM 29414D100 2,224 36,261 SH   DFND 2 0 0 36,261
ENVISION HEALTHCARE CORP COM 29414D100 140,627 2,293,323 SH   DFND 6 2,247,723 0 45,600
ENVISION HEALTHCARE CORP COM 29414D100 43,942 716,597 SH   DFND 7 598,397 0 118,200
ENZYMOTEC LTD SHS M4059L101 747 84,900 SH   DFND 1,5 0 0 84,900
EOG RES INC COM 26875P101 2,020,458 20,712,025 SH   DFND 1,5 2,002,942 0 18,709,083
EOG RES INC COM 26875P101 17,371 178,075 SH   DFND 2 0 0 178,075
EOG RES INC COM 26875P101 28,815 295,386 SH   DFND 3 295,386 0 0
EOG RES INC COM 26875P101 22,724 232,949 SH   DFND 6 209,852 0 23,097
EOG RES INC COM 26875P101 73,452 752,966 SH   DFND 7 674,266 0 78,700
EOG RES INC COM 26875P101 193,111 1,979,607 SH   DFND 11 1,979,607 0 0
EPAM SYS INC COM 29414B104 230,083 3,046,650 SH   DFND 1,5 250 0 3,046,400
EPAM SYS INC COM 29414B104 30,255 400,627 SH   DFND 6 373,727 0 26,900
EPAM SYS INC COM 29414B104 17,211 227,900 SH   DFND 7 205,000 0 22,900
EPIZYME INC COM 29428V104 119,886 6,990,459 SH   DFND 1,5 700 0 6,989,759
EPLUS INC COM 294268107 47,759 353,636 SH   DFND 1,5 0 0 353,636
EQT CORP COM 26884L109 102,583 1,678,943 SH   DFND 1,5 3,600 0 1,675,343
EQT CORP COM 26884L109 3,269 53,510 SH   DFND 2 0 0 53,510
EQT CORP COM 26884L109 3,698 60,524 SH   DFND 3 60,524 0 0
EQT CORP COM 26884L109 305 4,991 SH   DFND 7 4,991 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 40,196 522,700 SH   DFND 1,5 0 0 522,700
EQUIFAX INC COM 294429105 772,182 5,647,080 SH   DFND 1,5 485,046 0 5,162,034
EQUIFAX INC COM 294429105 5,061 37,015 SH   DFND 2 0 0 37,015
EQUIFAX INC COM 294429105 4,190 30,641 SH   DFND 3 30,641 0 0
EQUIFAX INC COM 294429105 315 2,300 SH   DFND 6 2,300 0 0
EQUINIX INC COM PAR $0.001 29444U700 988,759 2,469,614 SH   DFND 1,5 1,522,353 0 947,261
EQUINIX INC COM PAR $0.001 29444U700 9,604 23,988 SH   DFND 2 0 0 23,988
EQUINIX INC COM PAR $0.001 29444U700 8,497 21,223 SH   DFND 3 21,223 0 0
EQUINIX INC COM PAR $0.001 29444U700 57,439 143,466 SH   DFND 6 143,466 0 0
EQUINIX INC COM PAR $0.001 29444U700 27,626 69,000 SH   DFND 7 13,100 0 55,900
EQUITY COMWLTH COM SH BEN INT 294628102 2,187 70,047 SH   DFND 1,5 47 0 70,000
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 798 31,237 SH   DFND 1,5 0 0 31,237
EQUITY LIFESTYLE PPTYS INC COM 29472R108 920,671 11,947,459 SH   DFND 1,5 4,244,757 0 7,702,702
EQUITY LIFESTYLE PPTYS INC COM 29472R108 32,526 422,087 SH   DFND 6 422,087 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 13,084 169,786 SH   DFND 7 85,590 0 84,196
EQUITY RESIDENTIAL SH BEN INT 29476L107 324,195 5,210,465 SH   DFND 1,5 1,762,132 0 3,448,333
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,051 113,328 SH   DFND 2 0 0 113,328
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,338 134,006 SH   DFND 3 134,006 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,786 141,212 SH   DFND 6 141,212 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,457 55,554 SH   DFND 7 0 0 55,554
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,080 97,720 SH   DFND 11 97,720 0 0
ERA GROUP INC COM 26885G109 3,306 249,300 SH   DFND 1,5 200 0 249,100
ERICSSON ADR B SEK 10 294821608 11,186 1,684,590 SH   DFND 1,5 0 0 1,684,590
ESPERION THERAPEUTICS INC NE COM 29664W105 46,206 1,308,588 SH   DFND 1,5 0 0 1,308,588
ESSENDANT INC COM 296689102 67,649 4,465,300 SH   DFND 1,5 426,246 0 4,039,054
ESSENT GROUP LTD COM G3198U102 229,524 6,345,695 SH   DFND 1,5 2,900 0 6,342,795
ESSENT GROUP LTD COM G3198U102 57,200 1,581,413 SH   DFND 6 1,525,913 0 55,500
ESSENT GROUP LTD COM G3198U102 16,525 456,860 SH   DFND 7 418,760 0 38,100
ESSEX PPTY TR INC COM 297178105 768,320 3,318,445 SH   DFND 1,5 1,232,591 0 2,085,854
ESSEX PPTY TR INC COM 297178105 4,685 20,236 SH   DFND 2 0 0 20,236
ESSEX PPTY TR INC COM 297178105 5,908 25,516 SH   DFND 3 25,516 0 0
ESSEX PPTY TR INC COM 297178105 31,528 136,171 SH   DFND 6 136,171 0 0
ESSEX PPTY TR INC COM 297178105 13,743 59,358 SH   DFND 7 7,645 0 51,713
ESTERLINE TECHNOLOGIES CORP COM 297425100 6,585 76,531 SH   DFND 1,5 0 0 76,531
ETHAN ALLEN INTERIORS INC COM 297602104 38,053 1,241,524 SH   DFND 1,5 125 0 1,241,399
ETHAN ALLEN INTERIORS INC COM 297602104 3,759 122,630 SH   DFND 6 122,630 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,420 46,337 SH   DFND 7 46,337 0 0
ETSY INC COM 29786A106 22,938 2,157,833 SH   DFND 1,5 260,289 0 1,897,544
EURONAV NV ANTWERPEN SHS B38564108 14,749 1,844,075 SH   DFND 6 1,266,710 0 577,365
EURONAV NV ANTWERPEN SHS B38564108 9,909 1,238,940 SH   DFND 7 835,640 0 403,300
EURONET WORLDWIDE INC COM 298736109 199,388 2,331,479 SH   DFND 1,5 749 0 2,330,730
EURONET WORLDWIDE INC COM 298736109 91,234 1,066,810 SH   DFND 11 1,066,810 0 0
EVERBANK FINL CORP COM 29977G102 818 42,000 SH   DFND 1,5 0 0 42,000
EVERBANK FINL CORP COM 29977G102 119,841 6,152,000 SH   DFND 11 6,152,000 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 8,585 110,200 SH   DFND 1,5 0 0 110,200
EVERI HLDGS INC COM 30034T103 4,012 837,500 SH   DFND 1,5 0 0 837,500
EVERSOURCE ENERGY COM 30040W108 5,750 97,827 SH   DFND 2 0 0 97,827
EVERSOURCE ENERGY COM 30040W108 5,919 100,696 SH   DFND 3 100,696 0 0
EVERSOURCE ENERGY COM 30040W108 1,099 18,700 SH   DFND 6 18,700 0 0
EVERSOURCE ENERGY COM 30040W108 3,062 52,100 SH   DFND 7 52,100 0 0
EVERTEC INC COM 30040P103 123,582 7,772,448 SH   DFND 1,5 542,537 0 7,229,911
EVERTEC INC COM 30040P103 37,130 2,335,234 SH   DFND 6 2,335,234 0 0
EVERTEC INC COM 30040P103 6,416 403,541 SH   DFND 7 403,541 0 0
EVOLENT HEALTH INC CL A 30050B101 78,084 3,501,523 SH   DFND 1,5 97,428 0 3,404,095
EVOLENT HEALTH INC CL A 30050B101 16,979 761,400 SH   DFND 6 761,400 0 0
EVOLENT HEALTH INC CL A 30050B101 5,990 268,600 SH   DFND 7 268,600 0 0
EXA CORP COM 300614500 9,452 744,280 SH   DFND   744,280 0 0
EXACT SCIENCES CORP COM 30063P105 41,252 1,746,473 SH   DFND 1,5 1,800 0 1,744,673
EXACTECH INC COM 30064E109 4,187 166,167 SH   DFND 1,5 19,454 0 146,713
EXELIXIS INC COM 30161Q104 892,768 41,198,350 SH   DFND 1,5 9,145,263 0 32,053,087
EXELIXIS INC COM 30161Q104 29,624 1,367,033 SH   DFND 6 1,367,033 0 0
EXELIXIS INC COM 30161Q104 7,061 325,860 SH   DFND 7 325,860 0 0
EXELON CORP COM 30161N101 1,555,874 43,242,741 SH   DFND 1,5 1,527,435 0 41,715,306
EXELON CORP UNIT 99/99/9999 30161N127 20,187 408,800 SH   DFND 1,5 131,100 0 277,700
EXELON CORP COM 30161N101 10,292 286,050 SH   DFND 2 0 0 286,050
EXELON CORP COM 30161N101 125,762 3,495,336 SH   DFND 3 3,495,336 0 0
EXELON CORP COM 30161N101 22,929 637,257 SH   DFND 6 606,391 0 30,866
EXELON CORP COM 30161N101 22,071 613,436 SH   DFND 7 231,419 0 382,017
EXLSERVICE HOLDINGS INC COM 302081104 92,557 1,954,334 SH   DFND 1,5 23,768 0 1,930,566
EXLSERVICE HOLDINGS INC COM 302081104 47,999 1,013,490 SH   DFND 6 984,390 0 29,100
EXLSERVICE HOLDINGS INC COM 302081104 16,223 342,550 SH   DFND 7 312,250 0 30,300
EXLSERVICE HOLDINGS INC COM 302081104 904 19,089 SH   DFND 11 19,089 0 0
EXPEDIA INC DEL COM NEW 30212P303 269,886 2,139,064 SH   DFND 1,5 410,619 0 1,728,445
EXPEDIA INC DEL COM NEW 30212P303 4,696 37,221 SH   DFND 2 0 0 37,221
EXPEDIA INC DEL COM NEW 30212P303 1,402 11,109 SH   DFND 3 11,109 0 0
EXPEDIA INC DEL COM NEW 30212P303 4,623 36,645 SH   DFND 6 36,645 0 0
EXPEDIA INC DEL COM NEW 30212P303 18,251 144,654 SH   DFND 7 13,604 0 131,050
EXPEDITORS INTL WASH INC COM 302130109 240,073 4,249,826 SH   DFND 1,5 179,966 0 4,069,860
EXPEDITORS INTL WASH INC COM 302130109 3,141 55,606 SH   DFND 2 0 0 55,606
EXPEDITORS INTL WASH INC COM 302130109 8,693 153,878 SH   DFND 3 153,878 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,699 65,487 SH   DFND 6 65,487 0 0
EXPEDITORS INTL WASH INC COM 302130109 12,976 229,708 SH   DFND 7 153,008 0 76,700
EXPRESS INC COM 30219E103 321 35,268 SH   DFND 1,5 35,268 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 105,415 1,599,376 SH   DFND 1,5 169,134 0 1,430,242
EXPRESS SCRIPTS HLDG CO COM 30219G108 12,325 186,993 SH   DFND 2 0 0 186,993
EXPRESS SCRIPTS HLDG CO COM 30219G108 10,340 156,879 SH   DFND 3 156,879 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,037 46,074 SH   DFND 6 46,074 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,903 74,392 SH   DFND 7 0 0 74,392
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 163,678 10,268,385 SH   DFND 1,5 1,878,600 0 8,389,785
EXTERRAN CORP COM 30227H106 64,849 2,061,987 SH   DFND 1,5 311,051 0 1,750,936
EXTRA SPACE STORAGE INC COM 30225T102 853,751 11,476,687 SH   DFND 1,5 3,716,970 0 7,759,717
EXTRA SPACE STORAGE INC COM 30225T102 2,892 38,871 SH   DFND 2 0 0 38,871
EXTRA SPACE STORAGE INC COM 30225T102 1,796 24,137 SH   DFND 3 24,137 0 0
EXTRA SPACE STORAGE INC COM 30225T102 52,471 705,351 SH   DFND 6 689,532 0 15,819
EXTRA SPACE STORAGE INC COM 30225T102 43,141 579,936 SH   DFND 7 319,107 0 260,829
EXTRACTION OIL AND GAS INC COM 30227M105 182,388 9,832,225 SH   DFND 1,5 154,899 0 9,677,326
EXTRACTION OIL AND GAS INC COM 30227M105 44,816 2,415,971 SH   DFND 6 2,415,971 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 12,925 696,744 SH   DFND 7 696,744 0 0
EXTREME NETWORKS INC COM 30226D106 434 57,850 SH   DFND 1,5 0 0 57,850
EXTREME NETWORKS INC COM 30226D106 7,806 1,039,419 SH   DFND 6 1,039,419 0 0
EXTREME NETWORKS INC COM 30226D106 1,896 252,400 SH   DFND 7 252,400 0 0
EXXON MOBIL CORP COM 30231G102 1,192,363 14,539,235 SH   DFND 1,5 255,462 0 14,283,773
EXXON MOBIL CORP COM 30231G102 104,979 1,280,080 SH   DFND 2 0 0 1,280,080
EXXON MOBIL CORP COM 30231G102 103,893 1,266,829 SH   DFND 3 1,266,829 0 0
EXXON MOBIL CORP COM 30231G102 3,345 40,784 SH   DFND 6 23,696 0 17,088
EXXON MOBIL CORP COM 30231G102 25,678 313,111 SH   DFND 7 313,111 0 0
EZCORP INC CL A NON VTG 302301106 1,072 131,579 SH   DFND 1,5 32,679 0 98,900
F M C CORP COM NEW 302491303 312,705 4,493,529 SH   DFND 1,5 344,100 0 4,149,429
F M C CORP COM NEW 302491303 2,872 41,272 SH   DFND 2 0 0 41,272
F M C CORP COM NEW 302491303 2,751 39,526 SH   DFND 3 39,526 0 0
F M C CORP COM NEW 302491303 2,398 34,453 SH   DFND 6 34,453 0 0
F M C CORP COM NEW 302491303 12,040 173,016 SH   DFND 7 20,166 0 152,850
F5 NETWORKS INC COM 315616102 121,582 852,788 SH   DFND 1,5 4,191 0 848,597
F5 NETWORKS INC COM 315616102 2,852 20,001 SH   DFND 2 0 0 20,001
F5 NETWORKS INC COM 315616102 633 4,441 SH   DFND 3 4,441 0 0
F5 NETWORKS INC COM 315616102 1,084 7,600 SH   DFND 6 7,600 0 0
F5 NETWORKS INC COM 315616102 3,094 21,700 SH   DFND 7 21,700 0 0
FABRINET SHS G3323L100 88,390 2,103,011 SH   DFND 1,5 58,300 0 2,044,711
FACEBOOK INC CL A 30303M102 17,594,159 123,858,918 SH   DFND 1,5 12,639,255 0 111,219,663
FACEBOOK INC CL A 30303M102 548,472 3,861,122 SH   DFND 1,9 473 0 3,860,649
FACEBOOK INC CL A 30303M102 103,280 727,069 SH   DFND 2 0 0 727,069
FACEBOOK INC CL A 30303M102 141,759 997,949 SH   DFND 3 997,949 0 0
FACEBOOK INC CL A 30303M102 100,402 706,808 SH   DFND 6 706,808 0 0
FACEBOOK INC CL A 30303M102 166,701 1,173,537 SH   DFND 7 941,671 0 231,866
FACEBOOK INC CL A 30303M102 16,336 115,000 SH   DFND 11 115,000 0 0
FACTSET RESH SYS INC COM 303075105 4,139 25,100 SH   DFND 1,5 100 0 25,000
FACTSET RESH SYS INC COM 303075105 5,101 30,934 SH   DFND 3 30,934 0 0
FAIR ISAAC CORP COM 303250104 70,703 548,300 SH   DFND 1,5 0 0 548,300
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 11,721 706,063 SH   DFND 1,5 0 0 706,063
FASTENAL CO COM 311900104 140,766 2,733,319 SH   DFND 1,5 93,800 0 2,639,519
FASTENAL CO COM 311900104 4,599 89,298 SH   DFND 2 0 0 89,298
FASTENAL CO COM 311900104 1,949 37,842 SH   DFND 3 37,842 0 0
FASTENAL CO COM 311900104 752 14,600 SH   DFND 6 14,600 0 0
FATE THERAPEUTICS INC COM 31189P102 19,983 4,391,885 SH   DFND 1,5 676,036 0 3,715,849
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,972 22,260 SH   DFND 2 0 0 22,260
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,319 17,371 SH   DFND 3 17,371 0 0
FEDERAL SIGNAL CORP COM 313855108 7,582 549,050 SH   DFND 6 549,050 0 0
FEDERAL SIGNAL CORP COM 313855108 3,171 229,600 SH   DFND 7 229,600 0 0
FEDERATED INVS INC PA CL B 314211103 231,302 8,781,400 SH   DFND 1,5 43,500 0 8,737,900
FEDERATED INVS INC PA CL B 314211103 273 10,369 SH   DFND 3 10,369 0 0
FEDEX CORP COM 31428X106 709,026 3,633,234 SH   DFND 1,5 315,455 0 3,317,779
FEDEX CORP COM 31428X106 14,771 75,693 SH   DFND 2 0 0 75,693
FEDEX CORP COM 31428X106 21,994 112,703 SH   DFND 3 112,703 0 0
FEDEX CORP COM 31428X106 19,906 102,003 SH   DFND 6 92,569 0 9,434
FEDEX CORP COM 31428X106 115,361 591,139 SH   DFND 7 414,681 0 176,458
FELCOR LODGING TR INC COM 31430F101 28,326 3,771,708 SH   DFND 1,5 110,695 0 3,661,013
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 4,350 178,435 SH   DFND 1,5 29,900 0 148,535
FELCOR LODGING TR INC COM 31430F101 11,211 1,492,865 SH   DFND 6 1,492,865 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 656 26,900 SH   DFND 6 0 0 26,900
FELCOR LODGING TR INC COM 31430F101 4,366 581,392 SH   DFND 7 315,620 0 265,772
FERRARI N V COM N3167Y103 9,170 123,322 SH   DFND 1,5 0 0 123,322
FERRARI N V COM N3167Y103 254 3,420 SH   DFND 7 3,420 0 0
FERRO CORP COM 315405100 18,945 1,247,209 SH   DFND 1,5 0 0 1,247,209
FERRO CORP COM 315405100 24,532 1,615,009 SH   DFND 6 1,545,609 0 69,400
FERRO CORP COM 315405100 8,848 582,474 SH   DFND 7 513,174 0 69,300
FERROGLOBE PLC SHS G33856108 12,595 1,219,268 SH   DFND 6 1,219,268 0 0
FERROGLOBE PLC SHS G33856108 5,041 488,000 SH   DFND 7 488,000 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 296,176 27,091,115 SH   DFND 1,5 1,216,215 0 25,874,900
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,128 286,100 SH   DFND 6 286,100 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 45,461 4,973,800 SH   DFND 1,5 178,600 0 4,795,200
FIBROCELL SCIENCE INC COM PAR 315721308 1,738 868,812 SH   DFND 1,5 0 0 868,812
FIBROGEN INC COM 31572Q808 41,340 1,677,074 SH   DFND 1,5 7,701 0 1,669,373
FIBROGEN INC COM 31572Q808 431 17,500 SH   DFND 6 17,500 0 0
FIDELITY CONSMR STAPLES 316092303 316 9,607 SH   DFND 3 9,607 0 0
FIDELITY MSCI HLTH CARE I 316092600 356 9,980 SH   DFND 3 9,980 0 0
FIDELITY MSCI FINLS IDX 316092501 326 9,280 SH   DFND 3 9,280 0 0
FIDELITY MSCI INFO TECH I 316092808 651 15,818 SH   DFND 3 15,818 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 4,338 18,601 SH   DFND 3 18,601 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 11,790 5,350,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 5,861 442,324 SH   DFND 1,5 0 0 442,324
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 529,998 13,610,620 SH   DFND 1,5 391,702 0 13,218,918
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 309 7,930 SH   DFND 3 7,930 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,081 53,436 SH   DFND 6 31,603 0 21,833
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,002 102,769 SH   DFND 7 102,769 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 453,345 5,693,859 SH   DFND 1,5 157,953 0 5,535,906
FIDELITY NATL INFORMATION SV COM 31620M106 41,377 519,676 SH   DFND 1,9 0 0 519,676
FIDELITY NATL INFORMATION SV COM 31620M106 8,081 101,499 SH   DFND 2 0 0 101,499
FIDELITY NATL INFORMATION SV COM 31620M106 7,652 96,106 SH   DFND 3 96,106 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 19,242 241,669 SH   DFND 6 230,867 0 10,802
FIDELITY NATL INFORMATION SV COM 31620M106 97,723 1,227,362 SH   DFND 7 525,762 0 701,600
FIFTH STR ASSET MGMT INC CL A COM 31679P109 1,175 255,518 SH   DFND 1,5 0 0 255,518
FIFTH THIRD BANCORP COM 316773100 15,883 625,300 SH   DFND 1,5 30,700 0 594,600
FIFTH THIRD BANCORP COM 316773100 5,885 231,682 SH   DFND 2 0 0 231,682
FIFTH THIRD BANCORP COM 316773100 18,317 721,131 SH   DFND 3 721,131 0 0
FINANCIAL ENGINES INC COM 317485100 3,946 90,600 SH   DFND 1,5 0 0 90,600
FINANCIAL INSTNS INC COM 317585404 8,429 255,800 SH   DFND 6 255,800 0 0
FINANCIAL INSTNS INC COM 317585404 3,615 109,700 SH   DFND 7 109,700 0 0
FINISAR CORP COM NEW 31787A507 5,060 185,070 SH   DFND 1,5 900 0 184,170
FIREEYE INC COM 31816Q101 2,849 225,940 SH   DFND 1,5 3,400 0 222,540
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 31,401 35,060,000 PRN   DFND 1,5 0 0 0
FIREEYE INC COM 31816Q101 168 13,300 SH   DFND 6 13,300 0 0
FIRST AMERN FINL CORP COM 31847R102 349,135 8,888,377 SH   DFND 1,5 322,777 0 8,565,600
FIRST BANCORP N C COM 318910106 7,583 258,896 SH   DFND 6 258,896 0 0
FIRST BANCORP N C COM 318910106 674 23,000 SH   DFND 7 23,000 0 0
FIRST BANCORP P R COM NEW 318672706 40,682 7,200,400 SH   DFND 1,5 296,483 0 6,903,917
FIRST CMNTY BANCSHARES INC N COM 31983A103 627 25,100 SH   DFND 1,5 25,100 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 19,817 1,494,500 SH   DFND 1,5 0 0 1,494,500
FIRST CONN BANCORP INC MD COM 319850103 3,598 145,100 SH   DFND 6 145,100 0 0
FIRST CONN BANCORP INC MD COM 319850103 1,483 59,800 SH   DFND 7 59,800 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 383,593 1,143,791 SH   DFND 1,5 1,609 0 1,142,182
FIRST CTZNS BANCSHARES INC N CL A 31946M103 26,214 78,164 SH   DFND 6 78,164 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,328 18,870 SH   DFND 7 18,870 0 0
FIRST DATA CORP NEW COM CL A 32008D106 733,590 47,328,377 SH   DFND 1,5 2,353,308 0 44,975,069
FIRST DATA CORP NEW COM CL A 32008D106 6,672 430,478 SH   DFND 6 430,478 0 0
FIRST DATA CORP NEW COM CL A 32008D106 388 25,000 SH   DFND 7 25,000 0 0
FIRST FNDTN INC COM 32026V104 18,149 1,170,130 SH   DFND 6 1,170,130 0 0
FIRST FNDTN INC COM 32026V104 5,014 323,264 SH   DFND 7 323,264 0 0
FIRST HAWAIIAN INC COM 32051X108 15,620 522,044 SH   DFND 1,5 94 0 521,950
FIRST HAWAIIAN INC COM 32051X108 616 20,600 SH   DFND 7 20,600 0 0
FIRST NORTHWEST BANCORP COM 335834107 13,953 900,196 SH   DFND 6 900,196 0 0
FIRST NORTHWEST BANCORP COM 335834107 2,983 192,443 SH   DFND 7 192,443 0 0
FIRST POTOMAC RLTY TR COM 33610F109 80,769 7,856,927 SH   DFND 1,5 353,972 0 7,502,955
FIRST POTOMAC RLTY TR COM 33610F109 1,148 111,658 SH   DFND 6 111,658 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 408,589 4,355,498 SH   DFND 1,5 127,398 0 4,228,100
FIRSTCASH INC COM 33767D105 10,048 204,445 SH   DFND 1,5 400 0 204,045
FIRSTCASH INC COM 33767D105 55,081 1,120,675 SH   DFND 6 1,095,575 0 25,100
FIRSTCASH INC COM 33767D105 18,928 385,098 SH   DFND 7 364,698 0 20,400
FIRSTENERGY CORP COM 337932107 159,661 5,017,633 SH   DFND 1,5 1,533 0 5,016,100
FIRSTENERGY CORP COM 337932107 4,347 136,598 SH   DFND 2 0 0 136,598
FIRSTENERGY CORP COM 337932107 1,019 32,040 SH   DFND 3 32,040 0 0
FIRSTENERGY CORP COM 337932107 3,583 112,600 SH   DFND 7 112,600 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 2,786 46,079 SH   DFND 7 46,079 0 0
FISERV INC COM 337738108 722,165 6,262,815 SH   DFND 1,5 507,080 0 5,755,735
FISERV INC COM 337738108 42,754 370,778 SH   DFND 1,9 0 0 370,778
FISERV INC COM 337738108 7,638 66,239 SH   DFND 2 0 0 66,239
FISERV INC COM 337738108 14,637 126,937 SH   DFND 3 126,937 0 0
FISERV INC COM 337738108 3,851 33,400 SH   DFND 7 33,400 0 0
FIVE BELOW INC COM 33829M101 29,303 676,596 SH   DFND 1,5 9,769 0 666,827
FIVE BELOW INC COM 33829M101 1,667 38,500 SH   DFND 6 38,500 0 0
FIVE OAKS INVT CORP COM 33830W106 2,945 574,053 SH   DFND 1,5 0 0 574,053
FIVE PRIME THERAPEUTICS INC COM 33830X104 156,475 4,328,501 SH   DFND 1,5 654,848 0 3,673,653
FIVE PRIME THERAPEUTICS INC COM 33830X104 542 15,000 SH   DFND 7 15,000 0 0
FIVE9 INC COM 338307101 13,168 800,000 SH   DFND 1,5 0 0 800,000
FLAGSTAR BANCORP INC COM PAR .001 337930705 392 13,900 SH   DFND 1,5 0 0 13,900
FLANIGANS ENTERPRISES INC COM 338517105 2,997 123,572 SH   DFND 1,5 50,172 0 73,400
FLEETCOR TECHNOLOGIES INC COM 339041105 398,819 2,633,683 SH   DFND 1,5 39,182 0 2,594,501
FLEETCOR TECHNOLOGIES INC COM 339041105 1,787 11,801 SH   DFND 1,9 100 0 11,701
FLEX LTD ORD Y2573F102 22,671 1,349,452 SH   DFND 1,5 1,614 0 1,347,838
FLEX LTD ORD Y2573F102 7,506 446,788 SH   DFND 3 446,788 0 0
FLEX PHARMA INC COM 33938A105 1,108 251,834 SH   DFND 1,5 6,300 0 245,534
FLEXSHARES TR MORNSTAR UPSTR 33939L407 321,760 10,925,641 SH   DFND 3 10,925,641 0 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 1,554 52,777 SH   DFND 7 52,777 0 0
FLIR SYS INC COM 302445101 4,009 110,500 SH   DFND 1,5 11,893 0 98,607
FLIR SYS INC COM 302445101 1,527 42,091 SH   DFND 2 0 0 42,091
FLIR SYS INC COM 302445101 329 9,064 SH   DFND 3 9,064 0 0
FLOWSERVE CORP COM 34354P105 631,995 13,052,361 SH   DFND 1,5 181,612 0 12,870,749
FLOWSERVE CORP COM 34354P105 1,951 40,293 SH   DFND 2 0 0 40,293
FLOWSERVE CORP COM 34354P105 2,266 46,797 SH   DFND 3 46,797 0 0
FLOWSERVE CORP COM 34354P105 29,946 618,460 SH   DFND 6 618,460 0 0
FLOWSERVE CORP COM 34354P105 28,950 597,900 SH   DFND 7 503,000 0 94,900
FLUOR CORP NEW COM 343412102 427,680 8,127,702 SH   DFND 1,5 40,536 0 8,087,166
FLUOR CORP NEW COM 343412102 2,264 43,021 SH   DFND 2 0 0 43,021
FLUOR CORP NEW COM 343412102 1,881 35,751 SH   DFND 3 35,751 0 0
FLUOR CORP NEW COM 343412102 847 16,100 SH   DFND 6 16,100 0 0
FLUOR CORP NEW COM 343412102 384 7,300 SH   DFND 7 7,300 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 11,607 884,700 SH   DFND 6 884,700 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 5,558 423,618 SH   DFND 7 337,218 0 86,400
FNB CORP PA COM 302520101 57,838 3,889,548 SH   DFND 1,5 190,948 0 3,698,600
FNB CORP PA COM 302520101 51,172 3,441,260 SH   DFND 6 3,441,260 0 0
FNB CORP PA COM 302520101 11,191 752,596 SH   DFND 7 752,596 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 80,983 914,858 SH   DFND 1,5 25,783 0 889,075
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,744 31,000 SH   DFND 7 31,000 0 0
FOOT LOCKER INC COM 344849104 373,021 4,986,249 SH   DFND 1,5 105,007 0 4,881,242
FOOT LOCKER INC COM 344849104 3,057 40,863 SH   DFND 2 0 0 40,863
FOOT LOCKER INC COM 344849104 34,828 465,555 SH   DFND 3 465,555 0 0
FOOT LOCKER INC COM 344849104 13,892 185,703 SH   DFND 6 185,703 0 0
FOOT LOCKER INC COM 344849104 6,536 87,367 SH   DFND 7 87,367 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,414 293,331 SH   DFND 1,5 0 0 293,331
FORD MTR CO DEL COM PAR $0.01 345370860 14,027 1,205,041 SH   DFND 2 0 0 1,205,041
FORD MTR CO DEL COM PAR $0.01 345370860 6,692 574,951 SH   DFND 3 574,951 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 184,543 8,473,046 SH   DFND 1,5 5,348,624 0 3,124,422
FOREST CITY RLTY TR INC COM CL A 345605109 764 35,060 SH   DFND 7 35,060 0 0
FORTERRA INC COM 34960W106 31,062 1,592,900 SH   DFND 1,5 190,500 0 1,402,400
FORTIS INC COM 349553107 5,757 173,733 SH   DFND 1,5 43 0 173,690
FORTIS INC COM 349553107 628 18,944 SH   DFND 6 18,944 0 0
FORTIS INC COM 349553107 5,379 162,308 SH   DFND 7 162,308 0 0
FORTIS INC COM 349553107 294,550 8,888,300 SH   DFND 11 7,818,400 0 1,069,900
FORTIS INC COM 349553107 799 24,100 SH   DFND   24,100 0 0
FORTIVE CORP COM 34959J108 1,228,585 20,401,606 SH   DFND 1,5 1,201,054 0 19,200,552
FORTIVE CORP COM 34959J108 5,596 92,930 SH   DFND 2 0 0 92,930
FORTIVE CORP COM 34959J108 2,691 44,692 SH   DFND 3 44,692 0 0
FORTIVE CORP COM 34959J108 9,429 156,574 SH   DFND 6 145,468 0 11,106
FORTIVE CORP COM 34959J108 41,396 687,415 SH   DFND 7 639,601 0 47,814
FORTIVE CORP COM 34959J108 7,404 122,950 SH   DFND 11 122,950 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 992 124,762 SH   DFND 1,5 1,300 0 123,462
FORTUNE BRANDS HOME & SEC IN COM 34964C106 261,711 4,300,913 SH   DFND 1,5 202,838 0 4,098,075
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,876 47,257 SH   DFND 2 0 0 47,257
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,541 25,331 SH   DFND 3 25,331 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 26,270 431,710 SH   DFND 6 418,945 0 12,765
FORTUNE BRANDS HOME & SEC IN COM 34964C106 47,814 785,770 SH   DFND 7 785,770 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 4,499 217,366 SH   DFND 1,5 266 0 217,100
FORWARD AIR CORP COM 349853101 9,564 201,041 SH   DFND 1,5 56 0 200,985
FOSSIL GROUP INC COM 34988V106 126,295 7,237,562 SH   DFND 1,5 1,890,400 0 5,347,162
FOUNDATION MEDICINE INC COM 350465100 2,816 87,312 SH   DFND 1,5 0 0 87,312
FOUR CORNERS PPTY TR INC COM 35086T109 11,000 481,805 SH   DFND 1,5 64,319 0 417,486
FOUR CORNERS PPTY TR INC COM 35086T109 6,190 271,136 SH   DFND 6 271,136 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,447 107,200 SH   DFND 7 0 0 107,200
FRANCO NEVADA CORP COM 351858105 643,211 9,818,338 SH   DFND 1,5 683,131 0 9,135,207
FRANCO NEVADA CORP COM 351858105 16,266 248,300 SH   DFND 1,10 5,200 0 243,100
FRANCO NEVADA CORP COM 351858105 339 5,170 SH   DFND 6 5,170 0 0
FRANCO NEVADA CORP COM 351858105 5,470 83,500 SH   DFND 7 80,500 0 3,000
FRANCO NEVADA CORP COM 351858105 236,769 3,614,182 SH   DFND 11 2,826,568 0 787,614
FRANCO NEVADA CORP COM 351858105 401 6,121 SH   DFND   6,121 0 0
FRANKLIN ELEC INC COM 353514102 8,576 199,200 SH   DFND 6 199,200 0 0
FRANKLIN ELEC INC COM 353514102 3,461 80,400 SH   DFND 7 80,400 0 0
FRANKLIN RES INC COM 354613101 216,396 5,135,175 SH   DFND 1,5 267,356 0 4,867,819
FRANKLIN RES INC COM 354613101 4,486 106,458 SH   DFND 2 0 0 106,458
FRANKLIN RES INC COM 354613101 4,165 98,849 SH   DFND 3 98,849 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 42,490 3,500,000 SH   DFND 1,5 0 0 3,500,000
FRANKS INTL N V COM N33462107 68,769 6,506,092 SH   DFND 1,5 208 0 6,505,884
FRANKS INTL N V COM N33462107 702 66,455 SH   DFND 7 66,455 0 0
FREEPORT-MCMORAN INC CL B 35671D857 534,285 39,991,424 SH   DFND 1,5 506,648 0 39,484,776
FREEPORT-MCMORAN INC CL B 35671D857 11,359 850,200 SH   DFND 1,10 0 0 850,200
FREEPORT-MCMORAN INC CL B 35671D857 5,484 410,510 SH   DFND 2 0 0 410,510
FREEPORT-MCMORAN INC CL B 35671D857 4,046 302,847 SH   DFND 3 302,847 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,935 219,708 SH   DFND 6 219,708 0 0
FREEPORT-MCMORAN INC CL B 35671D857 8,342 624,368 SH   DFND 7 71,458 0 552,910
FRESH DEL MONTE PRODUCE INC ORD G36738105 447,068 7,548,000 SH   DFND 1,5 1,232,288 0 6,315,712
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 7,083 144,000 SH   DFND 1,5 46,600 0 97,400
FRONTIER COMMUNICATIONS CORP COM 35906A108 19,354 9,043,736 SH   DFND 1,5 122 0 9,043,614
FRONTIER COMMUNICATIONS CORP COM 35906A108 107 50,021 SH   DFND 3 50,021 0 0
FTD COS INC COM 30281V108 222 11,000 SH   DFND 1,5 1,100 0 9,900
FTD COS INC COM 30281V108 4,139 205,489 SH   DFND 11 205,489 0 0
FTI CONSULTING INC COM 302941109 81,299 1,974,710 SH   DFND 1,5 0 0 1,974,710
FULLER H B CO COM 359694106 40,441 784,353 SH   DFND 1,5 0 0 784,353
G-III APPAREL GROUP LTD COM 36237H101 97,389 4,448,996 SH   DFND 1,5 74,705 0 4,374,291
G-III APPAREL GROUP LTD COM 36237H101 3,865 176,579 SH   DFND 6 176,579 0 0
GAIA INC NEW CL A 36269P104 5,970 600,000 SH   DFND 1,5 0 0 600,000
GALAPAGOS NV SPON ADR 36315X101 397,035 4,606,507 SH   DFND 1,5 611,800 0 3,994,707
GALAPAGOS NV SPON ADR 36315X101 1,646 19,100 SH   DFND 7 19,100 0 0
GALLAGHER ARTHUR J & CO COM 363576109 34,336 607,288 SH   DFND 1,5 88 0 607,200
GALLAGHER ARTHUR J & CO COM 363576109 3,118 55,141 SH   DFND 2 0 0 55,141
GALLAGHER ARTHUR J & CO COM 363576109 666 11,786 SH   DFND 3 11,786 0 0
GALLAGHER ARTHUR J & CO COM 363576109 16,909 299,070 SH   DFND 6 299,070 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,320 94,090 SH   DFND 7 94,090 0 0
GAMCO INVESTORS INC CL A COM 361438104 2,959 100,000 SH   DFND 1,5 100,000 0 0
GAMESTOP CORP NEW CL A 36467W109 316,898 14,053,112 SH   DFND 1,5 1,526,683 0 12,526,429
GAMESTOP CORP NEW CL A 36467W109 27,617 1,224,700 SH   DFND 11 1,224,700 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 349,785 10,466,331 SH   DFND 1,5 7,564,869 0 2,901,462
GAMING & LEISURE PPTYS INC COM 36467J108 10,764 322,075 SH   DFND 6 322,075 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 4,512 135,000 SH   DFND 7 28,900 0 106,100
GANNETT CO INC COM 36473H104 14,201 1,694,572 SH   DFND 1,5 206,297 0 1,488,275
GAP INC DEL COM 364760108 1,751 72,100 SH   DFND 1,5 0 0 72,100
GAP INC DEL COM 364760108 1,645 67,727 SH   DFND 2 0 0 67,727
GAP INC DEL COM 364760108 533 21,934 SH   DFND 3 21,934 0 0
GARMIN LTD SHS H2906T109 1,815 35,510 SH   DFND 2 0 0 35,510
GARMIN LTD SHS H2906T109 649 12,698 SH   DFND 3 12,698 0 0
GARTNER INC COM 366651107 12,089 111,950 SH   DFND 1,5 74 0 111,876
GARTNER INC COM 366651107 301 2,785 SH   DFND 3 2,785 0 0
GASLOG LTD SHS G37585109 92,234 6,008,734 SH   DFND 1,5 354,962 0 5,653,772
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 49,713 2,029,100 SH   DFND 1,5 0 0 2,029,100
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 456 18,600 SH   DFND 7 18,600 0 0
GATX CORP COM 361448103 32,227 528,665 SH   DFND 1,5 0 0 528,665
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 17,187 526,400 SH   DFND 1,5 0 0 526,400
GDS HLDGS LTD SPONSORED ADR 36165L108 17,122 2,070,400 SH   DFND 1,9 0 0 2,070,400
GDS HLDGS LTD SPONSORED ADR 36165L108 859 103,900 SH   DFND 7 103,900 0 0
GENCOR INDS INC COM 368678108 3,476 232,500 SH   DFND 1,5 25,903 0 206,597
GENER8 MARITIME INC COM Y26889108 17,548 3,094,843 SH   DFND 1,5 0 0 3,094,843
GENER8 MARITIME INC COM Y26889108 874 154,200 SH   DFND 7 154,200 0 0
GENERAC HLDGS INC COM 368736104 42,049 1,127,933 SH   DFND 1,5 42,700 0 1,085,233
GENERAC HLDGS INC COM 368736104 33,716 904,400 SH   DFND 11 904,400 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 12,548 16,178,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 116 150,000 PRN   DFND 7 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 17,910 861,055 SH   DFND 1,5 0 0 861,055
GENERAL DYNAMICS CORP COM 369550108 1,540,206 8,227,597 SH   DFND 1,5 344,741 0 7,882,856
GENERAL DYNAMICS CORP COM 369550108 16,446 87,853 SH   DFND 2 0 0 87,853
GENERAL DYNAMICS CORP COM 369550108 112,351 600,165 SH   DFND 3 600,165 0 0
GENERAL DYNAMICS CORP COM 369550108 15,981 85,369 SH   DFND 6 85,369 0 0
GENERAL DYNAMICS CORP COM 369550108 27,207 145,339 SH   DFND 7 84,082 0 61,257
GENERAL ELECTRIC CO COM 369604103 3,412,779 114,522,798 SH   DFND 1,5 2,196,819 0 112,325,979
GENERAL ELECTRIC CO COM 369604103 80,265 2,693,448 SH   DFND 2 0 0 2,693,448
GENERAL ELECTRIC CO COM 369604103 225,157 7,555,596 SH   DFND 3 7,555,596 0 0
GENERAL ELECTRIC CO COM 369604103 58,359 1,958,355 SH   DFND 6 1,933,876 0 24,479
GENERAL ELECTRIC CO COM 369604103 79,579 2,670,453 SH   DFND 7 439,511 0 2,230,942
GENERAL MLS INC COM 370334104 24,962 423,008 SH   DFND 1,5 85,108 0 337,900
GENERAL MLS INC COM 370334104 10,566 179,057 SH   DFND 2 0 0 179,057
GENERAL MLS INC COM 370334104 11,472 194,405 SH   DFND 3 194,405 0 0
GENERAL MLS INC COM 370334104 991 16,794 SH   DFND 6 16,794 0 0
GENERAL MLS INC COM 370334104 3,023 51,226 SH   DFND 7 51,226 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 8,880 496,065 SH   DFND 1,5 80,844 0 415,221
GENERAL MTRS CO COM 37045V100 1,041,262 29,447,453 SH   DFND 1,5 2,759,913 0 26,687,540
GENERAL MTRS CO COM 37045V100 14,880 420,821 SH   DFND 2 0 0 420,821
GENERAL MTRS CO COM 37045V100 93,260 2,637,452 SH   DFND 3 2,637,452 0 0
GENERAL MTRS CO COM 37045V100 11,996 339,251 SH   DFND 6 339,251 0 0
GENERAL MTRS CO COM 37045V100 20,698 585,363 SH   DFND 7 47,418 0 537,945
GENESCO INC COM 371532102 139,391 2,513,820 SH   DFND 1,5 0 0 2,513,820
GENESEE & WYO INC CL A 371559105 416,996 6,144,948 SH   DFND 1,5 121,188 0 6,023,760
GENESEE & WYO INC CL A 371559105 27,945 411,805 SH   DFND 6 411,805 0 0
GENESEE & WYO INC CL A 371559105 7,904 116,469 SH   DFND 7 116,469 0 0
GENMARK DIAGNOSTICS INC COM 372309104 88,685 6,917,680 SH   DFND 1,5 932,227 0 5,985,453
GENMARK DIAGNOSTICS INC COM 372309104 1,795 140,000 SH   DFND 7 140,000 0 0
GENOCEA BIOSCIENCES INC COM 372427104 25,953 4,261,604 SH   DFND 1,5 304,100 0 3,957,504
GENOCEA BIOSCIENCES INC COM 372427104 80 13,200 SH   DFND 6 13,200 0 0
GENOMIC HEALTH INC COM 37244C101 7,757 246,348 SH   DFND 1,5 0 0 246,348
GENPACT LIMITED SHS G3922B107 167,396 6,760,741 SH   DFND 1,5 69,690 0 6,691,051
GENPACT LIMITED SHS G3922B107 56,597 2,285,804 SH   DFND 6 2,285,804 0 0
GENPACT LIMITED SHS G3922B107 8,146 328,999 SH   DFND 7 328,999 0 0
GENTEX CORP COM 371901109 174,515 8,181,654 SH   DFND 1,5 612,446 0 7,569,208
GENTEX CORP COM 371901109 252 11,833 SH   DFND 3 11,833 0 0
GENTHERM INC COM 37253A103 36,943 941,230 SH   DFND 1,5 60,133 0 881,097
GENUINE PARTS CO COM 372460105 5,758 62,312 SH   DFND 1,5 12 0 62,300
GENUINE PARTS CO COM 372460105 4,233 45,806 SH   DFND 2 0 0 45,806
GENUINE PARTS CO COM 372460105 4,884 52,855 SH   DFND 3 52,855 0 0
GENWORTH FINL INC COM CL A 37247D106 71,098 17,256,792 SH   DFND 1,5 1,467,537 0 15,789,255
GEO GROUP INC NEW COM 36162J106 14,987 323,200 SH   DFND 6 323,200 0 0
GEO GROUP INC NEW COM 36162J106 6,691 144,300 SH   DFND 7 144,300 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 32,007 1,972,101 SH   DFND 1,5 163,084 0 1,809,017
GERDAU S A SPON ADR REP PFD 373737105 857 248,300 SH   DFND 1,5 0 0 248,300
GERDAU S A SPON ADR REP PFD 373737105 84 24,375 SH   DFND 3 24,375 0 0
GERMAN AMERN BANCORP INC COM 373865104 26,435 558,398 SH   DFND 1,5 0 0 558,398
GERON CORP COM 374163103 53,820 23,709,425 SH   DFND 1,5 0 0 23,709,425
GGP INC COM 36174X101 489,499 21,117,287 SH   DFND 1,5 13,150,454 0 7,966,833
GGP INC COM 36174X101 4,180 180,308 SH   DFND 2 0 0 180,308
GGP INC COM 36174X101 4,626 199,548 SH   DFND 6 199,548 0 0
GGP INC COM 36174X101 1,794 77,400 SH   DFND 7 0 0 77,400
GGP INC COM 36174X101 90,328 3,896,800 SH   DFND 11 3,896,800 0 0
GIBRALTAR INDS INC COM 374689107 21,724 527,280 SH   DFND 1,5 2,317 0 524,963
GIBRALTAR INDS INC COM 374689107 8,029 194,880 SH   DFND 6 194,880 0 0
GIBRALTAR INDS INC COM 374689107 3,160 76,700 SH   DFND 7 76,700 0 0
GILDAN ACTIVEWEAR INC COM 375916103 268,800 9,948,900 SH   DFND 1,5 995,400 0 8,953,500
GILDAN ACTIVEWEAR INC COM 375916103 210 7,759 SH   DFND 6 7,759 0 0
GILDAN ACTIVEWEAR INC COM 375916103 5,048 186,848 SH   DFND 7 186,848 0 0
GILDAN ACTIVEWEAR INC COM 375916103 3,811 141,060 SH   DFND 11 141,060 0 0
GILDAN ACTIVEWEAR INC COM 375916103 467 17,300 SH   DFND   17,300 0 0
GILEAD SCIENCES INC COM 375558103 1,127,010 16,593,201 SH   DFND 1,5 3,103,956 0 13,489,245
GILEAD SCIENCES INC COM 375558103 27,406 403,508 SH   DFND 2 0 0 403,508
GILEAD SCIENCES INC COM 375558103 63,355 932,781 SH   DFND 3 932,781 0 0
GILEAD SCIENCES INC COM 375558103 13,021 191,710 SH   DFND 6 191,710 0 0
GILEAD SCIENCES INC COM 375558103 72,206 1,063,098 SH   DFND 7 95,605 0 967,493
GILEAD SCIENCES INC COM 375558103 244,172 3,595,000 SH   DFND 11 3,595,000 0 0
GLACIER BANCORP INC NEW COM 37637Q105 7,424 218,800 SH   DFND 1,5 10,600 0 208,200
GLAUKOS CORP COM 377322102 5,107 99,544 SH   DFND 6 99,544 0 0
GLAUKOS CORP COM 377322102 2,216 43,200 SH   DFND 7 43,200 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 868,382 20,597,302 SH   DFND 1,5 59,787 0 20,537,515
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 78,908 1,871,641 SH   DFND 3 1,871,641 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 18,676 442,990 SH   DFND 6 442,990 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 30,486 723,105 SH   DFND 7 0 0 723,105
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 201,419 5,465,925 SH   DFND 1,5 558,091 0 4,907,834
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 8,777 238,177 SH   DFND 6 238,177 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,040 55,369 SH   DFND 7 55,369 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 16,512 480,005 SH   DFND 1,5 50,079 0 429,926
GLOBAL PMTS INC COM 37940X102 1,085,272 13,451,567 SH   DFND 1,5 215,140 0 13,236,427
GLOBAL PMTS INC COM 37940X102 42,192 522,956 SH   DFND 1,9 0 0 522,956
GLOBAL PMTS INC COM 37940X102 38,186 473,300 SH   DFND 1,10 9,400 0 463,900
GLOBAL PMTS INC COM 37940X102 3,792 47,005 SH   DFND 2 0 0 47,005
GLOBAL PMTS INC COM 37940X102 616 7,633 SH   DFND 3 7,633 0 0
GLOBAL PMTS INC COM 37940X102 4,994 61,900 SH   DFND 6 61,900 0 0
GLOBAL PMTS INC COM 37940X102 15,087 187,000 SH   DFND 7 107,500 0 79,500
GLOBAL PMTS INC COM 37940X102 11,884 147,300 SH   DFND 11 147,300 0 0
GLOBAL X FDS GBL X MSCI PT ET 37950E192 1,065 103,800 SH   DFND 1,5 37,800 0 66,000
GLOBALSTAR INC COM 378973408 10,817 6,760,617 SH   DFND 1,5 0 0 6,760,617
GLOBANT S A COM L44385109 10,938 300,506 SH   DFND 1,5 1,100 0 299,406
GLOBANT S A COM L44385109 211 5,800 SH   DFND 6 5,800 0 0
GLOBUS MED INC CL A 379577208 14,810 500,000 SH   DFND 1,5 0 0 500,000
GMS INC COM 36251C103 20,608 588,128 SH   DFND 1,5 3,000 0 585,128
GMS INC COM 36251C103 364 10,400 SH   DFND 6 10,400 0 0
GNC HLDGS INC COM CL A 36191G107 66,298 9,007,857 SH   DFND 1,5 989,512 0 8,018,345
GNC HLDGS INC COM CL A 36191G107 191 26,000 SH   DFND 6 26,000 0 0
GODADDY INC CL A 380237107 291,484 7,690,872 SH   DFND 1,5 459,717 0 7,231,155
GOGO INC NOTE 3.750% 3/0 38046CAB5 25,642 30,940,000 PRN   DFND 1,5 0 0 0
GOGO INC COM 38046C109 45,782 4,161,997 SH   DFND 1,5 34,558 0 4,127,439
GOGO INC COM 38046C109 20,307 1,846,048 SH   DFND 6 1,748,348 0 97,700
GOGO INC NOTE 3.750% 3/0 38046CAB5 2,072 2,500,000 PRN   DFND 6 0 0 0
GOGO INC COM 38046C109 10,763 978,470 SH   DFND 7 918,370 0 60,100
GOLAR LNG LTD BERMUDA SHS G9456A100 280,429 10,040,429 SH   DFND 1,5 267,409 0 9,773,020
GOLAR LNG LTD BERMUDA SHS G9456A100 1,028 36,800 SH   DFND 6 36,800 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 746 26,700 SH   DFND 7 26,700 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 26,716 1,195,900 SH   DFND 1,5 0 0 1,195,900
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 16,165 4,579,426 SH   DFND 1,5 0 0 4,579,426
GOLD STD VENTURES CORP COM 380738104 6,634 3,063,200 SH   DFND 1,5 0 0 3,063,200
GOLD STD VENTURES CORP COM 380738104 64 29,500 SH   DFND   29,500 0 0
GOLDCORP INC NEW COM 380956409 48,271 3,308,954 SH   DFND 1,5 3,484 0 3,305,470
GOLDCORP INC NEW COM 380956409 5,987 410,407 SH   DFND 3 410,407 0 0
GOLDCORP INC NEW COM 380956409 4,409 302,200 SH   DFND 7 267,200 0 35,000
GOLDCORP INC NEW COM 380956409 198,264 13,590,777 SH   DFND 11 13,328,977 0 261,800
GOLDMAN SACHS GROUP INC COM 38141G104 2,312,353 10,065,964 SH   DFND 1,5 258,416 0 9,807,548
GOLDMAN SACHS GROUP INC COM 38141G104 26,274 114,375 SH   DFND 2 0 0 114,375
GOLDMAN SACHS GROUP INC COM 38141G104 44,459 193,535 SH   DFND 3 193,535 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 25,063 109,103 SH   DFND 6 96,353 0 12,750
GOLDMAN SACHS GROUP INC COM 38141G104 73,843 321,448 SH   DFND 7 264,630 0 56,818
GOLDMAN SACHS GROUP INC COM 38141G104 43,877 191,000 SH   DFND 11 191,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 107,466 2,985,158 SH   DFND 1,5 59,642 0 2,925,516
GOODYEAR TIRE & RUBR CO COM 382550101 2,797 77,688 SH   DFND 2 0 0 77,688
GOODYEAR TIRE & RUBR CO COM 382550101 748 20,775 SH   DFND 3 20,775 0 0
GP STRATEGIES CORP COM 36225V104 764 30,185 SH   DFND 1,5 30,185 0 0
GRACE W R & CO DEL NEW COM 38388F108 341,577 4,899,967 SH   DFND 1,5 52,600 0 4,847,367
GRACE W R & CO DEL NEW COM 38388F108 5,037 72,262 SH   DFND 6 72,262 0 0
GRAHAM HLDGS CO COM 384637104 785 1,309 SH   DFND 3 1,309 0 0
GRAINGER W W INC COM 384802104 19,678 84,540 SH   DFND 1,5 40 0 84,500
GRAINGER W W INC COM 384802104 3,890 16,711 SH   DFND 2 0 0 16,711
