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 9,841 220,360 SH   DFND 1,5 0 0 220,360
2U INC COM 90214J101 163,629 5,427,156 SH   DFND 1,5 18,877 0 5,408,279
3-D SYS CORP DEL COM NEW 88554D205 1,148 86,350 SH   DFND 1,5 50 0 86,300
3M CO COM 88579Y101 1,301,775 7,289,998 SH   DFND 1,5 1,006,728 0 6,283,270
3M CO COM 88579Y101 34,334 192,274 SH   DFND 2 192,274 0 0
3M CO COM 88579Y101 39,818 222,984 SH   DFND 3 222,984 0 0
3M CO COM 88579Y101 545 3,053 SH   DFND 6 3,053 0 0
3M CO COM 88579Y101 2,314 12,960 SH   DFND 7 12,960 0 0
500 COM LTD SPON ADR REP A 33829R100 9,868 643,702 SH   DFND 1,9 0 0 643,702
51JOB INC SP ADR REP COM 316827104 33,077 978,600 SH   DFND 1,5 34,100 0 944,500
58 COM INC SPON ADR REP A 31680Q104 156,277 5,581,336 SH   DFND 1,5 87,662 0 5,493,674
58 COM INC SPON ADR REP A 31680Q104 113,810 4,064,630 SH   DFND 1,9 73,433 0 3,991,197
58 COM INC SPON ADR REP A 31680Q104 4,010 143,200 SH   DFND 7 143,200 0 0
8X8 INC NEW COM 282914100 672 47,000 SH   DFND 1,9 0 0 47,000
AARONS INC COM PAR $0.50 002535300 271,937 8,500,687 SH   DFND 1,5 687 0 8,500,000
ABB LTD SPONSORED ADR 000375204 2,665 126,463 SH   DFND 3 126,463 0 0
ABBOTT LABS COM 002824100 484,774 12,621,036 SH   DFND 1,5 224,234 0 12,396,802
ABBOTT LABS COM 002824100 18,078 470,662 SH   DFND 2 470,662 0 0
ABBOTT LABS COM 002824100 14,987 390,175 SH   DFND 3 390,175 0 0
ABBOTT LABS COM 002824100 3,229 84,070 SH   DFND 6 84,070 0 0
ABBOTT LABS COM 002824100 10,869 282,966 SH   DFND 7 0 0 282,966
ABBVIE INC COM 00287Y109 317,284 5,066,820 SH   DFND 1,5 678,980 0 4,387,840
ABBVIE INC COM 00287Y109 32,531 519,505 SH   DFND 2 519,505 0 0
ABBVIE INC COM 00287Y109 33,813 539,970 SH   DFND 3 539,970 0 0
ABBVIE INC COM 00287Y109 1,225 19,557 SH   DFND 7 19,557 0 0
ABERCROMBIE & FITCH CO CL A 002896207 71,820 5,985,000 SH   DFND 1,5 633,500 0 5,351,500
ABIOMED INC COM 003654100 19,866 176,303 SH   DFND 1,5 0 0 176,303
ABM INDS INC COM 000957100 15,052 368,565 SH   DFND 6 368,565 0 0
ABM INDS INC COM 000957100 4,644 113,700 SH   DFND 7 113,700 0 0
ABRAXAS PETE CORP COM 003830106 1,161 451,700 SH   DFND 1,5 0 0 451,700
AC IMMUNE SA SHS H00263105 45,630 3,580,902 SH   DFND 1,5 6,850 0 3,574,052
AC IMMUNE SA SHS H00263105 351 28,500 SH   DFND 6 28,500 0 0
AC IMMUNE SA SHS H00263105 363 28,000 SH   DFND 7 28,000 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 51,052 826,754 SH   DFND 1,5 77,966 0 748,788
ACACIA RESH CORP ACACIA TCH COM 003881307 935 143,800 SH   DFND 1,5 400 0 143,400
ACADIA HEALTHCARE COMPANY IN COM 00404A109 18,733 565,950 SH   DFND 1,5 6,350 0 559,600
ACADIA HEALTHCARE COMPANY IN COM 00404A109 5,521 166,800 SH   DFND 6 166,800 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,340 70,700 SH   DFND 7 70,700 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 523,549 18,153,576 SH   DFND 1,5 1,831,054 0 16,322,522
ACADIA PHARMACEUTICALS INC COM 004225108 389 13,500 SH   DFND 6 13,500 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 364,881 11,165,261 SH   DFND 1,5 4,931,145 0 6,234,116
ACCELERON PHARMA INC COM 00434H108 133,729 5,240,153 SH   DFND 1,5 12,257 0 5,227,896
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,257,388 10,734,979 SH   DFND 1,5 750,920 0 9,984,059
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 23,227 198,298 SH   DFND 2 198,298 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 28,720 245,198 SH   DFND 3 245,198 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,132 9,661 SH   DFND 6 9,661 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,211 70,100 SH   DFND 7 70,100 0 0
ACHAOGEN INC COM 004449104 37,561 2,884,889 SH   DFND 1,5 21,843 0 2,863,046
ACHAOGEN INC COM 004449104 281 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 6,283 1,521,204 SH   DFND 1,5 200 0 1,521,004
ACLARIS THERAPEUTICS INC COM 00461U105 12,711 468,339 SH   DFND 4 468,339 0 0
ACNB CORP COM 000868109 4,116 131,700 SH   DFND 1,5 13,900 0 117,800
ACORDA THERAPEUTICS INC COM 00484M106 128,719 6,846,770 SH   DFND 1,5 205 0 6,846,565
ACORDA THERAPEUTICS INC COM 00484M106 1,322 70,300 SH   DFND 7 70,300 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,841,061 106,371,113 SH   DFND 1,5 8,042,705 0 98,328,408
ACTIVISION BLIZZARD INC COM 00507V109 92,764 2,568,936 SH   DFND 1,9 0 0 2,568,936
ACTIVISION BLIZZARD INC COM 00507V109 7,811 216,312 SH   DFND 2 216,312 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,747 103,764 SH   DFND 3 103,764 0 0
ACTIVISION BLIZZARD INC COM 00507V109 30,019 831,316 SH   DFND 6 744,516 0 86,800
ACTIVISION BLIZZARD INC COM 00507V109 50,145 1,388,681 SH   DFND 7 543,481 0 845,200
ACTUA CORP COM 005094107 82,903 5,921,628 SH   DFND 1,5 1,496,000 0 4,425,628
ACTUANT CORP CL A NEW 00508X203 5,642 217,400 SH   DFND 1,5 20,900 0 196,500
ACUITY BRANDS INC COM 00508Y102 583,816 2,528,876 SH   DFND 1,5 130,041 0 2,398,835
ACUITY BRANDS INC COM 00508Y102 18,653 80,800 SH   DFND 1,9 0 0 80,800
ACUITY BRANDS INC COM 00508Y102 3,253 14,092 SH   DFND 2 14,092 0 0
ACUITY BRANDS INC COM 00508Y102 4,713 20,415 SH   DFND 3 20,415 0 0
ACUITY BRANDS INC COM 00508Y102 4,733 20,500 SH   DFND 6 15,400 0 5,100
ACUITY BRANDS INC COM 00508Y102 8,934 38,700 SH   DFND 7 22,800 0 15,900
ADAMAS PHARMACEUTICALS INC COM 00548A106 46,204 2,733,981 SH   DFND 1,5 0 0 2,733,981
ADAMS RES & ENERGY INC COM NEW 006351308 7,050 177,797 SH   DFND 1,5 36,046 0 141,751
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 22,220 5,486,397 SH   DFND 1,5 305,800 0 5,180,597
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 6,394 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 17,989 513,226 SH   DFND 6 513,226 0 0
ADDUS HOMECARE CORP COM 006739106 6,469 184,579 SH   DFND 7 184,579 0 0
ADECOAGRO S A COM L00849106 1,066 102,700 SH   DFND 1,5 0 0 102,700
ADIENT PLC ORD SHS G0084W101 43,524 742,737 SH   DFND 1,5 108,051 0 634,686
ADMA BIOLOGICS INC COM 000899104 2,166 423,100 SH   DFND 1,5 0 0 423,100
ADOBE SYS INC COM 00724F101 3,326,894 32,315,625 SH   DFND 1,5 2,398,557 0 29,917,068
ADOBE SYS INC COM 00724F101 8,120 78,878 SH   DFND 1,9 210 0 78,668
ADOBE SYS INC COM 00724F101 16,364 158,951 SH   DFND 2 158,951 0 0
ADOBE SYS INC COM 00724F101 26,018 252,727 SH   DFND 3 252,727 0 0
ADOBE SYS INC COM 00724F101 28,915 280,869 SH   DFND 6 255,269 0 25,600
ADOBE SYS INC COM 00724F101 79,114 768,470 SH   DFND 7 602,146 0 166,324
ADTRAN INC COM 00738A106 2,236 100,051 SH   DFND 1,5 191 0 99,860
ADURO BIOTECH INC COM 00739L101 32,496 2,850,547 SH   DFND 1,5 0 0 2,850,547
ADVANCE AUTO PARTS INC COM 00751Y106 146,524 866,393 SH   DFND 1,5 0 0 866,393
ADVANCE AUTO PARTS INC COM 00751Y106 3,982 23,544 SH   DFND 2 23,544 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,669 15,783 SH   DFND 3 15,783 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,619 21,400 SH   DFND 7 21,400 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 108,301 4,047,135 SH   DFND 1,5 30,291 0 4,016,844
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 5,243 195,912 SH   DFND 6 195,912 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 2,127 79,500 SH   DFND 7 79,500 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 22,998 1,035,030 SH   DFND 6 1,035,030 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 5,899 265,496 SH   DFND 7 265,496 0 0
ADVANCED ENERGY INDS COM 007973100 969 17,700 SH   DFND 1,5 50 0 17,650
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 8,673 5,500,000 PRN   DFND 1,5 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 144,908 12,778,447 SH   DFND 1,5 2,149,847 0 10,628,600
ADVANCED MICRO DEVICES INC COM 007903107 28,172 2,484,288 SH   DFND 1,9 0 0 2,484,288
ADVANCED MICRO DEVICES INC COM 007903107 1,487 131,110 SH   DFND 6 131,110 0 0
ADVANCED MICRO DEVICES INC COM 007903107 6,225 548,900 SH   DFND 7 548,900 0 0
ADVANCED MICRO DEVICES INC COM 007903107 173,581 15,306,956 SH   DFND 11 15,306,956 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 32,616 6,471,376 SH   DFND 1,9 0 0 6,471,376
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 1,931 383,200 SH   DFND 7 383,200 0 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 43,573 1,463,164 SH   DFND 1,5 53,100 0 1,410,064
ADVANSIX INC COM 00773T101 3,834 173,151 SH   DFND 1,5 34,254 0 138,897
ADVANSIX INC COM 00773T101 338 15,246 SH   DFND 7 1,592 0 13,654
ADVANTAGE OIL & GAS LTD COM 00765F101 14,630 2,153,900 SH   DFND 1,5 0 0 2,153,900
ADVANTAGE OIL & GAS LTD COM 00765F101 454 66,900 SH   DFND 6 66,900 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 871 128,300 SH   DFND 7 83,000 0 45,300
ADVAXIS INC COM NEW 007624208 28,861 4,030,885 SH   DFND 1,5 0 0 4,030,885
ADVAXIS INC COM NEW 007624208 516 72,000 SH   DFND 7 72,000 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 10,749 3,706,402 SH   DFND 1,5 463,141 0 3,243,261
ADVISORY BRD CO COM 00762W107 14,280 429,469 SH   DFND 1,5 989 0 428,480
AECOM COM 00766T100 833,647 22,927,598 SH   DFND 1,5 902,357 0 22,025,241
AECOM COM 00766T100 1,345 37,000 SH   DFND 11 37,000 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 13,109 1,291,491 SH   DFND 6 1,291,491 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5,216 513,928 SH   DFND 7 513,928 0 0
AERCAP HOLDINGS NV SHS N00985106 372,924 8,962,366 SH   DFND 1,5 992,315 0 7,970,051
AERCAP HOLDINGS NV SHS N00985106 1,852 44,500 SH   DFND 6 44,500 0 0
AERCAP HOLDINGS NV SHS N00985106 2,941 70,672 SH   DFND 7 70,672 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 4,353 115,000 SH   DFND 1,5 0 0 115,000
AEROJET ROCKETDYNE HLDGS INC COM 007800105 160,896 8,963,584 SH   DFND 1,5 188,138 0 8,775,446
AEROVIRONMENT INC COM 008073108 3,652 136,100 SH   DFND 1,5 0 0 136,100
AES CORP COM 00130H105 9,448 813,116 SH   DFND 1,5 1,354 0 811,762
AES CORP COM 00130H105 2,449 210,723 SH   DFND 2 210,723 0 0
AES CORP COM 00130H105 4,569 393,241 SH   DFND 3 393,241 0 0
AETNA INC NEW COM 00817Y108 933,281 7,525,850 SH   DFND 1,5 605,109 0 6,920,741
AETNA INC NEW COM 00817Y108 13,911 112,174 SH   DFND 2 112,174 0 0
AETNA INC NEW COM 00817Y108 12,147 97,948 SH   DFND 3 97,948 0 0
AFFILIATED MANAGERS GROUP COM 008252108 100,736 693,300 SH   DFND 1,5 62 0 693,238
AFFILIATED MANAGERS GROUP COM 008252108 2,546 17,524 SH   DFND 2 17,524 0 0
AFFILIATED MANAGERS GROUP COM 008252108 6,187 42,579 SH   DFND 3 42,579 0 0
AFLAC INC COM 001055102 438,846 6,305,261 SH   DFND 1,5 455,296 0 5,849,965
AFLAC INC COM 001055102 9,080 130,461 SH   DFND 2 130,461 0 0
AFLAC INC COM 001055102 10,257 147,374 SH   DFND 3 147,374 0 0
AFLAC INC COM 001055102 412 5,923 SH   DFND 6 5,923 0 0
AFLAC INC COM 001055102 8,519 122,405 SH   DFND 7 122,405 0 0
AG MTG INVT TR INC COM 001228105 14,708 859,622 SH   DFND 1,5 320 0 859,302
AGCO CORP COM 001084102 115,961 2,004,163 SH   DFND 1,5 0 0 2,004,163
AGENUS INC COM NEW 00847G705 6,678 1,620,778 SH   DFND 1,5 0 0 1,620,778
AGILENT TECHNOLOGIES INC COM 00846U101 886,808 19,464,616 SH   DFND 1,5 590,930 0 18,873,686
AGILENT TECHNOLOGIES INC COM 00846U101 4,724 103,698 SH   DFND 2 103,698 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,115 24,472 SH   DFND 3 24,472 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 13,314 292,220 SH   DFND 6 251,820 0 40,400
AGILENT TECHNOLOGIES INC COM 00846U101 40,048 879,008 SH   DFND 7 274,858 0 604,150
AGILENT TECHNOLOGIES INC COM 00846U101 929 20,400 SH   DFND 11 20,400 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 262,532 6,291,216 SH   DFND 1,5 919,565 0 5,371,651
AGIOS PHARMACEUTICALS INC COM 00847X104 317 7,600 SH   DFND 6 7,600 0 0
AGNC INVT CORP COM 00123Q104 35,676 1,967,765 SH   DFND 1,5 59,049 0 1,908,716
AGNC INVT CORP COM 00123Q104 1,277 70,439 SH   DFND 3 70,439 0 0
AGNC INVT CORP COM 00123Q104 250 13,800 SH   DFND 6 13,800 0 0
AGNC INVT CORP COM 00123Q104 243 13,379 SH   DFND 7 13,379 0 0
AGNICO EAGLE MINES LTD COM 008474108 138,130 3,285,381 SH   DFND 1,5 0 0 3,285,381
AGNICO EAGLE MINES LTD COM 008474108 1,048 24,918 SH   DFND 6 5,618 0 19,300
AGNICO EAGLE MINES LTD COM 008474108 7,220 171,718 SH   DFND 7 157,818 0 13,900
AGNICO EAGLE MINES LTD COM 008474108 324,518 7,718,587 SH   DFND 11 6,751,187 0 967,400
AGREE REALTY CORP COM 008492100 79,592 1,728,393 SH   DFND 1,5 49,100 0 1,679,293
AGREE REALTY CORP COM 008492100 17,210 373,734 SH   DFND 6 373,734 0 0
AGREE REALTY CORP COM 008492100 5,858 127,200 SH   DFND 7 9,100 0 118,100
AGRIUM INC COM 008916108 83,756 833,251 SH   DFND 1,5 0 0 833,251
AGRIUM INC COM 008916108 398 3,957 SH   DFND 3 3,957 0 0
AGRIUM INC COM 008916108 1,435 14,281 SH   DFND 6 1,545 0 12,736
AGRIUM INC COM 008916108 8,092 80,500 SH   DFND 7 70,600 0 9,900
AGRIUM INC COM 008916108 178,410 1,774,917 SH   DFND 11 1,417,487 0 357,430
AGROFRESH SOLUTIONS COM 00856G109 1,423 537,038 SH   DFND 1,5 0 0 537,038
AIMMUNE THERAPEUTICS INC COM 00900T107 100,745 4,926,427 SH   DFND 1,5 107,243 0 4,819,184
AIMMUNE THERAPEUTICS INC COM 00900T107 462 22,600 SH   DFND 6 22,600 0 0
AIR LEASE CORP CL A 00912X302 204,496 5,956,777 SH   DFND 1,5 170,441 0 5,786,336
AIR LEASE CORP CL A 00912X302 4,704 137,022 SH   DFND 3 137,022 0 0
AIR METHODS CORP COM PAR $.06 009128307 9,673 303,700 SH   DFND 1,5 2,400 0 301,300
AIR METHODS CORP COM PAR $.06 009128307 14,010 439,890 SH   DFND 6 439,890 0 0
AIR METHODS CORP COM PAR $.06 009128307 3,135 98,425 SH   DFND 7 98,425 0 0
AIR METHODS CORP COM PAR $.06 009128307 60,628 1,903,536 SH   DFND 11 1,903,536 0 0
AIR PRODS & CHEMS INC COM 009158106 626,870 4,358,710 SH   DFND 1,5 323,166 0 4,035,544
AIR PRODS & CHEMS INC COM 009158106 9,994 69,489 SH   DFND 2 69,489 0 0
AIR PRODS & CHEMS INC COM 009158106 12,902 89,708 SH   DFND 3 89,708 0 0
AIR T INC COM 009207101 5,290 231,000 SH   DFND 1,5 24,200 0 206,800
AIR TRANSPORT SERVICES GRP I COM 00922R105 6,528 409,000 SH   DFND 1,5 0 0 409,000
AIR TRANSPORT SERVICES GRP I COM 00922R105 15,301 958,709 SH   DFND 6 958,709 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 6,089 381,546 SH   DFND 7 381,546 0 0
AK STL HLDG CORP COM 001547108 49,391 4,837,500 SH   DFND 1,5 200 0 4,837,300
AKAMAI TECHNOLOGIES INC COM 00971T101 367,688 5,514,217 SH   DFND 1,5 236,697 0 5,277,520
AKAMAI TECHNOLOGIES INC COM 00971T101 10,220 153,270 SH   DFND 1,9 0 0 153,270
AKAMAI TECHNOLOGIES INC COM 00971T101 3,694 55,400 SH   DFND 2 55,400 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 687 10,308 SH   DFND 3 10,308 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 9,701 931,855 SH   DFND 1,5 0 0 931,855
AKORN INC COM 009728106 32,004 1,466,033 SH   DFND 1,5 1,233 0 1,464,800
AKORN INC COM 009728106 11,419 523,105 SH   DFND 6 523,105 0 0
AKORN INC COM 009728106 7,041 322,530 SH   DFND 7 322,530 0 0
ALAMO GROUP INC COM 011311107 280 3,682 SH   DFND 1,5 1,082 0 2,600
ALAMOS GOLD INC NEW COM CL A 011532108 18,030 2,614,187 SH   DFND 1,5 0 0 2,614,187
ALAMOS GOLD INC NEW COM CL A 011532108 3,328 482,600 SH   DFND 6 107,300 0 375,300
ALAMOS GOLD INC NEW COM CL A 011532108 1,226 177,700 SH   DFND 7 153,500 0 24,200
ALARM COM HLDGS INC COM 011642105 771 27,700 SH   DFND 1,9 0 0 27,700
ALASKA AIR GROUP INC COM 011659109 67,037 755,514 SH   DFND 1,5 33,114 0 722,400
ALASKA AIR GROUP INC COM 011659109 3,496 39,406 SH   DFND 2 39,406 0 0
ALASKA AIR GROUP INC COM 011659109 2,064 23,264 SH   DFND 3 23,264 0 0
ALASKA AIR GROUP INC COM 011659109 10,317 116,270 SH   DFND 6 116,270 0 0
ALASKA AIR GROUP INC COM 011659109 25,424 286,530 SH   DFND 7 286,530 0 0
ALBEMARLE CORP COM 012653101 142,221 1,652,190 SH   DFND 1,5 45,400 0 1,606,790
ALBEMARLE CORP COM 012653101 3,095 35,956 SH   DFND 2 35,956 0 0
ALBEMARLE CORP COM 012653101 228 2,652 SH   DFND 3 2,652 0 0
ALBEMARLE CORP COM 012653101 21,181 246,060 SH   DFND 6 246,060 0 0
ALBEMARLE CORP COM 012653101 21,350 248,020 SH   DFND 7 238,520 0 9,500
ALCOA CORP COM 013872106 29,344 1,045,000 SH   DFND 1,5 2,400 0 1,042,600
ALDER BIOPHARMACEUTICALS INC COM 014339105 104,987 5,047,456 SH   DFND 1,5 206,900 0 4,840,556
ALDER BIOPHARMACEUTICALS INC COM 014339105 37,484 1,802,108 SH   DFND 6 1,776,208 0 25,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 11,103 533,800 SH   DFND 7 507,000 0 26,800
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,640 126,900 SH   DFND 11 126,900 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 9,618 1,797,811 SH   DFND 1,5 0 0 1,797,811
ALERE INC COM 01449J105 85,450 2,192,700 SH   DFND 1,5 20,000 0 2,172,700
ALERE INC PERP PFD CONV SE 01449J204 183,209 568,973 SH   DFND 1,5 33,048 0 535,925
ALERE INC COM 01449J105 5,725 146,900 SH   DFND 6 146,900 0 0
ALERE INC PERP PFD CONV SE 01449J204 419 1,300 SH   DFND 6 1,300 0 0
ALERE INC COM 01449J105 188,868 4,846,500 SH   DFND 11 4,846,500 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 7,768 227,000 SH   DFND 1,5 9,000 0 218,000
ALEXION PHARMACEUTICALS INC COM 015351109 3,305,796 27,019,177 SH   DFND 1,5 992,584 0 26,026,593
ALEXION PHARMACEUTICALS INC COM 015351109 8,771 71,687 SH   DFND 2 71,687 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 11,863 96,959 SH   DFND 3 96,959 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 37,062 302,917 SH   DFND 6 285,517 0 17,400
ALEXION PHARMACEUTICALS INC COM 015351109 82,883 677,423 SH   DFND 7 542,621 0 134,802
ALGONQUIN PWR UTILS CORP COM 015857105 173 20,439 SH   DFND 6 20,439 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 3,383 398,750 SH   DFND 7 398,750 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,016,528 11,576,451 SH   DFND 1,5 1,343,706 0 10,232,745
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 373,480 4,253,275 SH   DFND 1,9 104,513 0 4,148,762
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 40,884 465,600 SH   DFND 1,10 9,200 0 456,400
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 17,811 202,833 SH   DFND 3 202,833 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 18,528 211,000 SH   DFND 6 169,100 0 41,900
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 33,542 381,979 SH   DFND 7 381,979 0 0
ALIGN TECHNOLOGY INC COM 016255101 25,489 265,150 SH   DFND 1,5 72,660 0 192,490
ALKERMES PLC SHS G01767105 1,263,899 22,740,172 SH   DFND 1,5 4,347,970 0 18,392,202
ALKERMES PLC SHS G01767105 3,079 55,400 SH   DFND 6 55,400 0 0
ALLEGHANY CORP DEL COM 017175100 2,515 4,136 SH   DFND 1,5 11 0 4,125
ALLEGHANY CORP DEL COM 017175100 5,005 8,230 SH   DFND 3 8,230 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 40,092 1,109,040 SH   DFND 1,5 66,320 0 1,042,720
ALLEGIANT TRAVEL CO COM 01748X102 145,235 872,805 SH   DFND 1,5 178,505 0 694,300
ALLEGIANT TRAVEL CO COM 01748X102 8,043 48,335 SH   DFND 6 48,335 0 0
ALLEGIANT TRAVEL CO COM 01748X102 899 5,400 SH   DFND 7 5,400 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 251,293 3,926,446 SH   DFND 1,5 2,000 0 3,924,446
ALLEGION PUB LTD CO ORD SHS G0176J109 1,962 30,657 SH   DFND 2 30,657 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,549 24,199 SH   DFND 3 24,199 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,893 45,200 SH   DFND 7 45,200 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 220,505 289,202 SH   DFND 1,5 131,427 0 157,775
ALLERGAN PLC SHS G0177J108 2,642,113 12,580,893 SH   DFND 1,5 300,934 0 12,279,959
ALLERGAN PLC SHS G0177J108 25,181 119,904 SH   DFND 2 119,904 0 0
ALLERGAN PLC SHS G0177J108 17,540 83,520 SH   DFND 3 83,520 0 0
ALLERGAN PLC SHS G0177J108 20,724 98,682 SH   DFND 6 85,150 0 13,532
ALLERGAN PLC PFD CONV SER A G0177J116 3,262 4,278 SH   DFND 6 0 0 4,278
ALLERGAN PLC SHS G0177J108 47,493 226,144 SH   DFND 7 153,516 0 72,628
ALLERGAN PLC SHS G0177J108 15,982 76,100 SH   DFND 11 76,100 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 412,261 1,804,205 SH   DFND 1,5 15,290 0 1,788,915
ALLIANCE DATA SYSTEMS CORP COM 018581108 40,970 179,300 SH   DFND 1,9 0 0 179,300
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,219 18,464 SH   DFND 2 18,464 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,444 19,448 SH   DFND 3 19,448 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 9,341 40,881 SH   DFND 6 35,281 0 5,600
ALLIANCE DATA SYSTEMS CORP COM 018581108 53,135 232,538 SH   DFND 7 54,788 0 177,750
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 15,594 665,000 SH   DFND 1,5 0 0 665,000
ALLIANT ENERGY CORP COM 018802108 182,703 4,821,944 SH   DFND 1,5 274,344 0 4,547,600
ALLIANT ENERGY CORP COM 018802108 2,756 72,726 SH   DFND 2 72,726 0 0
ALLIANT ENERGY CORP COM 018802108 560 14,788 SH   DFND 3 14,788 0 0
ALLIANT ENERGY CORP COM 018802108 11,785 311,030 SH   DFND 6 311,030 0 0
ALLIANT ENERGY CORP COM 018802108 8,137 214,760 SH   DFND 7 214,760 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 333,780 6,214,494 SH   DFND 1,5 45,000 0 6,169,494
ALLISON TRANSMISSION HLDGS I COM 01973R101 778,212 23,099,190 SH   DFND 1,5 552,289 0 22,546,901
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,257 67,000 SH   DFND 6 67,000 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,424 42,261 SH   DFND 11 42,261 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 6,430 1,342,461 SH   DFND 1,9 0 0 1,342,461
ALLOT COMMUNICATIONS LTD SHS M0854Q105 9,029 1,885,000 SH   DFND 11 1,885,000 0 0
ALLSTATE CORP COM 020002101 196,565 2,651,977 SH   DFND 1,5 101 0 2,651,876
ALLSTATE CORP COM 020002101 8,725 117,720 SH   DFND 2 117,720 0 0
ALLSTATE CORP COM 020002101 20,866 281,512 SH   DFND 3 281,512 0 0
ALLSTATE CORP COM 020002101 944 12,741 SH   DFND 6 12,741 0 0
ALLSTATE CORP COM 020002101 4,617 62,289 SH   DFND 7 62,289 0 0
ALLY FINL INC COM 02005N100 3,991 209,806 SH   DFND 1,5 1,306 0 208,500
ALLY FINL INC COM 02005N100 3,734 196,340 SH   DFND 3 196,340 0 0
ALMOST FAMILY INC COM 020409108 52,030 1,179,824 SH   DFND 1,5 90,224 0 1,089,600
ALMOST FAMILY INC COM 020409108 13,264 300,767 SH   DFND 6 300,767 0 0
ALMOST FAMILY INC COM 020409108 3,325 75,388 SH   DFND 7 66,957 0 8,431
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 479,025 12,794,480 SH   DFND 1,5 2,127,160 0 10,667,320
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,996 53,300 SH   DFND 6 53,300 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 910 24,300 SH   DFND 7 24,300 0 0
ALON USA ENERGY INC COM 020520102 7,643 671,600 SH   DFND 1,5 0 0 671,600
ALON USA PARTNERS LP UT LTDPART INT 02052T109 4,239 441,571 SH   DFND 1,5 0 0 441,571
ALPHABET INC CAP STK CL C 02079K107 10,055,144 13,027,835 SH   DFND 1,5 1,021,829 0 12,006,006
ALPHABET INC CAP STK CL A 02079K305 12,620,632 15,926,092 SH   DFND 1,5 1,492,895 0 14,433,197
ALPHABET INC CAP STK CL C 02079K107 471,904 611,417 SH   DFND 1,9 0 0 611,417
ALPHABET INC CAP STK CL A 02079K305 466,152 588,241 SH   DFND 1,9 70 0 588,171
ALPHABET INC CAP STK CL A 02079K305 75,006 94,651 SH   DFND 2 94,651 0 0
ALPHABET INC CAP STK CL C 02079K107 73,224 94,872 SH   DFND 2 94,872 0 0
ALPHABET INC CAP STK CL A 02079K305 83,906 105,882 SH   DFND 3 105,882 0 0
ALPHABET INC CAP STK CL C 02079K107 71,909 93,168 SH   DFND 3 93,168 0 0
ALPHABET INC CAP STK CL C 02079K107 55,439 71,829 SH   DFND 6 66,920 0 4,909
ALPHABET INC CAP STK CL A 02079K305 141,506 178,568 SH   DFND 6 173,868 0 4,700
ALPHABET INC CAP STK CL C 02079K107 189,482 245,500 SH   DFND 7 90,333 0 155,167
ALPHABET INC CAP STK CL A 02079K305 297,274 375,133 SH   DFND 7 222,846 0 152,287
ALPHABET INC CAP STK CL C 02079K107 30,255 39,200 SH   DFND 11 39,200 0 0
ALPHABET INC CAP STK CL A 02079K305 56,108 70,803 SH   DFND 11 70,803 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 78,938 7,150,216 SH   DFND 1,5 0 0 7,150,216
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 3,071 278,200 SH   DFND 7 278,200 0 0
ALTRIA GROUP INC COM 02209S103 1,202,148 17,777,993 SH   DFND 1,5 1,303,927 0 16,474,066
ALTRIA GROUP INC COM 02209S103 42,158 623,454 SH   DFND 2 623,454 0 0
ALTRIA GROUP INC COM 02209S103 50,359 744,737 SH   DFND 3 744,737 0 0
ALTRIA GROUP INC COM 02209S103 1,772 26,207 SH   DFND 6 26,207 0 0
ALTRIA GROUP INC COM 02209S103 16,588 245,312 SH   DFND 7 209,859 0 35,453
AMAG PHARMACEUTICALS INC COM 00163U106 107,202 3,080,509 SH   DFND 1,5 155 0 3,080,354
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 33,502 23,750,000 PRN   DFND 1,5 0 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 6,292 2,042,925 SH   DFND 1,5 0 0 2,042,925
AMAZON COM INC COM 023135106 13,951,717 18,605,514 SH   DFND 1,5 1,721,486 0 16,884,028
AMAZON COM INC COM 023135106 80,532 107,395 SH   DFND 1,9 66 0 107,329
AMAZON COM INC COM 023135106 94,541 126,076 SH   DFND 2 126,076 0 0
AMAZON COM INC COM 023135106 109,506 146,033 SH   DFND 3 146,033 0 0
AMAZON COM INC COM 023135106 101,657 135,566 SH   DFND 6 128,366 0 7,200
AMAZON COM INC COM 023135106 157,094 209,495 SH   DFND 7 187,095 0 22,400
AMBAC FINL GROUP INC COM NEW 023139884 50,406 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 284 5,250 SH   DFND 1,5 350 0 4,900
AMBARELLA INC SHS G037AX101 15,017 277,419 SH   DFND 1,9 236 0 277,183
AMBER RD INC COM 02318Y108 182 20,000 SH   DFND 1,9 0 0 20,000
AMBEV SA SPONSORED ADR 02319V103 193,337 39,376,272 SH   DFND 1,5 2,526,729 0 36,849,543
AMC ENTMT HLDGS INC CL A COM 00165C104 1,467 43,583 SH   DFND 1,5 0 0 43,583
AMC ENTMT HLDGS INC CL A COM 00165C104 22,880 679,941 SH   DFND 11 679,941 0 0
AMC NETWORKS INC CL A 00164V103 97,064 1,854,491 SH   DFND 1,5 101,000 0 1,753,491
AMC NETWORKS INC CL A 00164V103 2,512 48,000 SH   DFND 6 48,000 0 0
AMDOCS LTD SHS G02602103 651,510 11,184,727 SH   DFND 1,5 912,226 0 10,272,501
AMEDISYS INC COM 023436108 93,786 2,200,000 SH   DFND 1,5 0 0 2,200,000
AMERCO COM 023586100 998 2,700 SH   DFND 1,5 0 0 2,700
AMEREN CORP COM 023608102 4,069 77,565 SH   DFND 2 77,565 0 0
AMEREN CORP COM 023608102 2,811 53,579 SH   DFND 3 53,579 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 33,926 2,698,990 SH   DFND 1,5 86,999 0 2,611,991
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 289 22,970 SH   DFND 3 22,970 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 768,699 16,463,896 SH   DFND 1,5 312,820 0 16,151,076
AMERICAN AIRLS GROUP INC COM 02376R102 7,733 165,632 SH   DFND 2 165,632 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 7,062 151,248 SH   DFND 3 151,248 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 8,077 173,000 SH   DFND 6 141,100 0 31,900
AMERICAN AIRLS GROUP INC COM 02376R102 9,525 204,000 SH   DFND 7 105,200 0 98,800
AMERICAN ASSETS TR INC COM 024013104 170,859 3,966,086 SH   DFND 1,5 2,444,283 0 1,521,803
AMERICAN ASSETS TR INC COM 024013104 15,018 348,600 SH   DFND 6 348,600 0 0
AMERICAN ASSETS TR INC COM 024013104 4,795 111,300 SH   DFND 7 0 0 111,300
AMERICAN CAMPUS CMNTYS INC COM 024835100 151,486 3,043,717 SH   DFND 1,5 2,111,515 0 932,202
AMERICAN CAP LTD COM 02503Y103 23,732 1,324,330 SH   DFND 1,5 40,300 0 1,284,030
AMERICAN ELEC PWR INC COM 025537101 384,840 6,112,453 SH   DFND 1,5 115,501 0 5,996,952
AMERICAN ELEC PWR INC COM 025537101 9,897 157,189 SH   DFND 2 157,189 0 0
AMERICAN ELEC PWR INC COM 025537101 38,145 605,866 SH   DFND 3 605,866 0 0
AMERICAN ELEC PWR INC COM 025537101 17,815 282,950 SH   DFND 6 250,010 0 32,940
AMERICAN ELEC PWR INC COM 025537101 55,102 875,183 SH   DFND 7 875,183 0 0
AMERICAN EXPRESS CO COM 025816109 82,018 1,107,152 SH   DFND 1,5 121,849 0 985,303
AMERICAN EXPRESS CO COM 025816109 18,207 245,771 SH   DFND 2 245,771 0 0
AMERICAN EXPRESS CO COM 025816109 22,786 307,588 SH   DFND 3 307,588 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 70,419 799,125 SH   DFND 1,5 25 0 799,100
AMERICAN HOMES 4 RENT CL A 02665T306 269,467 12,843,987 SH   DFND 1,5 7,719,858 0 5,124,129
AMERICAN HOMES 4 RENT CL A 02665T306 986 46,990 SH   DFND 3 46,990 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 10,968 522,767 SH   DFND 6 522,767 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 3,441 164,000 SH   DFND 7 0 0 164,000
AMERICAN INTL GROUP INC COM NEW 026874784 870,618 13,330,550 SH   DFND 1,5 268,850 0 13,061,700
AMERICAN INTL GROUP INC COM NEW 026874784 20,372 311,933 SH   DFND 2 311,933 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 18,085 276,912 SH   DFND 3 276,912 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 274 4,200 SH   DFND 6 4,200 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 23,385 358,057 SH   DFND 7 313,400 0 44,657
AMERICAN PUBLIC EDUCATION IN COM 02913V103 7,370 300,215 SH   DFND 1,5 100,415 0 199,800
AMERICAN RENAL ASSOCIATES HO COM 029227105 73,302 3,444,654 SH   DFND 1,5 0 0 3,444,654
AMERICAN RENAL ASSOCIATES HO COM 029227105 943 44,300 SH   DFND 7 44,300 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 35,988 35,988,000 PRN   DFND 1,5 0 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 8,600 82,300 SH   DFND 1,5 20,000 0 62,300
AMERICAN TOWER CORP NEW COM 03027X100 1,959,431 18,541,171 SH   DFND 1,5 795,613 0 17,745,558
AMERICAN TOWER CORP NEW COM 03027X100 14,381 136,083 SH   DFND 2 136,083 0 0
AMERICAN TOWER CORP NEW COM 03027X100 28,715 271,719 SH   DFND 3 271,719 0 0
AMERICAN TOWER CORP NEW COM 03027X100 23,539 222,740 SH   DFND 6 192,993 0 29,747
AMERICAN TOWER CORP NEW COM 03027X100 58,473 553,301 SH   DFND 7 441,523 0 111,778
AMERICAN WOODMARK CORP COM 030506109 27,196 361,408 SH   DFND 6 351,308 0 10,100
AMERICAN WOODMARK CORP COM 030506109 8,845 117,540 SH   DFND 7 102,440 0 15,100
AMERICAN WTR WKS CO INC NEW COM 030420103 12,665 175,026 SH   DFND 1,5 26 0 175,000
AMERICAN WTR WKS CO INC NEW COM 030420103 4,118 56,903 SH   DFND 2 56,903 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 963 13,311 SH   DFND 3 13,311 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 35,264 735,900 SH   DFND 1,5 0 0 735,900
AMERIPRISE FINL INC COM 03076C106 34,635 312,200 SH   DFND 1,5 0 0 312,200
AMERIPRISE FINL INC COM 03076C106 5,605 50,524 SH   DFND 2 50,524 0 0
AMERIPRISE FINL INC COM 03076C106 5,876 52,964 SH   DFND 3 52,964 0 0
AMERIPRISE FINL INC COM 03076C106 843 7,601 SH   DFND 6 0 0 7,601
AMERIPRISE FINL INC COM 03076C106 284 2,564 SH   DFND 7 2,564 0 0
AMERISAFE INC COM 03071H100 62,350 1,000,000 SH   DFND 1,5 0 0 1,000,000
AMERISOURCEBERGEN CORP COM 03073E105 57,188 731,392 SH   DFND 1,5 11,292 0 720,100
AMERISOURCEBERGEN CORP COM 03073E105 4,181 53,474 SH   DFND 2 53,474 0 0
AMERISOURCEBERGEN CORP COM 03073E105 7,722 98,760 SH   DFND 3 98,760 0 0
AMERISOURCEBERGEN CORP COM 03073E105 203 2,600 SH   DFND 6 2,600 0 0
AMETEK INC NEW COM 031100100 991,475 20,400,722 SH   DFND 1,5 214,142 0 20,186,580
AMETEK INC NEW COM 031100100 3,596 73,983 SH   DFND 2 73,983 0 0
AMETEK INC NEW COM 031100100 954 19,629 SH   DFND 3 19,629 0 0
AMETEK INC NEW COM 031100100 10,847 223,182 SH   DFND 6 190,282 0 32,900
AMETEK INC NEW COM 031100100 12,330 253,700 SH   DFND 7 150,200 0 103,500
AMGEN INC COM 031162100 5,727,186 39,170,958 SH   DFND 1,5 1,941,449 0 37,229,509
AMGEN INC COM 031162100 34,771 237,814 SH   DFND 2 237,814 0 0
AMGEN INC COM 031162100 103,380 707,066 SH   DFND 3 707,066 0 0
AMGEN INC COM 031162100 39,271 268,594 SH   DFND 6 250,794 0 17,800
AMGEN INC COM 031162100 59,267 405,354 SH   DFND 7 248,300 0 157,054
AMICUS THERAPEUTICS INC COM 03152W109 80,805 16,258,644 SH   DFND 1,5 36,700 0 16,221,944
AMICUS THERAPEUTICS INC COM 03152W109 19,206 3,864,468 SH   DFND 6 3,864,468 0 0
AMICUS THERAPEUTICS INC COM 03152W109 6,092 1,225,817 SH   DFND 7 1,169,117 0 56,700
AMIRA NATURE FOODS LTD SHS G0335L102 20,444 3,324,162 SH   DFND 1,5 447,835 0 2,876,327
AMKOR TECHNOLOGY INC COM 031652100 7,560 716,566 SH   DFND 1,9 0 0 716,566
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 24,269 1,317,541 SH   DFND 1,5 2,465 0 1,315,076
AMPHENOL CORP NEW CL A 032095101 2,613,380 38,889,586 SH   DFND 1,5 3,281,741 0 35,607,845
AMPHENOL CORP NEW CL A 032095101 6,627 98,613 SH   DFND 2 98,613 0 0
AMPHENOL CORP NEW CL A 032095101 8,468 126,013 SH   DFND 3 126,013 0 0
AMPHENOL CORP NEW CL A 032095101 2,211 32,900 SH   DFND 7 32,900 0 0
AMPLIFY SNACK BRANDS COM 03211L102 100,491 11,406,463 SH   DFND 1,5 667,645 0 10,738,818
AMPLIFY SNACK BRANDS COM 03211L102 763 86,600 SH   DFND 6 86,600 0 0
AMTRUST FINL SVCS INC COM 032359309 96,389 3,520,400 SH   DFND 1,5 90 0 3,520,310
AMTRUST FINL SVCS INC COM 032359309 942 34,400 SH   DFND 6 34,400 0 0
AMTRUST FINL SVCS INC COM 032359309 1,196 43,680 SH   DFND 7 10,180 0 33,500
AMYRIS INC COM 03236M101 2,957 4,051,278 SH   DFND 1,5 0 0 4,051,278
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 9,403 15,000,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM 03236M101 303 415,545 SH   DFND 6 415,545 0 0
ANADARKO PETE CORP COM 032511107 2,349,007 33,687,174 SH   DFND 1,5 858,378 0 32,828,796
ANADARKO PETE CORP COM 032511107 12,458 178,667 SH   DFND 2 178,667 0 0
ANADARKO PETE CORP COM 032511107 24,278 348,176 SH   DFND 3 348,176 0 0
ANADARKO PETE CORP COM 032511107 25,903 371,478 SH   DFND 6 313,905 0 57,573
ANADARKO PETE CORP COM 032511107 49,233 706,047 SH   DFND 7 410,623 0 295,424
ANALOG DEVICES INC COM 032654105 301,207 4,147,717 SH   DFND 1,5 62,600 0 4,085,117
ANALOG DEVICES INC COM 032654105 7,154 98,515 SH   DFND 2 98,515 0 0
ANALOG DEVICES INC COM 032654105 10,651 146,670 SH   DFND 3 146,670 0 0
ANALOG DEVICES INC COM 032654105 5,868 80,800 SH   DFND 6 80,800 0 0
ANALOG DEVICES INC COM 032654105 45,173 622,044 SH   DFND 7 67,674 0 554,370
ANDERSONS INC COM 034164103 7,219 161,500 SH   DFND 6 161,500 0 0
ANDERSONS INC COM 034164103 2,973 66,500 SH   DFND 7 66,500 0 0
ANGIODYNAMICS INC COM 03475V101 19,232 1,140,000 SH   DFND 1,5 120,000 0 1,020,000
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 40,399 3,843,885 SH   DFND 1,5 81,747 0 3,762,138
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,007 95,791 SH   DFND 6 75,991 0 19,800
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 719 68,400 SH   DFND 7 68,400 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 123,789 1,174,023 SH   DFND 1,5 9,249 0 1,164,774
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 458 4,345 SH   DFND 3 4,345 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,637 25,009 SH   DFND 6 25,009 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 14,998 13,070,000 PRN   DFND 1,5 0 0 0
ANIKA THERAPEUTICS INC COM 035255108 1,772 36,200 SH   DFND 1,5 300 0 35,900
ANNALY CAP MGMT INC COM 035710409 216,707 21,735,882 SH   DFND 1,5 1,910,717 0 19,825,165
ANNALY CAP MGMT INC COM 035710409 12,500 1,253,808 SH   DFND 3 1,253,808 0 0
ANNALY CAP MGMT INC COM 035710409 664 66,600 SH   DFND 6 66,600 0 0
ANNALY CAP MGMT INC COM 035710409 1,880 188,595 SH   DFND 7 188,595 0 0
ANSYS INC COM 03662Q105 635,467 6,870,653 SH   DFND 1,5 675,653 0 6,195,000
ANSYS INC COM 03662Q105 8,380 90,600 SH   DFND 1,9 0 0 90,600
ANTERO RES CORP COM 03674X106 127,903 5,408,156 SH   DFND 1,5 330,300 0 5,077,856
ANTHEM INC UNIT 05/01/20188 036752202 73,573 1,567,050 SH   DFND 1,5 492,350 0 1,074,700
ANTHEM INC COM 036752103 1,597,480 11,111,355 SH   DFND 1,5 1,928,421 0 9,182,934
ANTHEM INC COM 036752103 12,107 84,214 SH   DFND 2 84,214 0 0
ANTHEM INC COM 036752103 9,995 69,521 SH   DFND 3 69,521 0 0
ANTHEM INC UNIT 05/01/20188 036752202 1,662 35,400 SH   DFND 6 0 0 35,400
ANTHEM INC COM 036752103 3,695 25,700 SH   DFND 6 25,700 0 0
ANTHEM INC COM 036752103 15,788 109,816 SH   DFND 7 57,081 0 52,735
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 825 1,271,600 SH   DFND 6 1,271,600 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 367 565,089 SH   DFND 7 565,089 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 7,019 1,357,610 SH   DFND 1,5 0 0 1,357,610
AON PLC SHS CL A G0408V102 70,375 631,000 SH   DFND 1,5 0 0 631,000
AON PLC SHS CL A G0408V102 9,380 84,105 SH   DFND 2 84,105 0 0
AON PLC SHS CL A G0408V102 8,533 76,510 SH   DFND 3 76,510 0 0
APACHE CORP COM 037411105 850,370 13,397,986 SH   DFND 1,5 222,595 0 13,175,391
APACHE CORP COM 037411105 7,699 121,294 SH   DFND 2 121,294 0 0
APACHE CORP COM 037411105 43,539 685,975 SH   DFND 3 685,975 0 0
APACHE CORP COM 037411105 24,079 379,372 SH   DFND 6 359,772 0 19,600
APACHE CORP COM 037411105 64,274 1,012,660 SH   DFND 7 158,677 0 853,983
APARTMENT INVT & MGMT CO CL A 03748R101 582,392 12,813,902 SH   DFND 1,5 5,252,834 0 7,561,068
APARTMENT INVT & MGMT CO CL A 03748R101 2,279 50,153 SH   DFND 2 50,153 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,299 28,570 SH   DFND 3 28,570 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 23,200 510,460 SH   DFND 6 510,460 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 7,404 162,900 SH   DFND 7 0 0 162,900
APOGEE ENTERPRISES INC COM 037598109 14,419 269,210 SH   DFND 1,5 0 0 269,210
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 7,324 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 23,676 2,391,515 SH   DFND 1,5 367,953 0 2,023,562
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 154,751 7,993,352 SH   DFND 1,5 365 0 7,992,987
APPLE INC COM 037833100 16,258,594 140,378,117 SH   DFND 1,5 11,401,542 0 128,976,575
APPLE INC COM 037833100 798,860 6,897,424 SH   DFND 1,9 0 0 6,897,424
APPLE INC COM 037833100 197,428 1,704,611 SH   DFND 2 1,704,611 0 0
APPLE INC COM 037833100 383,433 3,310,597 SH   DFND 3 3,310,597 0 0
APPLE INC COM 037833100 197,566 1,705,806 SH   DFND 6 1,598,774 0 107,032
APPLE INC COM 037833100 461,661 3,986,018 SH   DFND 7 1,776,350 0 2,209,668
APPLIED GENETIC TECHNOL CORP COM 03820J100 10,430 1,115,494 SH   DFND 1,5 367 0 1,115,127
APPLIED INDL TECHNOLOGIES IN COM 03820C105 16,831 283,353 SH   DFND 6 256,953 0 26,400
APPLIED INDL TECHNOLOGIES IN COM 03820C105 9,522 160,300 SH   DFND 7 134,100 0 26,200
APPLIED MATLS INC COM 038222105 794,221 24,611,740 SH   DFND 1,5 1,689,392 0 22,922,348
APPLIED MATLS INC COM 038222105 11,150 345,535 SH   DFND 2 345,535 0 0
APPLIED MATLS INC COM 038222105 20,864 646,535 SH   DFND 3 646,535 0 0
APPLIED MATLS INC COM 038222105 4,624 143,285 SH   DFND 6 143,285 0 0
APPLIED MATLS INC COM 038222105 9,149 283,511 SH   DFND 7 283,511 0 0
APPLIED MATLS INC COM 038222105 44,477 1,378,266 SH   DFND 11 1,378,266 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 43,743 5,302,163 SH   DFND 1,5 1,412,000 0 3,890,163
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 104 12,600 SH   DFND 1,9 0 0 12,600
APPTIO INC CL A 03835C108 18,052 974,200 SH   DFND 1,5 201,400 0 772,800
APPTIO INC CL A 03835C108 228 12,300 SH   DFND 1,9 0 0 12,300
APTARGROUP INC COM 038336103 18,784 255,741 SH   DFND 1,5 0 0 255,741
APTEVO THERAPEUTICS INC COM 03835L108 1,625 666,113 SH   DFND 1,5 1,383 0 664,730
AQUA AMERICA INC COM 03836W103 355 11,806 SH   DFND 3 11,806 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 36,508 1,488,301 SH   DFND 1,5 3,546 0 1,484,755