GRAINGER W W INC COM 384802104 8,033 34,512 SH   DFND 3 34,512 0 0
GRAINGER W W INC COM 384802104 271 1,166 SH   DFND 7 1,166 0 0
GRAMERCY PPTY TR COM NEW 385002308 237,845 9,043,533 SH   DFND 1,5 7,161,616 0 1,881,917
GRAMERCY PPTY TR COM NEW 385002308 6,254 237,805 SH   DFND 6 237,805 0 0
GRAMERCY PPTY TR COM NEW 385002308 2,463 93,666 SH   DFND 7 0 0 93,666
GRAND CANYON ED INC COM 38526M106 201,175 2,809,318 SH   DFND 1,5 3,743 0 2,805,575
GRAND CANYON ED INC COM 38526M106 45,759 639,000 SH   DFND 6 639,000 0 0
GRAND CANYON ED INC COM 38526M106 9,352 130,600 SH   DFND 7 130,600 0 0
GRAND CANYON ED INC COM 38526M106 60,869 850,000 SH   DFND 11 850,000 0 0
GRANITE CONSTR INC COM 387328107 14,363 286,173 SH   DFND 1,5 1,173 0 285,000
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,457 41,656 SH   DFND 7 41,656 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 341,484 26,533,334 SH   DFND 1,5 409,437 0 26,123,897
GRAPHIC PACKAGING HLDG CO COM 388689101 33,066 2,569,257 SH   DFND 6 2,569,257 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 8,196 636,840 SH   DFND 7 636,840 0 0
GRAY TELEVISION INC COM 389375106 55,951 3,858,697 SH   DFND 1,5 11,200 0 3,847,497
GREAT AJAX CORP COM 38983D300 20,341 1,558,726 SH   DFND 1,5 0 0 1,558,726
GREAT PLAINS ENERGY INC COM 391164100 126,552 4,330,993 SH   DFND 1,5 0 0 4,330,993
GREAT PLAINS ENERGY INC COM 391164100 330 11,296 SH   DFND 6 11,296 0 0
GREAT PLAINS ENERGY INC COM 391164100 7,398 253,179 SH   DFND 7 253,179 0 0
GREAT WESTN BANCORP INC COM 391416104 28,693 676,566 SH   DFND 1,5 0 0 676,566
GREAT WESTN BANCORP INC COM 391416104 63,587 1,499,348 SH   DFND 6 1,499,348 0 0
GREAT WESTN BANCORP INC COM 391416104 19,604 462,246 SH   DFND 7 410,246 0 52,000
GREENHILL & CO INC COM 395259104 21,068 719,045 SH   DFND 1,5 55,745 0 663,300
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 12,789 578,680 SH   DFND 1,5 0 0 578,680
GREIF INC CL A 397624107 46,099 836,801 SH   DFND 1,5 101 0 836,700
GRIFOLS S A SP ADR REP B NVT 398438408 80,740 4,277,601 SH   DFND 1,5 49,650 0 4,227,951
GRIFOLS S A SP ADR REP B NVT 398438408 39,165 2,074,980 SH   DFND 1,10 42,800 0 2,032,180
GROUP 1 AUTOMOTIVE INC COM 398905109 1,485 20,043 SH   DFND 1,5 20,043 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 105,336 2,198,380 SH   DFND 1,5 278,200 0 1,920,180
GROUPE CGI INC CL A SUB VTG 39945C109 11,405 238,033 SH   DFND 6 135,333 0 102,700
GROUPE CGI INC CL A SUB VTG 39945C109 22,549 470,603 SH   DFND 7 417,803 0 52,800
GROUPE CGI INC CL A SUB VTG 39945C109 834,373 17,413,552 SH   DFND 11 15,270,867 0 2,142,685
GROUPE CGI INC CL A SUB VTG 39945C109 704 14,700 SH   DFND   14,700 0 0
GROUPON INC COM 399473107 327,146 83,243,202 SH   DFND 1,5 7,630,069 0 75,613,133
GROUPON INC COM 399473107 3,330 847,300 SH   DFND 1,9 0 0 847,300
GROUPON INC COM 399473107 867 220,600 SH   DFND 6 220,600 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,946 51,412 SH   DFND 1,10 51,412 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 6,912 182,570 SH   DFND 6 145,530 0 37,040
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 9,204 243,100 SH   DFND 7 243,100 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 11,957 703,356 SH   DFND 1,5 24,504 0 678,852
GTT COMMUNICATIONS INC COM 362393100 1,230 50,500 SH   DFND 1,5 0 0 50,500
GUESS INC COM 401617105 140,971 12,643,167 SH   DFND 1,5 1,607,503 0 11,035,664
GULFMARK OFFSHORE INC CL A NEW 402629208 1,137 3,246,244 SH   DFND 1,5 81,863 0 3,164,381
GULFPORT ENERGY CORP COM NEW 402635304 5,888 342,506 SH   DFND 1,5 606 0 341,900
GW PHARMACEUTICALS PLC ADS 36197T103 180,243 1,490,350 SH   DFND 1,5 19,055 0 1,471,295
GW PHARMACEUTICALS PLC ADS 36197T103 1,036 8,565 SH   DFND 6 8,565 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 216 12,200 SH   DFND 1,5 0 0 12,200
HACKETT GROUP INC COM 404609109 10,605 544,132 SH   DFND 6 544,132 0 0
HACKETT GROUP INC COM 404609109 1,376 70,600 SH   DFND 7 70,600 0 0
HAEMONETICS CORP COM 405024100 377 9,296 SH   DFND 3 9,296 0 0
HAEMONETICS CORP COM 405024100 1,018 25,100 SH   DFND 6 25,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 291,262 7,829,613 SH   DFND 1,5 345,194 0 7,484,419
HAIN CELESTIAL GROUP INC COM 405217100 2,589 69,600 SH   DFND 6 69,600 0 0
HALLADOR ENERGY COMPANY COM 40609P105 405 50,500 SH   DFND 1,5 50,500 0 0
HALLIBURTON CO COM 406216101 624,411 12,688,700 SH   DFND 1,5 406,672 0 12,282,028
HALLIBURTON CO COM 406216101 13,170 267,633 SH   DFND 2 0 0 267,633
HALLIBURTON CO COM 406216101 13,968 283,839 SH   DFND 3 283,839 0 0
HALLIBURTON CO COM 406216101 17,583 357,308 SH   DFND 6 317,569 0 39,739
HALLIBURTON CO COM 406216101 74,059 1,504,965 SH   DFND 7 980,125 0 524,840
HALOZYME THERAPEUTICS INC COM 40637H109 79,014 6,096,781 SH   DFND 1,5 0 0 6,096,781
HANDY & HARMAN LTD COM 410315105 8,328 306,168 SH   DFND 1,5 82,400 0 223,768
HANESBRANDS INC COM 410345102 15,573 750,143 SH   DFND 1,5 0 0 750,143
HANESBRANDS INC COM 410345102 2,427 116,916 SH   DFND 2 0 0 116,916
HANESBRANDS INC COM 410345102 685 33,012 SH   DFND 3 33,012 0 0
HANESBRANDS INC COM 410345102 9,569 460,920 SH   DFND 6 460,920 0 0
HANESBRANDS INC COM 410345102 3,058 147,300 SH   DFND 7 147,300 0 0
HANESBRANDS INC COM 410345102 262,047 12,622,700 SH   DFND 11 12,622,700 0 0
HANMI FINL CORP COM NEW 410495204 30,477 991,116 SH   DFND 6 991,116 0 0
HANMI FINL CORP COM NEW 410495204 11,051 359,383 SH   DFND 7 299,383 0 60,000
HANOVER INS GROUP INC COM 410867105 3,954 43,900 SH   DFND 1,5 0 0 43,900
HARLEY DAVIDSON INC COM 412822108 25,841 427,121 SH   DFND 1,5 67,618 0 359,503
HARLEY DAVIDSON INC COM 412822108 3,294 54,439 SH   DFND 2 0 0 54,439
HARLEY DAVIDSON INC COM 412822108 4,214 69,658 SH   DFND 3 69,658 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 3,602 1,470,400 SH   DFND 1,5 0 0 1,470,400
HARRIS CORP DEL COM 413875105 166,141 1,493,133 SH   DFND 1,5 75,949 0 1,417,184
HARRIS CORP DEL COM 413875105 4,275 38,423 SH   DFND 2 0 0 38,423
HARRIS CORP DEL COM 413875105 6,174 55,484 SH   DFND 3 55,484 0 0
HARSCO CORP COM 415864107 2,791 218,927 SH   DFND 1,5 0 0 218,927
HARTE-HANKS INC COM 416196103 1,247 891,000 SH   DFND 1,5 103,638 0 787,362
HARTFORD FINL SVCS GROUP INC COM 416515104 232,942 4,845,900 SH   DFND 1,5 557,500 0 4,288,400
HARTFORD FINL SVCS GROUP INC COM 416515104 5,549 115,428 SH   DFND 2 0 0 115,428
HARTFORD FINL SVCS GROUP INC COM 416515104 7,735 160,918 SH   DFND 3 160,918 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,916 143,876 SH   DFND 6 107,939 0 35,937
HARTFORD FINL SVCS GROUP INC COM 416515104 25,392 528,224 SH   DFND 7 528,224 0 0
HASBRO INC COM 418056107 112,199 1,124,011 SH   DFND 1,5 48,668 0 1,075,343
HASBRO INC COM 418056107 3,447 34,535 SH   DFND 2 0 0 34,535
HASBRO INC COM 418056107 4,862 48,712 SH   DFND 3 48,712 0 0
HASBRO INC COM 418056107 2,875 28,800 SH   DFND 7 28,800 0 0
HAWAIIAN HOLDINGS INC COM 419879101 11,120 239,400 SH   DFND 1,5 0 0 239,400
HAYNES INTERNATIONAL INC COM NEW 420877201 53,368 1,400,000 SH   DFND 1,5 0 0 1,400,000
HCA HOLDINGS INC COM 40412C101 598,535 6,725,870 SH   DFND 1,5 683,076 0 6,042,794
HCA HOLDINGS INC COM 40412C101 7,932 89,131 SH   DFND 2 0 0 89,131
HCA HOLDINGS INC COM 40412C101 9,575 107,593 SH   DFND 3 107,593 0 0
HCA HOLDINGS INC COM 40412C101 227 2,550 SH   DFND 6 2,550 0 0
HCA HOLDINGS INC COM 40412C101 4,871 54,740 SH   DFND 7 54,740 0 0
HCA HOLDINGS INC COM 40412C101 69,768 784,000 SH   DFND 11 784,000 0 0
HCP INC COM 40414L109 4,521 144,533 SH   DFND 2 0 0 144,533
HCP INC COM 40414L109 2,178 69,628 SH   DFND 3 69,628 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,039,084 25,266,470 SH   DFND 1,5 1,258,209 0 24,008,261
HD SUPPLY HLDGS INC COM 40416M105 5,498 133,700 SH   DFND 6 133,700 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 988,728 13,144,478 SH   DFND 1,5 1,783,906 0 11,360,572
HDFC BANK LTD ADR REPS 3 SHS 40415F101 80,168 1,065,777 SH   DFND 1,10 21,500 0 1,044,277
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,858 24,700 SH   DFND 6 24,700 0 0
HEALTHCARE RLTY TR COM 421946104 183,044 5,632,121 SH   DFND 1,5 206,700 0 5,425,421
HEALTHCARE RLTY TR COM 421946104 28,171 866,800 SH   DFND 6 866,800 0 0
HEALTHCARE RLTY TR COM 421946104 11,057 340,200 SH   DFND 7 0 0 340,200
HEALTHCARE TR AMER INC CL A NEW 42225P501 45,277 1,439,200 SH   DFND 1,5 58,300 0 1,380,900
HEALTHEQUITY INC COM 42226A107 65,179 1,535,422 SH   DFND 1,5 159,659 0 1,375,763
HEALTHSOUTH CORP COM NEW 421924309 28,472 665,089 SH   DFND 1,5 2,772 0 662,317
HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 50,537 41,381,000 PRN   DFND 1,5 0 0 0
HEALTHSTREAM INC COM 42222N103 110,285 4,551,601 SH   DFND 1,5 294,400 0 4,257,201
HEALTHSTREAM INC COM 42222N103 1,589 65,600 SH   DFND 7 65,600 0 0
HEARTLAND EXPRESS INC COM 422347104 1,021 50,900 SH   DFND 6 50,900 0 0
HEARTLAND EXPRESS INC COM 422347104 918 45,780 SH   DFND 7 13,480 0 32,300
HEICO CORP NEW CL A 422806208 67,117 894,899 SH   DFND 1,5 12,500 0 882,399
HEICO CORP NEW COM 422806109 35,272 404,499 SH   DFND 1,5 1,738 0 402,761
HEICO CORP NEW CL A 422806208 25,724 342,980 SH   DFND 6 342,980 0 0
HEICO CORP NEW CL A 422806208 8,670 115,600 SH   DFND 7 115,600 0 0
HELEN OF TROY CORP LTD COM G4388N106 326,852 3,469,769 SH   DFND 1,5 292,700 0 3,177,069
HELEN OF TROY CORP LTD COM G4388N106 39,739 421,862 SH   DFND 6 421,862 0 0
HELEN OF TROY CORP LTD COM G4388N106 8,428 89,466 SH   DFND 7 89,466 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 9,543 1,228,129 SH   DFND 1,5 0 0 1,228,129
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 17,413 2,241,098 SH   DFND 6 2,241,098 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,688 603,400 SH   DFND 7 603,400 0 0
HELMERICH & PAYNE INC COM 423452101 53,524 804,024 SH   DFND 1,5 52,524 0 751,500
HELMERICH & PAYNE INC COM 423452101 2,231 33,515 SH   DFND 2 0 0 33,515
HELMERICH & PAYNE INC COM 423452101 2,074 31,154 SH   DFND 3 31,154 0 0
HENRY JACK & ASSOC INC COM 426281101 9,299 99,886 SH   DFND 1,5 286 0 99,600
HENRY JACK & ASSOC INC COM 426281101 243 2,614 SH   DFND 3 2,614 0 0
HERBALIFE LTD COM USD SHS G4412G101 392,867 6,757,257 SH   DFND 1,5 812,486 0 5,944,771
HERBALIFE LTD COM USD SHS G4412G101 21,853 375,875 SH   DFND 6 375,875 0 0
HERBALIFE LTD COM USD SHS G4412G101 13,101 225,340 SH   DFND 7 225,340 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,956 146,519 SH   DFND 6 146,519 0 0
HERITAGE OAKS BANCORP COM 42724R107 178 13,321 SH   DFND 7 13,321 0 0
HERON THERAPEUTICS INC COM 427746102 120,039 8,002,580 SH   DFND 1,5 949,084 0 7,053,496
HERON THERAPEUTICS INC COM 427746102 425 28,300 SH   DFND 7 28,300 0 0
HERSHEY CO COM 427866108 226,396 2,072,275 SH   DFND 1,5 258,883 0 1,813,392
HERSHEY CO COM 427866108 4,710 43,112 SH   DFND 2 0 0 43,112
HERSHEY CO COM 427866108 43,371 396,986 SH   DFND 3 396,986 0 0
HERSHEY CO COM 427866108 2,813 25,749 SH   DFND 6 25,749 0 0
HERSHEY CO COM 427866108 3,908 35,772 SH   DFND 7 35,772 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 291 16,600 SH   DFND 1,5 0 0 16,600
HESS CORP COM 42809H107 102,091 2,117,631 SH   DFND 1,5 143,556 0 1,974,075
HESS CORP COM 42809H107 4,004 83,057 SH   DFND 2 0 0 83,057
HESS CORP COM 42809H107 11,279 233,948 SH   DFND 3 233,948 0 0
HESS CORP COM 42809H107 16,245 336,967 SH   DFND 6 311,063 0 25,904
HESS CORP COM 42809H107 74,523 1,545,790 SH   DFND 7 943,150 0 602,640
HEWLETT PACKARD ENTERPRISE C COM 42824C109 354,473 14,956,660 SH   DFND 1,5 856,797 0 14,099,863
HEWLETT PACKARD ENTERPRISE C COM 42824C109 12,181 513,949 SH   DFND 2 0 0 513,949
HEWLETT PACKARD ENTERPRISE C COM 42824C109 18,929 798,698 SH   DFND 3 798,698 0 0
HEXCEL CORP NEW COM 428291108 108,875 1,995,868 SH   DFND 1,5 0 0 1,995,868
HFF INC CL A 40418F108 554 20,007 SH   DFND 1,5 10,000 0 10,007
HIBBETT SPORTS INC COM 428567101 78,483 2,660,436 SH   DFND 1,5 217,200 0 2,443,236
HIGHWOODS PPTYS INC COM 431284108 219,709 4,471,996 SH   DFND 1,5 1,969,831 0 2,502,165
HIGHWOODS PPTYS INC COM 431284108 17,765 361,600 SH   DFND 6 361,600 0 0
HIGHWOODS PPTYS INC COM 431284108 8,316 169,270 SH   DFND 7 26,770 0 142,500
HILL ROM HLDGS INC COM 431475102 293,829 4,161,885 SH   DFND 1,5 926 0 4,160,959
HILLENBRAND INC COM 431571108 112,266 3,131,560 SH   DFND 1,5 1,560 0 3,130,000
HILLTOP HOLDINGS INC COM 432748101 172,222 6,269,474 SH   DFND 1,5 3,647 0 6,265,827
HILTON GRAND VACATIONS INC COM 43283X105 38,937 1,358,598 SH   DFND 1,5 11,794 0 1,346,804
HILTON GRAND VACATIONS INC COM 43283X105 14,559 507,980 SH   DFND 6 507,980 0 0
HILTON GRAND VACATIONS INC COM 43283X105 6,591 229,970 SH   DFND 7 229,970 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 219,202 3,749,599 SH   DFND 1,5 131,250 0 3,618,349
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,618 61,886 SH   DFND 7 61,886 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 2,493 273,350 SH   DFND 1,5 4,100 0 269,250
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 48,543 5,322,687 SH   DFND 1,9 2,651 0 5,320,036
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 146 16,000 SH   DFND 6 16,000 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 2,133 233,900 SH   DFND 7 233,900 0 0
HINGHAM INSTN SVGS MASS COM 433323102 2,672 15,107 SH   DFND 1,5 5,000 0 10,107
HISTOGENICS CORP COM 43358V109 2,992 1,729,620 SH   DFND 1,5 0 0 1,729,620
HNI CORP COM 404251100 46,927 1,018,153 SH   DFND 1,5 0 0 1,018,153
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 12,397 630,900 SH   DFND 1,5 0 0 630,900
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 15,354 781,355 SH   DFND 1,10 15,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 74,632 2,633,434 SH   DFND 1,5 63,937 0 2,569,497
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 970 57,291 SH   DFND 1,5 0 0 57,291
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 27,106 19,466,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 75,868 1,783,024 SH   DFND 1,5 0 0 1,783,024
HOLOGIC INC COM 436440101 3,669 86,222 SH   DFND 2 0 0 86,222
HOLOGIC INC COM 436440101 614 14,435 SH   DFND 3 14,435 0 0
HOLOGIC INC COM 436440101 311 7,310 SH   DFND 7 7,310 0 0
HOME BANCSHARES INC COM 436893200 25,465 940,700 SH   DFND 1,5 1,400 0 939,300
HOME DEPOT INC COM 437076102 4,426,655 30,148,164 SH   DFND 1,5 1,981,598 0 28,166,566
HOME DEPOT INC COM 437076102 55,217 376,061 SH   DFND 2 0 0 376,061
HOME DEPOT INC COM 437076102 71,780 488,867 SH   DFND 3 488,867 0 0
HOME DEPOT INC COM 437076102 61,814 420,988 SH   DFND 6 420,988 0 0
HOME DEPOT INC COM 437076102 212,602 1,447,946 SH   DFND 7 780,326 0 667,620
HOMESTREET INC COM 43785V102 389 13,900 SH   DFND 1,5 0 0 13,900
HOMETRUST BANCSHARES INC COM 437872104 906 38,559 SH   DFND 6 38,559 0 0
HONDA MOTOR LTD AMERN SHS 438128308 2,533 83,695 SH   DFND 1,5 0 0 83,695
HONEYWELL INTL INC COM 438516106 800,437 6,410,161 SH   DFND 1,5 658,782 0 5,751,379
HONEYWELL INTL INC COM 438516106 29,343 234,990 SH   DFND 2 0 0 234,990
HONEYWELL INTL INC COM 438516106 45,683 365,845 SH   DFND 3 365,845 0 0
HONEYWELL INTL INC COM 438516106 17,001 136,149 SH   DFND 6 136,149 0 0
HONEYWELL INTL INC COM 438516106 67,889 543,677 SH   DFND 7 147,347 0 396,330
HOPE BANCORP INC COM 43940T109 71,827 3,746,842 SH   DFND 1,5 119,000 0 3,627,842
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 9,510 10,450,000 PRN   DFND 1,5 0 0 0
HORIZON PHARMA PLC SHS G4617B105 36,251 2,452,696 SH   DFND 1,5 0 0 2,452,696
HORMEL FOODS CORP COM 440452100 2,883 83,256 SH   DFND 2 0 0 83,256
HORMEL FOODS CORP COM 440452100 1,239 35,783 SH   DFND 3 35,783 0 0
HORMEL FOODS CORP COM 440452100 453 13,087 SH   DFND 6 13,087 0 0
HORMEL FOODS CORP COM 440452100 1,181 34,100 SH   DFND 7 34,100 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 2,215 500,000 SH   DFND 1,5 0 0 500,000
HORTONWORKS INC COM 440894103 9,402 958,378 SH   DFND 1,9 0 0 958,378
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,009 32,000 SH   DFND 7 32,000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 489,751 26,246,031 SH   DFND 1,5 16,408,143 0 9,837,888
HOST HOTELS & RESORTS INC COM 44107P104 4,259 228,216 SH   DFND 2 0 0 228,216
HOST HOTELS & RESORTS INC COM 44107P104 222 11,904 SH   DFND 3 11,904 0 0
HOST HOTELS & RESORTS INC COM 44107P104 12,753 683,448 SH   DFND 6 683,448 0 0
HOST HOTELS & RESORTS INC COM 44107P104 4,973 266,487 SH   DFND 7 0 0 266,487
HOSTESS BRANDS INC CL A 44109J106 121,899 7,681,100 SH   DFND 1,5 668 0 7,680,432
HOSTESS BRANDS INC CL A 44109J106 14,815 933,500 SH   DFND 6 933,500 0 0
HOSTESS BRANDS INC CL A 44109J106 3,698 233,000 SH   DFND 7 233,000 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 133,571 13,159,742 SH   DFND 1,5 170,800 0 12,988,942
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 16,008 1,577,130 SH   DFND 6 1,502,830 0 74,300
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 7,751 763,640 SH   DFND 7 674,140 0 89,500
HOULIHAN LOKEY INC CL A 441593100 1,264 36,700 SH   DFND 1,5 0 0 36,700
HOUSTON WIRE & CABLE CO COM 44244K109 10,282 1,523,188 SH   DFND 1,5 335,888 0 1,187,300
HOWARD HUGHES CORP COM 44267D107 8,145 69,468 SH   DFND 1,5 0 0 69,468
HOWARD HUGHES CORP COM 44267D107 1,489 12,700 SH   DFND 6 12,700 0 0
HOWARD HUGHES CORP COM 44267D107 2,058 17,552 SH   DFND 7 4,352 0 13,200
HP INC COM 40434L105 756,959 42,335,496 SH   DFND 1,5 1,780,369 0 40,555,127
HP INC COM 40434L105 541 30,238 SH   DFND 1,9 0 0 30,238
HP INC COM 40434L105 9,347 522,767 SH   DFND 2 0 0 522,767
HP INC COM 40434L105 7,589 424,447 SH   DFND 3 424,447 0 0
HP INC COM 40434L105 8,922 499,020 SH   DFND 6 414,887 0 84,133
HP INC COM 40434L105 23,823 1,332,390 SH   DFND 7 892,690 0 439,700
HSBC HLDGS PLC SPON ADR NEW 404280406 140,595 3,444,275 SH   DFND 1,5 0 0 3,444,275
HSBC HLDGS PLC SPON ADR NEW 404280406 251 6,158 SH   DFND 3 6,158 0 0
HSN INC COM 404303109 10,705 288,537 SH   DFND 1,5 35 0 288,502
HSN INC COM 404303109 18,493 498,457 SH   DFND 6 498,457 0 0
HSN INC COM 404303109 3,314 89,321 SH   DFND 7 89,321 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 4,660 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 118,931 2,563,172 SH   DFND 1,5 80,376 0 2,482,796
HUB GROUP INC CL A 443320106 18,807 405,320 SH   DFND 6 373,520 0 31,800
HUB GROUP INC CL A 443320106 14,016 302,060 SH   DFND 7 259,960 0 42,100
HUBBELL INC COM 443510607 80,826 673,270 SH   DFND 1,5 0 0 673,270
HUBBELL INC COM 443510607 2,389 19,900 SH   DFND 6 19,900 0 0
HUBSPOT INC COM 443573100 325,348 5,373,207 SH   DFND 1,5 903,671 0 4,469,536
HUBSPOT INC COM 443573100 2,943 48,600 SH   DFND 1,9 0 0 48,600
HUDBAY MINERALS INC COM 443628102 23,754 3,614,400 SH   DFND 11 3,614,400 0 0
HUDSON PAC PPTYS INC COM 444097109 401,996 11,604,957 SH   DFND 1,5 4,639,639 0 6,965,318
HUDSON PAC PPTYS INC COM 444097109 20,143 581,490 SH   DFND 6 581,490 0 0
HUDSON PAC PPTYS INC COM 444097109 7,874 227,300 SH   DFND 7 0 0 227,300
HUGOTON RTY TR TEX UNIT BEN INT 444717102 95 50,000 SH   DFND 1,5 50,000 0 0
HUMANA INC COM 444859102 934,140 4,531,580 SH   DFND 1,5 157,233 0 4,374,347
HUMANA INC COM 444859102 9,503 46,098 SH   DFND 2 0 0 46,098
HUMANA INC COM 444859102 12,215 59,257 SH   DFND 3 59,257 0 0
HUMANA INC COM 444859102 18,973 92,037 SH   DFND 6 81,848 0 10,189
HUMANA INC COM 444859102 66,353 321,881 SH   DFND 7 296,589 0 25,292
HUNT J B TRANS SVCS INC COM 445658107 373,360 4,069,764 SH   DFND 1,5 57,053 0 4,012,711
HUNT J B TRANS SVCS INC COM 445658107 2,459 26,803 SH   DFND 2 0 0 26,803
HUNT J B TRANS SVCS INC COM 445658107 796 8,677 SH   DFND 3 8,677 0 0
HUNT J B TRANS SVCS INC COM 445658107 5,807 63,300 SH   DFND 6 63,300 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,200,555 89,660,584 SH   DFND 1,5 762,511 0 88,898,073
HUNTINGTON BANCSHARES INC COM 446150104 4,489 335,227 SH   DFND 2 0 0 335,227
HUNTINGTON BANCSHARES INC COM 446150104 819 61,138 SH   DFND 3 61,138 0 0
HUNTINGTON BANCSHARES INC COM 446150104 28,530 2,130,725 SH   DFND 6 2,043,912 0 86,813
HUNTINGTON BANCSHARES INC COM 446150104 60,468 4,515,933 SH   DFND 7 4,227,432 0 288,501
HUNTINGTON BANCSHARES INC COM 446150104 17,420 1,301,000 SH   DFND 11 1,301,000 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 551,099 2,752,191 SH   DFND 1,5 9,577 0 2,742,614
HUNTINGTON INGALLS INDS INC COM 446413106 2,683 13,401 SH   DFND 3 13,401 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 300 1,500 SH   DFND 6 1,500 0 0
HUNTSMAN CORP COM 447011107 20,282 826,497 SH   DFND 1,5 200 0 826,297
HUNTSMAN CORP COM 447011107 3,280 133,655 SH   DFND 3 133,655 0 0
HUNTSMAN CORP COM 447011107 724 29,500 SH   DFND 7 29,500 0 0
HURCO COMPANIES INC COM 447324104 18,981 610,319 SH   DFND 1,5 81,019 0 529,300
HURON CONSULTING GROUP INC COM 447462102 8,708 206,850 SH   DFND 6 206,850 0 0
HURON CONSULTING GROUP INC COM 447462102 3,238 76,920 SH   DFND 7 76,920 0 0
HURON CONSULTING GROUP INC COM 447462102 52,177 1,239,366 SH   DFND 11 1,239,366 0 0
HYATT HOTELS CORP COM CL A 448579102 17,168 318,040 SH   DFND 1,5 100,200 0 217,840
HYSTER YALE MATLS HANDLING I CL A 449172105 14,098 250,000 SH   DFND 1,5 29,630 0 220,370
IAMGOLD CORP COM 450913108 4,943 1,235,550 SH   DFND 1,5 1,550 0 1,234,000
IBERIABANK CORP COM 450828108 34,614 437,600 SH   DFND 6 427,500 0 10,100
IBERIABANK CORP COM 450828108 10,924 138,100 SH   DFND 7 125,500 0 12,600
ICF INTL INC COM 44925C103 31,592 764,947 SH   DFND 1,5 66,015 0 698,932
ICF INTL INC COM 44925C103 6,100 147,700 SH   DFND 1,9 0 0 147,700
ICF INTL INC COM 44925C103 50,366 1,219,526 SH   DFND 6 1,187,226 0 32,300
ICF INTL INC COM 44925C103 19,486 471,806 SH   DFND 7 440,406 0 31,400
ICICI BK LTD ADR 45104G104 39,715 4,618,000 SH   DFND 1,5 166,100 0 4,451,900
ICON PLC SHS G4705A100 131,941 1,655,055 SH   DFND 1,5 138,854 0 1,516,201
IDACORP INC COM 451107106 372,768 4,493,343 SH   DFND 1,5 129,195 0 4,364,148
IDERA PHARMACEUTICALS INC COM NEW 45168K306 7,792 3,154,462 SH   DFND 1,5 0 0 3,154,462
IDEX CORP COM 45167R104 77,873 832,774 SH   DFND 1,5 0 0 832,774
IDEX CORP COM 45167R104 27,426 293,295 SH   DFND 6 286,071 0 7,224
IDEX CORP COM 45167R104 20,797 222,402 SH   DFND 7 222,402 0 0
IDEXX LABS INC COM 45168D104 4,200 27,168 SH   DFND 2 0 0 27,168
IDEXX LABS INC COM 45168D104 1,059 6,851 SH   DFND 3 6,851 0 0
IDEXX LABS INC COM 45168D104 371 2,400 SH   DFND 7 2,400 0 0
IGNYTA INC COM 451731103 4,231 492,031 SH   DFND 1,5 0 0 492,031
IHS MARKIT LTD SHS G47567105 601,630 14,341,605 SH   DFND 1,5 904,002 0 13,437,603
IHS MARKIT LTD SHS G47567105 2,040 48,619 SH   DFND 1,10 0 0 48,619
IHS MARKIT LTD SHS G47567105 3,497 83,367 SH   DFND 6 83,367 0 0
IHS MARKIT LTD SHS G47567105 1,993 47,500 SH   DFND 11 47,500 0 0
II VI INC COM 902104108 330 9,160 SH   DFND 1,5 0 0 9,160
ILG INC COM 44967H101 39,248 1,872,500 SH   DFND 1,5 118,800 0 1,753,700
ILLINOIS TOOL WKS INC COM 452308109 425,837 3,214,590 SH   DFND 1,5 463,303 0 2,751,287
ILLINOIS TOOL WKS INC COM 452308109 12,755 96,286 SH   DFND 2 0 0 96,286
ILLINOIS TOOL WKS INC COM 452308109 18,320 138,294 SH   DFND 3 138,294 0 0
ILLUMINA INC COM 452327109 111,060 650,846 SH   DFND 1,5 62,800 0 588,046
ILLUMINA INC COM 452327109 7,707 45,165 SH   DFND 2 0 0 45,165
ILLUMINA INC COM 452327109 16,836 98,662 SH   DFND 3 98,662 0 0
IMAGE SENSING SYS INC COM 45244C104 223 77,000 SH   DFND 1,5 8,534 0 68,466
IMMUNE DESIGN CORP COM 45252L103 3,027 445,152 SH   DFND 1,5 0 0 445,152
IMMUNOGEN INC COM 45253H101 3,104 802,029 SH   DFND 1,5 0 0 802,029
IMMUNOMEDICS INC COM 452907108 9,863 1,524,463 SH   DFND 1,5 0 0 1,524,463
IMPAX LABORATORIES INC COM 45256B101 5,146 406,800 SH   DFND 1,5 0 0 406,800
IMPAX LABORATORIES INC COM 45256B101 1,160 91,700 SH   DFND 7 91,700 0 0
IMPERIAL OIL LTD COM NEW 453038408 522,259 17,140,318 SH   DFND 1,5 1,000,596 0 16,139,722
IMPERIAL OIL LTD COM NEW 453038408 5,678 186,344 SH   DFND 6 186,344 0 0
IMPERIAL OIL LTD COM NEW 453038408 11,987 393,413 SH   DFND 7 19,200 0 374,213
IMPERIAL OIL LTD COM NEW 453038408 365,091 11,982,129 SH   DFND 11 11,041,009 0 941,120
IMPERVA INC COM 45321L100 12,012 292,609 SH   DFND 1,9 0 0 292,609
INC RESH HLDGS INC CL A 45329R109 18,342 400,045 SH   DFND 1,5 1,388 0 398,657
INCYTE CORP COM 45337C102 383,531 2,869,238 SH   DFND 1,5 44,500 0 2,824,738
INCYTE CORP COM 45337C102 7,269 54,379 SH   DFND 2 0 0 54,379
INCYTE CORP COM 45337C102 2,800 20,947 SH   DFND 3 20,947 0 0
INCYTE CORP COM 45337C102 4,852 36,300 SH   DFND 7 36,300 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 915 166,014 SH   DFND 1,5 0 0 166,014
INDEPENDENT BANK CORP MICH COM NEW 453838609 10,021 484,104 SH   DFND 6 484,104 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,624 175,080 SH   DFND 7 116,080 0 59,000
INFINERA CORPORATION COM 45667G103 219,900 21,495,649 SH   DFND 1,5 6,500,200 0 14,995,449
INFINERA CORPORATION COM 45667G103 139 13,600 SH   DFND 1,9 0 0 13,600
INFRAREIT INC COM 45685L100 1,042 57,893 SH   DFND 1,5 0 0 57,893
INGERSOLL-RAND PLC SHS G47791101 531,419 6,534,906 SH   DFND 1,5 223,521 0 6,311,385
INGERSOLL-RAND PLC SHS G47791101 6,515 80,114 SH   DFND 2 0 0 80,114
INGERSOLL-RAND PLC SHS G47791101 5,046 62,045 SH   DFND 3 62,045 0 0
INGERSOLL-RAND PLC SHS G47791101 19,875 244,408 SH   DFND 6 220,255 0 24,153
INGERSOLL-RAND PLC SHS G47791101 93,176 1,145,791 SH   DFND 7 1,053,586 0 92,205
INGEVITY CORP COM 45688C107 48,686 800,104 SH   DFND 1,5 3,033 0 797,071
INGREDION INC COM 457187102 28,327 235,212 SH   DFND 1,5 0 0 235,212
INGREDION INC COM 457187102 322 2,674 SH   DFND 3 2,674 0 0
INGREDION INC COM 457187102 2,745 22,796 SH   DFND 7 22,796 0 0
INNERWORKINGS INC COM 45773Y105 6,769 679,591 SH   DFND 6 679,591 0 0
INNERWORKINGS INC COM 45773Y105 2,738 274,940 SH   DFND 7 274,940 0 0
INNOPHOS HOLDINGS INC COM 45774N108 5,354 99,207 SH   DFND 6 99,207 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,273 23,588 SH   DFND 7 23,588 0 0
INNOSPEC INC COM 45768S105 128,342 1,982,110 SH   DFND 1,5 160,761 0 1,821,349
INNOSPEC INC COM 45768S105 31,027 479,180 SH   DFND 6 479,180 0 0
INNOSPEC INC COM 45768S105 8,738 134,943 SH   DFND 7 134,943 0 0
INNOVIVA INC COM 45781M101 210,419 15,214,651 SH   DFND 1,5 3 0 15,214,648
INOGEN INC COM 45780L104 25,145 324,200 SH   DFND 1,5 20,200 0 304,000
INOVALON HLDGS INC COM CL A 45781D101 11,501 912,794 SH   DFND 1,5 1,894 0 910,900
INOVALON HLDGS INC COM CL A 45781D101 20,828 1,653,035 SH   DFND 1,9 0 0 1,653,035
INPHI CORP COM 45772F107 12,146 248,787 SH   DFND 1,5 33,800 0 214,987
INPHI CORP COM 45772F107 3,277 67,129 SH   DFND 1,9 0 0 67,129
INPHI CORP COM 45772F107 6,854 140,392 SH   DFND 6 140,392 0 0
INPHI CORP COM 45772F107 2,793 57,200 SH   DFND 7 57,200 0 0
INSIGHT ENTERPRISES INC COM 45765U103 66,191 1,610,869 SH   DFND 1,5 112,235 0 1,498,634
INSMED INC COM PAR $.01 457669307 160,315 9,155,617 SH   DFND 1,5 9,800 0 9,145,817
INSMED INC COM PAR $.01 457669307 664 37,900 SH   DFND 6 37,900 0 0
INSMED INC COM PAR $.01 457669307 1,926 110,000 SH   DFND 7 110,000 0 0
INSTALLED BLDG PRODS INC COM 45780R101 317 6,000 SH   DFND 1,5 500 0 5,500
INSTALLED BLDG PRODS INC COM 45780R101 11,425 216,595 SH   DFND 6 216,595 0 0
INSTALLED BLDG PRODS INC COM 45780R101 4,428 83,938 SH   DFND 7 83,938 0 0
INSTRUCTURE INC COM 45781U103 14,040 600,000 SH   DFND 1,5 0 0 600,000
INSULET CORP COM 45784P101 369,163 8,567,251 SH   DFND 1,5 1,062,400 0 7,504,851
INSULET CORP COM 45784P101 457 10,600 SH   DFND 6 10,600 0 0
INSULET CORP COM 45784P101 3,008 69,800 SH   DFND 7 69,800 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 2,555 243,084 SH   DFND 1,5 0 0 243,084
INTEGER HLDGS CORP COM 45826H109 226 5,615 SH   DFND 1,5 715 0 4,900
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 319,003 7,571,884 SH   DFND 1,5 128,000 0 7,443,884
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,854 44,000 SH   DFND 7 44,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 123,337 5,210,670 SH   DFND 1,5 50,720 0 5,159,950
INTEGRATED DEVICE TECHNOLOGY COM 458118106 21,313 900,427 SH   DFND 1,9 0 0 900,427
INTEGRATED DEVICE TECHNOLOGY COM 458118106 240 10,159 SH   DFND 6 10,159 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 68,958 39,475,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 990,195 27,452,027 SH   DFND 1,5 202,754 0 27,249,273
INTEL CORP COM 458140100 52,647 1,459,592 SH   DFND 2 0 0 1,459,592
INTEL CORP COM 458140100 54,150 1,501,253 SH   DFND 3 1,501,253 0 0
INTEL CORP COM 458140100 27,557 763,975 SH   DFND 6 679,840 0 84,135
INTEL CORP COM 458140100 93,080 2,580,537 SH   DFND 7 2,271,637 0 308,900
INTEL CORP COM 458140100 133,041 3,688,400 SH   DFND 11 3,688,400 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 55,889 3,966,567 SH   DFND 1,5 678,467 0 3,288,100
INTELLIA THERAPEUTICS INC COM 45826J105 484 34,368 SH   DFND 6 34,368 0 0
INTER PARFUMS INC COM 458334109 24,169 661,246 SH   DFND 1,5 0 0 661,246
INTERACTIVE BROKERS GROUP IN COM 45841N107 8,628 248,490 SH   DFND 1,5 1,525 0 246,965
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,913 55,091 SH   DFND 6 30,391 0 24,700
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,013 115,585 SH   DFND 7 80,085 0 35,500
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,736 50,000 SH   DFND 11 50,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 412,861 3,650,410 SH   DFND 1,5 136,680 0 3,513,730
INTERCEPT PHARMACEUTICALS IN COM 45845P108 5,136 45,410 SH   DFND 6 45,410 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,269 28,900 SH   DFND 7 11,600 0 17,300
INTERCONTINENTAL EXCHANGE IN COM 45866F104 487,397 8,140,914 SH   DFND 1,5 310,620 0 7,830,294
INTERCONTINENTAL EXCHANGE IN COM 45866F104 11,010 183,892 SH   DFND 2 0 0 183,892
INTERCONTINENTAL EXCHANGE IN COM 45866F104 23,109 385,994 SH   DFND 3 385,994 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 13,064 218,200 SH   DFND 7 218,200 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 302,741 6,187,225 SH   DFND 1,5 170,986 0 6,016,239
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 10,164 207,716 SH   DFND 7 207,716 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 93,608 71,765,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC COM 45867G101 16,777 194,404 SH   DFND 1,5 55 0 194,349
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 1,761 1,350,000 PRN   DFND 6 0 0 0
INTERFACE INC COM 458665304 40,710 2,137,024 SH   DFND 1,5 100 0 2,136,924
INTERNATIONAL BUSINESS MACHS COM 459200101 229,743 1,319,301 SH   DFND 1,5 144,562 0 1,174,739
INTERNATIONAL BUSINESS MACHS COM 459200101 46,143 264,975 SH   DFND 2 0 0 264,975
INTERNATIONAL BUSINESS MACHS COM 459200101 56,846 326,438 SH   DFND 3 326,438 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 609 3,500 SH   DFND 11 3,500 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,234 24,400 SH   DFND 2 0 0 24,400
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,402 10,576 SH   DFND 3 10,576 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 56,940 2,402,519 SH   DFND 1,5 1,580 0 2,400,939
INTERNATIONAL SEAWAYS INC COM Y41053102 5,689 297,541 SH   DFND 1,5 60,791 0 236,750
INTERNATIONAL SPEEDWAY CORP CL A 460335201 3,592 97,200 SH   DFND 1,5 0 0 97,200
INTERPUBLIC GROUP COS INC COM 460690100 584,425 23,786,130 SH   DFND 1,5 460,285 0 23,325,845
INTERPUBLIC GROUP COS INC COM 460690100 2,979 121,227 SH   DFND 2 0 0 121,227
INTERPUBLIC GROUP COS INC COM 460690100 1,502 61,116 SH   DFND 3 61,116 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,940 160,376 SH   DFND 6 160,376 0 0
INTERPUBLIC GROUP COS INC COM 460690100 27,282 1,110,362 SH   DFND 7 865,362 0 245,000
INTERSECT ENT INC COM 46071F103 5,180 302,030 SH   DFND 1,5 152,300 0 149,730
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INTERSECT ENT INC COM 46071F103 571 33,300 SH   DFND 7 33,300 0 0
INTL PAPER CO COM 460146103 6,447 126,959 SH   DFND 2 0 0 126,959
INTL PAPER CO COM 460146103 10,164 200,154 SH   DFND 3 200,154 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 105,813 6,511,541 SH   DFND 1,5 1,621,067 0 4,890,474
INTRAWEST RESORTS HLDGS INC COM 46090K109 11,213 448,335 SH   DFND 1,5 21,800 0 426,535
INTREPID POTASH INC COM 46121Y102 8,085 4,700,605 SH   DFND 1,5 0 0 4,700,605
INTREPID POTASH INC COM 46121Y102 1,189 691,495 SH   DFND 6 691,495 0 0
INTREXON CORP COM 46122T102 118,367 5,972,102 SH   DFND 1,5 749,179 0 5,222,923
INTREXON CORP COM 46122T102 204 10,300 SH   DFND 6 10,300 0 0
INTUIT COM 461202103 350,882 3,025,104 SH   DFND 1,5 409,556 0 2,615,548
INTUIT COM 461202103 50,036 431,380 SH   DFND 1,9 0 0 431,380
INTUIT COM 461202103 8,701 75,016 SH   DFND 2 0 0 75,016
INTUIT COM 461202103 14,553 125,469 SH   DFND 3 125,469 0 0
INTUIT COM 461202103 5,162 44,500 SH   DFND 7 44,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,684,982 2,198,367 SH   DFND 1,5 168,011 0 2,030,356
INTUITIVE SURGICAL INC COM NEW 46120E602 8,689 11,337 SH   DFND 2 0 0 11,337
INTUITIVE SURGICAL INC COM NEW 46120E602 11,518 15,028 SH   DFND 3 15,028 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 13,668 17,832 SH   DFND 6 17,832 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 26,829 35,003 SH   DFND 7 27,003 0 8,000
INVENTURE FOODS INC COM 461212102 1,642 371,600 SH   DFND 6 371,600 0 0
INVENTURE FOODS INC COM 461212102 615 139,123 SH   DFND 7 139,123 0 0
INVENTURE FOODS INC COM 461212102 2,034 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 32,002 1,044,785 SH   DFND 1,5 285 0 1,044,500
INVESCO LTD SHS G491BT108 3,816 124,584 SH   DFND 2 0 0 124,584
INVESCO LTD SHS G491BT108 307 10,016 SH   DFND 3 10,016 0 0
INVESCO LTD SHS G491BT108 462 15,070 SH   DFND 7 15,070 0 0
INVESCO LTD SHS G491BT108 1,576 51,450 SH   DFND 11 51,450 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 15,419 999,923 SH   DFND 1,5 166 0 999,757
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 18,368 907,080 SH   DFND 1,5 0 0 907,080
INVESTORS BANCORP INC NEW COM 46146L101 264,076 18,364,105 SH   DFND 1,5 341,193 0 18,022,912
INVESTORS BANCORP INC NEW COM 46146L101 62,214 4,326,435 SH   DFND 6 4,221,135 0 105,300
INVESTORS BANCORP INC NEW COM 46146L101 23,261 1,617,577 SH   DFND 7 1,617,577 0 0
INVITATION HOMES INC COM 46187W107 142,574 6,531,117 SH   DFND 1,5 3,511,900 0 3,019,217
INVITATION HOMES INC COM 46187W107 5,117 234,400 SH   DFND 6 234,400 0 0
INVITATION HOMES INC COM 46187W107 2,008 92,000 SH   DFND 7 0 0 92,000
INVUITY INC COM NEW 46187J205 6,226 783,164 SH   DFND 1,5 13,589 0 769,575
INVUITY INC COM NEW 46187J205 369 46,400 SH   DFND 6 46,400 0 0
IONIS PHARMACEUTICALS INC COM 462222100 745,864 18,553,820 SH   DFND 1,5 4,212,146 0 14,341,674
IONIS PHARMACEUTICALS INC COM 462222100 346 8,600 SH   DFND 6 8,600 0 0
IPG PHOTONICS CORP COM 44980X109 247,815 2,053,147 SH   DFND 1,5 146,733 0 1,906,414
IPG PHOTONICS CORP COM 44980X109 240 1,989 SH   DFND 3 1,989 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 12,032 320,000 SH   DFND 1,5 40,000 0 280,000
IRIDIUM COMMUNICATIONS INC COM 46269C102 72,243 7,486,336 SH   DFND 1,5 95,000 0 7,391,336
IROBOT CORP COM 462726100 37,768 571,027 SH   DFND 1,5 0 0 571,027
IRON MTN INC NEW COM 46284V101 2,701 75,716 SH   DFND 2 0 0 75,716
IRON MTN INC NEW COM 46284V101 260 7,290 SH   DFND 3 7,290 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 329,399 19,308,243 SH   DFND 1,5 3,028,152 0 16,280,091
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,204 70,603 SH   DFND 6 70,603 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 922 37,610 SH   DFND 1,5 3,200 0 34,410
ISHARES MSCI MEX CAP ETF 464286822 26,511 518,100 SH   DFND 1,5 0 0 518,100
ISHARES MSCI CDA ETF 464286509 334 12,438 SH   DFND 1,5 0 0 12,438
ISHARES NW ZEALND CP ETF 464289123 3,053 72,300 SH   DFND 1,5 12,200 0 60,100
ISHARES MSCI STH KOR ETF 464286772 98,443 1,591,123 SH   DFND 3 1,591,123 0 0
ISHARES MSCI SPAN CP ETF 464286764 64,931 2,135,179 SH   DFND 3 2,135,179 0 0
ISHARES MSCI CDA ETF 464286509 382 14,210 SH   DFND 3 14,210 0 0
ISHARES MSCI AUST ETF 464286103 220,872 9,768,776 SH   DFND 3 9,768,776 0 0
ISHARES MSCI EURZONE ETF 464286608 99,957 2,654,910 SH   DFND 3 2,654,910 0 0
ISHARES MSCI CDA ETF 464286509 557 20,705 SH   DFND 6 0 0 20,705
ISHARES MIN VOL EMRG MKT 464286533 1,398 26,137 SH   DFND 6 11,831 0 14,306
ISHARES MSCI SWEDEN ETF 464286756 12,109 383,553 SH   DFND 7 383,553 0 0
ISHARES MIN VOL EMRG MKT 464286533 9,668 180,701 SH   DFND 7 180,701 0 0
ISHARES GOLD TRUST ISHARES 464285105 2,942 244,956 SH   DFND 3 244,956 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 264,140 5,128,923 SH   DFND 1,5 0 0 5,128,923
ISHARES INC MSCI SINGPOR ETF 46434G780 3,029 132,800 SH   DFND 1,5 22,400 0 110,400
ISHARES INC CORE MSCI EMKT 46434G103 360,072 7,534,470 SH   DFND 1,5 0 0 7,534,470
ISHARES INC MSCI JPN ETF NEW 46434G822 931,531 18,087,988 SH   DFND 3 18,087,988 0 0
ISHARES INC CORE MSCI EMKT 46434G103 972,137 20,341,842 SH   DFND 3 20,341,842 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 90,346 3,509,952 SH   DFND 3 3,509,952 0 0
ISHARES INC CORE MSCI EMKT 46434G103 35,334 739,356 SH   DFND 7 739,356 0 0
ISHARES TR 20 YR TR BD ETF 464287432 193,472 1,602,782 SH   DFND 1,5 7,304 0 1,595,478
ISHARES TR MSCI INDIA ETF 46429B598 2,305 73,200 SH   DFND 1,5 9,600 0 63,600
ISHARES TR JP MOR EM MK ETF 464288281 4,004 35,213 SH   DFND 1,5 2,958 0 32,255
ISHARES TR CORE MSCI EURO 46434V738 1,228 27,938 SH   DFND 1,5 127 0 27,811
ISHARES TR TIPS BD ETF 464287176 257,193 2,243,287 SH   DFND 1,5 1,937,077 0 306,210
ISHARES TR RUSSELL 2000 ETF 464287655 2,915 21,200 SH   DFND 1,5 2,800 0 18,400
ISHARES TR IBOXX INV CP ETF 464287242 1,871 15,868 SH   DFND 1,5 0 0 15,868
ISHARES TR U.S. PFD STK ETF 464288687 64,141 1,657,400 SH   DFND 1,5 0 0 1,657,400
ISHARES TR CORE S&P500 ETF 464287200 119,490 503,604 SH   DFND 1,5 46,983 0 456,621
ISHARES TR MSCI EAFE ETF 464287465 318,554 5,114,041 SH   DFND 1,5 34,551 0 5,079,490
ISHARES TR SHRT TRS BD ETF 464288679 331 3,000 SH   DFND 1,5 3,000 0 0
ISHARES TR U.S. TECH ETF 464287721 466 3,445 SH   DFND 1,5 0 0 3,445
ISHARES TR 3-7 YR TR BD ETF 464288661 25,495 207,189 SH   DFND 1,5 1,289 0 205,900
ISHARES TR MSCI EMG MKT ETF 464287234 48,978 1,243,400 SH   DFND 1,5 0 0 1,243,400
ISHARES TR MSCI ACWI ETF 464288257 11,071 175,000 SH   DFND 1,5 175,000 0 0
ISHARES TR 10-20 YR TRS ETF 464288653 5,081 37,800 SH   DFND 1,5 0 0 37,800
ISHARES TR RUS MD CP GR ETF 464287481 174,410 1,680,898 SH   DFND 3 1,680,898 0 0
ISHARES TR MSCI EAFE ETF 464287465 147,947 2,375,135 SH   DFND 3 2,375,135 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 430,102 4,087,259 SH   DFND 3 4,087,259 0 0
ISHARES TR CORE MSCI EAFE 46432F842 951 16,411 SH   DFND 3 16,411 0 0
ISHARES TR U.S. AER&DEF ETF 464288760 209 1,400 SH   DFND 3 1,400 0 0
ISHARES TR CORE S&P US ETF 464287671 37,055 798,774 SH   DFND 3 798,774 0 0
ISHARES TR 20 YR TR BD ETF 464287432 1,875 15,533 SH   DFND 3 15,533 0 0
ISHARES TR CORE US AGGBD ET 464287226 394,113 3,632,715 SH   DFND 3 3,632,715 0 0
ISHARES TR U.S. INDS ETF 464287754 244 1,932 SH   DFND 3 1,932 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 284,580 3,443,191 SH   DFND 3 3,443,191 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 51,195 1,006,391 SH   DFND 3 1,006,391 0 0
ISHARES TR RUS MID CAP ETF 464287499 39,035 208,541 SH   DFND 3 208,541 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,596,950 14,032,949 SH   DFND 3 14,032,949 0 0
ISHARES TR CORE S&P500 ETF 464287200 182,982 771,196 SH   DFND 3 771,196 0 0
ISHARES TR SP SMCP600VL ETF 464287879 169,645 1,223,547 SH   DFND 3 1,223,547 0 0
ISHARES TR EAFE GRWTH ETF 464288885 140,170 2,017,119 SH   DFND 3 2,017,119 0 0
ISHARES TR CORE S&P VLU ETF 464287663 2,832 55,908 SH   DFND 3 55,908 0 0
ISHARES TR N AMER TECH ETF 464287549 273 1,973 SH   DFND 3 1,973 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 9,272 78,473 SH   DFND 3 78,473 0 0
ISHARES TR S&P 100 ETF 464287101 22,552 215,393 SH   DFND 3 215,393 0 0
ISHARES TR USA QUALITY FCTR 46432F339 339 4,659 SH   DFND 3 4,659 0 0
ISHARES TR INTL SEL DIV ETF 464288448 234 7,428 SH   DFND 3 7,428 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 409,206 4,930,785 SH   DFND 3 4,930,785 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 841 2,868 SH   DFND 3 2,868 0 0
ISHARES TR S&P MC 400GR ETF 464287606 7,542 39,504 SH   DFND 3 39,504 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 2,702,910 23,515,831 SH   DFND 3 23,515,831 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 83,406 515,935 SH   DFND 3 515,935 0 0
ISHARES TR GLOBAL 100 ETF 464287572 275 3,352 SH   DFND 3 3,352 0 0
ISHARES TR S&P MC 400VL ETF 464287705 2,054 13,839 SH   DFND 3 13,839 0 0
ISHARES TR INTL DEV RE ETF 464288489 38,327 1,395,730 SH   DFND 3 1,395,730 0 0
ISHARES TR RUS 1000 ETF 464287622 731,559 5,573,785 SH   DFND 3 5,573,785 0 0
ISHARES TR CHINA ETF 46429B671 210,026 4,206,405 SH   DFND 3 4,206,405 0 0
ISHARES TR IBOXX INV CP ETF 464287242 204,136 1,731,285 SH   DFND 3 1,731,285 0 0
ISHARES TR IBOXX HI YD ETF 464288513 92,010 1,048,194 SH   DFND 3 1,048,194 0 0
ISHARES TR SELECT DIVID ETF 464287168 4,518 49,594 SH   DFND 3 49,594 0 0
ISHARES TR U.S. PFD STK ETF 464288687 345,503 8,927,734 SH   DFND 3 8,927,734 0 0
ISHARES TR CORE MSCITOTAL 46432F834 249 4,527 SH   DFND 3 4,527 0 0
ISHARES TR S&P 500 VAL ETF 464287408 200,618 1,928,281 SH   DFND 3 1,928,281 0 0
ISHARES TR CORE S&P TTL STK 464287150 3,995 73,945 SH   DFND 3 73,945 0 0
ISHARES TR EUROPE ETF 464287861 193,060 4,613,134 SH   DFND 3 4,613,134 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 148,329 1,127,804 SH   DFND 3 1,127,804 0 0
ISHARES TR JP MOR EM MK ETF 464288281 774 6,804 SH   DFND 3 6,804 0 0
ISHARES TR US HLTHCARE ETF 464287762 267 1,711 SH   DFND 3 1,711 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 19,186 139,553 SH   DFND 3 139,553 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 109,418 2,290,043 SH   DFND 3 2,290,043 0 0
ISHARES TR EAFE VALUE ETF 464288877 151,783 3,017,547 SH   DFND 3 3,017,547 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 237 1,989 SH   DFND 3 1,989 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 223 2,040 SH   DFND 3 2,040 0 0
ISHARES TR U.S. MED DVC ETF 464288810 234 1,547 SH   DFND 3 1,547 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 227,343 5,771,594 SH   DFND 3 5,771,594 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,475 10,545 SH   DFND 3 10,545 0 0
ISHARES TR TIPS BD ETF 464287176 265,853 2,318,819 SH   DFND 3 2,318,819 0 0
ISHARES TR CORE S&P MCP ETF 464287507 9,786 57,152 SH   DFND 3 57,152 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 48,242 1,682,063 SH   DFND 3 1,682,063 0 0
ISHARES TR DOW JONES US ETF 464287846 504 4,262 SH   DFND 3 4,262 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 164,023 1,955,915 SH   DFND 3 1,955,915 0 0
ISHARES TR U.S. FINLS ETF 464287788 79,169 760,878 SH   DFND 3 760,878 0 0
ISHARES TR MSCI ACWI ETF 464288257 725 11,455 SH   DFND 3 11,455 0 0
ISHARES TR SP SMCP600GR ETF 464287887 164,877 1,077,062 SH   DFND 3 1,077,062 0 0
ISHARES TR CORE S&P SCP ETF 464287804 698,419 10,098,601 SH   DFND 3 10,098,601 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,835 38,458 SH   DFND 3 38,458 0 0
ISHARES TR U.S. REAL ES ETF 464287739 40,947 521,680 SH   DFND 3 521,680 0 0
ISHARES TR U.S. TECH ETF 464287721 504 3,730 SH   DFND 3 3,730 0 0
ISHARES TR EAFE SML CP ETF 464288273 507,207 9,368,429 SH   DFND 3 9,368,429 0 0
ISHARES TR NATIONAL MUN ETF 464288414 65,056 597,122 SH   DFND 3 597,122 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,728 12,567 SH   DFND 6 0 0 12,567
ISHARES TR EAFE SML CP ETF 464288273 939 17,342 SH   DFND 6 2,507 0 14,835
ISHARES TR MIN VOL USA ETF 46429B697 15,914 333,496 SH   DFND 6 106,168 0 227,328
ISHARES TR JP MOR EM MK ETF 464288281 1,700 14,949 SH   DFND 6 4,401 0 10,548
ISHARES TR MIN VOL EAFE ETF 46429B689 6,880 104,247 SH   DFND 6 56,785 0 47,462
ISHARES TR MSCI EAFE ETF 464287465 4,516 72,494 SH   DFND 6 8,638 0 63,856
ISHARES TR CORE US AGGBD ET 464287226 54,727 504,443 SH   DFND 6 297,125 0 207,318
ISHARES TR MSCI EMG MKT ETF 464287234 271 6,886 SH   DFND 6 0 0 6,886
ISHARES TR MSCI EMG MKT ETF 464287234 18,106 459,671 SH   DFND 7 180,551 0 279,120
ISHARES TR MIN VOL USA ETF 46429B697 1,730 36,252 SH   DFND 7 36,252 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 610 9,241 SH   DFND 7 9,241 0 0
ISHARES TR IBOXX INV CP ETF 464287242 46,260 392,329 SH   DFND 7 392,329 0 0
ISHARES TR U.S. TECH ETF 464287721 13,758 101,780 SH   DFND 7 101,780 0 0
ISHARES TR U.S. MED DVC ETF 464288810 12,804 84,560 SH   DFND 7 84,560 0 0
ISHARES TR CORE MSCI EURO 46434V738 1,921 43,700 SH   DFND 7 43,700 0 0
ISHARES TR TIPS BD ETF 464287176 9,748 85,024 SH   DFND 7 85,024 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,090 10,043 SH   DFND 7 10,043 0 0
ISHARES TR CORE MSCI EAFE 46432F842 95,592 1,649,568 SH   DFND 7 1,649,568 0 0
ISHARES TR MSCI INDIA ETF 46429B598 19,473 618,500 SH   DFND 7 618,500 0 0
ISHARES TR PHLX SEMICND ETF 464287523 11,962 87,382 SH   DFND 7 87,382 0 0
ISHARES TR JP MOR EM MK ETF 464288281 8,514 74,879 SH   DFND 7 74,879 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 18,063 165,565 SH   DFND 7 165,565 0 0
ISHARES TR CORE S&P TTL STK 464287150 18,393 340,421 SH   DFND 7 340,421 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 732 5,324 SH   DFND 7 5,324 0 0
ISHARES TR 20 YR TR BD ETF 464287432 8,389 69,495 SH   DFND 7 69,495 0 0
ISHARES TR TIPS BD ETF 464287176 23,455 204,580 SH   DFND   204,580 0 0
ISTAR INC COM 45031U101 60,038 5,087,931 SH   DFND 1,5 0 0 5,087,931
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 324,307 26,868,841 SH   DFND 1,5 917,598 0 25,951,243
ITT INC COM 45073V108 49,250 1,200,640 SH   DFND 1,5 0 0 1,200,640
ITT INC COM 45073V108 36,500 889,822 SH   DFND 6 839,922 0 49,900
ITT INC COM 45073V108 17,792 433,728 SH   DFND 7 406,628 0 27,100
ITURAN LOCATION AND CONTROL SHS M6158M104 38,378 1,244,029 SH   DFND 1,5 0 0 1,244,029
IXIA COM 45071R109 3,215 163,600 SH   DFND 1,5 0 0 163,600
J & J SNACK FOODS CORP COM 466032109 28,211 208,110 SH   DFND 1,5 295 0 207,815
J2 GLOBAL INC COM 48123V102 377,787 4,502,283 SH   DFND 1,5 883 0 4,501,400
J2 GLOBAL INC COM 48123V102 41,333 492,583 SH   DFND 6 492,583 0 0
J2 GLOBAL INC COM 48123V102 4,657 55,500 SH   DFND 7 55,500 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 154 23,500 SH   DFND 1,5 0 0 23,500
JABIL CIRCUIT INC COM 466313103 789,514 27,299,944 SH   DFND 1,5 41,088 0 27,258,856
JABIL CIRCUIT INC COM 466313103 969 33,500 SH   DFND 6 33,500 0 0
JACK IN THE BOX INC COM 466367109 102,752 1,010,143 SH   DFND 1,5 0 0 1,010,143
JACK IN THE BOX INC COM 466367109 21,331 209,701 SH   DFND 6 209,701 0 0
JACK IN THE BOX INC COM 466367109 6,459 63,500 SH   DFND 7 63,500 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 243,638 4,407,336 SH   DFND 1,5 283,960 0 4,123,376
JACOBS ENGR GROUP INC DEL COM 469814107 2,066 37,376 SH   DFND 2 0 0 37,376
JACOBS ENGR GROUP INC DEL COM 469814107 5,065 91,621 SH   DFND 3 91,621 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 387 7,000 SH   DFND 7 7,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,299 23,500 SH   DFND 11 23,500 0 0
JAMES RIV GROUP LTD COM G5005R107 100,837 2,352,702 SH   DFND 1,5 44,636 0 2,308,066
JAMES RIV GROUP LTD COM G5005R107 8,442 196,975 SH   DFND 6 196,975 0 0
JAMES RIV GROUP LTD COM G5005R107 3,356 78,300 SH   DFND 7 78,300 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 17,508 16,430,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,065,157 7,339,332 SH   DFND 1,5 260,676 0 7,078,656
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 10,541 72,630 SH   DFND 6 72,630 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,223 29,100 SH   DFND 7 29,100 0 0
JD COM INC SPON ADR CL A 47215P106 666,909 21,437,142 SH   DFND 1,5 3,171,033 0 18,266,109
JD COM INC SPON ADR CL A 47215P106 561,939 18,062,974 SH   DFND 1,9 336,998 0 17,725,976
JD COM INC SPON ADR CL A 47215P106 42,599 1,369,300 SH   DFND 1,10 27,600 0 1,341,700
JD COM INC SPON ADR CL A 47215P106 20,043 644,250 SH   DFND 6 580,250 0 64,000
JD COM INC SPON ADR CL A 47215P106 23,810 765,340 SH   DFND 7 765,340 0 0
JELD-WEN HLDG INC COM 47580P103 43,748 1,331,761 SH   DFND 1,5 124,500 0 1,207,261
JELD-WEN HLDG INC COM 47580P103 283 8,600 SH   DFND 6 8,600 0 0
JETBLUE AIRWAYS CORP COM 477143101 384,517 18,656,815 SH   DFND 1,5 4,844,968 0 13,811,847
JETBLUE AIRWAYS CORP COM 477143101 292 14,176 SH   DFND 7 14,176 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 363 21,900 SH   DFND 1,5 0 0 21,900
JIVE SOFTWARE INC COM 47760A108 46 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 3,012 496,200 SH   DFND 1,5 0 0 496,200
JOHN BEAN TECHNOLOGIES CORP COM 477839104 16,037 182,346 SH   DFND 1,5 0 0 182,346
JOHNSON & JOHNSON COM 478160104 2,594,052 20,827,398 SH   DFND 1,5 762,086 0 20,065,312
JOHNSON & JOHNSON COM 478160104 104,329 837,644 SH   DFND 2 0 0 837,644
JOHNSON & JOHNSON COM 478160104 386,167 3,100,497 SH   DFND 3 3,100,497 0 0
JOHNSON & JOHNSON COM 478160104 36,080 289,685 SH   DFND 6 284,880 0 4,805
JOHNSON & JOHNSON COM 478160104 52,645 422,679 SH   DFND 7 79,589 0 343,090
JOHNSON & JOHNSON COM 478160104 31,138 250,000 SH   DFND 11 250,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 54,265 1,288,336 SH   DFND 1,5 267,513 0 1,020,823
JOHNSON CTLS INTL PLC SHS G51502105 12,206 289,791 SH   DFND 2 0 0 289,791
JOHNSON CTLS INTL PLC SHS G51502105 4,802 114,002 SH   DFND 3 114,002 0 0
JOHNSON OUTDOORS INC CL A 479167108 553 15,150 SH   DFND 1,5 15,150 0 0
JOHNSON OUTDOORS INC CL A 479167108 4,506 123,463 SH   DFND 11 123,463 0 0
JONES ENERGY INC COM CL A 48019R108 1,235 484,490 SH   DFND 1,5 0 0 484,490
JONES LANG LASALLE INC COM 48020Q107 49,460 443,786 SH   DFND 1,5 18 0 443,768
JONES LANG LASALLE INC COM 48020Q107 427 3,830 SH   DFND 3 3,830 0 0
JONES LANG LASALLE INC COM 48020Q107 3,711 33,300 SH   DFND 6 22,300 0 11,000
JONES LANG LASALLE INC COM 48020Q107 6,252 56,097 SH   DFND 7 42,097 0 14,000
JOUNCE THERAPEUTICS INC COM 481116101 82,387 4,046,316 SH   DFND 1,5 281,000 0 3,765,316
JOY GLOBAL INC COM 481165108 2,978 105,400 SH   DFND 1,5 100,696 0 4,704
JOY GLOBAL INC COM 481165108 6,210 219,807 SH   DFND 3 219,807 0 0
JPMORGAN CHASE & CO COM 46625H100 8,011,443 91,204,947 SH   DFND 1,5 5,886,623 0 85,318,324
JPMORGAN CHASE & CO COM 46625H100 96,862 1,102,709 SH   DFND 2 0 0 1,102,709
JPMORGAN CHASE & CO COM 46625H100 340,396 3,875,185 SH   DFND 3 3,875,185 0 0
JPMORGAN CHASE & CO COM 46625H100 110,042 1,252,757 SH   DFND 6 1,201,819 0 50,938
JPMORGAN CHASE & CO COM 46625H100 205,304 2,337,253 SH   DFND 7 546,926 0 1,790,327
JPMORGAN CHASE & CO COM 46625H100 19,175 218,300 SH   DFND 11 218,300 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 6,325 1,714,063 SH   DFND 1,9 0 0 1,714,063
JUNIPER NETWORKS INC COM 48203R104 67,321 2,419,002 SH   DFND 1,5 248,005 0 2,170,997
JUNIPER NETWORKS INC COM 48203R104 3,282 117,923 SH   DFND 2 0 0 117,923
JUNIPER NETWORKS INC COM 48203R104 263 9,454 SH   DFND 3 9,454 0 0
JUNO THERAPEUTICS INC COM 48205A109 42,574 1,918,592 SH   DFND 1,5 0 0 1,918,592
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,261 28,300 SH   DFND 6 13,400 0 14,900
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,676 58,520 SH   DFND 7 50,220 0 8,300
KAMAN CORP COM 483548103 46,438 964,851 SH   DFND 1,5 0 0 964,851
KANSAS CITY SOUTHERN COM NEW 485170302 10,858 126,606 SH   DFND 1,5 6 0 126,600
KANSAS CITY SOUTHERN COM NEW 485170302 2,823 32,922 SH   DFND 2 0 0 32,922
KANSAS CITY SOUTHERN COM NEW 485170302 1,243 14,495 SH   DFND 3 14,495 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 6,853 296,650 SH   DFND 1,5 2,050 0 294,600
KAR AUCTION SVCS INC COM 48238T109 614,858 14,079,637 SH   DFND 1,5 357,027 0 13,722,610
KAR AUCTION SVCS INC COM 48238T109 46,238 1,058,810 SH   DFND 3 1,058,810 0 0
KAR AUCTION SVCS INC COM 48238T109 29,686 679,783 SH   DFND 6 644,783 0 35,000
KAR AUCTION SVCS INC COM 48238T109 11,272 258,120 SH   DFND 7 245,020 0 13,100
KARYOPHARM THERAPEUTICS INC COM 48576U106 55,531 4,324,831 SH   DFND 1,5 0 0 4,324,831
KATE SPADE & CO COM 485865109 126,607 5,450,160 SH   DFND 1,5 412,574 0 5,037,586
KATE SPADE & CO COM 485865109 2,462 106,000 SH   DFND 6 106,000 0 0
KB HOME COM 48666K109 208,163 10,471,000 SH   DFND 1,5 29,300 0 10,441,700
KB HOME COM 48666K109 5,036 253,300 SH   DFND 6 253,300 0 0
KBR INC COM 48242W106 217,563 14,475,266 SH   DFND 1,5 96,219 0 14,379,047
KBR INC COM 48242W106 618 41,140 SH   DFND 6 41,140 0 0
KCG HLDGS INC CL A 48244B100 2,985 167,400 SH   DFND 1,5 500 0 166,900
KEANE GROUP INC COM 48669A108 4,253 297,400 SH   DFND 1,5 15,000 0 282,400
KEANE GROUP INC COM 48669A108 1,346 94,100 SH   DFND 6 94,100 0 0
KEANE GROUP INC COM 48669A108 709 49,600 SH   DFND 7 49,600 0 0
KEARNY FINL CORP MD COM 48716P108 649 43,100 SH   DFND 1,5 0 0 43,100
KEARNY FINL CORP MD COM 48716P108 23,223 1,543,075 SH   DFND 6 1,439,175 0 103,900
KEARNY FINL CORP MD COM 48716P108 11,661 774,800 SH   DFND 7 774,800 0 0
KELLOGG CO COM 487836108 32,619 449,234 SH   DFND 1,5 59,034 0 390,200
KELLOGG CO COM 487836108 5,667 78,049 SH   DFND 2 0 0 78,049
KELLOGG CO COM 487836108 3,981 54,822 SH   DFND 3 54,822 0 0
KELLOGG CO COM 487836108 4,509 62,096 SH   DFND 6 62,096 0 0
KELLOGG CO COM 487836108 33,444 460,602 SH   DFND 7 87,032 0 373,570
KENNAMETAL INC COM 489170100 57,002 1,453,033 SH   DFND 1,5 126,785 0 1,326,248
KENNAMETAL INC COM 489170100 490 12,500 SH   DFND 6 12,500 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 34,612 1,559,095 SH   DFND 1,5 1,711 0 1,557,384
KERYX BIOPHARMACEUTICALS INC COM 492515101 14,258 2,314,664 SH   DFND 1,5 0 0 2,314,664
KEYCORP NEW COM 493267108 213,726 12,020,584 SH   DFND 1,5 896,739 0 11,123,845
KEYCORP NEW COM 493267108 5,887 331,075 SH   DFND 2 0 0 331,075
KEYCORP NEW COM 493267108 41,349 2,325,598 SH   DFND 3 2,325,598 0 0
KEYCORP NEW COM 493267108 20,798 1,169,724 SH   DFND 6 1,035,280 0 134,444
KEYCORP NEW COM 493267108 47,092 2,648,616 SH   DFND 7 2,648,616 0 0
KEYCORP NEW COM 493267108 33,997 1,912,100 SH   DFND 11 1,912,100 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 284,512 7,872,497 SH   DFND 1,5 635,961 0 7,236,536
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,499 41,465 SH   DFND 6 41,465 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 12,972 358,932 SH   DFND 7 39,157 0 319,775
KEYW HLDG CORP COM 493723100 70,087 7,424,468 SH   DFND 1,5 809,241 0 6,615,227
KIMBELL RTY PARTNERS LP UNIT 49435R102 17,094 876,632 SH   DFND 1,5 0 0 876,632
KIMBERLY CLARK CORP COM 494368103 248,227 1,885,792 SH   DFND 1,5 238,554 0 1,647,238
KIMBERLY CLARK CORP COM 494368103 14,456 109,825 SH   DFND 2 0 0 109,825
KIMBERLY CLARK CORP COM 494368103 75,131 570,778 SH   DFND 3 570,778 0 0
KIMBERLY CLARK CORP COM 494368103 3,027 23,000 SH   DFND 6 23,000 0 0
KIMCO RLTY CORP COM 49446R109 213,123 9,647,928 SH   DFND 1,5 6,754,040 0 2,893,888
KIMCO RLTY CORP COM 49446R109 2,903 131,397 SH   DFND 2 0 0 131,397
KIMCO RLTY CORP COM 49446R109 721 32,660 SH   DFND 3 32,660 0 0
KINDER MORGAN INC DEL COM 49456B101 866,239 39,845,395 SH   DFND 1,5 1,055,783 0 38,789,612
KINDER MORGAN INC DEL PFD SER A 49456B200 13,497 275,684 SH   DFND 1,5 88,700 0 186,984
KINDER MORGAN INC DEL COM 49456B101 12,885 592,696 SH   DFND 2 0 0 592,696
KINDER MORGAN INC DEL COM 49456B101 76,814 3,533,307 SH   DFND 3 3,533,307 0 0
KINDER MORGAN INC DEL COM 49456B101 20,740 954,017 SH   DFND 6 954,017 0 0
KINDER MORGAN INC DEL COM 49456B101 27,277 1,254,706 SH   DFND 7 196,900 0 1,057,806
KINDER MORGAN INC DEL COM 49456B101 4,544 209,000 SH   DFND 11 209,000 0 0
KINROSS GOLD CORP COM NO PAR 496902404 12,032 3,411,591 SH   DFND 1,5 1,200 0 3,410,391
KINROSS GOLD CORP COM NO PAR 496902404 819 232,176 SH   DFND 3 232,176 0 0
KINSALE CAP GROUP INC COM 49714P108 18,055 563,500 SH   DFND 1,5 61,224 0 502,276
KIRBY CORP COM 497266106 1,009 14,300 SH   DFND 1,5 0 0 14,300
KITE PHARMA INC COM 49803L109 66,510 847,373 SH   DFND 1,5 0 0 847,373
KITE RLTY GROUP TR COM NEW 49803T300 143,396 6,669,569 SH   DFND 1,5 4,868,844 0 1,800,725
KKR & CO L P DEL COM UNITS 48248M102 741,957 40,699,796 SH   DFND 1,5 0 0 40,699,796
KLA-TENCOR CORP COM 482480100 455,785 4,794,201 SH   DFND 1,5 252,230 0 4,541,971
KLA-TENCOR CORP COM 482480100 4,600 48,384 SH   DFND 2 0 0 48,384
KLA-TENCOR CORP COM 482480100 29,173 306,859 SH   DFND 3 306,859 0 0
KLA-TENCOR CORP COM 482480100 1,664 17,505 SH   DFND 6 17,505 0 0
KLONDEX MNS LTD COM 498696103 3,916 1,003,288 SH   DFND 1,5 0 0 1,003,288
KLONDEX MNS LTD COM 498696103 18,674 4,784,800 SH   DFND 11 4,747,700 0 37,100
KLX INC COM 482539103 60,448 1,352,308 SH   DFND 1,5 0 0 1,352,308
KNOLL INC COM NEW 498904200 75,032 3,151,277 SH   DFND 1,5 60,400 0 3,090,877
KNOWLES CORP COM 49926D109 4,989 263,247 SH   DFND 1,9 0 0 263,247
KOHLS CORP COM 500255104 108,800 2,732,979 SH   DFND 1,5 220,095 0 2,512,884
KOHLS CORP COM 500255104 2,169 54,479 SH   DFND 2 0 0 54,479
KOHLS CORP COM 500255104 21,345 536,176 SH   DFND 3 536,176 0 0
KOHLS CORP COM 500255104 2,748 69,040 SH   DFND 6 69,040 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 3,516 109,500 SH   DFND 1,5 6,500 0 103,000
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2,058 64,102 SH   DFND 3 64,102 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 1,056 32,900 SH   DFND 6 32,900 0 0
KRAFT HEINZ CO COM 500754106 697,206 7,677,637 SH   DFND 1,5 743,390 0 6,934,247
KRAFT HEINZ CO COM 500754106 16,719 184,115 SH   DFND 2 0 0 184,115
KRAFT HEINZ CO COM 500754106 35,133 386,881 SH   DFND 3 386,881 0 0
KRAFT HEINZ CO COM 500754106 11,497 126,603 SH   DFND 6 126,603 0 0
KRAFT HEINZ CO COM 500754106 43,747 481,740 SH   DFND 7 445,240 0 36,500
KRATON CORPORATION COM 50077C106 29,509 954,380 SH   DFND 1,5 0 0 954,380
KROGER CO COM 501044101 1,073,485 36,401,669 SH   DFND 1,5 981,636 0 35,420,033
KROGER CO COM 501044101 8,412 285,250 SH   DFND 2 0 0 285,250
KROGER CO COM 501044101 19,413 658,281 SH   DFND 3 658,281 0 0
KROGER CO COM 501044101 13,864 470,118 SH   DFND 6 449,503 0 20,615
KROGER CO COM 501044101 57,843 1,961,429 SH   DFND 7 1,794,957 0 166,472
KROGER CO COM 501044101 64,480 2,186,520 SH   DFND 11 2,186,520 0 0
KT CORP SPONSORED ADR 48268K101 8,806 523,212 SH   DFND 1,5 20,300 0 502,912
KULICKE & SOFFA INDS INC COM 501242101 1,566 77,072 SH   DFND 1,5 72 0 77,000
KURA ONCOLOGY INC COM 50127T109 24,780 2,815,919 SH   DFND 1,5 0 0 2,815,919
L BRANDS INC COM 501797104 491,767 10,440,915 SH   DFND 1,5 311,949 0 10,128,966
L BRANDS INC COM 501797104 3,493 74,154 SH   DFND 2 0 0 74,154
L BRANDS INC COM 501797104 2,977 63,197 SH   DFND 3 63,197 0 0
L BRANDS INC COM 501797104 6,655 141,286 SH   DFND 6 141,286 0 0
L BRANDS INC COM 501797104 17,851 379,000 SH   DFND 7 297,200 0 81,800
L3 TECHNOLOGIES INC COM 502413107 5,129 31,031 SH   DFND 1,5 11 0 31,020
L3 TECHNOLOGIES INC COM 502413107 3,970 24,018 SH   DFND 2 0 0 24,018
L3 TECHNOLOGIES INC COM 502413107 8,916 53,940 SH   DFND 3 53,940 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 98,339 3,294,435 SH   DFND 1,5 47,900 0 3,246,535
LABORATORY CORP AMER HLDGS COM NEW 50540R409 215,370 1,501,150 SH   DFND 1,5 48,021 0 1,453,129
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,531 31,581 SH   DFND 2 0 0 31,581
LABORATORY CORP AMER HLDGS COM NEW 50540R409 9,080 63,285 SH   DFND 3 63,285 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,090 7,600 SH   DFND 6 7,600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,413 23,788 SH   DFND 7 23,788 0 0
LADDER CAP CORP CL A 505743104 33,358 2,310,099 SH   DFND 1,5 0 0 2,310,099
LADDER CAP CORP CL A 505743104 8,250 571,300 SH   DFND 6 571,300 0 0
LADDER CAP CORP CL A 505743104 3,291 227,900 SH   DFND 7 227,900 0 0
LAKELAND FINL CORP COM 511656100 78,833 1,828,215 SH   DFND 1,5 3,150 0 1,825,065
LAM RESEARCH CORP COM 512807108 1,250,664 9,743,407 SH   DFND 1,5 857,229 0 8,886,178
LAM RESEARCH CORP COM 512807108 61,277 477,384 SH   DFND 1,9 200 0 477,184
LAM RESEARCH CORP COM 512807108 6,453 50,272 SH   DFND 2 0 0 50,272
LAM RESEARCH CORP COM 512807108 12,645 98,512 SH   DFND 3 98,512 0 0
LAM RESEARCH CORP COM 512807108 3,918 30,520 SH   DFND 6 30,520 0 0
LAM RESEARCH CORP COM 512807108 14,487 112,861 SH   DFND 7 112,861 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 34,124 456,575 SH   DFND 1,5 0 0 456,575
LAMAR ADVERTISING CO NEW CL A 512816109 16,751 224,120 SH   DFND 6 224,120 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 5,360 71,720 SH   DFND 7 71,720 0 0
LAMB WESTON HLDGS INC COM 513272104 138,826 3,300,671 SH   DFND 1,5 250,758 0 3,049,913
LAMB WESTON HLDGS INC COM 513272104 651 15,472 SH   DFND 3 15,472 0 0
LAMB WESTON HLDGS INC COM 513272104 635 15,099 SH   DFND 6 15,099 0 0
LANDSTAR SYS INC COM 515098101 38,305 447,225 SH   DFND 1,5 25 0 447,200
LANDSTAR SYS INC COM 515098101 16,431 191,840 SH   DFND 6 177,240 0 14,600
LANDSTAR SYS INC COM 515098101 8,197 95,700 SH   DFND 7 85,300 0 10,400
LANNET INC COM 516012101 5,739 256,800 SH   DFND 1,5 0 0 256,800
LAS VEGAS SANDS CORP COM 517834107 688,971 12,072,379 SH   DFND 1,5 505,023 0 11,567,356
LAS VEGAS SANDS CORP COM 517834107 209 3,667 SH   DFND 3 3,667 0 0
LAS VEGAS SANDS CORP COM 517834107 9,559 167,500 SH   DFND 6 167,500 0 0
LAS VEGAS SANDS CORP COM 517834107 18,737 328,317 SH   DFND 7 153,300 0 175,017
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 4,303 339,610 SH   DFND 1,5 0 0 339,610
LATTICE SEMICONDUCTOR CORP COM 518415104 3,432 496,000 SH   DFND 1,5 0 0 496,000
LAUDER ESTEE COS INC CL A 518439104 1,669,610 19,691,120 SH   DFND 1,5 1,379,906 0 18,311,214
LAUDER ESTEE COS INC CL A 518439104 5,818 68,620 SH   DFND 2 0 0 68,620
LAUDER ESTEE COS INC CL A 518439104 12,869 151,772 SH   DFND 3 151,772 0 0
LAUDER ESTEE COS INC CL A 518439104 1,185 13,978 SH   DFND 6 13,978 0 0
LAUDER ESTEE COS INC CL A 518439104 15,318 180,653 SH   DFND 7 165,897 0 14,756
LAUREATE EDUCATION INC CL A 518613203 49,947 3,500,117 SH   DFND 1,5 359,300 0 3,140,817
LAZARD LTD SHS A G54050102 44,900 976,299 SH   DFND 1,5 39,768 0 936,531
LAZARD LTD SHS A G54050102 10,401 226,150 SH   DFND 6 226,150 0 0
LAZARD LTD SHS A G54050102 728 15,840 SH   DFND 7 15,840 0 0
LCNB CORP COM 50181P100 17,929 751,755 SH   DFND 1,5 80,555 0 671,200
LEAR CORP COM NEW 521865204 109,018 770,012 SH   DFND 1,5 6,112 0 763,900
LEAR CORP COM NEW 521865204 2,941 20,772 SH   DFND 3 20,772 0 0
LEGACY RESVS LP UNIT LP INT 524707304 24,919 10,881,742 SH   DFND 1,5 0 0 10,881,742
LEGG MASON INC COM 524901105 191,767 5,310,624 SH   DFND 1,5 0 0 5,310,624
LEGG MASON INC COM 524901105 1,437 39,803 SH   DFND 3 39,803 0 0
LEGG MASON INC COM 524901105 1,358 37,600 SH   DFND 7 37,600 0 0
LEGGETT & PLATT INC COM 524660107 59,489 1,182,215 SH   DFND 1,5 11,400 0 1,170,815
LEGGETT & PLATT INC COM 524660107 2,078 41,288 SH   DFND 2 0 0 41,288
LEGGETT & PLATT INC COM 524660107 1,341 26,646 SH   DFND 3 26,646 0 0
LEIDOS HLDGS INC COM 525327102 240,663 4,705,957 SH   DFND 1,5 322,405 0 4,383,552
LEIDOS HLDGS INC COM 525327102 322 6,303 SH   DFND 3 6,303 0 0
LEIDOS HLDGS INC COM 525327102 322 6,300 SH   DFND 6 6,300 0 0
LEIDOS HLDGS INC COM 525327102 373 7,300 SH   DFND 7 7,300 0 0
LENDINGCLUB CORP COM 52603A109 329 60,000 SH   DFND 1,5 0 0 60,000
LENNAR CORP CL A 526057104 156,215 3,051,675 SH   DFND 1,5 34,878 0 3,016,797
LENNAR CORP CL A 526057104 3,211 62,727 SH   DFND 2 0 0 62,727
LENNAR CORP CL A 526057104 5,203 101,633 SH   DFND 3 101,633 0 0
LENNAR CORP CL A 526057104 1,201 23,456 SH   DFND 6 318 0 23,138
LENNAR CORP CL A 526057104 307 5,993 SH   DFND 7 5,993 0 0
LENNOX INTL INC COM 526107107 73,438 438,960 SH   DFND 1,5 173 0 438,787
LENNOX INTL INC COM 526107107 251 1,502 SH   DFND 3 1,502 0 0
LEUCADIA NATL CORP COM 527288104 25,286 972,528 SH   DFND 1,5 1,138 0 971,390
LEUCADIA NATL CORP COM 527288104 2,599 99,969 SH   DFND 2 0 0 99,969
LEUCADIA NATL CORP COM 527288104 1,248 48,008 SH   DFND 3 48,008 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 232,060 4,055,572 SH   DFND 1,5 111 0 4,055,461
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,161 90,190 SH   DFND 2 0 0 90,190
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,416 42,216 SH   DFND 3 42,216 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,728 100,100 SH   DFND 7 100,100 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 224,390 15,647,859 SH   DFND 1,5 3,671,631 0 11,976,228
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 27,837 553,961 SH   DFND 1,5 0 0 553,961
LEXINGTON REALTY TRUST COM 529043101 49,612 4,971,099 SH   DFND 1,5 0 0 4,971,099
LHC GROUP INC COM 50187A107 72,630 1,347,499 SH   DFND 1,5 128,350 0 1,219,149
LHC GROUP INC COM 50187A107 10,812 200,600 SH   DFND 6 200,600 0 0
LHC GROUP INC COM 50187A107 3,870 71,800 SH   DFND 7 71,800 0 0
LIBBEY INC COM 529898108 12,973 889,800 SH   DFND 1,5 97,700 0 792,100
LIBERTY BROADBAND CORP COM SER C 530307305 237,206 2,745,441 SH   DFND 1,5 156,764 0 2,588,677
LIBERTY BROADBAND CORP COM SER A 530307107 146,534 1,722,101 SH   DFND 1,5 103,403 0 1,618,698
LIBERTY BROADBAND CORP COM SER C 530307305 468 5,415 SH   DFND 3 5,415 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 2,264 26,200 SH   DFND 6 26,200 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 9,124 105,600 SH   DFND 7 57,800 0 47,800
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 6,318 138,920 SH   DFND 1,5 0 0 138,920
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 13,312 577,779 SH   DFND 1,5 0 0 577,779
LIBERTY GLOBAL PLC SHS CL C G5480U120 154,655 4,413,661 SH   DFND 1,5 44,100 0 4,369,561
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 10,043 451,593 SH   DFND 1,5 87,300 0 364,293
LIBERTY GLOBAL PLC SHS CL A G5480U104 241,054 6,720,203 SH   DFND 1,5 533,048 0 6,187,155
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 261,447 13,059,278 SH   DFND 1,5 119,400 0 12,939,878
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 6,128 137,780 SH   DFND 1,5 0 0 137,780
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 1,179 26,496 SH   DFND 3 26,496 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 3,511 175,395 SH   DFND 3 175,395 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 3,580 178,800 SH   DFND 7 178,800 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 35,868 31,900,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 56,460 104,433,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,222 5,960,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 54,982 48,630,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 97,593 2,857,767 SH   DFND 1,5 308,395 0 2,549,372
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 1,784 74,500 SH   DFND 1,5 0 0 74,500
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 44,984 1,155,794 SH   DFND 1,5 48,000 0 1,107,794
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 26,562 812,300 SH   DFND 1,5 0 0 812,300
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 279,992 7,220,016 SH   DFND 1,5 792,723 0 6,427,293
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 299 7,680 SH   DFND 3 7,680 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,672 43,119 SH   DFND 3 43,119 0 0
LIBERTY PPTY TR SH BEN INT 531172104 20,682 536,486 SH   DFND 1,5 186 0 536,300
LIBERTY PPTY TR SH BEN INT 531172104 686 17,800 SH   DFND 6 17,800 0 0
LIFE STORAGE INC COM 53223X107 2,893 35,225 SH   DFND 1,5 0 0 35,225
LIFEWAY FOODS INC COM 531914109 2,977 277,426 SH   DFND 1,5 29,926 0 247,500
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 44,883 424,063 SH   DFND 1,5 250 0 423,813
LILLY ELI & CO COM 532457108 104,575 1,243,318 SH   DFND 1,5 93,318 0 1,150,000
LILLY ELI & CO COM 532457108 25,211 299,744 SH   DFND 2 0 0 299,744
LILLY ELI & CO COM 532457108 35,545 422,598 SH   DFND 3 422,598 0 0
LINCOLN NATL CORP IND COM 534187109 461,606 7,052,800 SH   DFND 1,5 808,600 0 6,244,200
LINCOLN NATL CORP IND COM 534187109 4,550 69,526 SH   DFND 2 0 0 69,526
LINCOLN NATL CORP IND COM 534187109 13,017 198,887 SH   DFND 3 198,887 0 0
LINCOLN NATL CORP IND COM 534187109 3,488 53,297 SH   DFND 7 53,297 0 0
LINE CORP SPONSORED ADR 53567X101 1,240 32,251 SH   DFND 1,5 1,485 0 30,766
LINE CORP SPONSORED ADR 53567X101 781 20,298 SH   DFND 1,9 0 0 20,298
LION BIOTECHNOLOGIES INC COM 53619R102 28,633 3,843,312 SH   DFND 1,5 90,054 0 3,753,258
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 158,784 6,512,867 SH   DFND 1,5 62,215 0 6,450,652
LIONS GATE ENTMNT CORP CL A VTG 535919401 66,905 2,519,008 SH   DFND 1,5 59,688 0 2,459,320
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 29,088 1,193,119 SH   DFND 6 1,125,996 0 67,123
LIONS GATE ENTMNT CORP CL A VTG 535919401 3,305 124,450 SH   DFND 6 124,450 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 1,374 51,750 SH   DFND 7 51,750 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 11,985 491,590 SH   DFND 7 458,814 0 32,776
LIQUIDITY SERVICES INC COM 53635B107 3,059 382,373 SH   DFND 1,5 86,551 0 295,822
LITHIA MTRS INC CL A 536797103 15,362 179,358 SH   DFND 6 179,358 0 0
LITHIA MTRS INC CL A 536797103 5,511 64,340 SH   DFND 7 64,340 0 0
LIVANOVA PLC SHS G5509L101 202,827 4,138,498 SH   DFND 1,5 43,300 0 4,095,198
LIVANOVA PLC SHS G5509L101 33,291 679,317 SH   DFND 1,10 13,200 0 666,117
LIVE NATION ENTERTAINMENT IN COM 538034109 101,408 3,339,079 SH   DFND 1,5 81,755 0 3,257,324
LKQ CORP COM 501889208 67,629 2,310,528 SH   DFND 1,5 628 0 2,309,900
LKQ CORP COM 501889208 2,783 95,083 SH   DFND 2 0 0 95,083
LKQ CORP COM 501889208 2,383 81,400 SH   DFND 6 81,400 0 0
LKQ CORP COM 501889208 1,383 47,258 SH   DFND 7 47,258 0 0
LKQ CORP COM 501889208 49,402 1,687,800 SH   DFND 11 1,687,800 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 25,975 24,560,000 PRN   DFND 1,5 0 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 465 440,000 PRN   DFND 7 0 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 122 35,862 SH   DFND 3 35,862 0 0
LOCKHEED MARTIN CORP COM 539830109 361,103 1,349,415 SH   DFND 1,5 285,100 0 1,064,315
LOCKHEED MARTIN CORP COM 539830109 20,626 77,077 SH   DFND 2 0 0 77,077
LOCKHEED MARTIN CORP COM 539830109 32,209 120,364 SH   DFND 3 120,364 0 0
LOCKHEED MARTIN CORP COM 539830109 12,644 47,249 SH   DFND 6 44,656 0 2,593
LOCKHEED MARTIN CORP COM 539830109 76,269 285,011 SH   DFND 7 285,011 0 0
LOEWS CORP COM 540424108 5,336 114,100 SH   DFND 1,5 0 0 114,100
LOEWS CORP COM 540424108 3,986 85,216 SH   DFND 2 0 0 85,216
LOEWS CORP COM 540424108 7,076 151,294 SH   DFND 3 151,294 0 0
LOGITECH INTL S A SHS H50430232 16,691 523,717 SH   DFND 1,5 52,700 0 471,017
LOGMEIN INC COM 54142L109 219,435 2,250,612 SH   DFND 1,5 215,140 0 2,035,472
LOGMEIN INC COM 54142L109 58,613 601,162 SH   DFND 1,9 0 0 601,162
LOGMEIN INC COM 54142L109 5,004 51,328 SH   DFND 7 51,328 0 0
LOWES COS INC COM 548661107 403,123 4,903,574 SH   DFND 1,5 206,695 0 4,696,879
LOWES COS INC COM 548661107 21,978 267,345 SH   DFND 2 0 0 267,345
LOWES COS INC COM 548661107 27,062 329,177 SH   DFND 3 329,177 0 0
LOWES COS INC COM 548661107 13,102 159,370 SH   DFND 6 159,370 0 0
LOWES COS INC COM 548661107 24,895 302,820 SH   DFND 7 0 0 302,820
LOXO ONCOLOGY INC COM 548862101 115,980 2,756,169 SH   DFND 1,5 0 0 2,756,169
LOXO ONCOLOGY INC COM 548862101 32,469 771,613 SH   DFND 6 771,613 0 0
LOXO ONCOLOGY INC COM 548862101 9,320 221,473 SH   DFND 7 221,473 0 0
LOXO ONCOLOGY INC COM 548862101 7,270 172,758 SH   DFND 11 172,758 0 0
LPL FINL HLDGS INC COM 50212V100 420 10,551 SH   DFND 1,5 10,551 0 0
LSB INDS INC COM 502160104 1,272 135,640 SH   DFND 1,5 0 0 135,640
LTC PPTYS INC COM 502175102 672 14,032 SH   DFND 6 14,032 0 0
LULULEMON ATHLETICA INC COM 550021109 986,840 19,025,255 SH   DFND 1,5 4,547,886 0 14,477,369
LULULEMON ATHLETICA INC COM 550021109 3,585 69,123 SH   DFND 6 69,123 0 0
LUMENTUM HLDGS INC COM 55024U109 41,649 780,669 SH   DFND 1,5 34,979 0 745,690
LUMENTUM HLDGS INC COM 55024U109 4,812 90,200 SH   DFND 6 90,200 0 0
LUMENTUM HLDGS INC COM 55024U109 1,558 29,200 SH   DFND 7 29,200 0 0
LUMOS NETWORKS CORP COM 550283105 18,502 1,045,318 SH   DFND 1,5 0 0 1,045,318
LUMOS NETWORKS CORP COM 550283105 10,291 581,400 SH   DFND 6 581,400 0 0
LUMOS NETWORKS CORP COM 550283105 2,485 140,380 SH   DFND 7 140,380 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 20,436 1,680,566 SH   DFND 1,5 220,000 0 1,460,566
LUXOFT HLDG INC ORD SHS CL A G57279104 92,089 1,472,250 SH   DFND 1,5 12,590 0 1,459,660
LUXOFT HLDG INC ORD SHS CL A G57279104 21,669 346,419 SH   DFND 6 346,419 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 8,409 134,435 SH   DFND 7 134,435 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,465,001 27,031,489 SH   DFND 1,5 1,098,564 0 25,932,925
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 9,292 101,898 SH   DFND 2 0 0 101,898
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 76,242 836,075 SH   DFND 3 836,075 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 29,093 319,042 SH   DFND 6 304,142 0 14,900
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 71,852 787,932 SH   DFND 7 569,972 0 217,960
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,769 52,300 SH   DFND 11 52,300 0 0
M & T BK CORP COM 55261F104 1,114,199 7,200,922 SH   DFND 1,5 514,929 0 6,685,993
M & T BK CORP COM 55261F104 7,364 47,595 SH   DFND 2 0 0 47,595
M & T BK CORP COM 55261F104 83,465 539,425 SH   DFND 3 539,425 0 0
M & T BK CORP COM 55261F104 17,303 111,825 SH   DFND 6 111,825 0 0
M & T BK CORP COM 55261F104 8,371 54,100 SH   DFND 7 32,600 0 21,500
M D C HLDGS INC COM 552676108 132,063 4,394,779 SH   DFND 1,5 261,134 0 4,133,645
M D C HLDGS INC COM 552676108 26,471 880,906 SH   DFND 3 880,906 0 0
M D C HLDGS INC COM 552676108 2,474 82,335 SH   DFND 6 82,335 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 11,660 11,495,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 2,073 84,600 SH   DFND 1,5 0 0 84,600
MACERICH CO COM 554382101 171,701 2,666,170 SH   DFND 1,5 1,787,643 0 878,527
MACERICH CO COM 554382101 2,403 37,317 SH   DFND 2 0 0 37,317
MACERICH CO COM 554382101 1,335 20,723 SH   DFND 3 20,723 0 0
MACK CALI RLTY CORP COM 554489104 120,317 4,466,105 SH   DFND 1,5 65,600 0 4,400,505
MACK CALI RLTY CORP COM 554489104 32,600 1,210,087 SH   DFND 6 1,210,087 0 0
MACK CALI RLTY CORP COM 554489104 13,144 487,889 SH   DFND 7 330,000 0 157,889
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 61,063 1,264,242 SH   DFND 1,5 362,822 0 901,420
MACQUARIE INFRASTRUCTURE COR COM 55608B105 4,287 53,200 SH   DFND 1,5 0 0 53,200
MACQUARIE INFRASTRUCTURE COR COM 55608B105 379 4,700 SH   DFND 7 4,700 0 0
MACROGENICS INC COM 556099109 91,947 4,943,364 SH   DFND 1,5 130,998 0 4,812,366
MACYS INC COM 55616P104 193,859 6,540,460 SH   DFND 1,5 410,093 0 6,130,367
MACYS INC COM 55616P104 4,319 145,700 SH   DFND 1,10 0 0 145,700
MACYS INC COM 55616P104 2,783 93,879 SH   DFND 2 0 0 93,879
MACYS INC COM 55616P104 22,429 756,701 SH   DFND 3 756,701 0 0
MACYS INC COM 55616P104 2,534 85,500 SH   DFND 6 85,500 0 0
MADDEN STEVEN LTD COM 556269108 111,996 2,905,216 SH   DFND 1,5 133,116 0 2,772,100
MADDEN STEVEN LTD COM 556269108 21,732 563,748 SH   DFND 6 563,748 0 0
MADDEN STEVEN LTD COM 556269108 8,429 218,660 SH   DFND 7 189,060 0 29,600
MADISON SQUARE GARDEN CO NEW CL A 55825T103 63,982 320,377 SH   DFND 1,5 39,492 0 280,885
MAG SILVER CORP COM 55903Q104 4,896 374,000 SH   DFND 1,5 0 0 374,000
MAGNA INTL INC COM 559222401 84,744 1,963,700 SH   DFND 1,5 124,400 0 1,839,300
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3,020 316,198 SH   DFND 1,5 0 0 316,198
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5,718 598,715 SH   DFND 1,9 0 0 598,715
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 41,350 1,195,096 SH   DFND 1,9 43,500 0 1,151,596
MALIBU BOATS INC COM CL A 56117J100 911 40,600 SH   DFND 1,5 100 0 40,500
MALLINCKRODT PUB LTD CO SHS G5785G107 16,016 359,353 SH   DFND 1,5 246 0 359,107
MALLINCKRODT PUB LTD CO SHS G5785G107 1,442 32,346 SH   DFND 2 0 0 32,346
MALLINCKRODT PUB LTD CO SHS G5785G107 895 20,076 SH   DFND 3 20,076 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 41,176 2,436,475 SH   DFND 1,5 0 0 2,436,475
MANHATTAN ASSOCS INC COM 562750109 268 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC INC COM 563571108 15,939 2,796,376 SH   DFND 1,5 0 0 2,796,376
MANPOWERGROUP INC COM 56418H100 1,570 15,310 SH   DFND 1,5 15,310 0 0
MANPOWERGROUP INC COM 56418H100 211 2,060 SH   DFND 6 2,060 0 0
MANPOWERGROUP INC COM 56418H100 5,284 51,512 SH   DFND 7 51,512 0 0
MANTECH INTL CORP CL A 564563104 40,815 1,178,615 SH   DFND 1,5 917 0 1,177,698
MANULIFE FINL CORP COM 56501R106 48,445 2,731,040 SH   DFND 1,5 0 0 2,731,040
MANULIFE FINL CORP COM 56501R106 497 27,993 SH   DFND 6 27,993 0 0
MANULIFE FINL CORP COM 56501R106 25,215 1,421,468 SH   DFND 7 1,280,968 0 140,500
MANULIFE FINL CORP COM 56501R106 667,499 37,629,221 SH   DFND 11 35,240,721 0 2,388,500
MARATHON OIL CORP COM 565849106 212,210 13,431,027 SH   DFND 1,5 530,104 0 12,900,923
MARATHON OIL CORP COM 565849106 4,132 261,541 SH   DFND 2 0 0 261,541
MARATHON OIL CORP COM 565849106 7,885 499,064 SH   DFND 3 499,064 0 0
MARATHON OIL CORP COM 565849106 1,838 116,300 SH   DFND 7 116,300 0 0
MARATHON PETE CORP COM 56585A102 158,289 3,131,955 SH   DFND 1,5 30 0 3,131,925
MARATHON PETE CORP COM 56585A102 8,235 162,933 SH   DFND 2 0 0 162,933
MARATHON PETE CORP COM 56585A102 16,919 334,764 SH   DFND 3 334,764 0 0
MARATHON PETE CORP COM 56585A102 2,830 56,000 SH   DFND 7 56,000 0 0
MARKEL CORP COM 570535104 9,575 9,812 SH   DFND 1,5 12 0 9,800
MARKEL CORP COM 570535104 672 689 SH   DFND 3 689 0 0
MARKETAXESS HLDGS INC COM 57060D108 67,459 359,802 SH   DFND 1,5 32,100 0 327,702
MARRIOTT INTL INC NEW CL A 571903202 1,033,404 10,972,653 SH   DFND 1,5 910,322 0 10,062,331
MARRIOTT INTL INC NEW CL A 571903202 9,145 97,096 SH   DFND 2 0 0 97,096
MARRIOTT INTL INC NEW CL A 571903202 11,730 124,548 SH   DFND 3 124,548 0 0
MARRIOTT INTL INC NEW CL A 571903202 16,682 177,126 SH   DFND 6 177,126 0 0
MARRIOTT INTL INC NEW CL A 571903202 23,933 254,120 SH   DFND 7 142,320 0 111,800
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 101,052 1,011,226 SH   DFND 1,5 0 0 1,011,226