AQUAVENTURE HLDGS LTD SHS G0443N107 245 10,000 SH   DFND 6 10,000 0 0
ARADIGM CORP COM NO PAR NEW 038505400 270 168,740 SH   DFND 1,5 0 0 168,740
ARALEZ PHARMACEUTICALS INC COM 03852X100 1,205 273,270 SH   DFND 1,5 0 0 273,270
ARAMARK COM 03852U106 560,491 15,691,240 SH   DFND 1,5 1,405,567 0 14,285,673
ARAMARK COM 03852U106 22,843 639,508 SH   DFND 6 639,508 0 0
ARAMARK COM 03852U106 5,161 144,490 SH   DFND 7 144,490 0 0
ARBOR RLTY TR INC COM 038923108 20,097 2,693,994 SH   DFND 1,5 0 0 2,693,994
ARBUTUS BIOPHARMA CORP COM 03879J100 47 19,200 SH   DFND 7 19,200 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 20,951 2,870,010 SH   DFND 1,5 0 0 2,870,010
ARCH CAP GROUP LTD ORD G0450A105 162,005 1,877,449 SH   DFND 1,5 154,149 0 1,723,300
ARCH CAP GROUP LTD ORD G0450A105 2,967 34,388 SH   DFND 3 34,388 0 0
ARCH CAP GROUP LTD ORD G0450A105 816 9,453 SH   DFND 6 9,453 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,947 45,746 SH   DFND 7 45,746 0 0
ARCH COAL INC CL A 039380407 59,087 757,040 SH   DFND 1,5 84,740 0 672,300
ARCH COAL INC CL A 039380407 5,768 73,900 SH   DFND 1,10 0 0 73,900
ARCH COAL INC CL A 039380407 1,406 18,020 SH   DFND 6 18,020 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 26,612 582,965 SH   DFND 1,5 1,370 0 581,595
ARCHER DANIELS MIDLAND CO COM 039483102 221 4,850 SH   DFND 1,10 4,850 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 8,397 183,941 SH   DFND 2 183,941 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,639 123,521 SH   DFND 3 123,521 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 14,870 493,196 SH   DFND 1,5 144,573 0 348,623
ARCONIC INC COM 03965L100 15,210 820,400 SH   DFND 1,5 0 0 820,400
ARCONIC INC COM 03965L100 2,599 140,171 SH   DFND 2 140,171 0 0
ARCONIC INC COM 03965L100 610 32,893 SH   DFND 3 32,893 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 306 56,742 SH   DFND 1,10 56,742 0 0
ARCTIC CAT INC COM 039670104 18,475 1,230,000 SH   DFND 1,5 131,300 0 1,098,700
ARDELYX INC COM 039697107 47,213 3,324,846 SH   DFND 1,5 0 0 3,324,846
ARDMORE SHIPPING CORP COM Y0207T100 9,303 1,257,159 SH   DFND 1,5 0 0 1,257,159
ARDMORE SHIPPING CORP COM Y0207T100 8,611 1,163,660 SH   DFND 6 1,163,660 0 0
ARDMORE SHIPPING CORP COM Y0207T100 3,534 477,558 SH   DFND 7 477,558 0 0
ARENA PHARMACEUTICALS INC COM 040047102 8,500 5,985,652 SH   DFND 1,5 0 0 5,985,652
ARES CAP CORP COM 04010L103 140,348 8,511,106 SH   DFND 1,5 289,309 0 8,221,797
ARES CAP CORP COM 04010L103 1,112 67,434 SH   DFND 6 67,434 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 22,009 1,146,293 SH   DFND 1,5 0 0 1,146,293
ARGAN INC COM 04010E109 33,196 470,525 SH   DFND 1,5 125 0 470,400
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,209 18,350 SH   DFND 1,5 1,069 0 17,281
ARGO GROUP INTL HLDGS LTD COM G0464B107 5,456 82,792 SH   DFND 6 60,792 0 22,000
ARGO GROUP INTL HLDGS LTD COM G0464B107 9,905 150,300 SH   DFND 7 82,000 0 68,300
ARIAD PHARMACEUTICALS INC COM 04033A100 172,329 13,852,838 SH   DFND 1,5 8,600 0 13,844,238
ARIAD PHARMACEUTICALS INC COM 04033A100 38,420 3,088,456 SH   DFND 6 3,088,456 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 14,741 1,184,970 SH   DFND 7 1,125,570 0 59,400
ARISTA NETWORKS INC COM 040413106 239,611 2,476,090 SH   DFND 1,5 227,762 0 2,248,328
ARISTA NETWORKS INC COM 040413106 1,181 12,200 SH   DFND 6 12,200 0 0
ARK RESTAURANTS CORP COM 040712101 5,335 220,000 SH   DFND 1,5 22,700 0 197,300
ARMADA HOFFLER PPTYS INC COM 04208T108 19,292 1,324,090 SH   DFND 6 1,324,090 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 8,170 560,724 SH   DFND 7 560,724 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 26,291 628,973 SH   DFND 6 600,373 0 28,600
ARMSTRONG WORLD INDS INC NEW COM 04247X102 8,770 209,800 SH   DFND 7 184,200 0 25,600
ARQULE INC COM 04269E107 922 731,880 SH   DFND 1,5 0 0 731,880
ARRAY BIOPHARMA INC COM 04269X105 216,938 24,680,136 SH   DFND 1,5 2,850,500 0 21,829,636
ARRAY BIOPHARMA INC COM 04269X105 1,055 120,000 SH   DFND 7 120,000 0 0
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 187 49,200 SH   DFND 1,5 4,400 0 44,800
ARRIS INTL INC SHS G0551A103 4,263 141,500 SH   DFND 1,5 0 0 141,500
ARROW ELECTRS INC COM 042735100 171,029 2,398,727 SH   DFND 1,5 61,729 0 2,336,998
ARROW ELECTRS INC COM 042735100 4,398 61,677 SH   DFND 3 61,677 0 0
ARROW FINL CORP COM 042744102 227 5,593 SH   DFND 3 5,593 0 0
ASCENA RETAIL GROUP INC COM 04351G101 2,035 328,694 SH   DFND 1,5 66,768 0 261,926
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 63,206 3,122,832 SH   DFND 1,5 7,149 0 3,115,683
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 265 13,100 SH   DFND 6 13,100 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 336 16,600 SH   DFND 7 16,600 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 469 34,369 SH   DFND 1,5 1,000 0 33,369
ASHLAND GLOBAL HLDGS INC COM 044186104 89,374 817,767 SH   DFND 1,5 106 0 817,661
ASHLAND GLOBAL HLDGS INC COM 044186104 26,439 241,913 SH   DFND 6 227,513 0 14,400
ASHLAND GLOBAL HLDGS INC COM 044186104 63,017 576,604 SH   DFND 7 141,354 0 435,250
ASML HOLDING N V N Y REGISTRY SHS N07059210 93,647 834,642 SH   DFND 1,5 106,500 0 728,142
ASML HOLDING N V N Y REGISTRY SHS N07059210 359 3,200 SH   DFND 6 3,200 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 133,121 2,420,390 SH   DFND 1,5 90 0 2,420,300
ASPEN TECHNOLOGY INC COM 045327103 146,069 2,671,339 SH   DFND 1,5 271,239 0 2,400,100
ASPEN TECHNOLOGY INC COM 045327103 8,793 160,800 SH   DFND 1,9 0 0 160,800
ASSOCIATED BANC CORP COM 045487105 316,349 12,807,635 SH   DFND 1,5 0 0 12,807,635
ASSOCIATED CAP GROUP INC CL A 045528106 3,224 98,143 SH   DFND 1,5 20,031 0 78,112
ASSURANT INC COM 04621X108 446,722 4,810,700 SH   DFND 1,5 456,400 0 4,354,300
ASSURANT INC COM 04621X108 1,692 18,225 SH   DFND 2 18,225 0 0
ASSURANT INC COM 04621X108 589 6,341 SH   DFND 3 6,341 0 0
ASSURANT INC COM 04621X108 14,477 155,900 SH   DFND 6 155,900 0 0
ASSURANT INC COM 04621X108 6,119 65,900 SH   DFND 7 65,900 0 0
ASSURED GUARANTY LTD COM G0585R106 4,498 119,092 SH   DFND 1,5 92 0 119,000
ASTEC INDS INC COM 046224101 351 5,200 SH   DFND 1,5 0 0 5,200
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 3,278 712,651 SH   DFND 1,5 0 0 712,651
ASTERIAS BIOTHERAPEUTICS INC *W EXP 02/15/201 04624N115 92 168,703 SH   DFND 1,5 0 0 168,703
ASTORIA FINL CORP COM 046265104 1,320 70,800 SH   DFND 1,5 0 0 70,800
ASTRAZENECA PLC SPONSORED ADR 046353108 144,046 5,272,545 SH   DFND 1,5 145 0 5,272,400
ASTRAZENECA PLC SPONSORED ADR 046353108 389 14,229 SH   DFND 3 14,229 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,238 45,300 SH   DFND 6 45,300 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3,383 123,840 SH   DFND 7 0 0 123,840
ASTRONICS CORP COM 046433108 39,995 1,181,887 SH   DFND 1,5 1,275 0 1,180,612
ASURE SOFTWARE INC COM 04649U102 3,202 376,219 SH   DFND 6 376,219 0 0
ASURE SOFTWARE INC COM 04649U102 283 33,300 SH   DFND 7 33,300 0 0
AT&T INC COM 00206R102 2,174,375 51,125,678 SH   DFND 1,5 810,569 0 50,315,109
AT&T INC COM 00206R102 83,492 1,963,129 SH   DFND 2 1,963,129 0 0
AT&T INC COM 00206R102 171,088 4,022,752 SH   DFND 3 4,022,752 0 0
AT&T INC COM 00206R102 9,681 227,631 SH   DFND 6 208,403 0 19,228
AT&T INC COM 00206R102 21,598 507,826 SH   DFND 7 507,826 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 34,890 2,457,012 SH   DFND 1,5 0 0 2,457,012
ATARA BIOTHERAPEUTICS INC COM 046513107 3,399 239,335 SH   DFND 6 239,335 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 1,223 86,100 SH   DFND 7 86,100 0 0
ATHENAHEALTH INC COM 04685W103 581,884 5,532,790 SH   DFND 1,5 396,602 0 5,136,188
ATHENAHEALTH INC COM 04685W103 34,017 323,450 SH   DFND 1,9 0 0 323,450
ATHENAHEALTH INC COM 04685W103 463 4,400 SH   DFND 6 4,400 0 0
ATHENAHEALTH INC COM 04685W103 6,142 58,400 SH   DFND 7 58,400 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 84,681 1,623,800 SH   DFND 1,5 166,500 0 1,457,300
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,130 79,200 SH   DFND 6 79,200 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 381 7,300 SH   DFND 7 7,300 0 0
ATLASSIAN CORP PLC CL A G06242104 11,594 481,489 SH   DFND 1,5 106,589 0 374,900
ATMOS ENERGY CORP COM 049560105 147,597 1,990,519 SH   DFND 1,5 56,258 0 1,934,261
ATMOS ENERGY CORP COM 049560105 287 3,865 SH   DFND 3 3,865 0 0
ATMOS ENERGY CORP COM 049560105 24,771 334,062 SH   DFND 6 334,062 0 0
ATMOS ENERGY CORP COM 049560105 16,955 228,654 SH   DFND 7 213,254 0 15,400
ATMOS ENERGY CORP COM 049560105 21,963 296,200 SH   DFND 11 296,200 0 0
ATN INTL INC COM 00215F107 22,828 284,891 SH   DFND 1,5 281 0 284,610
ATRICURE INC COM 04963C209 92,762 4,740,000 SH   DFND 1,5 180,000 0 4,560,000
ATRICURE INC COM 04963C209 1,566 80,000 SH   DFND 7 80,000 0 0
ATRION CORP COM 049904105 10,017 19,749 SH   DFND 1,5 10,717 0 9,032
ATWOOD OCEANICS INC COM 050095108 127,615 9,719,312 SH   DFND 1,5 2,359,012 0 7,360,300
ATYR PHARMA INC COM 002120103 7,649 3,557,779 SH   DFND 1,5 261,605 0 3,296,174
AUDENTES THERAPEUTICS INC COM 05070R104 6,395 350,000 SH   DFND 1,5 0 0 350,000
AUTODESK INC COM 052769106 1,651,127 22,309,517 SH   DFND 1,5 437,917 0 21,871,600
AUTODESK INC COM 052769106 280,591 3,791,262 SH   DFND 1,9 818 0 3,790,444
AUTODESK INC COM 052769106 4,634 62,608 SH   DFND 2 62,608 0 0
AUTODESK INC COM 052769106 8,628 116,584 SH   DFND 3 116,584 0 0
AUTODESK INC COM 052769106 4,783 64,630 SH   DFND 6 64,630 0 0
AUTODESK INC COM 052769106 16,911 228,500 SH   DFND 7 228,500 0 0
AUTOLIV INC COM 052800109 207,036 1,829,750 SH   DFND 1,5 46,100 0 1,783,650
AUTOLIV INC COM 052800109 6,472 57,200 SH   DFND 7 57,200 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 34,056 331,350 SH   DFND 1,5 0 0 331,350
AUTOMATIC DATA PROCESSING IN COM 053015103 14,824 144,229 SH   DFND 2 144,229 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 31,108 302,666 SH   DFND 3 302,666 0 0
AUTONATION INC COM 05329W102 24,763 509,000 SH   DFND 1,5 125,500 0 383,500
AUTONATION INC COM 05329W102 1,021 20,996 SH   DFND 2 20,996 0 0
AUTONATION INC COM 05329W102 944 19,397 SH   DFND 3 19,397 0 0
AUTOZONE INC COM 053332102 1,662,014 2,104,374 SH   DFND 1,5 157,098 0 1,947,276
AUTOZONE INC COM 053332102 7,287 9,226 SH   DFND 2 9,226 0 0
AUTOZONE INC COM 053332102 10,286 13,023 SH   DFND 3 13,023 0 0
AUTOZONE INC COM 053332102 6,927 8,771 SH   DFND 6 8,771 0 0
AUTOZONE INC COM 053332102 51,685 65,442 SH   DFND 7 13,532 0 51,910
AUTOZONE INC COM 053332102 69,158 87,565 SH   DFND 11 87,565 0 0
AVALONBAY CMNTYS INC COM 053484101 538,701 3,040,933 SH   DFND 1,5 638,366 0 2,402,567
AVALONBAY CMNTYS INC COM 053484101 7,777 43,900 SH   DFND 2 43,900 0 0
AVALONBAY CMNTYS INC COM 053484101 6,458 36,457 SH   DFND 3 36,457 0 0
AVALONBAY CMNTYS INC COM 053484101 58,489 330,169 SH   DFND 6 330,169 0 0
AVALONBAY CMNTYS INC COM 053484101 19,137 108,026 SH   DFND 7 3,301 0 104,725
AVALONBAY CMNTYS INC COM 053484101 6,980 39,400 SH   DFND 11 39,400 0 0
AVANGRID INC COM 05351W103 153,696 4,057,436 SH   DFND 1,5 0 0 4,057,436
AVANGRID INC COM 05351W103 3,663 96,700 SH   DFND 7 96,700 0 0
AVERY DENNISON CORP COM 053611109 32,343 460,597 SH   DFND 1,5 343 0 460,254
AVERY DENNISON CORP COM 053611109 1,998 28,448 SH   DFND 2 28,448 0 0
AVERY DENNISON CORP COM 053611109 2,436 34,685 SH   DFND 3 34,685 0 0
AVEXIS INC COM 05366U100 180,165 3,774,670 SH   DFND 1,5 406,910 0 3,367,760
AVEXIS INC COM 05366U100 14,575 305,373 SH   DFND 6 305,373 0 0
AVEXIS INC COM 05366U100 3,408 71,400 SH   DFND 7 71,400 0 0
AVINGER INC COM 053734109 5,772 1,560,000 SH   DFND 1,5 160,000 0 1,400,000
AVIRAGEN THERAPEUTICS INC COM 053761102 573 465,701 SH   DFND 1,5 600 0 465,101
AVIS BUDGET GROUP COM 053774105 36,361 991,300 SH   DFND 1,5 0 0 991,300
AVNET INC COM 053807103 101,352 2,128,787 SH   DFND 1,5 4,300 0 2,124,487
AVNET INC COM 053807103 1,361 28,594 SH   DFND 3 28,594 0 0
AVON PRODS INC COM 054303102 4,563 905,400 SH   DFND 1,5 0 0 905,400
AVON PRODS INC COM 054303102 223 44,325 SH   DFND 3 44,325 0 0
AXALTA COATING SYS LTD COM G0750C108 65,085 2,392,813 SH   DFND 1,5 167 0 2,392,646
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 454,926 6,969,914 SH   DFND 1,5 755,014 0 6,214,900
AXOVANT SCIENCES LTD COM G0750W104 8,410 677,170 SH   DFND 1,5 0 0 677,170
AXSOME THERAPEUTICS INC COM 05464T104 15,941 2,361,625 SH   DFND 1,5 0 0 2,361,625
AZZ INC COM 002474104 137,031 2,144,459 SH   DFND 1,5 157,375 0 1,987,084
AZZ INC COM 002474104 459 7,184 SH   DFND 7 7,184 0 0
B & G FOODS INC NEW COM 05508R106 197,200 4,502,279 SH   DFND 1,5 451,265 0 4,051,014
B & G FOODS INC NEW COM 05508R106 28,042 640,224 SH   DFND 3 640,224 0 0
B & G FOODS INC NEW COM 05508R106 1,967 44,919 SH   DFND 6 44,919 0 0
B/E AEROSPACE INC COM 073302101 8,884 147,600 SH   DFND 1,5 0 0 147,600
B/E AEROSPACE INC COM 073302101 15,530 258,020 SH   DFND 6 258,020 0 0
B/E AEROSPACE INC COM 073302101 7,082 117,662 SH   DFND 7 97,162 0 20,500
B2GOLD CORP COM 11777Q209 340,598 143,355,324 SH   DFND 1,5 7,109,439 0 136,245,885
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 2,270 136,839 SH   DFND 1,5 43,754 0 93,085
BAIDU INC SPON ADR REP A 056752108 88,091 535,799 SH   DFND 1,5 80,401 0 455,398
BAIDU INC SPON ADR REP A 056752108 4,636 28,200 SH   DFND 6 22,600 0 5,600
BAIDU INC SPON ADR REP A 056752108 6,050 36,800 SH   DFND 7 36,800 0 0
BAKER HUGHES INC COM 057224107 2,190,171 33,710,491 SH   DFND 1,5 1,377,790 0 32,332,701
BAKER HUGHES INC COM 057224107 8,781 135,157 SH   DFND 2 135,157 0 0
BAKER HUGHES INC COM 057224107 5,454 83,941 SH   DFND 3 83,941 0 0
BAKER HUGHES INC COM 057224107 8,688 133,727 SH   DFND 6 133,727 0 0
BAKER HUGHES INC COM 057224107 14,605 224,792 SH   DFND 7 186,750 0 38,042
BAKER HUGHES INC COM 057224107 3,632 55,900 SH   DFND 11 55,900 0 0
BALL CORP COM 058498106 816,972 10,882,798 SH   DFND 1,5 358,611 0 10,524,187
BALL CORP COM 058498106 4,195 55,881 SH   DFND 2 55,881 0 0
BALL CORP COM 058498106 2,890 38,496 SH   DFND 3 38,496 0 0
BALL CORP COM 058498106 5,411 72,079 SH   DFND 6 52,679 0 19,400
BALL CORP COM 058498106 10,825 144,200 SH   DFND 7 83,300 0 60,900
BALL CORP COM 058498106 68,600 913,820 SH   DFND 11 913,820 0 0
BANCFIRST CORP COM 05945F103 77,237 830,054 SH   DFND 1,5 0 0 830,054
BANCO MACRO SA SPON ADR B 05961W105 1,221 18,982 SH   DFND 1,10 18,982 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,374 200,000 SH   DFND 1,5 0 0 200,000
BANCOLOMBIA S A SPON ADR PREF 05968L102 42,621 1,161,961 SH   DFND 1,5 41,420 0 1,120,541
BANK AMER CORP COM 060505104 6,358,296 287,705,686 SH   DFND 1,5 10,817,453 0 276,888,233
BANK AMER CORP 7.25%CNV PFD L 060505682 125,507 107,565 SH   DFND 1,5 20,279 0 87,286
BANK AMER CORP COM 060505104 71,390 3,230,339 SH   DFND 2 3,230,339 0 0
BANK AMER CORP COM 060505104 178,738 8,087,708 SH   DFND 3 8,087,708 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 1,750 1,500 SH   DFND 6 0 0 1,500
BANK AMER CORP COM 060505104 80,323 3,634,539 SH   DFND 6 3,210,660 0 423,879
BANK AMER CORP COM 060505104 179,809 8,136,145 SH   DFND 7 3,578,459 0 4,557,686
BANK AMER CORP 7.25%CNV PFD L 060505682 817 700 SH   DFND 7 700 0 0
BANK AMER CORP COM 060505104 178,533 8,078,400 SH   DFND 11 8,078,400 0 0
BANK HAWAII CORP COM 062540109 41,445 467,300 SH   DFND 1,5 0 0 467,300
BANK MONTREAL QUE COM 063671101 781 10,860 SH   DFND 6 0 0 10,860
BANK MONTREAL QUE COM 063671101 2,040 28,360 SH   DFND 7 28,360 0 0
BANK MONTREAL QUE COM 063671101 106,111 1,475,300 SH   DFND 11 1,475,300 0 0
BANK N S HALIFAX COM 064149107 43,539 781,940 SH   DFND 1,5 0 0 781,940
BANK N S HALIFAX COM 064149107 1,180 21,197 SH   DFND 6 7,700 0 13,497
BANK N S HALIFAX COM 064149107 31,801 571,130 SH   DFND 7 505,830 0 65,300
BANK N S HALIFAX COM 064149107 509,695 9,153,853 SH   DFND 11 8,209,753 0 944,100
BANK NEW YORK MELLON CORP COM 064058100 16,562 349,547 SH   DFND 1,5 0 0 349,547
BANK NEW YORK MELLON CORP COM 064058100 16,015 338,005 SH   DFND 2 338,005 0 0
BANK NEW YORK MELLON CORP COM 064058100 18,417 388,715 SH   DFND 3 388,715 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 39,804 1,266,038 SH   DFND 1,5 198,200 0 1,067,838
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 33,076 1,052,039 SH   DFND 6 1,052,039 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 8,363 266,009 SH   DFND 7 266,009 0 0
BANK OF THE OZARKS INC COM 063904106 144,712 2,751,700 SH   DFND 1,5 9,700 0 2,742,000
BANK OF THE OZARKS INC COM 063904106 31,118 591,700 SH   DFND 6 591,700 0 0
BANK OF THE OZARKS INC COM 063904106 2,856 54,300 SH   DFND 7 54,300 0 0
BANK OF THE OZARKS INC COM 063904106 35,834 681,390 SH   DFND 11 681,390 0 0
BANKRATE INC DEL COM 06647F102 24,366 2,205,112 SH   DFND 1,5 4,438 0 2,200,674
BANKRATE INC DEL COM 06647F102 7,608 688,491 SH   DFND 6 688,491 0 0
BANKRATE INC DEL COM 06647F102 2,329 210,750 SH   DFND 7 210,750 0 0
BANKUNITED INC COM 06652K103 30,122 799,212 SH   DFND 1,5 0 0 799,212
BANKUNITED INC COM 06652K103 97,884 2,597,085 SH   DFND 6 2,524,385 0 72,700
BANKUNITED INC COM 06652K103 29,838 791,657 SH   DFND 7 708,057 0 83,600
BANNER CORP COM NEW 06652V208 77,060 1,380,761 SH   DFND 1,5 561 0 1,380,200
BANNER CORP COM NEW 06652V208 11,815 211,700 SH   DFND 6 211,700 0 0
BANNER CORP COM NEW 06652V208 1,088 19,500 SH   DFND 7 19,500 0 0
BAR HBR BANKSHARES COM 066849100 6,628 140,037 SH   DFND 1,5 140,037 0 0
BARCLAYS BANK PLC ETN DJUBS GRNS37 06739H305 4,072 144,700 SH   DFND 1,5 0 0 144,700
BARCLAYS PLC ADR 06738E204 27,863 2,532,972 SH   DFND 1,5 0 0 2,532,972
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 56,325 54,142,000 PRN   DFND 1,5 0 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 2,408 2,315,000 PRN   DFND 6 0 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 681 655,000 PRN   DFND 7 0 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 85,940 91,780,000 PRN   DFND 1,5 0 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 5,401 5,768,000 PRN   DFND 6 0 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 805 860,000 PRN   DFND 7 0 0 0
BARD C R INC COM 067383109 142,367 633,698 SH   DFND 1,5 50,925 0 582,773
BARD C R INC COM 067383109 5,281 23,505 SH   DFND 2 23,505 0 0
BARD C R INC COM 067383109 6,160 27,421 SH   DFND 3 27,421 0 0
BARD C R INC COM 067383109 20,507 91,278 SH   DFND 6 91,278 0 0
BARD C R INC COM 067383109 38,317 170,557 SH   DFND 7 170,557 0 0
BARNES & NOBLE ED INC COM 06777U101 5,650 492,549 SH   DFND 1,5 104,242 0 388,307
BARRICK GOLD CORP COM 067901108 160,262 10,012,804 SH   DFND 1,5 0 0 10,012,804
BARRICK GOLD CORP COM 067901108 6,532 408,100 SH   DFND 1,10 0 0 408,100
BARRICK GOLD CORP COM 067901108 4,338 271,056 SH   DFND 3 271,056 0 0
BARRICK GOLD CORP COM 067901108 7,111 444,300 SH   DFND 7 385,300 0 59,000
BARRICK GOLD CORP COM 067901108 84,116 5,255,380 SH   DFND 11 4,895,280 0 360,100
BATS GLOBAL MKTS INC COM 05491G109 40,082 1,196,131 SH   DFND 1,5 1,831 0 1,194,300
BATS GLOBAL MKTS INC COM 05491G109 858 25,600 SH   DFND 7 25,600 0 0
BAXTER INTL INC COM 071813109 55,075 1,242,100 SH   DFND 1,5 117,441 0 1,124,659
BAXTER INTL INC COM 071813109 6,939 156,490 SH   DFND 2 156,490 0 0
BAXTER INTL INC COM 071813109 7,003 157,949 SH   DFND 3 157,949 0 0
BAXTER INTL INC COM 071813109 9,112 205,500 SH   DFND 11 205,500 0 0
BAYTEX ENERGY CORP COM 07317Q105 4,397 900,000 SH   DFND 1,5 300,000 0 600,000
BAZAARVOICE INC COM 073271108 6,873 1,417,100 SH   DFND 1,5 0 0 1,417,100
BB&T CORP COM 054937107 12,197 259,392 SH   DFND 2 259,392 0 0
BB&T CORP COM 054937107 9,673 205,715 SH   DFND 3 205,715 0 0
BCE INC COM NEW 05534B760 2,956 68,394 SH   DFND 1,5 94 0 68,300
BCE INC COM NEW 05534B760 2,440 56,447 SH   DFND 6 35,343 0 21,104
BCE INC COM NEW 05534B760 19,412 449,129 SH   DFND 7 433,629 0 15,500
BCE INC COM NEW 05534B760 487,350 11,275,910 SH   DFND 11 10,152,280 0 1,123,630
BECTON DICKINSON & CO COM 075887109 366,579 2,214,307 SH   DFND 1,5 155,238 0 2,059,069
BECTON DICKINSON & CO COM 075887109 11,237 67,874 SH   DFND 2 67,874 0 0
BECTON DICKINSON & CO COM 075887109 17,180 103,776 SH   DFND 3 103,776 0 0
BECTON DICKINSON & CO COM 075887109 364 2,200 SH   DFND 6 2,200 0 0
BECTON DICKINSON & CO COM 075887109 3,323 20,070 SH   DFND 7 11,946 0 8,124
BED BATH & BEYOND INC COM 075896100 487,238 11,989,117 SH   DFND 1,5 2,671,217 0 9,317,900
BED BATH & BEYOND INC COM 075896100 1,976 48,617 SH   DFND 2 48,617 0 0
BED BATH & BEYOND INC COM 075896100 972 23,926 SH   DFND 3 23,926 0 0
BED BATH & BEYOND INC COM 075896100 244 6,000 SH   DFND 6 6,000 0 0
BED BATH & BEYOND INC COM 075896100 32,512 800,000 SH   DFND 11 800,000 0 0
BEIGENE LTD SPONSORED ADR 07725L102 109,670 3,612,325 SH   DFND 1,5 698,424 0 2,913,901
BEIGENE LTD SPONSORED ADR 07725L102 7,502 247,100 SH   DFND 1,9 0 0 247,100
BEIGENE LTD SPONSORED ADR 07725L102 638 21,000 SH   DFND 7 21,000 0 0
BEL FUSE INC CL A 077347201 2,809 111,000 SH   DFND 1,5 11,100 0 99,900
BEL FUSE INC CL B 077347300 1,143 37,000 SH   DFND 1,5 37,000 0 0
BELDEN INC COM 077454106 181,947 2,433,423 SH   DFND 1,5 3,723 0 2,429,700
BELLEROPHON THERAPEUTICS INC COM 078771102 633 1,208,070 SH   DFND 1,5 0 0 1,208,070
BELLICUM PHARMACEUTICALS INC COM 079481107 46,784 3,434,964 SH   DFND 1,5 41,300 0 3,393,664
BEMIS INC COM 081437105 237 4,954 SH   DFND 3 4,954 0 0
BENEFICIAL BANCORP INC COM 08171T102 83,831 4,556,037 SH   DFND 1,5 19,098 0 4,536,939
BENEFICIAL BANCORP INC COM 08171T102 15,434 838,800 SH   DFND 6 838,800 0 0
BENEFICIAL BANCORP INC COM 08171T102 6,388 347,174 SH   DFND 7 347,174 0 0
BENEFITFOCUS INC COM 08180D106 67,206 2,262,835 SH   DFND 1,5 41,735 0 2,221,100
BENEFITFOCUS INC COM 08180D106 6,407 215,711 SH   DFND 1,9 0 0 215,711
BERKLEY W R CORP COM 084423102 1,665 25,030 SH   DFND 1,5 30 0 25,000
BERKSHIRE HATHAWAY INC DEL CL A 084670108 7,120,521 29,168 SH   DFND 1,5 3,036 0 26,132
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,481,642 15,226,667 SH   DFND 1,5 143,709 0 15,082,958
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 98,932 607,021 SH   DFND 2 607,021 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 107,301 658,368 SH   DFND 3 658,368 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 244 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21,455 131,642 SH   DFND 6 99,142 0 32,500
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 88,342 542,039 SH   DFND 7 441,039 0 101,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 112,665 691,280 SH   DFND 11 691,280 0 0
BERRY PLASTICS GROUP INC COM 08579W103 181,696 3,728,628 SH   DFND 1,5 27,000 0 3,701,628
BEST BUY INC COM 086516101 1,452,431 34,038,691 SH   DFND 1,5 3,184,000 0 30,854,691
BEST BUY INC COM 086516101 3,724 87,280 SH   DFND 2 87,280 0 0
BEST BUY INC COM 086516101 562 13,168 SH   DFND 3 13,168 0 0
BGC PARTNERS INC CL A 05541T101 3,532 345,300 SH   DFND 1,5 0 0 345,300
BIO RAD LABS INC CL A 090572207 30,186 165,600 SH   DFND 1,5 23,700 0 141,900
BIOAMBER INC COM 09072Q106 6,188 1,125,000 SH   DFND 11 1,125,000 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 4,670 737,723 SH   DFND 1,5 0 0 737,723
BIOGEN INC COM 09062X103 2,178,293 7,681,406 SH   DFND 1,5 434,414 0 7,246,992
BIOGEN INC COM 09062X103 19,724 69,554 SH   DFND 2 69,554 0 0
BIOGEN INC COM 09062X103 24,141 85,129 SH   DFND 3 85,129 0 0
BIOGEN INC COM 09062X103 30,882 108,899 SH   DFND 6 102,702 0 6,197
BIOGEN INC COM 09062X103 72,468 255,546 SH   DFND 7 205,518 0 50,028
BIOMARIN PHARMACEUTICAL INC COM 09061G101 624,901 7,543,465 SH   DFND 1,5 44,898 0 7,498,567
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 28,547 24,360,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,488 416,326 SH   DFND 6 400,426 0 15,900
BIOMARIN PHARMACEUTICAL INC COM 09061G101 77,101 930,723 SH   DFND 7 581,243 0 349,480
BIOSCRIP INC COM 09069N108 2,563 2,464,295 SH   DFND 6 2,464,295 0 0
BIOSCRIP INC COM 09069N108 1,108 1,065,500 SH   DFND 7 1,065,500 0 0
BIOTIME INC *W EXP 10/01/201 09066L162 21 30,115 SH   DFND 1,5 0 0 30,115
BITAUTO HLDGS LTD SPONSORED ADS 091727107 53,936 2,847,705 SH   DFND 1,9 94,000 0 2,753,705
BJS RESTAURANTS INC COM 09180C106 2,059 52,400 SH   DFND 1,5 2,400 0 50,000
BLACK BOX CORP DEL COM 091826107 27,404 1,797,000 SH   DFND 1,5 195,100 0 1,601,900
BLACK HILLS CORP COM 092113109 57,246 933,251 SH   DFND 1,5 0 0 933,251
BLACK HILLS CORP COM 092113109 1,803 29,400 SH   DFND 7 29,400 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 11,559 305,800 SH   DFND 1,5 0 0 305,800
BLACK STONE MINERALS L P COM UNIT 09225M101 30,634 1,631,200 SH   DFND 1,5 0 0 1,631,200
BLACKBAUD INC COM 09227Q100 9,158 143,093 SH   DFND 1,5 693 0 142,400
BLACKBAUD INC COM 09227Q100 3,955 61,801 SH   DFND 1,9 0 0 61,801
BLACKBERRY LTD COM 09228F103 3,763 546,484 SH   DFND 1,5 0 0 546,484
BLACKHAWK NETWORK HLDGS INC COM 09238E104 293,466 7,789,418 SH   DFND 1,5 282,859 0 7,506,559
BLACKROCK INC COM 09247X101 1,355,953 3,563,233 SH   DFND 1,5 313,903 0 3,249,330
BLACKROCK INC COM 09247X101 14,787 38,857 SH   DFND 2 38,857 0 0
BLACKROCK INC COM 09247X101 17,448 45,850 SH   DFND 3 45,850 0 0
BLACKROCK INC COM 09247X101 12,180 32,006 SH   DFND 6 25,406 0 6,600
BLACKROCK INC COM 09247X101 31,166 81,900 SH   DFND 7 61,300 0 20,600
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,098,177 40,628,071 SH   DFND 1,5 4,579 0 40,623,492
BLOCK H & R INC COM 093671105 61,659 2,682,003 SH   DFND 1,5 240,300 0 2,441,703
BLOCK H & R INC COM 093671105 1,522 66,209 SH   DFND 2 66,209 0 0
BLOCK H & R INC COM 093671105 469 20,422 SH   DFND 3 20,422 0 0
BLOCK H & R INC COM 093671105 93,323 4,059,265 SH   DFND 11 4,059,265 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 19,514 811,750 SH   DFND 1,5 0 0 811,750
BLUE HILLS BANCORP INC COM 095573101 31,044 1,655,669 SH   DFND 6 1,655,669 0 0
BLUE HILLS BANCORP INC COM 095573101 8,484 452,500 SH   DFND 7 452,500 0 0
BLUEBIRD BIO INC COM 09609G100 374,196 6,064,771 SH   DFND 1,5 1,153,775 0 4,910,996
BLUEBIRD BIO INC COM 09609G100 623 10,100 SH   DFND 6 10,100 0 0
BLUEBIRD BIO INC COM 09609G100 870 14,100 SH   DFND 7 14,100 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 92,205 3,287,154 SH   DFND 1,5 6,660 0 3,280,494
BLUEPRINT MEDICINES CORP COM 09627Y109 263 9,360 SH   DFND 4 9,360 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 11,658 415,626 SH   DFND 6 415,626 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 4,656 166,000 SH   DFND 7 166,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 165,944 9,558,993 SH   DFND 1,5 1,377 0 9,557,616
BOEING CO COM 097023105 808,911 5,195,986 SH   DFND 1,5 408,447 0 4,787,539
BOEING CO COM 097023105 28,564 183,482 SH   DFND 2 183,482 0 0
BOEING CO COM 097023105 70,869 455,219 SH   DFND 3 455,219 0 0
BOEING CO COM 097023105 18,232 117,114 SH   DFND 6 112,174 0 4,940
BOEING CO COM 097023105 81,145 521,230 SH   DFND 7 401,736 0 119,494
BOFI HLDG INC COM 05566U108 731 25,600 SH   DFND 1,5 0 0 25,600
BOISE CASCADE CO DEL COM 09739D100 24,385 1,083,777 SH   DFND 1,5 113 0 1,083,664
BOJANGLES INC COM 097488100 18,054 968,037 SH   DFND 1,5 4,105 0 963,932
BOK FINL CORP COM NEW 05561Q201 124,560 1,500,000 SH   DFND 1,5 0 0 1,500,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 188,967 5,238,900 SH   DFND 1,5 0 0 5,238,900
BORGWARNER INC COM 099724106 2,524 64,003 SH   DFND 2 64,003 0 0
BORGWARNER INC COM 099724106 2,943 74,623 SH   DFND 3 74,623 0 0
BOSTON BEER INC CL A 100557107 60,455 355,933 SH   DFND 1,5 24,212 0 331,721
BOSTON PRIVATE FINL HLDGS IN COM 101119105 33,432 2,020,081 SH   DFND 1,5 750 0 2,019,331
BOSTON PRIVATE FINL HLDGS IN COM 101119105 46,575 2,814,220 SH   DFND 6 2,641,320 0 172,900
BOSTON PRIVATE FINL HLDGS IN COM 101119105 21,626 1,306,727 SH   DFND 7 1,096,427 0 210,300
BOSTON PROPERTIES INC COM 101121101 1,072,039 8,523,127 SH   DFND 1,5 3,966,300 0 4,556,827
BOSTON PROPERTIES INC COM 101121101 6,183 49,157 SH   DFND 2 49,157 0 0
BOSTON PROPERTIES INC COM 101121101 6,865 54,577 SH   DFND 3 54,577 0 0
BOSTON PROPERTIES INC COM 101121101 60,809 483,453 SH   DFND 6 475,186 0 8,267
BOSTON PROPERTIES INC COM 101121101 51,224 407,248 SH   DFND 7 275,706 0 131,542
BOSTON PROPERTIES INC COM 101121101 22,941 182,390 SH   DFND 11 182,390 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,618,695 167,299,835 SH   DFND 1,5 8,089,034 0 159,210,801
BOSTON SCIENTIFIC CORP COM 101137107 9,415 435,296 SH   DFND 2 435,296 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,250 104,018 SH   DFND 3 104,018 0 0
BOSTON SCIENTIFIC CORP COM 101137107 30,575 1,413,561 SH   DFND 6 1,269,761 0 143,800
BOSTON SCIENTIFIC CORP COM 101137107 50,832 2,350,084 SH   DFND 7 1,684,284 0 665,800
BOX INC CL A 10316T104 3,641 262,664 SH   DFND 1,9 0 0 262,664
BOYD GAMING CORP COM 103304101 520 25,800 SH   DFND 1,5 0 0 25,800
BP PLC SPONSORED ADR 055622104 17,146 458,700 SH   DFND 1,5 0 0 458,700
BP PLC SPONSORED ADR 055622104 640 17,128 SH   DFND 3 17,128 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 295,891 17,921,926 SH   DFND 1,5 12,108,526 0 5,813,400
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 6,002 363,560 SH   DFND 6 363,560 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 2,206 133,630 SH   DFND 7 133,630 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 228 60,000 SH   DFND 1,5 60,000 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 80,013 1,142,713 SH   DFND 1,5 46,164 0 1,096,549
BRINKER INTL INC COM 109641100 4,482 90,500 SH   DFND 1,5 28,000 0 62,500
BRINKER INTL INC COM 109641100 5,104 103,040 SH   DFND 6 103,040 0 0
BRINKER INTL INC COM 109641100 1,878 37,920 SH   DFND 7 37,920 0 0
BRINKS CO COM 109696104 19,002 460,651 SH   DFND 1,5 72,828 0 387,823
BRISTOL MYERS SQUIBB CO COM 110122108 2,433,754 41,645,350 SH   DFND 1,5 2,913,973 0 38,731,377
BRISTOL MYERS SQUIBB CO COM 110122108 31,222 534,251 SH   DFND 2 534,251 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 77,469 1,325,618 SH   DFND 3 1,325,618 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 25,133 430,068 SH   DFND 6 394,768 0 35,300
BRISTOL MYERS SQUIBB CO COM 110122108 81,079 1,387,387 SH   DFND 7 1,056,660 0 330,727
BRISTOW GROUP INC COM 110394103 9,325 455,300 SH   DFND 1,5 47,100 0 408,200
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,200,405 10,654,170 SH   DFND 1,5 256,200 0 10,397,970
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 25,869 229,600 SH   DFND 1,10 4,600 0 225,000
BRIXMOR PPTY GROUP INC COM 11120U105 453,616 18,575,585 SH   DFND 1,5 11,452,248 0 7,123,337
BRIXMOR PPTY GROUP INC COM 11120U105 20,807 852,036 SH   DFND 6 852,036 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 6,564 268,800 SH   DFND 7 0 0 268,800
BROADCOM LTD SHS Y09827109 3,194,559 18,071,838 SH   DFND 1,5 1,148,977 0 16,922,861
BROADCOM LTD SHS Y09827109 99,698 563,996 SH   DFND 1,9 0 0 563,996
BROADCOM LTD SHS Y09827109 22,453 127,016 SH   DFND 2 127,016 0 0
BROADCOM LTD SHS Y09827109 19,701 111,452 SH   DFND 3 111,452 0 0
BROADCOM LTD SHS Y09827109 51,448 291,044 SH   DFND 6 267,869 0 23,175
BROADCOM LTD SHS Y09827109 66,167 374,310 SH   DFND 7 318,510 0 55,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 38,409 579,318 SH   DFND 1,5 18 0 579,300
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 530 7,991 SH   DFND 3 7,991 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 67,425 1,016,970 SH   DFND 11 1,016,970 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 7,672 6,350,000 PRN   DFND 1,5 0 0 0
BROADSOFT INC COM 11133B409 693 16,800 SH   DFND 1,9 0 0 16,800
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 96,987 7,765,164 SH   DFND 1,5 576,579 0 7,188,585
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 80,390 80,040,000 PRN   DFND 1,5 0 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 6,998 560,300 SH   DFND 6 560,300 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 2,926 234,300 SH   DFND 7 234,300 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 76,701 6,141,000 SH   DFND 11 6,141,000 0 0
BROOKDALE SR LIVING INC COM 112463104 6,668 536,900 SH   DFND 1,5 0 0 536,900
BROOKDALE SR LIVING INC COM 112463104 3,440 277,000 SH   DFND 6 277,000 0 0
BROOKDALE SR LIVING INC COM 112463104 1,541 124,100 SH   DFND 7 124,100 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 56,516 1,712,900 SH   DFND 1,5 0 0 1,712,900
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 28,945 877,268 SH   DFND 6 434,918 0 442,350
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 34,161 1,035,345 SH   DFND 7 883,645 0 151,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 653,362 19,802,179 SH   DFND 11 16,461,735 0 3,340,444
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 16,473 492,365 SH   DFND 11 492,365 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 161,740 7,404,049 SH   DFND 11 7,404,049 0 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 34,215 1,152,800 SH   DFND 11 1,152,800 0 0
BROWN & BROWN INC COM 115236101 183,766 4,096,431 SH   DFND 1,5 55,000 0 4,041,431
BROWN & BROWN INC COM 115236101 1,446 32,235 SH   DFND 6 32,235 0 0
BROWN FORMAN CORP CL B 115637209 45,146 1,005,035 SH   DFND 1,5 202 0 1,004,833
BROWN FORMAN CORP CL B 115637209 2,619 58,306 SH   DFND 2 58,306 0 0
BROWN FORMAN CORP CL B 115637209 261 5,816 SH   DFND 3 5,816 0 0
BRUKER CORP COM 116794108 101,074 4,772,124 SH   DFND 1,5 44,462 0 4,727,662
BRUKER CORP COM 116794108 9,516 449,290 SH   DFND 6 329,990 0 119,300
BRUKER CORP COM 116794108 9,180 433,446 SH   DFND 7 281,146 0 152,300
BRUNSWICK CORP COM 117043109 196,821 3,608,748 SH   DFND 1,5 3,552 0 3,605,196
BRUNSWICK CORP COM 117043109 39,090 716,730 SH   DFND 6 689,630 0 27,100
BRUNSWICK CORP COM 117043109 23,610 432,900 SH   DFND 7 375,600 0 57,300
BT GROUP PLC ADR 05577E101 6,289 273,100 SH   DFND 1,5 0 0 273,100
BT GROUP PLC ADR 05577E101 2,917 126,658 SH   DFND 3 126,658 0 0
BUCKLE INC COM 118440106 166,258 7,292,000 SH   DFND 1,5 1,817,900 0 5,474,100
BUFFALO WILD WINGS INC COM 119848109 385,559 2,497,145 SH   DFND 1,5 280,545 0 2,216,600
BUFFALO WILD WINGS INC COM 119848109 4,300 27,848 SH   DFND 6 27,848 0 0
BUFFALO WILD WINGS INC COM 119848109 3,381 21,900 SH   DFND 7 21,900 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 11,385 1,037,866 SH   DFND 1,5 11,958 0 1,025,908
BUILDERS FIRSTSOURCE INC COM 12008R107 13,438 1,224,960 SH   DFND 6 1,224,960 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 4,665 425,276 SH   DFND 7 333,976 0 91,300
BUNGE LIMITED COM G16962105 322,247 4,460,787 SH   DFND 1,5 5,494 0 4,455,293
BUNGE LIMITED COM G16962105 1,183 16,370 SH   DFND 6 16,370 0 0
BUNGE LIMITED COM G16962105 4,873 67,449 SH   DFND 7 67,449 0 0
BURLINGTON STORES INC COM 122017106 42,311 499,250 SH   DFND 1,5 250 0 499,000
BWX TECHNOLOGIES INC COM 05605H100 86,445 2,177,453 SH   DFND 1,5 0 0 2,177,453
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 311,478 4,251,676 SH   DFND 1,5 203,638 0 4,048,038
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,316 45,269 SH   DFND 2 45,269 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 16,074 219,417 SH   DFND 3 219,417 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,888 39,425 SH   DFND 6 39,425 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,608 62,900 SH   DFND 7 62,900 0 0
CA INC COM 12673P105 3,183 100,180 SH   DFND 2 100,180 0 0
CA INC COM 12673P105 607 19,119 SH   DFND 3 19,119 0 0
CABELAS INC COM 126804301 3,291 56,215 SH   DFND 1,5 15 0 56,200
CABLE ONE INC COM 12685J105 2,246 3,613 SH   DFND 1,5 749 0 2,864
CABLE ONE INC COM 12685J105 302 485 SH   DFND 3 485 0 0
CABOT OIL & GAS CORP COM 127097103 440,228 18,845,398 SH   DFND 1,5 1,034,476 0 17,810,922
CABOT OIL & GAS CORP COM 127097103 3,474 148,697 SH   DFND 2 148,697 0 0
CABOT OIL & GAS CORP COM 127097103 540 23,120 SH   DFND 3 23,120 0 0
CABOT OIL & GAS CORP COM 127097103 4,079 174,602 SH   DFND 6 174,602 0 0
CACI INTL INC CL A 127190304 178,240 1,433,953 SH   DFND 1,5 0 0 1,433,953
CAE INC COM 124765108 427 30,530 SH   DFND 6 0 0 30,530
CAE INC COM 124765108 50,000 3,574,700 SH   DFND 11 3,574,700 0 0
CALATLANTIC GROUP INC COM 128195104 286,883 8,435,257 SH   DFND 1,5 2,400 0 8,432,857
CALATLANTIC GROUP INC COM 128195104 4,525 133,061 SH   DFND 6 83,432 0 49,629
CALATLANTIC GROUP INC COM 128195104 4,873 143,283 SH   DFND 7 90,113 0 53,170
CALITHERA BIOSCIENCES INC COM 13089P101 1,256 386,598 SH   DFND 1,5 0 0 386,598
CALIX INC COM 13100M509 772 100,200 SH   DFND 1,5 0 0 100,200
CALLAWAY GOLF CO COM 131193104 47,183 4,305,000 SH   DFND 1,5 1,122,700 0 3,182,300
CALLIDUS SOFTWARE INC COM 13123E500 33,309 1,982,663 SH   DFND 1,9 200 0 1,982,463
CALLIDUS SOFTWARE INC COM 13123E500 40,273 2,397,195 SH   DFND 6 2,316,695 0 80,500
CALLIDUS SOFTWARE INC COM 13123E500 13,651 812,530 SH   DFND 7 718,930 0 93,600
CALLON PETE CO DEL COM 13123X102 119,271 7,759,955 SH   DFND 1,5 0 0 7,759,955
CALLON PETE CO DEL COM 13123X102 60,376 3,928,172 SH   DFND 6 3,928,172 0 0
CALLON PETE CO DEL COM 13123X102 22,156 1,441,490 SH   DFND 7 1,333,990 0 107,500
CALPINE CORP COM NEW 131347304 58,718 5,137,173 SH   DFND 1,5 9,510 0 5,127,663
CALPINE CORP COM NEW 131347304 194 17,000 SH   DFND 6 17,000 0 0
CAMBREX CORP COM 132011107 17,509 324,548 SH   DFND 1,5 1,348 0 323,200
CAMBREX CORP COM 132011107 6,873 127,400 SH   DFND 6 127,400 0 0
CAMBREX CORP COM 132011107 2,832 52,500 SH   DFND 7 52,500 0 0
CAMDEN NATL CORP COM 133034108 17,779 399,977 SH   DFND 1,5 7,100 0 392,877
CAMDEN NATL CORP COM 133034108 28,757 646,962 SH   DFND 6 646,962 0 0
CAMDEN NATL CORP COM 133034108 9,599 215,950 SH   DFND 7 215,950 0 0
CAMDEN PPTY TR SH BEN INT 133131102 277,601 3,302,028 SH   DFND 1,5 2,234,562 0 1,067,466
CAMDEN PPTY TR SH BEN INT 133131102 302 3,595 SH   DFND 7 3,595 0 0
CAMECO CORP COM 13321L108 202 19,300 SH   DFND 1,5 0 0 19,300
CAMECO CORP COM 13321L108 2,235 213,700 SH   DFND 11 213,700 0 0
CAMPBELL SOUP CO COM 134429109 31,450 520,100 SH   DFND 1,5 66,300 0 453,800
CAMPBELL SOUP CO COM 134429109 3,745 61,939 SH   DFND 2 61,939 0 0
CAMPBELL SOUP CO COM 134429109 8,911 147,367 SH   DFND 3 147,367 0 0
CANADIAN NAT RES LTD COM 136385101 319,042 10,010,788 SH   DFND 1,5 763,670 0 9,247,118
CANADIAN NAT RES LTD COM 136385101 5,270 165,359 SH   DFND 3 165,359 0 0
CANADIAN NAT RES LTD COM 136385101 15,464 485,218 SH   DFND 6 214,545 0 270,673
CANADIAN NAT RES LTD COM 136385101 22,172 695,710 SH   DFND 7 590,410 0 105,300
CANADIAN NAT RES LTD COM 136385101 643,818 20,201,488 SH   DFND 11 17,345,795 0 2,855,693
CANADIAN NATL RY CO COM 136375102 97,601 1,450,249 SH   DFND 1,5 0 0 1,450,249
CANADIAN NATL RY CO COM 136375102 293 4,356 SH   DFND 3 4,356 0 0
CANADIAN NATL RY CO COM 136375102 22,032 327,373 SH   DFND 6 156,889 0 170,484
CANADIAN NATL RY CO COM 136375102 32,162 477,896 SH   DFND 7 408,196 0 69,700
CANADIAN NATL RY CO COM 136375102 893,097 13,270,436 SH   DFND 11 12,355,236 0 915,200
CANADIAN NATL RY CO COM 136375102 289 4,300 SH   DFND   4,300 0 0
CANADIAN PAC RY LTD COM 13645T100 156,859 1,099,431 SH   DFND 1,5 111,991 0 987,440
CANADIAN PAC RY LTD COM 13645T100 1,384 9,700 SH   DFND 6 800 0 8,900
CANADIAN PAC RY LTD COM 13645T100 9,117 63,900 SH   DFND 7 56,600 0 7,300
CANADIAN PAC RY LTD COM 13645T100 364,678 2,556,042 SH   DFND 11 2,276,235 0 279,807
CANON INC SPONSORED ADR 138006309 14,545 516,885 SH   DFND 1,5 0 0 516,885
CANTEL MEDICAL CORP COM 138098108 9,767 124,023 SH   DFND 1,5 927 0 123,096
CAPELLA EDUCATION COMPANY COM 139594105 2,906 33,100 SH   DFND 6 33,100 0 0
CAPELLA EDUCATION COMPANY COM 139594105 334 3,800 SH   DFND 7 3,800 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,347,856 26,912,604 SH   DFND 1,5 175,163 0 26,737,441
CAPITAL ONE FINL CORP COM 14040H105 13,451 154,180 SH   DFND 2 154,180 0 0
CAPITAL ONE FINL CORP COM 14040H105 19,624 224,941 SH   DFND 3 224,941 0 0
CAPITAL ONE FINL CORP COM 14040H105 31,210 357,745 SH   DFND 6 296,440 0 61,305
CAPITAL ONE FINL CORP COM 14040H105 176,034 2,017,818 SH   DFND 7 1,415,008 0 602,810
CAPITAL SR LIVING CORP COM 140475104 11,987 746,830 SH   DFND 1,5 188,730 0 558,100
CAPITAL SR LIVING CORP COM 140475104 8,717 543,100 SH   DFND 6 543,100 0 0
CAPITAL SR LIVING CORP COM 140475104 3,545 220,900 SH   DFND 7 220,900 0 0
CAPITOL FED FINL INC COM 14057J101 1,160 70,500 SH   DFND 1,5 0 0 70,500
CAPSTEAD MTG CORP COM NO PAR 14067E506 357 35,000 SH   DFND 1,5 0 0 35,000
CARA THERAPEUTICS INC COM 140755109 845 90,999 SH   DFND 1,5 0 0 90,999
CARBO CERAMICS INC COM 140781105 36,821 3,520,200 SH   DFND 1,5 1,408,000 0 2,112,200
CARDINAL FINL CORP COM 14149F109 319 9,726 SH   DFND 3 9,726 0 0
CARDINAL HEALTH INC COM 14149Y108 209,572 2,911,942 SH   DFND 1,5 346,842 0 2,565,100
CARDINAL HEALTH INC COM 14149Y108 7,364 102,316 SH   DFND 2 102,316 0 0
CARDINAL HEALTH INC COM 14149Y108 7,720 107,272 SH   DFND 3 107,272 0 0
CARDINAL HEALTH INC COM 14149Y108 64,677 898,670 SH   DFND 11 898,670 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 3,338 137,895 SH   DFND 1,5 0 0 137,895
CARDTRONICS PLC SHS CL A G1991C105 146,323 2,681,388 SH   DFND 1,5 54,775 0 2,626,613
CARDTRONICS PLC SHS CL A G1991C105 6,123 112,200 SH   DFND 6 112,200 0 0
CARDTRONICS PLC SHS CL A G1991C105 562 10,300 SH   DFND 7 10,300 0 0
CARE CAP PPTYS INC COM 141624106 4,312 172,482 SH   DFND 1,5 0 0 172,482
CARETRUST REIT INC COM 14174T107 8,511 555,527 SH   DFND 1,5 56,127 0 499,400
CARLISLE COS INC COM 142339100 10,677 96,805 SH   DFND 1,5 0 0 96,805
CARLISLE COS INC COM 142339100 25,776 233,713 SH   DFND 6 227,519 0 6,194
CARLISLE COS INC COM 142339100 14,881 134,924 SH   DFND 7 121,524 0 13,400
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 9,615 630,500 SH   DFND 1,5 0 0 630,500
CARMAX INC COM 143130102 39,510 613,600 SH   DFND 1,5 144,931 0 468,669
CARMAX INC COM 143130102 3,918 60,844 SH   DFND 2 60,844 0 0
CARMAX INC COM 143130102 1,324 20,560 SH   DFND 3 20,560 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,979 134,050 SH   DFND 2 134,050 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,955 75,975 SH   DFND 3 75,975 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 168,480 4,658,016 SH   DFND 1,5 0 0 4,658,016
CARPENTER TECHNOLOGY CORP COM 144285103 919 25,400 SH   DFND 6 25,400 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 499 13,800 SH   DFND 7 3,400 0 10,400
CARRIAGE SVCS INC COM 143905107 35,173 1,228,094 SH   DFND 1,5 0 0 1,228,094
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 11,555 8,595,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 23,634 825,226 SH   DFND 6 825,226 0 0
CARRIAGE SVCS INC COM 143905107 3,270 114,188 SH   DFND 7 114,188 0 0
CARRIZO OIL & GAS INC COM 144577103 99,781 2,671,507 SH   DFND 1,5 6,736 0 2,664,771
CARRIZO OIL & GAS INC COM 144577103 5,253 140,641 SH   DFND 6 83,141 0 57,500
CARRIZO OIL & GAS INC COM 144577103 6,469 173,200 SH   DFND 7 127,200 0 46,000
CARROLS RESTAURANT GROUP INC COM 14574X104 10,848 711,350 SH   DFND 6 711,350 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 4,492 294,546 SH   DFND 7 294,546 0 0
CARTER INC COM 146229109 10,311 119,358 SH   DFND 6 119,358 0 0
CARTER INC COM 146229109 4,199 48,600 SH   DFND 7 48,600 0 0
CASEYS GEN STORES INC COM 147528103 14,335 120,581 SH   DFND 1,5 81 0 120,500
CASTLIGHT HEALTH INC CL B 14862Q100 36,149 7,302,815 SH   DFND 1,5 1,114,400 0 6,188,415
CASTLIGHT HEALTH INC CL B 14862Q100 100 20,200 SH   DFND 6 20,200 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 436 88,100 SH   DFND 7 88,100 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 4,897 1,356,498 SH   DFND 1,5 7,307 0 1,349,191
CATABASIS PHARMACEUTICALS IN COM 14875P107 75 20,800 SH   DFND 6 20,800 0 0
CATALENT INC COM 148806102 367,182 13,619,527 SH   DFND 1,5 448,984 0 13,170,543
CATALENT INC COM 148806102 51,231 1,900,260 SH   DFND 6 1,811,460 0 88,800
CATALENT INC COM 148806102 22,513 835,065 SH   DFND 7 739,665 0 95,400
CATALENT INC COM 148806102 1,321 49,000 SH   DFND 11 49,000 0 0
CATERPILLAR INC DEL COM 149123101 1,371,133 14,784,702 SH   DFND 1,5 1,466,105 0 13,318,597
CATERPILLAR INC DEL COM 149123101 17,346 187,034 SH   DFND 2 187,034 0 0
CATERPILLAR INC DEL COM 149123101 19,149 206,483 SH   DFND 3 206,483 0 0
CATERPILLAR INC DEL COM 149123101 17,303 186,574 SH   DFND 6 149,674 0 36,900
CATERPILLAR INC DEL COM 149123101 36,934 398,256 SH   DFND 7 137,817 0 260,439
CATHAY GEN BANCORP COM 149150104 190,378 5,006,000 SH   DFND 1,5 258,800 0 4,747,200
CAVCO INDS INC DEL COM 149568107 10,058 100,729 SH   DFND 1,5 729 0 100,000
CAVIUM INC COM 14964U108 458,513 7,343,255 SH   DFND 1,5 1,226,831 0 6,116,424
CAVIUM INC COM 14964U108 18,620 298,202 SH   DFND 1,9 100 0 298,102
CAVIUM INC COM 14964U108 76,559 1,226,122 SH   DFND 6 1,193,622 0 32,500
CAVIUM INC COM 14964U108 31,584 505,831 SH   DFND 7 452,031 0 53,800
CAVIUM INC COM 14964U108 42,278 677,100 SH   DFND 11 677,100 0 0
CBIZ INC COM 124805102 54,018 3,942,916 SH   DFND 1,5 50,916 0 3,892,000
CBIZ INC COM 124805102 24,005 1,752,165 SH   DFND 6 1,752,165 0 0
CBIZ INC COM 124805102 11,272 822,798 SH   DFND 7 723,998 0 98,800
CBL & ASSOC PPTYS INC COM 124830100 52,762 4,587,968 SH   DFND 1,5 120,600 0 4,467,368
CBOE HLDGS INC COM 12503M108 435,379 5,892,265 SH   DFND 1,5 234,138 0 5,658,127
CBOE HLDGS INC COM 12503M108 16,586 224,470 SH   DFND 6 224,470 0 0
CBOE HLDGS INC COM 12503M108 7,758 104,990 SH   DFND 7 104,990 0 0
CBRE GROUP INC CL A 12504L109 318,850 10,125,429 SH   DFND 1,5 37,234 0 10,088,195
CBRE GROUP INC CL A 12504L109 3,022 95,959 SH   DFND 2 95,959 0 0
CBRE GROUP INC CL A 12504L109 1,671 53,072 SH   DFND 3 53,072 0 0
CBRE GROUP INC CL A 12504L109 2,185 69,400 SH   DFND 7 69,400 0 0
CBS CORP NEW CL B 124857202 156,289 2,456,608 SH   DFND 1,5 19,370 0 2,437,238
CBS CORP NEW CL B 124857202 7,972 125,305 SH   DFND 2 125,305 0 0
CBS CORP NEW CL B 124857202 20,980 329,768 SH   DFND 3 329,768 0 0
CDK GLOBAL INC COM 12508E101 116,462 1,951,115 SH   DFND 1,5 159,035 0 1,792,080
CDK GLOBAL INC COM 12508E101 328 5,500 SH   DFND 3 5,500 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 933 11,430 SH   DFND 7 11,430 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 48,036 588,680 SH   DFND 11 588,680 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 3,721 45,601 SH   DFND   45,601 0 0
CDW CORP COM 12514G108 856,681 16,446,167 SH   DFND 1,5 1,308,955 0 15,137,212
CDW CORP COM 12514G108 42,126 808,716 SH   DFND 6 808,716 0 0
CDW CORP COM 12514G108 8,143 156,316 SH   DFND 7 156,316 0 0
CDW CORP COM 12514G108 63,300 1,215,200 SH   DFND 11 1,215,200 0 0
CEB INC COM 125134106 16,647 274,700 SH   DFND 1,5 0 0 274,700
CECO ENVIRONMENTAL CORP COM 125141101 15,069 1,080,200 SH   DFND 1,5 158,196 0 922,004
CEDAR FAIR L P DEPOSITRY UNIT 150185106 116,213 1,810,170 SH   DFND 1,5 0 0 1,810,170
CEDAR REALTY TRUST INC COM NEW 150602209 72,135 11,046,702 SH   DFND 1,5 3,517,148 0 7,529,554
CEDAR REALTY TRUST INC COM NEW 150602209 8,934 1,368,216 SH   DFND 6 1,368,216 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,867 439,008 SH   DFND 7 0 0 439,008
CELADON GROUP INC COM 150838100 5,266 736,509 SH   DFND 1,5 24,600 0 711,909
CELANESE CORP DEL COM SER A 150870103 94,448 1,199,492 SH   DFND 1,5 32,018 0 1,167,474
CELANESE CORP DEL COM SER A 150870103 956 12,137 SH   DFND 3 12,137 0 0
CELESTICA INC SUB VTG SHS 15101Q108 153 12,900 SH   DFND   12,900 0 0
CELGENE CORP COM 151020104 1,890,685 16,334,215 SH   DFND 1,5 687,836 0 15,646,379
CELGENE CORP COM 151020104 28,684 247,814 SH   DFND 2 247,814 0 0
CELGENE CORP COM 151020104 46,266 399,703 SH   DFND 3 399,703 0 0
CELGENE CORP COM 151020104 14,747 127,400 SH   DFND 6 127,400 0 0
CELGENE CORP COM 151020104 1,690 14,600 SH   DFND 7 14,600 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 68,418 19,327,111 SH   DFND 1,5 1,908,565 0 17,418,546
CELLECTIS S A SPONSORED ADS 15117K103 59,315 3,499,406 SH   DFND 1,5 334,291 0 3,165,115
CELLECTIS S A SPONSORED ADS 15117K103 525 31,000 SH   DFND 7 31,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 124,382 15,489,726 SH   DFND 1,5 1,053,550 0 14,436,176
CEMEX SAB DE CV SPON ADR NEW 151290889 6,482 807,200 SH   DFND 1,10 0 0 807,200
CEMEX SAB DE CV SPON ADR NEW 151290889 1,821 226,800 SH   DFND 6 181,500 0 45,300
CEMEX SAB DE CV SPON ADR NEW 151290889 2,401 299,000 SH   DFND 7 299,000 0 0
CEMPRA INC COM 15130J109 15,515 5,540,925 SH   DFND 1,5 673 0 5,540,252
CENOVUS ENERGY INC COM 15135U109 446,616 29,539,339 SH   DFND 1,5 824,647 0 28,714,692
CENOVUS ENERGY INC COM 15135U109 43,439 2,873,100 SH   DFND 1,10 57,100 0 2,816,000
CENOVUS ENERGY INC COM 15135U109 6,626 438,260 SH   DFND 6 438,260 0 0
CENTENE CORP DEL COM 15135B101 15,091 267,058 SH   DFND 1,5 58 0 267,000
CENTENE CORP DEL COM 15135B101 3,087 54,629 SH   DFND 2 54,629 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 439,022 22,709,824 SH   DFND 1,5 1,522,239 0 21,187,585
CENTENNIAL RESOURCE DEV INC CL A 15136A102 34,831 1,766,300 SH   DFND 6 1,650,900 0 115,400
CENTENNIAL RESOURCE DEV INC CL A 15136A102 13,096 664,100 SH   DFND 7 561,100 0 103,000
CENTERPOINT ENERGY INC COM 15189T107 212,439 8,621,706 SH   DFND 1,5 232,921 0 8,388,785
CENTERPOINT ENERGY INC COM 15189T107 3,392 137,678 SH   DFND 2 137,678 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,378 55,906 SH   DFND 3 55,906 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,589 64,500 SH   DFND 6 64,500 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,828 74,200 SH   DFND 7 74,200 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 784 306,912 SH   DFND 1,10 125,312 0 181,600
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 39,736 1,285,957 SH   DFND 1,5 2,457 0 1,283,500
CENTRAL GARDEN & PET CO COM 153527106 16,582 501,105 SH   DFND 1,5 705 0 500,400
CENTRAL VALLEY CMNTY BANCORP COM 155685100 1,397 70,000 SH   DFND 1,5 45,000 0 25,000
CENTURYLINK INC COM 156700106 79,335 3,336,194 SH   DFND 1,5 171 0 3,336,023
CENTURYLINK INC COM 156700106 4,156 174,764 SH   DFND 2 174,764 0 0
CENTURYLINK INC COM 156700106 2,431 102,249 SH   DFND 3 102,249 0 0
CENTURYLINK INC COM 156700106 650 27,316 SH   DFND 6 0 0 27,316
CENTURYLINK INC COM 156700106 1,987 83,562 SH   DFND 7 83,562 0 0
CERNER CORP COM 156782104 120,793 2,549,991 SH   DFND 1,5 292,593 0 2,257,398
CERNER CORP COM 156782104 4,576 96,591 SH   DFND 2 96,591 0 0
CERNER CORP COM 156782104 3,956 83,509 SH   DFND 3 83,509 0 0
CF INDS HLDGS INC COM 125269100 638,555 20,284,466 SH   DFND 1,5 826,511 0 19,457,955
CF INDS HLDGS INC COM 125269100 2,346 74,521 SH   DFND 2 74,521 0 0
CF INDS HLDGS INC COM 125269100 816 25,936 SH   DFND 3 25,936 0 0
CF INDS HLDGS INC COM 125269100 17,953 570,286 SH   DFND 6 507,473 0 62,813
CF INDS HLDGS INC COM 125269100 9,236 293,390 SH   DFND 7 156,090 0 137,300
CHANGYOU COM LTD ADS REP CL A 15911M107 323 15,200 SH   DFND 1,5 0 0 15,200
CHANNELADVISOR CORP COM 159179100 657 45,800 SH   DFND 1,9 0 0 45,800
CHARLES RIV LABS INTL INC COM 159864107 26,094 342,480 SH   DFND 1,5 280 0 342,200
CHARLES RIV LABS INTL INC COM 159864107 109,563 1,438,021 SH   DFND 11 1,438,021 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,599,084 9,027,104 SH   DFND 1,5 290,953 0 8,736,151
CHARTER COMMUNICATIONS INC N CL A 16119P108 19,930 69,220 SH   DFND 2 69,220 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 13,471 46,787 SH   DFND 3 46,787 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 17,418 60,497 SH   DFND 6 48,401 0 12,096
CHARTER COMMUNICATIONS INC N CL A 16119P108 51,002 177,139 SH   DFND 7 139,662 0 37,477
CHASE CORP COM 16150R104 111,738 1,337,375 SH   DFND 1,5 128,919 0 1,208,456
CHECK POINT SOFTWARE TECH LT ORD M22465104 193,794 2,294,506 SH   DFND 1,5 258,466 0 2,036,040
CHECK POINT SOFTWARE TECH LT ORD M22465104 215 2,548 SH   DFND 7 2,548 0 0
CHEESECAKE FACTORY INC COM 163072101 5,988 100,000 SH   DFND 1,5 0 0 100,000
CHEMED CORP NEW COM 16359R103 137,263 855,701 SH   DFND 1,5 35,701 0 820,000
CHEMOURS CO COM 163851108 240,447 10,884,859 SH   DFND 1,5 253,591 0 10,631,268
CHEMOURS CO COM 163851108 919 41,600 SH   DFND 6 41,600 0 0
CHENIERE ENERGY INC COM NEW 16411R208 133,127 3,213,300 SH   DFND 1,5 5,600 0 3,207,700
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 3,028 50,000 PRN   DFND   0 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 16,758 581,461 SH   DFND 1,5 0 0 581,461
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 60,915 2,723,046 SH   DFND 1,5 0 0 2,723,046
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 1,311 58,600 SH   DFND 7 58,600 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,673 238,289 SH   DFND 2 238,289 0 0
CHESAPEAKE ENERGY CORP COM 165167107 147 20,961 SH   DFND 3 20,961 0 0
CHEVRON CORP NEW COM 166764100 4,476,566 38,033,699 SH   DFND 1,5 1,017,460 0 37,016,239
CHEVRON CORP NEW COM 166764100 71,029 603,474 SH   DFND 2 603,474 0 0
CHEVRON CORP NEW COM 166764100 251,557 2,137,272 SH   DFND 3 2,137,272 0 0
CHEVRON CORP NEW COM 166764100 37,419 317,916 SH   DFND 6 287,860 0 30,056
CHEVRON CORP NEW COM 166764100 71,971 611,482 SH   DFND 7 187,735 0 423,747
CHEVRON CORP NEW COM 166764100 17,808 151,300 SH   DFND 11 151,300 0 0
CHIASMA INC COM 16706W102 6,169 3,163,839 SH   DFND 1,5 20,441 0 3,143,398
CHIASMA INC COM 16706W102 51 25,908 SH   DFND 6 25,908 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 17,881 563,191 SH   DFND 1,5 0 0 563,191
CHICOS FAS INC COM 168615102 15,915 1,105,992 SH   DFND 1,5 107,092 0 998,900
CHILDRENS PL INC COM 168905107 10,167 100,711 SH   DFND 1,5 11,811 0 88,900
CHILDRENS PL INC COM 168905107 535 5,300 SH   DFND 6 5,300 0 0
CHIMERA INVT CORP COM NEW 16934Q208 15,648 919,405 SH   DFND 1,5 425 0 918,980
CHIMERIX INC COM 16934W106 31,940 6,943,413 SH   DFND 1,5 1,361,187 0 5,582,226
CHINA BIOLOGIC PRODS INC COM 16938C106 144,241 1,341,525 SH   DFND 1,5 53,943 0 1,287,582
CHINA BIOLOGIC PRODS INC COM 16938C106 11,421 106,219 SH   DFND 1,9 1,119 0 105,100
CHINA BIOLOGIC PRODS INC COM 16938C106 2,871 26,700 SH   DFND 7 26,700 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 34,401 663,600 SH   DFND 1,5 177,400 0 486,200
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 200,488 3,823,919 SH   DFND 1,5 142,529 0 3,681,390
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 710 45,656 SH   DFND 1,9 0 0 45,656
CHIPMOS TECHNOLOGIES INC SPONSORED ADR 16965P103 13,294 942,171 SH   DFND 1,9 0 0 942,171
CHIPMOS TECHNOLOGIES INC SPONSORED ADR 16965P103 769 54,500 SH   DFND 7 54,500 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,204,299 3,191,719 SH   DFND 1,5 208,219 0 2,983,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,492 9,255 SH   DFND 2 9,255 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,015 7,990 SH   DFND 3 7,990 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 25,174 66,717 SH   DFND 6 66,717 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,324 6,159 SH   DFND 7 6,159 0 0
CHUBB LIMITED COM H1467J104 3,572,945 27,043,184 SH   DFND 1,5 1,537,510 0 25,505,674
CHUBB LIMITED COM H1467J104 19,654 148,757 SH   DFND 2 148,757 0 0
CHUBB LIMITED COM H1467J104 152,110 1,151,305 SH   DFND 3 1,151,305 0 0
CHUBB LIMITED COM H1467J104 26,551 200,965 SH   DFND 6 176,065 0 24,900
CHUBB LIMITED COM H1467J104 36,861 278,996 SH   DFND 7 201,296 0 77,700
CHUBB LIMITED COM H1467J104 4,978 37,675 SH   DFND 11 37,675 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,353 42,900 SH   DFND 1,5 0 0 42,900
CHURCH & DWIGHT INC COM 171340102 107,096 2,423,546 SH   DFND 1,5 435,700 0 1,987,846
CHURCH & DWIGHT INC COM 171340102 3,653 82,670 SH   DFND 2 82,670 0 0
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CHUYS HLDGS INC COM 171604101 3,901 120,225 SH   DFND 1,5 125 0 120,100
CIDARA THERAPEUTICS INC COM 171757107 15,304 1,471,553 SH   DFND 1,5 0 0 1,471,553
CIENA CORP NOTE 0.875% 6/1 171779AE1 43,857 44,050,000 PRN   DFND 1,5 0 0 0
CIENA CORP COM NEW 171779309 4,921 201,599 SH   DFND 1,9 0 0 201,599
CIENA CORP COM NEW 171779309 25,633 1,050,100 SH   DFND 6 1,050,100 0 0
CIENA CORP COM NEW 171779309 6,554 268,500 SH   DFND 7 268,500 0 0
CIGNA CORPORATION COM 125509109 827,142 6,200,933 SH   DFND 1,5 12,633 0 6,188,300
CIGNA CORPORATION COM 125509109 10,948 82,073 SH   DFND 2 82,073 0 0
CIGNA CORPORATION COM 125509109 14,816 111,069 SH   DFND 3 111,069 0 0
CIGNA CORPORATION COM 125509109 5,042 37,800 SH   DFND 6 37,800 0 0
CIGNA CORPORATION COM 125509109 15,694 117,653 SH   DFND 7 56,324 0 61,329
CIGNA CORPORATION COM 125509109 59,045 442,650 SH   DFND 11 442,650 0 0
CIMAREX ENERGY CO COM 171798101 658,309 4,844,070 SH   DFND 1,5 104,444 0 4,739,626
CIMAREX ENERGY CO COM 171798101 4,126 30,357 SH   DFND 2 30,357 0 0
CIMAREX ENERGY CO COM 171798101 2,080 15,308 SH   DFND 3 15,308 0 0
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CIMPRESS N V SHS EURO N20146101 211,161 2,305,000 SH   DFND 1,5 0 0 2,305,000
CINCINNATI BELL INC NEW COM NEW 171871502 17,607 787,772 SH   DFND 1,5 0 0 787,772
CINCINNATI FINL CORP COM 172062101 3,630 47,927 SH   DFND 2 47,927 0 0
CINCINNATI FINL CORP COM 172062101 2,029 26,788 SH   DFND 3 26,788 0 0
CINEMARK HOLDINGS INC COM 17243V102 167,652 4,370,490 SH   DFND 1,5 9,090 0 4,361,400
CINEMARK HOLDINGS INC COM 17243V102 31,155 812,180 SH   DFND 6 812,180 0 0
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CINTAS CORP COM 172908105 126,288 1,092,831 SH   DFND 1,5 76,605 0 1,016,226
CINTAS CORP COM 172908105 3,179 27,508 SH   DFND 2 27,508 0 0
CINTAS CORP COM 172908105 3,605 31,194 SH   DFND 3 31,194 0 0
CIRRUS LOGIC INC COM 172755100 404,628 7,156,486 SH   DFND 1,5 1,268,408 0 5,888,078
CIRRUS LOGIC INC COM 172755100 5,477 96,866 SH   DFND 1,9 0 0 96,866
CIRRUS LOGIC INC COM 172755100 3,127 55,300 SH   DFND 6 55,300 0 0
CISCO SYS INC COM 17275R102 2,803,877 92,782,168 SH   DFND 1,5 3,981,155 0 88,801,013
CISCO SYS INC COM 17275R102 48,494 1,604,695 SH   DFND 2 1,604,695 0 0
CISCO SYS INC COM 17275R102 211,260 6,990,749 SH   DFND 3 6,990,749 0 0
CISCO SYS INC COM 17275R102 38,312 1,267,785 SH   DFND 6 1,167,325 0 100,460
CISCO SYS INC COM 17275R102 48,557 1,606,790 SH   DFND 7 553,551 0 1,053,239
CIT GROUP INC COM NEW 125581801 503,902 11,806,502 SH   DFND 1,5 971,500 0 10,835,002
CITI TRENDS INC COM 17306X102 29,774 1,580,353 SH   DFND 1,5 205,034 0 1,375,319
CITIGROUP INC COM NEW 172967424 4,952,578 83,334,647 SH   DFND 1,5 3,785,918 0 79,548,729
CITIGROUP INC COM NEW 172967424 54,140 910,989 SH   DFND 2 910,989 0 0
CITIGROUP INC COM NEW 172967424 64,048 1,077,706 SH   DFND 3 1,077,706 0 0
CITIGROUP INC COM NEW 172967424 64,159 1,079,569 SH   DFND 6 947,615 0 131,954
CITIGROUP INC COM NEW 172967424 183,162 3,081,973 SH   DFND 7 1,740,340 0 1,341,633
CITIZENS FINL GROUP INC COM 174610105 63,325 1,777,300 SH   DFND 1,5 41,200 0 1,736,100
CITIZENS FINL GROUP INC COM 174610105 5,830 163,635 SH   DFND 2 163,635 0 0
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CITIZENS FINL GROUP INC COM 174610105 3,945 110,724 SH   DFND 7 110,724 0 0
CITRIX SYS INC COM 177376100 505,235 5,657,093 SH   DFND 1,5 424,749 0 5,232,344
CITRIX SYS INC COM 177376100 4,086 45,749 SH   DFND 1,9 0 0 45,749
CITRIX SYS INC COM 177376100 4,453 49,859 SH   DFND 2 49,859 0 0
CITRIX SYS INC COM 177376100 1,057 11,831 SH   DFND 3 11,831 0 0
CITRIX SYS INC COM 177376100 349 3,910 SH   DFND 6 3,910 0 0
CITRIX SYS INC COM 177376100 5,628 63,012 SH   DFND 7 63,012 0 0
CIVEO CORP CDA COM 17878Y108 27,803 12,637,939 SH   DFND 1,5 1,205,300 0 11,432,639
CIVITAS SOLUTIONS INC COM 17887R102 94,525 4,750,000 SH   DFND 1,5 0 0 4,750,000
CIVITAS SOLUTIONS INC COM 17887R102 9,340 469,371 SH   DFND 6 469,371 0 0
CIVITAS SOLUTIONS INC COM 17887R102 4,054 203,740 SH   DFND 7 203,740 0 0
CLARCOR INC COM 179895107 65,902 799,100 SH   DFND 11 799,100 0 0
CLEARONE INC COM 18506U104 3,032 266,000 SH   DFND 1,5 66,200 0 199,800
CLEARSIDE BIOMEDICAL INC COM 185063104 9,205 1,029,600 SH   DFND 1,5 0 0 1,029,600
CLOROX CO DEL COM 189054109 4,940 41,156 SH   DFND 2 41,156 0 0
CLOROX CO DEL COM 189054109 6,806 56,705 SH   DFND 3 56,705 0 0
CLOVIS ONCOLOGY INC COM 189464100 21,728 489,156 SH   DFND 1,5 0 0 489,156
CME GROUP INC COM 12572Q105 750,934 6,510,052 SH   DFND 1,5 246,050 0 6,264,002
CME GROUP INC COM 12572Q105 12,513 108,482 SH   DFND 2 108,482 0 0
CME GROUP INC COM 12572Q105 10,277 89,097 SH   DFND 3 89,097 0 0
CME GROUP INC COM 12572Q105 12,538 108,697 SH   DFND 6 98,516 0 10,181
CME GROUP INC COM 12572Q105 47,356 410,540 SH   DFND 7 410,540 0 0
CMS ENERGY CORP COM 125896100 136,189 3,272,211 SH   DFND 1,5 72,866 0 3,199,345
CMS ENERGY CORP COM 125896100 3,713 89,223 SH   DFND 2 89,223 0 0
CMS ENERGY CORP COM 125896100 1,563 37,558 SH   DFND 3 37,558 0 0
CMS ENERGY CORP COM 125896100 5,877 141,200 SH   DFND 6 110,700 0 30,500
CMS ENERGY CORP COM 125896100 13,453 323,227 SH   DFND 7 229,027 0 94,200
CMS ENERGY CORP COM 125896100 96,060 2,308,030 SH   DFND 11 2,308,030 0 0
CNH INDL N V SHS N20944109 4,745 546,000 SH   DFND 1,5 53,900 0 492,100
CNH INDL N V SHS N20944109 90 10,400 SH   DFND 1,10 10,400 0 0
CNO FINL GROUP INC COM 12621E103 4,657 243,200 SH   DFND 1,5 0 0 243,200
CNOOC LTD SPONSORED ADR 126132109 1,661 13,400 SH   DFND 1,5 300 0 13,100
CNOOC LTD SPONSORED ADR 126132109 10,214 82,400 SH   DFND 1,9 0 0 82,400
COACH INC COM 189754104 480,862 13,731,057 SH   DFND 1,5 1,347,878 0 12,383,179
COACH INC COM 189754104 3,139 89,626 SH   DFND 2 89,626 0 0
COACH INC COM 189754104 2,068 59,057 SH   DFND 3 59,057 0 0
COBALT INTL ENERGY INC COM 19075F106 4,870 3,991,800 SH   DFND 1,5 148,400 0 3,843,400
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 28,696 72,850,000 PRN   DFND 1,5 0 0 0
COBIZ FINANCIAL INC COM 190897108 23,758 1,406,647 SH   DFND 1,5 0 0 1,406,647
COCA COLA BOTTLING CO CONS COM 191098102 92,592 517,705 SH   DFND 1,5 0 0 517,705
COCA COLA BOTTLING CO CONS COM 191098102 41,901 234,282 SH   DFND 6 219,282 0 15,000
COCA COLA BOTTLING CO CONS COM 191098102 6,929 38,743 SH   DFND 7 38,743 0 0
COCA COLA BOTTLING CO CONS COM 191098102 33,197 185,612 SH   DFND 11 185,612 0 0
COCA COLA CO COM 191216100 2,547,401 61,442,382 SH   DFND 1,5 3,953,621 0 57,488,761
COCA COLA CO COM 191216100 51,447 1,240,874 SH   DFND 2 1,240,874 0 0
COCA COLA CO COM 191216100 99,040 2,388,799 SH   DFND 3 2,388,799 0 0
COCA COLA CO COM 191216100 29,752 717,617 SH   DFND 6 606,917 0 110,700
COCA COLA CO COM 191216100 59,126 1,426,091 SH   DFND 7 463,190 0 962,901
COCA COLA EUROPEAN PARTNERS SHS G25839104 160,782 5,120,450 SH   DFND 1,5 401,700 0 4,718,750
COCA COLA EUROPEAN PARTNERS SHS G25839104 448 14,278 SH   DFND 3 14,278 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 5,870 92,378 SH   DFND 1,5 0 0 92,378
CODEXIS INC COM 192005106 9,064 1,970,490 SH   DFND 1,5 2,200 0 1,968,290
CODEXIS INC COM 192005106 346 75,126 SH   DFND 6 75,126 0 0
CODEXIS INC COM 192005106 47 10,300 SH   DFND 7 10,300 0 0
CODORUS VY BANCORP INC COM 192025104 20,856 729,224 SH   DFND 1,5 73,621 0 655,603
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 54,004 1,306,024 SH   DFND 1,5 409 0 1,305,615
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 40,053 968,641 SH   DFND 6 887,441 0 81,200
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 27,728 670,560 SH   DFND 7 472,060 0 198,500
COGNEX CORP COM 192422103 15,905 250,000 SH   DFND 1,5 0 0 250,000
COGNEX CORP COM 192422103 34,651 544,655 SH   DFND 1,9 0 0 544,655
COGNEX CORP COM 192422103 2,554 40,150 SH   DFND 7 40,150 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 711,353 12,695,935 SH   DFND 1,5 506,233 0 12,189,702
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13,798 246,255 SH   DFND 1,9 0 0 246,255
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10,867 193,947 SH   DFND 2 193,947 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10,557 188,422 SH   DFND 3 188,422 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,723 30,751 SH   DFND 6 30,751 0 0
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COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,317 23,500 SH   DFND 11 23,500 0 0
COHERENT INC COM 192479103 16,679 121,400 SH   DFND 1,5 300 0 121,100
COHERENT INC COM 192479103 7,240 52,700 SH   DFND 6 52,700 0 0
COHERENT INC COM 192479103 646 4,700 SH   DFND 7 4,700 0 0
COHERUS BIOSCIENCES INC COM 19249H103 183,592 6,521,918 SH   DFND 1,5 984,942 0 5,536,976
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COLFAX CORP COM 194014106 101,483 2,824,460 SH   DFND 1,5 2,000 0 2,822,460
COLFAX CORP COM 194014106 9,134 254,220 SH   DFND 6 254,220 0 0
COLFAX CORP COM 194014106 3,042 84,670 SH   DFND 7 84,670 0 0
COLFAX CORP COM 194014106 1,132 31,500 SH   DFND 11 31,500 0 0
COLGATE PALMOLIVE CO COM 194162103 2,489,409 38,041,084 SH   DFND 1,5 3,176,350 0 34,864,734
COLGATE PALMOLIVE CO COM 194162103 18,594 284,142 SH   DFND 2 284,142 0 0
COLGATE PALMOLIVE CO COM 194162103 12,685 193,837 SH   DFND 3 193,837 0 0
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COLLEGIUM PHARMACEUTICAL INC COM 19459J104 13,953 896,173 SH   DFND 1,5 7,673 0 888,500
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COLONY CAP INC CONV PFD-C 19624R403 15,736 675,356 SH   DFND 1,5 0 0 675,356
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COLUCID PHARMACEUTICALS INC COM 19716T101 48,002 1,318,727 SH   DFND 1,5 0 0 1,318,727
COLUMBIA SPORTSWEAR CO COM 198516106 9,783 167,800 SH   DFND 1,5 44,100 0 123,700
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COMCAST CORP NEW CL A 20030N101 2,981,623 43,180,638 SH   DFND 1,5 3,357,267 0 39,823,371
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COMERICA INC COM 200340107 506,686 7,439,236 SH   DFND 1,5 214,806 0 7,224,430
COMERICA INC COM 200340107 3,751 55,068 SH   DFND 2 55,068 0 0
COMERICA INC COM 200340107 50,422 740,303 SH   DFND 3 740,303 0 0
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COMFORT SYS USA INC COM 199908104 2,310 69,360 SH   DFND 1,5 0 0 69,360
COMMERCE BANCSHARES INC COM 200525103 125,481 2,170,574 SH   DFND 1,5 14,312 0 2,156,262
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COMMSCOPE HLDG CO INC COM 20337X109 266,325 7,159,287 SH   DFND 1,5 30,100 0 7,129,187
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COMMSCOPE HLDG CO INC COM 20337X109 58,179 1,563,951 SH   DFND 6 1,499,519 0 64,432
COMMSCOPE HLDG CO INC COM 20337X109 19,653 528,314 SH   DFND 7 491,114 0 37,200
COMMUNICATIONS SALES&LEAS IN COM 20341J104 39,174 1,541,694 SH   DFND 1,5 100 0 1,541,594
COMMUNITY BK SYS INC COM 203607106 125,013 2,023,195 SH   DFND 1,5 1,085 0 2,022,110
COMMUNITY HEALTHCARE TR INC COM 20369C106 10,111 439,024 SH   DFND 1,5 0 0 439,024
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COMMUNITY HEALTHCARE TR INC COM 20369C106 345 15,000 SH   DFND 7 15,000 0 0
COMMUNITY TR BANCORP INC COM 204149108 14,525 292,850 SH   DFND 1,5 0 0 292,850
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 48,323 5,698,459 SH   DFND 1,5 215,029 0 5,483,430
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 61,744 2,943,000 SH   DFND 1,5 103,300 0 2,839,700
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 50,257 4,455,428 SH   DFND 1,5 284,900 0 4,170,528
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,156 102,515 SH   DFND 1,10 102,515 0 0
COMPASS MINERALS INTL INC COM 20451N101 293,515 3,746,200 SH   DFND 1,5 0 0 3,746,200
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COMTECH TELECOMMUNICATIONS C COM NEW 205826209 486 41,000 SH   DFND 1,5 0 0 41,000
CONAGRA BRANDS INC COM 205887102 69,691 1,762,091 SH   DFND 1,5 340 0 1,761,751
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CONNECTONE BANCORP INC NEW COM 20786W107 67,179 2,588,791 SH   DFND 1,5 87,415 0 2,501,376
CONOCOPHILLIPS COM 20825C104 2,716,080 54,169,928 SH   DFND 1,5 1,444,945 0 52,724,983
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CONOCOPHILLIPS COM 20825C104 40,283 803,402 SH   DFND 7 71,300 0 732,102
CONSOL ENERGY INC COM 20854P109 71,678 3,931,894 SH   DFND 1,5 155,863 0 3,776,031
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CONSOLIDATED COMM HLDGS INC COM 209034107 7,005 260,881 SH   DFND 1,5 0 0 260,881
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CONSOLIDATED TOMOKA LD CO COM 210226106 2,903 54,350 SH   DFND 1,5 0 0 54,350
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CONSTELLATION BRANDS INC CL A 21036P108 1,093,706 7,133,954 SH   DFND 1,5 256,216 0 6,877,738
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CONTANGO OIL & GAS COMPANY COM NEW 21075N204 25,203 2,698,380 SH   DFND 1,5 421,280 0 2,277,100
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CONVERGYS CORP COM 212485106 19,622 798,943 SH   DFND 1,5 28,600 0 770,343
COOPER COS INC COM NEW 216648402 489,208 2,796,592 SH   DFND 1,5 109,532 0 2,687,060
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COPA HOLDINGS SA CL A P31076105 177,588 1,955,164 SH   DFND 1,5 20,459 0 1,934,705
COPA HOLDINGS SA CL A P31076105 6,626 72,950 SH   DFND 6 62,450 0 10,500
COPA HOLDINGS SA CL A P31076105 24,611 270,955 SH   DFND 7 87,635 0 183,320
COPART INC COM 217204106 45,769 826,001 SH   DFND 1,5 61,400 0 764,601
COPART INC COM 217204106 9,381 169,300 SH   DFND 6 169,300 0 0
COPART INC COM 217204106 3,535 63,800 SH   DFND 7 63,800 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 9,331 1,104,300 SH   DFND 1,5 0 0 1,104,300
CORE MOLDING TECHNOLOGIES IN COM 218683100 14,077 822,759 SH   DFND 1,5 148,559 0 674,200
CORECIVIC INC COM 21871N101 74,258 3,035,893 SH   DFND 1,5 137,100 0 2,898,793
CORECIVIC INC COM 21871N101 5,795 236,900 SH   DFND 6 236,900 0 0
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CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,764 56,500 SH   DFND 6 56,500 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 559 17,900 SH   DFND 7 0 0 17,900
CORVEL CORP COM 221006109 1,094 29,900 SH   DFND 7 5,000 0 24,900
CORVUS PHARMACEUTICALS INC COM 221015100 32,605 2,280,062 SH   DFND 1,5 158,769 0 2,121,293
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COSTCO WHSL CORP NEW COM 22160K105 26,794 167,348 SH   DFND 6 148,948 0 18,400
COSTCO WHSL CORP NEW COM 22160K105 33,753 210,813 SH   DFND 7 118,482 0 92,331
COTIVITI HLDGS INC COM 22164K101 13,005 378,061 SH   DFND 1,5 0 0 378,061
COTT CORP QUE COM 22163N106 71,027 6,274,000 SH   DFND 1,5 241,103 0 6,032,897
COTT CORP QUE COM 22163N106 6,437 568,563 SH   DFND 6 63,663 0 504,900
COTT CORP QUE COM 22163N106 3,005 265,396 SH   DFND 7 191,196 0 74,200
COTT CORP QUE COM 22163N106 530 46,800 SH   DFND   46,800 0 0
COTY INC COM CL A 222070203 1,075,614 58,744,610 SH   DFND 1,5 6,283,331 0 52,461,279
COTY INC COM CL A 222070203 8,657 472,828 SH   DFND 1,10 8,900 0 463,928
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COUPA SOFTWARE INC COM 22266L106 603 24,100 SH   DFND 1,5 400 0 23,700
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COWEN GROUP INC NEW CL A NEW 223622606 12,558 810,199 SH   DFND 6 730,199 0 80,000
COWEN GROUP INC NEW CL A NEW 223622606 7,111 458,789 SH   DFND 7 377,339 0 81,450
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CRANE CO COM 224399105 6,292 87,240 SH   DFND 1,5 93 0 87,147
CRAY INC COM NEW 225223304 19,528 943,364 SH   DFND 1,5 0 0 943,364
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CREE INC COM 225447101 281,836 10,679,664 SH   DFND 1,5 1,524,457 0 9,155,207
CRESCENT PT ENERGY CORP COM 22576C101 12,065 887,600 SH   DFND 1,5 0 0 887,600
CRESCENT PT ENERGY CORP COM 22576C101 2,103 154,700 SH   DFND 11 154,700 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 7,026 275,000 SH   DFND 1,5 0 0 275,000
CRH PLC ADR 12626K203 296,631 8,628,000 SH   DFND 1,5 243,000 0 8,385,000
CRH PLC ADR 12626K203 331 9,627 SH   DFND 3 9,627 0 0
CRH PLC ADR 12626K203 10,156 295,400 SH   DFND 7 295,400 0 0
CRITEO S A SPONS ADS 226718104 254,716 6,200,498 SH   DFND 1,5 287,600 0 5,912,898
CRITEO S A SPONS ADS 226718104 5,273 128,352 SH   DFND 6 128,352 0 0
CRITEO S A SPONS ADS 226718104 1,943 47,295 SH   DFND 7 47,295 0 0
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CROWN CASTLE INTL CORP NEW COM 22822V101 238,446 2,748,018 SH   DFND 1,5 101,317 0 2,646,701
CROWN CASTLE INTL CORP NEW COM 22822V101 10,002 115,276 SH   DFND 2 115,276 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 34,163 393,720 SH   DFND 3 393,720 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,638 30,400 SH   DFND 6 30,400 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,114 12,833 SH   DFND 7 0 0 12,833
CROWN HOLDINGS INC COM 228368106 1,948 37,047 SH   DFND 3 37,047 0 0
CROWN HOLDINGS INC COM 228368106 4,534 86,244 SH   DFND 7 86,244 0 0
CRYOLIFE INC COM 228903100 9,174 479,081 SH   DFND 1,5 0 0 479,081
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CSG SYS INTL INC COM 126349109 73,694 1,522,598 SH   DFND 11 1,522,598 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 7,036 723,159 SH   DFND 1,5 0 0 723,159
CSRA INC COM 12650T104 354,253 11,126,032 SH   DFND 1,5 893,648 0 10,232,384
CSRA INC COM 12650T104 9,211 289,300 SH   DFND 1,9 0 0 289,300
CSRA INC COM 12650T104 1,480 46,497 SH   DFND 2 46,497 0 0
CSRA INC COM 12650T104 230 7,215 SH   DFND 3 7,215 0 0
CSRA INC COM 12650T104 44,665 1,402,797 SH   DFND 6 1,355,497 0 47,300
CSRA INC COM 12650T104 13,936 437,700 SH   DFND 7 396,000 0 41,700
CST BRANDS INC COM 12646R105 143,487 2,980,000 SH   DFND 1,5 307,900 0 2,672,100
CST BRANDS INC COM 12646R105 287,287 5,966,500 SH   DFND 11 5,966,500 0 0
CSX CORP COM 126408103 954,210 26,557,482 SH   DFND 1,5 76,572 0 26,480,910
CSX CORP COM 126408103 10,758 299,428 SH   DFND 2 299,428 0 0
CSX CORP COM 126408103 11,372 316,492 SH   DFND 3 316,492 0 0
CSX CORP COM 126408103 20,822 579,502 SH   DFND 6 525,539 0 53,963
CSX CORP COM 126408103 73,339 2,041,171 SH   DFND 7 1,600,183 0 440,988
CTI BIOPHARMA CORP COM 12648L106 384 952,369 SH   DFND 1,5 0 0 952,369
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 308,421 7,710,525 SH   DFND 1,5 866,106 0 6,844,419
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 31,534 788,338 SH   DFND 1,9 15,669 0 772,669
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 31,336 783,400 SH   DFND 1,10 15,800 0 767,600
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,610 40,246 SH   DFND 6 40,246 0 0
CUBESMART COM 229663109 23,608 881,900 SH   DFND 1,5 0 0 881,900
CUBESMART COM 229663109 1,456 54,400 SH   DFND 6 54,400 0 0
CUBESMART COM 229663109 2,741 102,400 SH   DFND 7 61,400 0 41,000
CULLEN FROST BANKERS INC COM 229899109 351,802 3,987,323 SH   DFND 1,5 63 0 3,987,260
CULLEN FROST BANKERS INC COM 229899109 5,985 67,833 SH   DFND 3 67,833 0 0
CUMMINS INC COM 231021106 144,352 1,056,205 SH   DFND 1,5 171,683 0 884,522
CUMMINS INC COM 231021106 6,736 49,285 SH   DFND 2 49,285 0 0
CUMMINS INC COM 231021106 13,589 99,428 SH   DFND 3 99,428 0 0
CUMULUS MEDIA INC CL A NEW 231082603 29 28,908 SH   DFND 1,5 0 0 28,908
CURIS INC COM 231269101 44,876 14,569,979 SH   DFND 1,5 0 0 14,569,979
CURIS INC COM 231269101 519 168,400 SH   DFND 7 168,400 0 0
CURRENCYSHARES EURO TR EURO SHS 23130C108 4,551 44,500 SH   DFND 1,5 0 0 44,500
CURTISS WRIGHT CORP COM 231561101 40,145 408,147 SH   DFND 1,5 213 0 407,934
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CVB FINL CORP COM 126600105 4,708 205,300 SH   DFND 7 142,900 0 62,400
CVS HEALTH CORP COM 126650100 1,880,187 23,826,986 SH   DFND 1,5 1,028,065 0 22,798,921
CVS HEALTH CORP COM 126650100 26,902 340,915 SH   DFND 2 340,915 0 0
CVS HEALTH CORP COM 126650100 85,627 1,085,125 SH   DFND 3 1,085,125 0 0
CVS HEALTH CORP COM 126650100 25,581 324,181 SH   DFND 6 308,042 0 16,139
CVS HEALTH CORP COM 126650100 87,219 1,105,302 SH   DFND 7 893,487 0 211,815
CVS HEALTH CORP COM 126650100 56,251 712,850 SH   DFND 11 712,850 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 111,200 2,443,947 SH   DFND 1,5 597,847 0 1,846,100
CYBERARK SOFTWARE LTD SHS M2682V108 6,654 146,248 SH   DFND 1,9 0 0 146,248
CYPRESS SEMICONDUCTOR CORP COM 232806109 10,440 912,620 SH   DFND 1,5 5,520 0 907,100
CYS INVTS INC COM 12673A108 2,548 329,619 SH   DFND 1,5 0 0 329,619
CYTOKINETICS INC COM NEW 23282W605 62,592 5,151,614 SH   DFND 1,5 1,034 0 5,150,580
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CYTOMX THERAPEUTICS INC COM 23284F105 59,516 5,415,489 SH   DFND 1,5 521,232 0 4,894,257
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D R HORTON INC COM 23331A109 299,982 10,976,298 SH   DFND 1,5 709,737 0 10,266,561
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DANA INCORPORATED COM 235825205 2,401 126,500 SH   DFND 1,5 0 0 126,500
DANAHER CORP DEL COM 235851102 1,320,348 16,962,331 SH   DFND 1,5 1,612,735 0 15,349,596
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DANAHER CORP DEL COM 235851102 41,263 530,100 SH   DFND 11 530,100 0 0
DARDEN RESTAURANTS INC COM 237194105 212,946 2,928,302 SH   DFND 1,5 62,508 0 2,865,794
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DARLING INGREDIENTS INC COM 237266101 87,176 6,752,606 SH   DFND 1,5 19,000 0 6,733,606
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DAVE & BUSTERS ENTMT INC COM 238337109 349,994 6,216,593 SH   DFND 1,5 194,931 0 6,021,662