MARSH & MCLENNAN COS INC COM 571748102 790,105 10,692,994 SH   DFND 1,5 463,726 0 10,229,268
MARSH & MCLENNAN COS INC COM 571748102 11,748 158,988 SH   DFND 2 0 0 158,988
MARSH & MCLENNAN COS INC COM 571748102 46,202 625,275 SH   DFND 3 625,275 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,210 43,442 SH   DFND 6 43,442 0 0
MARSH & MCLENNAN COS INC COM 571748102 24,457 330,994 SH   DFND 7 214,700 0 116,294
MARTEN TRANS LTD COM 573075108 3,166 135,000 SH   DFND 1,5 0 0 135,000
MARTIN MARIETTA MATLS INC COM 573284106 615,776 2,821,426 SH   DFND 1,5 207,397 0 2,614,029
MARTIN MARIETTA MATLS INC COM 573284106 4,249 19,470 SH   DFND 2 0 0 19,470
MARTIN MARIETTA MATLS INC COM 573284106 5,808 26,612 SH   DFND 3 26,612 0 0
MARTIN MARIETTA MATLS INC COM 573284106 14,103 64,620 SH   DFND 6 64,620 0 0
MARTIN MARIETTA MATLS INC COM 573284106 10,428 47,780 SH   DFND 7 47,780 0 0
MARTIN MARIETTA MATLS INC COM 573284106 6,133 28,100 SH   DFND 11 28,100 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 257,296 16,860,837 SH   DFND 1,5 262,937 0 16,597,900
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 60,237 3,947,396 SH   DFND 1,9 0 0 3,947,396
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 513 33,600 SH   DFND 6 33,600 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,032 264,200 SH   DFND 7 264,200 0 0
MASCO CORP COM 574599106 642,404 18,899,804 SH   DFND 1,5 1,702,489 0 17,197,315
MASCO CORP COM 574599106 3,361 98,887 SH   DFND 2 0 0 98,887
MASCO CORP COM 574599106 1,585 46,626 SH   DFND 3 46,626 0 0
MASCO CORP COM 574599106 1,704 50,127 SH   DFND 6 50,127 0 0
MASIMO CORP COM 574795100 13,989 150,000 SH   DFND 1,5 10,000 0 140,000
MASONITE INTL CORP NEW COM 575385109 5,971 75,349 SH   DFND 1,5 0 0 75,349
MASTEC INC COM 576323109 4,838 120,800 SH   DFND 1,5 0 0 120,800
MASTERCARD INCORPORATED CL A 57636Q104 4,346,507 38,645,921 SH   DFND 1,5 3,680,378 0 34,965,543
MASTERCARD INCORPORATED CL A 57636Q104 32,712 290,854 SH   DFND 2 0 0 290,854
MASTERCARD INCORPORATED CL A 57636Q104 40,222 357,623 SH   DFND 3 357,623 0 0
MASTERCARD INCORPORATED CL A 57636Q104 37,799 336,078 SH   DFND 6 336,078 0 0
MASTERCARD INCORPORATED CL A 57636Q104 54,143 481,402 SH   DFND 7 236,000 0 245,402
MASTERCARD INCORPORATED CL A 57636Q104 1,743 15,500 SH   DFND 11 15,500 0 0
MATRIX SVC CO COM 576853105 550 33,324 SH   DFND 1,5 1,324 0 32,000
MATSON INC COM 57686G105 645 20,300 SH   DFND 1,5 0 0 20,300
MATTEL INC COM 577081102 355,975 13,899,856 SH   DFND 1,5 341,659 0 13,558,197
MATTEL INC COM 577081102 2,707 105,717 SH   DFND 2 0 0 105,717
MATTEL INC COM 577081102 31,498 1,229,905 SH   DFND 3 1,229,905 0 0
MATTEL INC COM 577081102 13,026 508,626 SH   DFND 6 508,626 0 0
MATTEL INC COM 577081102 16,334 637,800 SH   DFND 7 384,100 0 253,700
MATTHEWS INTL CORP CL A 577128101 34,841 515,020 SH   DFND 1,5 932 0 514,088
MATTHEWS INTL CORP CL A 577128101 8,025 118,628 SH   DFND 6 118,628 0 0
MATTHEWS INTL CORP CL A 577128101 2,408 35,600 SH   DFND 7 35,600 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 478,364 10,639,774 SH   DFND 1,5 306,122 0 10,333,652
MAXIM INTEGRATED PRODS INC COM 57772K101 291 6,470 SH   DFND 1,9 0 0 6,470
MAXIM INTEGRATED PRODS INC COM 57772K101 58,090 1,292,048 SH   DFND 3 1,292,048 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,239 49,800 SH   DFND 6 49,800 0 0
MAXIMUS INC COM 577933104 118,393 1,903,425 SH   DFND 1,5 1,425 0 1,902,000
MAXIMUS INC COM 577933104 23,150 372,180 SH   DFND 6 372,180 0 0
MAXIMUS INC COM 577933104 6,621 106,454 SH   DFND 7 106,454 0 0
MAXIMUS INC COM 577933104 114,355 1,838,500 SH   DFND 11 1,838,500 0 0
MAXLINEAR INC COM 57776J100 1,072 38,200 SH   DFND 1,9 0 0 38,200
MAXLINEAR INC COM 57776J100 6,328 225,600 SH   DFND 6 225,600 0 0
MAXLINEAR INC COM 57776J100 1,532 54,600 SH   DFND 7 54,600 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 731 115,002 SH   DFND 6 115,002 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 255 40,055 SH   DFND 7 40,055 0 0
MB FINANCIAL INC NEW COM 55264U108 75,818 1,770,628 SH   DFND 1,5 0 0 1,770,628
MBIA INC COM 55262C100 792 93,551 SH   DFND 1,5 651 0 92,900
MCCORMICK & CO INC COM NON VTG 579780206 3,423 35,087 SH   DFND 2 0 0 35,087
MCCORMICK & CO INC COM NON VTG 579780206 4,079 41,813 SH   DFND 3 41,813 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,062 10,885 SH   DFND 6 10,885 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,868 29,400 SH   DFND 7 29,400 0 0
MCDONALDS CORP COM 580135101 498,547 3,846,513 SH   DFND 1,5 600,354 0 3,246,159
MCDONALDS CORP COM 580135101 32,770 252,833 SH   DFND 2 0 0 252,833
MCDONALDS CORP COM 580135101 40,395 311,667 SH   DFND 3 311,667 0 0
MCDONALDS CORP COM 580135101 7,539 58,167 SH   DFND 6 58,167 0 0
MCDONALDS CORP COM 580135101 48,218 372,021 SH   DFND 7 72,391 0 299,630
MCEWEN MNG INC COM 58039P107 2,855 939,010 SH   DFND 1,5 0 0 939,010
MCKESSON CORP COM 58155Q103 474,535 3,200,694 SH   DFND 1,5 244,430 0 2,956,264
MCKESSON CORP COM 58155Q103 9,706 65,463 SH   DFND 2 0 0 65,463
MCKESSON CORP COM 58155Q103 13,031 87,896 SH   DFND 3 87,896 0 0
MCKESSON CORP COM 58155Q103 6,687 45,100 SH   DFND 6 45,100 0 0
MCKESSON CORP COM 58155Q103 13,971 94,236 SH   DFND 7 2,500 0 91,736
MDU RES GROUP INC COM 552690109 5,356 195,705 SH   DFND 1,5 0 0 195,705
MDU RES GROUP INC COM 552690109 378 13,800 SH   DFND 7 13,800 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 69,891 7,435,215 SH   DFND 1,5 0 0 7,435,215
MDC PARTNERS INC CL A SUB VTG 552697104 8,045 855,900 SH   DFND 1,10 0 0 855,900
MEAD JOHNSON NUTRITION CO COM 582839106 83,663 939,191 SH   DFND 1,5 287 0 938,904
MEAD JOHNSON NUTRITION CO COM 582839106 5,044 56,627 SH   DFND 2 0 0 56,627
MEAD JOHNSON NUTRITION CO COM 582839106 5,343 59,976 SH   DFND 3 59,976 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 722 8,102 SH   DFND 6 110 0 7,992
MEAD JOHNSON NUTRITION CO COM 582839106 384,077 4,311,600 SH   DFND 11 4,311,600 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 122,067 9,469,909 SH   DFND 1,5 9,304,460 0 165,449
MEDICAL PPTYS TRUST INC COM 58463J304 12,733 987,829 SH   DFND 6 987,829 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,107 396,200 SH   DFND 7 396,200 0 0
MEDICINES CO COM 584688105 510,612 10,441,956 SH   DFND 1,5 1,257,277 0 9,184,679
MEDICINES CO COM 584688105 8,782 179,600 SH   DFND 6 179,600 0 0
MEDICINES CO COM 584688105 4,181 85,500 SH   DFND 7 85,500 0 0
MEDICINOVA INC COM NEW 58468P206 7,684 1,282,799 SH   DFND 1,5 0 0 1,282,799
MEDIDATA SOLUTIONS INC COM 58471A105 323,184 5,602,083 SH   DFND 1,5 203,553 0 5,398,530
MEDIDATA SOLUTIONS INC COM 58471A105 2,308 40,000 SH   DFND 7 40,000 0 0
MEDNAX INC COM 58502B106 195,479 2,817,512 SH   DFND 1,5 73,204 0 2,744,308
MEDNAX INC COM 58502B106 64,695 932,472 SH   DFND 6 932,472 0 0
MEDNAX INC COM 58502B106 13,891 200,217 SH   DFND 7 200,217 0 0
MEDNAX INC COM 58502B106 94,591 1,363,380 SH   DFND 11 1,363,380 0 0
MEDPACE HLDGS INC COM 58506Q109 13,426 449,768 SH   DFND 1,5 0 0 449,768
MEDTRONIC PLC SHS G5960L103 4,231,942 52,531,558 SH   DFND 1,5 1,913,087 0 50,618,471
MEDTRONIC PLC SHS G5960L103 1,424 17,680 SH   DFND 1,10 0 0 17,680
MEDTRONIC PLC SHS G5960L103 34,044 422,592 SH   DFND 2 0 0 422,592
MEDTRONIC PLC SHS G5960L103 153,555 1,906,092 SH   DFND 3 1,906,092 0 0
MEDTRONIC PLC SHS G5960L103 39,131 485,743 SH   DFND 6 462,400 0 23,343
MEDTRONIC PLC SHS G5960L103 135,095 1,676,952 SH   DFND 7 745,452 0 931,500
MEI PHARMA INC COM NEW 55279B202 569 351,000 SH   DFND 1,5 1,000 0 350,000
MELCO CROWN ENTMT LTD ADR 585464100 201,963 10,893,343 SH   DFND 1,5 1,895,230 0 8,998,113
MELCO CROWN ENTMT LTD ADR 585464100 6,569 354,300 SH   DFND 1,9 0 0 354,300
MELCO CROWN ENTMT LTD ADR 585464100 30,179 1,627,800 SH   DFND 6 1,435,700 0 192,100
MELCO CROWN ENTMT LTD ADR 585464100 34,761 1,874,900 SH   DFND 7 924,800 0 950,100
MELLANOX TECHNOLOGIES LTD SHS M51363113 71,462 1,402,585 SH   DFND 1,5 128,650 0 1,273,935
MELLANOX TECHNOLOGIES LTD SHS M51363113 91,318 1,792,300 SH   DFND 1,9 0 0 1,792,300
MELLANOX TECHNOLOGIES LTD SHS M51363113 5,284 103,700 SH   DFND 7 103,700 0 0
MERCADOLIBRE INC COM 58733R102 41,682 197,104 SH   DFND 1,5 21,600 0 175,504
MERCADOLIBRE INC COM 58733R102 9,353 44,227 SH   DFND 3 44,227 0 0
MERCADOLIBRE INC COM 58733R102 1,142 5,400 SH   DFND 7 5,400 0 0
MERCK & CO INC COM 58933Y105 517,171 8,139,295 SH   DFND 1,5 141,047 0 7,998,248
MERCK & CO INC COM 58933Y105 53,856 847,591 SH   DFND 2 0 0 847,591
MERCK & CO INC COM 58933Y105 124,543 1,960,066 SH   DFND 3 1,960,066 0 0
MERCK & CO INC COM 58933Y105 24,316 382,685 SH   DFND 6 328,396 0 54,289
MERCK & CO INC COM 58933Y105 103,805 1,633,691 SH   DFND 7 1,007,441 0 626,250
MERCURY SYS INC COM 589378108 13,710 351,093 SH   DFND 1,5 0 0 351,093
MERIDIAN BANCORP INC MD COM 58958U103 76,676 4,189,931 SH   DFND 1,5 112,297 0 4,077,634
MERIDIAN BANCORP INC MD COM 58958U103 4,763 260,269 SH   DFND 6 260,269 0 0
MERIDIAN BANCORP INC MD COM 58958U103 536 29,300 SH   DFND 7 29,300 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 4,873 353,141 SH   DFND 1,5 41 0 353,100
MERIT MED SYS INC COM 589889104 12,167 421,013 SH   DFND 6 421,013 0 0
MERIT MED SYS INC COM 589889104 4,685 162,110 SH   DFND 7 162,110 0 0
MERITAGE HOMES CORP COM 59001A102 191,613 5,206,880 SH   DFND 1,5 0 0 5,206,880
MERRIMACK PHARMACEUTICALS IN COM 590328100 59,300 19,253,268 SH   DFND 1,5 3,978,033 0 15,275,235
MERRIMACK PHARMACEUTICALS IN COM 590328100 204 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 35,215 287,000 SH   DFND 1,5 34,700 0 252,300
METHANEX CORP COM 59151K108 1,038 22,122 SH   DFND 1,5 0 0 22,122
METHANEX CORP COM 59151K108 2,270 48,449 SH   DFND 3 48,449 0 0
METHANEX CORP COM 59151K108 366 7,800 SH   DFND 6 7,800 0 0
METHANEX CORP COM 59151K108 4,681 99,900 SH   DFND 7 88,000 0 11,900
METHANEX CORP COM 59151K108 148,213 3,163,229 SH   DFND 11 3,078,000 0 85,229
METHODE ELECTRS INC COM 591520200 15,928 349,300 SH   DFND 1,5 0 0 349,300
METLIFE INC COM 59156R108 1,002,252 18,974,863 SH   DFND 1,5 918,505 0 18,056,358
METLIFE INC COM 59156R108 17,729 335,650 SH   DFND 2 0 0 335,650
METLIFE INC COM 59156R108 93,122 1,763,008 SH   DFND 3 1,763,008 0 0
METLIFE INC COM 59156R108 12,059 228,295 SH   DFND 6 228,295 0 0
METLIFE INC COM 59156R108 4,032 76,334 SH   DFND 7 400 0 75,934
METTLER TOLEDO INTERNATIONAL COM 592688105 1,317,266 2,750,550 SH   DFND 1,5 301,449 0 2,449,101
METTLER TOLEDO INTERNATIONAL COM 592688105 3,835 8,008 SH   DFND 2 0 0 8,008
METTLER TOLEDO INTERNATIONAL COM 592688105 3,288 6,865 SH   DFND 3 6,865 0 0
MFA FINL INC COM 55272X102 172,173 21,308,551 SH   DFND 1,5 128,008 0 21,180,543
MFA FINL INC COM 55272X102 235 29,100 SH   DFND 7 29,100 0 0
MGIC INVT CORP WIS COM 552848103 151,269 14,932,756 SH   DFND 1,5 911,868 0 14,020,888
MGIC INVT CORP WIS COM 552848103 3,826 377,700 SH   DFND 6 377,700 0 0
MGM RESORTS INTERNATIONAL COM 552953101 114,523 4,179,672 SH   DFND 1,5 44,058 0 4,135,614
MGM RESORTS INTERNATIONAL COM 552953101 4,140 151,100 SH   DFND 6 151,100 0 0
MGM RESORTS INTERNATIONAL COM 552953101 389 14,200 SH   DFND 7 14,200 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 121,935 3,199,542 SH   DFND 1,5 1,136,921 0 2,062,621
MICHAEL KORS HLDGS LTD SHS G60754101 1,911 50,149 SH   DFND 2 0 0 50,149
MICHAEL KORS HLDGS LTD SHS G60754101 803 21,068 SH   DFND 3 21,068 0 0
MICHAELS COS INC COM 59408Q106 26,073 1,164,489 SH   DFND 1,5 789 0 1,163,700
MICHAELS COS INC COM 59408Q106 2,972 132,729 SH   DFND 7 132,729 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 22,051 15,380,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 48,622 659,014 SH   DFND 1,5 0 0 659,014
MICROCHIP TECHNOLOGY INC COM 595017104 4,930 66,815 SH   DFND 2 0 0 66,815
MICROCHIP TECHNOLOGY INC COM 595017104 7,555 102,404 SH   DFND 3 102,404 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 26,808 10,050,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 19,564 7,400,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 489,610 16,941,514 SH   DFND 1,5 588,374 0 16,353,140
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 41,155 36,725,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 108,986 3,771,133 SH   DFND 1,9 0 0 3,771,133
MICRON TECHNOLOGY INC COM 595112103 9,248 320,007 SH   DFND 2 0 0 320,007
MICRON TECHNOLOGY INC COM 595112103 9,574 331,295 SH   DFND 3 331,295 0 0
MICRON TECHNOLOGY INC COM 595112103 12,960 448,440 SH   DFND 6 448,440 0 0
MICRON TECHNOLOGY INC COM 595112103 41,711 1,443,298 SH   DFND 7 1,443,298 0 0
MICRON TECHNOLOGY INC COM 595112103 32,171 1,113,197 SH   DFND 11 1,113,197 0 0
MICROSEMI CORP COM 595137100 93,445 1,813,400 SH   DFND 1,5 500 0 1,812,900
MICROSOFT CORP COM 594918104 10,090,926 153,217,829 SH   DFND 1,5 13,948,631 0 139,269,198
MICROSOFT CORP COM 594918104 444,144 6,743,755 SH   DFND 1,9 0 0 6,743,755
MICROSOFT CORP COM 594918104 157,114 2,385,583 SH   DFND 2 0 0 2,385,583
MICROSOFT CORP COM 594918104 406,060 6,165,496 SH   DFND 3 6,165,496 0 0
MICROSOFT CORP COM 594918104 121,608 1,846,466 SH   DFND 6 1,846,466 0 0
MICROSOFT CORP COM 594918104 179,594 2,726,910 SH   DFND 7 1,393,275 0 1,333,635
MICROSOFT CORP COM 594918104 55,322 840,000 SH   DFND 11 840,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 286,146 2,812,527 SH   DFND 1,5 54,906 0 2,757,621
MID AMER APT CMNTYS INC COM 59522J103 3,566 35,053 SH   DFND 2 0 0 35,053
MID AMER APT CMNTYS INC COM 59522J103 4,379 43,038 SH   DFND 3 43,038 0 0
MID AMER APT CMNTYS INC COM 59522J103 33,860 332,810 SH   DFND 6 332,810 0 0
MID AMER APT CMNTYS INC COM 59522J103 14,421 141,746 SH   DFND 7 11,471 0 130,275
MIDDLEBY CORP COM 596278101 13,039 95,560 SH   DFND 1,5 260 0 95,300
MIDDLEFIELD BANC CORP COM NEW 596304204 226 5,000 SH   DFND 1,5 5,000 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 18,504 538,070 SH   DFND 6 538,070 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 5,545 161,248 SH   DFND 7 161,248 0 0
MILLER HERMAN INC COM 600544100 5,813 184,250 SH   DFND 1,5 50 0 184,200
MIMEDX GROUP INC COM 602496101 548 57,477 SH   DFND 1,5 0 0 57,477
MINDBODY INC COM CL A 60255W105 14,873 541,831 SH   DFND 1,9 0 0 541,831
MINERVA NEUROSCIENCES INC COM 603380106 40,344 4,980,794 SH   DFND 1,5 0 0 4,980,794
MIRAGEN THERAPEUTICS INC COM 60463E103 38,874 3,124,888 SH   DFND 1,5 0 0 3,124,888
MIRNA THERAPEUTICS INC COM 60470J103 292 133,200 SH   DFND 1,5 0 0 133,200
MITEL NETWORKS CORP COM 60671Q104 1,376 198,490 SH   DFND 1,5 0 0 198,490
MKS INSTRUMENT INC COM 55306N104 1,519 22,093 SH   DFND 1,5 0 0 22,093
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,611 327,370 SH   DFND 1,5 12,770 0 314,600
MOBILEIRON INC COM NEW 60739U204 546 125,500 SH   DFND 1,5 0 0 125,500
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 225,749 3,676,700 SH   DFND 1,5 160,700 0 3,516,000
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 781 12,719 SH   DFND 1,9 0 0 12,719
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 10,310 167,909 SH   DFND 3 167,909 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 2,100 34,200 SH   DFND 7 34,200 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 20,581 335,200 SH   DFND 11 335,200 0 0
MOELIS & CO CL A 60786M105 4,135 107,400 SH   DFND 1,5 0 0 107,400
MOELIS & CO CL A 60786M105 2,657 69,000 SH   DFND 7 69,000 0 0
MOHAWK INDS INC COM 608190104 567,914 2,474,677 SH   DFND 1,5 178,167 0 2,296,510
MOHAWK INDS INC COM 608190104 4,467 19,467 SH   DFND 2 0 0 19,467
MOHAWK INDS INC COM 608190104 3,680 16,037 SH   DFND 3 16,037 0 0
MOHAWK INDS INC COM 608190104 16,093 70,126 SH   DFND 6 70,126 0 0
MOHAWK INDS INC COM 608190104 25,366 110,530 SH   DFND 7 110,530 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,504,409 15,718,410 SH   DFND 1,5 622,401 0 15,096,009
MOLSON COORS BREWING CO CL B 60871R209 5,448 56,921 SH   DFND 2 0 0 56,921
MOLSON COORS BREWING CO CL B 60871R209 44,400 463,897 SH   DFND 3 463,897 0 0
MOLSON COORS BREWING CO CL B 60871R209 33,905 354,249 SH   DFND 6 337,843 0 16,406
MOLSON COORS BREWING CO CL B 60871R209 88,192 921,450 SH   DFND 7 821,650 0 99,800
MOLSON COORS BREWING CO CL B 60871R209 14,615 152,700 SH   DFND 11 152,700 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 143,826 10,773,450 SH   DFND 1,5 2,853,351 0 7,920,099
MOMO INC ADR 60879B107 39,501 1,159,400 SH   DFND 1,9 43,200 0 1,116,200
MONDELEZ INTL INC CL A 609207105 658,803 15,292,549 SH   DFND 1,5 848,219 0 14,444,330
MONDELEZ INTL INC CL A 609207105 20,303 471,284 SH   DFND 2 0 0 471,284
MONDELEZ INTL INC CL A 609207105 27,696 642,906 SH   DFND 3 642,906 0 0
MONDELEZ INTL INC CL A 609207105 19,648 456,079 SH   DFND 6 423,196 0 32,883
MONDELEZ INTL INC CL A 609207105 98,237 2,280,330 SH   DFND 7 1,153,540 0 1,126,790
MONEYGRAM INTL INC COM NEW 60935Y208 613 36,449 SH   DFND 1,5 0 0 36,449
MONMOUTH REAL ESTATE INVT CO CL A 609720107 4,945 346,555 SH   DFND 1,5 0 0 346,555
MONOGRAM RESIDENTIAL TR INC COM 60979P105 113,011 11,335,094 SH   DFND 1,5 6,481,726 0 4,853,368
MONOLITHIC PWR SYS INC COM 609839105 115,134 1,250,094 SH   DFND 1,5 3,643 0 1,246,451
MONOLITHIC PWR SYS INC COM 609839105 38,037 412,993 SH   DFND 1,9 154 0 412,839
MONOLITHIC PWR SYS INC COM 609839105 78,271 849,846 SH   DFND 6 823,946 0 25,900
MONOLITHIC PWR SYS INC COM 609839105 39,093 424,464 SH   DFND 7 399,164 0 25,300
MONOLITHIC PWR SYS INC COM 609839105 33,276 361,300 SH   DFND 11 361,300 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 31,091 1,546,800 SH   DFND 1,5 0 0 1,546,800
MONSANTO CO NEW COM 61166W101 1,230,201 10,867,497 SH   DFND 1,5 574,924 0 10,292,573
MONSANTO CO NEW COM 61166W101 35,845 316,653 SH   DFND 1,10 9,553 0 307,100
MONSANTO CO NEW COM 61166W101 15,323 135,365 SH   DFND 2 0 0 135,365
MONSANTO CO NEW COM 61166W101 13,706 121,075 SH   DFND 3 121,075 0 0
MONSANTO CO NEW COM 61166W101 22,084 195,087 SH   DFND 6 195,087 0 0
MONSANTO CO NEW COM 61166W101 88,337 780,361 SH   DFND 7 102,270 0 678,091
MONSANTO CO NEW COM 61166W101 22,640 200,000 SH   DFND 11 200,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,982,569 42,940,641 SH   DFND 1,5 5,584,205 0 37,356,436
MONSTER BEVERAGE CORP NEW COM 61174X109 5,734 124,195 SH   DFND 2 0 0 124,195
MONSTER BEVERAGE CORP NEW COM 61174X109 24,841 538,038 SH   DFND 3 538,038 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 17,873 387,114 SH   DFND 6 387,114 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 38,325 830,081 SH   DFND 7 660,866 0 169,215
MOODYS CORP COM 615369105 227,441 2,029,999 SH   DFND 1,5 61,528 0 1,968,471
MOODYS CORP COM 615369105 5,741 51,245 SH   DFND 2 0 0 51,245
MOODYS CORP COM 615369105 3,317 29,601 SH   DFND 3 29,601 0 0
MOODYS CORP COM 615369105 3,171 28,300 SH   DFND 7 28,300 0 0
MOODYS CORP COM 615369105 34,649 309,252 SH   DFND 11 309,252 0 0
MOOG INC CL A 615394202 201,140 2,986,494 SH   DFND 1,5 11,032 0 2,975,462
MOOG INC CL A 615394202 24,738 367,304 SH   DFND 6 367,304 0 0
MOOG INC CL A 615394202 6,493 96,400 SH   DFND 7 96,400 0 0
MORGAN STANLEY COM NEW 617446448 1,746,489 40,767,711 SH   DFND 1,5 2,369,476 0 38,398,235
MORGAN STANLEY COM NEW 617446448 19,004 443,603 SH   DFND 2 0 0 443,603
MORGAN STANLEY COM NEW 617446448 71,781 1,675,565 SH   DFND 3 1,675,565 0 0
MORGAN STANLEY COM NEW 617446448 25,962 606,027 SH   DFND 6 606,027 0 0
MORGAN STANLEY COM NEW 617446448 23,981 559,780 SH   DFND 7 70,000 0 489,780
MORGAN STANLEY COM NEW 617446448 92,933 2,169,300 SH   DFND 11 2,169,300 0 0
MOSAIC CO NEW COM 61945C103 143,012 4,901,044 SH   DFND 1,5 160,817 0 4,740,227
MOSAIC CO NEW COM 61945C103 3,155 108,109 SH   DFND 2 0 0 108,109
MOSAIC CO NEW COM 61945C103 2,899 99,333 SH   DFND 3 99,333 0 0
MOTORCAR PTS AMER INC COM 620071100 23,888 777,349 SH   DFND 6 777,349 0 0
MOTORCAR PTS AMER INC COM 620071100 6,269 204,000 SH   DFND 7 204,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,643 53,846 SH   DFND 1,5 0 0 53,846
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,385 50,858 SH   DFND 2 0 0 50,858
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,292 49,782 SH   DFND 3 49,782 0 0
MOVADO GROUP INC COM 624580106 9,037 362,199 SH   DFND 1,5 263,592 0 98,607
MPLX LP COM UNIT REP LTD 55336V100 108,162 2,997,839 SH   DFND 1,5 0 0 2,997,839
MRC GLOBAL INC COM 55345K103 107,454 5,862,205 SH   DFND 1,5 121,134 0 5,741,071
MRC GLOBAL INC COM 55345K103 1,686 92,000 SH   DFND 6 44,300 0 47,700
MRC GLOBAL INC COM 55345K103 3,808 207,770 SH   DFND 7 168,170 0 39,600
MSC INDL DIRECT INC CL A 553530106 315,122 3,066,580 SH   DFND 1,5 186,121 0 2,880,459
MSC INDL DIRECT INC CL A 553530106 821 7,994 SH   DFND 6 7,994 0 0
MSCI INC COM 55354G100 873,505 8,987,600 SH   DFND 1,5 675,223 0 8,312,377
MSCI INC COM 55354G100 53,260 548,000 SH   DFND 1,10 11,100 0 536,900
MSCI INC COM 55354G100 357 3,674 SH   DFND 6 3,674 0 0
MSCI INC COM 55354G100 4,072 41,900 SH   DFND 7 41,900 0 0
MSG NETWORK INC CL A 553573106 7,682 329,000 SH   DFND 1,5 155,900 0 173,100
MTGE INVT CORP COM 55378A105 2,456 146,600 SH   DFND 1,5 0 0 146,600
MUELLER INDS INC COM 624756102 169,203 4,943,125 SH   DFND 1,5 25 0 4,943,100
MULESOFT INC CL A 625207105 9,155 376,300 SH   DFND 1,5 37,510 0 338,790
MULESOFT INC CL A 625207105 421 17,300 SH   DFND 1,9 0 0 17,300
MULTI COLOR CORP COM 625383104 36,035 507,539 SH   DFND 1,5 0 0 507,539
MULTI COLOR CORP COM 625383104 98,170 1,382,678 SH   DFND 6 1,352,278 0 30,400
MULTI COLOR CORP COM 625383104 25,785 363,175 SH   DFND 7 341,275 0 21,900
MULTI PACKAGING SOLUTIONS IN COM G6331W109 39,436 2,197,000 SH   DFND 11 2,197,000 0 0
MURPHY OIL CORP COM 626717102 317,221 11,095,530 SH   DFND 1,5 2,149,348 0 8,946,182
MURPHY OIL CORP COM 626717102 1,430 50,028 SH   DFND 2 0 0 50,028
MURPHY OIL CORP COM 626717102 3,778 132,127 SH   DFND 3 132,127 0 0
MURPHY USA INC COM 626755102 59,903 815,889 SH   DFND 1,5 0 0 815,889
MYLAN N V SHS EURO N59465109 17,343 444,800 SH   DFND 1,5 60,000 0 384,800
MYLAN N V SHS EURO N59465109 5,543 142,170 SH   DFND 2 0 0 142,170
MYLAN N V SHS EURO N59465109 3,589 92,039 SH   DFND 3 92,039 0 0
MYOKARDIA INC COM 62857M105 42,974 3,268,013 SH   DFND 1,5 0 0 3,268,013
MYOS RENS TECHNOLOGY INC COM 62857P108 231 80,000 SH   DFND 1,5 0 0 80,000
MYR GROUP INC DEL COM 55405W104 1,564 38,150 SH   DFND 1,5 38,150 0 0
MYRIAD GENETICS INC COM 62855J104 7,048 367,100 SH   DFND 1,5 13,393 0 353,707
MYRIAD GENETICS INC COM 62855J104 707 36,800 SH   DFND 6 36,800 0 0
NABORS INDUSTRIES LTD SHS G6359F103 82,506 6,312,625 SH   DFND 1,5 109,262 0 6,203,363
NABORS INDUSTRIES LTD SHS G6359F103 709 54,257 SH   DFND 3 54,257 0 0
NACCO INDS INC CL A 629579103 15,551 222,800 SH   DFND 1,5 34,708 0 188,092
NANOMETRICS INC COM 630077105 24,592 807,341 SH   DFND 1,5 3,410 0 803,931
NANOMETRICS INC COM 630077105 4,133 135,697 SH   DFND 1,9 0 0 135,697
NANTHEALTH INC COM 630104107 862 173,749 SH   DFND 1,5 1,581 0 172,168
NANTKWEST INC COM 63016Q102 6,200 1,746,500 SH   DFND 1,5 109,931 0 1,636,569
NASDAQ INC COM 631103108 2,485 35,783 SH   DFND 1,5 483 0 35,300
NASDAQ INC COM 631103108 2,467 35,519 SH   DFND 2 0 0 35,519
NASDAQ INC COM 631103108 765 11,018 SH   DFND 3 11,018 0 0
NASDAQ INC COM 631103108 30,953 445,691 SH   DFND 6 445,691 0 0
NASDAQ INC COM 631103108 2,645 38,080 SH   DFND 7 38,080 0 0
NATIONAL BEVERAGE CORP COM 635017106 64,590 764,106 SH   DFND 1,5 27,221 0 736,885
NATIONAL BEVERAGE CORP COM 635017106 1,708 20,200 SH   DFND 6 20,200 0 0
NATIONAL FUEL GAS CO N J COM 636180101 11,573 194,111 SH   DFND 1,5 0 0 194,111
NATIONAL FUEL GAS CO N J COM 636180101 376 6,300 SH   DFND 7 6,300 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 671 10,577 SH   DFND 3 10,577 0 0
NATIONAL HEALTH INVS INC COM 63633D104 113,041 1,556,400 SH   DFND 1,5 1,169,000 0 387,400
NATIONAL HEALTHCARE CORP COM 635906100 1,784 25,017 SH   DFND 1,5 0 0 25,017
NATIONAL INSTRS CORP COM 636518102 1,358 41,700 SH   DFND 1,5 0 0 41,700
NATIONAL INSTRS CORP COM 636518102 22,453 689,600 SH   DFND 1,9 0 0 689,600
NATIONAL OILWELL VARCO INC COM 637071101 350,035 8,731,219 SH   DFND 1,5 80,449 0 8,650,770
NATIONAL OILWELL VARCO INC COM 637071101 4,687 116,918 SH   DFND 2 0 0 116,918
NATIONAL OILWELL VARCO INC COM 637071101 1,927 48,072 SH   DFND 3 48,072 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,361 133,730 SH   DFND 6 133,730 0 0
NATIONAL OILWELL VARCO INC COM 637071101 970 24,200 SH   DFND 7 24,200 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 59,451 1,362,937 SH   DFND 1,5 107,900 0 1,255,037
NATIONAL RETAIL PPTYS INC COM 637417106 23,424 537,000 SH   DFND 6 537,000 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 9,291 213,000 SH   DFND 7 0 0 213,000
NATIONAL WESTN LIFE GROUP IN CL A 638517102 58,921 193,717 SH   DFND 1,5 41,435 0 152,282
NATIONAL WESTN LIFE GROUP IN CL A 638517102 10,281 33,800 SH   DFND 6 33,800 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 4,167 13,700 SH   DFND 7 13,700 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 6,208 393,895 SH   DFND 1,5 39,500 0 354,395
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 509 57,791 SH   DFND 1,5 57,791 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 5,506 529,891 SH   DFND 6 466,291 0 63,600
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,906 279,690 SH   DFND 7 227,490 0 52,200
NAUTILUS INC COM 63910B102 8,526 467,200 SH   DFND 1,5 0 0 467,200
NAVIENT CORPORATION COM 63938C108 1,490 100,967 SH   DFND 1,5 1,467 0 99,500
NAVIENT CORPORATION COM 63938C108 1,326 89,838 SH   DFND 2 0 0 89,838
NAVIENT CORPORATION COM 63938C108 808 54,769 SH   DFND 3 54,769 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 1,442 771,100 SH   DFND 1,5 0 0 771,100
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 25,296 26,350,000 PRN   DFND 1,5 0 0 0
NCI INC CL A 62886K104 11,539 766,700 SH   DFND 1,5 85,930 0 680,770
NCR CORP NEW COM 62886E108 45,972 1,006,386 SH   DFND 1,5 146 0 1,006,240
NCR CORP NEW COM 62886E108 1,327 29,040 SH   DFND 6 29,040 0 0
NCR CORP NEW COM 62886E108 11,693 255,982 SH   DFND 7 31,952 0 224,030
NEENAH PAPER INC COM 640079109 66,161 885,696 SH   DFND 1,5 1,555 0 884,141
NEKTAR THERAPEUTICS COM 640268108 45,711 1,947,644 SH   DFND 1,5 68,647 0 1,878,997
NELNET INC CL A 64031N108 1,777 40,525 SH   DFND 1,5 33,125 0 7,400
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 7,233 591,400 SH   DFND 1,5 73,656 0 517,744
NETAPP INC COM 64110D104 62,485 1,493,060 SH   DFND 1,5 183,200 0 1,309,860
NETAPP INC COM 64110D104 3,501 83,646 SH   DFND 2 0 0 83,646
NETAPP INC COM 64110D104 406 9,708 SH   DFND 3 9,708 0 0
NETAPP INC COM 64110D104 933 22,300 SH   DFND 6 22,300 0 0
NETEASE INC SPONSORED ADR 64110W102 99,266 349,527 SH   DFND 1,5 28,967 0 320,560
NETEASE INC SPONSORED ADR 64110W102 257,492 906,662 SH   DFND 1,9 17,500 0 889,162
NETEASE INC SPONSORED ADR 64110W102 6,455 22,730 SH   DFND 6 18,830 0 3,900
NETEASE INC SPONSORED ADR 64110W102 14,200 50,000 SH   DFND 7 50,000 0 0
NETFLIX INC COM 64110L106 3,055,307 20,670,501 SH   DFND 1,5 2,470,323 0 18,200,178
NETFLIX INC COM 64110L106 19,640 132,873 SH   DFND 2 0 0 132,873
NETFLIX INC COM 64110L106 22,133 149,739 SH   DFND 3 149,739 0 0
NETFLIX INC COM 64110L106 10,996 74,393 SH   DFND 6 74,393 0 0
NETGEAR INC COM 64111Q104 96,457 1,946,655 SH   DFND 1,5 7,930 0 1,938,725
NETSCOUT SYS INC COM 64115T104 2,930 77,210 SH   DFND 1,5 0 0 77,210
NEUROCRINE BIOSCIENCES INC COM 64125C109 475,073 10,971,658 SH   DFND 1,5 470,755 0 10,500,903
NEUROCRINE BIOSCIENCES INC COM 64125C109 36,888 851,921 SH   DFND 6 851,921 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,944 206,570 SH   DFND 7 206,570 0 0
NEURODERM LTD ORD SHS M74231107 5,310 200,000 SH   DFND 1,5 0 0 200,000
NEUSTAR INC CL A 64126X201 45,455 1,371,200 SH   DFND 1,5 157,071 0 1,214,129
NEVRO CORP COM 64157F103 205,024 2,188,085 SH   DFND 1,5 217,097 0 1,970,988
NEVRO CORP COM 64157F103 1,555 16,600 SH   DFND 6 16,600 0 0
NEW GOLD INC CDA COM 644535106 45,565 15,263,059 SH   DFND 1,5 900 0 15,262,159
NEW HOME CO INC COM 645370107 10,694 1,022,354 SH   DFND 1,5 0 0 1,022,354
NEW JERSEY RES COM 646025106 18,007 454,733 SH   DFND 1,5 0 0 454,733
NEW JERSEY RES COM 646025106 23,168 585,057 SH   DFND 6 560,776 0 24,281
NEW JERSEY RES COM 646025106 9,191 232,093 SH   DFND 7 232,093 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 231,787 3,838,808 SH   DFND 1,5 122,310 0 3,716,498
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 97,848 1,620,539 SH   DFND 1,9 904 0 1,619,635
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 82,020 1,358,400 SH   DFND 1,10 27,800 0 1,330,600
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 11,462 189,830 SH   DFND 6 161,030 0 28,800
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 16,356 270,880 SH   DFND 7 270,880 0 0
NEW RELIC INC COM 64829B100 269,953 7,282,249 SH   DFND 1,5 347,111 0 6,935,138
NEW RELIC INC COM 64829B100 22,086 595,800 SH   DFND 1,9 0 0 595,800
NEW RELIC INC COM 64829B100 1,431 38,600 SH   DFND 7 38,600 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 18,733 1,103,212 SH   DFND 1,5 0 0 1,103,212
NEW SR INVT GROUP INC COM 648691103 4,593 450,307 SH   DFND 1,5 0 0 450,307
NEW YORK CMNTY BANCORP INC COM 649445103 3,273 234,300 SH   DFND 1,5 0 0 234,300
NEW YORK MTG TR INC PFD-C CONV 649604808 9,553 401,558 SH   DFND 1,5 0 0 401,558
NEW YORK REIT INC COM 64976L109 90,023 9,290,324 SH   DFND 1,5 6,880,816 0 2,409,508
NEW YORK TIMES CO CL A 650111107 12,790 888,179 SH   DFND 11 888,179 0 0
NEWELL BRANDS INC COM 651229106 440,020 9,328,387 SH   DFND 1,5 346,067 0 8,982,320
NEWELL BRANDS INC COM 651229106 7,025 148,923 SH   DFND 2 0 0 148,923
NEWELL BRANDS INC COM 651229106 7,514 159,292 SH   DFND 3 159,292 0 0
NEWELL BRANDS INC COM 651229106 24,825 526,291 SH   DFND 6 496,152 0 30,139
NEWELL BRANDS INC COM 651229106 58,824 1,247,066 SH   DFND 7 1,103,266 0 143,800
NEWFIELD EXPL CO COM 651290108 348,538 9,442,916 SH   DFND 1,5 66,839 0 9,376,077
NEWFIELD EXPL CO COM 651290108 2,266 61,398 SH   DFND 2 0 0 61,398
NEWFIELD EXPL CO COM 651290108 613 16,608 SH   DFND 3 16,608 0 0
NEWLINK GENETICS CORP COM 651511107 21,807 904,856 SH   DFND 1,5 0 0 904,856
NEWMARKET CORP COM 651587107 317 700 SH   DFND 7 700 0 0
NEWMONT MINING CORP COM 651639106 121,860 3,697,200 SH   DFND 1,5 0 0 3,697,200
NEWMONT MINING CORP COM 651639106 5,408 164,080 SH   DFND 2 0 0 164,080
NEWMONT MINING CORP COM 651639106 4,092 124,165 SH   DFND 3 124,165 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 61,563 7,600,313 SH   DFND 1,5 0 0 7,600,313
NEWPARK RES INC COM PAR $.01NEW 651718504 1,054 130,100 SH   DFND 7 130,100 0 0
NEWS CORP NEW CL A 65249B109 22,991 1,768,552 SH   DFND 1,5 288 0 1,768,264
NEWS CORP NEW CL A 65249B109 1,532 117,835 SH   DFND 2 0 0 117,835
NEWS CORP NEW CL B 65249B208 499 36,975 SH   DFND 2 0 0 36,975
NEWS CORP NEW CL A 65249B109 511 39,312 SH   DFND 3 39,312 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 50,226 5,668,813 SH   DFND 1,5 168,108 0 5,500,705
NEXSTAR MEDIA GROUP INC CL A 65336K103 159,946 2,280,054 SH   DFND 1,5 122,501 0 2,157,553
NEXTERA ENERGY INC COM 65339F101 927,867 7,228,070 SH   DFND 1,5 162 0 7,227,908
NEXTERA ENERGY INC COM 65339F101 18,530 144,348 SH   DFND 2 0 0 144,348
NEXTERA ENERGY INC COM 65339F101 23,096 179,915 SH   DFND 3 179,915 0 0
NEXTERA ENERGY INC COM 65339F101 1,092 8,503 SH   DFND 6 8,503 0 0
NEXTERA ENERGY INC COM 65339F101 15,388 119,869 SH   DFND 7 119,869 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 53,399 1,611,794 SH   DFND 1,5 0 0 1,611,794
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 1,647 49,700 SH   DFND 7 49,700 0 0
NIC INC COM 62914B100 15,013 743,200 SH   DFND 1,5 100 0 743,100
NICHOLAS FINANCIAL INC COM NEW 65373J209 4,494 422,728 SH   DFND 1,5 101,128 0 321,600
NIELSEN HLDGS PLC SHS EUR G6518L108 38,460 931,000 SH   DFND 1,5 0 0 931,000
NIELSEN HLDGS PLC SHS EUR G6518L108 4,286 103,754 SH   DFND 2 0 0 103,754
NIELSEN HLDGS PLC SHS EUR G6518L108 868 21,005 SH   DFND 3 21,005 0 0
NII HLDGS INC COM PAR $0.001 62913F508 3,217 2,474,466 SH   DFND 1,5 0 0 2,474,466
NIKE INC CL B 654106103 2,114,025 37,933,347 SH   DFND 1,5 3,823,174 0 34,110,173
NIKE INC CL B 654106103 22,800 409,113 SH   DFND 2 0 0 409,113
NIKE INC CL B 654106103 35,884 643,887 SH   DFND 3 643,887 0 0
NIKE INC CL B 654106103 22,528 404,235 SH   DFND 6 404,235 0 0
NIKE INC CL B 654106103 64,980 1,165,974 SH   DFND 7 1,058,499 0 107,475
NIPPON TELEG TEL CORP SPONSORED ADR 654624105 2,669 62,300 SH   DFND 1,5 0 0 62,300
NISOURCE INC COM 65473P105 12,176 511,795 SH   DFND 1,5 828 0 510,967
NISOURCE INC COM 65473P105 2,375 99,852 SH   DFND 2 0 0 99,852
NISOURCE INC COM 65473P105 944 39,662 SH   DFND 3 39,662 0 0
NMI HLDGS INC CL A 629209305 21,521 1,887,811 SH   DFND 6 1,887,811 0 0
NMI HLDGS INC CL A 629209305 4,799 421,000 SH   DFND 7 421,000 0 0
NN INC COM 629337106 16,933 671,930 SH   DFND 6 671,930 0 0
NN INC COM 629337106 5,373 213,200 SH   DFND 7 213,200 0 0
NOBLE CORP PLC SHS USD G65431101 6,093 984,300 SH   DFND 1,5 0 0 984,300
NOBLE ENERGY INC COM 655044105 289,207 8,421,879 SH   DFND 1,5 621,825 0 7,800,054
NOBLE ENERGY INC COM 655044105 4,617 134,439 SH   DFND 2 0 0 134,439
NOBLE ENERGY INC COM 655044105 2,084 60,680 SH   DFND 3 60,680 0 0
NOBLE ENERGY INC COM 655044105 552 16,071 SH   DFND 6 16,071 0 0
NOBLE ENERGY INC COM 655044105 2,637 76,789 SH   DFND 7 76,789 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 70,246 1,348,808 SH   DFND 1,5 0 0 1,348,808
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 1,005 19,300 SH   DFND 7 19,300 0 0
NOKIA CORP SPONSORED ADR 654902204 15,845 2,923,483 SH   DFND 1,5 0 0 2,923,483
NOMAD HLDGS LTD USD ORD SHS G6564A105 24,489 2,138,791 SH   DFND 1,5 0 0 2,138,791
NOODLES & CO CL A 65540B105 22,719 3,951,069 SH   DFND 1,5 454,111 0 3,496,958
NORBORD INC COM NEW 65548P403 5,619 197,410 SH   DFND 7 191,310 0 6,100
NORBORD INC COM NEW 65548P403 167,993 5,902,400 SH   DFND 11 5,280,700 0 621,700
NORD ANGLIA EDUCATION INC SHS G6583A102 21,933 865,532 SH   DFND 1,5 3,127 0 862,405
NORDSON CORP COM 655663102 42,906 349,282 SH   DFND 1,5 942 0 348,340
NORDSON CORP COM 655663102 442 3,600 SH   DFND 6 3,600 0 0
NORDSON CORP COM 655663102 762 6,200 SH   DFND 7 6,200 0 0
NORDSTROM INC COM 655664100 1,637 35,162 SH   DFND 2 0 0 35,162
NORDSTROM INC COM 655664100 3,868 83,052 SH   DFND 3 83,052 0 0
NORFOLK SOUTHERN CORP COM 655844108 600,955 5,367,107 SH   DFND 1,5 42,468 0 5,324,639
NORFOLK SOUTHERN CORP COM 655844108 10,043 89,698 SH   DFND 2 0 0 89,698
NORFOLK SOUTHERN CORP COM 655844108 9,966 89,003 SH   DFND 3 89,003 0 0
NORFOLK SOUTHERN CORP COM 655844108 10,124 90,420 SH   DFND 6 90,420 0 0
NORFOLK SOUTHERN CORP COM 655844108 24,672 220,342 SH   DFND 7 64,800 0 155,542
NORTHERN OIL & GAS INC NEV COM 665531109 3,032 1,165,984 SH   DFND 1,5 0 0 1,165,984
NORTHERN TR CORP COM 665859104 1,035,972 11,965,490 SH   DFND 1,5 98,648 0 11,866,842
NORTHERN TR CORP COM 665859104 5,748 66,393 SH   DFND 2 0 0 66,393
NORTHERN TR CORP COM 665859104 5,623 64,948 SH   DFND 3 64,948 0 0
NORTHERN TR CORP COM 665859104 12,998 150,123 SH   DFND 6 150,123 0 0
NORTHERN TR CORP COM 665859104 10,719 123,800 SH   DFND 7 123,800 0 0
NORTHRIM BANCORP INC COM 666762109 4,708 156,669 SH   DFND 1,5 14,300 0 142,369
NORTHROP GRUMMAN CORP COM 666807102 1,684,584 7,082,846 SH   DFND 1,5 265,977 0 6,816,869
NORTHROP GRUMMAN CORP COM 666807102 12,820 53,901 SH   DFND 2 0 0 53,901
NORTHROP GRUMMAN CORP COM 666807102 17,365 73,011 SH   DFND 3 73,011 0 0
NORTHROP GRUMMAN CORP COM 666807102 10,611 44,614 SH   DFND 6 41,723 0 2,891
NORTHROP GRUMMAN CORP COM 666807102 30,845 129,689 SH   DFND 7 93,689 0 36,000
NORTHSTAR REALTY EUROPE CORP COM 66706L101 1,576 136,017 SH   DFND 1,5 0 0 136,017
NORTHSTAR REALTY EUROPE CORP COM 66706L101 141 12,129 SH   DFND 7 2,979 0 9,150
NORTHWEST BANCSHARES INC MD COM 667340103 650 38,600 SH   DFND 1,5 0 0 38,600
NORWOOD FINANCIAL CORP COM 669549107 8,660 210,608 SH   DFND 1,5 23,785 0 186,823
NOVADAQ TECHNOLOGIES INC COM 66987G102 24,206 3,107,271 SH   DFND 1,5 10,771 0 3,096,500
NOVAGOLD RES INC COM NEW 66987E206 111,406 22,933,985 SH   DFND 1,5 2,243,319 0 20,690,666
NOVANTA INC COM 67000B104 10,620 400,000 SH   DFND 1,5 0 0 400,000
NOVARTIS A G SPONSORED ADR 66987V109 52,136 701,975 SH   DFND 1,5 45 0 701,930
NOVARTIS A G SPONSORED ADR 66987V109 7,484 100,762 SH   DFND 3 100,762 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,016 40,604 SH   DFND 7 0 0 40,604
NOVAVAX INC COM 670002104 23,757 18,560,337 SH   DFND 1,5 346,100 0 18,214,237
NOVELION THERAPEUTICS INC COM NEW 67001K202 6,245 581,477 SH   DFND 1,5 0 0 581,477
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 17,939 4,730,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 177,391 5,174,767 SH   DFND 1,5 432,806 0 4,741,961
NOVO-NORDISK A S ADR 670100205 5,875 171,379 SH   DFND 3 171,379 0 0
NOVO-NORDISK A S ADR 670100205 4,494 131,099 SH   DFND 7 131,099 0 0
NOVOCURE LTD ORD SHS G6674U108 37,086 4,578,561 SH   DFND 1,5 821,653 0 3,756,908
NOW INC COM 67011P100 323 19,039 SH   DFND 1,5 1,319 0 17,720
NRG ENERGY INC COM NEW 629377508 126,257 6,751,687 SH   DFND 1,5 75 0 6,751,612
NRG ENERGY INC COM NEW 629377508 1,824 97,545 SH   DFND 2 0 0 97,545
NRG ENERGY INC COM NEW 629377508 1,253 66,986 SH   DFND 3 66,986 0 0
NRG ENERGY INC COM NEW 629377508 1,322 70,700 SH   DFND 7 70,700 0 0
NRG YIELD INC CL C 62942X405 66,638 3,764,838 SH   DFND 1,5 231 0 3,764,607
NRG YIELD INC CL C 62942X405 848 47,900 SH   DFND 7 47,900 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 12,296 221,382 SH   DFND 1,5 361 0 221,021
NU SKIN ENTERPRISES INC CL A 67018T105 383 6,900 SH   DFND 7 6,900 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 24,135 24,000,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 24,416 25,650,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 27,500 1,588,673 SH   DFND 1,5 8,073 0 1,580,600
NUCOR CORP COM 670346105 101,360 1,697,257 SH   DFND 1,5 174,300 0 1,522,957
NUCOR CORP COM 670346105 5,878 98,432 SH   DFND 2 0 0 98,432
NUCOR CORP COM 670346105 10,238 171,435 SH   DFND 3 171,435 0 0
NUCOR CORP COM 670346105 8,391 140,500 SH   DFND 7 140,500 0 0
NUTANIX INC CL A 67059N108 53,755 2,863,858 SH   DFND 1,5 524,000 0 2,339,858
NUTRACEUTICAL INTL CORP COM 67060Y101 43,165 1,385,721 SH   DFND 1,5 378,983 0 1,006,738
NUTRI SYS INC NEW COM 67069D108 39,342 708,859 SH   DFND 1,5 6,000 0 702,859
NUTRI SYS INC NEW COM 67069D108 938 16,900 SH   DFND 6 16,900 0 0
NUVASIVE INC COM 670704105 1,049 14,050 SH   DFND 1,5 0 0 14,050
NUVEEN NEW YORK QLT MUN INC COM 67066X107 622 46,000 SH   DFND 3 46,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 10,006 1,850,000 PRN   DFND 1,5 0 0 0
NVIDIA CORP COM 67066G104 6,507,230 59,737,721 SH   DFND 1,5 13,120,376 0 46,617,345
NVIDIA CORP COM 67066G104 83,479 766,350 SH   DFND 1,9 200 0 766,150
NVIDIA CORP COM 67066G104 19,807 181,832 SH   DFND 2 0 0 181,832
NVIDIA CORP COM 67066G104 19,231 176,547 SH   DFND 3 176,547 0 0
NVIDIA CORP COM 67066G104 31,679 290,822 SH   DFND 6 290,822 0 0