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DAVIDSTEA INC COM 238661102 11,622 1,696,700 SH   DFND 1,5 458,500 0 1,238,200
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DAVITA INC COM 23918K108 74,787 1,164,900 SH   DFND 1,5 0 0 1,164,900
DAVITA INC COM 23918K108 3,241 50,483 SH   DFND 2 50,483 0 0
DAVITA INC COM 23918K108 2,201 34,289 SH   DFND 3 34,289 0 0
DAVITA INC COM 23918K108 46,477 723,940 SH   DFND 11 723,940 0 0
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DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 65,986 1,878,326 SH   DFND 6 1,878,326 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 16,308 464,226 SH   DFND 7 416,726 0 47,500
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DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 13,803 359,651 SH   DFND 1,5 0 0 359,651
DCT INDUSTRIAL TRUST INC COM NEW 233153204 552,171 11,532,400 SH   DFND 1,5 6,247,141 0 5,285,259
DCT INDUSTRIAL TRUST INC COM NEW 233153204 56,311 1,176,089 SH   DFND 6 1,154,600 0 21,489
DCT INDUSTRIAL TRUST INC COM NEW 233153204 23,725 495,514 SH   DFND 7 231,616 0 263,898
DDR CORP COM 23317H102 407,831 26,708,000 SH   DFND 1,5 17,506,749 0 9,201,251
DDR CORP COM 23317H102 10,313 675,364 SH   DFND 6 675,364 0 0
DDR CORP COM 23317H102 3,278 214,640 SH   DFND 7 0 0 214,640
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DEERE & CO COM 244199105 607,680 5,897,515 SH   DFND 1,5 208,882 0 5,688,633
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DELL TECHNOLOGIES INC COM CL V 24703L103 451,349 8,210,816 SH   DFND 1,5 187,926 0 8,022,890
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DELPHI AUTOMOTIVE PLC SHS G27823106 363,768 5,401,153 SH   DFND 1,5 346,347 0 5,054,806
DELPHI AUTOMOTIVE PLC SHS G27823106 5,831 86,581 SH   DFND 2 86,581 0 0
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DELPHI AUTOMOTIVE PLC SHS G27823106 7,756 115,154 SH   DFND 6 105,754 0 9,400
DELPHI AUTOMOTIVE PLC SHS G27823106 25,985 385,821 SH   DFND 7 385,821 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 539,444 10,966,538 SH   DFND 1,5 674,117 0 10,292,421
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DELUXE CORP COM 248019101 67,408 941,323 SH   DFND 6 903,963 0 37,360
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DENBURY RES INC COM NEW 247916208 63,673 17,302,500 SH   DFND 1,5 2,601,900 0 14,700,600
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DENNYS CORP COM 24869P104 5,059 394,320 SH   DFND 7 394,320 0 0
DENTSPLY SIRONA INC COM 24906P109 160,210 2,775,167 SH   DFND 1,5 107,967 0 2,667,200
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DEVON ENERGY CORP NEW COM 25179M103 471,364 10,321,096 SH   DFND 1,5 20,269 0 10,300,827
DEVON ENERGY CORP NEW COM 25179M103 7,644 167,383 SH   DFND 2 167,383 0 0
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DEXCOM INC COM 252131107 532,547 8,920,377 SH   DFND 1,5 747,868 0 8,172,509
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DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 52,644 250,231 SH   DFND 1,5 56,278 0 193,953
DIAMONDBACK ENERGY INC COM 25278X109 922,640 9,129,627 SH   DFND 1,5 543,184 0 8,586,443
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DIAMONDBACK ENERGY INC COM 25278X109 18,138 179,482 SH   DFND 7 151,782 0 27,700
DIAMONDBACK ENERGY INC COM 25278X109 12,840 127,050 SH   DFND 11 127,050 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 222,032 19,256,908 SH   DFND 1,5 11,020,159 0 8,236,749
DIAMONDROCK HOSPITALITY CO COM 252784301 14,223 1,233,533 SH   DFND 6 1,233,533 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,486 389,100 SH   DFND 7 0 0 389,100
DICERNA PHARMACEUTICALS INC COM 253031108 7,956 2,762,611 SH   DFND 1,5 362,222 0 2,400,389
DICKS SPORTING GOODS INC COM 253393102 41,622 783,835 SH   DFND 1,5 12,135 0 771,700
DICKS SPORTING GOODS INC COM 253393102 2,220 41,800 SH   DFND 6 41,800 0 0
DICKS SPORTING GOODS INC COM 253393102 4,398 82,823 SH   DFND 7 82,823 0 0
DIEBOLD NXDF INC COM 253651103 10,942 435,072 SH   DFND 1,5 36,076 0 398,996
DIEBOLD NXDF INC COM 253651103 10,599 421,440 SH   DFND 6 421,440 0 0
DIEBOLD NXDF INC COM 253651103 973 38,700 SH   DFND 7 38,700 0 0
DIGIMARC CORP NEW COM 25381B101 3,732 124,405 SH   DFND 1,5 0 0 124,405
DIGITAL RLTY TR INC COM 253868103 551,775 5,615,463 SH   DFND 1,5 3,792,466 0 1,822,997
DIGITAL RLTY TR INC COM 253868103 4,992 50,809 SH   DFND 2 50,809 0 0
DIGITAL RLTY TR INC COM 253868103 2,205 22,441 SH   DFND 3 22,441 0 0
DIGITAL RLTY TR INC COM 253868103 2,421 24,643 SH   DFND 6 24,643 0 0
DIGITAL RLTY TR INC COM 253868103 747 7,600 SH   DFND 7 0 0 7,600
DILLARDS INC CL A 254067101 160,773 2,564,579 SH   DFND 1,5 85 0 2,564,494
DIMENSION THERAPEUTICS INC COM 25433V105 21,286 4,893,322 SH   DFND 4 4,893,322 0 0
DINEEQUITY INC COM 254423106 69,447 901,906 SH   DFND 1,5 6 0 901,900
DIODES INC COM 254543101 15,985 622,700 SH   DFND 1,5 0 0 622,700
DIPLOMAT PHARMACY INC COM 25456K101 2,647 210,099 SH   DFND 1,5 699 0 209,400
DISCOVER FINL SVCS COM 254709108 620,422 8,606,221 SH   DFND 1,5 236,777 0 8,369,444
DISCOVER FINL SVCS COM 254709108 9,089 126,080 SH   DFND 2 126,080 0 0
DISCOVER FINL SVCS COM 254709108 14,247 197,630 SH   DFND 3 197,630 0 0
DISCOVER FINL SVCS COM 254709108 13,794 191,341 SH   DFND 6 161,941 0 29,400
DISCOVER FINL SVCS COM 254709108 52,146 723,342 SH   DFND 7 723,342 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 81,461 2,971,949 SH   DFND 1,5 126,399 0 2,845,550
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 9,293 347,000 SH   DFND 1,5 0 0 347,000
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,888 70,517 SH   DFND 2 70,517 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,331 48,572 SH   DFND 2 48,572 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 237 8,838 SH   DFND 3 8,838 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 268 9,785 SH   DFND 3 9,785 0 0
DISH NETWORK CORP CL A 25470M109 329,055 5,680,220 SH   DFND 1,5 47,198 0 5,633,022
DISH NETWORK CORP CL A 25470M109 264 4,558 SH   DFND 3 4,558 0 0
DISH NETWORK CORP CL A 25470M109 2,602 44,920 SH   DFND 7 44,920 0 0
DISNEY WALT CO COM DISNEY 254687106 3,358,777 32,227,755 SH   DFND 1,5 2,427,543 0 29,800,212
DISNEY WALT CO COM DISNEY 254687106 48,780 468,051 SH   DFND 2 468,051 0 0
DISNEY WALT CO COM DISNEY 254687106 49,813 477,963 SH   DFND 3 477,963 0 0
DISNEY WALT CO COM DISNEY 254687106 21,437 205,693 SH   DFND 6 191,793 0 13,900
DISNEY WALT CO COM DISNEY 254687106 80,144 768,988 SH   DFND 7 541,710 0 227,278
DOLLAR GEN CORP NEW COM 256677105 309,373 4,176,768 SH   DFND 1,5 128,436 0 4,048,332
DOLLAR GEN CORP NEW COM 256677105 6,018 81,250 SH   DFND 2 81,250 0 0
DOLLAR GEN CORP NEW COM 256677105 5,045 68,106 SH   DFND 3 68,106 0 0
DOLLAR GEN CORP NEW COM 256677105 881 11,900 SH   DFND 6 11,900 0 0
DOLLAR GEN CORP NEW COM 256677105 4,173 56,333 SH   DFND 7 56,333 0 0
DOLLAR GEN CORP NEW COM 256677105 341 4,600 SH   DFND 11 4,600 0 0
DOLLAR TREE INC COM 256746108 841,527 10,903,438 SH   DFND 1,5 636,121 0 10,267,317
DOLLAR TREE INC COM 256746108 5,824 75,466 SH   DFND 2 75,466 0 0
DOLLAR TREE INC COM 256746108 10,873 140,873 SH   DFND 3 140,873 0 0
DOLLAR TREE INC COM 256746108 4,483 58,087 SH   DFND 6 58,087 0 0
DOLLAR TREE INC COM 256746108 12,088 156,620 SH   DFND 7 156,620 0 0
DOMINION DIAMOND CORP COM 257287102 6,902 712,295 SH   DFND 6 270,995 0 441,300
DOMINION DIAMOND CORP COM 257287102 4,886 504,290 SH   DFND 7 365,290 0 139,000
DOMINION RES INC VA NEW COM 25746U109 355,267 4,638,556 SH   DFND 1,5 50 0 4,638,506
DOMINION RES INC VA NEW COM 25746U109 15,345 200,357 SH   DFND 2 200,357 0 0
DOMINION RES INC VA NEW COM 25746U109 17,992 234,909 SH   DFND 3 234,909 0 0
DOMINION RES INC VA NEW COM 25746U109 5,155 67,300 SH   DFND 7 67,300 0 0
DOMINOS PIZZA INC COM 25754A201 735,205 4,616,960 SH   DFND 1,5 280,498 0 4,336,462
DOMINOS PIZZA INC COM 25754A201 210 1,321 SH   DFND 3 1,321 0 0
DOMINOS PIZZA INC COM 25754A201 1,794 11,265 SH   DFND 6 11,265 0 0
DOMINOS PIZZA INC COM 25754A201 6,208 38,988 SH   DFND 7 38,988 0 0
DONALDSON INC COM 257651109 80,600 1,915,400 SH   DFND 1,5 55,900 0 1,859,500
DONNELLEY FINL SOLUTIONS INC COM 25787G100 3,759 163,565 SH   DFND 1,5 33,638 0 129,927
DOUGLAS DYNAMICS INC COM 25960R105 2,892 85,932 SH   DFND 1,5 1,813 0 84,119
DOUGLAS EMMETT INC COM 25960P109 378,531 10,353,685 SH   DFND 1,5 4,163,500 0 6,190,185
DOUGLAS EMMETT INC COM 25960P109 41,309 1,129,890 SH   DFND 6 1,129,890 0 0
DOUGLAS EMMETT INC COM 25960P109 14,464 395,620 SH   DFND 7 135,120 0 260,500
DOVER CORP COM 260003108 3,721 49,661 SH   DFND 2 49,661 0 0
DOVER CORP COM 260003108 5,332 71,164 SH   DFND 3 71,164 0 0
DOW CHEM CO COM 260543103 662,486 11,577,880 SH   DFND 1,5 925,075 0 10,652,805
DOW CHEM CO COM 260543103 20,512 358,478 SH   DFND 2 358,478 0 0
DOW CHEM CO COM 260543103 87,873 1,535,710 SH   DFND 3 1,535,710 0 0
DOW CHEM CO COM 260543103 6,079 106,244 SH   DFND 6 80,103 0 26,141
DOW CHEM CO COM 260543103 13,275 232,002 SH   DFND 7 232,002 0 0
DOW CHEM CO COM 260543103 3,096 54,100 SH   DFND 11 54,100 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 183,223 2,020,765 SH   DFND 1,5 209,421 0 1,811,344
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,325 58,729 SH   DFND 2 58,729 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,613 94,988 SH   DFND 3 94,988 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 971 10,710 SH   DFND 6 10,710 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,650 51,290 SH   DFND 7 51,290 0 0
DREW INDS INC COM NEW 26168L205 13,124 121,802 SH   DFND 1,5 0 0 121,802
DRIL-QUIP INC COM 262037104 297,061 4,946,896 SH   DFND 1,5 15 0 4,946,881
DRIL-QUIP INC COM 262037104 1,693 28,200 SH   DFND 6 13,700 0 14,500
DRIL-QUIP INC COM 262037104 3,146 52,390 SH   DFND 7 38,290 0 14,100
DRIL-QUIP INC COM 262037104 919 15,300 SH   DFND 11 15,300 0 0
DRIVE SHACK INC COM 262077100 6,675 1,775,361 SH   DFND 1,5 0 0 1,775,361
DST SYS INC DEL COM 233326107 4,364 40,725 SH   DFND 1,5 125 0 40,600
DST SYS INC DEL COM 233326107 1,404 13,100 SH   DFND 6 13,100 0 0
DST SYS INC DEL COM 233326107 87,284 814,600 SH   DFND 11 814,600 0 0
DSW INC CL A 23334L102 125,222 5,528,575 SH   DFND 1,5 1,133,875 0 4,394,700
DTE ENERGY CO COM 233331107 237,709 2,413,040 SH   DFND 1,5 22 0 2,413,018
DTE ENERGY CO COM 233331107 5,651 57,361 SH   DFND 2 57,361 0 0
DTE ENERGY CO COM 233331107 13,509 137,134 SH   DFND 3 137,134 0 0
DTE ENERGY CO COM 233331107 675 6,849 SH   DFND 6 6,849 0 0
DTE ENERGY CO COM 233331107 6,692 67,929 SH   DFND 7 67,929 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,155,799 29,370,556 SH   DFND 1,5 1,163,528 0 28,207,028
DU PONT E I DE NEMOURS & CO COM 263534109 20,398 277,908 SH   DFND 2 277,908 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 22,617 308,137 SH   DFND 3 308,137 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 14,188 193,302 SH   DFND 6 154,402 0 38,900
DU PONT E I DE NEMOURS & CO COM 263534109 27,368 372,862 SH   DFND 7 129,000 0 243,862
DU PONT E I DE NEMOURS & CO COM 263534109 2,628 35,800 SH   DFND 11 35,800 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 221,665 2,855,773 SH   DFND 1,5 186,973 0 2,668,800
DUKE ENERGY CORP NEW COM NEW 26441C204 17,095 220,238 SH   DFND 2 220,238 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 48,950 630,631 SH   DFND 3 630,631 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,239 41,734 SH   DFND 6 20,207 0 21,527
DUKE ENERGY CORP NEW COM NEW 26441C204 761 9,800 SH   DFND 7 9,800 0 0
DUKE REALTY CORP COM NEW 264411505 1,072,491 40,379,928 SH   DFND 1,5 24,896,425 0 15,483,503
DUKE REALTY CORP COM NEW 264411505 12,820 482,691 SH   DFND 3 482,691 0 0
DUKE REALTY CORP COM NEW 264411505 9,765 367,655 SH   DFND 6 367,655 0 0
DUKE REALTY CORP COM NEW 264411505 4,659 175,400 SH   DFND 7 71,700 0 103,700
DULUTH HLDGS INC COM CL B 26443V101 4,644 182,849 SH   DFND 1,5 0 0 182,849
DUN & BRADSTREET CORP DEL NE COM 26483E100 197,893 1,631,162 SH   DFND 1,5 25 0 1,631,137
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,427 11,759 SH   DFND 2 11,759 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,104 17,341 SH   DFND 3 17,341 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 37,020 305,147 SH   DFND 6 305,147 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 3,409 28,100 SH   DFND 7 28,100 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 54,935 452,810 SH   DFND 11 452,810 0 0
DUNKIN BRANDS GROUP INC COM 265504100 380,787 7,261,391 SH   DFND 1,5 504,951 0 6,756,440
DUNKIN BRANDS GROUP INC COM 265504100 44,763 853,612 SH   DFND 3 853,612 0 0
DUNKIN BRANDS GROUP INC COM 265504100 4,452 84,900 SH   DFND 6 84,900 0 0
DYCOM INDS INC COM 267475101 115,090 1,433,430 SH   DFND 1,5 11,150 0 1,422,280
DYCOM INDS INC COM 267475101 2,583 32,171 SH   DFND 6 32,171 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 4,990 1,263,235 SH   DFND 1,5 0 0 1,263,235
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 38,359 617,300 SH   DFND 1,5 410,400 0 206,900
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 13,336 412,765 SH   DFND 1,5 120,319 0 292,446
DYNEGY INC NEW DEL COM 26817R108 55,015 6,502,907 SH   DFND 1,5 7,500 0 6,495,407
DYNEGY INC NEW DEL COM 26817R108 1,657 195,839 SH   DFND 6 195,839 0 0
DYNEGY INC NEW DEL COM 26817R108 475 56,200 SH   DFND 7 56,200 0 0
DYNEX CAP INC COM NEW 26817Q506 11,606 1,701,786 SH   DFND 1,5 0 0 1,701,786
E L F BEAUTY INC COM 26856L103 5,481 189,400 SH   DFND 1,5 0 0 189,400
E TRADE FINANCIAL CORP COM NEW 269246401 239,973 6,925,621 SH   DFND 1,5 8,324 0 6,917,297
E TRADE FINANCIAL CORP COM NEW 269246401 3,032 87,510 SH   DFND 2 87,510 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 205 5,907 SH   DFND 3 5,907 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 45,149 1,302,999 SH   DFND 6 1,302,999 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 15,363 443,380 SH   DFND 7 443,380 0 0
EAGLE BANCORP INC MD COM 268948106 274 4,494 SH   DFND 3 4,494 0 0
EAGLE MATERIALS INC COM 26969P108 367,675 3,731,608 SH   DFND 1,5 74,128 0 3,657,480
EAGLE MATERIALS INC COM 26969P108 55,505 563,335 SH   DFND 6 547,835 0 15,500
EAGLE MATERIALS INC COM 26969P108 40,442 410,449 SH   DFND 7 394,349 0 16,100
EAGLE MATERIALS INC COM 26969P108 1,153 11,700 SH   DFND 11 11,700 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 7,300 92,011 SH   DFND 1,5 0 0 92,011
EARTHLINK HLDGS CORP COM 27033X101 2,304 408,567 SH   DFND 1,5 0 0 408,567
EAST WEST BANCORP INC COM 27579R104 104,300 2,051,929 SH   DFND 1,5 75,700 0 1,976,229
EAST WEST BANCORP INC COM 27579R104 260 5,119 SH   DFND 3 5,119 0 0
EAST WEST BANCORP INC COM 27579R104 48,893 961,887 SH   DFND 6 935,187 0 26,700
EAST WEST BANCORP INC COM 27579R104 16,775 330,020 SH   DFND 7 311,120 0 18,900
EASTERLY GOVT PPTYS INC COM 27616P103 24,250 1,211,300 SH   DFND 1,5 0 0 1,211,300
EASTERN CO COM 276317104 307 14,704 SH   DFND 1,5 14,704 0 0
EASTGROUP PPTY INC COM 277276101 13,697 185,500 SH   DFND 1,5 0 0 185,500
EASTMAN CHEM CO COM 277432100 356,972 4,746,334 SH   DFND 1,5 1,698 0 4,744,636
EASTMAN CHEM CO COM 277432100 3,528 46,913 SH   DFND 2 46,913 0 0
EASTMAN CHEM CO COM 277432100 7,357 97,826 SH   DFND 3 97,826 0 0
EASTMAN CHEM CO COM 277432100 1,141 15,175 SH   DFND 6 3,853 0 11,322
EASTMAN CHEM CO COM 277432100 6,570 87,360 SH   DFND 7 87,360 0 0
EASTMAN KODAK CO COM NEW 277461406 12,480 805,153 SH   DFND 1,5 0 0 805,153
EATON CORP PLC SHS G29183103 478,251 7,128,496 SH   DFND 1,5 494,469 0 6,634,027
EATON CORP PLC SHS G29183103 9,688 144,397 SH   DFND 2 144,397 0 0
EATON CORP PLC SHS G29183103 44,762 667,190 SH   DFND 3 667,190 0 0
EATON CORP PLC SHS G29183103 10,161 151,460 SH   DFND 6 123,160 0 28,300
EATON CORP PLC SHS G29183103 18,681 278,440 SH   DFND 7 190,940 0 87,500
EATON CORP PLC SHS G29183103 1,039 15,480 SH   DFND 11 15,480 0 0
EATON VANCE CORP COM NON VTG 278265103 7,152 170,784 SH   DFND 1,5 284 0 170,500
EBAY INC COM 278642103 432,624 14,571,357 SH   DFND 1,5 1,729,231 0 12,842,126
EBAY INC COM 278642103 1,809 60,929 SH   DFND 1,9 0 0 60,929
EBAY INC COM 278642103 9,868 332,358 SH   DFND 2 332,358 0 0
EBAY INC COM 278642103 8,311 279,939 SH   DFND 3 279,939 0 0
EBAY INC COM 278642103 13,475 453,840 SH   DFND 6 453,840 0 0
EBAY INC COM 278642103 43,769 1,474,184 SH   DFND 7 155,667 0 1,318,517
EBAY INC COM 278642103 15,480 521,400 SH   DFND 11 521,400 0 0
EBIX INC COM NEW 278715206 197,165 3,456,000 SH   DFND 1,5 330,700 0 3,125,300
EBIX INC COM NEW 278715206 66,236 1,161,012 SH   DFND 6 1,161,012 0 0
EBIX INC COM NEW 278715206 6,812 119,400 SH   DFND 7 119,400 0 0
ECHOSTAR CORP CL A 278768106 1,231 23,960 SH   DFND 1,5 0 0 23,960
ECOLAB INC COM 278865100 273,808 2,335,851 SH   DFND 1,5 40 0 2,335,811
ECOLAB INC COM 278865100 9,833 83,882 SH   DFND 2 83,882 0 0
ECOLAB INC COM 278865100 4,443 37,903 SH   DFND 3 37,903 0 0
ECOLAB INC COM 278865100 6,429 54,848 SH   DFND 6 54,848 0 0
ECOLAB INC COM 278865100 32,085 273,720 SH   DFND 7 273,720 0 0
ECOLAB INC COM 278865100 3,731 31,830 SH   DFND 11 31,830 0 0
EDGE THERAPEUTICS INC COM 279870109 2,613 209,078 SH   DFND 1,5 0 0 209,078
EDGEWELL PERS CARE CO COM 28035Q102 65,027 890,900 SH   DFND 1,5 0 0 890,900
EDISON INTL COM 281020107 527,830 7,331,984 SH   DFND 1,5 3,032 0 7,328,952
EDISON INTL COM 281020107 7,498 104,154 SH   DFND 2 104,154 0 0
EDISON INTL COM 281020107 5,244 72,842 SH   DFND 3 72,842 0 0
EDISON INTL COM 281020107 9,333 129,645 SH   DFND 6 98,745 0 30,900
EDISON INTL COM 281020107 22,115 307,193 SH   DFND 7 211,393 0 95,800
EDITAS MEDICINE INC COM 28106W103 87,717 5,404,637 SH   DFND 1,5 584,132 0 4,820,505
EDITAS MEDICINE INC COM 28106W103 463 28,524 SH   DFND 6 28,524 0 0
EDITAS MEDICINE INC COM 28106W103 1,059 65,229 SH   DFND 11 65,229 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 623,999 6,659,544 SH   DFND 1,5 412,907 0 6,246,637
EDWARDS LIFESCIENCES CORP COM 28176E108 6,405 68,352 SH   DFND 2 68,352 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 14,297 152,579 SH   DFND 3 152,579 0 0
EGAIN CORP COM NEW 28225C806 615 293,086 SH   DFND 1,9 0 0 293,086
EGALET CORP COM 28226B104 28,756 3,758,921 SH   DFND 1,5 0 0 3,758,921
EL PASO ELEC CO COM NEW 283677854 97,394 2,094,500 SH   DFND 1,5 0 0 2,094,500
EL POLLO LOCO HLDGS INC COM 268603107 6,851 557,000 SH   DFND 1,5 57,600 0 499,400
ELBIT SYS LTD ORD M3760D101 78,316 770,164 SH   DFND 1,5 9,600 0 760,564
ELBIT SYS LTD ORD M3760D101 577 5,700 SH   DFND 1,10 0 0 5,700
ELDORADO GOLD CORP NEW COM 284902103 30,750 9,557,135 SH   DFND 1,5 2,300 0 9,554,835
ELDORADO GOLD CORP NEW COM 284902103 6,172 1,918,386 SH   DFND 6 999,586 0 918,800
ELDORADO GOLD CORP NEW COM 284902103 3,501 1,088,000 SH   DFND 7 821,200 0 266,800
ELDORADO GOLD CORP NEW COM 284902103 87,275 27,124,930 SH   DFND 11 27,124,930 0 0
ELDORADO RESORTS INC COM 28470R102 9,162 540,512 SH   DFND 1,5 7,300 0 533,212
ELECTRONIC ARTS INC COM 285512109 2,286,679 29,033,509 SH   DFND 1,5 2,105,794 0 26,927,715
ELECTRONIC ARTS INC COM 285512109 90,339 1,147,015 SH   DFND 1,9 0 0 1,147,015
ELECTRONIC ARTS INC COM 285512109 7,598 96,466 SH   DFND 2 96,466 0 0
ELECTRONIC ARTS INC COM 285512109 4,228 53,685 SH   DFND 3 53,685 0 0
ELECTRONIC ARTS INC COM 285512109 24,511 311,210 SH   DFND 6 294,510 0 16,700
ELECTRONIC ARTS INC COM 285512109 43,164 548,040 SH   DFND 7 496,040 0 52,000
ELECTRONIC ARTS INC COM 285512109 41,822 531,002 SH   DFND 11 531,002 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 9,014 205,522 SH   DFND 1,5 0 0 205,522
ELECTRONICS FOR IMAGING INC COM 286082102 32,274 735,839 SH   DFND 6 716,639 0 19,200
ELECTRONICS FOR IMAGING INC COM 286082102 15,376 350,560 SH   DFND 7 321,760 0 28,800
ELLIE MAE INC COM 28849P100 2,151 25,700 SH   DFND 1,9 0 0 25,700
ELLIE MAE INC COM 28849P100 9,606 114,794 SH   DFND 6 114,794 0 0
ELLIE MAE INC COM 28849P100 3,478 41,560 SH   DFND 7 41,560 0 0
ELLINGTON FINANCIAL LLC COM 288522303 19,055 1,227,784 SH   DFND 1,5 0 0 1,227,784
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,383 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 8,470 412,555 SH   DFND 1,5 0 0 412,555
EMBRAER S A SP ADR REP 4 COM 29082A107 12,403 644,300 SH   DFND 1,5 0 0 644,300
EMCOR GROUP INC COM 29084Q100 256,594 3,626,262 SH   DFND 1,5 32,642 0 3,593,620
EMCOR GROUP INC COM 29084Q100 13,074 184,770 SH   DFND 6 159,070 0 25,700
EMCOR GROUP INC COM 29084Q100 11,344 160,318 SH   DFND 7 137,548 0 22,770
EMERGENT BIOSOLUTIONS INC COM 29089Q105 9,469 288,348 SH   DFND 1,5 0 0 288,348
EMERSON ELEC CO COM 291011104 163,522 2,933,130 SH   DFND 1,5 226,530 0 2,706,600
EMERSON ELEC CO COM 291011104 11,456 205,480 SH   DFND 2 205,480 0 0
EMERSON ELEC CO COM 291011104 26,085 467,896 SH   DFND 3 467,896 0 0
EMERSON ELEC CO COM 291011104 312 5,600 SH   DFND 6 5,600 0 0
EMPIRE DIST ELEC CO COM 291641108 129,661 3,803,500 SH   DFND 11 3,803,500 0 0
EMPIRE ST RLTY TR INC CL A 292104106 119,990 5,943,032 SH   DFND 1,5 3,688,500 0 2,254,532
EMPIRE ST RLTY TR INC CL A 292104106 31,901 1,580,020 SH   DFND 6 1,580,020 0 0
EMPIRE ST RLTY TR INC CL A 292104106 10,946 542,140 SH   DFND 7 297,640 0 244,500
EMPLOYERS HOLDINGS INC COM 292218104 98,218 2,480,246 SH   DFND 1,5 25,590 0 2,454,656
EMPLOYERS HOLDINGS INC COM 292218104 10,328 260,800 SH   DFND 6 260,800 0 0
EMPLOYERS HOLDINGS INC COM 292218104 5,021 126,790 SH   DFND 7 105,390 0 21,400
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 9,046 575,100 SH   DFND 1,5 0 0 575,100
ENANTA PHARMACEUTICALS INC COM 29251M106 13,126 391,815 SH   DFND 1,5 0 0 391,815
ENBRIDGE INC COM 29250N105 57,258 1,360,673 SH   DFND 1,5 1,823 0 1,358,850
ENBRIDGE INC COM 29250N105 19,146 454,969 SH   DFND 6 204,600 0 250,369
ENBRIDGE INC COM 29250N105 36,594 869,620 SH   DFND 7 770,120 0 99,500
ENBRIDGE INC COM 29250N105 998,447 23,726,800 SH   DFND 11 20,629,400 0 3,097,400
ENCANA CORP COM 292505104 189,211 16,119,531 SH   DFND 1,5 789,531 0 15,330,000
ENCANA CORP COM 292505104 5,889 501,700 SH   DFND 7 453,000 0 48,700
ENCANA CORP COM 292505104 48,436 4,126,400 SH   DFND 11 3,813,700 0 312,700
ENCANA CORP COM 292505104 277 23,600 SH   DFND   23,600 0 0
ENCORE CAP GROUP INC COM 292554102 10,100 352,523 SH   DFND 1,5 72,623 0 279,900
ENDO INTL PLC SHS G30401106 546,522 33,182,867 SH   DFND 1,5 498,498 0 32,684,369
ENDO INTL PLC SHS G30401106 1,035 62,871 SH   DFND 2 62,871 0 0
ENDO INTL PLC SHS G30401106 2,774 168,400 SH   DFND 6 168,400 0 0
ENDO INTL PLC SHS G30401106 239 14,510 SH   DFND 7 14,510 0 0
ENDOCYTE INC COM 29269A102 8,885 3,484,410 SH   DFND 1,5 879,600 0 2,604,810
ENDOLOGIX INC COM 29266S106 14,014 2,450,000 SH   DFND 1,5 250,000 0 2,200,000
ENDURANCE INTL GROUP HLDGS I COM 29272B105 152,830 16,433,333 SH   DFND 1,5 482,600 0 15,950,733
ENDURANCE INTL GROUP HLDGS I COM 29272B105 27,136 2,917,900 SH   DFND 1,9 0 0 2,917,900
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 256,099 2,771,635 SH   DFND 1,5 282,200 0 2,489,435
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 40,068 433,638 SH   DFND 11 433,638 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,247 151,900 SH   DFND 1,5 0 0 151,900
ENERGEN CORP COM 29265N108 32,622 565,665 SH   DFND 1,5 0 0 565,665
ENERGEN CORP COM 29265N108 530 9,197 SH   DFND 3 9,197 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 14,041 314,742 SH   DFND 1,5 1,001 0 313,741
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 133,813 6,929,700 SH   DFND 1,5 0 0 6,929,700
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 4,204 117,406 SH   DFND 1,5 206 0 117,200
ENERSYS COM 29275Y102 147,674 1,890,830 SH   DFND 1,5 20,366 0 1,870,464
ENERSYS COM 29275Y102 5,746 73,570 SH   DFND 6 73,570 0 0
ENERSYS COM 29275Y102 2,557 32,738 SH   DFND 7 32,738 0 0
ENGILITY HLDGS INC NEW COM 29286C107 98,975 2,936,933 SH   DFND 1,5 287,999 0 2,648,934
ENSCO PLC SHS CLASS A G3157S106 12,564 1,292,576 SH   DFND 1,5 81,938 0 1,210,638
ENSCO PLC SHS CLASS A G3157S106 807 83,060 SH   DFND 6 83,060 0 0
ENSIGN GROUP INC COM 29358P101 88,322 3,976,679 SH   DFND 1,5 152,879 0 3,823,800
ENSTAR GROUP LIMITED SHS G3075P101 42,498 214,962 SH   DFND 1,5 365 0 214,597
ENSTAR GROUP LIMITED SHS G3075P101 771 3,900 SH   DFND 6 3,900 0 0
ENTEGRA FINL CORP COM 29363J108 10,457 507,610 SH   DFND 6 507,610 0 0
ENTEGRA FINL CORP COM 29363J108 1,473 71,508 SH   DFND 7 71,508 0 0
ENTEGRIS INC COM 29362U104 15,752 880,000 SH   DFND 1,5 0 0 880,000
ENTEGRIS INC COM 29362U104 999 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 13,387 705,700 SH   DFND 1,5 189,400 0 516,300
ENTERGY CORP NEW COM 29364G103 182,290 2,481,153 SH   DFND 1,5 148,353 0 2,332,800
ENTERGY CORP NEW COM 29364G103 4,207 57,263 SH   DFND 2 57,263 0 0
ENTERGY CORP NEW COM 29364G103 50,246 683,901 SH   DFND 3 683,901 0 0
ENTERGY CORP NEW COM 29364G103 2,799 38,100 SH   DFND 6 38,100 0 0
ENTERGY CORP NEW COM 29364G103 243 3,313 SH   DFND 7 3,313 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 107,735 3,984,275 SH   DFND 1,5 0 0 3,984,275
ENTERPRISE PRODS PARTNERS L COM 293792107 1,401 51,800 SH   DFND 7 51,800 0 0
ENVESTNET INC COM 29404K106 39,494 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 64,668 541,700 SH   DFND 1,5 158,200 0 383,500
ENVISION HEALTHCARE CORP COM 29414D100 451,051 7,126,735 SH   DFND 1,5 2,019 0 7,124,716
ENVISION HEALTHCARE CORP COM 29414D100 2,355 37,205 SH   DFND 2 37,205 0 0
ENVISION HEALTHCARE CORP COM 29414D100 151,166 2,388,461 SH   DFND 6 2,316,061 0 72,400
ENVISION HEALTHCARE CORP COM 29414D100 46,096 728,330 SH   DFND 7 611,730 0 116,600
ENZYMOTEC LTD SHS M4059L101 556 84,900 SH   DFND 1,5 0 0 84,900
EOG RES INC COM 26875P101 2,369,496 23,437,149 SH   DFND 1,5 2,052,678 0 21,384,471
EOG RES INC COM 26875P101 18,631 184,280 SH   DFND 2 184,280 0 0
EOG RES INC COM 26875P101 28,737 284,246 SH   DFND 3 284,246 0 0
EOG RES INC COM 26875P101 21,187 209,560 SH   DFND 6 173,662 0 35,898
EOG RES INC COM 26875P101 62,183 615,063 SH   DFND 7 562,763 0 52,300
EOG RES INC COM 26875P101 94,064 930,407 SH   DFND 11 930,407 0 0
EPAM SYS INC COM 29414B104 163,104 2,536,208 SH   DFND 1,5 250 0 2,535,958
EPAM SYS INC COM 29414B104 24,045 373,890 SH   DFND 6 346,990 0 26,900
EPAM SYS INC COM 29414B104 10,733 166,900 SH   DFND 7 142,300 0 24,600
EPIZYME INC COM 29428V104 98,812 8,166,247 SH   DFND 1,5 0 0 8,166,247
EPLUS INC COM 294268107 20,369 176,818 SH   DFND 1,5 0 0 176,818
EPLUS INC COM 294268107 3,260 28,300 SH   DFND 6 28,300 0 0
EPLUS INC COM 294268107 300 2,600 SH   DFND 7 2,600 0 0
EQT CORP COM 26884L109 92,474 1,413,969 SH   DFND 1,5 3,600 0 1,410,369
EQT CORP COM 26884L109 3,612 55,226 SH   DFND 2 55,226 0 0
EQT CORP COM 26884L109 3,729 57,013 SH   DFND 3 57,013 0 0
EQT CORP COM 26884L109 11,522 176,173 SH   DFND 6 134,334 0 41,839
EQT CORP COM 26884L109 27,750 424,312 SH   DFND 7 346,612 0 77,700
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 45,709 596,102 SH   DFND 1,5 0 0 596,102
EQUIFAX INC COM 294429105 718,524 6,077,340 SH   DFND 1,5 449,778 0 5,627,562
EQUIFAX INC COM 294429105 4,526 38,284 SH   DFND 2 38,284 0 0
EQUIFAX INC COM 294429105 2,616 22,127 SH   DFND 3 22,127 0 0
EQUIFAX INC COM 294429105 248 2,100 SH   DFND 6 2,100 0 0
EQUINIX INC COM PAR $0.001 29444U700 824,392 2,306,572 SH   DFND 1,5 1,664,720 0 641,852
EQUINIX INC COM PAR $0.001 29444U700 8,155 22,818 SH   DFND 2 22,818 0 0
EQUINIX INC COM PAR $0.001 29444U700 6,150 17,208 SH   DFND 3 17,208 0 0
EQUINIX INC COM PAR $0.001 29444U700 58,079 162,500 SH   DFND 6 162,500 0 0
EQUINIX INC COM PAR $0.001 29444U700 22,302 62,400 SH   DFND 7 11,400 0 51,000
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 792 31,237 SH   DFND 1,5 0 0 31,237
EQUITY COMWLTH COM SH BEN INT 294628102 2,117 70,000 SH   DFND 1,5 0 0 70,000
EQUITY LIFESTYLE PPTYS INC COM 29472R108 865,503 12,004,208 SH   DFND 1,5 4,263,868 0 7,740,340
EQUITY LIFESTYLE PPTYS INC COM 29472R108 34,064 472,449 SH   DFND 6 472,449 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,491 173,246 SH   DFND 7 101,750 0 71,496
EQUITY RESIDENTIAL SH BEN INT 29476L107 360,703 5,604,458 SH   DFND 1,5 1,760,500 0 3,843,958
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,523 116,894 SH   DFND 2 116,894 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,976 92,850 SH   DFND 3 92,850 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 15,860 246,423 SH   DFND 6 246,423 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,946 76,854 SH   DFND 7 0 0 76,854
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,255 112,720 SH   DFND 11 112,720 0 0
ERA GROUP INC COM 26885G109 5,471 322,400 SH   DFND 1,5 200 0 322,200
ERICSSON ADR B SEK 10 294821608 26,137 4,483,260 SH   DFND 1,5 0 0 4,483,260
ESPERION THERAPEUTICS INC NE COM 29664W105 9,590 766,009 SH   DFND 1,5 0 0 766,009
ESSENDANT INC COM 296689102 116,583 5,578,142 SH   DFND 1,5 245,700 0 5,332,442
ESSENT GROUP LTD COM G3198U102 204,400 6,314,501 SH   DFND 1,5 2,900 0 6,311,601
ESSENT GROUP LTD COM G3198U102 51,115 1,579,083 SH   DFND 6 1,523,583 0 55,500
ESSENT GROUP LTD COM G3198U102 15,426 476,560 SH   DFND 7 435,560 0 41,000
ESSEX PPTY TR INC COM 297178105 797,636 3,430,692 SH   DFND 1,5 1,395,799 0 2,034,893
ESSEX PPTY TR INC COM 297178105 4,869 20,944 SH   DFND 2 20,944 0 0
ESSEX PPTY TR INC COM 297178105 5,557 23,903 SH   DFND 3 23,903 0 0
ESSEX PPTY TR INC COM 297178105 25,798 110,958 SH   DFND 6 110,958 0 0
ESSEX PPTY TR INC COM 297178105 9,403 40,441 SH   DFND 7 5,428 0 35,013
ESTERLINE TECHNOLOGIES CORP COM 297425100 13,900 155,831 SH   DFND 1,5 0 0 155,831
ETHAN ALLEN INTERIORS INC COM 297602104 54,250 1,472,174 SH   DFND 1,5 125 0 1,472,049
ETHAN ALLEN INTERIORS INC COM 297602104 12,006 325,800 SH   DFND 6 325,800 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 4,958 134,540 SH   DFND 7 134,540 0 0
ETSY INC COM 29786A106 25,244 2,142,933 SH   DFND 1,5 218,289 0 1,924,644
EURONAV NV ANTWERPEN SHS B38564108 10,815 1,355,610 SH   DFND 6 795,310 0 560,300
EURONAV NV ANTWERPEN SHS B38564108 6,108 765,540 SH   DFND 7 624,440 0 141,100
EURONET WORLDWIDE INC COM 298736109 180,401 2,490,699 SH   DFND 1,5 849 0 2,489,850
EURONET WORLDWIDE INC COM 298736109 77,269 1,066,810 SH   DFND 11 1,066,810 0 0
EVERBANK FINL CORP COM 29977G102 817 42,000 SH   DFND 1,5 0 0 42,000
EVERBANK FINL CORP COM 29977G102 18,116 931,390 SH   DFND 6 931,390 0 0
EVERBANK FINL CORP COM 29977G102 7,338 377,260 SH   DFND 7 377,260 0 0
EVERBANK FINL CORP COM 29977G102 87,506 4,499,000 SH   DFND 11 4,499,000 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 7,571 110,200 SH   DFND 1,5 0 0 110,200
EVEREST RE GROUP LTD COM G3223R108 701 3,241 SH   DFND 1,5 41 0 3,200
EVERI HLDGS INC COM 30034T103 1,817 837,500 SH   DFND 1,5 0 0 837,500
EVERSOURCE ENERGY COM 30040W108 5,600 101,403 SH   DFND 2 101,403 0 0
EVERSOURCE ENERGY COM 30040W108 5,397 97,722 SH   DFND 3 97,722 0 0
EVERTEC INC COM 30040P103 146,295 8,241,946 SH   DFND 1,5 220,300 0 8,021,646
EVERTEC INC COM 30040P103 41,090 2,314,934 SH   DFND 6 2,314,934 0 0
EVERTEC INC COM 30040P103 6,868 386,941 SH   DFND 7 386,941 0 0
EVOLENT HEALTH INC CL A 30050B101 33,026 2,231,496 SH   DFND 1,5 63,328 0 2,168,168
EVOLENT HEALTH INC CL A 30050B101 160 10,800 SH   DFND 6 10,800 0 0
EXA CORP COM 300614500 13,911 905,642 SH   DFND   905,642 0 0
EXACT SCIENCES CORP COM 30063P105 23,154 1,733,053 SH   DFND 1,5 0 0 1,733,053
EXACTECH INC COM 30064E109 4,536 166,167 SH   DFND 1,5 17,567 0 148,600
EXELIXIS INC COM 30161Q104 637,695 42,769,619 SH   DFND 1,5 8,101,863 0 34,667,756
EXELIXIS INC COM 30161Q104 2,094 140,468 SH   DFND 6 140,468 0 0
EXELON CORP COM 30161N101 1,491,921 42,037,789 SH   DFND 1,5 1,464,891 0 40,572,898
EXELON CORP UNIT 99/99/9999 30161N127 16,963 350,400 SH   DFND 1,5 100,800 0 249,600
EXELON CORP COM 30161N101 10,475 295,147 SH   DFND 2 295,147 0 0
EXELON CORP COM 30161N101 98,855 2,785,425 SH   DFND 3 2,785,425 0 0
EXELON CORP COM 30161N101 17,257 486,250 SH   DFND 6 486,250 0 0
EXELON CORP COM 30161N101 22,325 629,052 SH   DFND 7 248,235 0 380,817
EXFO INC SUB VTG SHS 302046107 1,740 400,000 SH   DFND 11 400,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 110,917 2,198,991 SH   DFND 1,5 21,420 0 2,177,571
EXLSERVICE HOLDINGS INC COM 302081104 53,207 1,054,851 SH   DFND 6 1,025,751 0 29,100
EXLSERVICE HOLDINGS INC COM 302081104 15,444 306,180 SH   DFND 7 273,580 0 32,600
EXPEDIA INC DEL COM NEW 30212P303 285,960 2,524,365 SH   DFND 1,5 373,789 0 2,150,576
EXPEDIA INC DEL COM NEW 30212P303 4,373 38,605 SH   DFND 2 38,605 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,212 10,697 SH   DFND 3 10,697 0 0
EXPEDIA INC DEL COM NEW 30212P303 4,739 41,835 SH   DFND 6 41,835 0 0
EXPEDIA INC DEL COM NEW 30212P303 16,972 149,824 SH   DFND 7 13,604 0 136,220
EXPEDITORS INTL WASH INC COM 302130109 160,040 3,021,898 SH   DFND 1,5 113,398 0 2,908,500
EXPEDITORS INTL WASH INC COM 302130109 3,054 57,661 SH   DFND 2 57,661 0 0
EXPEDITORS INTL WASH INC COM 302130109 7,533 142,237 SH   DFND 3 142,237 0 0
EXPEDITORS INTL WASH INC COM 302130109 874 16,500 SH   DFND 6 16,500 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,616 87,168 SH   DFND 7 87,168 0 0
EXPRESS INC COM 30219E103 2,413 224,268 SH   DFND 1,5 35,268 0 189,000
EXPRESS INC COM 30219E103 562 52,200 SH   DFND 7 52,200 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 116,259 1,690,057 SH   DFND 1,5 163,815 0 1,526,242
EXPRESS SCRIPTS HLDG CO COM 30219G108 13,560 197,119 SH   DFND 2 197,119 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 16,512 240,033 SH   DFND 3 240,033 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,658 38,633 SH   DFND 6 38,633 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 5,792 84,192 SH   DFND 7 0 0 84,192
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 191,438 11,853,776 SH   DFND 1,5 1,895,800 0 9,957,976
EXTERRAN CORP COM 30227H106 73,662 3,082,074 SH   DFND 1,5 295,718 0 2,786,356
EXTRA SPACE STORAGE INC COM 30225T102 981,247 12,703,865 SH   DFND 1,5 3,780,921 0 8,922,944
EXTRA SPACE STORAGE INC COM 30225T102 3,107 40,219 SH   DFND 2 40,219 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,431 18,530 SH   DFND 3 18,530 0 0
EXTRA SPACE STORAGE INC COM 30225T102 68,523 887,147 SH   DFND 6 845,708 0 41,439
EXTRA SPACE STORAGE INC COM 30225T102 50,945 659,567 SH   DFND 7 365,938 0 293,629
EXTRACTION OIL AND GAS INC COM 30227M105 166,668 8,385,284 SH   DFND 1,5 213,645 0 8,171,639
EXTRACTION OIL AND GAS INC COM 30227M105 44,829 2,251,518 SH   DFND 6 2,251,518 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 12,753 640,996 SH   DFND 7 640,996 0 0
EXTREME NETWORKS INC COM 30226D106 106 21,170 SH   DFND 1,5 0 0 21,170
EXXON MOBIL CORP COM 30231G102 980,476 10,862,795 SH   DFND 1,5 211,609 0 10,651,186
EXXON MOBIL CORP COM 30231G102 119,648 1,325,597 SH   DFND 2 1,325,597 0 0
EXXON MOBIL CORP COM 30231G102 99,900 1,106,801 SH   DFND 3 1,106,801 0 0
EXXON MOBIL CORP COM 30231G102 3,114 34,503 SH   DFND 6 6,225 0 28,278
EXXON MOBIL CORP COM 30231G102 20,804 230,489 SH   DFND 7 230,489 0 0
EXXON MOBIL CORP COM 30231G102 15,696 173,900 SH   DFND 11 173,900 0 0
EZCORP INC CL A NON VTG 302301106 5,596 525,450 SH   DFND 1,5 125,950 0 399,500
F M C CORP COM NEW 302491303 275,726 4,874,935 SH   DFND 1,5 353,600 0 4,521,335
F M C CORP COM NEW 302491303 2,420 42,785 SH   DFND 2 42,785 0 0
F M C CORP COM NEW 302491303 2,051 36,255 SH   DFND 3 36,255 0 0
F M C CORP COM NEW 302491303 1,847 32,653 SH   DFND 6 32,653 0 0
F M C CORP COM NEW 302491303 10,122 178,956 SH   DFND 7 20,296 0 158,660
F5 NETWORKS INC COM 315616102 172,464 1,191,711 SH   DFND 1,5 34,091 0 1,157,620
F5 NETWORKS INC COM 315616102 3,022 20,880 SH   DFND 2 20,880 0 0
F5 NETWORKS INC COM 315616102 783 5,408 SH   DFND 3 5,408 0 0
F5 NETWORKS INC COM 315616102 608 4,200 SH   DFND 6 4,200 0 0
F5 NETWORKS INC COM 315616102 2,961 20,459 SH   DFND 7 20,459 0 0
FABRINET SHS G3323L100 93,610 2,322,831 SH   DFND 1,5 52,500 0 2,270,331
FACEBOOK INC CL A 30303M102 14,509,862 126,117,883 SH   DFND 1,5 11,022,826 0 115,095,057
FACEBOOK INC CL A 30303M102 357,037 3,103,322 SH   DFND 1,9 473 0 3,102,849
FACEBOOK INC CL A 30303M102 86,092 748,305 SH   DFND 2 748,305 0 0
FACEBOOK INC CL A 30303M102 98,137 852,996 SH   DFND 3 852,996 0 0
FACEBOOK INC CL A 30303M102 83,275 723,813 SH   DFND 6 681,113 0 42,700
FACEBOOK INC CL A 30303M102 155,324 1,350,060 SH   DFND 7 1,098,432 0 251,628
FACEBOOK INC CL A 30303M102 13,231 115,000 SH   DFND 11 115,000 0 0
FACTSET RESH SYS INC COM 303075105 4,886 29,896 SH   DFND 3 29,896 0 0
FAIR ISAAC CORP COM 303250104 69,016 578,900 SH   DFND 1,5 0 0 578,900
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 13,538 1,148,300 SH   DFND 1,5 17,200 0 1,131,100
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 678 57,500 SH   DFND 6 57,500 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 11,204 599,150 SH   DFND 1,5 0 0 599,150
FANG HLDGS LTD ADR 30711Y102 16,999 5,182,495 SH   DFND 1,9 162,300 0 5,020,195
FASTENAL CO COM 311900104 48,234 1,026,700 SH   DFND 1,5 200 0 1,026,500
FASTENAL CO COM 311900104 4,341 92,396 SH   DFND 2 92,396 0 0
FASTENAL CO COM 311900104 1,257 26,757 SH   DFND 3 26,757 0 0
FATE THERAPEUTICS INC COM 31189P102 11,024 4,391,885 SH   DFND 1,5 579,736 0 3,812,149
FB FINL CORP COM 30257X104 2,881 111,011 SH   DFND 1,5 11,311 0 99,700
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,261 22,949 SH   DFND 2 22,949 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,892 34,424 SH   DFND 3 34,424 0 0
FEDERAL SIGNAL CORP COM 313855108 9,393 601,720 SH   DFND 6 601,720 0 0
FEDERAL SIGNAL CORP COM 313855108 4,026 257,900 SH   DFND 7 257,900 0 0
FEDERATED INVS INC PA CL B 314211103 247,099 8,737,600 SH   DFND 1,5 39,200 0 8,698,400
FEDERATED INVS INC PA CL B 314211103 684 24,177 SH   DFND 3 24,177 0 0
FEDEX CORP COM 31428X106 850,829 4,569,435 SH   DFND 1,5 326,739 0 4,242,696
FEDEX CORP COM 31428X106 14,553 78,160 SH   DFND 2 78,160 0 0
FEDEX CORP COM 31428X106 19,412 104,254 SH   DFND 3 104,254 0 0
FEDEX CORP COM 31428X106 19,902 106,884 SH   DFND 6 97,450 0 9,434
FEDEX CORP COM 31428X106 108,253 581,380 SH   DFND 7 394,172 0 187,208
FELCOR LODGING TR INC COM 31430F101 110,485 13,793,362 SH   DFND 1,5 3,100,967 0 10,692,395
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 4,445 178,435 SH   DFND 1,5 29,900 0 148,535
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 670 26,900 SH   DFND 6 0 0 26,900
FELCOR LODGING TR INC COM 31430F101 21,068 2,630,165 SH   DFND 6 2,630,165 0 0
FELCOR LODGING TR INC COM 31430F101 7,765 969,392 SH   DFND 7 373,820 0 595,572
FERRARI N V COM N3167Y103 7,042 121,122 SH   DFND 1,5 0 0 121,122
FERRO CORP COM 315405100 27,178 1,896,609 SH   DFND 1,5 0 0 1,896,609
FERRO CORP COM 315405100 22,818 1,592,309 SH   DFND 6 1,522,909 0 69,400
FERRO CORP COM 315405100 6,520 454,974 SH   DFND 7 380,374 0 74,600
FERROGLOBE PLC SHS G33856108 8,554 789,800 SH   DFND 6 789,800 0 0
FERROGLOBE PLC SHS G33856108 3,512 324,300 SH   DFND 7 324,300 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 130,571 14,315,100 SH   DFND 1,5 433,500 0 13,881,600
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 2,052 225,000 SH   DFND 6 225,000 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 47,111 4,902,300 SH   DFND 1,5 178,600 0 4,723,700
FIBROCELL SCIENCE INC COM NEW 315721209 1,642 2,606,440 SH   DFND 1,5 0 0 2,606,440
FIBROGEN INC COM 31572Q808 32,494 1,518,431 SH   DFND 1,5 8,101 0 1,510,330
FIBROGEN INC COM 31572Q808 321 15,000 SH   DFND 6 15,000 0 0
FIDELITY MSCI HLTH CARE I 316092600 260 7,892 SH   DFND 3 7,892 0 0
FIDELITY MSCI FINLS IDX 316092501 291 8,412 SH   DFND 3 8,412 0 0
FIDELITY MSCI INFO TECH I 316092808 482 13,046 SH   DFND 3 13,046 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 993 4,694 SH   DFND 3 4,694 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 496,703 14,626,125 SH   DFND 1,5 367,146 0 14,258,979
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 10,396 5,350,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 6,105 445,624 SH   DFND 1,5 0 0 445,624
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 322 9,467 SH   DFND 3 9,467 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,623 47,797 SH   DFND 6 25,964 0 21,833
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,956 145,949 SH   DFND 7 145,949 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 507,426 6,708,436 SH   DFND 1,5 149,853 0 6,558,583
FIDELITY NATL INFORMATION SV COM 31620M106 39,308 519,676 SH   DFND 1,9 0 0 519,676
FIDELITY NATL INFORMATION SV COM 31620M106 7,937 104,927 SH   DFND 2 104,927 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 7,080 93,598 SH   DFND 3 93,598 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 20,997 277,590 SH   DFND 6 249,090 0 28,500
FIDELITY NATL INFORMATION SV COM 31620M106 97,578 1,290,032 SH   DFND 7 553,022 0 737,010
FIFTH STR ASSET MGMT INC CL A COM 31679P109 2,212 330,118 SH   DFND 1,5 0 0 330,118
FIFTH THIRD BANCORP COM 316773100 26,626 987,257 SH   DFND 1,5 16,500 0 970,757
FIFTH THIRD BANCORP COM 316773100 6,515 241,552 SH   DFND 2 241,552 0 0
FIFTH THIRD BANCORP COM 316773100 18,828 698,094 SH   DFND 3 698,094 0 0
FIFTH THIRD BANCORP COM 316773100 22,574 837,000 SH   DFND 11 837,000 0 0
FINANCIAL ENGINES INC COM 317485100 4,000 108,854 SH   DFND 1,5 0 0 108,854
FINANCIAL INSTNS INC COM 317585404 8,601 251,500 SH   DFND 6 251,500 0 0
FINANCIAL INSTNS INC COM 317585404 3,830 112,000 SH   DFND 7 112,000 0 0
FINISAR CORP COM NEW 31787A507 38,015 1,255,874 SH   DFND 1,5 12,184 0 1,243,690
FINISAR CORP COM NEW 31787A507 1,184 39,100 SH   DFND 6 39,100 0 0
FINISH LINE INC CL A 317923100 73,829 3,925,000 SH   DFND 1,5 0 0 3,925,000
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 29,414 32,660,000 PRN   DFND 1,5 0 0 0
FIRST AMERN FINL CORP COM 31847R102 323,082 8,820,135 SH   DFND 1,5 300,535 0 8,519,600
FIRST AMERN FINL CORP COM 31847R102 3,472 94,786 SH   DFND 6 94,786 0 0
FIRST AMERN FINL CORP COM 31847R102 1,418 38,700 SH   DFND 7 38,700 0 0
FIRST BANCORP N C COM 318910106 6,891 253,896 SH   DFND 6 253,896 0 0
FIRST BANCORP N C COM 318910106 622 22,900 SH   DFND 7 22,900 0 0
FIRST BANCORP P R COM NEW 318672706 46,270 7,000,000 SH   DFND 1,5 8,700 0 6,991,300
FIRST BUSEY CORP COM NEW 319383204 608 19,750 SH   DFND 1,5 19,750 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 757 25,100 SH   DFND 1,5 25,100 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 21,470 1,514,100 SH   DFND 1,5 0 0 1,514,100
FIRST CONN BANCORP INC MD COM 319850103 3,234 142,800 SH   DFND 6 142,800 0 0
FIRST CONN BANCORP INC MD COM 319850103 1,377 60,800 SH   DFND 7 60,800 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 439,732 1,238,683 SH   DFND 1,5 1,609 0 1,237,074
FIRST CTZNS BANCSHARES INC N CL A 31946M103 26,293 74,064 SH   DFND 6 74,064 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,805 19,170 SH   DFND 7 19,170 0 0
FIRST DATA CORP NEW COM CL A 32008D106 741,829 52,278,295 SH   DFND 1,5 2,244,999 0 50,033,296
FIRST DATA CORP NEW COM CL A 32008D106 6,949 489,678 SH   DFND 6 489,678 0 0
FIRST DATA CORP NEW COM CL A 32008D106 5,088 358,556 SH   DFND 7 0 0 358,556
FIRST FNDTN INC COM 32026V104 14,240 499,665 SH   DFND 6 499,665 0 0
FIRST FNDTN INC COM 32026V104 3,488 122,382 SH   DFND 7 122,382 0 0
FIRST HAWAIIAN INC COM 32051X108 43,880 1,260,194 SH   DFND 1,5 107,544 0 1,152,650
FIRST NORTHWEST BANCORP COM 335834107 15,006 961,921 SH   DFND 6 961,921 0 0
FIRST NORTHWEST BANCORP COM 335834107 3,180 203,843 SH   DFND 7 203,843 0 0
FIRST POTOMAC RLTY TR COM 33610F109 87,089 7,938,827 SH   DFND 1,5 353,972 0 7,584,855
FIRST POTOMAC RLTY TR COM 33610F109 1,025 93,458 SH   DFND 6 93,458 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 436,676 4,739,266 SH   DFND 1,5 119,966 0 4,619,300
FIRST SOLAR INC COM 336433107 799 24,914 SH   DFND 2 24,914 0 0
FIRSTCASH INC COM 33767D105 12,828 272,945 SH   DFND 1,5 0 0 272,945
FIRSTCASH INC COM 33767D105 43,803 931,982 SH   DFND 6 906,882 0 25,100
FIRSTCASH INC COM 33767D105 13,611 289,598 SH   DFND 7 267,598 0 22,000
FIRSTENERGY CORP COM 337932107 165,146 5,332,459 SH   DFND 1,5 953 0 5,331,506
FIRSTENERGY CORP COM 337932107 4,215 136,100 SH   DFND 2 136,100 0 0
FIRSTENERGY CORP COM 337932107 1,389 44,863 SH   DFND 3 44,863 0 0
FIRSTENERGY CORP COM 337932107 3,116 100,600 SH   DFND 7 100,600 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 1,413 29,766 SH   DFND 7 29,766 0 0
FISERV INC COM 337738108 747,017 7,028,764 SH   DFND 1,5 448,280 0 6,580,484
FISERV INC COM 337738108 39,406 370,778 SH   DFND 1,9 0 0 370,778
FISERV INC COM 337738108 7,375 69,388 SH   DFND 2 69,388 0 0
FISERV INC COM 337738108 13,059 122,869 SH   DFND 3 122,869 0 0
FISERV INC COM 337738108 978 9,200 SH   DFND 6 9,200 0 0
FISERV INC COM 337738108 8,192 77,075 SH   DFND 7 77,075 0 0
FIVE BELOW INC COM 33829M101 12,926 323,469 SH   DFND 1,5 4,569 0 318,900
FIVE BELOW INC COM 33829M101 603 15,100 SH   DFND 6 15,100 0 0
FIVE OAKS INVT CORP COM 33830W106 2,474 497,700 SH   DFND 1,5 0 0 497,700
FIVE PRIME THERAPEUTICS INC COM 33830X104 213,024 4,251,120 SH   DFND 1,5 546,861 0 3,704,259
FIVE PRIME THERAPEUTICS INC COM 33830X104 752 15,000 SH   DFND 7 15,000 0 0
FIVE9 INC COM 338307101 7,095 500,000 SH   DFND 1,5 0 0 500,000
FLAGSTAR BANCORP INC COM PAR .001 337930705 374 13,900 SH   DFND 1,5 0 0 13,900
FLANIGANS ENTERPRISES INC COM 338517105 3,001 123,245 SH   DFND 1,5 48,945 0 74,300
FLEETCOR TECHNOLOGIES INC COM 339041105 281,426 1,988,598 SH   DFND 1,5 36,806 0 1,951,792
FLEETCOR TECHNOLOGIES INC COM 339041105 1,670 11,801 SH   DFND 1,9 100 0 11,701
FLEX LTD ORD Y2573F102 18,021 1,254,092 SH   DFND 1,5 1,714 0 1,252,378
FLEX LTD ORD Y2573F102 5,923 412,155 SH   DFND 3 412,155 0 0
FLEX PHARMA INC COM 33938A105 1,330 251,834 SH   DFND 1,5 0 0 251,834
FLEXSHARES TR MORNSTAR UPSTR 33939L407 224,917 7,847,777 SH   DFND 3 7,847,777 0 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 1,513 52,777 SH   DFND 7 52,777 0 0
FLIR SYS INC COM 302445101 3,999 110,500 SH   DFND 1,5 10,600 0 99,900
FLIR SYS INC COM 302445101 1,575 43,517 SH   DFND 2 43,517 0 0
FLIR SYS INC COM 302445101 327 9,030 SH   DFND 3 9,030 0 0
FLOWERS FOODS INC COM 343498101 2,217 111,000 SH   DFND 1,5 11,100 0 99,900
FLOWSERVE CORP COM 34354P105 762,063 15,859,797 SH   DFND 1,5 207,140 0 15,652,657
FLOWSERVE CORP COM 34354P105 2,004 41,702 SH   DFND 2 41,702 0 0
FLOWSERVE CORP COM 34354P105 2,381 49,559 SH   DFND 3 49,559 0 0
FLOWSERVE CORP COM 34354P105 14,990 311,960 SH   DFND 6 311,960 0 0
FLOWSERVE CORP COM 34354P105 8,840 183,980 SH   DFND 7 183,980 0 0
FLUIDIGM CORP DEL COM 34385P108 1,165 160,000 SH   DFND 1,5 160,000 0 0
FLUOR CORP NEW COM 343412102 437,309 8,326,524 SH   DFND 1,5 38,859 0 8,287,665
FLUOR CORP NEW COM 343412102 2,338 44,515 SH   DFND 2 44,515 0 0
FLUOR CORP NEW COM 343412102 1,720 32,758 SH   DFND 3 32,758 0 0
FLUOR CORP NEW COM 343412102 478 9,100 SH   DFND 6 9,100 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 11,630 874,400 SH   DFND 6 874,400 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 5,820 437,618 SH   DFND 7 344,618 0 93,000
FMC TECHNOLOGIES INC COM 30249U101 72,408 2,037,941 SH   DFND 1,5 161,909 0 1,876,032
FMC TECHNOLOGIES INC COM 30249U101 2,564 72,152 SH   DFND 2 72,152 0 0
FMC TECHNOLOGIES INC COM 30249U101 380 10,702 SH   DFND 3 10,702 0 0
FNB CORP PA COM 302520101 62,400 3,892,700 SH   DFND 1,5 172,000 0 3,720,700
FNB CORP PA COM 302520101 30,281 1,889,000 SH   DFND 6 1,889,000 0 0
FNB CORP PA COM 302520101 2,799 174,600 SH   DFND 7 174,600 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 79,060 1,037,402 SH   DFND 1,5 30,217 0 1,007,185
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,797 36,700 SH   DFND 7 36,700 0 0
FOOT LOCKER INC COM 344849104 452,112 6,377,660 SH   DFND 1,5 101,790 0 6,275,870
FOOT LOCKER INC COM 344849104 3,066 43,255 SH   DFND 2 43,255 0 0
FOOT LOCKER INC COM 344849104 32,546 459,100 SH   DFND 3 459,100 0 0
FOOT LOCKER INC COM 344849104 13,997 197,450 SH   DFND 6 197,450 0 0
FOOT LOCKER INC COM 344849104 9,982 140,807 SH   DFND 7 140,807 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,795 230,431 SH   DFND 1,5 0 0 230,431
FORD MTR CO DEL COM PAR $0.01 345370860 15,134 1,247,651 SH   DFND 2 1,247,651 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 18,532 1,527,788 SH   DFND 3 1,527,788 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 223,859 10,741,793 SH   DFND 1,5 6,072,089 0 4,669,704
FOREST CITY RLTY TR INC COM CL A 345605109 21,040 1,009,596 SH   DFND 6 1,009,596 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 8,024 385,051 SH   DFND 7 256,660 0 128,391
FORRESTER RESH INC COM 346563109 6,455 150,300 SH   DFND 1,5 0 0 150,300
FORTIS INC COM 349553107 7,540 244,165 SH   DFND 1,5 43 0 244,122
FORTIS INC COM 349553107 1,070 34,650 SH   DFND 6 18,150 0 16,500
FORTIS INC COM 349553107 6,559 212,408 SH   DFND 7 212,408 0 0
FORTIS INC COM 349553107 270,632 8,764,200 SH   DFND 11 7,891,100 0 873,100
FORTIVE CORP COM 34959J108 1,067,145 19,898,279 SH   DFND 1,5 1,001,774 0 18,896,505
FORTIVE CORP COM 34959J108 5,157 96,157 SH   DFND 2 96,157 0 0
FORTIVE CORP COM 34959J108 2,228 41,537 SH   DFND 3 41,537 0 0
FORTIVE CORP COM 34959J108 8,377 156,207 SH   DFND 6 130,479 0 25,728
FORTIVE CORP COM 34959J108 33,116 617,495 SH   DFND 7 571,781 0 45,714
FORTIVE CORP COM 34959J108 6,567 122,450 SH   DFND 11 122,450 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 19,250 3,960,839 SH   DFND 1,5 1,300 0 3,959,539
FORTUNE BRANDS HOME & SEC IN COM 34964C106 329,533 6,164,102 SH   DFND 1,5 352,038 0 5,812,064
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,637 49,328 SH   DFND 2 49,328 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,232 23,039 SH   DFND 3 23,039 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 17,979 336,315 SH   DFND 6 328,520 0 7,795
FORTUNE BRANDS HOME & SEC IN COM 34964C106 43,668 816,830 SH   DFND 7 816,830 0 0
FORWARD AIR CORP COM 349853101 17,827 376,250 SH   DFND 1,5 56 0 376,194
FOSSIL GROUP INC COM 34988V106 186,707 7,219,903 SH   DFND 1,5 1,831,500 0 5,388,403
FOUNDATION MEDICINE INC COM 350465100 1,630 92,100 SH   DFND 1,5 0 0 92,100
FOUR CORNERS PPTY TR INC COM 35086T109 1,892 92,220 SH   DFND 1,5 19,288 0 72,932
FRANCO NEVADA CORP COM 351858105 634,828 10,617,231 SH   DFND 1,5 666,531 0 9,950,700
FRANCO NEVADA CORP COM 351858105 14,838 248,300 SH   DFND 1,10 5,200 0 243,100
FRANCO NEVADA CORP COM 351858105 2,169 36,270 SH   DFND 6 6,670 0 29,600
FRANCO NEVADA CORP COM 351858105 3,759 62,870 SH   DFND 7 62,870 0 0
FRANCO NEVADA CORP COM 351858105 332,031 5,553,082 SH   DFND 11 4,391,768 0 1,161,314
FRANKLIN ELEC INC COM 353514102 7,659 196,900 SH   DFND 6 196,900 0 0
FRANKLIN ELEC INC COM 353514102 3,174 81,600 SH   DFND 7 81,600 0 0
FRANKLIN RES INC COM 354613101 198,286 5,009,740 SH   DFND 1,5 225,000 0 4,784,740
FRANKLIN RES INC COM 354613101 4,390 110,919 SH   DFND 2 110,919 0 0
FRANKLIN RES INC COM 354613101 3,899 98,507 SH   DFND 3 98,507 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 45,360 3,500,000 SH   DFND 1,5 0 0 3,500,000
FRANKS INTL N V COM N33462107 74,352 6,039,982 SH   DFND 1,5 36 0 6,039,946
FRANKS INTL N V COM N33462107 1,167 94,800 SH   DFND 7 94,800 0 0
FREEPORT-MCMORAN INC CL B 35671D857 247,978 18,800,467 SH   DFND 1,5 1,034,529 0 17,765,938
FREEPORT-MCMORAN INC CL B 35671D857 4,862 368,600 SH   DFND 1,10 0 0 368,600
FREEPORT-MCMORAN INC CL B 35671D857 5,282 400,474 SH   DFND 2 400,474 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,311 326,873 SH   DFND 3 326,873 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,676 202,878 SH   DFND 6 202,878 0 0
FREEPORT-MCMORAN INC CL B 35671D857 8,535 647,118 SH   DFND 7 71,888 0 575,230
FRESH DEL MONTE PRODUCE INC ORD G36738105 457,635 7,548,000 SH   DFND 1,5 1,166,900 0 6,381,100
FRONTIER COMMUNICATIONS CORP COM 35906A108 43,397 12,839,462 SH   DFND 1,5 122 0 12,839,340
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 12,958 182,300 SH   DFND 1,5 53,900 0 128,400
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,267 374,989 SH   DFND 2 374,989 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 279 82,634 SH   DFND 3 82,634 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,537 454,700 SH   DFND 7 454,700 0 0
FTD COS INC COM 30281V108 10,716 449,484 SH   DFND 11 449,484 0 0
FTI CONSULTING INC COM 302941109 107,065 2,375,000 SH   DFND 1,5 0 0 2,375,000
FULLER H B CO COM 359694106 37,974 786,053 SH   DFND 1,5 0 0 786,053
G & K SVCS INC CL A 361268105 56,809 589,000 SH   DFND 11 589,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 196,703 6,654,367 SH   DFND 1,5 68,735 0 6,585,632
G-III APPAREL GROUP LTD COM 36237H101 4,835 163,579 SH   DFND 6 163,579 0 0
G-III APPAREL GROUP LTD COM 36237H101 726 24,572 SH   DFND 7 24,572 0 0
GALAPAGOS NV SPON ADR 36315X101 295,692 4,606,507 SH   DFND 1,5 530,600 0 4,075,907
GALAPAGOS NV SPON ADR 36315X101 1,226 19,100 SH   DFND 7 19,100 0 0
GALLAGHER ARTHUR J & CO COM 363576109 32,844 632,100 SH   DFND 1,5 0 0 632,100
GALLAGHER ARTHUR J & CO COM 363576109 2,956 56,883 SH   DFND 2 56,883 0 0
GALLAGHER ARTHUR J & CO COM 363576109 471 9,073 SH   DFND 3 9,073 0 0
GALLAGHER ARTHUR J & CO COM 363576109 13,908 267,670 SH   DFND 6 267,670 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,123 98,590 SH   DFND 7 98,590 0 0
GAMCO INVESTORS INC CL A COM 361438104 3,089 100,000 SH   DFND 1,5 100,000 0 0
GAMESTOP CORP NEW CL A 36467W109 355,047 14,055,698 SH   DFND 1,5 1,290,243 0 12,765,455
GAMESTOP CORP NEW CL A 36467W109 30,936 1,224,700 SH   DFND 11 1,224,700 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 324,757 10,606,031 SH   DFND 1,5 7,696,369 0 2,909,662
GAMING & LEISURE PPTYS INC COM 36467J108 11,332 370,073 SH   DFND 6 370,073 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 4,134 135,000 SH   DFND 7 28,900 0 106,100
GANNETT CO INC COM 36473H104 16,098 1,657,918 SH   DFND 1,5 182,145 0 1,475,773
GAP INC DEL COM 364760108 1,574 70,132 SH   DFND 2 70,132 0 0
GAP INC DEL COM 364760108 324 14,444 SH   DFND 3 14,444 0 0
GARMIN LTD SHS H2906T109 1,782 36,748 SH   DFND 2 36,748 0 0
GARMIN LTD SHS H2906T109 619 12,767 SH   DFND 3 12,767 0 0
GARTNER INC COM 366651107 61,590 609,376 SH   DFND 1,5 31,730 0 577,646
GARTNER INC COM 366651107 252 2,491 SH   DFND 3 2,491 0 0
GASLOG LTD SHS G37585109 104,118 6,466,934 SH   DFND 1,5 365,962 0 6,100,972
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 23,018 1,120,100 SH   DFND 1,5 0 0 1,120,100
GATX CORP COM 361448103 33,719 547,565 SH   DFND 1,5 0 0 547,565
GDS HLDGS LTD SPONSORED ADR 36165L108 17,805 2,070,400 SH   DFND 1,9 0 0 2,070,400
GDS HLDGS LTD SPONSORED ADR 36165L108 894 103,900 SH   DFND 7 103,900 0 0
GENCOR INDS INC COM 368678108 3,650 232,500 SH   DFND 1,5 23,300 0 209,200
GENER8 MARITIME INC COM Y26889108 2,028 452,626 SH   DFND 1,5 0 0 452,626
GENERAC HLDGS INC COM 368736104 43,099 1,057,900 SH   DFND 1,5 37,700 0 1,020,200
GENERAC HLDGS INC COM 368736104 37,880 929,800 SH   DFND 11 929,800 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 2,602 3,328,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 8,415 441,745 SH   DFND 1,5 194 0 441,551
GENERAL COMMUNICATION INC CL A 369385109 14,932 767,692 SH   DFND 1,5 0 0 767,692
GENERAL DYNAMICS CORP COM 369550108 1,601,015 9,272,646 SH   DFND 1,5 362,024 0 8,910,622
GENERAL DYNAMICS CORP COM 369550108 15,799 91,506 SH   DFND 2 91,506 0 0
GENERAL DYNAMICS CORP COM 369550108 85,405 494,645 SH   DFND 3 494,645 0 0
GENERAL DYNAMICS CORP COM 369550108 13,832 80,113 SH   DFND 6 68,913 0 11,200
GENERAL DYNAMICS CORP COM 369550108 22,627 131,050 SH   DFND 7 81,809 0 49,241
GENERAL ELECTRIC CO COM 369604103 3,682,669 116,540,154 SH   DFND 1,5 2,241,674 0 114,298,480
GENERAL ELECTRIC CO COM 369604103 89,364 2,827,977 SH   DFND 2 2,827,977 0 0
GENERAL ELECTRIC CO COM 369604103 218,714 6,921,326 SH   DFND 3 6,921,326 0 0
GENERAL ELECTRIC CO COM 369604103 56,255 1,780,221 SH   DFND 6 1,639,396 0 140,825
GENERAL ELECTRIC CO COM 369604103 84,444 2,672,283 SH   DFND 7 475,641 0 2,196,642
GENERAL GROWTH PPTYS INC NEW COM 370023103 581,864 23,293,194 SH   DFND 1,5 14,549,126 0 8,744,068
GENERAL GROWTH PPTYS INC NEW COM 370023103 4,663 186,667 SH   DFND 2 186,667 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 6,310 252,598 SH   DFND 6 252,598 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,988 79,600 SH   DFND 7 0 0 79,600
GENERAL GROWTH PPTYS INC NEW COM 370023103 33,131 1,326,300 SH   DFND 11 1,326,300 0 0
GENERAL MLS INC COM 370334104 46,754 756,908 SH   DFND 1,5 192,908 0 564,000
GENERAL MLS INC COM 370334104 11,678 189,051 SH   DFND 2 189,051 0 0
GENERAL MLS INC COM 370334104 16,300 263,890 SH   DFND 3 263,890 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 8,587 501,273 SH   DFND 1,5 80,844 0 420,429
GENERAL MTRS CO COM 37045V100 1,156,215 33,186,438 SH   DFND 1,5 2,686,740 0 30,499,698
GENERAL MTRS CO COM 37045V100 15,449 443,440 SH   DFND 2 443,440 0 0
GENERAL MTRS CO COM 37045V100 81,631 2,343,017 SH   DFND 3 2,343,017 0 0
GENERAL MTRS CO COM 37045V100 9,922 284,800 SH   DFND 6 284,800 0 0
GENERAL MTRS CO COM 37045V100 21,908 628,817 SH   DFND 7 58,802 0 570,015
GENESCO INC COM 371532102 185,090 2,980,510 SH   DFND 1,5 0 0 2,980,510
GENESEE & WYO INC CL A 371559105 339,234 4,887,388 SH   DFND 1,5 104,788 0 4,782,600
GENESEE & WYO INC CL A 371559105 32,756 471,925 SH   DFND 6 471,925 0 0
GENESEE & WYO INC CL A 371559105 10,647 153,399 SH   DFND 7 153,399 0 0
GENMARK DIAGNOSTICS INC COM 372309104 83,733 6,840,946 SH   DFND 1,5 828,593 0 6,012,353
GENMARK DIAGNOSTICS INC COM 372309104 1,465 119,700 SH   DFND 7 119,700 0 0
GENOCEA BIOSCIENCES INC COM 372427104 17,492 4,245,530 SH   DFND 1,5 257,100 0 3,988,430
GENOCEA BIOSCIENCES INC COM 372427104 44 10,700 SH   DFND 6 10,700 0 0
GENOMIC HEALTH INC COM 37244C101 7,740 263,348 SH   DFND 1,5 0 0 263,348
GENPACT LIMITED SHS G3922B107 172,827 7,100,521 SH   DFND 1,5 63,060 0 7,037,461
GENPACT LIMITED SHS G3922B107 56,064 2,303,365 SH   DFND 6 2,303,365 0 0
GENPACT LIMITED SHS G3922B107 8,658 355,699 SH   DFND 7 355,699 0 0
GENTEX CORP COM 371901109 163,796 8,318,718 SH   DFND 1,5 674,846 0 7,643,872
GENTHERM INC COM 37253A103 31,786 939,030 SH   DFND 1,5 53,933 0 885,097
GENUINE PARTS CO COM 372460105 4,543 47,547 SH   DFND 2 47,547 0 0
GENUINE PARTS CO COM 372460105 3,724 38,978 SH   DFND 3 38,978 0 0
GENWORTH FINL INC COM CL A 37247D106 61,569 16,159,871 SH   DFND 1,5 1,143,408 0 15,016,463
GEO GROUP INC NEW COM 36162J106 30,519 849,400 SH   DFND 1,5 25,400 0 824,000
GEO GROUP INC NEW COM 36162J106 19,197 534,300 SH   DFND 6 534,300 0 0
GEO GROUP INC NEW COM 36162J106 7,793 216,900 SH   DFND 7 154,200 0 62,700
GEOSPACE TECHNOLOGIES CORP COM 37364X109 40,144 1,971,700 SH   DFND 1,5 147,600 0 1,824,100
GERMAN AMERN BANCORP INC COM 373865104 35,375 672,398 SH   DFND 1,5 0 0 672,398
GERON CORP COM 374163103 49,079 23,709,425 SH   DFND 1,5 0 0 23,709,425
GIBRALTAR INDS INC COM 374689107 32,412 778,191 SH   DFND 1,5 1,917 0 776,274
GIGAMON INC COM 37518B102 29,304 643,346 SH   DFND 1,5 58,950 0 584,396
GILDAN ACTIVEWEAR INC COM 375916103 261,807 10,311,400 SH   DFND 1,5 944,300 0 9,367,100
GILDAN ACTIVEWEAR INC COM 375916103 18,937 746,113 SH   DFND 6 561,559 0 184,554
GILDAN ACTIVEWEAR INC COM 375916103 15,502 610,602 SH   DFND 7 561,802 0 48,800
GILDAN ACTIVEWEAR INC COM 375916103 97,718 3,848,660 SH   DFND 11 3,162,160 0 686,500
GILEAD SCIENCES INC COM 375558103 2,324,260 32,457,198 SH   DFND 1,5 3,925,727 0 28,531,471
GILEAD SCIENCES INC COM 375558103 30,159 421,159 SH   DFND 2 421,159 0 0
GILEAD SCIENCES INC COM 375558103 85,981 1,200,679 SH   DFND 3 1,200,679 0 0
GILEAD SCIENCES INC COM 375558103 15,694 219,159 SH   DFND 6 219,159 0 0
GILEAD SCIENCES INC COM 375558103 85,452 1,193,298 SH   DFND 7 177,925 0 1,015,373
GILEAD SCIENCES INC COM 375558103 259,013 3,617,000 SH   DFND 11 3,617,000 0 0
GLACIER BANCORP INC NEW COM 37637Q105 5,232 144,400 SH   DFND 1,5 2,900 0 141,500
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 721,141 18,726,083 SH   DFND 1,5 47,878 0 18,678,205
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 54,983 1,427,751 SH   DFND 3 1,427,751 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 12,203 316,890 SH   DFND 6 316,890 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 26,276 682,305 SH   DFND 7 0 0 682,305
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 75,424 5,219,653 SH   DFND 1,5 309,391 0 4,910,262
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 3,119 215,845 SH   DFND 6 200,345 0 15,500
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,340 161,969 SH   DFND 7 106,769 0 55,200
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 17,715 516,466 SH   DFND 1,5 75,079 0 441,387
GLOBAL PMTS INC COM 37940X102 818,626 11,794,058 SH   DFND 1,5 52,350 0 11,741,708
GLOBAL PMTS INC COM 37940X102 36,298 522,956 SH   DFND 1,9 0 0 522,956
GLOBAL PMTS INC COM 37940X102 37,232 536,400 SH   DFND 1,10 10,700 0 525,700
GLOBAL PMTS INC COM 37940X102 3,410 49,134 SH   DFND 2 49,134 0 0
GLOBAL PMTS INC COM 37940X102 434 6,246 SH   DFND 3 6,246 0 0
GLOBAL PMTS INC COM 37940X102 9,552 137,620 SH   DFND 6 113,120 0 24,500
GLOBAL PMTS INC COM 37940X102 14,183 204,340 SH   DFND 7 128,340 0 76,000
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 2,915 226,500 SH   DFND 1,5 37,800 0 188,700
GLOBALSTAR INC COM 378973408 5,996 3,794,817 SH   DFND 1,5 0 0 3,794,817
GLOBANT S A COM L44385109 3,761 112,771 SH   DFND 1,5 300 0 112,471
GLOBUS MED INC CL A 379577208 11,909 480,014 SH   DFND 1,5 0 0 480,014
GNC HLDGS INC COM CL A 36191G107 108,974 9,870,798 SH   DFND 1,5 832,113 0 9,038,685
GNC HLDGS INC COM CL A 36191G107 287 26,000 SH   DFND 6 26,000 0 0
GODADDY INC CL A 380237107 272,402 7,794,038 SH   DFND 1,5 426,783 0 7,367,255
GOGO INC COM 38046C109 31,057 3,368,444 SH   DFND 1,5 40,258 0 3,328,186
GOGO INC NOTE 3.750% 3/0 38046CAB5 15,481 20,590,000 PRN   DFND 1,5 0 0 0
GOGO INC COM 38046C109 16,597 1,800,078 SH   DFND 6 1,702,378 0 97,700
GOGO INC COM 38046C109 7,872 853,800 SH   DFND 7 789,100 0 64,700
GOLAR LNG LTD BERMUDA SHS G9456A100 228,092 9,942,963 SH   DFND 1,5 258,909 0 9,684,054
GOLAR LNG LTD BERMUDA SHS G9456A100 844 36,800 SH   DFND 6 36,800 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 612 26,700 SH   DFND 7 26,700 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 25,857 1,075,600 SH   DFND 1,5 0 0 1,075,600
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 13,953 4,635,626 SH   DFND 1,5 0 0 4,635,626
GOLD STD VENTURES CORP COM 380738104 6,546 3,062,200 SH   DFND 1,5 0 0 3,062,200
GOLDCORP INC NEW COM 380956409 51,241 3,763,594 SH   DFND 1,5 3,484 0 3,760,110
GOLDCORP INC NEW COM 380956409 4,502 330,680 SH   DFND 3 330,680 0 0
GOLDCORP INC NEW COM 380956409 1,485 109,100 SH   DFND 7 94,600 0 14,500
GOLDCORP INC NEW COM 380956409 33,655 2,471,900 SH   DFND 11 2,422,000 0 49,900
GOLDMAN SACHS GROUP INC COM 38141G104 2,142,896 8,949,240 SH   DFND 1,5 129,954 0 8,819,286
GOLDMAN SACHS GROUP INC COM 38141G104 28,308 118,220 SH   DFND 2 118,220 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 41,657 173,970 SH   DFND 3 173,970 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,324 72,351 SH   DFND 6 59,601 0 12,750
GOLDMAN SACHS GROUP INC COM 38141G104 60,657 253,320 SH   DFND 7 213,270 0 40,050
GOLDMAN SACHS GROUP INC COM 38141G104 82,299 343,700 SH   DFND 11 343,700 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 31,949 1,034,942 SH   DFND 1,5 53,742 0 981,200
GOODYEAR TIRE & RUBR CO COM 382550101 2,576 83,453 SH   DFND 2 83,453 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 303 9,823 SH   DFND 3 9,823 0 0
GRACE W R & CO DEL NEW COM 38388F108 359,491 5,314,767 SH   DFND 1,5 52,600 0 5,262,167
GRACE W R & CO DEL NEW COM 38388F108 3,609 53,362 SH   DFND 6 53,362 0 0
GRAHAM HLDGS CO COM 384637104 679 1,326 SH   DFND 3 1,326 0 0
GRAINGER W W INC COM 384802104 31,200 134,340 SH   DFND 1,5 40 0 134,300
GRAINGER W W INC COM 384802104 4,069 17,520 SH   DFND 2 17,520 0 0
GRAINGER W W INC COM 384802104 7,243 31,187 SH   DFND 3 31,187 0 0
GRAMERCY PPTY TR COM 385002100 243,228 26,495,445 SH   DFND 1,5 21,488,156 0 5,007,289
GRAMERCY PPTY TR COM 385002100 9,295 1,012,540 SH   DFND 6 1,012,540 0 0
GRAMERCY PPTY TR COM 385002100 2,954 321,800 SH   DFND 7 0 0 321,800
GRAN TIERRA ENERGY INC COM 38500T101 7,115 2,352,985 SH   DFND 1,5 0 0 2,352,985
GRAN TIERRA ENERGY INC COM 38500T101 192 63,400 SH   DFND 7 63,400 0 0
GRAND CANYON ED INC COM 38526M106 70,192 1,200,898 SH   DFND 1,5 1,423 0 1,199,475
GRAND CANYON ED INC COM 38526M106 36,894 631,200 SH   DFND 6 631,200 0 0
GRAND CANYON ED INC COM 38526M106 7,710 131,900 SH   DFND 7 131,900 0 0
GRAND CANYON ED INC COM 38526M106 74,368 1,272,329 SH   DFND 11 1,272,329 0 0
GRANITE CONSTR INC COM 387328107 20,870 379,462 SH   DFND 1,5 462 0 379,000
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 215 6,445 SH   DFND 6 6,445 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 403 12,075 SH   DFND 7 12,075 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 361,881 28,996,868 SH   DFND 1,5 16,827 0 28,980,041
GRAPHIC PACKAGING HLDG CO COM 388689101 29,275 2,345,757 SH   DFND 6 2,345,757 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 7,269 582,440 SH   DFND 7 582,440 0 0
GRAY TELEVISION INC COM 389375106 33,864 3,121,097 SH   DFND 1,5 11,200 0 3,109,897
GREAT AJAX CORP COM 38983D300 20,684 1,558,726 SH   DFND 1,5 0 0 1,558,726
GREAT PLAINS ENERGY INC COM 391164100 116,175 4,247,707 SH   DFND 1,5 0 0 4,247,707
GREAT PLAINS ENERGY INC COM 391164100 1,986 72,600 SH   DFND 7 72,600 0 0
GREAT WESTN BANCORP INC COM 391416104 29,008 665,466 SH   DFND 1,5 0 0 665,466
GREAT WESTN BANCORP INC COM 391416104 66,289 1,520,748 SH   DFND 6 1,520,748 0 0
GREAT WESTN BANCORP INC COM 391416104 19,618 450,057 SH   DFND 7 394,057 0 56,000
GREEN DOT CORP CL A 39304D102 5,275 224,000 SH   DFND 1,5 20,900 0 203,100
GREENHILL & CO INC COM 395259104 17,408 628,445 SH   DFND 1,5 44,045 0 584,400
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 14,342 629,020 SH   DFND 1,5 0 0 629,020
GREIF INC CL A 397624107 38,965 759,401 SH   DFND 1,5 101 0 759,300
GRIFOLS S A SP ADR REP B NVT 398438408 46,795 2,911,950 SH   DFND 1,5 450 0 2,911,500
GRIFOLS S A SP ADR REP B NVT 398438408 20,107 1,251,200 SH   DFND 1,10 25,500 0 1,225,700
GROUPE CGI INC CL A SUB VTG 39945C109 178,673 3,722,780 SH   DFND 1,5 461,400 0 3,261,380
GROUPE CGI INC CL A SUB VTG 39945C109 13,310 277,324 SH   DFND 6 138,124 0 139,200
GROUPE CGI INC CL A SUB VTG 39945C109 17,099 356,274 SH   DFND 7 302,374 0 53,900
GROUPE CGI INC CL A SUB VTG 39945C109 823,831 17,165,055 SH   DFND 11 14,998,970 0 2,166,085
GROUPE CGI INC CL A SUB VTG 39945C109 523 10,900 SH   DFND   10,900 0 0
GROUPON INC COM 399473107 278,069 83,755,781 SH   DFND 1,5 5,673,386 0 78,082,395
GROUPON INC COM 399473107 2,873 865,300 SH   DFND 1,9 0 0 865,300
GROUPON INC COM 399473107 640 192,800 SH   DFND 6 192,800 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,311 48,700 SH   DFND 1,10 48,700 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 3,876 143,990 SH   DFND 6 115,490 0 28,500
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 4,961 184,270 SH   DFND 7 184,270 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 15,451 1,175,856 SH   DFND 1,5 24,504 0 1,151,352
GSI TECHNOLOGY COM 36241U106 281 45,300 SH   DFND 1,5 0 0 45,300
GUESS INC COM 401617105 151,198 12,495,720 SH   DFND 1,5 1,508,300 0 10,987,420
GULFMARK OFFSHORE INC CL A NEW 402629208 5,678 3,244,530 SH   DFND 1,5 75,800 0 3,168,730
GULFPORT ENERGY CORP COM NEW 402635304 5,697 263,282 SH   DFND 1,5 382 0 262,900
GW PHARMACEUTICALS PLC ADS 36197T103 190,835 1,707,700 SH   DFND 1,5 5,255 0 1,702,445
GW PHARMACEUTICALS PLC ADS 36197T103 845 7,565 SH   DFND 6 7,565 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 210 12,200 SH   DFND 1,5 0 0 12,200
HACKETT GROUP INC COM 404609109 9,609 544,132 SH   DFND 6 544,132 0 0
HACKETT GROUP INC COM 404609109 1,247 70,600 SH   DFND 7 70,600 0 0
HAEMONETICS CORP COM 405024100 415 10,328 SH   DFND 3 10,328 0 0
HAEMONETICS CORP COM 405024100 989 24,600 SH   DFND 6 24,600 0 0
HAEMONETICS CORP COM 405024100 5,704 141,896 SH   DFND 11 141,896 0 0
HAIN CELESTIAL GROUP INC COM 405217100 217,357 5,568,978 SH   DFND 1,5 232,460 0 5,336,518
HAIN CELESTIAL GROUP INC COM 405217100 2,791 71,500 SH   DFND 6 71,500 0 0
HALLADOR ENERGY COMPANY COM 40609P105 459 50,500 SH   DFND 1,5 50,500 0 0
HALLIBURTON CO COM 406216101 632,579 11,694,932 SH   DFND 1,5 365,124 0 11,329,808
HALLIBURTON CO COM 406216101 14,947 276,344 SH   DFND 2 276,344 0 0
HALLIBURTON CO COM 406216101 15,016 277,606 SH   DFND 3 277,606 0 0
HALLIBURTON CO COM 406216101 14,350 265,293 SH   DFND 6 185,393 0 79,900
HALLIBURTON CO COM 406216101 59,044 1,091,585 SH   DFND 7 555,065 0 536,520
HALOZYME THERAPEUTICS INC COM 40637H109 66,852 6,766,382 SH   DFND 1,5 0 0 6,766,382
HANDY & HARMAN LTD COM 410315105 8,125 318,000 SH   DFND 1,5 82,050 0 235,950
HANESBRANDS INC COM 410345102 31,218 1,447,300 SH   DFND 1,5 300 0 1,447,000
HANESBRANDS INC COM 410345102 2,606 120,819 SH   DFND 2 120,819 0 0
HANESBRANDS INC COM 410345102 232 10,764 SH   DFND 3 10,764 0 0
HANESBRANDS INC COM 410345102 8,397 389,270 SH   DFND 6 389,270 0 0
HANESBRANDS INC COM 410345102 3,083 142,920 SH   DFND 7 142,920 0 0
HANESBRANDS INC COM 410345102 258,278 11,973,958 SH   DFND 11 11,973,958 0 0
HANMI FINL CORP COM NEW 410495204 33,320 954,716 SH   DFND 6 954,716 0 0
HANMI FINL CORP COM NEW 410495204 13,185 377,783 SH   DFND 7 313,183 0 64,600
HANOVER INS GROUP INC COM 410867105 10,157 111,600 SH   DFND 1,5 0 0 111,600
HARLEY DAVIDSON INC COM 412822108 26,395 452,438 SH   DFND 1,5 62,618 0 389,820
HARLEY DAVIDSON INC COM 412822108 3,297 56,510 SH   DFND 2 56,510 0 0
HARLEY DAVIDSON INC COM 412822108 3,886 66,618 SH   DFND 3 66,618 0 0
HARMAN INTL INDS INC COM 413086109 53,432 480,675 SH   DFND 1,5 75 0 480,600
HARMAN INTL INDS INC COM 413086109 2,477 22,286 SH   DFND 2 22,286 0 0
HARMAN INTL INDS INC COM 413086109 595 5,352 SH   DFND 3 5,352 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 3,371 1,525,400 SH   DFND 1,5 0 0 1,525,400
HARRIS CORP DEL COM 413875105 108,601 1,059,829 SH   DFND 1,5 28,249 0 1,031,580
HARRIS CORP DEL COM 413875105 4,071 39,728 SH   DFND 2 39,728 0 0
HARRIS CORP DEL COM 413875105 4,684 45,714 SH   DFND 3 45,714 0 0
HARSCO CORP COM 415864107 3,049 224,227 SH   DFND 1,5 0 0 224,227
HARTE-HANKS INC COM 416196103 1,345 891,000 SH   DFND 1,5 93,700 0 797,300
HARTFORD FINL SVCS GROUP INC COM 416515104 301,944 6,336,700 SH   DFND 1,5 641,600 0 5,695,100
HARTFORD FINL SVCS GROUP INC COM 416515104 5,754 120,752 SH   DFND 2 120,752 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7,133 149,693 SH   DFND 3 149,693 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,665 139,871 SH   DFND 6 103,934 0 35,937
HARTFORD FINL SVCS GROUP INC COM 416515104 25,887 543,284 SH   DFND 7 543,284 0 0
HASBRO INC COM 418056107 44,672 574,268 SH   DFND 1,5 68 0 574,200
HASBRO INC COM 418056107 2,793 35,902 SH   DFND 2 35,902 0 0
HASBRO INC COM 418056107 3,664 47,107 SH   DFND 3 47,107 0 0
HAWAIIAN HOLDINGS INC COM 419879101 12,797 224,500 SH   DFND 1,5 0 0 224,500
HAYNES INTERNATIONAL INC COM NEW 420877201 60,186 1,400,000 SH   DFND 1,5 0 0 1,400,000
HCA HOLDINGS INC COM 40412C101 414,748 5,603,188 SH   DFND 1,5 727,888 0 4,875,300
HCA HOLDINGS INC COM 40412C101 6,915 93,427 SH   DFND 2 93,427 0 0
HCA HOLDINGS INC COM 40412C101 5,833 78,804 SH   DFND 3 78,804 0 0
HCA HOLDINGS INC COM 40412C101 425 5,740 SH   DFND 7 5,740 0 0
HCA HOLDINGS INC COM 40412C101 68,306 922,800 SH   DFND 11 922,800 0 0
HCP INC COM 40414L109 4,442 149,475 SH   DFND 2 149,475 0 0
HCP INC COM 40414L109 1,774 59,679 SH   DFND 3 59,679 0 0
HD SUPPLY HLDGS INC COM 40416M105 962,091 22,632,111 SH   DFND 1,5 912,017 0 21,720,094
HD SUPPLY HLDGS INC COM 40416M105 4,532 106,600 SH   DFND 6 106,600 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 825,620 13,606,123 SH   DFND 1,5 1,600,010 0 12,006,113
HDFC BANK LTD ADR REPS 3 SHS 40415F101 67,481 1,112,077 SH   DFND 1,10 22,100 0 1,089,977
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,699 28,000 SH   DFND 6 28,000 0 0
HEALTHCARE RLTY TR COM 421946104 179,192 5,910,021 SH   DFND 1,5 200,000 0 5,710,021
HEALTHCARE RLTY TR COM 421946104 33,061 1,090,400 SH   DFND 6 1,090,400 0 0
HEALTHCARE RLTY TR COM 421946104 10,445 344,500 SH   DFND 7 0 0 344,500
HEALTHCARE TR AMER INC CL A NEW 42225P501 43,353 1,489,289 SH   DFND 1,5 69,010 0 1,420,279
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,907 134,210 SH   DFND 6 134,210 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,179 40,510 SH   DFND 7 0 0 40,510
HEALTHEQUITY INC COM 42226A107 48,533 1,197,752 SH   DFND 1,5 37,652 0 1,160,100
HEALTHEQUITY INC COM 42226A107 2,054 50,689 SH   DFND 1,9 0 0 50,689
HEALTHSOUTH CORP COM NEW 421924309 26,050 631,658 SH   DFND 1,5 2,566 0 629,092
HEALTHSOUTH CORP *W EXP 01/17/201 421924127 212 302,900 SH   DFND 1,5 673 0 302,227
HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 43,362 36,631,000 PRN   DFND 1,5 0 0 0
HEALTHSTREAM INC COM 42222N103 117,509 4,690,962 SH   DFND 1,5 245,632 0 4,445,330
HEALTHSTREAM INC COM 42222N103 1,754 70,000 SH   DFND 7 70,000 0 0
HEARTLAND EXPRESS INC COM 422347104 8,105 398,100 SH   DFND 6 398,100 0 0
HEARTLAND EXPRESS INC COM 422347104 3,905 191,780 SH   DFND 7 156,980 0 34,800
HEICO CORP NEW COM 422806109 31,377 406,699 SH   DFND 1,5 1,538 0 405,161
HEICO CORP NEW CL A 422806208 60,037 884,199 SH   DFND 1,5 11,100 0 873,099
HEICO CORP NEW CL A 422806208 18,571 273,500 SH   DFND 6 273,500 0 0
HEICO CORP NEW CL A 422806208 7,087 104,380 SH   DFND 7 104,380 0 0
HELEN OF TROY CORP LTD COM G4388N106 311,796 3,692,080 SH   DFND 1,5 283,300 0 3,408,780
HELEN OF TROY CORP LTD COM G4388N106 35,702 422,762 SH   DFND 6 422,762 0 0
HELEN OF TROY CORP LTD COM G4388N106 5,605 66,366 SH   DFND 7 66,366 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 19,031 2,157,698 SH   DFND 6 2,157,698 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,785 542,500 SH   DFND 7 542,500 0 0
HELMERICH & PAYNE INC COM 423452101 90,699 1,171,824 SH   DFND 1,5 76,224 0 1,095,600
HELMERICH & PAYNE INC COM 423452101 2,677 34,582 SH   DFND 2 34,582 0 0
HELMERICH & PAYNE INC COM 423452101 782 10,102 SH   DFND 3 10,102 0 0
HENRY JACK & ASSOC INC COM 426281101 236 2,662 SH   DFND 3 2,662 0 0
HERBALIFE LTD COM USD SHS G4412G101 280,212 5,820,766 SH   DFND 1,5 739,853 0 5,080,913
HERBALIFE LTD COM USD SHS G4412G101 14,710 305,565 SH   DFND 6 305,565 0 0
HERBALIFE LTD COM USD SHS G4412G101 3,886 80,720 SH   DFND 7 80,720 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,771 143,619 SH   DFND 6 143,619 0 0
HERITAGE OAKS BANCORP COM 42724R107 164 13,321 SH   DFND 7 13,321 0 0
HERON THERAPEUTICS INC COM 427746102 76,563 5,844,539 SH   DFND 1,5 433,684 0 5,410,855
HERON THERAPEUTICS INC COM 427746102 371 28,300 SH   DFND 7 28,300 0 0
HERSHEY CO COM 427866108 270,723 2,617,450 SH   DFND 1,5 262,419 0 2,355,031
HERSHEY CO COM 427866108 4,612 44,588 SH   DFND 2 44,588 0 0
HERSHEY CO COM 427866108 44,201 427,352 SH   DFND 3 427,352 0 0
HERSHEY CO COM 427866108 3,179 30,735 SH   DFND 6 30,735 0 0
HERSHEY CO COM 427866108 4,753 45,953 SH   DFND 7 45,953 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 17,888 829,698 SH   DFND 1,5 0 0 829,698
HESS CORP COM 42809H107 151,968 2,439,683 SH   DFND 1,5 128,247 0 2,311,436
HESS CORP COM 42809H107 5,310 85,245 SH   DFND 2 85,245 0 0
HESS CORP COM 42809H107 14,073 225,931 SH   DFND 3 225,931 0 0
HESS CORP COM 42809H107 20,850 334,729 SH   DFND 6 294,437 0 40,292
HESS CORP COM 42809H107 69,820 1,120,884 SH   DFND 7 1,047,884 0 73,000
HEWLETT PACKARD ENTERPRISE C COM 42824C109 358,339 15,485,708 SH   DFND 1,5 769,383 0 14,716,325
HEWLETT PACKARD ENTERPRISE C COM 42824C109 12,324 532,580 SH   DFND 2 532,580 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 18,161 784,829 SH   DFND 3 784,829 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 893 38,600 SH   DFND 7 38,600 0 0
HEXCEL CORP NEW COM 428291108 109,091 2,120,748 SH   DFND 1,5 0 0 2,120,748
HFF INC CL A 40418F108 605 20,000 SH   DFND 1,5 10,000 0 10,000
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 29,353 1,482,483 SH   DFND 1,5 0 0 1,482,483
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 847 42,800 SH   DFND 7 42,800 0 0
HIBBETT SPORTS INC COM 428567101 95,470 2,559,507 SH   DFND 1,5 172,300 0 2,387,207
HIGHWOODS PPTYS INC COM 431284108 223,252 4,376,635 SH   DFND 1,5 1,965,516 0 2,411,119
HIGHWOODS PPTYS INC COM 431284108 15,599 305,800 SH   DFND 6 305,800 0 0
HIGHWOODS PPTYS INC COM 431284108 4,968 97,400 SH   DFND 7 0 0 97,400
HILL ROM HLDGS INC COM 431475102 240,219 4,278,933 SH   DFND 1,5 789 0 4,278,144
HILL ROM HLDGS INC COM 431475102 9,044 161,100 SH   DFND 6 161,100 0 0