NVIDIA CORP COM 67066G104 12,483 114,600 SH   DFND 7 114,600 0 0
NVIDIA CORP COM 67066G104 42,548 390,602 SH   DFND 11 390,602 0 0
NVR INC COM 62944T105 255,990 121,502 SH   DFND 1,5 2,834 0 118,668
NVR INC COM 62944T105 1,999 949 SH   DFND 3 949 0 0
NXP SEMICONDUCTORS N V COM N6596X109 898,764 8,683,708 SH   DFND 1,5 835,949 0 7,847,759
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 21,229 18,340,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 100,217 968,282 SH   DFND 1,9 0 0 968,282
NXP SEMICONDUCTORS N V COM N6596X109 14,959 144,535 SH   DFND 6 144,535 0 0
NXP SEMICONDUCTORS N V COM N6596X109 28,849 278,734 SH   DFND 7 278,734 0 0
NXP SEMICONDUCTORS N V COM N6596X109 70,328 679,500 SH   DFND 11 679,500 0 0
NXSTAGE MEDICAL INC COM 67072V103 197,482 7,360,501 SH   DFND 1,5 171,341 0 7,189,160
NXSTAGE MEDICAL INC COM 67072V103 2,326 86,700 SH   DFND 6 86,700 0 0
NXSTAGE MEDICAL INC COM 67072V103 939 35,000 SH   DFND 7 35,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 703,962 2,608,814 SH   DFND 1,5 160,251 0 2,448,563
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,634 28,290 SH   DFND 2 0 0 28,290
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,333 30,881 SH   DFND 3 30,881 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,161 4,304 SH   DFND 6 4,304 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,505 20,401 SH   DFND 7 20,401 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 198,828 4,389,147 SH   DFND 1,5 0 0 4,389,147
OAKTREE CAP GROUP LLC UNIT CL A 674001201 838 18,500 SH   DFND 7 18,500 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 6,731 5,000,000 PRN   DFND 1,5 0 0 0
OASIS PETE INC NEW COM 674215108 29,180 2,046,273 SH   DFND 1,5 237 0 2,046,036
OASIS PETE INC NEW COM 674215108 34,380 2,410,930 SH   DFND 6 2,410,930 0 0
OASIS PETE INC NEW COM 674215108 8,576 601,430 SH   DFND 7 601,430 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 6,741 106,386 SH   DFND 1,5 86 0 106,300
OCCIDENTAL PETE CORP DEL COM 674599105 14,950 235,946 SH   DFND 2 0 0 235,946
OCCIDENTAL PETE CORP DEL COM 674599105 10,666 168,334 SH   DFND 3 168,334 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 8,533 134,676 SH   DFND 6 134,676 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 28,771 454,080 SH   DFND 7 454,080 0 0
OCEANEERING INTL INC COM 675232102 390,900 14,435,006 SH   DFND 1,5 763,714 0 13,671,292
OCEANEERING INTL INC COM 675232102 3,398 125,462 SH   DFND 6 125,462 0 0
OCEANEERING INTL INC COM 675232102 4,826 178,200 SH   DFND 7 102,800 0 75,400
OCLARO INC COM NEW 67555N206 1,345 136,930 SH   DFND 1,5 2,200 0 134,730
OCLARO INC COM NEW 67555N206 10,173 1,035,900 SH   DFND 6 1,035,900 0 0
OCLARO INC COM NEW 67555N206 2,685 273,400 SH   DFND 7 273,400 0 0
OCULAR THERAPEUTIX INC COM 67576A100 12,674 1,365,699 SH   DFND 1,5 0 0 1,365,699
OFFICE DEPOT INC COM 676220106 9,751 2,090,166 SH   DFND 1,5 610,655 0 1,479,511
OFG BANCORP COM 67103X102 30,126 2,553,042 SH   DFND 1,5 205,984 0 2,347,058
OGE ENERGY CORP COM 670837103 159,523 4,560,393 SH   DFND 1,5 202,600 0 4,357,793
OGE ENERGY CORP COM 670837103 328 9,369 SH   DFND 3 9,369 0 0
OGE ENERGY CORP COM 670837103 1,599 45,700 SH   DFND 7 45,700 0 0
OIL STS INTL INC COM 678026105 248,029 7,482,020 SH   DFND 1,5 441,660 0 7,040,360
OLD DOMINION FGHT LINES INC COM 679580100 76,533 894,386 SH   DFND 1,5 412 0 893,974
OLD DOMINION FGHT LINES INC COM 679580100 22,693 265,199 SH   DFND 6 265,199 0 0
OLD DOMINION FGHT LINES INC COM 679580100 6,397 74,760 SH   DFND 7 74,760 0 0
OLIN CORP COM PAR $1 680665205 134,026 4,077,457 SH   DFND 1,5 842 0 4,076,615
OLIN CORP COM PAR $1 680665205 25,997 790,914 SH   DFND 6 790,914 0 0
OLIN CORP COM PAR $1 680665205 7,054 214,600 SH   DFND 7 214,600 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 218,867 6,533,350 SH   DFND 1,5 361,977 0 6,171,373
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 566 16,900 SH   DFND 6 16,900 0 0
OM ASSET MGMT PLC SHS G67506108 148,087 9,794,100 SH   DFND 1,5 184 0 9,793,916
OM ASSET MGMT PLC SHS G67506108 21,543 1,424,829 SH   DFND 6 1,424,829 0 0
OM ASSET MGMT PLC SHS G67506108 3,630 240,065 SH   DFND 7 240,065 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 43,498 1,318,518 SH   DFND 1,5 318 0 1,318,200
OMEGA HEALTHCARE INVS INC COM 681936100 1,584 48,000 SH   DFND 7 48,000 0 0
OMEGA PROTEIN CORP COM 68210P107 3,064 152,800 SH   DFND 1,5 83,500 0 69,300
OMNICOM GROUP INC COM 681919106 146,667 1,701,276 SH   DFND 1,5 92,077 0 1,609,199
OMNICOM GROUP INC COM 681919106 6,242 72,402 SH   DFND 2 0 0 72,402
OMNICOM GROUP INC COM 681919106 12,439 144,292 SH   DFND 3 144,292 0 0
OMNICOM GROUP INC COM 681919106 3,522 40,850 SH   DFND 6 40,850 0 0
OMNICOM GROUP INC COM 681919106 30,534 354,182 SH   DFND 7 38,552 0 315,630
ON ASSIGNMENT INC COM 682159108 18,806 387,510 SH   DFND 1,5 110 0 387,400
ON DECK CAP INC COM 682163100 12,548 2,489,658 SH   DFND 1,5 0 0 2,489,658
ON DECK CAP INC COM 682163100 368 73,100 SH   DFND 7 73,100 0 0
ON SEMICONDUCTOR CORP COM 682189105 348,312 22,486,225 SH   DFND 1,5 127,375 0 22,358,850
ON SEMICONDUCTOR CORP COM 682189105 18,613 1,201,626 SH   DFND 1,9 0 0 1,201,626
ON SEMICONDUCTOR CORP COM 682189105 9,608 620,250 SH   DFND 6 620,250 0 0
ON SEMICONDUCTOR CORP COM 682189105 3,763 242,946 SH   DFND 7 242,946 0 0
ON SEMICONDUCTOR CORP COM 682189105 11,040 712,700 SH   DFND 11 712,700 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 9,076 985,438 SH   DFND 1,5 0 0 985,438
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,797 112,315 SH   DFND 1,5 115 0 112,200
ONEMAIN HLDGS INC COM 68268W103 244,041 9,820,549 SH   DFND 1,5 190 0 9,820,359
ONEMAIN HLDGS INC COM 68268W103 4,138 166,500 SH   DFND 7 166,500 0 0
ONEOK INC NEW COM 682680103 3,607 65,064 SH   DFND 2 0 0 65,064
ONEOK INC NEW COM 682680103 2,845 51,323 SH   DFND 3 51,323 0 0
ONVIA INC COM NEW 68338T403 111 25,469 SH   DFND 11 25,469 0 0
OPEN TEXT CORP COM 683715106 41,898 1,232,712 SH   DFND 1,5 718 0 1,231,994
OPEN TEXT CORP COM 683715106 421,395 12,398,063 SH   DFND 11 12,398,063 0 0
OPKO HEALTH INC COM 68375N103 45,791 5,723,828 SH   DFND 1,5 547,171 0 5,176,657
ORACLE CORP COM 68389X105 970,660 21,758,792 SH   DFND 1,5 2,155,318 0 19,603,474
ORACLE CORP COM 68389X105 756 16,937 SH   DFND 1,9 0 0 16,937
ORACLE CORP COM 68389X105 41,275 925,230 SH   DFND 2 0 0 925,230
ORACLE CORP COM 68389X105 60,192 1,349,302 SH   DFND 3 1,349,302 0 0
ORACLE CORP COM 68389X105 7,361 165,015 SH   DFND 6 165,015 0 0
ORACLE CORP COM 68389X105 75,532 1,693,152 SH   DFND 7 155,860 0 1,537,292
ORACLE CORP COM 68389X105 26,617 596,650 SH   DFND 11 596,650 0 0
ORAGENICS INC COM NEW 684023203 732 1,666,666 SH   DFND 1,5 0 0 1,666,666
ORBCOMM INC COM 68555P100 5,304 555,347 SH   DFND 1,5 0 0 555,347
ORBITAL ATK INC COM 68557N103 105,403 1,075,543 SH   DFND 1,5 5,000 0 1,070,543
ORBOTECH LTD ORD M75253100 48,076 1,490,733 SH   DFND 1,5 500 0 1,490,233
ORION ENGINEERED CARBONS S A COM L72967109 11,578 564,800 SH   DFND 1,5 0 0 564,800
ORMAT TECHNOLOGIES INC COM 686688102 8,562 150,000 SH   DFND 1,5 0 0 150,000
OSHKOSH CORP COM 688239201 384 5,600 SH   DFND 7 5,600 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 12,625 1,135,993 SH   DFND 1,5 0 0 1,135,993
OTONOMY INC COM 68906L105 8,943 730,029 SH   DFND 1,5 0 0 730,029
OUTFRONT MEDIA INC COM 69007J106 276,482 10,413,629 SH   DFND 1,5 2,438,628 0 7,975,001
OUTFRONT MEDIA INC COM 69007J106 12,954 487,900 SH   DFND 6 487,900 0 0
OUTFRONT MEDIA INC COM 69007J106 9,439 355,500 SH   DFND 7 166,500 0 189,000
OVASCIENCE INC COM 69014Q101 9,989 5,341,585 SH   DFND 1,5 236,971 0 5,104,614
OWENS & MINOR INC NEW COM 690732102 86,500 2,500,000 SH   DFND 1,5 0 0 2,500,000
OWENS CORNING NEW COM 690742101 12,609 205,465 SH   DFND 1,5 232 0 205,233
OWENS CORNING NEW COM 690742101 3,491 56,887 SH   DFND 7 56,887 0 0
OWENS ILL INC COM NEW 690768403 21,464 1,053,180 SH   DFND 1,5 0 0 1,053,180
OXFORD INDS INC COM 691497309 8,478 148,069 SH   DFND 6 148,069 0 0
OXFORD INDS INC COM 691497309 3,487 60,900 SH   DFND 7 60,900 0 0
P & F INDS INC CL A NEW 692830508 3,379 486,125 SH   DFND 1,5 152,477 0 333,648
PACCAR INC COM 693718108 306,490 4,560,863 SH   DFND 1,5 385,805 0 4,175,058
PACCAR INC COM 693718108 7,280 108,326 SH   DFND 2 0 0 108,326
PACCAR INC COM 693718108 10,743 159,860 SH   DFND 3 159,860 0 0
PACCAR INC COM 693718108 262 3,900 SH   DFND 6 3,900 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 40,070 878,719 SH   DFND 1,5 0 0 878,719
PACKAGING CORP AMER COM 695156109 53,095 579,510 SH   DFND 1,5 10 0 579,500
PACKAGING CORP AMER COM 695156109 2,679 29,235 SH   DFND 3 29,235 0 0
PACKAGING CORP AMER COM 695156109 22,974 250,750 SH   DFND 6 250,750 0 0
PACKAGING CORP AMER COM 695156109 10,486 114,447 SH   DFND 7 114,447 0 0
PACWEST BANCORP DEL COM 695263103 256,719 4,820,112 SH   DFND 1,5 56,391 0 4,763,721
PALO ALTO NETWORKS INC COM 697435105 20,700 183,710 SH   DFND 1,5 43,000 0 140,710
PALO ALTO NETWORKS INC COM 697435105 1,223 10,854 SH   DFND 3 10,854 0 0
PAN AMERICAN SILVER CORP COM 697900108 62,018 3,539,837 SH   DFND 1,5 123,537 0 3,416,300
PANDORA MEDIA INC COM 698354107 16,326 1,382,394 SH   DFND 1,5 5,800 0 1,376,594
PANDORA MEDIA INC COM 698354107 8,545 723,500 SH   DFND 1,9 0 0 723,500
PANERA BREAD CO CL A 69840W108 167,847 640,956 SH   DFND 1,5 151,648 0 489,308
PANERA BREAD CO CL A 69840W108 379 1,448 SH   DFND 3 1,448 0 0
PANERA BREAD CO CL A 69840W108 1,440 5,500 SH   DFND 6 5,500 0 0
PAPA JOHNS INTL INC COM 698813102 305,388 3,815,439 SH   DFND 1,5 478,142 0 3,337,297
PAPA JOHNS INTL INC COM 698813102 5,056 63,170 SH   DFND 6 44,470 0 18,700
PAPA JOHNS INTL INC COM 698813102 7,604 95,000 SH   DFND 7 74,700 0 20,300
PARAMOUNT GROUP INC COM 69924R108 99,870 6,161,000 SH   DFND 1,5 6,161,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 40,719 2,115,292 SH   DFND 1,5 0 0 2,115,292
PAREXEL INTL CORP COM 699462107 16,184 256,438 SH   DFND 1,5 50 0 256,388
PARK CITY GROUP INC COM NEW 700215304 12,631 1,022,763 SH   DFND 6 1,022,763 0 0
PARK CITY GROUP INC COM NEW 700215304 2,901 234,928 SH   DFND 7 234,928 0 0
PARK HOTELS RESORTS INC COM 700517105 61,865 2,410,024 SH   DFND 1,5 889 0 2,409,135
PARK HOTELS RESORTS INC COM 700517105 920 35,857 SH   DFND 7 35,857 0 0
PARK OHIO HLDGS CORP COM 700666100 3,349 93,160 SH   DFND 1,5 20,200 0 72,960
PARKER DRILLING CO COM 701081101 12,519 7,153,956 SH   DFND 1,5 0 0 7,153,956
PARKER HANNIFIN CORP COM 701094104 263,160 1,641,469 SH   DFND 1,5 122,720 0 1,518,749
PARKER HANNIFIN CORP COM 701094104 6,597 41,149 SH   DFND 2 0 0 41,149
PARKER HANNIFIN CORP COM 701094104 10,948 68,289 SH   DFND 3 68,289 0 0
PARKER HANNIFIN CORP COM 701094104 641 4,000 SH   DFND 6 4,000 0 0
PARKWAY INC COM 70156Q107 48,701 2,448,538 SH   DFND 1,5 1,175,891 0 1,272,647
PARSLEY ENERGY INC CL A 701877102 231,249 7,113,168 SH   DFND 1,5 319 0 7,112,849
PARSLEY ENERGY INC CL A 701877102 2,767 85,100 SH   DFND 7 85,100 0 0
PARTY CITY HOLDCO INC COM 702149105 9,702 690,500 SH   DFND 1,5 0 0 690,500
PATHEON N V SHS N6865W105 12,374 469,772 SH   DFND 1,5 5,700 0 464,072
PATHEON N V SHS N6865W105 4,530 172,000 SH   DFND 6 172,000 0 0
PATHEON N V SHS N6865W105 1,607 61,000 SH   DFND 7 61,000 0 0
PATRICK INDS INC COM 703343103 3,219 45,400 SH   DFND 1,5 0 0 45,400
PATTERN ENERGY GROUP INC CL A 70338P100 48,229 2,395,853 SH   DFND 1,5 0 0 2,395,853
PATTERN ENERGY GROUP INC CL A 70338P100 946 47,000 SH   DFND 7 47,000 0 0
PATTERSON COMPANIES INC COM 703395103 53,911 1,191,931 SH   DFND 1,5 5,000 0 1,186,931
PATTERSON COMPANIES INC COM 703395103 1,148 25,390 SH   DFND 2 0 0 25,390
PATTERSON COMPANIES INC COM 703395103 4,887 108,043 SH   DFND 3 108,043 0 0
PATTERSON UTI ENERGY INC COM 703481101 7,088 292,047 SH   DFND 1,5 447 0 291,600
PAYCHEX INC COM 704326107 493,736 8,382,622 SH   DFND 1,5 358,090 0 8,024,532
PAYCHEX INC COM 704326107 5,807 98,594 SH   DFND 2 0 0 98,594
PAYCHEX INC COM 704326107 66,003 1,120,593 SH   DFND 3 1,120,593 0 0
PAYCHEX INC COM 704326107 14,836 251,891 SH   DFND 6 251,891 0 0
PAYCHEX INC COM 704326107 730 12,400 SH   DFND 7 12,400 0 0
PAYCOM SOFTWARE INC COM 70432V102 453,829 7,891,308 SH   DFND 1,5 358,487 0 7,532,821
PAYCOM SOFTWARE INC COM 70432V102 33,128 576,036 SH   DFND 6 576,036 0 0
PAYCOM SOFTWARE INC COM 70432V102 12,888 224,100 SH   DFND 7 224,100 0 0
PAYLOCITY HLDG CORP COM 70438V106 55,480 1,436,200 SH   DFND 1,5 127,581 0 1,308,619
PAYLOCITY HLDG CORP COM 70438V106 9,292 240,549 SH   DFND 1,9 0 0 240,549
PAYLOCITY HLDG CORP COM 70438V106 4,497 116,400 SH   DFND 6 116,400 0 0
PAYLOCITY HLDG CORP COM 70438V106 2,801 72,500 SH   DFND 7 72,500 0 0
PAYPAL HLDGS INC COM 70450Y103 2,466,543 57,334,794 SH   DFND 1,5 5,688,513 0 51,646,281
PAYPAL HLDGS INC COM 70450Y103 919 21,372 SH   DFND 1,9 0 0 21,372
PAYPAL HLDGS INC COM 70450Y103 14,915 346,700 SH   DFND 2 0 0 346,700
PAYPAL HLDGS INC COM 70450Y103 15,680 364,474 SH   DFND 3 364,474 0 0
PAYPAL HLDGS INC COM 70450Y103 22,733 528,433 SH   DFND 6 528,433 0 0
PAYPAL HLDGS INC COM 70450Y103 79,938 1,858,158 SH   DFND 7 921,359 0 936,799
PB BANCORP INC COM 70454T100 5,246 514,300 SH   DFND 6 514,300 0 0
PB BANCORP INC COM 70454T100 1,980 194,148 SH   DFND 7 194,148 0 0
PDC ENERGY INC COM 69327R101 451,075 7,234,567 SH   DFND 1,5 380,962 0 6,853,605
PDC ENERGY INC COM 69327R101 9,209 147,704 SH   DFND 6 147,704 0 0
PDC ENERGY INC COM 69327R101 3,049 48,900 SH   DFND 7 48,900 0 0
PDF SOLUTIONS INC COM 693282105 14,639 647,186 SH   DFND 1,5 0 0 647,186
PDL BIOPHARMA INC COM 69329Y104 2,120 934,050 SH   DFND 1,5 152,500 0 781,550
PEGASYSTEMS INC COM 705573103 63,124 1,439,547 SH   DFND 1,5 34,829 0 1,404,718
PEMBINA PIPELINE CORP COM 706327103 1,954 61,650 SH   DFND 7 61,650 0 0
PEMBINA PIPELINE CORP COM 706327103 61,116 1,928,700 SH   DFND 11 1,840,210 0 88,490
PENN NATL GAMING INC COM 707569109 11,985 650,300 SH   DFND 1,5 0 0 650,300
PENNEY J C INC COM 708160106 83,525 13,559,185 SH   DFND 1,5 700 0 13,558,485
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 24,400 1,611,635 SH   DFND 1,5 56,700 0 1,554,935
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 13,727 906,700 SH   DFND 6 906,700 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 5,367 354,500 SH   DFND 7 217,900 0 136,600
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 41,322 42,490,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 518 29,200 SH   DFND 1,5 0 0 29,200
PENNYMAC MTG INVT TR COM 70931T103 909 51,200 SH   DFND 7 16,100 0 35,100
PENSKE AUTOMOTIVE GRP INC COM 70959W103 2,683 57,310 SH   DFND 7 57,310 0 0
PENTAIR PLC SHS G7S00T104 263,660 4,199,749 SH   DFND 1,5 102,228 0 4,097,521
PENTAIR PLC SHS G7S00T104 3,241 51,617 SH   DFND 2 0 0 51,617
PENTAIR PLC SHS G7S00T104 2,616 41,672 SH   DFND 3 41,672 0 0
PENUMBRA INC COM 70975L107 412,842 4,947,173 SH   DFND 1,5 786,488 0 4,160,685
PENUMBRA INC COM 70975L107 3,171 38,000 SH   DFND 7 38,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,930 106,032 SH   DFND 2 0 0 106,032
PEOPLES UNITED FINANCIAL INC COM 712704105 1,051 57,771 SH   DFND 3 57,771 0 0
PEPSICO INC COM 713448108 583,448 5,215,880 SH   DFND 1,5 686,854 0 4,529,026
PEPSICO INC COM 713448108 49,285 440,598 SH   DFND 2 0 0 440,598
PEPSICO INC COM 713448108 63,169 564,719 SH   DFND 3 564,719 0 0
PEPSICO INC COM 713448108 10,951 97,897 SH   DFND 6 97,897 0 0
PEPSICO INC COM 713448108 114,826 1,026,513 SH   DFND 7 273,839 0 752,674
PEPSICO INC COM 713448108 8,837 79,000 SH   DFND 11 79,000 0 0
PERFICIENT INC COM 71375U101 55,994 3,225,441 SH   DFND 1,5 60,302 0 3,165,139
PERFICIENT INC COM 71375U101 8,593 495,000 SH   DFND 6 495,000 0 0
PERFICIENT INC COM 71375U101 3,524 203,000 SH   DFND 7 203,000 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 230,851 9,699,641 SH   DFND 1,5 352,100 0 9,347,541
PERFORMANCE FOOD GROUP CO COM 71377A103 34,324 1,442,168 SH   DFND 6 1,442,168 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 5,929 249,100 SH   DFND 7 249,100 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 20,576 864,522 SH   DFND 11 864,522 0 0
PERFORMANT FINL CORP COM 71377E105 6,824 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 12,104 208,480 SH   DFND 1,5 108,000 0 100,480
PERKINELMER INC COM 714046109 1,968 33,893 SH   DFND 2 0 0 33,893
PERKINELMER INC COM 714046109 1,750 30,146 SH   DFND 3 30,146 0 0
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 327 35,000 SH   DFND 1,5 35,000 0 0
PERRIGO CO PLC SHS G97822103 37,504 564,902 SH   DFND 1,5 31,220 0 533,682
PERRIGO CO PLC SHS G97822103 2,938 44,261 SH   DFND 2 0 0 44,261
PERRIGO CO PLC SHS G97822103 1,493 22,486 SH   DFND 3 22,486 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 127,102 13,785,500 SH   DFND 1,5 500,594 0 13,284,906
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 9,372 967,200 SH   DFND 6 771,650 0 195,550
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,039 623,200 SH   DFND 7 623,200 0 0
PFENEX INC COM 717071104 2,003 344,677 SH   DFND 1,5 227 0 344,450
PFIZER INC COM 717081103 428,988 12,539,831 SH   DFND 1,5 612,553 0 11,927,278
PFIZER INC COM 717081103 62,858 1,837,416 SH   DFND 2 0 0 1,837,416
PFIZER INC COM 717081103 115,845 3,386,299 SH   DFND 3 3,386,299 0 0
PFIZER INC COM 717081103 9,449 276,208 SH   DFND 6 276,208 0 0
PFIZER INC COM 717081103 20,934 611,929 SH   DFND 7 54,657 0 557,272
PG&E CORP COM 69331C108 525,956 7,925,797 SH   DFND 1,5 306 0 7,925,491
PG&E CORP COM 69331C108 10,384 156,484 SH   DFND 2 0 0 156,484
PG&E CORP COM 69331C108 8,932 134,605 SH   DFND 3 134,605 0 0
PG&E CORP COM 69331C108 11,181 168,489 SH   DFND 6 146,819 0 21,670
PG&E CORP COM 69331C108 47,944 722,480 SH   DFND 7 722,480 0 0
PHARMERICA CORP COM 71714F104 6,521 278,692 SH   DFND 1,5 31,492 0 247,200
PHARMERICA CORP COM 71714F104 9,327 398,600 SH   DFND 6 398,600 0 0
PHARMERICA CORP COM 71714F104 3,895 166,440 SH   DFND 7 166,440 0 0
PHARMERICA CORP COM 71714F104 26,774 1,144,191 SH   DFND 11 1,144,191 0 0
PHH CORP COM NEW 693320202 229 18,000 SH   DFND 1,5 0 0 18,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 12,454 443,189 SH   DFND 1,5 49,658 0 393,531
PHILIP MORRIS INTL INC COM 718172109 1,841,031 16,306,742 SH   DFND 1,5 582,889 0 15,723,853
PHILIP MORRIS INTL INC COM 718172109 54,071 478,932 SH   DFND 2 0 0 478,932
PHILIP MORRIS INTL INC COM 718172109 50,756 449,567 SH   DFND 3 449,567 0 0
PHILIP MORRIS INTL INC COM 718172109 26,457 234,340 SH   DFND 6 221,584 0 12,756
PHILIP MORRIS INTL INC COM 718172109 126,308 1,118,756 SH   DFND 7 341,816 0 776,940
PHILLIPS 66 COM 718546104 379,432 4,789,602 SH   DFND 1,5 742 0 4,788,860
PHILLIPS 66 COM 718546104 10,789 136,188 SH   DFND 2 0 0 136,188
PHILLIPS 66 COM 718546104 14,893 187,993 SH   DFND 3 187,993 0 0
PHILLIPS 66 COM 718546104 3,837 48,438 SH   DFND 6 48,438 0 0
PHILLIPS 66 COM 718546104 16,744 211,364 SH   DFND 7 128,964 0 82,400
PHILLIPS 66 COM 718546104 8,785 110,900 SH   DFND 11 110,900 0 0
PHYSICIANS RLTY TR COM 71943U104 7,822 393,656 SH   DFND 6 315,656 0 78,000
PHYSICIANS RLTY TR COM 71943U104 7,779 391,500 SH   DFND 7 317,900 0 73,600
PICO HLDGS INC COM NEW 693366205 680 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 285,177 13,338,503 SH   DFND 1,5 6,752,849 0 6,585,654
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 21,740 1,016,857 SH   DFND 3 1,016,857 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 8,046 376,328 SH   DFND 6 239,728 0 136,600
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 12,871 602,010 SH   DFND 7 498,610 0 103,400
PILGRIMS PRIDE CORP NEW COM 72147K108 11,123 494,234 SH   DFND 1,5 2,253 0 491,981
PILGRIMS PRIDE CORP NEW COM 72147K108 620 27,557 SH   DFND 7 27,557 0 0
PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 3,147 146,785 SH   DFND 1,5 0 0 146,785
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 327,451 3,221,357 SH   DFND 3 3,221,357 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 22,488 202,520 SH   DFND 7 202,520 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 2,471 37,200 SH   DFND 7 37,200 0 0
PINNACLE FOODS INC DEL COM 72348P104 5,358 92,586 SH   DFND 1,5 386 0 92,200
PINNACLE FOODS INC DEL COM 72348P104 3,081 53,241 SH   DFND 6 27,841 0 25,400
PINNACLE FOODS INC DEL COM 72348P104 11,231 194,068 SH   DFND 7 165,268 0 28,800
PINNACLE WEST CAP CORP COM 723484101 2,866 34,372 SH   DFND 2 0 0 34,372
PINNACLE WEST CAP CORP COM 723484101 9,706 116,407 SH   DFND 3 116,407 0 0
PIONEER NAT RES CO COM 723787107 1,325,599 7,118,076 SH   DFND 1,5 553,735 0 6,564,341
PIONEER NAT RES CO COM 723787107 9,762 52,418 SH   DFND 2 0 0 52,418
PIONEER NAT RES CO COM 723787107 11,317 60,768 SH   DFND 3 60,768 0 0
PIONEER NAT RES CO COM 723787107 26,148 140,406 SH   DFND 6 128,252 0 12,154
PIONEER NAT RES CO COM 723787107 79,339 426,025 SH   DFND 7 388,125 0 37,900
PIONEER NAT RES CO COM 723787107 116,729 626,800 SH   DFND 11 626,800 0 0
PITNEY BOWES INC COM 724479100 287 21,907 SH   DFND 3 21,907 0 0
PITNEY BOWES INC COM 724479100 395 30,100 SH   DFND 7 30,100 0 0
PJT PARTNERS INC COM CL A 69343T107 12,789 364,468 SH   DFND 1,5 48,234 0 316,234
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 86,640 2,740,900 SH   DFND 1,5 0 0 2,740,900
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2,004 63,400 SH   DFND 7 63,400 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 756 24,200 SH   DFND 7 24,200 0 0
PLANET FITNESS INC CL A 72703H101 599 31,100 SH   DFND 1,5 600 0 30,500
PLANET PAYMENT INC SHS U72603118 4,673 1,174,005 SH   DFND 1,5 20,041 0 1,153,964
PLANTRONICS INC NEW COM 727493108 1,552 28,684 SH   DFND 1,5 0 0 28,684
PLATFORM SPECIALTY PRODS COR COM 72766Q105 242,325 18,611,765 SH   DFND 1,5 23,600 0 18,588,165
PLATFORM SPECIALTY PRODS COR COM 72766Q105 10,244 786,752 SH   DFND 6 786,752 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 2,256 173,300 SH   DFND 7 173,300 0 0
PLEXUS CORP COM 729132100 9,945 172,066 SH   DFND 1,5 26,546 0 145,520
PLY GEM HLDGS INC COM 72941W100 812 41,200 SH   DFND 1,5 0 0 41,200
PNC FINL SVCS GROUP INC COM 693475105 1,571,533 13,069,965 SH   DFND 1,5 370,210 0 12,699,755
PNC FINL SVCS GROUP INC COM 693475105 18,046 150,082 SH   DFND 2 0 0 150,082
PNC FINL SVCS GROUP INC COM 693475105 21,712 180,574 SH   DFND 3 180,574 0 0
PNC FINL SVCS GROUP INC COM 693475105 7,143 59,404 SH   DFND 6 59,404 0 0
PNC FINL SVCS GROUP INC COM 693475105 36,152 300,666 SH   DFND 7 143,800 0 156,866
PNM RES INC COM 69349H107 47,967 1,296,414 SH   DFND 1,5 0 0 1,296,414
PNM RES INC COM 69349H107 1,772 47,900 SH   DFND 7 47,900 0 0
POINTS INTL LTD COM NEW 730843208 1,206 156,450 SH   DFND 6 156,450 0 0
POINTS INTL LTD COM NEW 730843208 408 52,931 SH   DFND 7 52,931 0 0
POLARIS INDS INC COM 731068102 137,394 1,639,547 SH   DFND 1,5 53,656 0 1,585,891
POLARIS INDS INC COM 731068102 1,642 19,600 SH   DFND 6 19,600 0 0
POLYONE CORP COM 73179P106 66,542 1,951,956 SH   DFND 1,5 62,600 0 1,889,356
POOL CORPORATION COM 73278L105 128,388 1,075,911 SH   DFND 1,5 85,986 0 989,925
POPULAR INC COM NEW 733174700 189,413 4,650,465 SH   DFND 1,5 219,210 0 4,431,255
PORTLAND GEN ELEC CO COM NEW 736508847 86,194 1,940,427 SH   DFND 1,5 320 0 1,940,107
PORTLAND GEN ELEC CO COM NEW 736508847 16,828 378,830 SH   DFND 6 364,250 0 14,580
PORTLAND GEN ELEC CO COM NEW 736508847 5,738 129,170 SH   DFND 7 129,170 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 152,214 3,884,000 SH   DFND 1,5 11,275 0 3,872,725
PORTOLA PHARMACEUTICALS INC COM 737010108 705 18,000 SH   DFND 6 18,000 0 0
POST HLDGS INC COM 737446104 349,649 3,995,077 SH   DFND 1,5 13,352 0 3,981,725
POST HLDGS INC COM 737446104 630 7,200 SH   DFND 6 7,200 0 0
POST HLDGS INC COM 737446104 394 4,500 SH   DFND 7 4,500 0 0
POTASH CORP SASK INC COM 73755L107 353,638 20,699,201 SH   DFND 1,5 585,538 0 20,113,663
POTASH CORP SASK INC COM 73755L107 11,434 669,232 SH   DFND 1,10 7,732 0 661,500
POTASH CORP SASK INC COM 73755L107 22,483 1,316,001 SH   DFND 6 856,801 0 459,200
POTASH CORP SASK INC COM 73755L107 9,656 565,159 SH   DFND 7 421,159 0 144,000
POTASH CORP SASK INC COM 73755L107 61,682 3,610,400 SH   DFND 11 3,610,400 0 0
POTLATCH CORP NEW COM 737630103 140,144 3,066,604 SH   DFND 1,5 169 0 3,066,435
POTLATCH CORP NEW COM 737630103 17,463 382,123 SH   DFND 6 360,723 0 21,400
POTLATCH CORP NEW COM 737630103 10,968 240,000 SH   DFND 7 213,600 0 26,400
POWELL INDS INC COM 739128106 32,722 950,114 SH   DFND 1,5 114 0 950,000
POWER INTEGRATIONS INC COM 739276103 797 12,127 SH   DFND 1,9 0 0 12,127
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,766 116,121 SH   DFND 1,5 2,728 0 113,393
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 6,808 447,611 SH   DFND 7 447,611 0 0
POWERSHARES ETF TR II S&P500 HGH BET 73937B829 2,902 77,200 SH   DFND 1,5 10,200 0 67,000
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 252 10,853 SH   DFND 1,5 10,853 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 392 16,857 SH   DFND 6 16,857 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 16,815 127,018 SH   DFND 3 127,018 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 597 30,200 SH   DFND 1,5 30,200 0 0
PPG INDS INC COM 693506107 911,983 8,678,936 SH   DFND 1,5 414,024 0 8,264,912
PPG INDS INC COM 693506107 1,353 12,880 SH   DFND 1,10 0 0 12,880
PPG INDS INC COM 693506107 8,340 79,368 SH   DFND 2 0 0 79,368
PPG INDS INC COM 693506107 12,489 118,855 SH   DFND 3 118,855 0 0
PPG INDS INC COM 693506107 321 3,056 SH   DFND 6 3,056 0 0
PPG INDS INC COM 693506107 4,852 46,170 SH   DFND 7 25,700 0 20,470
PPL CORP COM 69351T106 532,374 14,238,399 SH   DFND 1,5 568,802 0 13,669,597
PPL CORP COM 69351T106 7,846 209,841 SH   DFND 2 0 0 209,841
PPL CORP COM 69351T106 91,568 2,449,004 SH   DFND 3 2,449,004 0 0
PPL CORP COM 69351T106 7,076 189,243 SH   DFND 6 189,243 0 0
PPL CORP COM 69351T106 1,947 52,085 SH   DFND 7 52,085 0 0
PRA HEALTH SCIENCES INC COM 69354M108 56,695 869,162 SH   DFND 1,5 36,330 0 832,832
PRAXAIR INC COM 74005P104 51,874 437,389 SH   DFND 1,5 113,889 0 323,500
PRAXAIR INC COM 74005P104 10,437 88,005 SH   DFND 2 0 0 88,005
PRAXAIR INC COM 74005P104 15,112 127,416 SH   DFND 3 127,416 0 0
PRECISION DRILLING CORP COM 2010 74022D308 5,551 1,173,600 SH   DFND 1,5 26,700 0 1,146,900
PRECISION DRILLING CORP COM 2010 74022D308 78 16,570 SH   DFND 7 16,570 0 0
PRECISION DRILLING CORP COM 2010 74022D308 58,677 12,405,760 SH   DFND 11 11,680,090 0 725,670
PREFERRED BK LOS ANGELES CA COM NEW 740367404 11,730 218,598 SH   DFND 1,5 470 0 218,128
PREFORMED LINE PRODS CO COM 740444104 1,062 20,373 SH   DFND 1,5 20,373 0 0
PREFORMED LINE PRODS CO COM 740444104 4,346 83,333 SH   DFND 6 83,333 0 0
PREFORMED LINE PRODS CO COM 740444104 1,325 25,410 SH   DFND 7 25,410 0 0
PREMIER INC CL A 74051N102 240,644 7,560,279 SH   DFND 1,5 179,106 0 7,381,173
PREMIER INC CL A 74051N102 1,432 45,000 SH   DFND 7 45,000 0 0
PRESBIA PLC SHS G7234P100 8,022 2,554,903 SH   DFND 1,5 762,690 0 1,792,213
PRESIDIO INC COM 74102M103 93,627 6,046,294 SH   DFND 1,5 248,200 0 5,798,094
PRESIDIO INC COM 74102M103 14,541 939,042 SH   DFND 6 939,042 0 0
PRESIDIO INC COM 74102M103 3,436 221,918 SH   DFND 7 221,918 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 90,988 1,637,651 SH   DFND 1,5 269,926 0 1,367,725
PRETIUM RES INC COM 74139C102 20,503 1,912,083 SH   DFND 1,5 0 0 1,912,083
PRICE T ROWE GROUP INC COM 74144T108 5,922 86,900 SH   DFND 1,5 0 0 86,900
PRICE T ROWE GROUP INC COM 74144T108 5,121 75,145 SH   DFND 2 0 0 75,145
PRICE T ROWE GROUP INC COM 74144T108 3,956 58,054 SH   DFND 3 58,054 0 0
PRICELINE GRP INC COM NEW 741503403 3,164,609 1,777,900 SH   DFND 1,5 185,301 0 1,592,599
PRICELINE GRP INC COM NEW 741503403 27,018 15,179 SH   DFND 2 0 0 15,179
PRICELINE GRP INC COM NEW 741503403 64,115 36,020 SH   DFND 3 36,020 0 0
PRICELINE GRP INC COM NEW 741503403 17,444 9,800 SH   DFND 6 9,800 0 0
PRICELINE GRP INC COM NEW 741503403 712 400 SH   DFND 7 400 0 0
PRICELINE GRP INC COM NEW 741503403 1,513 850 SH   DFND 11 850 0 0
PRICESMART INC COM 741511109 100,229 1,087,086 SH   DFND 1,5 21,828 0 1,065,258
PRICESMART INC COM 741511109 2,425 26,300 SH   DFND 7 26,300 0 0
PRIMERICA INC COM 74164M108 144,053 1,752,471 SH   DFND 1,5 48,240 0 1,704,231
PRIMERO MNG CORP COM 74164W106 1,008 1,812,100 SH   DFND 1,5 0 0 1,812,100
PRINCIPAL FINL GROUP INC COM 74251V102 241,044 3,819,419 SH   DFND 1,5 30,701 0 3,788,718
PRINCIPAL FINL GROUP INC COM 74251V102 5,209 82,535 SH   DFND 2 0 0 82,535
PRINCIPAL FINL GROUP INC COM 74251V102 11,988 189,946 SH   DFND 3 189,946 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 362 5,740 SH   DFND 6 5,740 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 9,658 153,035 SH   DFND 7 153,035 0 0
PRIVATEBANCORP INC COM 742962103 1,585 26,700 SH   DFND 1,5 1,200 0 25,500
PROASSURANCE CORP COM 74267C106 125,450 2,082,159 SH   DFND 1,5 445 0 2,081,714
PROCTER AND GAMBLE CO COM 742718109 2,653,459 29,532,094 SH   DFND 1,5 1,037,812 0 28,494,282
PROCTER AND GAMBLE CO COM 742718109 70,911 789,216 SH   DFND 2 0 0 789,216
PROCTER AND GAMBLE CO COM 742718109 300,375 3,343,074 SH   DFND 3 3,343,074 0 0
PROCTER AND GAMBLE CO COM 742718109 57,200 636,622 SH   DFND 6 621,056 0 15,566
PROCTER AND GAMBLE CO COM 742718109 81,873 911,219 SH   DFND 7 291,078 0 620,141
PROGENICS PHARMACEUTICALS IN COM 743187106 28,208 2,988,126 SH   DFND 1,5 0 0 2,988,126
PROGRESS SOFTWARE CORP COM 743312100 6,500 223,750 SH   DFND 1,9 0 0 223,750
PROGRESSIVE CORP OHIO COM 743315103 127,228 3,247,261 SH   DFND 1,5 160,300 0 3,086,961
PROGRESSIVE CORP OHIO COM 743315103 7,025 179,301 SH   DFND 2 0 0 179,301
PROGRESSIVE CORP OHIO COM 743315103 4,081 104,156 SH   DFND 3 104,156 0 0
PROGRESSIVE CORP OHIO COM 743315103 11,054 282,138 SH   DFND 6 232,673 0 49,465
PROGRESSIVE CORP OHIO COM 743315103 32,641 833,113 SH   DFND 7 833,113 0 0
PROLOGIS INC COM 74340W103 1,235,913 23,822,527 SH   DFND 1,5 13,732,301 0 10,090,226
PROLOGIS INC COM 74340W103 8,478 163,415 SH   DFND 2 0 0 163,415
PROLOGIS INC COM 74340W103 3,592 69,242 SH   DFND 3 69,242 0 0
PROLOGIS INC COM 74340W103 18,528 357,136 SH   DFND 6 357,136 0 0
PROLOGIS INC COM 74340W103 12,372 238,467 SH   DFND 7 98,500 0 139,967
PROOFPOINT INC COM 743424103 64,485 867,200 SH   DFND 1,5 219,500 0 647,700
PROPETRO HLDG CORP COM 74347M108 23,415 1,816,500 SH   DFND 1,5 0 0 1,816,500
PROPETRO HLDG CORP COM 74347M108 354 27,500 SH   DFND 7 27,500 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 1,190 237,916 SH   DFND 1,5 0 0 237,916
PROSPERITY BANCSHARES INC COM 743606105 120,571 1,729,603 SH   DFND 1,5 38,157 0 1,691,446
PROTAGONIST THERAPEUTICS INC COM 74366E102 32,258 2,518,198 SH   DFND 1,5 212,112 0 2,306,086
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 22,003 2,813,633 SH   DFND 1,5 0 0 2,813,633
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 510 65,171 SH   DFND 4 65,171 0 0
PROTHENA CORP PLC SHS G72800108 314,182 5,631,508 SH   DFND 1,5 1,140,250 0 4,491,258
PROTHENA CORP PLC SHS G72800108 268 4,800 SH   DFND 6 4,800 0 0
PROTHENA CORP PLC SHS G72800108 1,283 23,000 SH   DFND 7 23,000 0 0
PROVIDENCE SVC CORP COM 743815102 6,944 156,261 SH   DFND 1,5 843 0 155,418
PROVIDENCE SVC CORP COM 743815102 4,553 102,461 SH   DFND 6 102,461 0 0
PROVIDENCE SVC CORP COM 743815102 1,727 38,858 SH   DFND 7 38,858 0 0
PROVIDENT FINL SVCS INC COM 74386T105 869 33,600 SH   DFND 1,5 0 0 33,600
PRUDENTIAL FINL INC COM 744320102 270,728 2,537,761 SH   DFND 1,5 195,834 0 2,341,927
PRUDENTIAL FINL INC COM 744320102 14,161 132,746 SH   DFND 2 0 0 132,746
PRUDENTIAL FINL INC COM 744320102 81,126 760,458 SH   DFND 3 760,458 0 0
PRUDENTIAL FINL INC COM 744320102 6,913 64,800 SH   DFND 6 64,800 0 0
PTC INC COM 69370C100 206,154 3,923,000 SH   DFND 1,5 0 0 3,923,000
PTC INC COM 69370C100 64,488 1,227,179 SH   DFND 1,9 0 0 1,227,179
PTC THERAPEUTICS INC COM 69366J200 6,656 676,473 SH   DFND 1,5 0 0 676,473
PUBLIC STORAGE COM 74460D109 1,639,982 7,491,580 SH   DFND 1,5 3,526,422 0 3,965,158
PUBLIC STORAGE COM 74460D109 10,092 46,100 SH   DFND 2 0 0 46,100
PUBLIC STORAGE COM 74460D109 54,087 247,072 SH   DFND 3 247,072 0 0
PUBLIC STORAGE COM 74460D109 39,476 180,329 SH   DFND 6 180,329 0 0
PUBLIC STORAGE COM 74460D109 34,378 157,041 SH   DFND 7 62,355 0 94,686
PUBLIC STORAGE COM 74460D109 7,927 36,210 SH   DFND 11 36,210 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 78,235 1,764,044 SH   DFND 1,5 99,634 0 1,664,410
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,931 156,275 SH   DFND 2 0 0 156,275
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,113 115,291 SH   DFND 3 115,291 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,240 50,500 SH   DFND 6 50,500 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,569 80,466 SH   DFND 7 80,466 0 0
PULTE GROUP INC COM 745867101 231,966 9,849,930 SH   DFND 1,5 107,700 0 9,742,230
PULTE GROUP INC COM 745867101 2,080 88,307 SH   DFND 2 0 0 88,307
PULTE GROUP INC COM 745867101 2,344 99,535 SH   DFND 3 99,535 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 130,078 3,496,729 SH   DFND 1,5 40,000 0 3,456,729
PUMA BIOTECHNOLOGY INC COM 74587V107 1,637 44,000 SH   DFND 7 44,000 0 0
PURE STORAGE INC CL A 74624M102 56,395 5,737,076 SH   DFND 1,5 1,745,279 0 3,991,797
PVH CORP COM 693656100 342,205 3,307,289 SH   DFND 1,5 53,466 0 3,253,823
PVH CORP COM 693656100 2,532 24,470 SH   DFND 2 0 0 24,470
PVH CORP COM 693656100 2,162 20,892 SH   DFND 3 20,892 0 0
PVH CORP COM 693656100 4,915 47,500 SH   DFND 6 47,500 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 4,589 466,400 SH   DFND 1,5 0 0 466,400
QEP RES INC COM 74733V100 64,194 5,050,651 SH   DFND 1,5 6,600 0 5,044,051
QEP RES INC COM 74733V100 283 22,283 SH   DFND 3 22,283 0 0
QEP RES INC COM 74733V100 531 41,800 SH   DFND 7 41,800 0 0
QIAGEN NV SHS NEW N72482123 4,625 159,658 SH   DFND 1,5 0 0 159,658
QORVO INC COM 74736K101 1,019,302 14,867,305 SH   DFND 1,5 183,326 0 14,683,979
QORVO INC COM 74736K101 2,676 39,038 SH   DFND 2 0 0 39,038
QORVO INC COM 74736K101 217 3,166 SH   DFND 3 3,166 0 0
QUALCOMM INC COM 747525103 3,609,035 62,940,962 SH   DFND 1,5 2,779,745 0 60,161,217
QUALCOMM INC COM 747525103 48,171 840,092 SH   DFND 1,9 0 0 840,092
QUALCOMM INC COM 747525103 26,146 455,981 SH   DFND 2 0 0 455,981
QUALCOMM INC COM 747525103 136,743 2,384,783 SH   DFND 3 2,384,783 0 0
QUALCOMM INC COM 747525103 43,158 752,669 SH   DFND 6 752,669 0 0
QUALCOMM INC COM 747525103 101,302 1,766,689 SH   DFND 7 301,305 0 1,465,384
QUALITY CARE PPTYS INC COM 747545101 10,518 557,670 SH   DFND 1,5 107,030 0 450,640
QUANTA SVCS INC COM 74762E102 11,658 314,150 SH   DFND 1,5 40,000 0 274,150
QUANTA SVCS INC COM 74762E102 1,733 46,686 SH   DFND 2 0 0 46,686
QUANTA SVCS INC COM 74762E102 667 17,977 SH   DFND 3 17,977 0 0
QUANTA SVCS INC COM 74762E102 386 10,400 SH   DFND 7 10,400 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 10,903 523,411 SH   DFND 1,5 1,811 0 521,600
QUANTUM CORP COM DSSG 747906204 3,037 3,490,385 SH   DFND 1,5 714,841 0 2,775,544
QUEST DIAGNOSTICS INC COM 74834L100 63,246 644,121 SH   DFND 1,5 106,693 0 537,428
QUEST DIAGNOSTICS INC COM 74834L100 4,168 42,446 SH   DFND 2 0 0 42,446
QUEST DIAGNOSTICS INC COM 74834L100 3,578 36,443 SH   DFND 3 36,443 0 0
QUEST DIAGNOSTICS INC COM 74834L100 835 8,500 SH   DFND 6 8,500 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,759 28,101 SH   DFND 7 28,101 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 17,389 215,936 SH   DFND 1,5 35,236 0 180,700
QUORUM HEALTH CORP COM 74909E106 1,953 359,062 SH   DFND 1,5 76,329 0 282,733
R1 RCM INC COM 749397105 30,615 9,907,795 SH   DFND 1,5 208,100 0 9,699,695
RADIAN GROUP INC COM 750236101 342,366 19,062,693 SH   DFND 1,5 1,091,305 0 17,971,388
RADIAN GROUP INC COM 750236101 4,909 273,344 SH   DFND 6 273,344 0 0
RADIUS HEALTH INC COM NEW 750469207 154,162 3,988,667 SH   DFND 1,5 1,715 0 3,986,952
RADIUS HEALTH INC COM NEW 750469207 43,449 1,124,177 SH   DFND 6 1,091,777 0 32,400
RADIUS HEALTH INC COM NEW 750469207 12,597 325,913 SH   DFND 7 299,213 0 26,700
RADWARE LTD ORD M81873107 1,124 69,541 SH   DFND 1,5 0 0 69,541
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 53,204 56,300,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 98 30,500 SH   DFND 7 11,200 0 19,300
RALPH LAUREN CORP CL A 751212101 25,769 315,723 SH   DFND 1,5 102,123 0 213,600
RALPH LAUREN CORP CL A 751212101 1,419 17,390 SH   DFND 2 0 0 17,390
RALPH LAUREN CORP CL A 751212101 1,700 20,830 SH   DFND 3 20,830 0 0
RAMBUS INC DEL COM 750917106 23,501 1,788,500 SH   DFND 1,5 537,000 0 1,251,500
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 12,672 903,877 SH   DFND 1,5 327,755 0 576,122
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 466 33,270 SH   DFND 7 33,270 0 0
RANDGOLD RES LTD ADR 752344309 196,193 2,247,862 SH   DFND 1,5 2,272 0 2,245,590
RANDGOLD RES LTD ADR 752344309 18,056 206,874 SH   DFND 1,10 4,250 0 202,624
RANDGOLD RES LTD ADR 752344309 102,708 1,176,763 SH   DFND 11 1,176,763 0 0
RANGE RES CORP COM 75281A109 81,230 2,791,426 SH   DFND 1,5 200,826 0 2,590,600
RANGE RES CORP COM 75281A109 1,690 58,073 SH   DFND 2 0 0 58,073
RANGE RES CORP COM 75281A109 2,520 86,596 SH   DFND 3 86,596 0 0
RANGE RES CORP COM 75281A109 963 33,109 SH   DFND 7 33,109 0 0
RAPID7 INC COM 753422104 172 11,450 SH   DFND 1,9 0 0 11,450
RAYMOND JAMES FINANCIAL INC COM 754730109 60,001 786,800 SH   DFND 1,5 0 0 786,800
RAYMOND JAMES FINANCIAL INC COM 754730109 3,011 39,478 SH   DFND 2 0 0 39,478
RAYMOND JAMES FINANCIAL INC COM 754730109 1,647 21,600 SH   DFND 6 21,600 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,540 33,310 SH   DFND 7 15,310 0 18,000
RAYTHEON CO COM NEW 755111507 891,638 5,846,805 SH   DFND 1,5 169,274 0 5,677,531
RAYTHEON CO COM NEW 755111507 13,788 90,416 SH   DFND 2 0 0 90,416
RAYTHEON CO COM NEW 755111507 74,081 485,779 SH   DFND 3 485,779 0 0
RAYTHEON CO COM NEW 755111507 6,272 41,125 SH   DFND 6 41,125 0 0
RAYTHEON CO COM NEW 755111507 7,530 49,380 SH   DFND 7 49,380 0 0
REALOGY HLDGS CORP COM 75605Y106 334,043 11,213,250 SH   DFND 1,5 222,065 0 10,991,185
REALPAGE INC COM 75606N109 192,634 5,519,604 SH   DFND 1,5 286,743 0 5,232,861
REALPAGE INC COM 75606N109 1,335 38,242 SH   DFND 1,9 0 0 38,242
REALPAGE INC COM 75606N109 8,983 257,400 SH   DFND 6 257,400 0 0
REALPAGE INC COM 75606N109 3,532 101,200 SH   DFND 7 101,200 0 0
REALTY INCOME CORP COM 756109104 4,982 83,694 SH   DFND 2 0 0 83,694
REALTY INCOME CORP COM 756109104 2,097 35,234 SH   DFND 3 35,234 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 5,382 237,606 SH   DFND 1,5 0 0 237,606
RED HAT INC COM 756577102 866,406 10,016,249 SH   DFND 1,5 2,314,886 0 7,701,363
RED HAT INC COM 756577102 4,761 55,040 SH   DFND 2 0 0 55,040
RED HAT INC COM 756577102 727 8,400 SH   DFND 3 8,400 0 0
RED ROCK RESORTS INC CL A 75700L108 177,333 7,995,178 SH   DFND 1,5 1,786 0 7,993,392
REDWOOD TR INC COM 758075402 11,913 717,200 SH   DFND 1,5 0 0 717,200
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 17,272 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 14,890 896,440 SH   DFND 6 787,440 0 109,000