HILL ROM HLDGS INC COM 431475102 3,716 66,200 SH   DFND 7 66,200 0 0
HILLENBRAND INC COM 431571108 139,608 3,640,360 SH   DFND 1,5 50,860 0 3,589,500
HILLTOP HOLDINGS INC COM 432748101 112,591 3,778,229 SH   DFND 1,5 3,147 0 3,775,082
HILTON WORLDWIDE HLDGS INC COM 43300A104 431,768 15,873,830 SH   DFND 1,5 49,018 0 15,824,812
HILTON WORLDWIDE HLDGS INC COM 43300A104 12,300 452,200 SH   DFND 7 452,200 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 8,222 1,361,300 SH   DFND 1,5 3,000 0 1,358,300
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 25,764 4,265,587 SH   DFND 1,9 2,651 0 4,262,936
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,413 233,900 SH   DFND 7 233,900 0 0
HINGHAM INSTN SVGS MASS COM 433323102 3,955 20,100 SH   DFND 1,5 10,000 0 10,100
HISTOGENICS CORP COM 43358V109 2,888 1,729,620 SH   DFND 1,5 0 0 1,729,620
HNI CORP COM 404251100 85,462 1,528,291 SH   DFND 1,5 0 0 1,528,291
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 12,094 636,500 SH   DFND 1,5 0 0 636,500
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 14,846 781,355 SH   DFND 1,10 15,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 105,008 3,205,359 SH   DFND 1,5 57,659 0 3,147,700
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,490 81,341 SH   DFND 1,5 0 0 81,341
HOLOGIC INC COM 436440101 47,055 1,172,866 SH   DFND 1,5 142 0 1,172,724
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 26,401 19,466,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 3,568 88,939 SH   DFND 2 88,939 0 0
HOLOGIC INC COM 436440101 491 12,246 SH   DFND 3 12,246 0 0
HOLOGIC INC COM 436440101 293 7,310 SH   DFND 7 7,310 0 0
HOME BANCSHARES INC COM 436893200 25,987 935,800 SH   DFND 1,5 1,300 0 934,500
HOME DEPOT INC COM 437076102 4,165,087 31,064,194 SH   DFND 1,5 1,757,982 0 29,306,212
HOME DEPOT INC COM 437076102 52,213 389,416 SH   DFND 2 389,416 0 0
HOME DEPOT INC COM 437076102 55,380 413,039 SH   DFND 3 413,039 0 0
HOME DEPOT INC COM 437076102 61,574 459,234 SH   DFND 6 430,934 0 28,300
HOME DEPOT INC COM 437076102 212,386 1,584,023 SH   DFND 7 840,433 0 743,590
HOMESTREET INC COM 43785V102 439 13,900 SH   DFND 1,5 0 0 13,900
HOMETRUST BANCSHARES INC COM 437872104 981 37,859 SH   DFND 6 37,859 0 0
HONDA MOTOR LTD AMERN SHS 438128308 2,049 70,195 SH   DFND 1,5 0 0 70,195
HONEYWELL INTL INC COM 438516106 798,901 6,895,992 SH   DFND 1,5 578,037 0 6,317,955
HONEYWELL INTL INC COM 438516106 28,225 243,633 SH   DFND 2 243,633 0 0
HONEYWELL INTL INC COM 438516106 36,467 314,778 SH   DFND 3 314,778 0 0
HONEYWELL INTL INC COM 438516106 18,301 157,971 SH   DFND 6 136,971 0 21,000
HONEYWELL INTL INC COM 438516106 64,843 559,715 SH   DFND 7 153,365 0 406,350
HOPE BANCORP INC COM 43940T109 88,009 4,020,533 SH   DFND 1,5 213,400 0 3,807,133
HORIZON BANCORP IND COM 440407104 1,400 50,000 SH   DFND 1,5 50,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 22,450 23,600,000 PRN   DFND 1,5 0 0 0
HORIZON PHARMA PLC SHS G4617B105 92,274 5,702,959 SH   DFND 1,5 0 0 5,702,959
HORMEL FOODS CORP COM 440452100 3,003 86,278 SH   DFND 2 86,278 0 0
HORMEL FOODS CORP COM 440452100 1,145 32,880 SH   DFND 3 32,880 0 0
HORMEL FOODS CORP COM 440452100 797 22,884 SH   DFND 6 22,884 0 0
HORMEL FOODS CORP COM 440452100 3,608 103,640 SH   DFND 7 103,640 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 16,761 2,321,470 SH   DFND 1,5 0 0 2,321,470
HORTONWORKS INC COM 440894103 7,964 958,378 SH   DFND 1,9 0 0 958,378
HOST HOTELS & RESORTS INC COM 44107P104 797,073 42,307,499 SH   DFND 1,5 27,370,441 0 14,937,058
HOST HOTELS & RESORTS INC COM 44107P104 4,456 236,517 SH   DFND 2 236,517 0 0
HOST HOTELS & RESORTS INC COM 44107P104 208 11,058 SH   DFND 3 11,058 0 0
HOST HOTELS & RESORTS INC COM 44107P104 22,215 1,179,118 SH   DFND 6 1,179,118 0 0
HOST HOTELS & RESORTS INC COM 44107P104 6,961 369,487 SH   DFND 7 0 0 369,487
HOSTESS BRANDS INC CL A 44109J106 100,165 7,704,977 SH   DFND 1,5 668 0 7,704,309
HOSTESS BRANDS INC CL A 44109J106 12,306 946,600 SH   DFND 6 946,600 0 0
HOSTESS BRANDS INC CL A 44109J106 3,218 247,500 SH   DFND 7 247,500 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 132,769 12,236,762 SH   DFND 1,5 157,200 0 12,079,562
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 10,622 979,030 SH   DFND 6 904,730 0 74,300
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 4,502 414,940 SH   DFND 7 318,640 0 96,300
HOULIHAN LOKEY INC CL A 441593100 3,422 109,976 SH   DFND 6 109,976 0 0
HOULIHAN LOKEY INC CL A 441593100 311 10,000 SH   DFND 7 10,000 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 9,465 1,456,183 SH   DFND 1,5 307,583 0 1,148,600
HOWARD HUGHES CORP COM 44267D107 10,391 91,068 SH   DFND 1,5 0 0 91,068
HOWARD HUGHES CORP COM 44267D107 2,636 23,100 SH   DFND 6 15,100 0 8,000
HOWARD HUGHES CORP COM 44267D107 2,904 25,452 SH   DFND 7 11,252 0 14,200
HP INC COM 40434L105 686,669 46,271,482 SH   DFND 1,5 1,696,241 0 44,575,241
HP INC COM 40434L105 989 66,638 SH   DFND 1,9 0 0 66,638
HP INC COM 40434L105 8,116 546,926 SH   DFND 2 546,926 0 0
HP INC COM 40434L105 5,486 369,670 SH   DFND 3 369,670 0 0
HP INC COM 40434L105 14,265 961,276 SH   DFND 6 637,843 0 323,433
HP INC COM 40434L105 31,627 2,131,195 SH   DFND 7 1,389,395 0 741,800
HSBC HLDGS PLC SPON ADR NEW 404280406 259,245 6,452,101 SH   DFND 1,5 0 0 6,452,101
HSBC HLDGS PLC SPON ADR NEW 404280406 206 5,131 SH   DFND 3 5,131 0 0
HSN INC COM 404303109 9,908 288,855 SH   DFND 1,5 353 0 288,502
HSN INC COM 404303109 16,808 490,019 SH   DFND 6 490,019 0 0
HSN INC COM 404303109 3,095 90,221 SH   DFND 7 90,221 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 1,509 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 100,938 2,307,153 SH   DFND 1,5 87,002 0 2,220,151
HUB GROUP INC CL A 443320106 17,571 401,620 SH   DFND 6 369,820 0 31,800
HUB GROUP INC CL A 443320106 10,704 244,660 SH   DFND 7 199,360 0 45,300
HUBBELL INC COM 443510607 78,489 672,570 SH   DFND 1,5 0 0 672,570
HUBBELL INC COM 443510607 1,972 16,900 SH   DFND 6 16,900 0 0
HUBSPOT INC COM 443573100 248,657 5,290,582 SH   DFND 1,5 762,971 0 4,527,611
HUBSPOT INC COM 443573100 2,284 48,600 SH   DFND 1,9 0 0 48,600
HUDSON PAC PPTYS INC COM 444097109 338,573 9,734,700 SH   DFND 1,5 4,039,873 0 5,694,827
HUDSON PAC PPTYS INC COM 444097109 19,748 567,800 SH   DFND 6 567,800 0 0
HUDSON PAC PPTYS INC COM 444097109 6,243 179,500 SH   DFND 7 0 0 179,500
HUGOTON RTY TR TEX UNIT BEN INT 444717102 106 50,000 SH   DFND 1,5 50,000 0 0
HUMANA INC COM 444859102 567,404 2,780,983 SH   DFND 1,5 104,192 0 2,676,791
HUMANA INC COM 444859102 9,725 47,664 SH   DFND 2 47,664 0 0
HUMANA INC COM 444859102 10,980 53,815 SH   DFND 3 53,815 0 0
HUMANA INC COM 444859102 11,444 56,091 SH   DFND 6 49,024 0 7,067
HUMANA INC COM 444859102 53,273 261,103 SH   DFND 7 261,103 0 0
HUNT J B TRANS SVCS INC COM 445658107 504,277 5,194,980 SH   DFND 1,5 84,140 0 5,110,840
HUNT J B TRANS SVCS INC COM 445658107 2,715 27,973 SH   DFND 2 27,973 0 0
HUNT J B TRANS SVCS INC COM 445658107 854 8,798 SH   DFND 3 8,798 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,591 47,300 SH   DFND 6 47,300 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,006,641 76,145,326 SH   DFND 1,5 546,528 0 75,598,798
HUNTINGTON BANCSHARES INC COM 446150104 4,584 346,779 SH   DFND 2 346,779 0 0
HUNTINGTON BANCSHARES INC COM 446150104 868 65,676 SH   DFND 3 65,676 0 0
HUNTINGTON BANCSHARES INC COM 446150104 14,851 1,123,345 SH   DFND 6 1,123,345 0 0
HUNTINGTON BANCSHARES INC COM 446150104 22,675 1,715,210 SH   DFND 7 1,715,210 0 0
HUNTINGTON BANCSHARES INC COM 446150104 17,774 1,344,500 SH   DFND 11 1,344,500 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 497,838 2,702,849 SH   DFND 1,5 9,182 0 2,693,667
HUNTINGTON INGALLS INDS INC COM 446413106 262 1,423 SH   DFND 3 1,423 0 0
HUNTSMAN CORP COM 447011107 14,215 745,010 SH   DFND 1,5 292 0 744,718
HUNTSMAN CORP COM 447011107 2,821 147,861 SH   DFND 3 147,861 0 0
HURCO COMPANIES INC COM 447324104 19,959 603,000 SH   DFND 1,5 85,700 0 517,300
HURON CONSULTING GROUP INC COM 447462102 9,244 182,500 SH   DFND 6 182,500 0 0
HURON CONSULTING GROUP INC COM 447462102 3,845 75,920 SH   DFND 7 75,920 0 0
HURON CONSULTING GROUP INC COM 447462102 62,779 1,239,466 SH   DFND 11 1,239,466 0 0
HYATT HOTELS CORP COM CL A 448579102 18,139 328,240 SH   DFND 1,5 89,400 0 238,840
HYSTER YALE MATLS HANDLING I CL A 449172105 15,943 250,000 SH   DFND 1,5 26,800 0 223,200
ICF INTL INC COM 44925C103 46,867 849,047 SH   DFND 1,5 59,349 0 789,698
ICF INTL INC COM 44925C103 8,153 147,700 SH   DFND 1,9 0 0 147,700
ICF INTL INC COM 44925C103 64,871 1,175,203 SH   DFND 6 1,153,303 0 21,900
ICF INTL INC COM 44925C103 18,257 330,743 SH   DFND 7 310,943 0 19,800
ICICI BK LTD ADR 45104G104 25,232 3,368,700 SH   DFND 1,5 122,000 0 3,246,700
ICON PLC SHS G4705A100 113,991 1,515,833 SH   DFND 1,5 173,054 0 1,342,779
ICU MED INC COM 44930G107 10,367 70,359 SH   DFND 1,5 359 0 70,000
IDACORP INC COM 451107106 364,974 4,531,020 SH   DFND 1,5 123,495 0 4,407,525
IDERA PHARMACEUTICALS INC COM NEW 45168K306 3,768 2,511,700 SH   DFND 1,5 0 0 2,511,700
IDEX CORP COM 45167R104 103,360 1,147,680 SH   DFND 1,5 0 0 1,147,680
IDEX CORP COM 45167R104 23,928 265,689 SH   DFND 6 258,465 0 7,224
IDEX CORP COM 45167R104 20,417 226,702 SH   DFND 7 226,702 0 0
IDEXX LABS INC COM 45168D104 307 2,614 SH   DFND 3 2,614 0 0
IGNYTA INC COM 451731103 2,779 524,331 SH   DFND 1,5 0 0 524,331
IHS MARKIT LTD SHS G47567105 322,719 9,113,769 SH   DFND 1,5 591,821 0 8,521,948
IHS MARKIT LTD SHS G47567105 611 17,257 SH   DFND 6 17,257 0 0
IHS MARKIT LTD SHS G47567105 1,328 37,500 SH   DFND 11 37,500 0 0
II VI INC COM 902104108 664 22,400 SH   DFND 1,5 0 0 22,400
ILG INC COM 44967H101 35,977 1,980,000 SH   DFND 1,5 117,700 0 1,862,300
ILG INC COM 44967H101 9,814 540,100 SH   DFND 11 540,100 0 0
ILLINOIS TOOL WKS INC COM 452308109 392,181 3,202,524 SH   DFND 1,5 389,627 0 2,812,897
ILLINOIS TOOL WKS INC COM 452308109 12,367 100,987 SH   DFND 2 100,987 0 0
ILLINOIS TOOL WKS INC COM 452308109 14,996 122,454 SH   DFND 3 122,454 0 0
ILLUMINA INC COM 452327109 89,118 696,013 SH   DFND 1,5 79,600 0 616,413
ILLUMINA INC COM 452327109 6,013 46,961 SH   DFND 2 46,961 0 0
ILLUMINA INC COM 452327109 9,406 73,461 SH   DFND 3 73,461 0 0
IMAGE SENSING SYS INC COM 45244C104 285 77,000 SH   DFND 1,5 7,700 0 69,300
IMMUNE DESIGN CORP COM 45252L103 2,439 443,453 SH   DFND 1,5 0 0 443,453
IMMUNOGEN INC COM 45253H101 1,636 802,029 SH   DFND 1,5 0 0 802,029
IMMUNOMEDICS INC COM 452907108 4,157 1,132,648 SH   DFND 1,5 0 0 1,132,648
IMPAX LABORATORIES INC COM 45256B101 5,341 403,068 SH   DFND 1,5 168 0 402,900
IMPERIAL OIL LTD COM NEW 453038408 677,535 19,475,334 SH   DFND 1,5 1,057,328 0 18,418,006
IMPERIAL OIL LTD COM NEW 453038408 7,126 204,834 SH   DFND 6 183,434 0 21,400
IMPERIAL OIL LTD COM NEW 453038408 14,866 427,303 SH   DFND 7 21,890 0 405,413
IMPERIAL OIL LTD COM NEW 453038408 385,721 11,087,300 SH   DFND 11 10,172,600 0 914,700
IMPERVA INC COM 45321L100 11,248 292,909 SH   DFND 1,9 0 0 292,909
IMPERVA INC COM 45321L100 2,502 65,164 SH   DFND 6 65,164 0 0
IMPERVA INC COM 45321L100 986 25,690 SH   DFND 7 25,690 0 0
INC RESH HLDGS INC CL A 45329R109 13,618 258,890 SH   DFND 1,5 290 0 258,600
INCYTE CORP COM 45337C102 276,428 2,756,841 SH   DFND 1,5 0 0 2,756,841
INCYTE CORP COM 45337C102 411 4,100 SH   DFND 7 4,100 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 664 99,158 SH   DFND 1,5 0 0 99,158
INDEPENDENT BANK CORP MICH COM NEW 453838609 10,377 478,191 SH   DFND 6 478,191 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,945 181,780 SH   DFND 7 118,280 0 63,500
INFINERA CORPORATION COM 45667G103 183,640 21,630,159 SH   DFND 1,5 5,779,300 0 15,850,859
INFINERA CORPORATION COM 45667G103 115 13,600 SH   DFND 1,9 0 0 13,600
INFINITY PHARMACEUTICALS INC COM 45665G303 1,605 1,188,976 SH   DFND 1,5 1,300 0 1,187,676
INFRAREIT INC COM 45685L100 8,957 500,100 SH   DFND 1,5 0 0 500,100
INGERSOLL-RAND PLC SHS G47791101 546,041 7,276,666 SH   DFND 1,5 179,503 0 7,097,163
INGERSOLL-RAND PLC SHS G47791101 6,197 82,583 SH   DFND 2 82,583 0 0
INGERSOLL-RAND PLC SHS G47791101 3,557 47,402 SH   DFND 3 47,402 0 0
INGERSOLL-RAND PLC SHS G47791101 22,555 300,578 SH   DFND 6 246,887 0 53,691
INGERSOLL-RAND PLC SHS G47791101 85,859 1,144,181 SH   DFND 7 1,056,076 0 88,105
INGEVITY CORP COM 45688C107 95,955 1,749,095 SH   DFND 1,5 3,033 0 1,746,062
INGREDION INC COM 457187102 29,951 239,687 SH   DFND 1,5 87 0 239,600
INGREDION INC COM 457187102 425 3,400 SH   DFND 3 3,400 0 0
INNERWORKINGS INC COM 45773Y105 6,677 677,891 SH   DFND 6 677,891 0 0
INNERWORKINGS INC COM 45773Y105 2,751 279,340 SH   DFND 7 279,340 0 0
INNOPHOS HOLDINGS INC COM 45774N108 7,965 152,406 SH   DFND 6 152,406 0 0
INNOPHOS HOLDINGS INC COM 45774N108 2,132 40,800 SH   DFND 7 40,800 0 0
INNOSPEC INC COM 45768S105 148,982 2,174,926 SH   DFND 1,5 161,100 0 2,013,826
INNOSPEC INC COM 45768S105 29,276 427,380 SH   DFND 6 427,380 0 0
INNOSPEC INC COM 45768S105 9,381 136,943 SH   DFND 7 136,943 0 0
INNOVIVA INC COM 45781M101 158,214 14,786,356 SH   DFND 1,5 1 0 14,786,355
INOGEN INC COM 45780L104 13,944 207,600 SH   DFND 1,5 20,200 0 187,400
INOVALON HLDGS INC COM CL A 45781D101 5,532 537,094 SH   DFND 1,5 1,894 0 535,200
INOVALON HLDGS INC COM CL A 45781D101 18,186 1,765,635 SH   DFND 1,9 0 0 1,765,635
INOVALON HLDGS INC COM CL A 45781D101 1,046 101,600 SH   DFND 7 101,600 0 0
INPHI CORP COM 45772F107 7,657 171,600 SH   DFND 1,5 2,400 0 169,200
INPHI CORP COM 45772F107 2,995 67,129 SH   DFND 1,9 0 0 67,129
INPHI CORP COM 45772F107 330 7,400 SH   DFND 6 7,400 0 0
INSIGHT ENTERPRISES INC COM 45765U103 120,470 2,978,976 SH   DFND 1,5 118,335 0 2,860,641
INSMED INC COM PAR $.01 457669307 120,480 9,106,585 SH   DFND 1,5 9,800 0 9,096,785
INSMED INC COM PAR $.01 457669307 501 37,900 SH   DFND 6 37,900 0 0
INSMED INC COM PAR $.01 457669307 1,815 137,200 SH   DFND 7 137,200 0 0
INSTALLED BLDG PRODS INC COM 45780R101 376 9,100 SH   DFND 1,5 500 0 8,600
INSTALLED BLDG PRODS INC COM 45780R101 11,553 279,743 SH   DFND 6 279,743 0 0
INSTALLED BLDG PRODS INC COM 45780R101 4,652 112,638 SH   DFND 7 112,638 0 0
INSTRUCTURE INC COM 45781U103 7,234 370,000 SH   DFND 1,5 0 0 370,000
INSULET CORP COM 45784P101 321,565 8,534,106 SH   DFND 1,5 894,842 0 7,639,264
INSULET CORP COM 45784P101 377 10,000 SH   DFND 6 10,000 0 0
INSULET CORP COM 45784P101 2,630 69,800 SH   DFND 7 69,800 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 2,362 256,745 SH   DFND 1,5 61 0 256,684
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 450,155 5,247,174 SH   DFND 1,5 130,000 0 5,117,174
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3,346 39,000 SH   DFND 7 39,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 98,005 4,159,800 SH   DFND 1,5 900 0 4,158,900
INTEGRATED DEVICE TECHNOLOGY COM 458118106 33,668 1,429,027 SH   DFND 1,9 0 0 1,429,027
INTEL CORP SDCV 3.250% 8/0 458140AF7 56,228 31,891,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 609,474 16,803,803 SH   DFND 1,5 168,254 0 16,635,549
INTEL CORP COM 458140100 54,947 1,514,944 SH   DFND 2 1,514,944 0 0
INTEL CORP COM 458140100 49,193 1,356,287 SH   DFND 3 1,356,287 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 529 300,000 PRN   DFND 6 0 0 0
INTEL CORP COM 458140100 22,897 631,300 SH   DFND 11 631,300 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 62,089 4,736,013 SH   DFND 1,5 599,167 0 4,136,846
INTELLIA THERAPEUTICS INC COM 45826J105 386 29,468 SH   DFND 6 29,468 0 0
INTER PARFUMS INC COM 458334109 24,821 757,900 SH   DFND 1,5 6,500 0 751,400
INTERACTIVE BROKERS GROUP IN COM 45841N107 12,220 334,692 SH   DFND 1,5 1,525 0 333,167
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,989 54,491 SH   DFND 6 29,791 0 24,700
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,555 69,985 SH   DFND 7 31,785 0 38,200
INTERCEPT PHARMACEUTICALS IN COM 45845P108 396,432 3,648,706 SH   DFND 1,5 112,112 0 3,536,594
INTERCEPT PHARMACEUTICALS IN COM 45845P108 4,749 43,710 SH   DFND 6 43,710 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,140 28,900 SH   DFND 7 11,600 0 17,300
INTERCONTINENTAL EXCHANGE IN COM 45866F104 386,016 6,841,830 SH   DFND 1,5 224,620 0 6,617,210
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,744 190,424 SH   DFND 2 190,424 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 19,079 338,154 SH   DFND 3 338,154 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 6,466 114,600 SH   DFND 7 114,600 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 319,158 7,199,592 SH   DFND 1,5 192,686 0 7,006,906
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 10,405 234,716 SH   DFND 7 234,716 0 0
INTERDIGITAL INC COM 45867G101 16,819 184,114 SH   DFND 1,5 55 0 184,059
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 130,600 96,428,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 650 480,000 PRN   DFND 6 0 0 0
INTERFACE INC COM 458665304 40,716 2,194,943 SH   DFND 1,5 100 0 2,194,843
INTERNATIONAL BUSINESS MACHS COM 459200101 233,830 1,408,697 SH   DFND 1,5 83,980 0 1,324,717
INTERNATIONAL BUSINESS MACHS COM 459200101 45,914 276,609 SH   DFND 2 276,609 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 48,849 294,291 SH   DFND 3 294,291 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,643 9,900 SH   DFND 7 0 0 9,900
INTERNATIONAL BUSINESS MACHS COM 459200101 747 4,500 SH   DFND 11 4,500 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,992 25,390 SH   DFND 2 25,390 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 706 5,994 SH   DFND 3 5,994 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 44,480 1,742,955 SH   DFND 1,5 1,546 0 1,741,409
INTERNATIONAL SEAWAYS INC COM Y41053102 3,008 214,254 SH   DFND 1,5 42,784 0 171,470
INTERPUBLIC GROUP COS INC COM 460690100 597,993 25,544,349 SH   DFND 1,5 526,453 0 25,017,896
INTERPUBLIC GROUP COS INC COM 460690100 2,971 126,914 SH   DFND 2 126,914 0 0
INTERPUBLIC GROUP COS INC COM 460690100 997 42,568 SH   DFND 3 42,568 0 0
INTERPUBLIC GROUP COS INC COM 460690100 19,089 815,432 SH   DFND 6 740,932 0 74,500
INTERPUBLIC GROUP COS INC COM 460690100 40,074 1,711,822 SH   DFND 7 1,477,622 0 234,200
INTERSECT ENT INC COM 46071F103 1,452 120,000 SH   DFND 1,5 120,000 0 0
INTERSIL CORP CL A 46069S109 26,484 1,187,613 SH   DFND 1,5 10,600 0 1,177,013
INTERSIL CORP CL A 46069S109 179,225 8,037,000 SH   DFND 11 8,037,000 0 0
INTL FCSTONE INC COM 46116V105 8,385 211,737 SH   DFND 1,5 0 0 211,737
INTL PAPER CO COM 460146103 6,975 131,455 SH   DFND 2 131,455 0 0
INTL PAPER CO COM 460146103 9,996 188,399 SH   DFND 3 188,399 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 97,938 6,490,236 SH   DFND 1,5 1,389,467 0 5,100,769
INTRALINKS HLDGS INC COM 46118H104 15,903 1,176,245 SH   DFND 6 1,176,245 0 0
INTRALINKS HLDGS INC COM 46118H104 6,680 494,118 SH   DFND 7 494,118 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 10,339 579,235 SH   DFND 1,5 12,100 0 567,135
INTREPID POTASH INC COM 46121Y102 8,761 4,211,905 SH   DFND 1,5 0 0 4,211,905
INTREPID POTASH INC COM 46121Y102 1,362 654,595 SH   DFND 6 654,595 0 0
INTREXON CORP COM 46122T102 156,453 6,438,377 SH   DFND 1,5 666,679 0 5,771,698
INTREXON CORP COM 46122T102 501 20,600 SH   DFND 6 20,600 0 0
INTUIT COM 461202103 370,558 3,233,212 SH   DFND 1,5 371,250 0 2,861,962
INTUIT COM 461202103 49,440 431,380 SH   DFND 1,9 0 0 431,380
INTUIT COM 461202103 8,934 77,948 SH   DFND 2 77,948 0 0
INTUIT COM 461202103 13,907 121,338 SH   DFND 3 121,338 0 0
INTUIT COM 461202103 5,100 44,500 SH   DFND 7 44,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,345,553 2,121,755 SH   DFND 1,5 123,375 0 1,998,380
INTUITIVE SURGICAL INC COM NEW 46120E602 7,855 12,387 SH   DFND 2 12,387 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,453 10,175 SH   DFND 3 10,175 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,704 20,032 SH   DFND 6 17,532 0 2,500
INTUITIVE SURGICAL INC COM NEW 46120E602 23,670 37,324 SH   DFND 7 29,724 0 7,600
INVENSENSE INC COM 46123D205 19,551 1,528,645 SH   DFND 1,9 0 0 1,528,645
INVENSENSE INC COM 46123D205 5,915 462,500 SH   DFND 6 462,500 0 0
INVENSENSE INC COM 46123D205 2,413 188,700 SH   DFND 7 188,700 0 0
INVENTURE FOODS INC COM 461212102 1,936 196,524 SH   DFND 1,5 16,385 0 180,139
INVENTURE FOODS INC COM 461212102 3,645 370,100 SH   DFND 6 370,100 0 0
INVENTURE FOODS INC COM 461212102 1,397 141,823 SH   DFND 7 141,823 0 0
INVENTURE FOODS INC COM 461212102 4,533 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 47,952 1,580,485 SH   DFND 1,5 285 0 1,580,200
INVESCO LTD SHS G491BT108 3,962 130,598 SH   DFND 2 130,598 0 0
INVESCO LTD SHS G491BT108 240 7,907 SH   DFND 3 7,907 0 0
INVESCO LTD SHS G491BT108 3,734 123,070 SH   DFND 7 123,070 0 0
INVESCO LTD SHS G491BT108 1,136 37,450 SH   DFND 11 37,450 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 14,843 1,016,623 SH   DFND 1,5 166 0 1,016,457
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 17,545 888,780 SH   DFND 1,5 0 0 888,780
INVESTORS BANCORP INC NEW COM 46146L101 277,075 19,861,990 SH   DFND 1,5 231,993 0 19,629,997
INVESTORS BANCORP INC NEW COM 46146L101 57,588 4,128,138 SH   DFND 6 4,022,838 0 105,300
INVESTORS BANCORP INC NEW COM 46146L101 19,942 1,429,547 SH   DFND 7 1,429,547 0 0
INVUITY INC COM NEW 46187J205 4,502 783,000 SH   DFND 1,5 13,589 0 769,411
INVUITY INC COM NEW 46187J205 243 42,300 SH   DFND 6 42,300 0 0
IONIS PHARMACEUTICALS INC COM 462222100 869,159 18,171,845 SH   DFND 1,5 3,698,471 0 14,473,374
IONIS PHARMACEUTICALS INC COM 462222100 411 8,600 SH   DFND 6 8,600 0 0
IPG PHOTONICS CORP COM 44980X109 292,465 2,962,872 SH   DFND 1,5 202,223 0 2,760,649
IRHYTHM TECHNOLOGIES INC COM 450056106 13,200 440,000 SH   DFND 1,5 40,000 0 400,000
IRIDIUM COMMUNICATIONS INC COM 46269C102 72,669 7,569,665 SH   DFND 1,5 84,200 0 7,485,465
IRIDIUM COMMUNICATIONS INC COM 46269C102 657 68,400 SH   DFND 7 68,400 0 0
IROBOT CORP COM 462726100 43,205 739,174 SH   DFND 1,5 0 0 739,174
IRON MTN INC NEW COM 46284V101 2,544 78,323 SH   DFND 2 78,323 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 299,714 19,601,957 SH   DFND 1,5 2,624,452 0 16,977,505
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,104 72,203 SH   DFND 6 72,203 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 694 37,610 SH   DFND 1,5 3,200 0 34,410
ISHARES MSCI ISR CAP ETF 464286632 2,756 59,400 SH   DFND 1,5 5,400 0 54,000
ISHARES MSCI MEX CAP ETF 464286822 21,814 496,100 SH   DFND 1,5 0 0 496,100
ISHARES MSCI CDA ETF 464286509 325 12,438 SH   DFND 1,5 0 0 12,438
ISHARES MSCI PAC JP ETF 464286665 211 5,336 SH   DFND 3 5,336 0 0
ISHARES MSCI EURZONE ETF 464286608 38,799 1,121,352 SH   DFND 3 1,121,352 0 0
ISHARES MSCI STH KOR ETF 464286772 92,987 1,747,228 SH   DFND 3 1,747,228 0 0
ISHARES MSCI CDA ETF 464286509 273 10,431 SH   DFND 3 10,431 0 0
ISHARES MSCI AUST ETF 464286103 197,613 9,768,290 SH   DFND 3 9,768,290 0 0
ISHARES MSCI SPAN CP ETF 464286764 59,801 2,255,796 SH   DFND 3 2,255,796 0 0
ISHARES MIN VOL EMRG MKT 464286533 1,302 26,620 SH   DFND 6 12,203 0 14,417
ISHARES MSCI CDA ETF 464286509 548 20,945 SH   DFND 6 0 0 20,945
ISHARES GOLD TRUST ISHARES 464285105 2,743 247,568 SH   DFND 3 247,568 0 0
ISHARES INC CORE MSCI EMKT 46434G103 393,756 9,275,762 SH   DFND 1,5 0 0 9,275,762
ISHARES INC MSCI JPN ETF NEW 46434G822 774,405 15,849,460 SH   DFND 3 15,849,460 0 0
ISHARES INC CORE MSCI EMKT 46434G103 682,073 16,067,685 SH   DFND 3 16,067,685 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 89,979 3,716,617 SH   DFND 3 3,716,617 0 0
ISHARES INC CORE MSCI EMKT 46434G103 31,386 739,356 SH   DFND 7 739,356 0 0
ISHARES TR 10-20 YR TRS ETF 464288653 5,025 37,800 SH   DFND 1,5 0 0 37,800
ISHARES TR CHINA LG-CAP ETF 464287184 1,569 45,200 SH   DFND 1,5 0 0 45,200
ISHARES TR RUS 2000 GRW ETF 464287648 20,443 132,800 SH   DFND 1,5 0 0 132,800
ISHARES TR U.S. TECH ETF 464287721 202 1,683 SH   DFND 1,5 0 0 1,683
ISHARES TR 3-7 YR TR BD ETF 464288661 30,316 247,461 SH   DFND 1,5 1,289 0 246,172
ISHARES TR MSCI INDIA ETF 46429B598 1,962 73,200 SH   DFND 1,5 9,600 0 63,600
ISHARES TR 7-10 Y TR BD ETF 464287440 4,733 45,152 SH   DFND 1,5 0 0 45,152
ISHARES TR IBOXX INV CP ETF 464287242 1,859 15,868 SH   DFND 1,5 0 0 15,868
ISHARES TR CORE S&P500 ETF 464287200 577,685 2,567,604 SH   DFND 1,5 38,504 0 2,529,100
ISHARES TR CHINA ETF 46429B671 241 5,500 SH   DFND 1,5 5,500 0 0
ISHARES TR SHRT TRS BD ETF 464288679 1,302 11,800 SH   DFND 1,5 11,800 0 0
ISHARES TR TIPS BD ETF 464287176 247,335 2,185,517 SH   DFND 1,5 1,875,577 0 309,940
ISHARES TR 20 YR TR BD ETF 464287432 9,264 77,763 SH   DFND 1,5 7,281 0 70,482
ISHARES TR JP MOR EM MK ETF 464288281 3,881 35,213 SH   DFND 1,5 2,958 0 32,255
ISHARES TR MSCI EAFE ETF 464287465 6,456 111,834 SH   DFND 1,5 34,551 0 77,283
ISHARES TR MSCI EMG MKT ETF 464287234 198,166 5,660,274 SH   DFND 3 5,660,274 0 0
ISHARES TR U.S. INDS ETF 464287754 237 1,955 SH   DFND 3 1,955 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 41,995 1,578,772 SH   DFND 3 1,578,772 0 0
ISHARES TR RUS MID-CAP ETF 464287499 37,362 208,892 SH   DFND 3 208,892 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 48,107 948,286 SH   DFND 3 948,286 0 0
ISHARES TR RUS 1000 ETF 464287622 709,726 5,702,440 SH   DFND 3 5,702,440 0 0
ISHARES TR RUS MD CP GR ETF 464287481 169,158 1,736,918 SH   DFND 3 1,736,918 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,939 13,350 SH   DFND 3 13,350 0 0
ISHARES TR DOW JONES US ETF 464287846 453 4,047 SH   DFND 3 4,047 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 19,129 141,853 SH   DFND 3 141,853 0 0
ISHARES TR U.S. PFD STK ETF 464288687 264,915 7,119,461 SH   DFND 3 7,119,461 0 0
ISHARES TR TIPS BD ETF 464287176 96,029 848,540 SH   DFND 3 848,540 0 0
ISHARES TR CORE S&P TTL STK 464287150 1,348 26,283 SH   DFND 3 26,283 0 0
ISHARES TR COHEN&STEER REIT 464287564 743 7,458 SH   DFND 3 7,458 0 0
ISHARES TR S&P 100 ETF 464287101 21,617 217,698 SH   DFND 3 217,698 0 0
ISHARES TR MIN VOL USA ETF 46429B697 2,801 61,938 SH   DFND 3 61,938 0 0
ISHARES TR SP SMCP600VL ETF 464287879 161,274 1,151,872 SH   DFND 3 1,151,872 0 0
ISHARES TR CORE S&P SCP ETF 464287804 470,280 3,419,720 SH   DFND 3 3,419,720 0 0
ISHARES TR CORE RUSSELL VAL 464287663 2,847 57,844 SH   DFND 3 57,844 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 399,440 4,966,306 SH   DFND 3 4,966,306 0 0
ISHARES TR SELECT DIVID ETF 464287168 4,086 46,135 SH   DFND 3 46,135 0 0
ISHARES TR EAFE VALUE ETF 464288877 150,686 3,189,117 SH   DFND 3 3,189,117 0 0
ISHARES TR US HLTHCARE ETF 464287762 257 1,779 SH   DFND 3 1,779 0 0
ISHARES TR EAFE SML CP ETF 464288273 469,165 9,413,431 SH   DFND 3 9,413,431 0 0
ISHARES TR S&P MC 400GR ETF 464287606 5,973 32,785 SH   DFND 3 32,785 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,474,017 14,051,642 SH   DFND 3 14,051,642 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 242 1,605 SH   DFND 3 1,605 0 0
ISHARES TR CORE S&P500 ETF 464287200 117,418 521,883 SH   DFND 3 521,883 0 0
ISHARES TR CORE RUSSELL GRW 464287671 34,484 797,694 SH   DFND 3 797,694 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 201,077 2,444,708 SH   DFND 3 2,444,708 0 0
ISHARES TR U.S. REAL ES ETF 464287739 38,160 495,968 SH   DFND 3 495,968 0 0
ISHARES TR CORE S&P MCP ETF 464287507 7,179 43,249 SH   DFND 3 43,249 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 2,286,581 20,410,438 SH   DFND 3 20,410,438 0 0
ISHARES TR NATIONAL MUN ETF 464288414 43,370 400,907 SH   DFND 3 400,907 0 0
ISHARES TR GLOBAL 100 ETF 464287572 238 3,103 SH   DFND 3 3,103 0 0
ISHARES TR U.S. TECH ETF 464287721 479 3,981 SH   DFND 3 3,981 0 0
ISHARES TR SP SMCP600GR ETF 464287887 149,723 998,154 SH   DFND 3 998,154 0 0
ISHARES TR INTL DEV RE ETF 464288489 34,785 1,323,635 SH   DFND 3 1,323,635 0 0
ISHARES TR EUROPE ETF 464287861 139,621 3,597,545 SH   DFND 3 3,597,545 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 530 1,997 SH   DFND 3 1,997 0 0
ISHARES TR 20 YR TR BD ETF 464287432 1,797 15,086 SH   DFND 3 15,086 0 0
ISHARES TR U.S. FINLS ETF 464287788 88,914 876,341 SH   DFND 3 876,341 0 0
ISHARES TR MSCI ACWI ETF 464288257 787 13,281 SH   DFND 3 13,281 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 234 2,106 SH   DFND 3 2,106 0 0
ISHARES TR CORE US AGGBD ET 464287226 152,354 1,409,904 SH   DFND 3 1,409,904 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 80,940 525,786 SH   DFND 3 525,786 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 142,051 1,166,358 SH   DFND 3 1,166,358 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 391,168 3,727,541 SH   DFND 3 3,727,541 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 227 2,140 SH   DFND 3 2,140 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 185,936 2,451,042 SH   DFND 3 2,451,042 0 0
ISHARES TR U.S. MED DVC ETF 464288810 205 1,537 SH   DFND 3 1,537 0 0
ISHARES TR S&P 500 VAL ETF 464287408 202,378 1,996,232 SH   DFND 3 1,996,232 0 0
ISHARES TR CHINA ETF 46429B671 183,946 4,206,405 SH   DFND 3 4,206,405 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,304 9,809 SH   DFND 3 9,809 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 9,618 80,868 SH   DFND 3 80,868 0 0
ISHARES TR EAFE GRWTH ETF 464288885 180,078 2,827,412 SH   DFND 3 2,827,412 0 0
ISHARES TR USA QUALITY FCTR 46432F339 238 3,451 SH   DFND 3 3,451 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 102,541 2,166,062 SH   DFND 3 2,166,062 0 0
ISHARES TR IBOXX HI YD ETF 464288513 138,116 1,595,794 SH   DFND 3 1,595,794 0 0
ISHARES TR MSCI EAFE ETF 464287465 81,521 1,412,111 SH   DFND 3 1,412,111 0 0
ISHARES TR IBOXX INV CP ETF 464287242 207,900 1,774,197 SH   DFND 3 1,774,197 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 6,475 105,764 SH   DFND 6 56,785 0 48,979
ISHARES TR CORE US AGGBD ET 464287226 45,012 416,543 SH   DFND 6 214,219 0 202,324
ISHARES TR EAFE SML CP ETF 464288273 739 14,835 SH   DFND 6 0 0 14,835
ISHARES TR RUSSELL 2000 ETF 464287655 1,860 13,795 SH   DFND 6 0 0 13,795
ISHARES TR MSCI EMG MKT ETF 464287234 315 8,996 SH   DFND 6 0 0 8,996
ISHARES TR JP MOR EM MK ETF 464288281 1,432 12,994 SH   DFND 6 3,165 0 9,829
ISHARES TR MIN VOL USA ETF 46429B697 15,082 333,525 SH   DFND 6 106,168 0 227,357
ISHARES TR MSCI EAFE ETF 464287465 3,723 64,497 SH   DFND 6 5,365 0 59,132
ISHARES TR U.S. FIN SVC ETF 464287770 19,653 184,950 SH   DFND 7 184,950 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 18,196 519,723 SH   DFND 7 210,551 0 309,172
ISHARES TR TIPS BD ETF 464287176 9,622 85,024 SH   DFND 7 85,024 0 0
ISHARES TR CORE S&P TTL STK 464287150 4,059 79,139 SH   DFND 7 79,139 0 0
ISHARES TR JP MOR EM MK ETF 464288281 8,292 75,230 SH   DFND 7 75,230 0 0
ISHARES TR IBOXX INV CP ETF 464287242 46,272 394,882 SH   DFND 7 394,882 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 943 6,990 SH   DFND 7 6,990 0 0
ISHARES TR MSCI INDIA ETF 46429B598 16,019 597,500 SH   DFND 7 597,500 0 0
ISHARES TR 20 YR TR BD ETF 464287432 8,279 69,495 SH   DFND 7 69,495 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,665 36,828 SH   DFND 7 36,828 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 595 9,721 SH   DFND 7 9,721 0 0
ISHARES TR CORE US AGGBD ET 464287226 859 7,953 SH   DFND 7 7,953 0 0
ISHARES TR U.S. MED DVC ETF 464288810 13,492 101,330 SH   DFND 7 101,330 0 0
ISHARES TR PHLX SEMICND ETF 464287523 10,724 87,382 SH   DFND 7 87,382 0 0
ISHARES TR U.S. TECH ETF 464287721 13,053 108,551 SH   DFND 7 108,551 0 0
ISHARES TR TIPS BD ETF 464287176 20,832 184,080 SH   DFND   184,080 0 0
ISTAR INC COM 45031U101 55,659 4,499,531 SH   DFND 1,5 0 0 4,499,531
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 284,262 27,651,899 SH   DFND 1,5 922,198 0 26,729,701
ITRON INC COM 465741106 1,412 22,467 SH   DFND 1,5 0 0 22,467
ITT INC COM 45073V108 50,371 1,305,958 SH   DFND 1,5 10,839 0 1,295,119
ITT INC COM 45073V108 28,487 738,569 SH   DFND 6 688,669 0 49,900
ITT INC COM 45073V108 12,362 320,500 SH   DFND 7 291,300 0 29,200
ITURAN LOCATION AND CONTROL SHS M6158M104 33,094 1,248,831 SH   DFND 1,5 0 0 1,248,831
IXIA COM 45071R109 1,982 123,130 SH   DFND 1,5 0 0 123,130
J & J SNACK FOODS CORP COM 466032109 28,779 215,685 SH   DFND 1,5 385 0 215,300
J2 GLOBAL INC COM 48123V102 368,119 4,500,233 SH   DFND 1,5 1,133 0 4,499,100
J2 GLOBAL INC COM 48123V102 39,610 484,226 SH   DFND 6 484,226 0 0
J2 GLOBAL INC COM 48123V102 4,540 55,500 SH   DFND 7 55,500 0 0
JABIL CIRCUIT INC COM 466313103 565,442 23,888,548 SH   DFND 1,5 35,500 0 23,853,048
JABIL CIRCUIT INC COM 466313103 838 35,400 SH   DFND 6 35,400 0 0
JACK IN THE BOX INC COM 466367109 71,047 636,398 SH   DFND 1,5 0 0 636,398
JACK IN THE BOX INC COM 466367109 10,767 96,441 SH   DFND 6 96,441 0 0
JACK IN THE BOX INC COM 466367109 1,195 10,700 SH   DFND 7 10,700 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 247,164 4,336,205 SH   DFND 1,5 297,721 0 4,038,484
JACOBS ENGR GROUP INC DEL COM 469814107 2,200 38,601 SH   DFND 2 38,601 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 5,505 96,584 SH   DFND 3 96,584 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 770 13,500 SH   DFND 11 13,500 0 0
JAMES RIV GROUP LTD COM G5005R107 101,336 2,438,902 SH   DFND 1,5 40,236 0 2,398,666
JAMES RIV GROUP LTD COM G5005R107 7,392 177,900 SH   DFND 6 177,900 0 0
JAMES RIV GROUP LTD COM G5005R107 2,485 59,800 SH   DFND 7 59,800 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 18,521 19,330,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 805,686 7,389,585 SH   DFND 1,5 220,950 0 7,168,635
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,501 59,630 SH   DFND 6 59,630 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,788 16,400 SH   DFND 7 16,400 0 0
JD COM INC SPON ADR CL A 47215P106 195,733 7,693,894 SH   DFND 1,5 570,494 0 7,123,400
JD COM INC SPON ADR CL A 47215P106 270,185 10,620,474 SH   DFND 1,9 296,398 0 10,324,076
JD COM INC SPON ADR CL A 47215P106 9,799 385,200 SH   DFND 6 313,000 0 72,200
JD COM INC SPON ADR CL A 47215P106 12,087 475,120 SH   DFND 7 475,120 0 0
JETBLUE AIRWAYS CORP COM 477143101 572,839 25,550,354 SH   DFND 1,5 4,620,665 0 20,929,689
JETBLUE AIRWAYS CORP COM 477143101 12,422 554,051 SH   DFND 6 518,164 0 35,887
JETBLUE AIRWAYS CORP COM 477143101 10,685 476,589 SH   DFND 7 476,589 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 233 15,300 SH   DFND 1,5 0 0 15,300
JIVE SOFTWARE INC COM 47760A108 47 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 3,047 496,200 SH   DFND 1,5 0 0 496,200
JOHN BEAN TECHNOLOGIES CORP COM 477839104 15,673 182,346 SH   DFND 1,5 0 0 182,346
JOHNSON & JOHNSON COM 478160104 3,059,356 26,554,603 SH   DFND 1,5 1,052,545 0 25,502,058
JOHNSON & JOHNSON COM 478160104 100,197 869,689 SH   DFND 2 869,689 0 0
JOHNSON & JOHNSON COM 478160104 287,401 2,494,583 SH   DFND 3 2,494,583 0 0
JOHNSON & JOHNSON COM 478160104 43,170 374,709 SH   DFND 6 324,204 0 50,505
JOHNSON & JOHNSON COM 478160104 79,467 689,759 SH   DFND 7 228,980 0 460,779
JOHNSON & JOHNSON COM 478160104 214,521 1,862,000 SH   DFND 11 1,862,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 79,325 1,925,835 SH   DFND 1,5 266,813 0 1,659,022
JOHNSON CTLS INTL PLC SHS G51502105 12,334 299,446 SH   DFND 2 299,446 0 0
JOHNSON CTLS INTL PLC SHS G51502105 5,289 128,413 SH   DFND 3 128,413 0 0
JOHNSON CTLS INTL PLC SHS G51502105 667 16,198 SH   DFND 6 16,198 0 0
JOHNSON OUTDOORS INC CL A 479167108 3,600 90,700 SH   DFND 11 90,700 0 0
JONES ENERGY INC COM CL A 48019R108 9,180 1,836,021 SH   DFND 1,5 0 0 1,836,021
JONES ENERGY INC COM CL A 48019R108 160 32,000 SH   DFND 7 32,000 0 0
JONES LANG LASALLE INC COM 48020Q107 46,769 462,873 SH   DFND 1,5 118 0 462,755
JONES LANG LASALLE INC COM 48020Q107 391 3,870 SH   DFND 3 3,870 0 0
JONES LANG LASALLE INC COM 48020Q107 3,708 36,700 SH   DFND 6 21,800 0 14,900
JONES LANG LASALLE INC COM 48020Q107 4,334 42,897 SH   DFND 7 27,797 0 15,100
JOY GLOBAL INC COM 481165108 2,951 105,400 SH   DFND 1,5 100,587 0 4,813
JOY GLOBAL INC COM 481165108 8,219 293,522 SH   DFND 3 293,522 0 0
JPMORGAN CHASE & CO COM 46625H100 7,506,673 86,993,541 SH   DFND 1,5 4,808,814 0 82,184,727
JPMORGAN CHASE & CO COM 46625H100 98,706 1,143,885 SH   DFND 2 1,143,885 0 0
JPMORGAN CHASE & CO COM 46625H100 293,600 3,402,479 SH   DFND 3 3,402,479 0 0
JPMORGAN CHASE & CO COM 46625H100 98,825 1,145,262 SH   DFND 6 1,053,874 0 91,388
JPMORGAN CHASE & CO COM 46625H100 223,929 2,595,076 SH   DFND 7 606,612 0 1,988,464
JPMORGAN CHASE & CO COM 46625H100 112,772 1,306,900 SH   DFND 11 1,306,900 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 11,810 2,357,286 SH   DFND 1,9 0 0 2,357,286
JUNIPER NETWORKS INC COM 48203R104 70,683 2,501,165 SH   DFND 1,5 260,915 0 2,240,250
JUNIPER NETWORKS INC COM 48203R104 3,436 121,580 SH   DFND 2 121,580 0 0
JUNIPER NETWORKS INC COM 48203R104 268 9,491 SH   DFND 3 9,491 0 0
JUNO THERAPEUTICS INC COM 48205A109 36,165 1,918,592 SH   DFND 1,5 0 0 1,918,592
KADANT INC COM 48282T104 1,051 17,171 SH   DFND 1,5 17,171 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,175 28,000 SH   DFND 6 13,100 0 14,900
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,293 29,520 SH   DFND 7 20,620 0 8,900
KAMAN CORP COM 483548103 47,207 964,780 SH   DFND 1,5 0 0 964,780
KANSAS CITY SOUTHERN COM NEW 485170302 95,082 1,120,592 SH   DFND 1,5 45,487 0 1,075,105
KANSAS CITY SOUTHERN COM NEW 485170302 2,918 34,390 SH   DFND 2 34,390 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,125 13,256 SH   DFND 3 13,256 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,121 25,000 SH   DFND 6 25,000 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 20,318 921,450 SH   DFND 1,5 6,650 0 914,800
KAR AUCTION SVCS INC COM 48238T109 546,594 12,824,828 SH   DFND 1,5 354,678 0 12,470,150
KAR AUCTION SVCS INC COM 48238T109 41,332 969,788 SH   DFND 3 969,788 0 0
KAR AUCTION SVCS INC COM 48238T109 28,504 668,786 SH   DFND 6 633,786 0 35,000
KAR AUCTION SVCS INC COM 48238T109 8,167 191,620 SH   DFND 7 177,520 0 14,100
KARYOPHARM THERAPEUTICS INC COM 48576U106 44,463 4,730,131 SH   DFND 1,5 0 0 4,730,131
KATE SPADE & CO COM 485865109 155,282 8,317,187 SH   DFND 1,5 1,295,821 0 7,021,366
KATE SPADE & CO COM 485865109 349 18,700 SH   DFND 6 18,700 0 0
KB HOME COM 48666K109 181,681 11,491,500 SH   DFND 1,5 31,400 0 11,460,100
KB HOME COM 48666K109 3,496 221,100 SH   DFND 6 221,100 0 0
KBR INC COM 48242W106 72,042 4,316,457 SH   DFND 1,5 39,400 0 4,277,057
KBR INC COM 48242W106 227 13,600 SH   DFND 6 13,600 0 0