REDWOOD TR INC COM 758075402 11,696 704,144 SH   DFND 7 605,544 0 98,600
REEDS INC COM 758338107 2,133 514,064 SH   DFND 1,5 0 0 514,064
REGAL BELOIT CORP COM 758750103 482,579 6,379,107 SH   DFND 1,5 76,029 0 6,303,078
REGAL BELOIT CORP COM 758750103 10,304 136,212 SH   DFND 3 136,212 0 0
REGAL BELOIT CORP COM 758750103 9,221 121,885 SH   DFND 6 90,285 0 31,600
REGAL BELOIT CORP COM 758750103 6,347 83,900 SH   DFND 7 48,800 0 35,100
REGAL ENTMT GROUP CL A 758766109 1,197 53,000 SH   DFND 7 2,200 0 50,800
REGENCY CTRS CORP COM 758849103 2,993 45,082 SH   DFND 2 0 0 45,082
REGENCY CTRS CORP COM 758849103 297 4,480 SH   DFND 3 4,480 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,514,598 6,489,117 SH   DFND 1,5 700,143 0 5,788,974
REGENERON PHARMACEUTICALS COM 75886F107 9,097 23,476 SH   DFND 2 0 0 23,476
REGENERON PHARMACEUTICALS COM 75886F107 14,975 38,645 SH   DFND 3 38,645 0 0
REGENERON PHARMACEUTICALS COM 75886F107 21,158 54,600 SH   DFND 6 54,600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 6,919 17,854 SH   DFND 7 3,500 0 14,354
REGENXBIO INC COM 75901B107 43,900 2,274,594 SH   DFND 1,5 0 0 2,274,594
REGIONS FINL CORP NEW COM 7591EP100 867,929 59,733,554 SH   DFND 1,5 2,347,585 0 57,385,969
REGIONS FINL CORP NEW COM 7591EP100 5,406 372,078 SH   DFND 2 0 0 372,078
REGIONS FINL CORP NEW COM 7591EP100 24,226 1,667,296 SH   DFND 3 1,667,296 0 0
REGIONS FINL CORP NEW COM 7591EP100 23,910 1,645,570 SH   DFND 6 1,531,587 0 113,983
REGIONS FINL CORP NEW COM 7591EP100 43,822 3,015,954 SH   DFND 7 3,015,954 0 0
REGULUS THERAPEUTICS INC COM 75915K101 13,101 7,939,860 SH   DFND 1,5 1,639,348 0 6,300,512
REINSURANCE GROUP AMER INC COM NEW 759351604 375,292 2,955,520 SH   DFND 1,5 5,042 0 2,950,478
REINSURANCE GROUP AMER INC COM NEW 759351604 59,624 469,557 SH   DFND 6 438,031 0 31,526
REINSURANCE GROUP AMER INC COM NEW 759351604 39,524 311,265 SH   DFND 7 283,265 0 28,000
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,769 47,100 SH   DFND 1,5 0 0 47,100
RENAISSANCERE HOLDINGS LTD COM G7496G103 426,963 2,951,700 SH   DFND 1,5 354,500 0 2,597,200
RENREN INC SPON ADR A NEW 759892201 1,523 195,276 SH   DFND 1,9 0 0 195,276
RENT A CTR INC NEW COM 76009N100 10,676 1,203,655 SH   DFND 1,5 232,294 0 971,361
REPLIGEN CORP COM 759916109 44,212 1,256,030 SH   DFND 1,5 2,597 0 1,253,433
REPROS THERAPEUTICS INC COM NEW 76028H209 1,906 1,588,044 SH   DFND 1,5 0 0 1,588,044
REPUBLIC SVCS INC COM 760759100 4,472 71,191 SH   DFND 2 0 0 71,191
REPUBLIC SVCS INC COM 760759100 2,137 34,016 SH   DFND 3 34,016 0 0
REPUBLIC SVCS INC COM 760759100 1,315 20,934 SH   DFND 6 20,934 0 0
REPUBLIC SVCS INC COM 760759100 3,898 62,061 SH   DFND 7 62,061 0 0
RESEARCH FRONTIERS INC COM 760911107 472 337,372 SH   DFND 1,5 0 0 337,372
RESMED INC COM 761152107 279,406 3,882,254 SH   DFND 1,5 128,965 0 3,753,289
RESMED INC COM 761152107 243 3,370 SH   DFND 3 3,370 0 0
RESMED INC COM 761152107 1,236 17,168 SH   DFND 6 17,168 0 0
RESMED INC COM 761152107 7,774 108,018 SH   DFND 7 108,018 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 27,344 676,830 SH   DFND 1,5 400 0 676,430
RESOLUTE ENERGY CORP COM NEW 76116A306 436 10,800 SH   DFND 7 10,800 0 0
RESOURCE CAP CORP COM NEW 76120W708 1,319 135,000 SH   DFND 1,5 0 0 135,000
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 19,034 19,000,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 10,403 10,300,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 22,918 1,368,257 SH   DFND 1,5 65,300 0 1,302,957
RESOURCES CONNECTION INC COM 76122Q105 896 53,500 SH   DFND 1,10 0 0 53,500
RESTAURANT BRANDS INTL INC COM 76131D103 12,973 232,882 SH   DFND 6 129,082 0 103,800
RESTAURANT BRANDS INTL INC COM 76131D103 21,869 392,577 SH   DFND 7 332,333 0 60,244
RESTAURANT BRANDS INTL INC COM 76131D103 743,038 13,338,684 SH   DFND 11 11,959,709 0 1,378,975
RETROPHIN INC COM 761299106 36,161 1,958,875 SH   DFND 1,5 0 0 1,958,875
REVANCE THERAPEUTICS INC COM 761330109 6,592 316,900 SH   DFND 1,5 0 0 316,900
REVLON INC CL A NEW 761525609 25,357 910,476 SH   DFND 1,5 0 0 910,476
REXNORD CORP NEW COM 76169B102 165,376 7,165,356 SH   DFND 1,5 1,254 0 7,164,102
REYNOLDS AMERICAN INC COM 761713106 692,065 10,981,673 SH   DFND 1,5 63,193 0 10,918,480
REYNOLDS AMERICAN INC COM 761713106 16,090 255,318 SH   DFND 2 0 0 255,318
REYNOLDS AMERICAN INC COM 761713106 36,479 578,844 SH   DFND 3 578,844 0 0
REYNOLDS AMERICAN INC COM 761713106 1,259 19,984 SH   DFND 6 19,984 0 0
REYNOLDS AMERICAN INC COM 761713106 9,069 143,900 SH   DFND 7 143,900 0 0
REYNOLDS AMERICAN INC COM 761713106 8,484 134,624 SH   DFND 11 134,624 0 0
RH COM 74967X103 279,289 6,037,385 SH   DFND 1,5 1,100,400 0 4,936,985
RH COM 74967X103 3,839 82,997 SH   DFND 6 82,997 0 0
RICE ENERGY INC COM 762760106 211,707 8,932,774 SH   DFND 1,5 6,816 0 8,925,958
RICE ENERGY INC COM 762760106 2,856 120,500 SH   DFND 7 120,500 0 0
RICHMONT MINES INC COM 76547T106 6,214 876,343 SH   DFND 1,5 0 0 876,343
RIGEL PHARMACEUTICALS INC COM NEW 766559603 60,612 18,311,905 SH   DFND 1,5 5,242,131 0 13,069,774
RIGEL PHARMACEUTICALS INC COM NEW 766559603 79 23,830 SH   DFND 6 23,830 0 0
RIGNET INC COM 766582100 50,458 2,352,341 SH   DFND 1,5 0 0 2,352,341
RIGNET INC COM 766582100 414 19,300 SH   DFND 7 19,300 0 0
RING ENERGY INC COM 76680V108 18,579 1,717,112 SH   DFND 1,5 0 0 1,717,112
RING ENERGY INC COM 76680V108 470 43,400 SH   DFND 7 43,400 0 0
RINGCENTRAL INC CL A 76680R206 26,980 953,364 SH   DFND 1,5 10,249 0 943,115
RINGCENTRAL INC CL A 76680R206 25,853 913,544 SH   DFND 6 913,544 0 0
RINGCENTRAL INC CL A 76680R206 5,835 206,200 SH   DFND 7 206,200 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 2,952 89,677 SH   DFND 1,5 0 0 89,677
RITE AID CORP COM 767754104 40,718 9,580,594 SH   DFND 1,5 0 0 9,580,594
RLJ LODGING TR COM 74965L101 99,359 4,226,249 SH   DFND 1,5 3,018,523 0 1,207,726
RMR GROUP INC CL A 74967R106 1,432 28,928 SH   DFND 1,5 605 0 28,323
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 31,251 4,548,900 SH   DFND 1,5 650,500 0 3,898,400
ROBERT HALF INTL INC COM 770323103 125,600 2,572,179 SH   DFND 1,5 347,187 0 2,224,992
ROBERT HALF INTL INC COM 770323103 1,926 39,453 SH   DFND 2 0 0 39,453
ROBERT HALF INTL INC COM 770323103 1,004 20,567 SH   DFND 3 20,567 0 0
ROBERT HALF INTL INC COM 770323103 391 8,000 SH   DFND 7 8,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 48,667 312,546 SH   DFND 1,5 1,700 0 310,846
ROCKWELL AUTOMATION INC COM 773903109 23,668 152,000 SH   DFND 1,9 0 0 152,000
ROCKWELL AUTOMATION INC COM 773903109 6,182 39,700 SH   DFND 2 0 0 39,700
ROCKWELL AUTOMATION INC COM 773903109 2,561 16,450 SH   DFND 3 16,450 0 0
ROCKWELL AUTOMATION INC COM 773903109 950 6,100 SH   DFND 6 6,100 0 0
ROCKWELL COLLINS INC COM 774341101 322,325 3,317,466 SH   DFND 1,5 23,350 0 3,294,116
ROCKWELL COLLINS INC COM 774341101 3,924 40,389 SH   DFND 2 0 0 40,389
ROCKWELL COLLINS INC COM 774341101 2,186 22,496 SH   DFND 3 22,496 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 6,029 534,499 SH   DFND 1,5 121,106 0 413,393
ROGERS COMMUNICATIONS INC CL B 775109200 55,770 1,261,316 SH   DFND 1,5 16 0 1,261,300
ROGERS COMMUNICATIONS INC CL B 775109200 18,142 410,301 SH   DFND 6 242,201 0 168,100
ROGERS COMMUNICATIONS INC CL B 775109200 33,689 761,917 SH   DFND 7 688,017 0 73,900
ROGERS COMMUNICATIONS INC CL B 775109200 1,110,959 25,125,991 SH   DFND 11 23,110,286 0 2,015,705
ROLLINS INC COM 775711104 386 10,400 SH   DFND 7 10,400 0 0
ROPER TECHNOLOGIES INC COM 776696106 191,862 929,159 SH   DFND 1,5 21,224 0 907,935
ROPER TECHNOLOGIES INC COM 776696106 6,494 31,450 SH   DFND 2 0 0 31,450
ROPER TECHNOLOGIES INC COM 776696106 5,959 28,860 SH   DFND 3 28,860 0 0
ROPER TECHNOLOGIES INC COM 776696106 794 3,844 SH   DFND 6 3,844 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,127 10,300 SH   DFND 7 10,300 0 0
ROSS STORES INC COM 778296103 1,960,201 29,758,634 SH   DFND 1,5 2,622,715 0 27,135,919
ROSS STORES INC COM 778296103 8,014 121,670 SH   DFND 2 0 0 121,670
ROSS STORES INC COM 778296103 6,595 100,118 SH   DFND 3 100,118 0 0
ROSS STORES INC COM 778296103 1,527 23,187 SH   DFND 6 23,187 0 0
ROSS STORES INC COM 778296103 15,883 241,127 SH   DFND 7 241,127 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 10,651 683,615 SH   DFND 1,5 164 0 683,451
ROYAL BANK OF CANADA NOTE 4.650%1/2 780082AD5 185 175,000 PRN   DFND 7 0 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 213,601 2,931,754 SH   DFND 1,5 107,000 0 2,824,754
ROYAL BK CDA MONTREAL QUE COM 780087102 20,881 286,593 SH   DFND 1,10 193 0 286,400
ROYAL BK CDA MONTREAL QUE COM 780087102 252 3,464 SH   DFND 3 3,464 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 31,287 429,420 SH   DFND 6 232,720 0 196,700
ROYAL BK CDA MONTREAL QUE COM 780087102 69,347 951,817 SH   DFND 7 817,517 0 134,300
ROYAL BK CDA MONTREAL QUE COM 780087102 2,007,236 27,550,035 SH   DFND 11 23,622,380 0 3,927,655
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 1,366 1,310,000 PRN   DFND 6 0 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 323 310,000 PRN   DFND 7 0 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 95,999 92,085,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 67,632 68,575,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 3,378 3,425,000 PRN   DFND 6 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 651 660,000 PRN   DFND 7 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 34,100 34,275,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 199 200,000 PRN   DFND 7 0 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 250,747 2,555,771 SH   DFND 1,5 214,629 0 2,341,142
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,075 51,724 SH   DFND 2 0 0 51,724
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,278 23,223 SH   DFND 3 23,223 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,033 41,103 SH   DFND 7 41,103 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 673,975 12,781,616 SH   DFND 2 12,781,616 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5,660 107,337 SH   DFND 3 107,337 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 338 6,047 SH   DFND 3 6,047 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,862 33,349 SH   DFND 6 1,570 0 31,779
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 586 10,500 SH   DFND 7 10,500 0 0
ROYAL GOLD INC COM 780287108 51,628 737,013 SH   DFND 1,5 0 0 737,013
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 528 5,000 PRN   DFND   0 0 0
RPM INTL INC COM 749685103 16,080 292,200 SH   DFND 1,5 0 0 292,200
RPM INTL INC COM 749685103 486 8,836 SH   DFND 3 8,836 0 0
RSP PERMIAN INC COM 74978Q105 152,656 3,684,670 SH   DFND 1,5 0 0 3,684,670
RSP PERMIAN INC COM 74978Q105 27,250 657,726 SH   DFND 6 606,726 0 51,000
RSP PERMIAN INC COM 74978Q105 16,408 396,042 SH   DFND 7 362,042 0 34,000
RSP PERMIAN INC COM 74978Q105 15,951 385,000 SH   DFND 11 385,000 0 0
RTI SURGICAL INC COM 74975N105 373 93,162 SH   DFND 7 34,300 0 58,862
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 50,102 48,820,000 PRN   DFND 1,5 0 0 0
RUBICON TECHNOLOGY INC COM 78112T107 2,190 2,628,809 SH   DFND 1,9 0 0 2,628,809
RUBICON TECHNOLOGY INC COM 78112T107 112 134,400 SH   DFND 7 134,400 0 0
RUSH ENTERPRISES INC CL A 781846209 39,348 1,189,466 SH   DFND 1,5 137,566 0 1,051,900
RUSH ENTERPRISES INC CL A 781846209 11,189 338,230 SH   DFND 6 338,230 0 0
RUSH ENTERPRISES INC CL A 781846209 4,582 138,500 SH   DFND 7 138,500 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 8,791 438,477 SH   DFND 1,5 0 0 438,477
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,065,394 12,839,165 SH   DFND 1,5 1,545,249 0 11,293,916
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 61,416 740,129 SH   DFND 1,10 5,664 0 734,465
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 2,299 27,700 SH   DFND 6 1,000 0 26,700
RYDER SYS INC COM 783549108 3,870 51,300 SH   DFND 1,5 0 0 51,300
RYDER SYS INC COM 783549108 1,245 16,505 SH   DFND 2 0 0 16,505
RYDER SYS INC COM 783549108 2,242 29,716 SH   DFND 3 29,716 0 0
RYDER SYS INC COM 783549108 747 9,900 SH   DFND 6 9,900 0 0
RYDER SYS INC COM 783549108 2,248 29,800 SH   DFND 7 800 0 29,000
S&P GLOBAL INC COM 78409V104 1,497,784 11,456,203 SH   DFND 1,5 818,068 0 10,638,135
S&P GLOBAL INC COM 78409V104 1,951 14,920 SH   DFND 1,10 0 0 14,920
S&P GLOBAL INC COM 78409V104 10,429 79,771 SH   DFND 2 0 0 79,771
S&P GLOBAL INC COM 78409V104 15,997 122,355 SH   DFND 3 122,355 0 0
S&P GLOBAL INC COM 78409V104 4,968 38,000 SH   DFND 7 38,000 0 0
S&P GLOBAL INC COM 78409V104 35,509 271,600 SH   DFND 11 271,600 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 218,747 7,831,955 SH   DFND 1,5 181,329 0 7,650,626
SABRA HEALTH CARE REIT INC COM 78573L106 18,706 669,743 SH   DFND 6 669,743 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 7,021 251,393 SH   DFND 7 0 0 251,393
SABRE CORP COM 78573M104 195,908 9,245,324 SH   DFND 1,5 417,728 0 8,827,596
SABRE CORP COM 78573M104 29,920 1,411,975 SH   DFND 3 1,411,975 0 0
SABRE CORP COM 78573M104 1,606 75,796 SH   DFND 6 75,796 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 4,702 788,877 SH   DFND 1,5 0 0 788,877
SAGA COMMUNICATIONS INC CL A NEW 786598300 23,591 462,115 SH   DFND 1,5 73,015 0 389,100
SAGE THERAPEUTICS INC COM 78667J108 396,480 5,578,727 SH   DFND 1,5 899,322 0 4,679,405
SAGE THERAPEUTICS INC COM 78667J108 839 11,800 SH   DFND 6 11,800 0 0
SAIA INC COM 78709Y105 21,218 478,966 SH   DFND 1,5 0 0 478,966
SAIA INC COM 78709Y105 9,321 210,416 SH   DFND 6 210,416 0 0
SAIA INC COM 78709Y105 2,942 66,400 SH   DFND 7 66,400 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 62,530 48,520,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 6,520,474 79,045,628 SH   DFND 1,5 11,244,192 0 67,801,436
SALESFORCE COM INC COM 79466L302 23,948 290,320 SH   DFND 1,9 0 0 290,320
SALESFORCE COM INC COM 79466L302 16,677 202,175 SH   DFND 2 0 0 202,175
SALESFORCE COM INC COM 79466L302 21,947 266,054 SH   DFND 3 266,054 0 0
SALESFORCE COM INC COM 79466L302 55,837 676,889 SH   DFND 6 676,889 0 0
SALESFORCE COM INC COM 79466L302 66,059 800,809 SH   DFND 7 690,377 0 110,432
SALLY BEAUTY HLDGS INC COM 79546E104 167,705 8,204,751 SH   DFND 1,5 900,500 0 7,304,251
SALLY BEAUTY HLDGS INC COM 79546E104 1,382 67,600 SH   DFND 6 67,600 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 726 35,500 SH   DFND 7 1,400 0 34,100
SANCHEZ ENERGY CORP COM 79970Y105 941 98,681 SH   DFND 1,5 0 0 98,681
SANDSTORM GOLD LTD COM NEW 80013R206 6,815 1,584,475 SH   DFND 1,5 0 0 1,584,475
SANDY SPRING BANCORP INC COM 800363103 317 7,733 SH   DFND 3 7,733 0 0
SANGAMO THERAPEUTICS INC COM 800677106 8,378 1,611,083 SH   DFND 1,5 0 0 1,611,083
SANOFI SPONSORED ADR 80105N105 194,205 4,291,821 SH   DFND 1,5 31,563 0 4,260,258
SANOFI SPONSORED ADR 80105N105 41,938 926,813 SH   DFND 3 926,813 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 65,115 4,888,500 SH   DFND 1,5 554,871 0 4,333,629
SAP SE SPON ADR 803054204 592 6,029 SH   DFND 3 6,029 0 0
SAREPTA THERAPEUTICS INC COM 803607100 33,211 1,121,997 SH   DFND 1,5 0 0 1,121,997
SBA COMMUNICATIONS CORP NEW CL A 78410G104 194,200 1,613,356 SH   DFND 1,5 951 0 1,612,405
SBA COMMUNICATIONS CORP NEW CL A 78410G104 7,090 58,900 SH   DFND 7 58,900 0 0
SCANA CORP NEW COM 80589M102 48,695 745,139 SH   DFND 1,5 0 0 745,139
SCANA CORP NEW COM 80589M102 2,883 44,120 SH   DFND 2 0 0 44,120
SCANA CORP NEW COM 80589M102 4,960 75,898 SH   DFND 3 75,898 0 0
SCANA CORP NEW COM 80589M102 2,607 39,900 SH   DFND 7 39,900 0 0
SCANSOURCE INC COM 806037107 113,256 2,885,500 SH   DFND 1,5 659,300 0 2,226,200
SCHEIN HENRY INC COM 806407102 1,155,088 6,795,834 SH   DFND 1,5 513,460 0 6,282,374
SCHEIN HENRY INC COM 806407102 4,156 24,449 SH   DFND 2 0 0 24,449
SCHEIN HENRY INC COM 806407102 8,372 49,258 SH   DFND 3 49,258 0 0
SCHEIN HENRY INC COM 806407102 1,239 7,291 SH   DFND 6 7,291 0 0
SCHEIN HENRY INC COM 806407102 3,331 19,600 SH   DFND 7 19,600 0 0
SCHLUMBERGER LTD COM 806857108 1,562,342 20,004,379 SH   DFND 1,5 682,230 0 19,322,149
SCHLUMBERGER LTD COM 806857108 33,613 430,382 SH   DFND 2 0 0 430,382
SCHLUMBERGER LTD COM 806857108 82,248 1,053,108 SH   DFND 3 1,053,108 0 0
SCHLUMBERGER LTD COM 806857108 18,852 241,387 SH   DFND 6 210,229 0 31,158
SCHLUMBERGER LTD COM 806857108 57,688 738,648 SH   DFND 7 439,439 0 299,209
SCHLUMBERGER LTD COM 806857108 8,482 108,600 SH   DFND 11 108,600 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,065,550 26,110,017 SH   DFND 1,5 4,422,201 0 21,687,816
SCHWAB CHARLES CORP NEW COM 808513105 15,305 375,030 SH   DFND 2 0 0 375,030
SCHWAB CHARLES CORP NEW COM 808513105 22,745 557,336 SH   DFND 3 557,336 0 0
SCHWAB CHARLES CORP NEW COM 808513105 10,856 266,002 SH   DFND 6 266,002 0 0
SCHWAB CHARLES CORP NEW COM 808513105 13,430 329,087 SH   DFND 7 9,600 0 319,487
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 3,036 53,834 SH   DFND 3 53,834 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 366 6,400 SH   DFND 3 6,400 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 298 5,969 SH   DFND 3 5,969 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 229 3,783 SH   DFND 3 3,783 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 25,302 610,859 SH   DFND 1,5 173 0 610,686
SCICLONE PHARMACEUTICALS INC COM 80862K104 98 10,003 SH   DFND 1,5 5,000 0 5,003
SCIENCE APPLICATNS INTL CP N COM 808625107 141,475 1,901,552 SH   DFND 1,5 0 0 1,901,552
SCORPIO TANKERS INC SHS Y7542C106 12,734 2,868,044 SH   DFND 1,5 510,244 0 2,357,800
SCOTTS MIRACLE GRO CO CL A 810186106 407,589 4,364,370 SH   DFND 1,5 830,038 0 3,534,332
SCOTTS MIRACLE GRO CO CL A 810186106 16,897 180,930 SH   DFND 6 167,030 0 13,900
SCOTTS MIRACLE GRO CO CL A 810186106 11,356 121,600 SH   DFND 7 96,700 0 24,900
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 198,878 2,537,684 SH   DFND 1,5 0 0 2,537,684
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,311 29,492 SH   DFND 2 0 0 29,492
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 5,486 70,001 SH   DFND 3 70,001 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 5,337 68,100 SH   DFND 6 68,100 0 0
SCYNEXIS INC COM 811292101 3,676 1,331,989 SH   DFND 1,5 0 0 1,331,989
SEABOARD CORP COM 811543107 266,174 63,839 SH   DFND 1,5 18,487 0 45,352
SEABRIDGE GOLD INC COM 811916105 15,610 1,419,090 SH   DFND 1,5 0 0 1,419,090
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,490,144 32,443,812 SH   DFND 1,5 3,981,100 0 28,462,712
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,185 91,125 SH   DFND 2 0 0 91,125
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,233 70,390 SH   DFND 3 70,390 0 0
SEALED AIR CORP NEW COM 81211K100 64,389 1,477,490 SH   DFND 1,5 31,424 0 1,446,066
SEALED AIR CORP NEW COM 81211K100 2,603 59,729 SH   DFND 2 0 0 59,729
SEALED AIR CORP NEW COM 81211K100 551 12,651 SH   DFND 3 12,651 0 0
SEATTLE GENETICS INC COM 812578102 638,173 10,152,297 SH   DFND 1,5 1,776,807 0 8,375,490
SEATTLE GENETICS INC COM 812578102 1,339 21,300 SH   DFND 6 21,300 0 0
SEI INVESTMENTS CO COM 784117103 3,900 77,323 SH   DFND 1,5 223 0 77,100
SEI INVESTMENTS CO COM 784117103 8,084 160,271 SH   DFND 3 160,271 0 0
SEI INVESTMENTS CO COM 784117103 378 7,500 SH   DFND 7 7,500 0 0
SELECT COMFORT CORP COM 81616X103 15,240 614,745 SH   DFND 1,5 9,012 0 605,733
SELECT INCOME REIT COM SH BEN INT 81618T100 10,452 405,266 SH   DFND 1,5 0 0 405,266
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 188,315 2,694,063 SH   DFND 1,5 613,723 0 2,080,340
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 854 13,119 SH   DFND 1,5 13,119 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 208 6,570 SH   DFND 1,5 6,570 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,202 13,665 SH   DFND 1,5 13,665 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 304 5,797 SH   DFND 1,5 5,797 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2,042 38,301 SH   DFND 1,5 38,301 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,241 16,689 SH   DFND 1,5 16,689 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,121 47,223 SH   DFND 1,5 47,223 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,726 19,622 SH   DFND 3 19,622 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 219 4,174 SH   DFND 3 4,174 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,127 20,642 SH   DFND 3 20,642 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2,700 50,649 SH   DFND 3 50,649 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,637 22,019 SH   DFND 3 22,019 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 333 10,533 SH   DFND 3 10,533 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 739 14,400 SH   DFND 3 14,400 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 878 13,501 SH   DFND 3 13,501 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 263,107 3,764,043 SH   DFND 3 3,764,043 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 579,036 24,401,011 SH   DFND 3 24,401,011 0 0
SELECTA BIOSCIENCES INC COM 816212104 4,091 285,700 SH   DFND 1,5 0 0 285,700
SELECTIVE INS GROUP INC COM 816300107 18,451 391,321 SH   DFND 1,5 0 0 391,321
SEMPRA ENERGY COM 816851109 925,241 8,373,218 SH   DFND 1,5 116 0 8,373,102
SEMPRA ENERGY COM 816851109 8,547 77,346 SH   DFND 2 0 0 77,346
SEMPRA ENERGY COM 816851109 13,396 121,228 SH   DFND 3 121,228 0 0
SEMPRA ENERGY COM 816851109 10,553 95,500 SH   DFND 7 95,500 0 0
SEMTECH CORP COM 816850101 186,968 5,531,583 SH   DFND 1,5 3,800 0 5,527,783
SEMTECH CORP COM 816850101 54,525 1,613,168 SH   DFND 1,9 0 0 1,613,168
SEMTECH CORP COM 816850101 341 10,100 SH   DFND 6 10,100 0 0
SEMTECH CORP COM 816850101 3,285 97,200 SH   DFND 7 97,200 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 71,171 3,514,600 SH   DFND 1,5 0 0 3,514,600
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,403 69,300 SH   DFND 7 69,300 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 222,964 5,105,665 SH   DFND 1,5 0 0 5,105,665
SENSEONICS HLDGS INC COM 81727U105 5,826 3,254,816 SH   DFND 1,5 0 0 3,254,816
SERES THERAPEUTICS INC COM 81750R102 68,216 6,052,919 SH   DFND 1,5 782,625 0 5,270,294
SERITAGE GROWTH PPTYS CL A 81752R100 216 5,006 SH   DFND 1,5 0 0 5,006
SERVICE CORP INTL COM 817565104 238,892 7,736,146 SH   DFND 1,5 41,784 0 7,694,362
SERVICE CORP INTL COM 817565104 71,011 2,299,593 SH   DFND 6 2,254,393 0 45,200
SERVICE CORP INTL COM 817565104 26,860 869,830 SH   DFND 7 823,830 0 46,000
SERVICE CORP INTL COM 817565104 75,659 2,450,100 SH   DFND 11 2,450,100 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 431,571 10,337,028 SH   DFND 1,5 55,939 0 10,281,089
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 86,016 2,060,257 SH   DFND 6 2,028,457 0 31,800
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 23,564 564,404 SH   DFND 7 490,104 0 74,300
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 106,272 2,545,445 SH   DFND 11 2,545,445 0 0
SERVICENOW INC COM 81762P102 264,394 3,022,685 SH   DFND 1,5 497,112 0 2,525,573
SERVICENOW INC COM 81762P102 949 10,850 SH   DFND 1,9 0 0 10,850
SERVICENOW INC COM 81762P102 9,213 105,324 SH   DFND 3 105,324 0 0
SERVICENOW INC COM 81762P102 9,364 107,050 SH   DFND 6 107,050 0 0
SERVICENOW INC COM 81762P102 2,988 34,160 SH   DFND 7 34,160 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 29,923 822,500 SH   DFND 1,5 600 0 821,900
SERVOTRONICS INC COM 817732100 2,079 187,271 SH   DFND 1,5 22,800 0 164,471
SHAKE SHACK INC CL A 819047101 80,929 2,423,032 SH   DFND 1,5 478,750 0 1,944,282
SHAKE SHACK INC CL A 819047101 1,674 50,115 SH   DFND 6 50,115 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 597 28,773 SH   DFND 6 28,773 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 742 35,783 SH   DFND 7 35,783 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 8,523 411,100 SH   DFND 11 411,100 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 12,790 455,956 SH   DFND 1,5 0 0 455,956
SHERWIN WILLIAMS CO COM 824348106 1,027,731 3,313,231 SH   DFND 1,5 225,675 0 3,087,556
SHERWIN WILLIAMS CO COM 824348106 7,773 25,060 SH   DFND 2 0 0 25,060
SHERWIN WILLIAMS CO COM 824348106 17,428 56,184 SH   DFND 3 56,184 0 0
SHERWIN WILLIAMS CO COM 824348106 601 1,937 SH   DFND 6 1,937 0 0
SHERWIN WILLIAMS CO COM 824348106 11,570 37,300 SH   DFND 7 37,300 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,885 45,111 SH   DFND 1,5 4,290 0 40,821
SHIP FINANCE INTERNATIONAL L SHS G81075106 221 15,007 SH   DFND 1,5 5,000 0 10,007
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 12,517 11,510,000 PRN   DFND 1,5 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 259,928 1,491,866 SH   DFND 1,5 37,848 0 1,454,018
SHIRE PLC SPONSORED ADR 82481R106 4,951 28,418 SH   DFND 3 28,418 0 0
SHIRE PLC SPONSORED ADR 82481R106 10,844 62,239 SH   DFND 6 54,339 0 7,900
SHIRE PLC SPONSORED ADR 82481R106 44,780 257,018 SH   DFND 7 257,018 0 0
SHOPIFY INC CL A 82509L107 619,375 9,096,420 SH   DFND 1,5 2,036,079 0 7,060,341
SHOPIFY INC CL A 82509L107 10,963 161,009 SH   DFND 1,9 318 0 160,691
SHOPIFY INC CL A 82509L107 1,076 15,800 SH   DFND 6 15,800 0 0
SHOPIFY INC CL A 82509L107 2,664 39,120 SH   DFND 7 35,220 0 3,900
SHOPIFY INC CL A 82509L107 153,838 2,259,335 SH   DFND 11 1,807,935 0 451,400
SHORETEL INC COM 825211105 2,245 365,050 SH   DFND 1,5 0 0 365,050
SHUTTERSTOCK INC COM 825690100 102,563 2,480,352 SH   DFND 1,5 100,452 0 2,379,900
SIBANYE GOLD LTD SPONSORED ADR 825724206 11,632 1,320,306 SH   DFND 1,5 0 0 1,320,306
SIERRA BANCORP COM 82620P102 8,952 326,344 SH   DFND 6 326,344 0 0
SIERRA BANCORP COM 82620P102 1,715 62,525 SH   DFND 7 62,525 0 0
SIERRA ONCOLOGY INC COM 82640U107 302 197,100 SH   DFND 1,5 8,700 0 188,400
SIFCO INDS INC COM 826546103 500 61,025 SH   DFND 1,5 25,000 0 36,025
SIGMATRON INTL INC COM 82661L101 1,426 288,178 SH   DFND 1,5 32,699 0 255,479
SIGNATURE BK NEW YORK N Y COM 82669G104 77,358 521,317 SH   DFND 1,5 40,232 0 481,085
SIGNET JEWELERS LIMITED SHS G81276100 38,681 558,412 SH   DFND 1,5 12 0 558,400
SIGNET JEWELERS LIMITED SHS G81276100 1,488 21,486 SH   DFND 2 0 0 21,486
SIGNET JEWELERS LIMITED SHS G81276100 2,244 32,398 SH   DFND 3 32,398 0 0
SIGNET JEWELERS LIMITED SHS G81276100 6,003 86,659 SH   DFND 6 86,659 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,916 27,655 SH   DFND 7 27,655 0 0
SILGAN HOLDINGS INC COM 827048109 389,318 6,558,586 SH   DFND 1,5 94,166 0 6,464,420
SILGAN HOLDINGS INC COM 827048109 2,208 37,202 SH   DFND 6 37,202 0 0
SILGAN HOLDINGS INC COM 827048109 273 4,600 SH   DFND 7 4,600 0 0
SILICON LABORATORIES INC COM 826919102 448,560 6,098,705 SH   DFND 1,5 1,649,279 0 4,449,426
SILICON LABORATORIES INC COM 826919102 17,306 235,300 SH   DFND 1,9 0 0 235,300
SILICON LABORATORIES INC COM 826919102 677 9,200 SH   DFND 7 9,200 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 231 4,936 SH   DFND 1,5 536 0 4,400
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 23,055 493,145 SH   DFND 1,9 0 0 493,145
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 2,758 340,882 SH   DFND 1,9 0 0 340,882
SILVER STD RES INC COM 82823L106 9,739 917,200 SH   DFND 1,5 0 0 917,200
SILVER WHEATON CORP COM 828336107 40,087 1,923,820 SH   DFND 1,5 0 0 1,923,820
SILVER WHEATON CORP COM 828336107 8,371 401,759 SH   DFND 6 202,959 0 198,800
SILVER WHEATON CORP COM 828336107 7,568 363,220 SH   DFND 7 298,020 0 65,200
SILVER WHEATON CORP COM 828336107 88,911 4,267,000 SH   DFND 11 4,267,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,058,634 6,153,778 SH   DFND 1,5 2,642,020 0 3,511,758
SIMON PPTY GROUP INC NEW COM 828806109 16,985 98,734 SH   DFND 2 0 0 98,734
SIMON PPTY GROUP INC NEW COM 828806109 8,256 47,992 SH   DFND 3 47,992 0 0
SIMON PPTY GROUP INC NEW COM 828806109 74,502 433,073 SH   DFND 6 433,073 0 0
SIMON PPTY GROUP INC NEW COM 828806109 32,334 187,955 SH   DFND 7 18,786 0 169,169
SIMON PPTY GROUP INC NEW COM 828806109 20,260 117,770 SH   DFND 11 117,770 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 27,676 642,274 SH   DFND 1,5 434 0 641,840
SINA CORP ORD G81477104 3,408 47,260 SH   DFND 6 34,260 0 13,000
SINA CORP ORD G81477104 4,129 57,250 SH   DFND 7 57,250 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 224,614 5,546,021 SH   DFND 1,5 2,700 0 5,543,321
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,588 63,900 SH   DFND 6 63,900 0 0
SIRIUS XM HLDGS INC COM 82968B103 215,323 41,810,292 SH   DFND 1,5 3,168,589 0 38,641,703
SIRIUS XM HLDGS INC COM 82968B103 249 48,365 SH   DFND 3 48,365 0 0
SIRIUS XM HLDGS INC COM 82968B103 533 103,400 SH   DFND 7 103,400 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 25,151 519,548 SH   DFND 11 519,548 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 42,832 1,701,024 SH   DFND 1,5 63,036 0 1,637,988
SKECHERS U S A INC CL A 830566105 535,743 19,517,048 SH   DFND 1,5 5,129,047 0 14,388,001
SKECHERS U S A INC CL A 830566105 12,000 437,152 SH   DFND 6 437,152 0 0
SKECHERS U S A INC CL A 830566105 2,935 106,914 SH   DFND 7 106,914 0 0
SKYWEST INC COM 830879102 34,897 1,018,900 SH   DFND 1,5 0 0 1,018,900
SKYWORKS SOLUTIONS INC COM 83088M102 467,066 4,766,951 SH   DFND 1,5 73,796 0 4,693,155
SKYWORKS SOLUTIONS INC COM 83088M102 1,063 10,845 SH   DFND 1,9 0 0 10,845
SKYWORKS SOLUTIONS INC COM 83088M102 5,593 57,086 SH   DFND 2 0 0 57,086
SKYWORKS SOLUTIONS INC COM 83088M102 3,454 35,249 SH   DFND 3 35,249 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,067 21,100 SH   DFND 7 21,100 0 0
SL GREEN RLTY CORP COM 78440X101 269,485 2,527,523 SH   DFND 1,5 1,783,026 0 744,497
SL GREEN RLTY CORP COM 78440X101 3,311 31,050 SH   DFND 2 0 0 31,050
SL GREEN RLTY CORP COM 78440X101 5,865 55,006 SH   DFND 3 55,006 0 0
SLM CORP COM 78442P106 367,133 30,341,599 SH   DFND 1,5 0 0 30,341,599
SLM CORP COM 78442P106 154 12,736 SH   DFND 3 12,736 0 0
SLM CORP COM 78442P106 364 30,100 SH   DFND 7 30,100 0 0
SM ENERGY CO COM 78454L100 168,769 7,026,182 SH   DFND 1,5 81,040 0 6,945,142
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 12,053 12,200,000 PRN   DFND 1,5 0 0 0
SM ENERGY CO COM 78454L100 1,996 83,100 SH   DFND 6 83,100 0 0
SM ENERGY CO COM 78454L100 882 36,700 SH   DFND 7 36,700 0 0
SMART SAND INC COM 83191H107 25,867 1,591,800 SH   DFND 1,5 0 0 1,591,800
SMITH A O COM 831865209 306,147 5,984,110 SH   DFND 1,5 270,303 0 5,713,807
SMUCKER J M CO COM NEW 832696405 248,305 1,894,299 SH   DFND 1,5 22,389 0 1,871,910
SMUCKER J M CO COM NEW 832696405 4,711 35,942 SH   DFND 2 0 0 35,942
SMUCKER J M CO COM NEW 832696405 4,884 37,262 SH   DFND 3 37,262 0 0
SMUCKER J M CO COM NEW 832696405 2,123 16,196 SH   DFND 6 16,196 0 0
SMUCKER J M CO COM NEW 832696405 3,334 25,438 SH   DFND 7 25,438 0 0
SNAP INC CL A 83304A106 731,665 33,203,032 SH   DFND 1,5 5,309,767 0 27,893,265
SNAP INC CL A 83304A106 3,427 156,653 SH   DFND 6 156,653 0 0
SNAP INC CL A 83304A106 2,041 90,600 SH   DFND 7 90,600 0 0
SNAP ON INC COM 833034101 89,912 533,064 SH   DFND 1,5 24,745 0 508,319
SNAP ON INC COM 833034101 3,019 17,896 SH   DFND 2 0 0 17,896
SNAP ON INC COM 833034101 5,896 34,958 SH   DFND 3 34,958 0 0
SNAP ON INC COM 833034101 93,489 554,270 SH   DFND 11 554,270 0 0
SNYDERS-LANCE INC COM 833551104 41,970 1,041,193 SH   DFND 6 968,740 0 72,453
SNYDERS-LANCE INC COM 833551104 25,003 620,263 SH   DFND 7 552,491 0 67,772
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 121,536 3,536,119 SH   DFND 1,5 197,199 0 3,338,920
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,939 85,499 SH   DFND 6 69,999 0 15,500
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 100,110 2,067,104 SH   DFND 1,5 114,325 0 1,952,779
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 3,375 69,680 SH   DFND 6 69,680 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 45,400 2,910,241 SH   DFND 1,5 0 0 2,910,241
SOLAREDGE TECHNOLOGIES INC COM 83417M104 4,262 273,177 SH   DFND 1,9 0 0 273,177
SONIC AUTOMOTIVE INC CL A 83545G102 25,253 1,259,500 SH   DFND 1,5 146,400 0 1,113,100
SONOCO PRODS CO COM 835495102 3,161 59,732 SH   DFND 3 59,732 0 0
SONUS NETWORKS INC COM NEW 835916503 1,417 215,070 SH   DFND 1,5 0 0 215,070
SONUS NETWORKS INC COM NEW 835916503 85 12,827 SH   DFND 1,9 0 0 12,827
SONY CORP ADR NEW 835699307 102,981 3,053,100 SH   DFND 1,5 667,625 0 2,385,475
SONY CORP ADR NEW 835699307 57,124 1,693,564 SH   DFND 1,9 1,562 0 1,692,002
SONY CORP ADR NEW 835699307 1,788 53,000 SH   DFND 6 53,000 0 0
SONY CORP ADR NEW 835699307 4,985 147,800 SH   DFND 7 147,800 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 430 108,789 SH   DFND 1,5 0 0 108,789
SOUTH JERSEY INDS INC COM 838518108 49,679 1,393,532 SH   DFND 1,5 33,241 0 1,360,291
SOUTH JERSEY INDS INC COM 838518108 33,346 935,360 SH   DFND 6 905,908 0 29,452
SOUTH JERSEY INDS INC COM 838518108 15,220 426,941 SH   DFND 7 407,041 0 19,900
SOUTHERN CO COM 842587107 207,445 4,167,234 SH   DFND 1,5 539,870 0 3,627,364
SOUTHERN CO COM 842587107 15,230 305,950 SH   DFND 2 0 0 305,950
SOUTHERN CO COM 842587107 72,568 1,457,782 SH   DFND 3 1,457,782 0 0
SOUTHERN CO COM 842587107 8,799 176,755 SH   DFND 6 176,755 0 0
SOUTHWEST AIRLS CO COM 844741108 1,743,799 32,436,737 SH   DFND 1,5 3,259,212 0 29,177,525
SOUTHWEST AIRLS CO COM 844741108 10,211 189,937 SH   DFND 2 0 0 189,937
SOUTHWEST AIRLS CO COM 844741108 12,946 240,814 SH   DFND 3 240,814 0 0
SOUTHWEST AIRLS CO COM 844741108 12,295 228,698 SH   DFND 6 228,698 0 0
SOUTHWEST AIRLS CO COM 844741108 376 7,000 SH   DFND 11 7,000 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 62,311 751,551 SH   DFND 1,5 218 0 751,333
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,679 20,255 SH   DFND 6 20,255 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,318 15,900 SH   DFND 7 5,100 0 10,800
SOUTHWESTERN ENERGY CO COM 845467109 180,380 22,078,370 SH   DFND 1,5 536,235 0 21,542,135
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 126,090 6,384,298 SH   DFND 1,5 3,022,965 0 3,361,333
SOUTHWESTERN ENERGY CO COM 845467109 1,256 153,725 SH   DFND 2 0 0 153,725
SOUTHWESTERN ENERGY CO COM 845467109 703 86,084 SH   DFND 3 86,084 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 5,757 291,500 SH   DFND 6 95,900 0 195,600
SOUTHWESTERN ENERGY CO COM 845467109 115 14,042 SH   DFND 6 14,042 0 0
SPAN AMER MED SYS INC COM 846396109 7,578 354,103 SH   DFND 1,5 91,316 0 262,787
SPARK THERAPEUTICS INC COM 84652J103 246,188 4,615,455 SH   DFND 1,5 212,235 0 4,403,220
SPARK THERAPEUTICS INC COM 84652J103 987 18,500 SH   DFND 6 18,500 0 0
SPARK THERAPEUTICS INC COM 84652J103 1,211 22,700 SH   DFND 7 22,700 0 0
SPARTON CORP COM 847235108 4,833 230,267 SH   DFND 1,5 0 0 230,267
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3,305 15,969 SH   DFND 3 15,969 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 587 4,947 SH   DFND 3 4,947 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 375,737 3,164,900 SH   DFND 11 3,164,900 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 94,490 1,151,620 SH   DFND 3 1,151,620 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 10,238 240,778 SH   DFND 3 240,778 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 58,501 1,564,192 SH   DFND 3 1,564,192 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 57,548 1,353,439 SH   DFND 7 1,353,439 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,078 51,235 SH   DFND 1,5 51,235 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,320,974 5,603,520 SH   DFND 3 5,603,520 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 11,409 48,397 SH   DFND 6 452 0 47,945
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,713 7,267 SH   DFND 7 7,267 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,230 10,339 SH   DFND 3 10,339 0 0
SPDR SER TR NUVEEN BRC MUNIC 78468R721 49,239 1,027,520 SH   DFND 3 1,027,520 0 0
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 2,797 105,000 SH   DFND 1,5 23,200 0 81,800
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 10,690 195,030 SH   DFND 1,5 0 0 195,030
SPDR SERIES TRUST S&P REGL BKG 78464A698 6,130 112,245 SH   DFND 1,5 127 0 112,118
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 12,572 222,086 SH   DFND 3 222,086 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 3,826 43,414 SH   DFND 3 43,414 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 129,964 2,701,952 SH   DFND 3 2,701,952 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,096 29,668 SH   DFND 6 0 0 29,668
SPDR SERIES TRUST S&P BIOTECH 78464A870 12,513 180,461 SH   DFND 7 180,461 0 0
SPECTRANETICS CORP COM 84760C107 161,691 5,551,616 SH   DFND 1,5 280,000 0 5,271,616
SPECTRANETICS CORP COM 84760C107 2,062 70,800 SH   DFND 7 70,800 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 331,728 2,386,359 SH   DFND 1,5 58,089 0 2,328,270
SPECTRUM BRANDS HLDGS INC COM 84763R101 3,428 24,659 SH   DFND 6 24,659 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 11,402 82,026 SH   DFND 7 82,026 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 10,188 10,150,000 PRN   DFND 1,5 0 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 8,496 1,307,147 SH   DFND 1,5 0 0 1,307,147
SPIRE INC COM 84857L101 53,624 794,430 SH   DFND 1,5 17,700 0 776,730
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 29,068 501,864 SH   DFND 1,5 114 0 501,750
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 201 3,470 SH   DFND 6 3,470 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 5,166 89,187 SH   DFND 7 89,187 0 0
SPIRIT AIRLS INC COM 848577102 336,794 6,346,213 SH   DFND 1,5 1,099,500 0 5,246,713
SPIRIT RLTY CAP INC NEW COM 84860W102 214,151 21,140,241 SH   DFND 1,5 21,137,400 0 2,841
SPLUNK INC COM 848637104 1,018 16,336 SH   DFND 1,9 179 0 16,157
SPLUNK INC COM 848637104 8,875 142,474 SH   DFND 3 142,474 0 0
SPRINT CORP COM SER 1 85207U105 32,295 3,720,645 SH   DFND 1,5 70 0 3,720,575
SPROUTS FMRS MKT INC COM 85208M102 38,197 1,652,138 SH   DFND 1,5 244,300 0 1,407,838
SPROUTS FMRS MKT INC COM 85208M102 909 39,300 SH   DFND 6 39,300 0 0
SPS COMM INC COM 78463M107 49,734 850,300 SH   DFND 1,5 0 0 850,300
SPX FLOW INC COM 78469X107 60,308 1,737,488 SH   DFND 1,5 500 0 1,736,988
SQUARE INC CL A 852234103 151,810 8,785,299 SH   DFND 1,5 235,999 0 8,549,300
SQUARE INC CL A 852234103 40,415 2,338,827 SH   DFND 11 2,338,827 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 200,028 5,650,506 SH   DFND 1,5 60,550 0 5,589,956
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 20,853 589,066 SH   DFND 1,9 0 0 589,066
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 598 16,900 SH   DFND 6 16,900 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 242 5,100 SH   DFND 1,5 5,100 0 0
STAG INDL INC COM 85254J102 996 39,800 SH   DFND 6 39,800 0 0
STAG INDL INC COM 85254J102 988 39,500 SH   DFND 7 0 0 39,500
STAMPS COM INC COM NEW 852857200 221,475 1,871,352 SH   DFND 1,5 30,411 0 1,840,941
STAMPS COM INC COM NEW 852857200 63,993 540,707 SH   DFND 6 540,707 0 0
STAMPS COM INC COM NEW 852857200 13,605 114,957 SH   DFND 7 114,957 0 0
STANDARD MTR PRODS INC COM 853666105 87,613 1,782,921 SH   DFND 1,5 3,163 0 1,779,758
STANDEX INTL CORP COM 854231107 68,693 685,902 SH   DFND 1,5 2,278 0 683,624
STANDEX INTL CORP COM 854231107 631 6,300 SH   DFND 6 6,300 0 0
STANLEY BLACK & DECKER INC COM 854502101 45,237 340,458 SH   DFND 1,5 24 0 340,434
STANLEY BLACK & DECKER INC COM 854502101 6,259 47,105 SH   DFND 2 0 0 47,105
STANLEY BLACK & DECKER INC COM 854502101 5,805 43,689 SH   DFND 3 43,689 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 346 443,000 SH   DFND 1,5 51,564 0 391,436
STANTEC INC COM 85472N109 87,729 3,380,650 SH   DFND 1,5 339,200 0 3,041,450
STANTEC INC COM 85472N109 8,071 311,000 SH   DFND 6 173,500 0 137,500
STANTEC INC COM 85472N109 6,109 235,400 SH   DFND 7 185,300 0 50,100
STANTEC INC COM 85472N109 78,842 3,038,200 SH   DFND 11 2,974,500 0 63,700
STAPLES INC COM 855030102 271,594 30,968,520 SH   DFND 1,5 2,901,174 0 28,067,346
STAPLES INC COM 855030102 1,761 200,831 SH   DFND 2 0 0 200,831
STAPLES INC COM 855030102 92 10,513 SH   DFND 3 10,513 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 18,425 2,002,664 SH   DFND 1,5 2,346 0 2,000,318
STARBUCKS CORP COM 855244109 2,735,069 46,841,402 SH   DFND 1,5 5,421,483 0 41,419,919
STARBUCKS CORP COM 855244109 26,271 449,917 SH   DFND 2 0 0 449,917
STARBUCKS CORP COM 855244109 40,844 699,509 SH   DFND 3 699,509 0 0
STARBUCKS CORP COM 855244109 22,661 388,098 SH   DFND 6 388,098 0 0
STARBUCKS CORP COM 855244109 36,209 620,116 SH   DFND 7 620,116 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 5,978 6,000,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC COM 85571B105 373 16,500 SH   DFND 7 16,500 0 0
STATE STR CORP COM 857477103 1,292,860 16,239,923 SH   DFND 1,5 590,969 0 15,648,954
STATE STR CORP COM 857477103 8,824 110,835 SH   DFND 2 0 0 110,835
STATE STR CORP COM 857477103 68,898 865,448 SH   DFND 3 865,448 0 0
STATE STR CORP COM 857477103 32,896 413,220 SH   DFND 6 413,220 0 0
STATE STR CORP COM 857477103 33,340 418,793 SH   DFND 7 8,130 0 410,663
STEALTHGAS INC SHS Y81669106 15,126 3,790,978 SH   DFND 1,5 0 0 3,790,978
STEEL DYNAMICS INC COM 858119100 180,016 5,178,828 SH   DFND 1,5 230,043 0 4,948,785
STEEL DYNAMICS INC COM 858119100 678 19,507 SH   DFND 3 19,507 0 0
STEEL DYNAMICS INC COM 858119100 6,570 189,000 SH   DFND 6 189,000 0 0
STEEL DYNAMICS INC COM 858119100 4,843 139,341 SH   DFND 7 139,341 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 21,708 2,538,892 SH   DFND 1,5 0 0 2,538,892
STERICYCLE INC DEP PFD A 1/10 858912207 72,537 1,021,500 SH   DFND 1,5 142,785 0 878,715
STERICYCLE INC COM 858912108 234,857 2,833,359 SH   DFND 1,5 59,500 0 2,773,859
STERICYCLE INC COM 858912108 2,177 26,266 SH   DFND 2 0 0 26,266
STERICYCLE INC COM 858912108 2,838 34,244 SH   DFND 3 34,244 0 0
STERICYCLE INC COM 858912108 2,614 31,538 SH   DFND 6 31,538 0 0
STERIS PLC SHS USD G84720104 142,692 2,054,305 SH   DFND 1,5 70,805 0 1,983,500
STERIS PLC SHS USD G84720104 37,578 541,000 SH   DFND 11 541,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 22,446 2,426,584 SH   DFND 1,5 365,026 0 2,061,558
STEWART INFORMATION SVCS COR COM 860372101 8,588 194,378 SH   DFND 1,5 37,443 0 156,935
STIFEL FINL CORP COM 860630102 43,249 861,700 SH   DFND 1,5 0 0 861,700
STIFEL FINL CORP COM 860630102 15,198 302,800 SH   DFND 6 302,800 0 0
STIFEL FINL CORP COM 860630102 1,380 27,500 SH   DFND 7 27,500 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 5,291 342,260 SH   DFND 1,5 5,100 0 337,160
STMICROELECTRONICS N V NY REGISTRY 861012102 15,007 970,700 SH   DFND 1,9 0 0 970,700
STMICROELECTRONICS N V NY REGISTRY 861012102 311 20,100 SH   DFND 6 20,100 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 1,323 85,600 SH   DFND 7 85,600 0 0
STOCK YDS BANCORP INC COM 861025104 81,635 2,008,240 SH   DFND 1,5 71,192 0 1,937,048
STONERIDGE INC COM 86183P102 646 35,601 SH   DFND 1,5 0 0 35,601
STORE CAP CORP COM 862121100 530,177 22,201,733 SH   DFND 1,5 0 0 22,201,733
STORE CAP CORP COM 862121100 17,134 717,500 SH   DFND 6 717,500 0 0
STORE CAP CORP COM 862121100 12,317 515,800 SH   DFND 7 515,800 0 0
STRATTEC SEC CORP COM 863111100 11,476 412,800 SH   DFND 1,5 91,200 0 321,600
STRAYER ED INC COM 863236105 41,123 510,907 SH   DFND 1,5 900 0 510,007
STRYKER CORP COM 863667101 317,764 2,413,704 SH   DFND 1,5 263,611 0 2,150,093
STRYKER CORP COM 863667101 12,578 95,543 SH   DFND 2 0 0 95,543
STRYKER CORP COM 863667101 19,912 151,249 SH   DFND 3 151,249 0 0
STRYKER CORP COM 863667101 1,303 9,900 SH   DFND 6 9,900 0 0
STRYKER CORP COM 863667101 3,674 27,910 SH   DFND 7 27,910 0 0
SUMMIT MATLS INC CL A 86614U100 4,285 173,410 SH   DFND 1,5 700 0 172,710
SUMMIT MATLS INC CL A 86614U100 5,590 226,221 SH   DFND 6 226,221 0 0
SUMMIT MATLS INC CL A 86614U100 515 20,827 SH   DFND 7 20,827 0 0
SUN CMNTYS INC COM 866674104 367,960 4,580,599 SH   DFND 1,5 3,047,196 0 1,533,403
SUN CMNTYS INC COM 866674104 17,555 218,535 SH   DFND 6 218,535 0 0
SUN CMNTYS INC COM 866674104 8,555 106,500 SH   DFND 7 106,500 0 0
SUN LIFE FINL INC COM 866796105 17,916 490,641 SH   DFND 6 263,541 0 227,100
SUN LIFE FINL INC COM 866796105 17,710 485,000 SH   DFND 7 411,400 0 73,600
SUN LIFE FINL INC COM 866796105 334,333 9,155,940 SH   DFND 11 7,495,840 0 1,660,100
SUNCOR ENERGY INC NEW COM 867224107 1,858,159 60,520,992 SH   DFND 1,5 2,427,675 0 58,093,317
SUNCOR ENERGY INC NEW COM 867224107 22,419 730,200 SH   DFND 1,10 14,600 0 715,600
SUNCOR ENERGY INC NEW COM 867224107 68,819 2,241,466 SH   DFND 3 2,241,466 0 0
SUNCOR ENERGY INC NEW COM 867224107 45,025 1,466,484 SH   DFND 6 1,092,288 0 374,196
SUNCOR ENERGY INC NEW COM 867224107 78,975 2,572,255 SH   DFND 7 1,318,324 0 1,253,931
SUNCOR ENERGY INC NEW COM 867224107 1,155,986 37,650,929 SH   DFND 11 32,541,719 0 5,109,210
SUNCOR ENERGY INC NEW COM 867224107 270 8,801 SH   DFND   8,801 0 0
SUNOPTA INC COM 8676EP108 10,449 1,503,414 SH   DFND 1,5 288,035 0 1,215,379
SUNOPTA INC COM 8676EP108 10,389 1,494,782 SH   DFND 6 1,494,782 0 0
SUNOPTA INC COM 8676EP108 3,831 551,250 SH   DFND 7 551,250 0 0
SUNRUN INC COM 86771W105 84,733 15,691,308 SH   DFND 1,5 0 0 15,691,308
SUNSTONE HOTEL INVS INC NEW COM 867892101 64,209 4,188,447 SH   DFND 1,5 153,242 0 4,035,205
SUNSTONE HOTEL INVS INC NEW COM 867892101 14,951 975,253 SH   DFND 6 975,253 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,646 368,300 SH   DFND 7 4,700 0 363,600
SUNTRUST BKS INC COM 867914103 1,437,965 26,002,985 SH   DFND 1,5 1,034,655 0 24,968,330
SUNTRUST BKS INC COM 867914103 8,389 151,705 SH   DFND 2 0 0 151,705
SUNTRUST BKS INC COM 867914103 71,151 1,286,629 SH   DFND 3 1,286,629 0 0
SUNTRUST BKS INC COM 867914103 20,848 376,990 SH   DFND 6 376,990 0 0
SUNTRUST BKS INC COM 867914103 31,930 577,400 SH   DFND 11 577,400 0 0
SUPER MICRO COMPUTER INC COM 86800U104 101,224 3,993,062 SH   DFND 1,5 161,428 0 3,831,634
SUPERIOR DRILLING PRODS INC COM 868153107 2,454 2,727,177 SH   DFND 1,5 0 0 2,727,177
SUPERIOR ENERGY SVCS INC COM 868157108 77,564 5,439,283 SH   DFND 1,5 583 0 5,438,700
SUPERNUS PHARMACEUTICALS INC COM 868459108 3,258 104,100 SH   DFND 1,5 0 0 104,100
SUPERVALU INC COM 868536103 291 75,300 SH   DFND 1,5 75,300 0 0
SURGERY PARTNERS INC COM 86881A100 50,369 2,583,000 SH   DFND 1,5 0 0 2,583,000
SVB FINL GROUP COM 78486Q101 160,513 862,554 SH   DFND 1,5 66,554 0 796,000
SWIFT TRANSN CO CL A 87074U101 177,815 8,656,989 SH   DFND 1,5 0 0 8,656,989
SWIFT TRANSN CO CL A 87074U101 8,680 422,600 SH   DFND 6 422,600 0 0
SWIFT TRANSN CO CL A 87074U101 696 33,880 SH   DFND 7 33,880 0 0
SYKES ENTERPRISES INC COM 871237103 238 8,100 SH   DFND 1,5 0 0 8,100
SYMANTEC CORP COM 871503108 311,913 10,166,672 SH   DFND 1,5 1,057,060 0 9,109,612
SYMANTEC CORP COM 871503108 5,861 191,042 SH   DFND 2 0 0 191,042
SYMANTEC CORP COM 871503108 1,549 50,497 SH   DFND 3 50,497 0 0
SYMANTEC CORP COM 871503108 380 12,400 SH   DFND 7 12,400 0 0
SYNAPTICS INC COM 87157D109 25,441 513,850 SH   DFND 1,5 50 0 513,800
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 11,469 470,050 SH   DFND 1,5 0 0 470,050
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 45,510 1,865,148 SH   DFND 6 1,787,990 0 77,158
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 16,233 665,304 SH   DFND 7 611,504 0 53,800
SYNCHRONY FINL COM 87165B103 979,235 28,549,114 SH   DFND 1,5 1,030,166 0 27,518,948
SYNCHRONY FINL COM 87165B103 8,156 237,785 SH   DFND 2 0 0 237,785
SYNCHRONY FINL COM 87165B103 5,278 153,866 SH   DFND 3 153,866 0 0
SYNCHRONY FINL COM 87165B103 5,097 148,600 SH   DFND 7 148,600 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 17,154 1,250,316 SH   DFND 1,5 0 0 1,250,316
SYNGENTA AG SPONSORED ADR 87160A100 42,995 485,814 SH   DFND 1,5 14 0 485,800
SYNGENTA AG SPONSORED ADR 87160A100 59,738 675,000 SH   DFND 11 675,000 0 0
SYNNEX CORP COM 87162W100 591,587 5,284,856 SH   DFND 1,5 381,162 0 4,903,694
SYNOPSYS INC COM 871607107 72,888 1,010,515 SH   DFND 1,5 35,715 0 974,800
SYNOPSYS INC COM 871607107 3,351 46,461 SH   DFND 2 0 0 46,461
SYNOVUS FINL CORP COM NEW 87161C501 55,517 1,353,406 SH   DFND 1,5 0 0 1,353,406
SYNOVUS FINL CORP COM NEW 87161C501 13,054 318,237 SH   DFND 6 318,237 0 0
SYNOVUS FINL CORP COM NEW 87161C501 8,372 204,099 SH   DFND 7 168,971 0 35,128
SYNTEL INC COM 87162H103 25,241 1,499,772 SH   DFND 1,5 200,000 0 1,299,772
SYNTEL INC COM 87162H103 2,448 145,430 SH   DFND 6 145,430 0 0
SYNTEL INC COM 87162H103 295 17,533 SH   DFND 7 17,533 0 0
SYNTEL INC COM 87162H103 23,327 1,386,048 SH   DFND 11 1,386,048 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 55,897 3,508,937 SH   DFND 1,5 643,300 0 2,865,637
SYSCO CORP COM 871829107 216,493 4,169,734 SH   DFND 1,5 429,097 0 3,740,637
SYSCO CORP COM 871829107 7,966 153,428 SH   DFND 2 0 0 153,428
SYSCO CORP COM 871829107 10,870 209,369 SH   DFND 3 209,369 0 0
SYSCO CORP COM 871829107 1,444 27,821 SH   DFND 6 27,821 0 0
SYSCO CORP COM 871829107 10,077 194,095 SH   DFND 7 194,095 0 0
T MOBILE US INC CONV PFD SER A 872590203 103,219 982,285 SH   DFND 1,5 285,600 0 696,685
T MOBILE US INC COM 872590104 1,796,038 27,806,752 SH   DFND 1,5 2,734,698 0 25,072,054
T MOBILE US INC COM 872590104 299 4,629 SH   DFND 3 4,629 0 0
T MOBILE US INC COM 872590104 13,110 202,973 SH   DFND 6 202,973 0 0
T MOBILE US INC CONV PFD SER A 872590203 2,606 24,800 SH   DFND 6 0 0 24,800
T MOBILE US INC COM 872590104 37,375 578,649 SH   DFND 7 427,549 0 151,100
TABLEAU SOFTWARE INC CL A 87336U105 64,837 1,308,515 SH   DFND 1,5 115 0 1,308,400
TABLEAU SOFTWARE INC CL A 87336U105 16,862 340,306 SH   DFND 1,9 200 0 340,106
TAHOE RES INC COM 873868103 42,216 5,256,698 SH   DFND 1,5 0 0 5,256,698
TAHOE RES INC COM 873868103 9,984 1,243,187 SH   DFND 6 518,287 0 724,900
TAHOE RES INC COM 873868103 8,603 1,071,250 SH   DFND 7 867,050 0 204,200
TAHOE RES INC COM 873868103 186,483 23,220,412 SH   DFND 11 22,655,412 0 565,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 906,572 27,605,735 SH   DFND 1,5 3,709,525 0 23,896,210
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 15,552 473,575 SH   DFND 1,9 17,652 0 455,923
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,577 626,597 SH   DFND 3 626,597 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,067 32,500 SH   DFND 6 32,500 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 13,136 400,000 SH   DFND 11 400,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 126,621 2,136,341 SH   DFND 1,5 42,500 0 2,093,841
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 44,267 746,865 SH   DFND 1,9 0 0 746,865
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 46,446 783,641 SH   DFND 6 783,641 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 14,877 251,000 SH   DFND 7 226,900 0 24,100
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 86,905 1,466,255 SH   DFND 11 1,466,255 0 0
TAL ED GROUP ADS REPSTG COM 874080104 33,908 318,176 SH   DFND 1,5 45,481 0 272,695
TAL ED GROUP ADS REPSTG COM 874080104 65,605 615,607 SH   DFND 1,9 0 0 615,607
TANGER FACTORY OUTLET CTRS I COM 875465106 25,010 763,200 SH   DFND 1,5 0 0 763,200
TARGA RES CORP COM 87612G101 83,005 1,385,728 SH   DFND 1,5 0 0 1,385,728
TARGA RES CORP COM 87612G101 221 3,688 SH   DFND 3 3,688 0 0
TARGA RES CORP COM 87612G101 1,492 24,900 SH   DFND 7 24,900 0 0
TARGET CORP COM 87612E106 552,833 10,016,897 SH   DFND 1,5 496,575 0 9,520,322
TARGET CORP COM 87612E106 9,476 171,692 SH   DFND 2 0 0 171,692
TARGET CORP COM 87612E106 40,188 728,176 SH   DFND 3 728,176 0 0
TARGET CORP COM 87612E106 18,122 328,351 SH   DFND 6 315,551 0 12,800
TARGET CORP COM 87612E106 28,950 524,552 SH   DFND 7 261,430 0 263,122
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 37,920 325,157 SH   DFND 1,5 85,000 0 240,157
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 359 3,080 SH   DFND 7 3,080 0 0
TASER INTL INC COM 87651B104 106,171 4,658,653 SH   DFND 1,5 13,350 0 4,645,303
TASER INTL INC COM 87651B104 7,389 324,234 SH   DFND 6 324,234 0 0
TASER INTL INC COM 87651B104 2,963 130,000 SH   DFND 7 130,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,060 29,740 SH   DFND 1,5 0 0 29,740
TAUBMAN CTRS INC COM 876664103 80,403 1,217,857 SH   DFND 1,5 38,200 0 1,179,657
TAUBMAN CTRS INC COM 876664103 15,338 232,326 SH   DFND 6 232,326 0 0
TAUBMAN CTRS INC COM 876664103 6,795 102,924 SH   DFND 7 10,850 0 92,074
TAYLOR MORRISON HOME CORP CL A 87724P106 121,659 5,706,336 SH   DFND 1,5 64,637 0 5,641,699
TAYLOR MORRISON HOME CORP CL A 87724P106 2,450 114,900 SH   DFND 6 114,900 0 0
TCF FINL CORP COM 872275102 196,619 11,552,252 SH   DFND 1,5 0 0 11,552,252
TCF FINL CORP COM 872275102 44,514 2,615,400 SH   DFND 6 2,562,100 0 53,300
TCF FINL CORP COM 872275102 9,477 556,800 SH   DFND 7 556,800 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 198,213 5,100,689 SH   DFND 1,5 88,189 0 5,012,500
TD AMERITRADE HLDG CORP COM 87236Y108 1,496 38,500 SH   DFND 11 38,500 0 0
TE CONNECTIVITY LTD REG SHS H84989104 286,169 3,838,622 SH   DFND 1,5 150,534 0 3,688,088
TE CONNECTIVITY LTD REG SHS H84989104 8,177 109,683 SH   DFND 2 0 0 109,683
TE CONNECTIVITY LTD REG SHS H84989104 66,715 894,905 SH   DFND 3 894,905 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,827 24,508 SH   DFND 6 24,508 0 0
TEAM INC COM 878155100 26,262 970,857 SH   DFND 1,5 61,011 0 909,846
TEAM INC COM 878155100 10,520 388,919 SH   DFND 6 337,919 0 51,000
TEAM INC COM 878155100 7,901 292,093 SH   DFND 7 259,193 0 32,900
TECH DATA CORP COM 878237106 407,315 4,337,748 SH   DFND 1,5 143 0 4,337,605
TECH DATA CORP COM 878237106 53,577 570,575 SH   DFND 6 570,575 0 0
TECH DATA CORP COM 878237106 8,094 86,200 SH   DFND 7 86,200 0 0
TECHNIPFMC PLC COM G87110105 128,162 3,936,283 SH   DFND 1,5 440,463 0 3,495,820
TECHNIPFMC PLC COM G87110105 28,339 868,400 SH   DFND 1,10 17,400 0 851,000
TECHNIPFMC PLC COM G87110105 4,681 144,043 SH   DFND 2 0 0 144,043
TECHNIPFMC PLC COM G87110105 3,351 103,112 SH   DFND 3 103,112 0 0
TECK RESOURCES LTD CL B 878742204 3,263 149,207 SH   DFND 1,5 0 0 149,207
TECK RESOURCES LTD CL B 878742204 593 27,100 SH   DFND 7 27,100 0 0
TECK RESOURCES LTD CL B 878742204 36,378 1,663,600 SH   DFND 11 1,643,700 0 19,900
TEEKAY CORPORATION COM Y8564W103 77,543 8,474,615 SH   DFND 1,5 230 0 8,474,385
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 139,457 7,946,282 SH   DFND 1,5 0 0 7,946,282
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 191 10,900 SH   DFND 7 10,900 0 0
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 73,256 14,448,997 SH   DFND 1,5 0 0 14,448,997
TEGNA INC COM 87901J105 41,289 1,611,600 SH   DFND 1,5 181,037 0 1,430,563
TEGNA INC COM 87901J105 1,698 66,285 SH   DFND 2 0 0 66,285
TEGNA INC COM 87901J105 518 20,226 SH   DFND 3 20,226 0 0
TEJON RANCH CO COM 879080109 8,625 394,000 SH   DFND 1,5 44,982 0 349,018
TELADOC INC COM 87918A105 198,941 7,957,637 SH   DFND 1,5 279,600 0 7,678,037
TELADOC INC COM 87918A105 440 17,600 SH   DFND 6 17,600 0 0
TELADOC INC COM 87918A105 3,200 128,000 SH   DFND 7 128,000 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 29,751 1,340,724 SH   DFND 1,5 49,856 0 1,290,868
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 229 25,400 SH   DFND 1,5 0 0 25,400
TELEDYNE TECHNOLOGIES INC COM 879360105 318,339 2,517,306 SH   DFND 1,5 63,760 0 2,453,546
TELEDYNE TECHNOLOGIES INC COM 879360105 8,931 70,620 SH   DFND 6 70,620 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,834 30,320 SH   DFND 7 30,320 0 0
TELEFLEX INC COM 879369106 132,772 685,345 SH   DFND 1,5 50,645 0 634,700
TELEFLEX INC COM 879369106 17,592 90,809 SH   DFND 6 90,809 0 0
TELEFLEX INC COM 879369106 6,899 35,610 SH   DFND 7 35,610 0 0
TELEFONICA S A SPONSORED ADR 879382208 5,209 465,497 SH   DFND 1,5 0 0 465,497
TELEFONICA S A SPONSORED ADR 879382208 157 14,023 SH   DFND 3 14,023 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 63,081 2,379,513 SH   DFND 1,5 0 0 2,379,513
TELEPHONE & DATA SYS INC COM NEW 879433829 1,323 49,900 SH   DFND 7 49,900 0 0
TELETECH HOLDINGS INC COM 879939106 3,330 112,500 SH   DFND 1,5 0 0 112,500
TELUS CORP COM 87971M103 42,150 1,298,440 SH   DFND 1,5 0 0 1,298,440
TELUS CORP COM 87971M103 1,739 53,578 SH   DFND 6 53,578 0 0
TELUS CORP COM 87971M103 16,929 521,489 SH   DFND 7 521,489 0 0
TELUS CORP COM 87971M103 633,868 19,526,276 SH   DFND 11 17,014,776 0 2,511,500
TEMPUR SEALY INTL INC COM 88023U101 16,615 357,623 SH   DFND 1,5 12,400 0 345,223
TENARIS S A SPONSORED ADR 88031M109 380 11,128 SH   DFND 1,10 11,128 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 48,171 2,720,013 SH   DFND 1,5 11,450 0 2,708,563
TENNECO INC COM 880349105 318,561 5,103,508 SH   DFND 1,5 188,967 0 4,914,541
TENNECO INC COM 880349105 7,037 112,735 SH   DFND 6 112,735 0 0
TENNECO INC COM 880349105 7,120 114,067 SH   DFND 7 114,067 0 0
TERADATA CORP DEL COM 88076W103 3,800 122,113 SH   DFND 1,5 356 0 121,757
TERADATA CORP DEL COM 88076W103 1,257 40,407 SH   DFND 2 0 0 40,407
TERADATA CORP DEL COM 88076W103 495 15,916 SH   DFND 3 15,916 0 0
TERRENO RLTY CORP COM 88146M101 186,371 6,656,110 SH   DFND 1,5 2,170,112 0 4,485,998
TERRENO RLTY CORP COM 88146M101 10,580 377,869 SH   DFND 6 377,869 0 0
TERRENO RLTY CORP COM 88146M101 4,208 150,280 SH   DFND 7 0 0 150,280
TESARO INC COM 881569107 1,154,365 7,502,211 SH   DFND 1,5 468,098 0 7,034,113
TESARO INC COM 881569107 57,636 374,578 SH   DFND 6 374,578 0 0
TESARO INC COM 881569107 25,717 167,132 SH   DFND 7 167,132 0 0
TESCO CORP COM 88157K101 51,177 6,357,417 SH   DFND 1,5 0 0 6,357,417
TESCO CORP COM 88157K101 213 26,400 SH   DFND 7 26,400 0 0
TESLA INC COM 88160R101 6,343,513 22,793,795 SH   DFND 1,5 2,175,928 0 20,617,867
TESLA INC COM 88160R101 363,052 1,304,534 SH   DFND 1,9 399 0 1,304,135
TESLA INC COM 88160R101 56,497 203,006 SH   DFND 6 203,006 0 0
TESLA INC COM 88160R101 32,505 116,800 SH   DFND 7 95,100 0 21,700
TESLA INC COM 88160R101 8,989 32,300 SH   DFND 11 32,300 0 0
TESORO CORP COM 881609101 135,240 1,668,397 SH   DFND 1,5 177,510 0 1,490,887
TESORO CORP COM 881609101 2,927 36,115 SH   DFND 2 0 0 36,115
TESORO CORP COM 881609101 2,892 35,683 SH   DFND 3 35,683 0 0
TESSCO TECHNOLOGIES INC COM 872386107 8,550 544,564 SH   DFND 1,5 72,346 0 472,218
TETRA TECHNOLOGIES INC DEL COM 88162F105 48,490 11,914,094 SH   DFND 1,5 0 0 11,914,094
TETRA TECHNOLOGIES INC DEL COM 88162F105 380 93,400 SH   DFND 7 93,400 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 12,660 1,377,634 SH   DFND 1,5 0 0 1,377,634
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 779,647 24,295,638 SH   DFND 1,5 1,441,405 0 22,854,233
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 22,968 715,733 SH   DFND 3 715,733 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 31,456 980,229 SH   DFND 6 828,883 0 151,346
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 35,707 1,112,726 SH   DFND 7 420,700 0 692,026
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 308,860 9,624,800 SH   DFND 11 9,624,800 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 21,563 258,400 SH   DFND 1,5 13,000 0 245,400
TEXAS INSTRS INC COM 882508104 913,283 11,336,678 SH   DFND 1,5 1,688,916 0 9,647,762
TEXAS INSTRS INC COM 882508104 24,861 308,601 SH   DFND 2 0 0 308,601
TEXAS INSTRS INC COM 882508104 42,459 527,048 SH   DFND 3 527,048 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 3,581 12,800 SH   DFND 11 12,800 0 0
TEXAS ROADHOUSE INC COM 882681109 27,048 607,400 SH   DFND 1,5 0 0 607,400
TEXTRON INC COM 883203101 188,006 3,950,529 SH   DFND 1,5 126,912 0 3,823,617
TEXTRON INC COM 883203101 3,968 83,379 SH   DFND 2 0 0 83,379
TEXTRON INC COM 883203101 1,662 34,914 SH   DFND 3 34,914 0 0
TEXTRON INC COM 883203101 2,422 50,900 SH   DFND 6 50,900 0 0
TFS FINL CORP COM 87240R107 15,860 954,300 SH   DFND 1,5 0 0 954,300
TFS FINL CORP COM 87240R107 13,586 817,460 SH   DFND 6 817,460 0 0
TFS FINL CORP COM 87240R107 5,588 336,202 SH   DFND 7 336,202 0 0
TG THERAPEUTICS INC COM 88322Q108 75,162 6,451,713 SH   DFND 1,5 0 0 6,451,713
THE TRADE DESK INC COM CL A 88339J105 51,703 1,388,000 SH   DFND 1,5 65,800 0 1,322,200
THE TRADE DESK INC COM CL A 88339J105 361 9,700 SH   DFND 1,9 0 0 9,700
THERAPEUTICSMD INC COM 88338N107 206,325 28,656,231 SH   DFND 1,5 28,718 0 28,627,513
THERAPEUTICSMD INC COM 88338N107 2,964 411,600 SH   DFND 6 411,600 0 0
THERAPEUTICSMD INC COM 88338N107 1,961 272,400 SH   DFND 7 272,400 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 249,435 6,774,430 SH   DFND 1,5 194,940 0 6,579,490
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 7,883 6,250,000 PRN   DFND 1,5 0 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 2,577 70,000 SH   DFND 7 70,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 455,804 2,967,476 SH   DFND 1,5 171,274 0 2,796,202
THERMO FISHER SCIENTIFIC INC COM 883556102 18,512 120,518 SH   DFND 2 0 0 120,518
THERMO FISHER SCIENTIFIC INC COM 883556102 27,736 180,574 SH   DFND 3 180,574 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,001 39,068 SH   DFND 6 39,068 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 51,778 337,099 SH   DFND 7 44,639 0 292,460
THERMO FISHER SCIENTIFIC INC COM 883556102 1,584 10,312 SH   DFND 11 10,312 0 0
THIRD PT REINS LTD COM G8827U100 560 46,300 SH   DFND 1,5 0 0 46,300
THOMSON REUTERS CORP COM 884903105 640 14,796 SH   DFND 6 14,796 0 0
THOMSON REUTERS CORP COM 884903105 767 17,746 SH   DFND 7 17,746 0 0
THOMSON REUTERS CORP COM 884903105 81,224 1,878,200 SH   DFND 11 1,878,200 0 0
THOR INDS INC COM 885160101 771 8,016 SH   DFND 1,5 116 0 7,900
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 227 397,754 SH   DFND 1,5 4,000 0 393,754
TIFFANY & CO NEW COM 886547108 229,663 2,409,900 SH   DFND 1,5 155,300 0 2,254,600
TIFFANY & CO NEW COM 886547108 3,149 33,042 SH   DFND 2 0 0 33,042
TIFFANY & CO NEW COM 886547108 1,998 20,967 SH   DFND 3 20,967 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,013 126,000 SH   DFND 1,5 0 0 126,000
TIME INC NEW COM 887228104 3,075 158,893 SH   DFND 1,5 129,368 0 29,525
TIME WARNER INC COM NEW 887317303 965,434 9,880,604 SH   DFND 1,5 115,557 0 9,765,047
TIME WARNER INC COM NEW 887317303 23,357 239,046 SH   DFND 2 0 0 239,046
TIME WARNER INC COM NEW 887317303 92,233 943,943 SH   DFND 3 943,943 0 0
TIME WARNER INC COM NEW 887317303 15,665 160,320 SH   DFND 6 160,320 0 0
TIME WARNER INC COM NEW 887317303 40,304 412,489 SH   DFND 7 89,140 0 323,349
TIME WARNER INC COM NEW 887317303 28,912 295,900 SH   DFND 11 295,900 0 0
TIMMINS GOLD CORP COM 88741P103 140 371,500 SH   DFND 1,5 0 0 371,500
TITAN MACHY INC COM 88830R101 50,118 3,267,132 SH   DFND 1,5 168,292 0 3,098,840
TIVO CORP COM 88870P106 20,818 1,110,268 SH   DFND 1,5 61,211 0 1,049,057
TIVO CORP COM 88870P106 74,193 3,956,980 SH   DFND 6 3,936,642 0 20,338
TIVO CORP COM 88870P106 10,442 556,907 SH   DFND 7 556,907 0 0
TJX COS INC NEW COM 872540109 2,608,151 32,981,175 SH   DFND 1,5 2,716,557 0 30,264,618
TJX COS INC NEW COM 872540109 15,915 201,250 SH   DFND 2 0 0 201,250
TJX COS INC NEW COM 872540109 26,329 332,936 SH   DFND 3 332,936 0 0
TJX COS INC NEW COM 872540109 15,953 201,728 SH   DFND 6 201,728 0 0
TJX COS INC NEW COM 872540109 83,873 1,060,604 SH   DFND 7 297,934 0 762,670
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 20,571 20,700,000 PRN   DFND 1,5 0 0 0
TOLL BROTHERS INC COM 889478103 260,191 7,205,510 SH   DFND 1,5 323,935 0 6,881,575
TOLL BROTHERS INC COM 889478103 16,577 459,073 SH   DFND 6 459,073 0 0
TOLL BROTHERS INC COM 889478103 5,274 146,050 SH   DFND 7 146,050 0 0
TOLL BROTHERS INC COM 889478103 5,955 164,900 SH   DFND 11 164,900 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 66,885 830,353 SH   DFND 1,5 0 0 830,353
TOPBUILD CORP COM 89055F103 83,856 1,784,179 SH   DFND 1,5 0 0 1,784,179
TOPBUILD CORP COM 89055F103 33,660 716,175 SH   DFND 6 716,175 0 0
TOPBUILD CORP COM 89055F103 8,241 175,330 SH   DFND 7 175,330 0 0
TORCHMARK CORP COM 891027104 228,155 2,961,509 SH   DFND 1,5 173,590 0 2,787,919
TORCHMARK CORP COM 891027104 2,605 33,809 SH   DFND 2 0 0 33,809
TORCHMARK CORP COM 891027104 6,962 90,368 SH   DFND 3 90,368 0 0
TORCHMARK CORP COM 891027104 25,724 333,900 SH   DFND 6 333,900 0 0
TORCHMARK CORP COM 891027104 33,229 431,320 SH   DFND 7 431,320 0 0
TORO CO COM 891092108 21,251 340,231 SH   DFND 1,5 166 0 340,065
TORONTO DOMINION BK ONT COM NEW 891160509 126,007 2,515,690 SH   DFND 1,5 0 0 2,515,690
TORONTO DOMINION BK ONT COM NEW 891160509 28,377 566,547 SH   DFND 1,10 147 0 566,400
TORONTO DOMINION BK ONT COM NEW 891160509 443 8,848 SH   DFND 3 8,848 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 53,892 1,075,932 SH   DFND 6 594,132 0 481,800
TORONTO DOMINION BK ONT COM NEW 891160509 88,301 1,762,901 SH   DFND 7 1,512,555 0 250,346
TORONTO DOMINION BK ONT COM NEW 891160509 2,640,412 52,715,077 SH   DFND 11 47,152,841 0 5,562,236
TOTAL S A SPONSORED ADR 89151E109 2,722 53,990 SH   DFND 1,5 0 0 53,990
TOTAL S A SPONSORED ADR 89151E109 4,103 81,371 SH   DFND 3 81,371 0 0
TOTAL SYS SVCS INC COM 891906109 549,370 10,276,274 SH   DFND 1,5 158,502 0 10,117,772
TOTAL SYS SVCS INC COM 891906109 15,643 292,605 SH   DFND 1,9 0 0 292,605
TOTAL SYS SVCS INC COM 891906109 2,723 50,944 SH   DFND 2 0 0 50,944
TOTAL SYS SVCS INC COM 891906109 2,365 44,233 SH   DFND 3 44,233 0 0
TOTAL SYS SVCS INC COM 891906109 11,678 218,453 SH   DFND 6 218,453 0 0
TOTAL SYS SVCS INC COM 891906109 3,728 69,739 SH   DFND 7 69,739 0 0
TOTAL SYS SVCS INC COM 891906109 14,579 272,700 SH   DFND 11 272,700 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 45,811 1,413,921 SH   DFND 1,5 0 0 1,413,921
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 4,203 38,691 SH   DFND 1,5 0 0 38,691
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 450 4,139 SH   DFND 3 4,139 0 0
TPG SPECIALTY LENDING INC COM 87265K102 67,679 3,319,227 SH   DFND 1,5 98,870 0 3,220,357
TPG SPECIALTY LENDING INC COM 87265K102 653 32,014 SH   DFND 6 32,014 0 0
TPI COMPOSITES INC COM 87266J104 20,367 1,071,387 SH   DFND 1,5 0 0 1,071,387
TRACTOR SUPPLY CO COM 892356106 23,364 338,749 SH   DFND 1,5 149 0 338,600
TRACTOR SUPPLY CO COM 892356106 2,783 40,357 SH   DFND 2 0 0 40,357
TRACTOR SUPPLY CO COM 892356106 2,658 38,539 SH   DFND 3 38,539 0 0
TRACTOR SUPPLY CO COM 892356106 7,034 101,990 SH   DFND 6 101,990 0 0
TRACTOR SUPPLY CO COM 892356106 2,296 33,288 SH   DFND 7 33,288 0 0
TRANSCANADA CORP COM 89353D107 4,892 106,000 SH   DFND 1,5 0 0 106,000
TRANSCANADA CORP COM 89353D107 12,170 263,707 SH   DFND 6 141,607 0 122,100
TRANSCANADA CORP COM 89353D107 23,225 503,274 SH   DFND 7 466,074 0 37,200
TRANSCANADA CORP COM 89353D107 628,339 13,615,720 SH   DFND 11 13,033,780 0 581,940
TRANSDIGM GROUP INC COM 893641100 330,055 1,499,160 SH   DFND 1,5 23,658 0 1,475,502
TRANSDIGM GROUP INC COM 893641100 3,376 15,335 SH   DFND 2 0 0 15,335
TRANSDIGM GROUP INC COM 893641100 769 3,491 SH   DFND 3 3,491 0 0
TRANSDIGM GROUP INC COM 893641100 396 1,800 SH   DFND 7 1,800 0 0
TRANSGLOBE ENERGY CORP COM 893662106 436 275,000 SH   DFND 1,5 275,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,496 120,179 SH   DFND 2 0 0 120,179
TRANSOCEAN LTD REG SHS H8817H100 1,214 97,497 SH   DFND 3 97,497 0 0
TRANSUNION COM 89400J107 231,339 6,032,305 SH   DFND 1,5 509,662 0 5,522,643
TRAVELERS COMPANIES INC COM 89417E109 727,464 6,035,039 SH   DFND 1,5 907 0 6,034,132
TRAVELERS COMPANIES INC COM 89417E109 10,408 86,342 SH   DFND 2 0 0 86,342
TRAVELERS COMPANIES INC COM 89417E109 19,059 158,111 SH   DFND 3 158,111 0 0
TRAVELERS COMPANIES INC COM 89417E109 3,984 33,055 SH   DFND 6 33,055 0 0
TRAVELERS COMPANIES INC COM 89417E109 34,233 283,998 SH   DFND 7 244,998 0 39,000
TRAVELPORT WORLDWIDE LTD SHS G9019D104 53,319 4,530,043 SH   DFND 1,5 3,467 0 4,526,576
TREEHOUSE FOODS INC COM 89469A104 281,034 3,319,562 SH   DFND 1,5 6,000 0 3,313,562
TREEHOUSE FOODS INC COM 89469A104 26,669 315,011 SH   DFND 6 293,711 0 21,300
TREEHOUSE FOODS INC COM 89469A104 12,250 144,700 SH   DFND 7 126,300 0 18,400
TREVENA INC COM 89532E109 25,258 6,882,404 SH   DFND 1,5 142,305 0 6,740,099
TREVENA INC COM 89532E109 570 155,400 SH   DFND 6 155,400 0 0
TREX CO INC COM 89531P105 3,539 51,000 SH   DFND 1,5 300 0 50,700
TRI POINTE GROUP INC COM 87265H109 16,191 1,291,160 SH   DFND 1,5 1,918 0 1,289,242
TRI POINTE GROUP INC COM 87265H109 749 59,700 SH   DFND 11 59,700 0 0
TRIBUNE MEDIA CO CL A 896047503 3,062 82,170 SH   DFND 1,5 5,000 0 77,170
TRICO BANCSHARES COM 896095106 17,092 481,058 SH   DFND 1,5 128,063 0 352,995
TRIMAS CORP COM NEW 896215209 51,283 2,471,456 SH   DFND 1,5 60,556 0 2,410,900
TRIMBLE INC COM 896239100 186,920 5,839,410 SH   DFND 1,5 876,700 0 4,962,710
TRIMBLE INC COM 896239100 217,219 6,785,959 SH   DFND 1,9 1,172 0 6,784,787
TRIMBLE INC COM 896239100 13,751 429,600 SH   DFND 7 429,600 0 0
TRINET GROUP INC COM 896288107 16,519 571,601 SH   DFND 1,5 0 0 571,601
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 17,851 14,700,000 PRN   DFND 1,5 0 0 0
TRINITY INDS INC COM 896522109 390 14,700 SH   DFND 7 14,700 0 0
TRINSEO S A SHS L9340P101 130,880 1,950,526 SH   DFND 1,5 1,242 0 1,949,284
TRIO TECH INTL COM NEW 896712205 1,132 277,400 SH   DFND 1,5 33,600 0 243,800
TRIPADVISOR INC COM 896945201 66,701 1,545,441 SH   DFND 1,5 64,099 0 1,481,342
TRIPADVISOR INC COM 896945201 1,505 34,862 SH   DFND 2 0 0 34,862
TRIPADVISOR INC COM 896945201 278 6,448 SH   DFND 3 6,448 0 0
TRIPLE-S MGMT CORP CL B 896749108 39,460 2,245,900 SH   DFND 1,5 297,405 0 1,948,495
TRIUMPH GROUP INC NEW COM 896818101 445 17,300 SH   DFND 6 17,300 0 0
TRIUMPH GROUP INC NEW COM 896818101 502 19,480 SH   DFND 7 4,880 0 14,600
TRONOX LTD SHS CL A Q9235V101 59,682 3,234,785 SH   DFND 1,5 21,542 0 3,213,243
TRONOX LTD SHS CL A Q9235V101 854 46,300 SH   DFND 6 46,300 0 0
TRUEBLUE INC COM 89785X101 28,480 1,041,300 SH   DFND 1,5 400,252 0 641,048
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 2,157 450,307 SH   DFND 1,5 0 0 450,307
TTM TECHNOLOGIES INC COM 87305R109 45,536 2,823,070 SH   DFND 1,5 100,610 0 2,722,460
TUPPERWARE BRANDS CORP COM 899896104 100,020 1,594,703 SH   DFND 1,5 81,103 0 1,513,600
TUPPERWARE BRANDS CORP COM 899896104 30,561 487,254 SH   DFND 3 487,254 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,574 25,100 SH   DFND 6 25,100 0 0
TURQUOISE HILL RES LTD COM 900435108 828 271,300 SH   DFND 1,5 0 0 271,300
TURQUOISE HILL RES LTD COM 900435108 714 234,008 SH   DFND 6 234,008 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 65,160 2,050,336 SH   DFND 1,5 162,109 0 1,888,227
TWENTY FIRST CENTY FOX INC CL A 90130A101 285,197 8,805,089 SH   DFND 1,5 285,330 0 8,519,759
TWENTY FIRST CENTY FOX INC CL B 90130A200 4,779 150,375 SH   DFND 2 0 0 150,375
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,522 324,861 SH   DFND 2 0 0 324,861
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,631 51,325 SH   DFND 3 51,325 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 8,414 259,786 SH   DFND 3 259,786 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,941 90,802 SH   DFND 6 90,802 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 25,297 781,023 SH   DFND 7 86,293 0 694,730
TWILIO INC CL A 90138F102 222,373 7,702,576 SH   DFND 1,5 335,345 0 7,367,231
TWILIO INC CL A 90138F102 817 28,287 SH   DFND 1,9 0 0 28,287
TWITTER INC NOTE 0.250% 9/1 90184LAB8 48,364 51,520,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 106,799 117,200,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 63,817 4,268,688 SH   DFND 1,5 1,083,683 0 3,185,005
TWITTER INC COM 90184L102 1,881 125,852 SH   DFND 1,9 0 0 125,852
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,722 2,900,000 PRN   DFND 6 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 6,761 7,420,000 PRN   DFND 6 0 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 5,299 5,160,000 PRN   DFND 1,5 0 0 0
TWO HBRS INVT CORP COM 90187B101 36,102 3,764,502 SH   DFND 1,5 6,400 0 3,758,102
TYLER TECHNOLOGIES INC COM 902252105 30,948 200,231 SH   DFND 6 200,231 0 0
TYLER TECHNOLOGIES INC COM 902252105 11,187 72,380 SH   DFND 7 72,380 0 0
TYSON FOODS INC CL A 902494103 19,724 319,624 SH   DFND 1,5 43,905 0 275,719
TYSON FOODS INC UNIT 99/99/9999 902494301 27,780 413,400 SH   DFND 1,5 127,500 0 285,900
TYSON FOODS INC CL A 902494103 5,467 88,584 SH   DFND 2 0 0 88,584
TYSON FOODS INC CL A 902494103 7,442 120,589 SH   DFND 3 120,589 0 0
TYSON FOODS INC CL A 902494103 882 14,292 SH   DFND 6 5,329 0 8,963
TYSON FOODS INC CL A 902494103 15,062 244,082 SH   DFND 7 244,082 0 0
U S PHYSICAL THERAPY INC COM 90337L108 14,481 221,760 SH   DFND 1,5 13,160 0 208,600
U S SILICA HLDGS INC COM 90346E103 132,611 2,763,310 SH   DFND 1,5 739,700 0 2,023,610
U S SILICA HLDGS INC COM 90346E103 9,838 205,000 SH   DFND 6 205,000 0 0
U S SILICA HLDGS INC COM 90346E103 3,964 82,600 SH   DFND 7 82,600 0 0
UBIQUITI NETWORKS INC COM 90347A100 1,508 30,000 SH   DFND 1,5 30,000 0 0
UBS GROUP AG SHS H42097107 459,324 28,745,651 SH   DFND 1,5 1,740,111 0 27,005,540
UBS GROUP AG SHS H42097107 55,638 3,476,620 SH   DFND 1,10 70,130 0 3,406,490
UBS GROUP AG SHS H42097107 39,803 2,487,118 SH   DFND 6 1,804,692 0 682,426
UBS GROUP AG SHS H42097107 43,329 2,707,462 SH   DFND 7 1,450,830 0 1,256,632
UDR INC COM 902653104 705,397 19,453,873 SH   DFND 1,5 14,288,511 0 5,165,362
UDR INC COM 902653104 2,992 82,503 SH   DFND 2 0 0 82,503
UDR INC COM 902653104 1,458 40,223 SH   DFND 3 40,223 0 0
UDR INC COM 902653104 16,103 444,104 SH   DFND 6 444,104 0 0
UDR INC COM 902653104 20,342 561,010 SH   DFND 7 561,010 0 0
UFP TECHNOLOGIES INC COM 902673102 2,590 100,000 SH   DFND 1,5 100,000 0 0
UGI CORP NEW COM 902681105 741 15,000 SH   DFND 7 15,000 0 0
ULTA BEAUTY INC COM 90384S303 249,157 873,529 SH   DFND 1,5 54,286 0 819,243
ULTA BEAUTY INC COM 90384S303 5,151 18,059 SH   DFND 2 0 0 18,059
ULTA BEAUTY INC COM 90384S303 5,348 18,749 SH   DFND 3 18,749 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 670,425 3,434,379 SH   DFND 1,5 280,520 0 3,153,859
ULTIMATE SOFTWARE GROUP INC COM 90385D107 49,718 254,692 SH   DFND 1,9 0 0 254,692
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 411,376 6,069,287 SH   DFND 1,5 462,680 0 5,606,607
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 226 3,340 SH   DFND 6 3,340 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,576 38,000 SH   DFND 7 38,000 0 0
ULTRATECH INC COM 904034105 788 26,600 SH   DFND 1,9 0 0 26,600
UMB FINL CORP COM 902788108 269,776 3,582,209 SH   DFND 1,5 52,000 0 3,530,209
UMH PPTYS INC CV RED PFD-A 903002202 18,323 712,131 SH   DFND 1,5 0 0 712,131
UMPQUA HLDGS CORP COM 904214103 8,998 507,200 SH   DFND 6 507,200 0 0
UMPQUA HLDGS CORP COM 904214103 818 46,100 SH   DFND 7 46,100 0 0
UNDER ARMOUR INC CL C 904311206 14,856 811,817 SH   DFND 1,5 198,054 0 613,763
UNDER ARMOUR INC CL A 904311107 31,148 1,574,719 SH   DFND 1,5 279,919 0 1,294,800
UNDER ARMOUR INC CL A 904311107 1,122 56,723 SH   DFND 2 0 0 56,723
UNDER ARMOUR INC CL C 904311206 1,041 56,908 SH   DFND 2 0 0 56,908
UNDER ARMOUR INC CL A 904311107 1,058 53,513 SH   DFND 3 53,513 0 0
UNDER ARMOUR INC CL C 904311206 382 20,900 SH   DFND 6 20,900 0 0
UNDER ARMOUR INC CL A 904311107 1,309 66,200 SH   DFND 7 66,200 0 0
UNILEVER N V N Y SHS NEW 904784709 544,824 10,966,659 SH   DFND 1,5 300,943 0 10,665,716
UNILEVER N V N Y SHS NEW 904784709 32,873 661,697 SH   DFND 3 661,697 0 0
UNILEVER N V N Y SHS NEW 904784709 4,928 99,200 SH   DFND 6 99,200 0 0
UNILEVER N V N Y SHS NEW 904784709 3,825 77,000 SH   DFND 7 0 0 77,000
UNILEVER PLC SPON ADR NEW 904767704 7,774 157,555 SH   DFND 1,5 0 0 157,555
UNILEVER PLC SPON ADR NEW 904767704 883 17,890 SH   DFND 3 17,890 0 0
UNION BANKSHARES CORP NEW COM 90539J109 408 11,584 SH   DFND 3 11,584 0 0
UNION PAC CORP COM 907818108 463,295 4,374,005 SH   DFND 1,5 469,969 0 3,904,036
UNION PAC CORP COM 907818108 26,610 251,229 SH   DFND 2 0 0 251,229
UNION PAC CORP COM 907818108 39,832 376,055 SH   DFND 3 376,055 0 0
UNION PAC CORP COM 907818108 2,523 23,822 SH   DFND 6 23,822 0 0
UNION PAC CORP COM 907818108 18,332 173,077 SH   DFND 7 10,800 0 162,277
UNION PAC CORP COM 907818108 519 4,900 SH   DFND 11 4,900 0 0
UNIQURE NV SHS N90064101 3,774 652,963 SH   DFND 1,5 15,200 0 637,763
UNIQURE NV SHS N90064101 60 10,400 SH   DFND 7 10,400 0 0
UNIQURE NV SHS N90064101 4,827 835,100 SH   DFND 11 835,100 0 0
UNISYS CORP COM NEW 909214306 102,388 7,339,637 SH   DFND 1,5 0 0 7,339,637
UNISYS CORP COM NEW 909214306 3,068 219,928 SH   DFND 6 219,928 0 0
UNIT CORP COM 909218109 155,926 6,453,900 SH   DFND 1,5 1,861,768 0 4,592,132
UNITED BANKSHARES INC WEST V COM 909907107 202 4,774 SH   DFND 3 4,774 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 15,705 567,183 SH   DFND 1,5 43,983 0 523,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 24,028 867,767 SH   DFND 6 867,767 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 8,983 324,400 SH   DFND 7 324,400 0 0
UNITED CONTL HLDGS INC COM 910047109 248,962 3,524,374 SH   DFND 1,5 1,014,549 0 2,509,825
UNITED CONTL HLDGS INC COM 910047109 6,244 88,386 SH   DFND 2 0 0 88,386
UNITED CONTL HLDGS INC COM 910047109 4,423 62,615 SH   DFND 3 62,615 0 0
UNITED CONTL HLDGS INC COM 910047109 7,439 105,315 SH   DFND 6 91,835 0 13,480
UNITED CONTL HLDGS INC COM 910047109 32,854 465,086 SH   DFND 7 465,086 0 0
UNITED NAT FOODS INC COM 911163103 301,901 6,983,590 SH   DFND 1,5 273,823 0 6,709,767
UNITED NAT FOODS INC COM 911163103 21,922 507,100 SH   DFND 6 507,100 0 0
UNITED NAT FOODS INC COM 911163103 4,219 97,600 SH   DFND 7 97,600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,290,113 12,023,421 SH   DFND 1,5 909,682 0 11,113,739
UNITED PARCEL SERVICE INC CL B 911312106 22,831 212,773 SH   DFND 2 0 0 212,773
UNITED PARCEL SERVICE INC CL B 911312106 128,077 1,193,639 SH   DFND 3 1,193,639 0 0
UNITED PARCEL SERVICE INC CL B 911312106 27,073 252,313 SH   DFND 6 252,313 0 0
UNITED PARCEL SERVICE INC CL B 911312106 64,773 603,663 SH   DFND 7 47,623 0 556,040
UNITED RENTALS INC COM 911363109 453,056 3,623,001 SH   DFND 1,5 482,809 0 3,140,192
UNITED RENTALS INC COM 911363109 3,255 26,028 SH   DFND 2 0 0 26,028
UNITED RENTALS INC COM 911363109 874 6,985 SH   DFND 3 6,985 0 0
UNITED RENTALS INC COM 911363109 775 6,200 SH   DFND 7 6,200 0 0