KEARNY FINL CORP MD COM 48716P108 670 43,100 SH   DFND 1,5 0 0 43,100
KEARNY FINL CORP MD COM 48716P108 28,035 1,802,875 SH   DFND 6 1,685,275 0 117,600
KEARNY FINL CORP MD COM 48716P108 10,936 703,300 SH   DFND 7 703,300 0 0
KELLOGG CO COM 487836108 5,953 80,766 SH   DFND 2 80,766 0 0
KELLOGG CO COM 487836108 3,668 49,757 SH   DFND 3 49,757 0 0
KELLOGG CO COM 487836108 4,500 61,056 SH   DFND 6 61,056 0 0
KELLOGG CO COM 487836108 36,455 494,578 SH   DFND 7 105,818 0 388,760
KENNEDY-WILSON HLDGS INC COM 489398107 47,624 2,323,112 SH   DFND 1,5 1,711 0 2,321,401
KERYX BIOPHARMACEUTICALS INC COM 492515101 14,475 2,470,164 SH   DFND 1,5 0 0 2,470,164
KEYCORP NEW COM 493267108 256,227 14,024,471 SH   DFND 1,5 1,024,006 0 13,000,465
KEYCORP NEW COM 493267108 6,312 345,478 SH   DFND 2 345,478 0 0
KEYCORP NEW COM 493267108 35,212 1,927,328 SH   DFND 3 1,927,328 0 0
KEYCORP NEW COM 493267108 19,194 1,050,588 SH   DFND 6 956,212 0 94,376
KEYCORP NEW COM 493267108 50,986 2,790,697 SH   DFND 7 2,790,697 0 0
KEYCORP NEW COM 493267108 69,749 3,817,700 SH   DFND 11 3,817,700 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 294,207 8,045,027 SH   DFND 1,5 594,200 0 7,450,827
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,527 41,745 SH   DFND 6 41,745 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 13,587 371,532 SH   DFND 7 39,347 0 332,185
KEYW HLDG CORP COM 493723100 72,439 6,144,092 SH   DFND 1,5 647,765 0 5,496,327
KIMBERLY CLARK CORP COM 494368103 185,299 1,623,717 SH   DFND 1,5 180,867 0 1,442,850
KIMBERLY CLARK CORP COM 494368103 13,066 114,494 SH   DFND 2 114,494 0 0
KIMBERLY CLARK CORP COM 494368103 30,928 271,009 SH   DFND 3 271,009 0 0
KIMBERLY CLARK CORP COM 494368103 1,806 15,825 SH   DFND 6 15,825 0 0
KIMBERLY CLARK CORP COM 494368103 8,357 73,229 SH   DFND 7 73,229 0 0
KIMCO RLTY CORP COM 49446R109 354,223 14,078,808 SH   DFND 1,5 9,997,966 0 4,080,842
KIMCO RLTY CORP COM 49446R109 3,419 135,871 SH   DFND 2 135,871 0 0
KIMCO RLTY CORP COM 49446R109 950 37,766 SH   DFND 3 37,766 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 17,027 349,984 SH   DFND 1,5 100,600 0 249,384
KINDER MORGAN INC DEL COM 49456B101 683,579 33,007,176 SH   DFND 1,5 991,237 0 32,015,939
KINDER MORGAN INC DEL COM 49456B101 12,710 613,725 SH   DFND 2 613,725 0 0
KINDER MORGAN INC DEL COM 49456B101 50,573 2,441,960 SH   DFND 3 2,441,960 0 0
KINDER MORGAN INC DEL COM 49456B101 17,114 826,383 SH   DFND 6 826,383 0 0
KINDER MORGAN INC DEL COM 49456B101 22,988 1,110,006 SH   DFND 7 0 0 1,110,006
KINROSS GOLD CORP COM NO PAR 496902404 8,821 2,826,591 SH   DFND 1,5 1,200 0 2,825,391
KINROSS GOLD CORP COM NO PAR 496902404 761 243,848 SH   DFND 3 243,848 0 0
KINSALE CAP GROUP INC COM 49714P108 28,623 841,600 SH   DFND 1,5 83,024 0 758,576
KIRBY CORP COM 497266106 911 13,700 SH   DFND 1,5 0 0 13,700
KITE PHARMA INC COM 49803L109 40,516 903,573 SH   DFND 1,5 0 0 903,573
KITE RLTY GROUP TR COM NEW 49803T300 230,865 9,832,430 SH   DFND 1,5 6,110,745 0 3,721,685
KKR & CO L P DEL COM UNITS 48248M102 621,953 40,412,832 SH   DFND 1,5 0 0 40,412,832
KLA-TENCOR CORP COM 482480100 137,327 1,745,389 SH   DFND 1,5 180,643 0 1,564,746
KLA-TENCOR CORP COM 482480100 3,932 49,972 SH   DFND 2 49,972 0 0
KLA-TENCOR CORP COM 482480100 13,526 171,913 SH   DFND 3 171,913 0 0
KLA-TENCOR CORP COM 482480100 386 4,900 SH   DFND 6 4,900 0 0
KLONDEX MNS LTD COM 498696103 1,977 424,600 SH   DFND 1,5 0 0 424,600
KLONDEX MNS LTD COM 498696103 1,003 215,400 SH   DFND 7 188,000 0 27,400
KLONDEX MNS LTD COM 498696103 30,903 6,638,600 SH   DFND 11 6,406,800 0 231,800
KLX INC COM 482539103 50,329 1,115,700 SH   DFND 1,5 10,580 0 1,105,120
KNOLL INC COM NEW 498904200 70,897 2,538,395 SH   DFND 1,5 50,365 0 2,488,030
KOHLS CORP COM 500255104 179,158 3,628,149 SH   DFND 1,5 226,745 0 3,401,404
KOHLS CORP COM 500255104 2,786 56,415 SH   DFND 2 56,415 0 0
KOHLS CORP COM 500255104 20,454 414,221 SH   DFND 3 414,221 0 0
KOHLS CORP COM 500255104 3,770 76,340 SH   DFND 6 76,340 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 49,071 1,605,200 SH   DFND 1,5 24,900 0 1,580,300
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 287 9,392 SH   DFND 3 9,392 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2,452 80,200 SH   DFND 6 80,200 0 0
KRAFT HEINZ CO COM 500754106 653,866 7,488,157 SH   DFND 1,5 627,120 0 6,861,037
KRAFT HEINZ CO COM 500754106 16,650 190,674 SH   DFND 2 190,674 0 0
KRAFT HEINZ CO COM 500754106 29,006 332,178 SH   DFND 3 332,178 0 0
KRAFT HEINZ CO COM 500754106 1,476 16,900 SH   DFND 6 16,900 0 0
KRAFT HEINZ CO COM 500754106 3,388 38,800 SH   DFND 7 38,800 0 0
KRATON CORPORATION COM 50077C106 17,745 623,077 SH   DFND 1,5 0 0 623,077
KROGER CO COM 501044101 771,839 22,365,659 SH   DFND 1,5 520,721 0 21,844,938
KROGER CO COM 501044101 10,416 301,830 SH   DFND 2 301,830 0 0
KROGER CO COM 501044101 32,191 932,796 SH   DFND 3 932,796 0 0
KROGER CO COM 501044101 9,170 265,730 SH   DFND 6 265,730 0 0
KROGER CO COM 501044101 49,601 1,437,292 SH   DFND 7 1,364,520 0 72,772
KROGER CO COM 501044101 66,826 1,936,420 SH   DFND 11 1,936,420 0 0
KT CORP SPONSORED ADR 48268K101 2,938 208,552 SH   DFND 1,5 7,800 0 200,752
KURA ONCOLOGY INC COM 50127T109 16,614 2,815,919 SH   DFND 1,5 0 0 2,815,919
L BRANDS INC COM 501797104 929,556 14,118,405 SH   DFND 1,5 507,768 0 13,610,637
L BRANDS INC COM 501797104 5,056 76,787 SH   DFND 2 76,787 0 0
L BRANDS INC COM 501797104 18,309 278,087 SH   DFND 3 278,087 0 0
L BRANDS INC COM 501797104 12,125 184,151 SH   DFND 6 158,951 0 25,200
L BRANDS INC COM 501797104 24,927 378,600 SH   DFND 7 300,400 0 78,200
L-3 COMMUNICATIONS HLDGS INC COM 502424104 72,454 476,324 SH   DFND 1,5 35,011 0 441,313
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,759 24,713 SH   DFND 2 24,713 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 7,649 50,285 SH   DFND 3 50,285 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 47,999 2,738,101 SH   DFND 1,5 0 0 2,738,101
LABORATORY CORP AMER HLDGS COM NEW 50540R409 225,604 1,757,318 SH   DFND 1,5 42,079 0 1,715,239
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,227 32,927 SH   DFND 2 32,927 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,265 48,798 SH   DFND 3 48,798 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 886 6,900 SH   DFND 6 6,900 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,410 34,355 SH   DFND 7 34,355 0 0
LADDER CAP CORP CL A 505743104 30,994 2,259,018 SH   DFND 1,5 0 0 2,259,018
LAKE SUNAPEE BK GROUP COM 510866106 1,967 83,394 SH   DFND 1,5 9,300 0 74,094
LAKELAND FINL CORP COM 511656100 87,616 1,850,010 SH   DFND 1,5 2,850 0 1,847,160
LAM RESEARCH CORP COM 512807108 1,075,965 10,176,537 SH   DFND 1,5 695,847 0 9,480,690
LAM RESEARCH CORP COM 512807108 55,126 521,387 SH   DFND 1,9 0 0 521,387
LAM RESEARCH CORP COM 512807108 5,504 52,053 SH   DFND 2 52,053 0 0
LAM RESEARCH CORP COM 512807108 8,344 78,919 SH   DFND 3 78,919 0 0
LAM RESEARCH CORP COM 512807108 2,994 28,320 SH   DFND 6 28,320 0 0
LAM RESEARCH CORP COM 512807108 13,214 124,981 SH   DFND 7 124,981 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 56,128 834,742 SH   DFND 1,5 0 0 834,742
LAMB WESTON HLDGS INC COM 513272104 55,133 1,456,627 SH   DFND 1,5 32,213 0 1,424,414
LAMB WESTON HLDGS INC COM 513272104 581 15,352 SH   DFND 3 15,352 0 0
LANDSTAR SYS INC COM 515098101 46,678 547,225 SH   DFND 1,5 25 0 547,200
LANDSTAR SYS INC COM 515098101 16,117 188,940 SH   DFND 6 174,340 0 14,600
LANDSTAR SYS INC COM 515098101 5,792 67,900 SH   DFND 7 56,700 0 11,200
LANNET INC COM 516012101 7,784 353,000 SH   DFND 1,5 0 0 353,000
LAS VEGAS SANDS CORP COM 517834107 716,390 13,413,033 SH   DFND 1,5 434,591 0 12,978,442
LAS VEGAS SANDS CORP COM 517834107 8,364 156,600 SH   DFND 6 129,500 0 27,100
LAS VEGAS SANDS CORP COM 517834107 13,722 256,917 SH   DFND 7 114,800 0 142,117
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 2,888 353,100 SH   DFND 1,5 0 0 353,100
LAUDER ESTEE COS INC CL A 518439104 1,736,449 22,701,652 SH   DFND 1,5 1,323,407 0 21,378,245
LAUDER ESTEE COS INC CL A 518439104 5,435 71,058 SH   DFND 2 71,058 0 0
LAUDER ESTEE COS INC CL A 518439104 6,977 91,212 SH   DFND 3 91,212 0 0
LAUDER ESTEE COS INC CL A 518439104 2,422 31,658 SH   DFND 6 31,658 0 0
LAUDER ESTEE COS INC CL A 518439104 18,730 244,875 SH   DFND 7 230,119 0 14,756
LAZARD LTD SHS A G54050102 41,193 1,002,499 SH   DFND 1,5 35,744 0 966,755
LAZARD LTD SHS A G54050102 8,319 202,450 SH   DFND 6 202,450 0 0
LAZARD LTD SHS A G54050102 634 15,440 SH   DFND 7 15,440 0 0
LCNB CORP COM 50181P100 17,711 761,755 SH   DFND 1,5 82,555 0 679,200
LEAR CORP COM NEW 521865204 101,924 769,994 SH   DFND 1,5 6,094 0 763,900
LEAR CORP COM NEW 521865204 2,827 21,359 SH   DFND 3 21,359 0 0
LEGACY RESVS LP UNIT LP INT 524707304 23,069 10,881,742 SH   DFND 1,5 0 0 10,881,742
LEGG MASON INC COM 524901105 158,637 5,303,805 SH   DFND 1,5 0 0 5,303,805
LEGG MASON INC COM 524901105 1,346 44,989 SH   DFND 3 44,989 0 0
LEGG MASON INC COM 524901105 1,125 37,600 SH   DFND 7 37,600 0 0
LEGGETT & PLATT INC COM 524660107 111,080 2,272,500 SH   DFND 1,5 22,600 0 2,249,900
LEGGETT & PLATT INC COM 524660107 2,089 42,734 SH   DFND 2 42,734 0 0
LEGGETT & PLATT INC COM 524660107 1,289 26,376 SH   DFND 3 26,376 0 0
LEIDOS HLDGS INC COM 525327102 136,340 2,666,008 SH   DFND 1,5 215,953 0 2,450,055
LEIDOS HLDGS INC COM 525327102 407 7,958 SH   DFND 3 7,958 0 0
LENDINGCLUB CORP COM 52603A109 407 77,600 SH   DFND 1,5 0 0 77,600
LENNAR CORP CL A 526057104 137,518 3,203,297 SH   DFND 1,5 32,800 0 3,170,497
LENNAR CORP CL A 526057104 2,697 62,817 SH   DFND 2 62,817 0 0
LENNAR CORP CL A 526057104 3,432 79,943 SH   DFND 3 79,943 0 0
LENNAR CORP CL A 526057104 993 23,138 SH   DFND 6 0 0 23,138
LENNAR CORP CL A 526057104 335 7,793 SH   DFND 7 7,793 0 0
LENNOX INTL INC COM 526107107 68,128 444,790 SH   DFND 1,5 173 0 444,617
LENNOX INTL INC COM 526107107 365 2,385 SH   DFND 3 2,385 0 0
LEUCADIA NATL CORP COM 527288104 44,630 1,919,578 SH   DFND 1,5 61,738 0 1,857,840
LEUCADIA NATL CORP COM 527288104 2,408 103,581 SH   DFND 2 103,581 0 0
LEUCADIA NATL CORP COM 527288104 1,044 44,906 SH   DFND 3 44,906 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 212,933 3,778,079 SH   DFND 1,5 111 0 3,777,968
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,253 93,200 SH   DFND 2 93,200 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,322 41,197 SH   DFND 3 41,197 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,642 100,100 SH   DFND 7 100,100 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 215,823 15,605,451 SH   DFND 1,5 2,843,256 0 12,762,195
LEXINGTON REALTY TRUST COM 529043101 57,498 5,323,891 SH   DFND 1,5 0 0 5,323,891
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 27,643 553,961 SH   DFND 1,5 0 0 553,961
LHC GROUP INC COM 50187A107 64,896 1,420,050 SH   DFND 1,5 136,550 0 1,283,500
LIBBEY INC COM 529898108 17,269 887,400 SH   DFND 1,5 88,300 0 799,100
LIBERTY BROADBAND CORP COM SER A 530307107 94,153 1,299,374 SH   DFND 1,5 87,103 0 1,212,271
LIBERTY BROADBAND CORP COM SER C 530307305 208,547 2,815,538 SH   DFND 1,5 137,179 0 2,678,359
LIBERTY BROADBAND CORP COM SER C 530307305 363 4,900 SH   DFND 3 4,900 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 5,511 138,920 SH   DFND 1,5 0 0 138,920
LIBERTY GLOBAL PLC SHS CL A G5480U104 207,305 6,776,876 SH   DFND 1,5 419,048 0 6,357,828
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 20,006 945,017 SH   DFND 1,5 28,466 0 916,551
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 29,013 1,321,168 SH   DFND 1,5 149,032 0 1,172,136
LIBERTY GLOBAL PLC SHS CL C G5480U120 101,938 3,432,247 SH   DFND 1,5 0 0 3,432,247
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 8,749 237,280 SH   DFND 1,5 0 0 237,280
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 359,941 18,015,076 SH   DFND 1,5 132,300 0 17,882,776
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 512 13,888 SH   DFND 3 13,888 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 3,046 152,470 SH   DFND 3 152,470 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 6,111 305,880 SH   DFND 6 305,880 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 5,818 291,200 SH   DFND 7 291,200 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 49,020 45,600,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 52,579 99,548,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,148 5,960,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 31,378 1,000,900 SH   DFND 1,5 0 0 1,000,900
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 41,801 38,930,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 6,028 294,200 SH   DFND 1,5 0 0 294,200
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 46,746 1,354,180 SH   DFND 1,5 41,800 0 1,312,380
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 244,884 7,219,444 SH   DFND 1,5 693,123 0 6,526,321
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 82,983 2,648,664 SH   DFND 1,5 253,795 0 2,394,869
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,438 42,404 SH   DFND 3 42,404 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 210 6,079 SH   DFND 3 6,079 0 0
LIBERTY PPTY TR SH BEN INT 531172104 95,628 2,420,959 SH   DFND 1,5 72,486 0 2,348,473
LIBERTY PPTY TR SH BEN INT 531172104 22,669 573,900 SH   DFND 6 573,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 7,027 177,900 SH   DFND 7 2,000 0 175,900
LIBERTY TAX INC CL A 53128T102 143 10,690 SH   DFND 6 10,690 0 0
LIFE STORAGE INC COM 53223X107 18,186 213,300 SH   DFND 1,5 0 0 213,300
LIFEWAY FOODS INC COM 531914109 2,931 254,626 SH   DFND 1,5 24,726 0 229,900
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 49,389 486,063 SH   DFND 1,5 250 0 485,813
LILLY ELI & CO COM 532457108 45,048 612,487 SH   DFND 1,5 287 0 612,200
LILLY ELI & CO COM 532457108 22,841 310,556 SH   DFND 2 310,556 0 0
LILLY ELI & CO COM 532457108 18,137 246,598 SH   DFND 3 246,598 0 0
LILLY ELI & CO COM 532457108 871 11,844 SH   DFND 6 11,844 0 0
LILLY ELI & CO COM 532457108 9,101 123,734 SH   DFND 7 123,734 0 0
LINCOLN NATL CORP IND COM 534187109 499,006 7,529,900 SH   DFND 1,5 777,200 0 6,752,700
LINCOLN NATL CORP IND COM 534187109 4,842 73,065 SH   DFND 2 73,065 0 0
LINCOLN NATL CORP IND COM 534187109 12,523 188,973 SH   DFND 3 188,973 0 0
LINE CORP SPONSORED ADR 53567X101 1,097 32,251 SH   DFND 1,5 696 0 31,555
LINE CORP SPONSORED ADR 53567X101 690 20,298 SH   DFND 1,9 0 0 20,298
LINEAR TECHNOLOGY CORP COM 535678106 81,984 1,314,900 SH   DFND 1,5 77,400 0 1,237,500
LINEAR TECHNOLOGY CORP COM 535678106 4,791 76,836 SH   DFND 2 76,836 0 0
LINEAR TECHNOLOGY CORP COM 535678106 11,198 179,604 SH   DFND 3 179,604 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 31,096 4,474,312 SH   DFND 1,5 49,654 0 4,424,658
LIONBRIDGE TECHNOLOGIES INC COM 536252109 767 132,300 SH   DFND 1,9 0 0 132,300
LIONS GATE ENTMNT CORP CL A VTG 535919401 75,892 2,821,261 SH   DFND 1,5 53,077 0 2,768,184
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 209,428 8,534,132 SH   DFND 1,5 199,060 0 8,335,072
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 20,402 831,374 SH   DFND 6 780,085 0 51,289
LIONS GATE ENTMNT CORP CL A VTG 535919401 3,310 123,050 SH   DFND 6 123,050 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 7,085 288,700 SH   DFND 7 253,424 0 35,276
LIONS GATE ENTMNT CORP CL A VTG 535919401 1,411 52,450 SH   DFND 7 52,450 0 0
LIQUIDITY SERVICES INC COM 53635B107 3,747 384,273 SH   DFND 1,5 84,673 0 299,600
LITHIA MTRS INC CL A 536797103 14,283 147,509 SH   DFND 6 147,509 0 0
LITHIA MTRS INC CL A 536797103 4,719 48,730 SH   DFND 7 48,730 0 0
LITTELFUSE INC COM 537008104 12,142 80,000 SH   DFND 1,5 0 0 80,000
LIVANOVA PLC SHS G5509L101 103,725 2,304,919 SH   DFND 1,5 25,879 0 2,279,040
LIVANOVA PLC SHS G5509L101 20,223 449,700 SH   DFND 1,10 9,000 0 440,700
LIVE NATION ENTERTAINMENT IN COM 538034109 105,486 3,965,630 SH   DFND 1,5 77,155 0 3,888,475
LKQ CORP COM 501889208 139,922 4,565,140 SH   DFND 1,5 1,245 0 4,563,895
LKQ CORP COM 501889208 3,013 98,304 SH   DFND 2 98,304 0 0
LKQ CORP COM 501889208 1,260 41,100 SH   DFND 6 41,100 0 0
LKQ CORP COM 501889208 3,163 103,200 SH   DFND 7 103,200 0 0
LKQ CORP COM 501889208 51,489 1,679,900 SH   DFND 11 1,679,900 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 30,447 29,560,000 PRN   DFND 1,5 0 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 453 440,000 PRN   DFND 7 0 0 0
LOCKHEED MARTIN CORP COM 539830109 377,863 1,511,815 SH   DFND 1,5 249,603 0 1,262,212
LOCKHEED MARTIN CORP COM 539830109 20,131 80,545 SH   DFND 2 80,545 0 0
LOCKHEED MARTIN CORP COM 539830109 28,195 112,808 SH   DFND 3 112,808 0 0
LOCKHEED MARTIN CORP COM 539830109 12,610 50,454 SH   DFND 6 50,454 0 0
LOCKHEED MARTIN CORP COM 539830109 71,432 285,797 SH   DFND 7 285,797 0 0
LOEWS CORP COM 540424108 5,666 121,000 SH   DFND 1,5 0 0 121,000
LOEWS CORP COM 540424108 4,136 88,329 SH   DFND 2 88,329 0 0
LOEWS CORP COM 540424108 6,482 138,421 SH   DFND 3 138,421 0 0
LOGMEIN INC COM 54142L109 113,898 1,179,684 SH   DFND 1,5 105,834 0 1,073,850
LOGMEIN INC COM 54142L109 8,516 88,202 SH   DFND 1,9 0 0 88,202
LOWES COS INC COM 548661107 321,500 4,520,527 SH   DFND 1,5 5,298 0 4,515,229
LOWES COS INC COM 548661107 19,776 278,069 SH   DFND 2 278,069 0 0
LOWES COS INC COM 548661107 19,996 281,162 SH   DFND 3 281,162 0 0
LOWES COS INC COM 548661107 9,299 130,747 SH   DFND 6 130,747 0 0
LOWES COS INC COM 548661107 22,184 311,920 SH   DFND 7 0 0 311,920
LOXO ONCOLOGY INC COM 548862101 68,594 2,135,883 SH   DFND 1,5 0 0 2,135,883
LOXO ONCOLOGY INC COM 548862101 24,009 747,593 SH   DFND 6 747,593 0 0
LOXO ONCOLOGY INC COM 548862101 6,278 195,473 SH   DFND 7 195,473 0 0
LOXO ONCOLOGY INC COM 548862101 5,548 172,758 SH   DFND 11 172,758 0 0
LPL FINL HLDGS INC COM 50212V100 372 10,551 SH   DFND 1,5 10,551 0 0
LTC PPTYS INC COM 502175102 766 16,307 SH   DFND 6 16,307 0 0
LULULEMON ATHLETICA INC COM 550021109 1,236,614 19,027,755 SH   DFND 1,5 3,974,886 0 15,052,869
LULULEMON ATHLETICA INC COM 550021109 4,330 66,623 SH   DFND 6 66,623 0 0
LUMENTUM HLDGS INC COM 55024U109 25,961 671,686 SH   DFND 1,5 30,656 0 641,030
LUMENTUM HLDGS INC COM 55024U109 1,009 26,100 SH   DFND 6 26,100 0 0
LUMOS NETWORKS CORP COM 550283105 33,572 2,149,324 SH   DFND 1,5 2,206 0 2,147,118
LUMOS NETWORKS CORP COM 550283105 10,224 654,550 SH   DFND 6 654,550 0 0
LUMOS NETWORKS CORP COM 550283105 5,680 363,625 SH   DFND 7 363,625 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 12,656 1,162,209 SH   DFND 1,5 220,000 0 942,209
LUXOFT HLDG INC ORD SHS CL A G57279104 84,353 1,500,950 SH   DFND 1,5 11,400 0 1,489,550
LUXOFT HLDG INC ORD SHS CL A G57279104 695 12,375 SH   DFND 6 12,375 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 579 10,301 SH   DFND 7 10,301 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,906,958 22,230,795 SH   DFND 1,5 910,549 0 21,320,246
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 9,164 106,826 SH   DFND 2 106,826 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 59,831 697,494 SH   DFND 3 697,494 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 26,102 304,294 SH   DFND 6 259,594 0 44,700
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 65,172 759,762 SH   DFND 7 553,637 0 206,125
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,354 39,100 SH   DFND 11 39,100 0 0
M & T BK CORP COM 55261F104 1,466,797 9,376,701 SH   DFND 1,5 469,838 0 8,906,863
M & T BK CORP COM 55261F104 7,754 49,566 SH   DFND 2 49,566 0 0
M & T BK CORP COM 55261F104 82,361 526,507 SH   DFND 3 526,507 0 0
M & T BK CORP COM 55261F104 20,559 131,425 SH   DFND 6 118,225 0 13,200
M & T BK CORP COM 55261F104 22,423 143,340 SH   DFND 7 101,940 0 41,400
M D C HLDGS INC COM 552676108 110,992 4,325,479 SH   DFND 1,5 261,134 0 4,064,345
M D C HLDGS INC COM 552676108 18,458 719,321 SH   DFND 3 719,321 0 0
M D C HLDGS INC COM 552676108 1,797 70,035 SH   DFND 6 70,035 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 11,711 11,495,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 13,217 524,890 SH   DFND 1,5 0 0 524,890
MACERICH CO COM 554382101 365,028 5,152,857 SH   DFND 1,5 3,575,877 0 1,576,980
MACERICH CO COM 554382101 2,734 38,595 SH   DFND 2 38,595 0 0
MACERICH CO COM 554382101 1,275 17,999 SH   DFND 3 17,999 0 0
MACERICH CO COM 554382101 3,169 44,740 SH   DFND 11 44,740 0 0
MACK CALI RLTY CORP COM 554489104 208,243 7,175,834 SH   DFND 1,5 92,800 0 7,083,034
MACK CALI RLTY CORP COM 554489104 44,214 1,523,587 SH   DFND 6 1,523,587 0 0
MACK CALI RLTY CORP COM 554489104 16,376 564,289 SH   DFND 7 335,900 0 228,389
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 25,485 550,660 SH   DFND 1,5 142,360 0 408,300
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 12,395 267,833 SH   DFND 1,9 0 0 267,833
MACQUARIE INFRASTRUCTURE COR COM 55608B105 4,221 51,667 SH   DFND 1,5 467 0 51,200
MACROGENICS INC COM 556099109 106,806 5,225,358 SH   DFND 1,5 92,698 0 5,132,660
MACYS INC COM 55616P104 236,834 6,613,630 SH   DFND 1,5 302,406 0 6,311,224
MACYS INC COM 55616P104 5,218 145,700 SH   DFND 1,10 0 0 145,700
MACYS INC COM 55616P104 3,499 97,715 SH   DFND 2 97,715 0 0
MACYS INC COM 55616P104 25,280 705,938 SH   DFND 3 705,938 0 0
MACYS INC COM 55616P104 4,405 123,000 SH   DFND 6 123,000 0 0
MADDEN STEVEN LTD COM 556269108 131,176 3,669,246 SH   DFND 1,5 120,116 0 3,549,130
MADDEN STEVEN LTD COM 556269108 23,927 669,286 SH   DFND 6 669,286 0 0
MADDEN STEVEN LTD COM 556269108 9,769 273,260 SH   DFND 7 241,360 0 31,900
MADISON SQUARE GARDEN CO NEW CL A 55825T103 40,262 234,749 SH   DFND 1,5 13,164 0 221,585
MAG SILVER CORP COM 55903Q104 3,611 328,000 SH   DFND 1,5 0 0 328,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 9,146 120,936 SH   DFND 1,5 0 0 120,936
MAGNA INTL INC COM 559222401 82,479 1,899,500 SH   DFND 1,5 119,100 0 1,780,400
MAGNA INTL INC COM 559222401 10,855 250,000 SH   DFND 11 250,000 0 0
MAGNA INTL INC COM 559222401 851 19,603 SH   DFND   19,603 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1,960 316,198 SH   DFND 1,5 0 0 316,198
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 4,248 685,215 SH   DFND 1,9 0 0 685,215
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 28,289 1,274,296 SH   DFND 1,9 45,200 0 1,229,096
MALIBU BOATS INC COM CL A 56117J100 3,908 204,833 SH   DFND 1,5 0 0 204,833
MALLINCKRODT PUB LTD CO SHS G5785G107 28,672 575,521 SH   DFND 1,5 414 0 575,107
MALLINCKRODT PUB LTD CO SHS G5785G107 1,686 33,840 SH   DFND 2 33,840 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 726 14,579 SH   DFND 3 14,579 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 34,720 2,436,475 SH   DFND 1,5 0 0 2,436,475
MANHATTAN ASSOCS INC COM 562750109 33,686 635,233 SH   DFND 1,5 383 0 634,850
MANHATTAN ASSOCS INC COM 562750109 273 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC INC COM 563571108 16,722 2,796,376 SH   DFND 1,5 0 0 2,796,376
MANTECH INTL CORP CL A 564563104 75,366 1,783,806 SH   DFND 1,5 12,217 0 1,771,589
MANULIFE FINL CORP COM 56501R106 6,597 370,430 SH   DFND 1,5 0 0 370,430
MANULIFE FINL CORP COM 56501R106 1,238 69,491 SH   DFND 6 21,293 0 48,198
MANULIFE FINL CORP COM 56501R106 12,188 684,418 SH   DFND 7 601,018 0 83,400
MANULIFE FINL CORP COM 56501R106 628,262 35,279,621 SH   DFND 11 33,764,221 0 1,515,400
MANULIFE FINL CORP COM 56501R106 481 27,002 SH   DFND   27,002 0 0
MARATHON OIL CORP COM 565849106 275,523 15,917,000 SH   DFND 1,5 487,556 0 15,429,444
MARATHON OIL CORP COM 565849106 4,688 270,832 SH   DFND 2 270,832 0 0
MARATHON OIL CORP COM 565849106 9,712 561,092 SH   DFND 3 561,092 0 0
MARATHON OIL CORP COM 565849106 2,728 157,600 SH   DFND 7 157,600 0 0
MARATHON PETE CORP COM 56585A102 65,491 1,300,715 SH   DFND 1,5 30 0 1,300,685
MARATHON PETE CORP COM 56585A102 8,496 168,729 SH   DFND 2 168,729 0 0
MARATHON PETE CORP COM 56585A102 14,583 289,635 SH   DFND 3 289,635 0 0
MARINEMAX INC COM 567908108 7,399 382,356 SH   DFND 1,5 0 0 382,356
MARKEL CORP COM 570535104 9,418 10,412 SH   DFND 1,5 12 0 10,400
MARKEL CORP COM 570535104 589 651 SH   DFND 3 651 0 0
MARKETAXESS HLDGS INC COM 57060D108 43,160 293,762 SH   DFND 1,5 21,800 0 271,962
MARRIOTT INTL INC NEW CL A 571903202 435,748 5,270,296 SH   DFND 1,5 457,496 0 4,812,800
MARRIOTT INTL INC NEW CL A 571903202 8,463 102,358 SH   DFND 2 102,358 0 0
MARRIOTT INTL INC NEW CL A 571903202 8,690 105,100 SH   DFND 3 105,100 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 49,561 584,100 SH   DFND 1,5 0 0 584,100
MARSH & MCLENNAN COS INC COM 571748102 737,334 10,908,926 SH   DFND 1,5 393,963 0 10,514,963
MARSH & MCLENNAN COS INC COM 571748102 11,140 164,823 SH   DFND 2 164,823 0 0
MARSH & MCLENNAN COS INC COM 571748102 29,213 432,206 SH   DFND 3 432,206 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,593 127,127 SH   DFND 6 127,127 0 0
MARSH & MCLENNAN COS INC COM 571748102 45,849 678,344 SH   DFND 7 562,050 0 116,294
MARTEN TRANS LTD COM 573075108 2,980 127,900 SH   DFND 1,5 0 0 127,900
MARTIN MARIETTA MATLS INC COM 573284106 625,616 2,824,070 SH   DFND 1,5 185,847 0 2,638,223
MARTIN MARIETTA MATLS INC COM 573284106 4,494 20,288 SH   DFND 2 20,288 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,438 20,033 SH   DFND 3 20,033 0 0
MARTIN MARIETTA MATLS INC COM 573284106 12,942 58,420 SH   DFND 6 58,420 0 0
MARTIN MARIETTA MATLS INC COM 573284106 17,120 77,280 SH   DFND 7 77,280 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5,605 25,300 SH   DFND 11 25,300 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 267,645 19,296,717 SH   DFND 1,5 157,603 0 19,139,114
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 90,228 6,505,296 SH   DFND 1,9 0 0 6,505,296
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,755 342,800 SH   DFND 7 342,800 0 0
MASCO CORP COM 574599106 587,378 18,576,143 SH   DFND 1,5 1,445,189 0 17,130,954
MASCO CORP COM 574599106 3,319 104,952 SH   DFND 2 104,952 0 0
MASCO CORP COM 574599106 1,465 46,316 SH   DFND 3 46,316 0 0
MASCO CORP COM 574599106 1,437 45,439 SH   DFND 6 45,439 0 0
MASCO CORP COM 574599106 2,752 87,030 SH   DFND 7 87,030 0 0
MASIMO CORP COM 574795100 30,330 450,000 SH   DFND 1,5 50,000 0 400,000
MASONITE INTL CORP NEW COM 575385109 4,089 62,149 SH   DFND 1,5 0 0 62,149
MASTEC INC COM 576323109 20,566 537,678 SH   DFND 1,5 0 0 537,678
MASTERCARD INCORPORATED CL A 57636Q104 4,214,007 40,813,623 SH   DFND 1,5 3,315,310 0 37,498,313
MASTERCARD INCORPORATED CL A 57636Q104 31,417 304,284 SH   DFND 2 304,284 0 0
MASTERCARD INCORPORATED CL A 57636Q104 33,241 321,948 SH   DFND 3 321,948 0 0
MASTERCARD INCORPORATED CL A 57636Q104 34,490 334,039 SH   DFND 6 310,539 0 23,500
MASTERCARD INCORPORATED CL A 57636Q104 61,957 600,072 SH   DFND 7 306,790 0 293,282
MASTERCARD INCORPORATED CL A 57636Q104 1,291 12,500 SH   DFND 11 12,500 0 0
MATADOR RES CO COM 576485205 3,187 123,700 SH   DFND 1,5 0 0 123,700
MATRIX SVC CO COM 576853105 1,058 46,605 SH   DFND 1,5 1,105 0 45,500
MATSON INC COM 57686G105 687 19,400 SH   DFND 1,5 0 0 19,400
MATTEL INC COM 577081102 462,253 16,778,698 SH   DFND 1,5 457,024 0 16,321,674
MATTEL INC COM 577081102 3,012 109,343 SH   DFND 2 109,343 0 0
MATTEL INC COM 577081102 31,652 1,148,890 SH   DFND 3 1,148,890 0 0
MATTEL INC COM 577081102 16,445 596,900 SH   DFND 6 518,500 0 78,400
MATTEL INC COM 577081102 17,125 621,600 SH   DFND 7 379,100 0 242,500
MATTHEWS INTL CORP CL A 577128101 53,172 691,894 SH   DFND 1,5 932 0 690,962
MATTHEWS INTL CORP CL A 577128101 13,827 179,928 SH   DFND 6 179,928 0 0
MATTHEWS INTL CORP CL A 577128101 3,927 51,100 SH   DFND 7 51,100 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 430,600 11,164,129 SH   DFND 1,5 309,340 0 10,854,789
MAXIM INTEGRATED PRODS INC COM 57772K101 778 20,170 SH   DFND 1,9 0 0 20,170
MAXIM INTEGRATED PRODS INC COM 57772K101 46,478 1,205,039 SH   DFND 3 1,205,039 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,612 41,800 SH   DFND 6 41,800 0 0
MAXIMUS INC COM 577933104 109,284 1,958,854 SH   DFND 1,5 1,254 0 1,957,600
MAXIMUS INC COM 577933104 43,645 782,304 SH   DFND 6 782,304 0 0
MAXIMUS INC COM 577933104 9,437 169,154 SH   DFND 7 169,154 0 0
MAXIMUS INC COM 577933104 102,570 1,838,500 SH   DFND 11 1,838,500 0 0
MAXLINEAR INC CL A 57776J100 1,661 76,200 SH   DFND 1,9 0 0 76,200
MAXPOINT INTERACTIVE INC COM NEW 57777M201 695 115,902 SH   DFND 6 115,902 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 246 40,955 SH   DFND 7 40,955 0 0
MB FINANCIAL INC NEW COM 55264U108 89,255 1,889,800 SH   DFND 1,5 0 0 1,889,800
MBIA INC COM 55262C100 1,034 96,646 SH   DFND 1,5 646 0 96,000
MCCORMICK & CO INC COM NON VTG 579780206 3,418 36,622 SH   DFND 2 36,622 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,283 35,176 SH   DFND 3 35,176 0 0
MCCORMICK & CO INC COM NON VTG 579780206 913 9,783 SH   DFND 6 9,783 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,181 44,800 SH   DFND 7 44,800 0 0
MCDONALDS CORP COM 580135101 544,128 4,470,329 SH   DFND 1,5 689,405 0 3,780,924
MCDONALDS CORP COM 580135101 32,313 265,472 SH   DFND 2 265,472 0 0
MCDONALDS CORP COM 580135101 34,324 281,992 SH   DFND 3 281,992 0 0
MCDONALDS CORP COM 580135101 6,859 56,347 SH   DFND 6 56,347 0 0
MCDONALDS CORP COM 580135101 47,883 393,388 SH   DFND 7 81,748 0 311,640
MCEWEN MNG INC COM 58039P107 2,733 939,010 SH   DFND 1,5 0 0 939,010
MCKESSON CORP COM 58155Q103 773,591 5,507,943 SH   DFND 1,5 233,415 0 5,274,528
MCKESSON CORP COM 58155Q103 22,833 162,570 SH   DFND 1,10 162,570 0 0
MCKESSON CORP COM 58155Q103 10,151 72,274 SH   DFND 2 72,274 0 0
MCKESSON CORP COM 58155Q103 9,906 70,532 SH   DFND 3 70,532 0 0
MCKESSON CORP COM 58155Q103 6,124 43,600 SH   DFND 6 43,600 0 0
MCKESSON CORP COM 58155Q103 16,540 117,763 SH   DFND 7 18,000 0 99,763
MDU RES GROUP INC COM 552690109 5,630 195,705 SH   DFND 1,5 0 0 195,705
MEAD JOHNSON NUTRITION CO COM 582839106 741,468 10,478,637 SH   DFND 1,5 565,839 0 9,912,798
MEAD JOHNSON NUTRITION CO COM 582839106 4,178 59,050 SH   DFND 2 59,050 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,854 26,198 SH   DFND 3 26,198 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 19,266 272,276 SH   DFND 6 226,015 0 46,261
MEAD JOHNSON NUTRITION CO COM 582839106 56,525 798,833 SH   DFND 7 698,333 0 100,500
MEDICAL PPTYS TRUST INC COM 58463J304 161,144 13,101,157 SH   DFND 1,5 12,934,960 0 166,197
MEDICAL PPTYS TRUST INC COM 58463J304 12,394 1,007,671 SH   DFND 6 1,007,671 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,053 410,800 SH   DFND 7 410,800 0 0
MEDICINES CO COM 584688105 351,564 10,358,395 SH   DFND 1,5 905,377 0 9,453,018
MEDICINES CO COM 584688105 5,709 168,203 SH   DFND 6 168,203 0 0
MEDICINES CO COM 584688105 3,139 92,500 SH   DFND 7 92,500 0 0
MEDICINOVA INC COM NEW 58468P206 8,869 1,470,799 SH   DFND 1,5 0 0 1,470,799
MEDIDATA SOLUTIONS INC COM 58471A105 331,698 6,678,033 SH   DFND 1,5 220,692 0 6,457,341
MEDIDATA SOLUTIONS INC COM 58471A105 39,114 787,485 SH   DFND 1,9 221 0 787,264
MEDIDATA SOLUTIONS INC COM 58471A105 5,533 111,400 SH   DFND 7 111,400 0 0
MEDNAX INC COM 58502B106 187,016 2,805,520 SH   DFND 1,5 66,221 0 2,739,299
MEDNAX INC COM 58502B106 63,809 957,234 SH   DFND 6 957,234 0 0
MEDNAX INC COM 58502B106 16,256 243,866 SH   DFND 7 243,866 0 0
MEDNAX INC COM 58502B106 82,550 1,238,380 SH   DFND 11 1,238,380 0 0
MEDPACE HLDGS INC COM 58506Q109 33,532 929,637 SH   DFND 1,5 2,900 0 926,737
MEDPACE HLDGS INC COM 58506Q109 317 8,800 SH   DFND 6 8,800 0 0
MEDTRONIC PLC SHS G5960L103 3,896,473 54,702,694 SH   DFND 1,5 2,000,190 0 52,702,504
MEDTRONIC PLC SHS G5960L103 31,265 438,930 SH   DFND 2 438,930 0 0
MEDTRONIC PLC SHS G5960L103 87,399 1,226,995 SH   DFND 3 1,226,995 0 0
MEDTRONIC PLC SHS G5960L103 39,445 553,774 SH   DFND 6 470,383 0 83,391
MEDTRONIC PLC SHS G5960L103 136,851 1,921,249 SH   DFND 7 973,269 0 947,980
MEDTRONIC PLC SHS G5960L103 1,075 15,085 SH   DFND 11 15,085 0 0
MEI PHARMA INC COM NEW 55279B202 454 315,524 SH   DFND 1,5 600 0 314,924
MELCO CROWN ENTMT LTD ADR 585464100 108,504 6,824,130 SH   DFND 1,5 1,866,600 0 4,957,530
MELCO CROWN ENTMT LTD ADR 585464100 5,633 354,300 SH   DFND 1,9 0 0 354,300
MELCO CROWN ENTMT LTD ADR 585464100 15,840 996,200 SH   DFND 6 847,000 0 149,200
MELCO CROWN ENTMT LTD ADR 585464100 19,749 1,242,100 SH   DFND 7 625,300 0 616,800
MELLANOX TECHNOLOGIES LTD SHS M51363113 83,192 2,034,039 SH   DFND 1,5 360,250 0 1,673,789
MELLANOX TECHNOLOGIES LTD SHS M51363113 24,969 610,500 SH   DFND 1,9 0 0 610,500
MENTOR GRAPHICS CORP COM 587200106 47,773 1,295,000 SH   DFND 11 1,295,000 0 0
MERCADOLIBRE INC COM 58733R102 69,313 443,913 SH   DFND 1,5 42,113 0 401,800
MERCADOLIBRE INC COM 58733R102 6,816 43,654 SH   DFND 3 43,654 0 0
MERCK & CO INC COM 58933Y105 508,219 8,632,908 SH   DFND 1,5 208,752 0 8,424,156
MERCK & CO INC COM 58933Y105 51,887 881,390 SH   DFND 2 881,390 0 0
MERCK & CO INC COM 58933Y105 107,799 1,831,139 SH   DFND 3 1,831,139 0 0
MERCK & CO INC COM 58933Y105 23,889 405,794 SH   DFND 6 351,505 0 54,289
MERCK & CO INC COM 58933Y105 102,284 1,737,450 SH   DFND 7 1,086,420 0 651,030
MERCURY SYS INC COM 589378108 4,904 162,293 SH   DFND 1,5 0 0 162,293
MERIDIAN BANCORP INC MD COM 58958U103 83,037 4,393,502 SH   DFND 1,5 100,897 0 4,292,605
MERIDIAN BANCORP INC MD COM 58958U103 4,823 255,169 SH   DFND 6 255,169 0 0
MERIDIAN BANCORP INC MD COM 58958U103 552 29,200 SH   DFND 7 29,200 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 2,515 142,118 SH   DFND 1,5 41 0 142,077
MERIT MED SYS INC COM 589889104 12,598 475,413 SH   DFND 6 475,413 0 0
MERIT MED SYS INC COM 589889104 6,728 253,880 SH   DFND 7 182,680 0 71,200
MERITAGE HOMES CORP COM 59001A102 208,928 6,003,680 SH   DFND 1,5 0 0 6,003,680
MERRIMACK PHARMACEUTICALS IN COM 590328100 79,054 19,376,091 SH   DFND 1,5 3,547,033 0 15,829,058
MERRIMACK PHARMACEUTICALS IN COM 590328100 271 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 36,211 295,000 SH   DFND 1,5 32,300 0 262,700
METHANEX CORP COM 59151K108 1,987 45,302 SH   DFND 3 45,302 0 0
METHANEX CORP COM 59151K108 2,583 58,900 SH   DFND 7 51,100 0 7,800
METHANEX CORP COM 59151K108 108,017 2,462,700 SH   DFND 11 2,413,600 0 49,100
METHODE ELECTRS INC COM 591520200 18,996 459,400 SH   DFND 1,5 0 0 459,400
METLIFE INC COM 59156R108 1,171,063 21,730,613 SH   DFND 1,5 958,108 0 20,772,505
METLIFE INC COM 59156R108 18,935 351,366 SH   DFND 2 351,366 0 0
METLIFE INC COM 59156R108 91,366 1,695,416 SH   DFND 3 1,695,416 0 0
METLIFE INC COM 59156R108 14,822 275,051 SH   DFND 6 254,495 0 20,556
METLIFE INC COM 59156R108 8,249 153,077 SH   DFND 7 8,943 0 144,134
METTLER TOLEDO INTERNATIONAL COM 592688105 1,146,973 2,740,284 SH   DFND 1,5 254,549 0 2,485,735
METTLER TOLEDO INTERNATIONAL COM 592688105 3,511 8,389 SH   DFND 2 8,389 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,939 7,021 SH   DFND 3 7,021 0 0
MFA FINL INC COM 55272X102 168,611 22,098,413 SH   DFND 1,5 127,905 0 21,970,508
MGIC INVT CORP WIS COM 552848103 152,100 14,926,354 SH   DFND 1,5 876,268 0 14,050,086
MGIC INVT CORP WIS COM 552848103 3,764 369,400 SH   DFND 6 369,400 0 0
MGM RESORTS INTERNATIONAL COM 552953101 89,690 3,111,000 SH   DFND 1,5 40,358 0 3,070,642
MGM RESORTS INTERNATIONAL COM 552953101 3,212 111,400 SH   DFND 6 111,400 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 173,219 4,030,222 SH   DFND 1,5 1,061,706 0 2,968,516
MICHAEL KORS HLDGS LTD SHS G60754101 2,257 52,506 SH   DFND 2 52,506 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 263 6,116 SH   DFND 3 6,116 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 934 21,740 SH   DFND 7 21,740 0 0
MICHAELS COS INC COM 59408Q106 22,311 1,090,994 SH   DFND 1,5 794 0 1,090,200
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 35,755 27,610,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 47,786 744,914 SH   DFND 1,5 0 0 744,914
MICROCHIP TECHNOLOGY INC COM 595017104 4,430 69,056 SH   DFND 2 69,056 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4,829 75,278 SH   DFND 3 75,278 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 22,281 10,610,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 294,073 13,415,745 SH   DFND 1,5 238,586 0 13,177,159
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 20,579 10,150,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 46,106 46,425,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 119,550 5,453,933 SH   DFND 1,9 0 0 5,453,933
MICRON TECHNOLOGY INC COM 595112103 7,233 329,959 SH   DFND 2 329,959 0 0
MICRON TECHNOLOGY INC COM 595112103 5,447 248,474 SH   DFND 3 248,474 0 0
MICRON TECHNOLOGY INC COM 595112103 7,047 321,490 SH   DFND 6 321,490 0 0
MICRON TECHNOLOGY INC COM 595112103 28,430 1,297,000 SH   DFND 7 1,297,000 0 0
MICRON TECHNOLOGY INC COM 595112103 63,333 2,889,297 SH   DFND 11 2,889,297 0 0
MICROSEMI CORP COM 595137100 107,060 1,983,700 SH   DFND 1,5 3,100 0 1,980,600
MICROSEMI CORP COM 595137100 15,868 294,012 SH   DFND 1,9 0 0 294,012
MICROSEMI CORP COM 595137100 443 8,200 SH   DFND 6 8,200 0 0
MICROSEMI CORP COM 595137100 923 17,100 SH   DFND 7 17,100 0 0
MICROSOFT CORP COM 594918104 9,869,899 158,833,260 SH   DFND 1,5 12,397,257 0 146,436,003
MICROSOFT CORP COM 594918104 354,481 5,704,555 SH   DFND 1,9 0 0 5,704,555
MICROSOFT CORP COM 594918104 154,455 2,485,592 SH   DFND 2 2,485,592 0 0
MICROSOFT CORP COM 594918104 323,617 5,207,876 SH   DFND 3 5,207,876 0 0
MICROSOFT CORP COM 594918104 104,187 1,676,650 SH   DFND 6 1,599,350 0 77,300
MICROSOFT CORP COM 594918104 158,030 2,543,121 SH   DFND 7 1,208,432 0 1,334,689
MICROSOFT CORP COM 594918104 55,541 893,800 SH   DFND 11 893,800 0 0
MID AMER APT CMNTYS INC COM 59522J103 299,085 3,054,381 SH   DFND 1,5 54,607 0 2,999,774
MID AMER APT CMNTYS INC COM 59522J103 3,554 36,292 SH   DFND 2 36,292 0 0
MID AMER APT CMNTYS INC COM 59522J103 1,463 14,938 SH   DFND 3 14,938 0 0
MID AMER APT CMNTYS INC COM 59522J103 40,815 416,818 SH   DFND 6 416,818 0 0
MID AMER APT CMNTYS INC COM 59522J103 13,743 140,347 SH   DFND 7 7,772 0 132,575
MIDLAND STS BANCORP INC ILL COM 597742105 19,800 547,270 SH   DFND 6 547,270 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 5,242 144,897 SH   DFND 7 144,897 0 0
MILLER HERMAN INC COM 600544100 6,301 184,250 SH   DFND 1,5 50 0 184,200
MIMEDX GROUP INC COM 602496101 509 57,477 SH   DFND 1,5 0 0 57,477
MINDBODY INC COM CL A 60255W105 11,541 541,831 SH   DFND 1,9 0 0 541,831
MINERVA NEUROSCIENCES INC COM 603380106 58,524 4,980,794 SH   DFND 1,5 0 0 4,980,794