UNITED STATES CELLULAR CORP COM 911684108 24,171 647,496 SH   DFND 1,5 0 0 647,496
UNITED STATES STL CORP NEW COM 912909108 9,639 285,093 SH   DFND 1,5 481 0 284,612
UNITED TECHNOLOGIES CORP COM 913017109 1,675,419 14,931,098 SH   DFND 1,5 430,721 0 14,500,377
UNITED TECHNOLOGIES CORP COM 913017109 25,961 231,365 SH   DFND 2 0 0 231,365
UNITED TECHNOLOGIES CORP COM 913017109 133,893 1,193,238 SH   DFND 3 1,193,238 0 0
UNITED TECHNOLOGIES CORP COM 913017109 50,750 452,274 SH   DFND 6 435,658 0 16,616
UNITED TECHNOLOGIES CORP COM 913017109 153,201 1,365,309 SH   DFND 7 585,699 0 779,610
UNITED TECHNOLOGIES CORP COM 913017109 1,739 15,500 SH   DFND 11 15,500 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 559,685 4,134,179 SH   DFND 1,5 395,242 0 3,738,937
UNITED THERAPEUTICS CORP DEL COM 91307C102 623 4,600 SH   DFND 7 4,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,715,011 53,137,068 SH   DFND 1,5 4,579,232 0 48,557,836
UNITEDHEALTH GROUP INC COM 91324P102 48,711 297,000 SH   DFND 2 0 0 297,000
UNITEDHEALTH GROUP INC COM 91324P102 71,429 435,518 SH   DFND 3 435,518 0 0
UNITEDHEALTH GROUP INC COM 91324P102 23,396 142,649 SH   DFND 6 135,585 0 7,064
UNITEDHEALTH GROUP INC COM 91324P102 151,071 921,109 SH   DFND 7 388,049 0 533,060
UNITI GROUP INC COM 91325V108 30,388 1,175,555 SH   DFND 1,5 100 0 1,175,455
UNITI GROUP INC COM 91325V108 1,648 63,740 SH   DFND 7 63,740 0 0
UNIVAR INC COM 91336L107 428,641 13,980,456 SH   DFND 1,5 1,053,474 0 12,926,982
UNIVAR INC COM 91336L107 14,317 466,950 SH   DFND 6 466,950 0 0
UNIVAR INC COM 91336L107 5,503 179,500 SH   DFND 7 179,500 0 0
UNIVAR INC COM 91336L107 51,644 1,684,394 SH   DFND 11 1,684,394 0 0
UNIVERSAL CORP VA COM 913456109 428 6,045 SH   DFND 1,5 6,045 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 27,983 325,005 SH   DFND 1,9 167 0 324,838
UNIVERSAL FST PRODS INC COM 913543104 20,218 205,174 SH   DFND 1,5 174 0 205,000
UNIVERSAL HLTH SVCS INC CL B 913903100 540,462 4,342,803 SH   DFND 1,5 79,044 0 4,263,759
UNIVERSAL HLTH SVCS INC CL B 913903100 3,431 27,573 SH   DFND 2 0 0 27,573
UNIVERSAL HLTH SVCS INC CL B 913903100 2,210 17,755 SH   DFND 3 17,755 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,785 30,410 SH   DFND 7 30,410 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,109 45,250 SH   DFND 1,5 45,250 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 30,318 2,112,726 SH   DFND 1,5 238,236 0 1,874,490
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,717 101,000 SH   DFND 1,5 12,373 0 88,627
UNIVEST CORP PA COM 915271100 17,301 667,992 SH   DFND 6 667,992 0 0
UNIVEST CORP PA COM 915271100 4,330 167,180 SH   DFND 7 167,180 0 0
UNUM GROUP COM 91529Y106 959,247 20,457,384 SH   DFND 1,5 2,230,501 0 18,226,883
UNUM GROUP COM 91529Y106 3,318 70,766 SH   DFND 2 0 0 70,766
UNUM GROUP COM 91529Y106 256 5,457 SH   DFND 3 5,457 0 0
UNUM GROUP COM 91529Y106 3,475 74,100 SH   DFND 7 74,100 0 0
URBAN EDGE PPTYS COM 91704F104 263,492 10,018,720 SH   DFND 1,5 2,790,385 0 7,228,335
URBAN EDGE PPTYS COM 91704F104 35,837 1,362,606 SH   DFND 6 1,362,606 0 0
URBAN EDGE PPTYS COM 91704F104 14,764 561,370 SH   DFND 7 149,320 0 412,050
URBAN OUTFITTERS INC COM 917047102 129,553 5,452,578 SH   DFND 1,5 742,511 0 4,710,067
URBAN OUTFITTERS INC COM 917047102 7,103 298,960 SH   DFND 6 298,960 0 0
URBAN OUTFITTERS INC COM 917047102 2,271 95,560 SH   DFND 7 95,560 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,150 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 3,147,460 61,115,729 SH   DFND 1,5 3,673,917 0 57,441,812
US BANCORP DEL COM NEW 902973304 25,318 491,602 SH   DFND 2 0 0 491,602
US BANCORP DEL COM NEW 902973304 117,153 2,274,817 SH   DFND 3 2,274,817 0 0
US BANCORP DEL COM NEW 902973304 36,858 715,686 SH   DFND 6 715,686 0 0
US BANCORP DEL COM NEW 902973304 51,580 1,001,546 SH   DFND 7 263,324 0 738,222
US ECOLOGY INC COM 91732J102 34,664 739,892 SH   DFND 1,5 88,855 0 651,037
US FOODS HLDG CORP COM 912008109 406,964 14,544,806 SH   DFND 1,5 1,841,971 0 12,702,835
US FOODS HLDG CORP COM 912008109 35,335 1,262,881 SH   DFND 6 1,262,881 0 0
US FOODS HLDG CORP COM 912008109 8,972 320,662 SH   DFND 7 320,662 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 2,162 128,000 SH   DFND 1,5 0 0 128,000
USANA HEALTH SCIENCES INC COM 90328M107 88,595 1,538,110 SH   DFND 1,5 662,524 0 875,586
UTAH MED PRODS INC COM 917488108 29,661 476,105 SH   DFND 1,5 90,086 0 386,019
V F CORP COM 918204108 316,988 5,766,567 SH   DFND 1,5 348,519 0 5,418,048
V F CORP COM 918204108 5,622 102,267 SH   DFND 2 0 0 102,267
V F CORP COM 918204108 4,864 88,480 SH   DFND 3 88,480 0 0
V F CORP COM 918204108 2,701 49,140 SH   DFND 7 49,140 0 0
VAIL RESORTS INC COM 91879Q109 483,675 2,520,455 SH   DFND 1,5 59,380 0 2,461,075
VAIL RESORTS INC COM 91879Q109 624 3,251 SH   DFND 6 3,251 0 0
VAIL RESORTS INC COM 91879Q109 2,341 12,200 SH   DFND 7 12,200 0 0
VALE S A ADR REPSTG PFD 91912E204 135,921 15,136,000 SH   DFND 1,5 529,700 0 14,606,300
VALE S A ADR REPSTG PFD 91912E204 2,113 235,253 SH   DFND 6 188,253 0 47,000
VALE S A ADR REPSTG PFD 91912E204 2,206 245,700 SH   DFND 7 245,700 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 620 56,170 SH   DFND 1,5 70 0 56,100
VALERO ENERGY CORP NEW COM 91913Y100 37,262 562,105 SH   DFND 1,5 129,398 0 432,707
VALERO ENERGY CORP NEW COM 91913Y100 9,231 139,245 SH   DFND 2 0 0 139,245
VALERO ENERGY CORP NEW COM 91913Y100 11,264 169,916 SH   DFND 3 169,916 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,174 32,800 SH   DFND 11 32,800 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 104,000 1,844,300 SH   DFND 1,5 261,200 0 1,583,100
VALIDUS HOLDINGS LTD COM SHS G9319H102 224 3,964 SH   DFND 3 3,964 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 8,205 145,500 SH   DFND 6 145,500 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,310 58,700 SH   DFND 7 58,700 0 0
VALLEY NATL BANCORP COM 919794107 17,815 1,509,766 SH   DFND 1,5 66 0 1,509,700
VALMONT INDS INC COM 920253101 78,220 503,021 SH   DFND 1,5 0 0 503,021
VALSPAR CORP COM 920355104 26,993 243,316 SH   DFND 1,5 0 0 243,316
VALVOLINE INC COM 92047W101 17,507 713,136 SH   DFND 1,5 0 0 713,136
VANDA PHARMACEUTICALS INC COM 921659108 22,416 1,601,171 SH   DFND 1,5 0 0 1,601,171
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 3,812 123,729 SH   DFND 1,5 12,500 0 111,229
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 2,390 80,864 SH   DFND 1,5 2,752 0 78,112
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 210,290 9,219,202 SH   DFND 1,5 3,964,725 0 5,254,477
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 3,073 219,200 SH   DFND 1,5 0 0 219,200
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 4,517 152,819 SH   DFND 7 152,819 0 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 3,369 109,355 SH   DFND 7 109,355 0 0
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 323 3,862 SH   DFND 3 3,862 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 229 2,821 SH   DFND 3 2,821 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 27,314 342,630 SH   DFND 6 342,630 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 1,657 30,615 SH   DFND 3 30,615 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 4,084 42,819 SH   DFND 1,5 1,611 0 41,208
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 7,739 35,687 SH   DFND 3 35,687 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 643,308 6,745,388 SH   DFND 3 6,745,388 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 23,505 230,624 SH   DFND 3 230,624 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 874 8,746 SH   DFND 3 8,746 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 310,146 2,862,441 SH   DFND 3 2,862,441 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 69,789 617,768 SH   DFND 3 617,768 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 5,252 37,334 SH   DFND 3 37,334 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 85,909 644,575 SH   DFND 3 644,575 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 563,268 4,628,330 SH   DFND 3 4,628,330 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 28,489 234,827 SH   DFND 3 234,827 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 102,268 832,393 SH   DFND 3 832,393 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,717 20,787 SH   DFND 3 20,787 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2,771 19,897 SH   DFND 3 19,897 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,063 12,869 SH   DFND 6 0 0 12,869
VANGUARD INDEX FDS VALUE ETF 922908744 20,653 216,557 SH   DFND 7 216,557 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,011 75,809 SH   DFND 1,5 1,625 0 74,184
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3,455 67,000 SH   DFND 1,5 9,300 0 57,700
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 261 4,125 SH   DFND 3 4,125 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,111 23,221 SH   DFND 3 23,221 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,954 99,546 SH   DFND 3 99,546 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 7,625 147,866 SH   DFND 3 147,866 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 767 11,735 SH   DFND 3 11,735 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,519 63,421 SH   DFND 6 0 0 63,421
VANGUARD SCOTTSDALE FDS VNG RUS3000IDX 92206C599 1,203 11,068 SH   DFND 3 11,068 0 0
VANGUARD SCOTTSDALE FDS INT-TERM GOV 92206C706 741 11,526 SH   DFND 3 11,526 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 800 9,258 SH   DFND 3 9,258 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 6,688 74,365 SH   DFND 3 74,365 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 3,518 70,619 SH   DFND 3 70,619 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 4,231 107,651 SH   DFND 3 107,651 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 11,235 285,875 SH   DFND 7 285,875 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,758 35,517 SH   DFND 3 35,517 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 202 2,939 SH   DFND 3 2,939 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 280 2,924 SH   DFND 3 2,924 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 3,277 29,483 SH   DFND 7 29,483 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 597 4,315 SH   DFND 1,5 0 0 4,315
VANGUARD WORLD FDS MATERIALS ETF 92204A801 951 7,994 SH   DFND 1,5 51 0 7,943
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2,081 15,096 SH   DFND 1,5 268 0 14,828
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 293 2,366 SH   DFND 1,5 96 0 2,270
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 430 3,059 SH   DFND 3 3,059 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 306 2,473 SH   DFND 3 2,473 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 242 2,150 SH   DFND 3 2,150 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 691 5,012 SH   DFND 3 5,012 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 330,804 5,470,547 SH   DFND 3 5,470,547 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 386 2,785 SH   DFND 3 2,785 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 1,676 12,360 SH   DFND 3 12,360 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 3,860 27,444 SH   DFND 7 27,444 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 3,458 29,071 SH   DFND 7 29,071 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 14,771 119,383 SH   DFND 7 119,383 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 11,705 84,531 SH   DFND 7 84,531 0 0
VANTIV INC CL A 92210H105 144,879 2,259,493 SH   DFND 1,5 42,393 0 2,217,100
VAREX IMAGING CORP COM 92214X106 1,143 34,018 SH   DFND 1,5 10,002 0 24,016
VAREX IMAGING CORP COM 92214X106 529 15,746 SH   DFND 3 15,746 0 0
VARIAN MED SYS INC COM 92220P105 79,743 875,048 SH   DFND 1,5 115,007 0 760,041
VARIAN MED SYS INC COM 92220P105 2,629 28,854 SH   DFND 2 0 0 28,854
VARIAN MED SYS INC COM 92220P105 9,388 103,022 SH   DFND 3 103,022 0 0
VCA INC COM 918194101 99,580 1,088,304 SH   DFND 1,5 75 0 1,088,229
VECTOR GROUP LTD COM 92240M108 2,928 140,784 SH   DFND 1,5 114,584 0 26,200
VECTOR GROUP LTD FRNT 1/1 92240MAY4 47,416 32,763,000 PRN   DFND 1,5 0 0 0
VECTREN CORP COM 92240G101 329 5,609 SH   DFND 3 5,609 0 0
VECTREN CORP COM 92240G101 5,394 92,040 SH   DFND 6 92,040 0 0
VECTREN CORP COM 92240G101 1,957 33,384 SH   DFND 7 33,384 0 0
VEECO INSTRS INC DEL COM 922417100 5,211 174,571 SH   DFND 6 174,571 0 0
VEECO INSTRS INC DEL COM 922417100 472 15,800 SH   DFND 7 15,800 0 0
VEEVA SYS INC CL A COM 922475108 117,433 2,290,030 SH   DFND 1,5 202,100 0 2,087,930
VENTAS INC COM 92276F100 1,225,876 18,848,025 SH   DFND 1,5 9,113,600 0 9,734,425
VENTAS INC COM 92276F100 7,120 109,476 SH   DFND 2 0 0 109,476
VENTAS INC COM 92276F100 32,921 506,172 SH   DFND 3 506,172 0 0
VENTAS INC COM 92276F100 55,618 855,137 SH   DFND 6 855,137 0 0
VENTAS INC COM 92276F100 33,392 513,405 SH   DFND 7 114,860 0 398,545
VEON LTD SPONSORED ADR 91822M106 22,567 5,531,039 SH   DFND 1,5 206,259 0 5,324,780
VERA BRADLEY INC COM 92335C106 7,820 840,000 SH   DFND 1,5 107,031 0 732,969
VERASTEM INC COM 92337C104 1,450 700,500 SH   DFND 1,5 500 0 700,000
VEREIT INC COM 92339V100 580,513 68,376,084 SH   DFND 1,5 33,471,014 0 34,905,070
VEREIT INC COM 92339V100 26,549 3,127,074 SH   DFND 6 3,127,074 0 0
VEREIT INC COM 92339V100 12,586 1,482,453 SH   DFND 7 252,000 0 1,230,453
VERISIGN INC COM 92343E102 153,563 1,762,862 SH   DFND 1,5 5,524 0 1,757,338
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 102,253 40,050,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 2,394 27,483 SH   DFND 2 0 0 27,483
VERISIGN INC COM 92343E102 1,460 16,764 SH   DFND 3 16,764 0 0
VERISIGN INC COM 92343E102 453 5,200 SH   DFND 6 5,200 0 0
VERISIGN INC COM 92343E102 375 4,300 SH   DFND 7 4,300 0 0
VERISK ANALYTICS INC COM 92345Y106 21,661 266,959 SH   DFND 1,5 0 0 266,959
VERISK ANALYTICS INC COM 92345Y106 3,875 47,757 SH   DFND 2 0 0 47,757
VERISK ANALYTICS INC COM 92345Y106 622 7,662 SH   DFND 3 7,662 0 0
VERISK ANALYTICS INC COM 92345Y106 2,586 31,870 SH   DFND 6 31,870 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,243,154 46,013,411 SH   DFND 1,5 1,494,241 0 44,519,170
VERIZON COMMUNICATIONS INC COM 92343V104 61,347 1,258,400 SH   DFND 2 0 0 1,258,400
VERIZON COMMUNICATIONS INC COM 92343V104 208,239 4,271,573 SH   DFND 3 4,271,573 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 30,125 617,946 SH   DFND 6 601,480 0 16,466
VERIZON COMMUNICATIONS INC COM 92343V104 77,731 1,594,491 SH   DFND 7 919,762 0 674,729
VERMILLION INC COM NEW 92407M206 10,978 5,252,463 SH   DFND 1,5 0 0 5,252,463
VERSARTIS INC COM 92529L102 83,092 3,891,876 SH   DFND 1,5 249,063 0 3,642,813
VERSUM MATLS INC COM 92532W103 6,874 224,634 SH   DFND 1,5 43,146 0 181,488
VERTEX PHARMACEUTICALS INC COM 92532F100 1,905,038 17,421,473 SH   DFND 1,5 340,950 0 17,080,523
VERTEX PHARMACEUTICALS INC COM 92532F100 8,387 76,696 SH   DFND 2 0 0 76,696
VERTEX PHARMACEUTICALS INC COM 92532F100 18,657 170,620 SH   DFND 3 170,620 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 43,649 399,170 SH   DFND 6 399,170 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 87,118 796,689 SH   DFND 7 656,430 0 140,259
VIACOM INC NEW CL B 92553P201 335,176 7,189,536 SH   DFND 1,5 330,168 0 6,859,368
VIACOM INC NEW CL A 92553P102 21,946 450,170 SH   DFND 1,5 200,000 0 250,170
VIACOM INC NEW CL B 92553P201 5,001 107,267 SH   DFND 2 0 0 107,267
VIACOM INC NEW CL B 92553P201 1,735 37,223 SH   DFND 3 37,223 0 0
VIACOM INC NEW CL B 92553P201 16,769 359,689 SH   DFND 6 359,689 0 0
VIACOM INC NEW CL B 92553P201 75,403 1,617,394 SH   DFND 7 442,566 0 1,174,828
VIAD CORP COM NEW 92552R406 21,696 480,000 SH   DFND 1,5 0 0 480,000
VIASAT INC COM 92552V100 580 9,081 SH   DFND 1,5 0 0 9,081
VIAVI SOLUTIONS INC COM 925550105 4,167 388,670 SH   DFND 1,5 0 0 388,670
VIAVI SOLUTIONS INC COM 925550105 15,497 1,445,600 SH   DFND 1,9 0 0 1,445,600
VICAL INC COM NEW 925602203 2,059 923,270 SH   DFND 1,5 0 0 923,270
VIEWRAY INC COM 92672L107 57,376 6,742,183 SH   DFND 4 6,742,183 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 1,915 72,255 SH   DFND 1,5 72,255 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 20,186 1,122,700 SH   DFND 1,5 0 0 1,122,700
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 539 30,000 SH   DFND 7 30,000 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 268,124 20,099,232 SH   DFND 1,5 5,101,600 0 14,997,632
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 134,142 10,055,600 SH   DFND 1,9 298,200 0 9,757,400
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,735 205,000 SH   DFND 6 177,000 0 28,000
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,468 185,000 SH   DFND 7 185,000 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 3,139 235,300 SH   DFND 11 235,300 0 0
VIRTU FINL INC CL A 928254101 26,647 1,567,469 SH   DFND 1,5 61,569 0 1,505,900
VIRTU FINL INC CL A 928254101 275 16,200 SH   DFND 6 16,200 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 2,616 24,700 SH   DFND 1,5 0 0 24,700
VIRTUSA CORP COM 92827P102 54,573 1,805,862 SH   DFND 1,5 1,611 0 1,804,251
VIRTUSA CORP COM 92827P102 55,463 1,835,318 SH   DFND 6 1,835,318 0 0
VIRTUSA CORP COM 92827P102 9,001 297,850 SH   DFND 7 297,850 0 0
VIRTUSA CORP COM 92827P102 16,711 552,970 SH   DFND 11 552,970 0 0
VISA INC COM CL A 92826C839 7,401,404 83,283,496 SH   DFND 1,5 7,533,065 0 75,750,431
VISA INC COM CL A 92826C839 931 10,478 SH   DFND 1,9 0 0 10,478
VISA INC COM CL A 92826C839 9,847 110,800 SH   DFND 1,10 2,200 0 108,600
VISA INC COM CL A 92826C839 50,975 573,594 SH   DFND 2 0 0 573,594
VISA INC COM CL A 92826C839 83,940 944,522 SH   DFND 3 944,522 0 0
VISA INC COM CL A 92826C839 71,317 802,485 SH   DFND 6 802,485 0 0
VISA INC COM CL A 92826C839 123,870 1,393,839 SH   DFND 7 937,043 0 456,796
VISA INC COM CL A 92826C839 7,249 81,569 SH   DFND 11 81,569 0 0
VISTA OUTDOOR INC COM 928377100 56,741 2,755,755 SH   DFND 1,5 31,276 0 2,724,479
VISTA OUTDOOR INC COM 928377100 26,767 1,300,000 SH   DFND 11 1,300,000 0 0
VISTEON CORP COM NEW 92839U206 104,784 1,069,772 SH   DFND 1,5 81 0 1,069,691
VISTEON CORP COM NEW 92839U206 382 3,900 SH   DFND 7 3,900 0 0
VITAL THERAPIES INC COM 92847R104 11,832 2,957,878 SH   DFND 1,5 0 0 2,957,878
VITAMIN SHOPPE INC COM 92849E101 19,095 947,640 SH   DFND 1,5 337,232 0 610,408
VIVINT SOLAR INC COM 92854Q106 27,099 9,678,104 SH   DFND 1,5 0 0 9,678,104
VMWARE INC CL A COM 928563402 2,736 29,693 SH   DFND 1,5 0 0 29,693
VMWARE INC CL A COM 928563402 756 8,200 SH   DFND 7 8,200 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 152,808 5,781,595 SH   DFND 1,5 657,400 0 5,124,195
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 205 7,774 SH   DFND 3 7,774 0 0
VONAGE HLDGS CORP COM 92886T201 23,569 3,729,255 SH   DFND 1,5 143 0 3,729,112
VORNADO RLTY TR SH BEN INT 929042109 84,144 838,840 SH   DFND 1,5 14,400 0 824,440
VORNADO RLTY TR SH BEN INT 929042109 5,331 53,141 SH   DFND 2 0 0 53,141
VORNADO RLTY TR SH BEN INT 929042109 6,451 64,308 SH   DFND 3 64,308 0 0
VORNADO RLTY TR SH BEN INT 929042109 8,777 87,500 SH   DFND 6 87,500 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,491 34,800 SH   DFND 7 0 0 34,800
VOYA FINL INC COM 929089100 89,497 2,357,665 SH   DFND 1,5 252,996 0 2,104,669
VOYAGER THERAPEUTICS INC COM 92915B106 49,810 3,762,051 SH   DFND 1,5 0 0 3,762,051
VSE CORP COM 918284100 57,550 1,410,537 SH   DFND 1,5 197,799 0 1,212,738
VULCAN MATLS CO COM 929160109 51,351 426,221 SH   DFND 1,5 291 0 425,930
VULCAN MATLS CO COM 929160109 4,923 40,860 SH   DFND 2 0 0 40,860
VULCAN MATLS CO COM 929160109 2,205 18,301 SH   DFND 3 18,301 0 0
VWR CORP COM 91843L103 67,990 2,410,978 SH   DFND 1,5 94,978 0 2,316,000
W P CAREY INC COM 92936U109 196,803 3,163,016 SH   DFND 1,5 2,186,403 0 976,613
WABASH NATL CORP COM 929566107 527 25,459 SH   DFND 1,5 25,459 0 0
WABCO HLDGS INC COM 92927K102 28,956 246,600 SH   DFND 1,5 0 0 246,600
WABCO HLDGS INC COM 92927K102 275 2,339 SH   DFND 3 2,339 0 0
WABCO HLDGS INC COM 92927K102 22,656 192,950 SH   DFND 6 192,950 0 0
WABCO HLDGS INC COM 92927K102 20,610 175,520 SH   DFND 7 175,520 0 0
WABTEC CORP COM 929740108 253,887 3,254,964 SH   DFND 1,5 123,200 0 3,131,764
WABTEC CORP COM 929740108 2,246 28,800 SH   DFND 6 28,800 0 0
WADDELL & REED FINL INC CL A 930059100 47,677 2,804,516 SH   DFND 1,5 429,916 0 2,374,600
WAGEWORKS INC COM 930427109 220,144 3,044,875 SH   DFND 1,5 36,150 0 3,008,725
WAGEWORKS INC COM 930427109 14,615 202,149 SH   DFND 1,9 0 0 202,149
WAGEWORKS INC COM 930427109 1,916 26,500 SH   DFND 6 26,500 0 0
WAGEWORKS INC COM 930427109 4,663 64,490 SH   DFND 7 42,890 0 21,600
WAL-MART STORES INC COM 931142103 719,966 9,988,426 SH   DFND 1,5 501,164 0 9,487,262
WAL-MART STORES INC COM 931142103 33,508 464,878 SH   DFND 2 0 0 464,878
WAL-MART STORES INC COM 931142103 122,446 1,698,751 SH   DFND 3 1,698,751 0 0
WAL-MART STORES INC COM 931142103 9,351 129,737 SH   DFND 6 129,737 0 0
WAL-MART STORES INC COM 931142103 6,617 91,795 SH   DFND 7 91,795 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 848,255 10,213,790 SH   DFND 1,5 655,440 0 9,558,350
WALGREENS BOOTS ALLIANCE INC COM 931427108 21,863 263,249 SH   DFND 2 0 0 263,249
WALGREENS BOOTS ALLIANCE INC COM 931427108 116,215 1,399,338 SH   DFND 3 1,399,338 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 8,131 97,900 SH   DFND 6 97,900 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,809 57,907 SH   DFND 7 0 0 57,907
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,121 13,500 SH   DFND 11 13,500 0 0
WASHINGTON FED INC COM 938824109 247,154 7,466,889 SH   DFND 1,5 82 0 7,466,807
WASHINGTON PRIME GROUP NEW COM 93964W108 21,708 2,498,014 SH   DFND 1,5 13,244 0 2,484,770
WASHINGTON PRIME GROUP NEW COM 93964W108 6,926 797,000 SH   DFND 6 797,000 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 2,791 321,200 SH   DFND 7 321,200 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 42,872 1,370,600 SH   DFND 1,5 53,400 0 1,317,200
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 10,122 323,600 SH   DFND 6 323,600 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 4,016 128,400 SH   DFND 7 0 0 128,400
WASTE CONNECTIONS INC COM 94106B101 54,013 611,728 SH   DFND 1,5 1,011 0 610,717
WASTE CONNECTIONS INC COM 94106B101 1,165 13,189 SH   DFND 6 13,189 0 0
WASTE CONNECTIONS INC COM 94106B101 10,062 113,963 SH   DFND 7 82,644 0 31,319
WASTE CONNECTIONS INC COM 94106B101 221,993 2,514,200 SH   DFND 11 2,417,700 0 96,500
WASTE MGMT INC DEL COM 94106L109 34,455 472,500 SH   DFND 1,5 0 0 472,500
WASTE MGMT INC DEL COM 94106L109 9,106 124,882 SH   DFND 2 0 0 124,882
WASTE MGMT INC DEL COM 94106L109 9,745 133,634 SH   DFND 3 133,634 0 0
WASTE MGMT INC DEL COM 94106L109 1,216 16,674 SH   DFND 6 16,674 0 0
WASTE MGMT INC DEL COM 94106L109 3,622 49,674 SH   DFND 7 49,674 0 0
WATERS CORP COM 941848103 162,761 1,041,270 SH   DFND 1,5 104,363 0 936,907
WATERS CORP COM 941848103 3,865 24,724 SH   DFND 2 0 0 24,724
WATERS CORP COM 941848103 3,128 20,009 SH   DFND 3 20,009 0 0
WATSCO INC COM 942622200 132,366 924,472 SH   DFND 1,5 0 0 924,472
WAVE LIFE SCIENCES LTD SHS Y95308105 49,375 1,795,449 SH   DFND 1,5 0 0 1,795,449
WAYFAIR INC CL A 94419L101 305,709 7,550,245 SH   DFND 1,5 1,565,405 0 5,984,840
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 2,651 142,534 SH   DFND 1,5 142,534 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 36,585 28,485,000 PRN   DFND 1,5 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 31,545 4,743,587 SH   DFND 1,5 15,437 0 4,728,150
WEATHERFORD INTL PLC ORD SHS G48833100 342 51,400 SH   DFND 6 51,400 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 10,357 10,650,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 1,136 58,840 SH   DFND 1,5 0 0 58,840
WEBMD HEALTH CORP COM 94770V102 6,408 121,649 SH   DFND 1,5 23,454 0 98,195
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 18,081 15,250,000 PRN   DFND 1,5 0 0 0
WEBSTER FINL CORP CONN COM 947890109 344 6,873 SH   DFND 3 6,873 0 0
WEC ENERGY GROUP INC COM 92939U106 5,907 97,426 SH   DFND 2 0 0 97,426
WEC ENERGY GROUP INC COM 92939U106 5,334 87,979 SH   DFND 3 87,979 0 0
WEIBO CORP SPONSORED ADR 948596101 520 9,970 SH   DFND 1,9 0 0 9,970
WEIGHT WATCHERS INTL INC NEW COM 948626106 149,365 9,593,142 SH   DFND 1,5 1,019,090 0 8,574,052
WELLCARE HEALTH PLANS INC COM 94946T106 6,937 49,478 SH   DFND 1,5 10,157 0 39,321
WELLCARE HEALTH PLANS INC COM 94946T106 757 5,400 SH   DFND 7 5,400 0 0
WELLS FARGO & CO NEW COM 949746101 7,108,350 127,710,203 SH   DFND 1,5 8,865,186 0 118,845,017
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 130,443 105,302 SH   DFND 1,5 25,050 0 80,252
WELLS FARGO & CO NEW COM 949746101 77,375 1,390,141 SH   DFND 2 0 0 1,390,141
WELLS FARGO & CO NEW COM 949746101 187,662 3,371,572 SH   DFND 3 3,371,572 0 0
WELLS FARGO & CO NEW COM 949746101 49,421 887,907 SH   DFND 6 811,296 0 76,611
WELLS FARGO & CO NEW COM 949746101 73,793 1,325,778 SH   DFND 7 408,710 0 917,068
WELLS FARGO & CO NEW COM 949746101 31,471 565,409 SH   DFND 11 565,409 0 0
WELLTOWER INC COM 95040Q104 818,221 11,553,534 SH   DFND 1,5 6,519,994 0 5,033,540
WELLTOWER INC 6.50% PFD PREPET 95040Q203 13,002 205,867 SH   DFND 1,5 59,867 0 146,000
WELLTOWER INC COM 95040Q104 7,927 111,926 SH   DFND 2 0 0 111,926
WELLTOWER INC COM 95040Q104 6,359 89,796 SH   DFND 3 89,796 0 0
WELLTOWER INC COM 95040Q104 20,803 293,745 SH   DFND 6 293,745 0 0
WELLTOWER INC COM 95040Q104 8,608 121,554 SH   DFND 7 7,090 0 114,464
WENDYS CO COM 95058W100 969 71,200 SH   DFND 1,5 0 0 71,200
WESBANCO INC COM 950810101 14,402 377,900 SH   DFND 1,5 0 0 377,900
WESCO AIRCRAFT HLDGS INC COM 950814103 320 28,074 SH   DFND 1,5 0 0 28,074
WESCO INTL INC COM 95082P105 439,093 6,313,340 SH   DFND 1,5 2,168 0 6,311,172
WESCO INTL INC COM 95082P105 6,232 89,600 SH   DFND 6 89,600 0 0
WESCO INTL INC COM 95082P105 529 7,600 SH   DFND 7 7,600 0 0
WEST CORP COM 952355204 153,845 6,299,964 SH   DFND 1,5 29,094 0 6,270,870
WEST CORP COM 952355204 789 32,300 SH   DFND 6 32,300 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 10,610 130,014 SH   DFND 1,5 0 0 130,014
WESTAR ENERGY INC COM 95709T100 48,229 888,695 SH   DFND 1,5 0 0 888,695
WESTAR ENERGY INC COM 95709T100 267 4,916 SH   DFND 3 4,916 0 0
WESTERN ALLIANCE BANCORP COM 957638109 45,387 924,577 SH   DFND 6 924,577 0 0
WESTERN ALLIANCE BANCORP COM 957638109 11,808 240,540 SH   DFND 7 240,540 0 0
WESTERN DIGITAL CORP COM 958102105 421,883 5,111,877 SH   DFND 1,5 75,832 0 5,036,045
WESTERN DIGITAL CORP COM 958102105 7,339 88,931 SH   DFND 2 0 0 88,931
WESTERN DIGITAL CORP COM 958102105 8,918 108,061 SH   DFND 3 108,061 0 0
WESTERN DIGITAL CORP COM 958102105 9,035 109,470 SH   DFND 6 109,470 0 0
WESTERN DIGITAL CORP COM 958102105 6,465 78,337 SH   DFND 7 78,337 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 40,009 661,859 SH   DFND 1,5 0 0 661,859
WESTERN REFNG INC COM 959319104 40,739 1,161,642 SH   DFND 1,5 0 0 1,161,642
WESTERN UN CO COM 959802109 825,119 40,546,378 SH   DFND 1,5 2,907,216 0 37,639,162
WESTERN UN CO COM 959802109 3,021 148,461 SH   DFND 2 0 0 148,461
WESTERN UN CO COM 959802109 860 42,248 SH   DFND 3 42,248 0 0
WESTERN UN CO COM 959802109 3,474 170,698 SH   DFND 7 170,698 0 0
WESTLAKE CHEM CORP COM 960413102 160,847 2,435,230 SH   DFND 1,5 2,962 0 2,432,268
WESTLAKE CHEM CORP COM 960413102 476 7,200 SH   DFND 6 7,200 0 0
WESTROCK CO COM 96145D105 958,959 18,430,879 SH   DFND 1,5 516,466 0 17,914,413
WESTROCK CO COM 96145D105 4,022 77,302 SH   DFND 2 0 0 77,302
WESTROCK CO COM 96145D105 35,998 691,871 SH   DFND 3 691,871 0 0
WESTROCK CO COM 96145D105 9,576 184,045 SH   DFND 6 184,045 0 0
WESTROCK CO COM 96145D105 11,078 212,915 SH   DFND 7 212,915 0 0
WEX INC COM 96208T104 90,691 876,237 SH   DFND 1,5 177 0 876,060
WEYERHAEUSER CO COM 962166104 10,907 320,993 SH   DFND 1,5 38,379 0 282,614
WEYERHAEUSER CO COM 962166104 7,857 231,225 SH   DFND 2 0 0 231,225
WEYERHAEUSER CO COM 962166104 7,319 215,392 SH   DFND 3 215,392 0 0
WHEELER REAL ESTATE INVT TR PFD CNV SER D 963025606 7,673 295,000 SH   DFND 1,5 0 0 295,000
WHIRLPOOL CORP COM 963320106 143,565 837,942 SH   DFND 1,5 740 0 837,202
WHIRLPOOL CORP COM 963320106 3,940 22,996 SH   DFND 2 0 0 22,996
WHIRLPOOL CORP COM 963320106 2,165 12,638 SH   DFND 3 12,638 0 0
WHITEWAVE FOODS CO COM 966244105 207 3,688 SH   DFND 3 3,688 0 0
WHITEWAVE FOODS CO COM 966244105 315,703 5,622,500 SH   DFND 11 5,622,500 0 0
WHITING PETE CORP NEW COM 966387102 117,261 12,395,404 SH   DFND 1,5 1,604,669 0 10,790,735
WHITING PETE CORP NEW COM 966387102 573 60,544 SH   DFND 7 60,544 0 0
WHOLE FOODS MKT INC COM 966837106 198,917 6,693,046 SH   DFND 1,5 644,782 0 6,048,264
WHOLE FOODS MKT INC COM 966837106 2,923 98,345 SH   DFND 2 0 0 98,345
WHOLE FOODS MKT INC COM 966837106 10,121 340,534 SH   DFND 3 340,534 0 0
WHOLE FOODS MKT INC COM 966837106 1,504 50,600 SH   DFND 6 50,600 0 0
WILEY JOHN & SONS INC CL A 968223206 27,123 504,142 SH   DFND 1,5 60 0 504,082
WILEY JOHN & SONS INC CL A 968223206 1,609 29,900 SH   DFND 6 29,900 0 0
WILEY JOHN & SONS INC CL A 968223206 855 15,900 SH   DFND 7 700 0 15,200
WILLIAMS COS INC DEL COM 969457100 2,022,438 68,348,692 SH   DFND 1,5 3,999,201 0 64,349,491
WILLIAMS COS INC DEL COM 969457100 7,544 254,942 SH   DFND 2 0 0 254,942
WILLIAMS COS INC DEL COM 969457100 85,530 2,890,489 SH   DFND 3 2,890,489 0 0
WILLIAMS COS INC DEL COM 969457100 43,620 1,474,159 SH   DFND 6 1,474,159 0 0
WILLIAMS COS INC DEL COM 969457100 31,154 1,052,843 SH   DFND 7 91,700 0 961,143
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 1,158,835 28,381,957 SH   DFND 1,5 0 0 28,381,957
WILLIAMS SONOMA INC COM 969904101 66,007 1,231,009 SH   DFND 1,5 39,209 0 1,191,800
WILLIAMS SONOMA INC COM 969904101 665 12,400 SH   DFND 6 12,400 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 205,802 1,572,328 SH   DFND 1,5 20,900 0 1,551,428
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,148 39,329 SH   DFND 2 0 0 39,329
WILLIS TOWERS WATSON PUB LTD SHS G96629103 3,627 27,711 SH   DFND 3 27,711 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 81,453 622,300 SH   DFND 11 622,300 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 14,954 2,743,849 SH   DFND 1,5 0 0 2,743,849
WINGSTOP INC COM 974155103 89,713 3,172,308 SH   DFND 1,5 127,270 0 3,045,038
WINMARK CORP COM 974250102 3,578 31,667 SH   DFND 1,5 229 0 31,438
WIPRO LTD SPON ADR 1 SH 97651M109 1,279 125,000 SH   DFND 1,5 125,000 0 0
WIRELESS TELECOM GROUP INC COM 976524108 743 501,700 SH   DFND 1,5 56,600 0 445,100
WISDOMTREE INVTS INC COM 97717P104 11,220 1,235,669 SH   DFND 1,5 56,748 0 1,178,921
WISDOMTREE TR JAPN HEDGE EQT 97717W851 9,728 192,173 SH   DFND 1,5 19,273 0 172,900
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 2,544 40,500 SH   DFND 1,5 3,850 0 36,650
WISDOMTREE TR JAPN HEDGE EQT 97717W851 79,603 1,572,560 SH   DFND 3 1,572,560 0 0
WISDOMTREE TR JP SMALLCP DIV 97717W836 881 13,208 SH   DFND 3 13,208 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 257,136 4,093,870 SH   DFND 3 4,093,870 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 887 15,017 SH   DFND 3 15,017 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 931 18,398 SH   DFND 6 0 0 18,398
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 8,992 143,159 SH   DFND 7 143,159 0 0
WISDOMTREE TR JPN SCAP HDG EQT 97717W521 6,472 172,593 SH   DFND 7 172,593 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 26,298 519,527 SH   DFND 7 519,527 0 0
WIX COM LTD SHS M98068105 201,649 2,969,790 SH   DFND 1,5 604,242 0 2,365,548
WIX COM LTD SHS M98068105 1,399 20,600 SH   DFND 1,9 0 0 20,600
WMIH CORP COM 92936P100 32 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 95,829 3,349,492 SH   DFND 1,5 108,700 0 3,240,792
WNS HOLDINGS LTD SPON ADR 92932M101 47,235 1,651,010 SH   DFND 6 1,651,010 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 6,380 222,997 SH   DFND 7 222,997 0 0
WOLVERINE WORLD WIDE INC COM 978097103 34,224 1,370,605 SH   DFND 6 1,320,805 0 49,800
WOLVERINE WORLD WIDE INC COM 978097103 14,143 566,400 SH   DFND 7 510,900 0 55,500
WOODWARD INC COM 980745103 22,779 335,377 SH   DFND 1,5 0 0 335,377
WORKDAY INC CL A 98138H101 1,100,611 13,215,796 SH   DFND 1,5 1,068,020 0 12,147,776
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 11,774 9,600,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 9,526 114,383 SH   DFND 1,9 32 0 114,351
WORKDAY INC CL A 98138H101 2,464 29,586 SH   DFND 6 29,586 0 0
WORKIVA INC COM CL A 98139A105 363 23,200 SH   DFND 1,9 0 0 23,200
WORLD FUEL SVCS CORP COM 981475106 291,618 8,044,622 SH   DFND 1,5 417,780 0 7,626,842
WORLD FUEL SVCS CORP COM 981475106 410 11,300 SH   DFND 7 11,300 0 0
WORLD FUEL SVCS CORP COM 981475106 9,654 266,304 SH   DFND 11 266,304 0 0
WPX ENERGY INC COM 98212B103 134,853 10,071,141 SH   DFND 1,5 134,476 0 9,936,665
WPX ENERGY INC COM 98212B103 1,004 75,000 SH   DFND 7 75,000 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 427,271 13,729,793 SH   DFND 1,5 360,000 0 13,369,793
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 20,414 655,970 SH   DFND 6 655,970 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 12,857 413,134 SH   DFND 7 413,134 0 0
WSFS FINL CORP COM 929328102 92,348 2,009,757 SH   DFND 1,5 0 0 2,009,757
WYNDHAM WORLDWIDE CORP COM 98310W108 389,784 4,624,325 SH   DFND 1,5 84,257 0 4,540,068
WYNDHAM WORLDWIDE CORP COM 98310W108 2,732 32,408 SH   DFND 2 0 0 32,408
WYNDHAM WORLDWIDE CORP COM 98310W108 3,988 47,310 SH   DFND 3 47,310 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 327 3,883 SH   DFND 6 3,883 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,406 123,458 SH   DFND 7 123,458 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 16,909 200,600 SH   DFND 11 200,600 0 0
WYNN RESORTS LTD COM 983134107 6,282 54,815 SH   DFND 1,5 0 0 54,815
WYNN RESORTS LTD COM 983134107 2,813 24,543 SH   DFND 2 0 0 24,543
WYNN RESORTS LTD COM 983134107 2,827 24,664 SH   DFND 3 24,664 0 0
XCEL ENERGY INC COM 98389B100 709,452 15,960,665 SH   DFND 1,5 369,628 0 15,591,037
XCEL ENERGY INC COM 98389B100 6,960 156,586 SH   DFND 2 0 0 156,586
XCEL ENERGY INC COM 98389B100 2,735 61,528 SH   DFND 3 61,528 0 0
XCEL ENERGY INC COM 98389B100 9,990 224,742 SH   DFND 6 224,742 0 0
XCEL ENERGY INC COM 98389B100 22,642 509,381 SH   DFND 7 301,381 0 208,000
XCEL ENERGY INC COM 98389B100 38,176 858,850 SH   DFND 11 858,850 0 0
XCERRA CORP COM 98400J108 3,314 372,800 SH   DFND 1,5 0 0 372,800
XENCOR INC COM 98401F105 89,120 3,725,748 SH   DFND 1,5 1,550 0 3,724,198
XENCOR INC COM 98401F105 957 40,000 SH   DFND 7 40,000 0 0
XEROX CORP COM 984121103 88,509 12,058,450 SH   DFND 1,5 1,250,649 0 10,807,801
XEROX CORP COM 984121103 1,935 263,619 SH   DFND 2 0 0 263,619
XEROX CORP COM 984121103 316 43,007 SH   DFND 3 43,007 0 0
XEROX CORP COM 984121103 496 67,600 SH   DFND 7 67,600 0 0
XILINX INC COM 983919101 67,459 1,165,300 SH   DFND 1,5 73,200 0 1,092,100
XILINX INC COM 983919101 4,449 76,849 SH   DFND 2 0 0 76,849
XILINX INC COM 983919101 1,915 33,077 SH   DFND 3 33,077 0 0
XILINX INC COM 983919101 2,831 48,900 SH   DFND 7 48,900 0 0
XL GROUP LTD COM G98294104 11,209 281,200 SH   DFND 1,5 0 0 281,200
XL GROUP LTD COM G98294104 3,261 81,800 SH   DFND 2 0 0 81,800
XL GROUP LTD COM G98294104 2,180 54,695 SH   DFND 3 54,695 0 0
XPERI CORP COM 98421B100 10,740 316,354 SH   DFND 1,9 200 0 316,154
XPO LOGISTICS INC COM 983793100 79,988 1,670,245 SH   DFND 1,5 173,295 0 1,496,950
XUNLEI LTD SPONSORED ADR 98419E108 12,633 3,119,144 SH   DFND 1,9 0 0 3,119,144
XYLEM INC COM 98419M100 147,809 2,943,226 SH   DFND 1,5 406,500 0 2,536,726
XYLEM INC COM 98419M100 2,782 55,405 SH   DFND 2 0 0 55,405
XYLEM INC COM 98419M100 417 8,297 SH   DFND 3 8,297 0 0
YAHOO INC NOTE 12/0 984332AF3 46,372 44,750,000 PRN   DFND 1,5 0 0 0
YAHOO INC COM 984332106 152,745 3,291,209 SH   DFND 1,5 0 0 3,291,209
YAHOO INC COM 984332106 12,576 270,986 SH   DFND 2 0 0 270,986
YAHOO INC COM 984332106 18,141 390,882 SH   DFND 3 390,882 0 0
YAMANA GOLD INC COM 98462Y100 8,584 3,110,620 SH   DFND 1,5 0 0 3,110,620
YANDEX N V SHS CLASS A N97284108 117,293 5,348,496 SH   DFND 1,5 298,231 0 5,050,265
YANDEX N V SHS CLASS A N97284108 22,893 1,043,900 SH   DFND 1,9 0 0 1,043,900
YANDEX N V SHS CLASS A N97284108 2,487 113,400 SH   DFND 6 97,300 0 16,100
YANDEX N V SHS CLASS A N97284108 2,322 105,900 SH   DFND 7 105,900 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 42,145 1,735,800 SH   DFND 1,5 63,600 0 1,672,200
YRC WORLDWIDE INC COM PAR $.01 984249607 14,294 1,298,232 SH   DFND 1,5 98 0 1,298,134
YUM BRANDS INC COM 988498101 157,402 2,463,262 SH   DFND 1,5 648,326 0 1,814,936
YUM BRANDS INC COM 988498101 6,631 103,774 SH   DFND 2 0 0 103,774
YUM BRANDS INC COM 988498101 11,726 183,500 SH   DFND 3 183,500 0 0
YUM BRANDS INC COM 988498101 377 5,900 SH   DFND 7 5,900 0 0
YUM CHINA HLDGS INC COM 98850P109 164,021 6,030,202 SH   DFND 1,5 1,349,064 0 4,681,138
YUM CHINA HLDGS INC COM 98850P109 1,349 49,589 SH   DFND 3 49,589 0 0
YUM CHINA HLDGS INC COM 98850P109 1,127 41,447 SH   DFND 6 41,447 0 0
YY INC ADS REPCOM CLA 98426T106 309 6,700 SH   DFND 1,5 0 0 6,700
ZAFGEN INC COM 98885E103 18,959 4,068,520 SH   DFND 1,5 0 0 4,068,520
ZAYO GROUP HLDGS INC COM 98919V105 114,728 3,487,188 SH   DFND 1,5 2,400 0 3,484,788
ZAYO GROUP HLDGS INC COM 98919V105 3,826 116,300 SH   DFND 7 116,300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 33,053 362,224 SH   DFND 1,5 0 0 362,224
ZENDESK INC COM 98936J101 367,841 13,118,425 SH   DFND 1,5 1,093,473 0 12,024,952
ZENDESK INC COM 98936J101 36,938 1,317,344 SH   DFND 1,9 0 0 1,317,344
ZENDESK INC COM 98936J101 788 28,100 SH   DFND 6 28,100 0 0
ZENDESK INC COM 98936J101 2,448 87,300 SH   DFND 7 87,300 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 584,452 4,786,275 SH   DFND 1,5 215,801 0 4,570,474
ZIMMER BIOMET HLDGS INC COM 98956P102 7,581 62,083 SH   DFND 2 0 0 62,083
ZIMMER BIOMET HLDGS INC COM 98956P102 9,612 78,713 SH   DFND 3 78,713 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 13,233 108,369 SH   DFND 6 108,369 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 35,080 287,281 SH   DFND 7 287,281 0 0
ZIONS BANCORPORATION COM 989701107 15,950 379,750 SH   DFND 1,5 0 0 379,750
ZIONS BANCORPORATION COM 989701107 2,625 62,490 SH   DFND 2 0 0 62,490
ZIONS BANCORPORATION COM 989701107 8,265 196,789 SH   DFND 3 196,789 0 0
ZOES KITCHEN INC COM 98979J109 8,984 485,603 SH   DFND 1,5 0 0 485,603
ZOETIS INC CL A 98978V103 35,614 667,304 SH   DFND 1,5 2,304 0 665,000
ZOETIS INC CL A 98978V103 8,106 151,875 SH   DFND 2 0 0 151,875
ZOETIS INC CL A 98978V103 10,086 188,981 SH   DFND 3 188,981 0 0
ZOETIS INC CL A 98978V103 411 7,700 SH   DFND 7 7,700 0 0
ZOGENIX INC COM NEW 98978L204 11,444 1,054,724 SH   DFND 1,5 0 0 1,054,724
ZOSANO PHARMA CORP COM 98979H103 3,374 1,776,019 SH   DFND 1,5 0 0 1,776,019
ZUMIEZ INC COM 989817101 9,924 542,322 SH   DFND 1,5 66,038 0 476,284
ZUMIEZ INC COM 989817101 320 17,500 SH   DFND 7 17,500 0 0