MIRNA THERAPEUTICS INC COM 60470J103 240 133,200 SH   DFND 1,5 0 0 133,200
MITEL NETWORKS CORP COM 60671Q104 709 104,310 SH   DFND 1,5 0 0 104,310
MKS INSTRUMENT INC COM 55306N104 1,300 21,893 SH   DFND 1,5 0 0 21,893
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 5,809 637,670 SH   DFND 1,5 24,170 0 613,500
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 265,077 6,953,749 SH   DFND 1,5 174,257 0 6,779,492
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 37,327 979,191 SH   DFND 1,9 572 0 978,619
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 7,173 188,158 SH   DFND 3 188,158 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 21,305 558,900 SH   DFND 6 483,200 0 75,700
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 26,451 693,900 SH   DFND 7 388,300 0 305,600
MODINE MFG CO COM 607828100 966 64,863 SH   DFND 1,5 0 0 64,863
MOELIS & CO CL A 60786M105 3,641 107,400 SH   DFND 1,5 0 0 107,400
MOELIS & CO CL A 60786M105 2,661 78,500 SH   DFND 7 78,500 0 0
MOHAWK INDS INC COM 608190104 457,814 2,292,736 SH   DFND 1,5 142,655 0 2,150,081
MOHAWK INDS INC COM 608190104 4,024 20,152 SH   DFND 2 20,152 0 0
MOHAWK INDS INC COM 608190104 2,410 12,068 SH   DFND 3 12,068 0 0
MOHAWK INDS INC COM 608190104 14,166 70,944 SH   DFND 6 70,944 0 0
MOHAWK INDS INC COM 608190104 31,122 155,857 SH   DFND 7 155,857 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,148,071 11,798,079 SH   DFND 1,5 401,245 0 11,396,834
MOLSON COORS BREWING CO CL B 60871R209 5,733 58,913 SH   DFND 2 58,913 0 0
MOLSON COORS BREWING CO CL B 60871R209 13,107 134,692 SH   DFND 3 134,692 0 0
MOLSON COORS BREWING CO CL B 60871R209 28,570 293,596 SH   DFND 6 253,150 0 40,446
MOLSON COORS BREWING CO CL B 60871R209 76,246 783,542 SH   DFND 7 717,542 0 66,000
MOLSON COORS BREWING CO CL B 60871R209 17,671 181,600 SH   DFND 11 181,600 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 160,730 10,679,748 SH   DFND 1,5 2,517,149 0 8,162,599
MONDELEZ INTL INC CL A 609207105 799,065 18,025,373 SH   DFND 1,5 889,416 0 17,135,957
MONDELEZ INTL INC CL A 609207105 21,886 493,711 SH   DFND 2 493,711 0 0
MONDELEZ INTL INC CL A 609207105 27,211 613,820 SH   DFND 3 613,820 0 0
MONDELEZ INTL INC CL A 609207105 13,305 300,143 SH   DFND 6 267,260 0 32,883
MONDELEZ INTL INC CL A 609207105 73,669 1,661,840 SH   DFND 7 480,060 0 1,181,780
MONEYGRAM INTL INC COM NEW 60935Y208 13,093 1,108,649 SH   DFND 1,5 0 0 1,108,649
MONMOUTH REAL ESTATE INVT CO CL A 609720107 5,579 366,073 SH   DFND 1,5 0 0 366,073
MONOGRAM RESIDENTIAL TR INC COM 60979P105 159,207 14,714,119 SH   DFND 1,5 6,624,977 0 8,089,142
MONOGRAM RESIDENTIAL TR INC COM 60979P105 8,568 791,834 SH   DFND 6 791,834 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 2,704 249,900 SH   DFND 7 0 0 249,900
MONOLITHIC PWR SYS INC COM 609839105 113,031 1,379,604 SH   DFND 1,5 3,827 0 1,375,777
MONOLITHIC PWR SYS INC COM 609839105 33,837 412,993 SH   DFND 1,9 154 0 412,839
MONOLITHIC PWR SYS INC COM 609839105 70,215 857,015 SH   DFND 6 831,115 0 25,900
MONOLITHIC PWR SYS INC COM 609839105 37,457 457,182 SH   DFND 7 429,982 0 27,200
MONOLITHIC PWR SYS INC COM 609839105 25,333 309,200 SH   DFND 11 309,200 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 30,704 1,546,800 SH   DFND 1,5 0 0 1,546,800
MONSANTO CO NEW COM 61166W101 1,141,080 10,845,733 SH   DFND 1,5 473,455 0 10,372,278
MONSANTO CO NEW COM 61166W101 33,326 316,753 SH   DFND 1,10 9,653 0 307,100
MONSANTO CO NEW COM 61166W101 14,731 140,013 SH   DFND 2 140,013 0 0
MONSANTO CO NEW COM 61166W101 10,001 95,057 SH   DFND 3 95,057 0 0
MONSANTO CO NEW COM 61166W101 20,141 191,440 SH   DFND 6 181,740 0 9,700
MONSANTO CO NEW COM 61166W101 84,880 806,771 SH   DFND 7 103,910 0 702,861
MONSANTO CO NEW COM 61166W101 74,068 704,000 SH   DFND 11 704,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,856,085 41,860,277 SH   DFND 1,5 4,908,271 0 36,952,006
MONSTER BEVERAGE CORP NEW COM 61174X109 5,746 129,594 SH   DFND 2 129,594 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 21,550 486,026 SH   DFND 3 486,026 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 26,916 607,044 SH   DFND 6 545,844 0 61,200
MONSTER BEVERAGE CORP NEW COM 61174X109 68,407 1,542,794 SH   DFND 7 1,381,094 0 161,700
MOODYS CORP COM 615369105 268,556 2,848,791 SH   DFND 1,5 65,694 0 2,783,097
MOODYS CORP COM 615369105 5,013 53,176 SH   DFND 2 53,176 0 0
MOODYS CORP COM 615369105 2,489 26,401 SH   DFND 3 26,401 0 0
MOODYS CORP COM 615369105 3,130 33,200 SH   DFND 7 33,200 0 0
MOODYS CORP COM 615369105 30,935 328,152 SH   DFND 11 328,152 0 0
MOOG INC CL A 615394202 217,966 3,318,605 SH   DFND 1,5 1,415 0 3,317,190
MOOG INC CL A 615394202 23,763 361,804 SH   DFND 6 361,804 0 0
MOOG INC CL A 615394202 6,417 97,700 SH   DFND 7 97,700 0 0
MORGAN STANLEY COM NEW 617446448 1,404,342 33,238,871 SH   DFND 1,5 1,653,344 0 31,585,527
MORGAN STANLEY COM NEW 617446448 19,477 460,996 SH   DFND 2 460,996 0 0
MORGAN STANLEY COM NEW 617446448 59,942 1,418,736 SH   DFND 3 1,418,736 0 0
MORGAN STANLEY COM NEW 617446448 21,456 507,827 SH   DFND 6 507,827 0 0
MORGAN STANLEY COM NEW 617446448 24,352 576,380 SH   DFND 7 0 0 576,380
MORGAN STANLEY COM NEW 617446448 140,545 3,326,500 SH   DFND 11 3,326,500 0 0
MOSAIC CO NEW COM 61945C103 48,497 1,653,478 SH   DFND 1,5 132,317 0 1,521,161
MOSAIC CO NEW COM 61945C103 3,284 111,963 SH   DFND 2 111,963 0 0
MOSAIC CO NEW COM 61945C103 3,320 113,185 SH   DFND 3 113,185 0 0
MOTORCAR PTS AMER INC COM 620071100 20,649 767,049 SH   DFND 6 767,049 0 0
MOTORCAR PTS AMER INC COM 620071100 5,624 208,900 SH   DFND 7 208,900 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 77,849 939,189 SH   DFND 1,5 82,788 0 856,401
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,398 53,053 SH   DFND 2 53,053 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,383 40,810 SH   DFND 3 40,810 0 0
MOVADO GROUP INC COM 624580106 10,717 372,760 SH   DFND 1,5 272,860 0 99,900
MPLX LP COM UNIT REP LTD 55336V100 116,089 3,353,237 SH   DFND 1,5 0 0 3,353,237
MRC GLOBAL INC COM 55345K103 142,012 7,009,474 SH   DFND 1,5 130,944 0 6,878,530
MRC GLOBAL INC COM 55345K103 1,846 91,100 SH   DFND 6 43,400 0 47,700
MRC GLOBAL INC COM 55345K103 2,354 116,170 SH   DFND 7 73,570 0 42,600
MSC INDL DIRECT INC CL A 553530106 164,122 1,776,399 SH   DFND 1,5 84,199 0 1,692,200
MSC INDL DIRECT INC CL A 553530106 517 5,594 SH   DFND 6 5,594 0 0
MSCI INC COM 55354G100 844,260 10,716,677 SH   DFND 1,5 767,919 0 9,948,758
MSCI INC COM 55354G100 14,086 178,805 SH   DFND 1,9 0 0 178,805
MSCI INC COM 55354G100 49,104 623,300 SH   DFND 1,10 12,500 0 610,800
MSCI INC COM 55354G100 835 10,600 SH   DFND 6 10,600 0 0
MSCI INC COM 55354G100 5,938 75,375 SH   DFND 7 75,375 0 0
MSCI INC COM 55354G100 10,613 134,723 SH   DFND 11 134,723 0 0
MTGE INVT CORP COM 55378A105 17,955 1,143,616 SH   DFND 1,5 0 0 1,143,616
MUELLER INDS INC COM 624756102 211,902 5,302,850 SH   DFND 1,5 50 0 5,302,800
MULTI COLOR CORP COM 625383104 46,805 603,154 SH   DFND 1,5 248 0 602,906
MULTI COLOR CORP COM 625383104 113,575 1,463,589 SH   DFND 6 1,433,189 0 30,400
MULTI COLOR CORP COM 625383104 24,861 320,375 SH   DFND 7 296,775 0 23,600
MURPHY OIL CORP COM 626717102 342,902 11,015,148 SH   DFND 1,5 2,043,948 0 8,971,200
MURPHY OIL CORP COM 626717102 1,611 51,746 SH   DFND 2 51,746 0 0
MURPHY OIL CORP COM 626717102 3,630 116,618 SH   DFND 3 116,618 0 0
MURPHY USA INC COM 626755102 50,363 819,310 SH   DFND 1,5 0 0 819,310
MYLAN N V SHS EURO N59465109 44,819 1,174,800 SH   DFND 1,5 53,200 0 1,121,600
MYLAN N V SHS EURO N59465109 5,612 147,111 SH   DFND 2 147,111 0 0
MYLAN N V SHS EURO N59465109 2,626 68,845 SH   DFND 3 68,845 0 0
MYOKARDIA INC COM 62857M105 50,373 3,889,770 SH   DFND 1,5 0 0 3,889,770
MYOS RENS TECHNOLOGY INC COM 62857P108 94 80,000 SH   DFND 1,5 0 0 80,000
MYR GROUP INC DEL COM 55405W104 1,437 38,150 SH   DFND 1,5 38,150 0 0
MYRIAD GENETICS INC COM 62855J104 6,126 367,500 SH   DFND 1,5 12,100 0 355,400
MYRIAD GENETICS INC COM 62855J104 508 30,500 SH   DFND 6 30,500 0 0
NABORS INDUSTRIES LTD SHS G6359F103 118,663 7,235,560 SH   DFND 1,5 99,199 0 7,136,361
NABORS INDUSTRIES LTD SHS G6359F103 884 53,884 SH   DFND 3 53,884 0 0
NACCO INDS INC CL A 629579103 22,991 253,899 SH   DFND 1,5 29,300 0 224,599
NANOMETRICS INC COM 630077105 20,483 817,341 SH   DFND 1,5 3,410 0 813,931
NANOMETRICS INC COM 630077105 3,401 135,697 SH   DFND 1,9 0 0 135,697
NANTHEALTH INC COM 630104107 6,197 623,449 SH   DFND 1,5 1,396 0 622,053
NANTKWEST INC COM 63016Q102 12,383 2,164,945 SH   DFND 1,5 90,031 0 2,074,914
NASDAQ INC COM 631103108 5,073 75,583 SH   DFND 1,5 483 0 75,100
NASDAQ INC COM 631103108 2,446 36,439 SH   DFND 2 36,439 0 0
NASDAQ INC COM 631103108 753 11,225 SH   DFND 3 11,225 0 0
NASDAQ INC COM 631103108 40,439 602,491 SH   DFND 6 602,491 0 0
NASDAQ INC COM 631103108 7,441 110,867 SH   DFND 7 110,867 0 0
NATIONAL BANKSHARES INC VA COM 634865109 652 15,000 SH   DFND 1,5 15,000 0 0
NATIONAL FUEL GAS CO N J COM 636180101 10,994 194,111 SH   DFND 1,5 0 0 194,111
NATIONAL GRID PLC SPON ADR NEW 636274300 619 10,611 SH   DFND 3 10,611 0 0
NATIONAL HEALTH INVS INC COM 63633D104 116,039 1,564,500 SH   DFND 1,5 1,179,000 0 385,500
NATIONAL HEALTHCARE CORP COM 635906100 2,403 31,700 SH   DFND 1,5 742 0 30,958
NATIONAL INSTRS CORP COM 636518102 1,285 41,700 SH   DFND 1,5 0 0 41,700
NATIONAL INSTRS CORP COM 636518102 16,475 534,554 SH   DFND 1,9 0 0 534,554
NATIONAL OILWELL VARCO INC COM 637071101 240,291 6,418,031 SH   DFND 1,5 72,949 0 6,345,082
NATIONAL OILWELL VARCO INC COM 637071101 4,520 120,736 SH   DFND 2 120,736 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,484 39,640 SH   DFND 3 39,640 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,213 112,530 SH   DFND 6 112,530 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 67,044 1,516,837 SH   DFND 1,5 112,100 0 1,404,737
NATIONAL RETAIL PPTYS INC COM 637417106 202 4,577 SH   DFND 3 4,577 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 32,332 731,500 SH   DFND 6 731,500 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 10,299 233,000 SH   DFND 7 0 0 233,000
NATIONAL WESTN LIFE GROUP IN CL A 638517102 59,052 189,999 SH   DFND 1,5 37,979 0 152,020
NATIONAL WESTN LIFE GROUP IN CL A 638517102 10,723 34,500 SH   DFND 6 34,500 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 4,382 14,100 SH   DFND 7 14,100 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 4,724 261,595 SH   DFND 1,5 36,000 0 225,595
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 622 55,000 SH   DFND 1,5 55,000 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 7,455 626,981 SH   DFND 6 563,381 0 63,600
NATURAL GROCERS BY VITAMIN C COM 63888U108 4,022 338,290 SH   DFND 7 282,090 0 56,200
NAUTILUS INC COM 63910B102 23,773 1,285,000 SH   DFND 1,5 0 0 1,285,000
NAVIENT CORP COM 63938C108 3,796 231,013 SH   DFND 1,5 2,276 0 228,737
NAVIENT CORP COM 63938C108 1,592 96,893 SH   DFND 2 96,893 0 0
NAVIENT CORP COM 63938C108 1,246 75,813 SH   DFND 3 75,813 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 1,087 771,100 SH   DFND 1,5 0 0 771,100
NAVISTAR INTL CORP NEW COM 63934E108 10,078 321,255 SH   DFND 1,5 0 0 321,255
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 23,552 23,850,000 PRN   DFND 1,5 0 0 0
NCI INC CL A 62886K104 10,695 766,700 SH   DFND 1,5 77,300 0 689,400
NCI INC CL A 62886K104 403 28,900 SH   DFND 6 28,900 0 0
NCR CORP NEW COM 62886E108 59,466 1,466,117 SH   DFND 1,5 144 0 1,465,973
NCR CORP NEW COM 62886E108 3,157 77,840 SH   DFND 6 77,840 0 0
NCR CORP NEW COM 62886E108 28,253 696,562 SH   DFND 7 77,672 0 618,890
NEENAH PAPER INC COM 640079109 75,986 891,855 SH   DFND 1,5 1,555 0 890,300
NEKTAR THERAPEUTICS COM 640268108 16,777 1,367,303 SH   DFND 1,5 2,200 0 1,365,103
NELNET INC CL A 64031N108 1,649 32,500 SH   DFND 1,5 25,100 0 7,400
NEOVASC INC COM 64065J106 4,498 2,600,000 SH   DFND 1,5 0 0 2,600,000
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 6,693 583,000 SH   DFND 1,5 67,500 0 515,500
NETAPP INC COM 64110D104 7,971 225,996 SH   DFND 1,5 0 0 225,996
NETAPP INC COM 64110D104 3,105 88,031 SH   DFND 2 88,031 0 0
NETAPP INC COM 64110D104 322 9,142 SH   DFND 3 9,142 0 0
NETEASE INC SPONSORED ADR 64110W102 44,644 207,318 SH   DFND 1,5 29,618 0 177,700
NETEASE INC SPONSORED ADR 64110W102 61,148 283,962 SH   DFND 1,9 0 0 283,962
NETEASE INC SPONSORED ADR 64110W102 2,046 9,500 SH   DFND 7 9,500 0 0
NETFLIX INC COM 64110L106 2,395,824 19,352,373 SH   DFND 1,5 2,039,875 0 17,312,498
NETFLIX INC COM 64110L106 4,331 34,986 SH   DFND 1,9 0 0 34,986
NETFLIX INC COM 64110L106 16,984 137,189 SH   DFND 2 137,189 0 0
NETFLIX INC COM 64110L106 16,511 133,371 SH   DFND 3 133,371 0 0
NETFLIX INC COM 64110L106 7,959 64,293 SH   DFND 6 64,293 0 0
NETGEAR INC COM 64111Q104 123,878 2,279,258 SH   DFND 1,5 36,465 0 2,242,793
NETSCOUT SYS INC COM 64115T104 6,849 217,417 SH   DFND 1,5 0 0 217,417
NEUROCRINE BIOSCIENCES INC COM 64125C109 461,315 11,920,284 SH   DFND 1,5 389,955 0 11,530,329
NEUROCRINE BIOSCIENCES INC COM 64125C109 32,253 833,421 SH   DFND 6 833,421 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,600 196,370 SH   DFND 7 196,370 0 0
NEUSTAR INC CL A 64126X201 45,798 1,371,200 SH   DFND 1,5 141,700 0 1,229,500
NEVRO CORP COM 64157F103 194,454 2,676,216 SH   DFND 1,5 177,730 0 2,498,486
NEVRO CORP COM 64157F103 1,476 20,310 SH   DFND 6 20,310 0 0
NEW GOLD INC CDA COM 644535106 52,587 14,990,759 SH   DFND 1,5 900 0 14,989,859
NEW HOME CO INC COM 645370107 8,576 732,354 SH   DFND 1,5 0 0 732,354
NEW JERSEY RES COM 646025106 18,520 521,700 SH   DFND 1,5 0 0 521,700
NEW JERSEY RES COM 646025106 20,264 570,813 SH   DFND 6 553,862 0 16,951
NEW JERSEY RES COM 646025106 8,030 226,200 SH   DFND 7 226,200 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 139,070 3,303,318 SH   DFND 1,5 129,473 0 3,173,845
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 167,863 3,987,239 SH   DFND 1,9 1,204 0 3,986,035
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 59,660 1,417,100 SH   DFND 1,10 28,300 0 1,388,800
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 7,924 188,230 SH   DFND 6 158,430 0 29,800
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 14,164 336,430 SH   DFND 7 336,430 0 0
NEW RELIC INC COM 64829B100 202,920 7,183,004 SH   DFND 1,5 278,611 0 6,904,393
NEW RELIC INC COM 64829B100 16,831 595,800 SH   DFND 1,9 0 0 595,800
NEW RELIC INC COM 64829B100 1,090 38,600 SH   DFND 7 38,600 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 23,574 1,499,650 SH   DFND 1,5 0 0 1,499,650
NEW SR INVT GROUP INC COM 648691103 16,317 1,666,656 SH   DFND 1,5 0 0 1,666,656
NEW YORK CMNTY BANCORP INC COM 649445103 4,633 291,200 SH   DFND 1,5 0 0 291,200
NEW YORK MTG TR INC PFD-C CONV 649604808 9,160 401,558 SH   DFND 1,5 0 0 401,558
NEW YORK REIT INC COM 64976L109 151,639 14,984,083 SH   DFND 1,5 10,159,936 0 4,824,147
NEW YORK REIT INC COM 64976L109 3,541 349,925 SH   DFND 6 349,925 0 0
NEW YORK REIT INC COM 64976L109 1,119 110,600 SH   DFND 7 0 0 110,600
NEWELL BRANDS INC COM 651229106 439,161 9,835,640 SH   DFND 1,5 157,420 0 9,678,220
NEWELL BRANDS INC COM 651229106 6,886 154,212 SH   DFND 2 154,212 0 0
NEWELL BRANDS INC COM 651229106 5,662 126,804 SH   DFND 3 126,804 0 0
NEWELL BRANDS INC COM 651229106 21,541 482,441 SH   DFND 6 438,141 0 44,300
NEWELL BRANDS INC COM 651229106 48,902 1,095,230 SH   DFND 7 957,730 0 137,500
NEWFIELD EXPL CO COM 651290108 386,144 9,534,430 SH   DFND 1,5 62,971 0 9,471,459
NEWFIELD EXPL CO COM 651290108 2,554 63,055 SH   DFND 2 63,055 0 0
NEWFIELD EXPL CO COM 651290108 410 10,135 SH   DFND 3 10,135 0 0
NEWLINK GENETICS CORP COM 651511107 9,302 904,856 SH   DFND 1,5 0 0 904,856
NEWMONT MINING CORP COM 651639106 118,400 3,475,190 SH   DFND 1,5 72 0 3,475,118
NEWMONT MINING CORP COM 651639106 5,781 169,668 SH   DFND 2 169,668 0 0
NEWMONT MINING CORP COM 651639106 3,358 98,562 SH   DFND 3 98,562 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 59,664 7,955,210 SH   DFND 1,5 0 0 7,955,210
NEWPARK RES INC COM PAR $.01NEW 651718504 976 130,100 SH   DFND 7 130,100 0 0
NEWS CORP NEW CL A 65249B109 13,621 1,188,600 SH   DFND 1,5 0 0 1,188,600
NEWS CORP NEW CL A 65249B109 1,399 122,095 SH   DFND 2 122,095 0 0
NEWS CORP NEW CL B 65249B208 452 38,290 SH   DFND 2 38,290 0 0
NEWS CORP NEW CL A 65249B109 341 29,722 SH   DFND 3 29,722 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 52,966 5,689,123 SH   DFND 1,5 153,400 0 5,535,723
NEXSTAR BROADCASTING GROUP I CL A 65336K103 94,599 1,494,453 SH   DFND 1,5 1,200 0 1,493,253
NEXTERA ENERGY INC COM 65339F101 862,876 7,223,140 SH   DFND 1,5 172 0 7,222,968
NEXTERA ENERGY INC COM 65339F101 17,844 149,375 SH   DFND 2 149,375 0 0
NEXTERA ENERGY INC COM 65339F101 17,358 145,301 SH   DFND 3 145,301 0 0
NEXTERA ENERGY INC COM 65339F101 896 7,503 SH   DFND 6 7,503 0 0
NEXTERA ENERGY INC COM 65339F101 14,962 125,251 SH   DFND 7 125,251 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 77,415 3,031,145 SH   DFND 1,5 0 0 3,031,145
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 2,202 86,200 SH   DFND 7 86,200 0 0
NIC INC COM 62914B100 7,500 313,800 SH   DFND 1,5 100 0 313,700
NICE LTD SPONSORED ADR 653656108 763 11,100 SH   DFND 6 0 0 11,100
NICE LTD SPONSORED ADR 653656108 2,867 41,690 SH   DFND 7 21,290 0 20,400
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,798 319,428 SH   DFND 1,5 86,328 0 233,100
NIELSEN HLDGS PLC SHS EUR G6518L108 33,389 795,922 SH   DFND 1,5 222 0 795,700
NIELSEN HLDGS PLC SHS EUR G6518L108 4,506 107,406 SH   DFND 2 107,406 0 0
NII HLDGS INC COM PAR $0.001 62913F508 4,845 2,253,566 SH   DFND 1,5 0 0 2,253,566
NIKE INC CL B 654106103 2,544,648 50,061,925 SH   DFND 1,5 4,199,859 0 45,862,066
NIKE INC CL B 654106103 21,712 427,145 SH   DFND 2 427,145 0 0
NIKE INC CL B 654106103 26,339 518,180 SH   DFND 3 518,180 0 0
NIKE INC CL B 654106103 20,716 407,548 SH   DFND 6 368,948 0 38,600
NIKE INC CL B 654106103 62,176 1,223,210 SH   DFND 7 1,103,410 0 119,800
NIKE INC CL B 654106103 6,384 125,600 SH   DFND 11 125,600 0 0
NIMBLE STORAGE INC COM 65440R101 14,842 1,873,953 SH   DFND 1,5 0 0 1,873,953
NIMBLE STORAGE INC COM 65440R101 307 38,800 SH   DFND 1,9 0 0 38,800
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,461 58,500 SH   DFND 1,5 0 0 58,500
NISOURCE INC COM 65473P105 9,868 445,728 SH   DFND 1,5 828 0 444,900
NISOURCE INC COM 65473P105 2,284 103,172 SH   DFND 2 103,172 0 0
NISOURCE INC COM 65473P105 799 36,111 SH   DFND 3 36,111 0 0
NMI HLDGS INC CL A 629209305 2,790 262,000 SH   DFND 1,5 12,000 0 250,000
NMI HLDGS INC CL A 629209305 19,782 1,857,511 SH   DFND 6 1,857,511 0 0
NMI HLDGS INC CL A 629209305 4,537 426,000 SH   DFND 7 426,000 0 0
NN INC COM 629337106 16,759 879,736 SH   DFND 6 879,736 0 0
NN INC COM 629337106 5,380 282,400 SH   DFND 7 282,400 0 0
NOBLE CORP PLC SHS USD G65431101 1,868 315,600 SH   DFND 1,5 4,900 0 310,700
NOBLE CORP PLC SHS USD G65431101 91 15,400 SH   DFND 6 15,400 0 0
NOBLE ENERGY INC COM 655044105 306,673 8,057,613 SH   DFND 1,5 534,320 0 7,523,293
NOBLE ENERGY INC COM 655044105 5,216 137,039 SH   DFND 2 137,039 0 0
NOBLE ENERGY INC COM 655044105 1,920 50,447 SH   DFND 3 50,447 0 0
NOBLE ENERGY INC COM 655044105 731 19,203 SH   DFND 6 19,203 0 0
NOBLE ENERGY INC COM 655044105 3,315 87,100 SH   DFND 7 87,100 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 25,768 715,775 SH   DFND 1,5 0 0 715,775
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 695 19,300 SH   DFND 7 19,300 0 0
NOKIA CORP SPONSORED ADR 654902204 10,100 2,099,893 SH   DFND 1,5 0 0 2,099,893
NOMAD HLDGS LTD USD ORD SHS G6564A105 20,157 2,106,223 SH   DFND 1,5 0 0 2,106,223
NOODLES & CO CL A 65540B105 16,199 3,951,069 SH   DFND 1,5 440,011 0 3,511,058
NORBORD INC COM NEW 65548P403 770 30,500 SH   DFND 1,5 300 0 30,200
NORBORD INC COM NEW 65548P403 463 18,323 SH   DFND 6 1,423 0 16,900
NORBORD INC COM NEW 65548P403 4,765 188,660 SH   DFND 7 188,660 0 0
NORBORD INC COM NEW 65548P403 138,817 5,496,400 SH   DFND 11 4,923,200 0 573,200
NORD ANGLIA EDUCATION INC SHS G6583A102 20,167 865,532 SH   DFND 1,5 3,127 0 862,405
NORDSTROM INC COM 655664100 2,452 51,157 SH   DFND 1,5 1,057 0 50,100
NORDSTROM INC COM 655664100 1,779 37,127 SH   DFND 2 37,127 0 0
NORDSTROM INC COM 655664100 4,489 93,659 SH   DFND 3 93,659 0 0
NORFOLK SOUTHERN CORP COM 655844108 761,799 7,049,126 SH   DFND 1,5 282,746 0 6,766,380
NORFOLK SOUTHERN CORP COM 655844108 10,086 93,327 SH   DFND 2 93,327 0 0
NORFOLK SOUTHERN CORP COM 655844108 7,786 72,049 SH   DFND 3 72,049 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,090 102,620 SH   DFND 6 82,320 0 20,300
NORFOLK SOUTHERN CORP COM 655844108 22,369 206,987 SH   DFND 7 67,000 0 139,987
NORTHERN OIL & GAS INC NEV COM 665531109 3,206 1,165,984 SH   DFND 1,5 0 0 1,165,984
NORTHERN TR CORP COM 665859104 773,580 8,687,032 SH   DFND 1,5 52,488 0 8,634,544
NORTHERN TR CORP COM 665859104 6,059 68,041 SH   DFND 2 68,041 0 0
NORTHERN TR CORP COM 665859104 5,096 57,226 SH   DFND 3 57,226 0 0
NORTHERN TR CORP COM 665859104 11,409 128,123 SH   DFND 6 128,123 0 0
NORTHRIM BANCORP INC COM 666762109 872 27,600 SH   DFND 1,5 2,630 0 24,970
NORTHROP GRUMMAN CORP COM 666807102 1,738,560 7,475,107 SH   DFND 1,5 283,201 0 7,191,906
NORTHROP GRUMMAN CORP COM 666807102 13,105 56,347 SH   DFND 2 56,347 0 0
NORTHROP GRUMMAN CORP COM 666807102 16,323 70,183 SH   DFND 3 70,183 0 0
NORTHROP GRUMMAN CORP COM 666807102 13,055 56,131 SH   DFND 6 42,140 0 13,991
NORTHROP GRUMMAN CORP COM 666807102 29,927 128,674 SH   DFND 7 94,274 0 34,400
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 155,400 10,415,534 SH   DFND 1,5 55,300 0 10,360,234
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 1,313 88,000 SH   DFND 7 88,000 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 2,338 186,017 SH   DFND 1,5 0 0 186,017
NORTHSTAR REALTY EUROPE CORP COM 66706L101 1,350 107,365 SH   DFND 6 107,365 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 673 53,560 SH   DFND 7 43,710 0 9,850
NORTHSTAR RLTY FIN CORP COM 66704R803 191,995 12,672,923 SH   DFND 1,5 96,833 0 12,576,090
NORTHSTAR RLTY FIN CORP COM 66704R803 26,363 1,740,100 SH   DFND 6 1,740,100 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 8,664 571,890 SH   DFND 7 423,840 0 148,050
NORTHWEST BANCSHARES INC MD COM 667340103 696 38,600 SH   DFND 1,5 0 0 38,600
NORWOOD FINANCIAL CORP COM 669549107 7,390 223,000 SH   DFND 1,5 23,200 0 199,800
NOVADAQ TECHNOLOGIES INC COM 66987G102 16,881 2,380,983 SH   DFND 1,5 8,283 0 2,372,700
NOVAGOLD RES INC COM NEW 66987E206 104,784 22,913,366 SH   DFND 1,5 2,060,619 0 20,852,747
NOVANTA INC COM 67000B104 8,400 400,000 SH   DFND 1,5 0 0 400,000
NOVARTIS A G SPONSORED ADR 66987V109 53,150 729,675 SH   DFND 1,5 45 0 729,630
NOVARTIS A G SPONSORED ADR 66987V109 5,065 69,538 SH   DFND 3 69,538 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,958 40,604 SH   DFND 7 0 0 40,604
NOVAVAX INC COM 670002104 26,705 21,194,137 SH   DFND 1,5 178,400 0 21,015,737
NOVELION THERAPEUTICS INC COM NEW 67001K202 5,164 613,277 SH   DFND 1,5 0 0 613,277
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 15,410 4,950,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 205,506 5,730,776 SH   DFND 1,5 243,595 0 5,487,181
NOVO-NORDISK A S ADR 670100205 5,858 163,357 SH   DFND 3 163,357 0 0
NOVO-NORDISK A S ADR 670100205 4,683 130,599 SH   DFND 7 130,599 0 0
NOVOCURE LTD ORD SHS G6674U108 38,384 4,889,661 SH   DFND 1,5 749,153 0 4,140,508
NOW INC COM 67011P100 1,358 66,339 SH   DFND 1,5 719 0 65,620
NRG ENERGY INC COM NEW 629377508 13,613 1,110,373 SH   DFND 1,5 0 0 1,110,373
NRG ENERGY INC COM NEW 629377508 1,236 100,838 SH   DFND 2 100,838 0 0
NRG ENERGY INC COM NEW 629377508 732 59,678 SH   DFND 3 59,678 0 0
NRG YIELD INC CL C 62942X405 62,919 3,982,230 SH   DFND 1,5 484,633 0 3,497,597
NRG YIELD INC CL C 62942X405 757 47,900 SH   DFND 7 47,900 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 18,752 392,466 SH   DFND 1,5 25,632 0 366,834
NUANCE COMMUNICATIONS INC COM 67020Y100 10,589 710,687 SH   DFND 1,5 74,047 0 636,640
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 29,199 29,000,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 25,197 27,900,000 PRN   DFND 1,5 0 0 0
NUCOR CORP COM 670346105 128,817 2,164,261 SH   DFND 1,5 173,700 0 1,990,561
NUCOR CORP COM 670346105 6,060 101,811 SH   DFND 2 101,811 0 0
NUCOR CORP COM 670346105 9,470 159,115 SH   DFND 3 159,115 0 0
NUCOR CORP COM 670346105 17,290 290,490 SH   DFND 7 290,490 0 0
NUTANIX INC CL A 67059N108 66,740 2,512,800 SH   DFND 1,5 415,500 0 2,097,300
NUTRACEUTICAL INTL CORP COM 67060Y101 46,560 1,332,195 SH   DFND 1,5 312,691 0 1,019,504
NUTRI SYS INC NEW COM 67069D108 14,789 426,800 SH   DFND 1,5 2,000 0 424,800
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 28,726 5,420,000 PRN   DFND 1,5 0 0 0
NVIDIA CORP COM 67066G104 7,187,944 67,340,674 SH   DFND 1,5 13,201,012 0 54,139,662
NVIDIA CORP COM 67066G104 106,916 1,001,650 SH   DFND 1,9 200 0 1,001,450
NVIDIA CORP COM 67066G104 18,392 172,305 SH   DFND 2 172,305 0 0
NVIDIA CORP COM 67066G104 12,178 114,090 SH   DFND 3 114,090 0 0
NVIDIA CORP COM 67066G104 27,711 259,610 SH   DFND 6 259,610 0 0
NVIDIA CORP COM 67066G104 11,955 112,000 SH   DFND 7 112,000 0 0
NVIDIA CORP COM 67066G104 70,214 657,802 SH   DFND 11 657,802 0 0
NVR INC COM 62944T105 193,552 115,969 SH   DFND 1,5 2,536 0 113,433
NXP SEMICONDUCTORS N V COM N6596X109 1,026,234 10,470,707 SH   DFND 1,5 871,149 0 9,599,558
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 33,886 29,790,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 113,258 1,155,579 SH   DFND 1,9 0 0 1,155,579
NXP SEMICONDUCTORS N V COM N6596X109 18,727 191,077 SH   DFND 6 181,892 0 9,185
NXP SEMICONDUCTORS N V COM N6596X109 28,489 290,674 SH   DFND 7 290,674 0 0
NXSTAGE MEDICAL INC COM 67072V103 189,611 7,234,302 SH   DFND 1,5 141,341 0 7,092,961
NXSTAGE MEDICAL INC COM 67072V103 1,979 75,500 SH   DFND 6 75,500 0 0
NXSTAGE MEDICAL INC COM 67072V103 917 35,000 SH   DFND 7 35,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,097,661 3,942,606 SH   DFND 1,5 291,872 0 3,650,734
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,407 30,197 SH   DFND 2 30,197 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,972 32,226 SH   DFND 3 32,226 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 640 2,298 SH   DFND 6 2,298 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,566 16,400 SH   DFND 7 16,400 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 172,546 4,601,224 SH   DFND 1,5 0 0 4,601,224
OAKTREE CAP GROUP LLC UNIT CL A 674001201 1,425 38,000 SH   DFND 7 38,000 0 0
OASIS PETE INC NEW COM 674215108 42,353 2,797,426 SH   DFND 1,5 90 0 2,797,336
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 8,340 6,000,000 PRN   DFND 1,5 0 0 0
OASIS PETE INC NEW COM 674215108 34,113 2,253,180 SH   DFND 6 2,253,180 0 0
OASIS PETE INC NEW COM 674215108 11,239 742,340 SH   DFND 7 742,340 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,730 24,286 SH   DFND 1,5 86 0 24,200
OCCIDENTAL PETE CORP DEL COM 674599105 17,401 244,292 SH   DFND 2 244,292 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 12,897 181,059 SH   DFND 3 181,059 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 11,217 157,478 SH   DFND 6 138,269 0 19,209
OCCIDENTAL PETE CORP DEL COM 674599105 41,384 580,994 SH   DFND 7 580,994 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,811 53,500 SH   DFND 11 53,500 0 0
OCEANEERING INTL INC COM 675232102 405,780 14,384,268 SH   DFND 1,5 717,336 0 13,666,932
OCEANEERING INTL INC COM 675232102 4,150 147,100 SH   DFND 6 126,000 0 21,100
OCEANEERING INTL INC COM 675232102 5,027 178,200 SH   DFND 7 102,800 0 75,400
OCH ZIFF CAP MGMT GROUP CL A 67551U105 826 249,400 SH   DFND 1,5 0 0 249,400
OCLARO INC COM NEW 67555N206 12,722 1,421,464 SH   DFND 1,5 23,000 0 1,398,464
OCLARO INC COM NEW 67555N206 598 66,800 SH   DFND 6 66,800 0 0
OCULAR THERAPEUTIX INC COM 67576A100 21,936 2,620,768 SH   DFND 1,5 0 0 2,620,768
OCWEN FINL CORP COM NEW 675746309 5,764 1,069,300 SH   DFND 1,5 0 0 1,069,300
OFFICE DEPOT INC COM 676220106 8,199 1,814,000 SH   DFND 1,5 315,800 0 1,498,200
OFG BANCORP COM 67103X102 33,445 2,553,042 SH   DFND 1,5 176,300 0 2,376,742
OGE ENERGY CORP COM 670837103 241,886 7,231,274 SH   DFND 1,5 190,786 0 7,040,488
OGE ENERGY CORP COM 670837103 241 7,213 SH   DFND 3 7,213 0 0
OGE ENERGY CORP COM 670837103 1,174 35,100 SH   DFND 7 35,100 0 0
OIL STS INTL INC COM 678026105 285,826 7,328,870 SH   DFND 1,5 314,585 0 7,014,285
OLD DOMINION FGHT LINES INC COM 679580100 91,773 1,069,736 SH   DFND 1,5 1,162 0 1,068,574
OLD DOMINION FGHT LINES INC COM 679580100 20,893 243,534 SH   DFND 6 243,534 0 0
OLD DOMINION FGHT LINES INC COM 679580100 6,723 78,360 SH   DFND 7 78,360 0 0
OLIN CORP COM PAR $1 680665205 142,242 5,554,157 SH   DFND 1,5 1,042 0 5,553,115
OLIN CORP COM PAR $1 680665205 24,779 967,565 SH   DFND 6 967,565 0 0
OLIN CORP COM PAR $1 680665205 6,034 235,600 SH   DFND 7 235,600 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 152,347 5,354,913 SH   DFND 1,5 311,377 0 5,043,536
OM ASSET MGMT PLC SHS G67506108 145,893 10,061,591 SH   DFND 1,5 184 0 10,061,407
OM ASSET MGMT PLC SHS G67506108 21,706 1,496,985 SH   DFND 6 1,496,985 0 0
OM ASSET MGMT PLC SHS G67506108 3,626 250,065 SH   DFND 7 250,065 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 32,689 1,045,700 SH   DFND 1,5 0 0 1,045,700
OMEGA HEALTHCARE INVS INC COM 681936100 200 6,406 SH   DFND 3 6,406 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 838 26,800 SH   DFND 7 26,800 0 0
OMNICOM GROUP INC COM 681919106 163,122 1,916,604 SH   DFND 1,5 128,877 0 1,787,727
OMNICOM GROUP INC COM 681919106 6,418 75,406 SH   DFND 2 75,406 0 0
OMNICOM GROUP INC COM 681919106 12,628 148,368 SH   DFND 3 148,368 0 0
OMNICOM GROUP INC COM 681919106 3,509 41,230 SH   DFND 6 41,230 0 0
OMNICOM GROUP INC COM 681919106 31,220 366,822 SH   DFND 7 38,752 0 328,070
ON ASSIGNMENT INC COM 682159108 17,029 385,610 SH   DFND 1,5 110 0 385,500
ON DECK CAP INC COM 682163100 11,933 2,577,358 SH   DFND 1,5 0 0 2,577,358
ON DECK CAP INC COM 682163100 338 73,100 SH   DFND 7 73,100 0 0
ON SEMICONDUCTOR CORP COM 682189105 310,892 24,364,570 SH   DFND 1,5 133,947 0 24,230,623
ON SEMICONDUCTOR CORP COM 682189105 15,333 1,201,626 SH   DFND 1,9 0 0 1,201,626
ON SEMICONDUCTOR CORP COM 682189105 7,070 554,100 SH   DFND 6 554,100 0 0
ON SEMICONDUCTOR CORP COM 682189105 605 47,400 SH   DFND 7 47,400 0 0
ON SEMICONDUCTOR CORP COM 682189105 574 45,000 SH   DFND   45,000 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 7,734 1,003,138 SH   DFND 1,5 0 0 1,003,138
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,860 115,900 SH   DFND 1,5 0 0 115,900
ONEMAIN HLDGS INC COM 68268W103 239,236 10,805,585 SH   DFND 1,5 931 0 10,804,654
ONEMAIN HLDGS INC COM 68268W103 3,686 166,500 SH   DFND 7 166,500 0 0
ONEOK INC NEW COM 682680103 3,864 67,298 SH   DFND 2 67,298 0 0
ONEOK INC NEW COM 682680103 2,139 37,267 SH   DFND 3 37,267 0 0
ONVIA INC COM NEW 68338T403 236 52,948 SH   DFND 11 52,948 0 0
OPEN TEXT CORP COM 683715106 25,322 410,021 SH   DFND 1,5 359 0 409,662
OPEN TEXT CORP COM 683715106 362,410 5,868,185 SH   DFND 11 5,868,185 0 0
OPEN TEXT CORP COM 683715106 364 5,900 SH   DFND   5,900 0 0
OPKO HEALTH INC COM 68375N103 78,151 8,403,290 SH   DFND 1,5 775,871 0 7,627,419
ORACLE CORP COM 68389X105 958,371 24,925,130 SH   DFND 1,5 2,429,123 0 22,496,007
ORACLE CORP COM 68389X105 651 16,937 SH   DFND 1,9 0 0 16,937
ORACLE CORP COM 68389X105 36,839 958,089 SH   DFND 2 958,089 0 0
ORACLE CORP COM 68389X105 47,695 1,240,453 SH   DFND 3 1,240,453 0 0
ORACLE CORP COM 68389X105 11,147 289,906 SH   DFND 6 242,498 0 47,408
ORACLE CORP COM 68389X105 84,176 2,189,238 SH   DFND 7 586,526 0 1,602,712
ORACLE CORP COM 68389X105 65,882 1,713,450 SH   DFND 11 1,713,450 0 0
ORAGENICS INC COM NEW 684023203 900 1,666,666 SH   DFND 1,5 0 0 1,666,666
ORBCOMM INC COM 68555P100 289 35,000 SH   DFND 1,5 0 0 35,000
ORBITAL ATK INC COM 68557N103 90,722 1,034,105 SH   DFND 1,5 5,000 0 1,029,105
ORBOTECH LTD ORD M75253100 45,767 1,369,862 SH   DFND 1,5 0 0 1,369,862
ORION ENGINEERED CARBONS S A COM L72967109 10,646 564,800 SH   DFND 1,5 0 0 564,800
OSHKOSH CORP COM 688239201 90,351 1,398,412 SH   DFND 1,5 116,700 0 1,281,712
OSHKOSH CORP COM 688239201 3,314 51,290 SH   DFND 7 51,290 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 739 150,447 SH   DFND 1,5 0 0 150,447
OSISKO GOLD ROYALTIES LTD COM 68827L101 10,449 1,071,793 SH   DFND 1,5 0 0 1,071,793
OTONOMY INC COM 68906L105 11,607 730,029 SH   DFND 1,5 0 0 730,029
OUTFRONT MEDIA INC COM 69007J106 303,456 12,201,705 SH   DFND 1,5 3,804,600 0 8,397,105
OUTFRONT MEDIA INC COM 69007J106 31,888 1,282,205 SH   DFND 6 1,282,205 0 0
OUTFRONT MEDIA INC COM 69007J106 12,564 505,170 SH   DFND 7 324,070 0 181,100
OVASCIENCE INC COM 69014Q101 8,171 5,340,442 SH   DFND 1,5 183,471 0 5,156,971
OWENS & MINOR INC NEW COM 690732102 88,225 2,500,000 SH   DFND 1,5 0 0 2,500,000
OWENS CORNING NEW COM 690742101 10,123 196,325 SH   DFND 1,5 132 0 196,193
OWENS ILL INC COM NEW 690768403 1,801 103,446 SH   DFND 1,5 21,385 0 82,061
OXFORD INDS INC COM 691497309 8,807 146,469 SH   DFND 6 146,469 0 0
OXFORD INDS INC COM 691497309 3,728 62,000 SH   DFND 7 62,000 0 0
P & F INDS INC CL A NEW 692830508 4,020 486,125 SH   DFND 1,5 148,225 0 337,900
PACCAR INC COM 693718108 239,179 3,743,019 SH   DFND 1,5 273,505 0 3,469,514
PACCAR INC COM 693718108 7,161 112,058 SH   DFND 2 112,058 0 0
PACCAR INC COM 693718108 9,281 145,241 SH   DFND 3 145,241 0 0
PACCAR INC COM 693718108 230 3,600 SH   DFND 6 3,600 0 0
PACIFIC PREMIER BANCORP COM 69478X105 11,486 324,912 SH   DFND 1,5 36,600 0 288,312
PACIRA PHARMACEUTICALS INC COM 695127100 56,674 1,754,619 SH   DFND 1,5 0 0 1,754,619
PACKAGING CORP AMER COM 695156109 62,929 741,910 SH   DFND 1,5 10 0 741,900
PACKAGING CORP AMER COM 695156109 4,168 49,145 SH   DFND 3 49,145 0 0
PACKAGING CORP AMER COM 695156109 31,334 369,420 SH   DFND 6 369,420 0 0
PACKAGING CORP AMER COM 695156109 9,596 113,130 SH   DFND 7 113,130 0 0
PACWEST BANCORP DEL COM 695263103 280,465 5,151,820 SH   DFND 1,5 32,191 0 5,119,629
PALO ALTO NETWORKS INC COM 697435105 25,352 202,732 SH   DFND 1,5 38,162 0 164,570
PALO ALTO NETWORKS INC COM 697435105 4,674 37,380 SH   DFND 3 37,380 0 0
PAN AMERICAN SILVER CORP COM 697900108 52,220 3,465,137 SH   DFND 1,5 124,037 0 3,341,100
PANDORA MEDIA INC COM 698354107 15,210 1,166,394 SH   DFND 1,5 0 0 1,166,394
PANERA BREAD CO CL A 69840W108 141,806 691,434 SH   DFND 1,5 142,048 0 549,386
PANERA BREAD CO CL A 69840W108 207 1,009 SH   DFND 3 1,009 0 0
PANERA BREAD CO CL A 69840W108 1,087 5,300 SH   DFND 6 5,300 0 0
PAPA JOHNS INTL INC COM 698813102 378,230 4,419,602 SH   DFND 1,5 490,893 0 3,928,709
PAPA JOHNS INTL INC COM 698813102 5,278 61,670 SH   DFND 6 42,970 0 18,700
PAPA JOHNS INTL INC COM 698813102 5,075 59,300 SH   DFND 7 37,500 0 21,800
PARAMOUNT GROUP INC COM 69924R108 98,514 6,161,000 SH   DFND 1,5 6,161,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 32,575 2,115,292 SH   DFND 1,5 0 0 2,115,292
PAREXEL INTL CORP COM 699462107 40,651 618,541 SH   DFND 1,5 1,153 0 617,388
PARK CITY GROUP INC COM NEW 700215304 12,984 1,022,378 SH   DFND 6 1,022,378 0 0
PARK CITY GROUP INC COM NEW 700215304 3,028 238,428 SH   DFND 7 238,428 0 0
PARK OHIO HLDGS CORP COM 700666100 2,899 68,060 SH   DFND 1,5 200 0 67,860
PARKER DRILLING CO COM 701081101 8,143 3,132,110 SH   DFND 1,5 0 0 3,132,110
PARKER HANNIFIN CORP COM 701094104 5,867 41,906 SH   DFND 1,5 0 0 41,906
PARKER HANNIFIN CORP COM 701094104 5,970 42,644 SH   DFND 2 42,644 0 0
PARKER HANNIFIN CORP COM 701094104 7,612 54,370 SH   DFND 3 54,370 0 0
PARKWAY INC COM 70156Q107 64,229 2,886,701 SH   DFND 1,5 1,499,921 0 1,386,780
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 14 20,140 SH   DFND 1,5 0 0 20,140
PARSLEY ENERGY INC CL A 701877102 192,236 5,455,049 SH   DFND 1,5 0 0 5,455,049
PARSLEY ENERGY INC CL A 701877102 2,132 60,500 SH   DFND 7 60,500 0 0
PARSLEY ENERGY INC CL A 701877102 1,156 32,800 SH   DFND 11 32,800 0 0
PARTY CITY HOLDCO INC COM 702149105 9,805 690,500 SH   DFND 1,5 0 0 690,500
PATHEON N V SHS N6865W105 42,356 1,475,300 SH   DFND 1,5 5,700 0 1,469,600
PATHEON N V SHS N6865W105 11,392 396,790 SH   DFND 6 396,790 0 0
PATHEON N V SHS N6865W105 4,476 155,900 SH   DFND 7 155,900 0 0
PATRICK INDS INC COM 703343103 2,258 29,600 SH   DFND 1,5 0 0 29,600
PATTERN ENERGY GROUP INC CL A 70338P100 42,537 2,239,953 SH   DFND 1,5 0 0 2,239,953
PATTERN ENERGY GROUP INC CL A 70338P100 893 47,000 SH   DFND 7 47,000 0 0
PATTERSON COMPANIES INC COM 703395103 40,691 991,728 SH   DFND 1,5 5,000 0 986,728
PATTERSON COMPANIES INC COM 703395103 1,093 26,637 SH   DFND 2 26,637 0 0
PATTERSON COMPANIES INC COM 703395103 2,798 68,197 SH   DFND 3 68,197 0 0
PATTERSON COMPANIES INC COM 703395103 15,151 369,257 SH   DFND 6 369,257 0 0
PATTERSON COMPANIES INC COM 703395103 1,391 33,900 SH   DFND 7 33,900 0 0
PATTERSON UTI ENERGY INC COM 703481101 10,171 377,812 SH   DFND 1,5 312 0 377,500
PAYCHEX INC COM 704326107 490,186 8,051,683 SH   DFND 1,5 336,060 0 7,715,623
PAYCHEX INC COM 704326107 6,264 102,894 SH   DFND 2 102,894 0 0
PAYCHEX INC COM 704326107 57,204 939,620 SH   DFND 3 939,620 0 0
PAYCHEX INC COM 704326107 11,194 183,876 SH   DFND 6 183,876 0 0
PAYCOM SOFTWARE INC COM 70432V102 370,960 8,154,761 SH   DFND 1,5 252,775 0 7,901,986
PAYCOM SOFTWARE INC COM 70432V102 27,896 613,236 SH   DFND 6 613,236 0 0
PAYCOM SOFTWARE INC COM 70432V102 11,282 248,000 SH   DFND 7 248,000 0 0
PAYLOCITY HLDG CORP COM 70438V106 44,660 1,488,165 SH   DFND 1,5 104,666 0 1,383,499
PAYLOCITY HLDG CORP COM 70438V106 7,219 240,549 SH   DFND 1,9 0 0 240,549
PAYLOCITY HLDG CORP COM 70438V106 768 25,600 SH   DFND 7 25,600 0 0
PAYPAL HLDGS INC COM 70450Y103 1,754,483 44,451,040 SH   DFND 1,5 4,493,750 0 39,957,290
PAYPAL HLDGS INC COM 70450Y103 844 21,372 SH   DFND 1,9 0 0 21,372
PAYPAL HLDGS INC COM 70450Y103 14,159 358,734 SH   DFND 2 358,734 0 0
PAYPAL HLDGS INC COM 70450Y103 12,841 325,331 SH   DFND 3 325,331 0 0
PAYPAL HLDGS INC COM 70450Y103 13,620 345,070 SH   DFND 6 345,070 0 0
PAYPAL HLDGS INC COM 70450Y103 65,375 1,656,328 SH   DFND 7 893,959 0 762,369
PB BANCORP INC COM 70454T100 5,201 525,400 SH   DFND 6 525,400 0 0
PB BANCORP INC COM 70454T100 1,812 183,048 SH   DFND 7 183,048 0 0
PDC ENERGY INC COM 69327R101 491,316 6,769,303 SH   DFND 1,5 343,262 0 6,426,041
PDC ENERGY INC COM 69327R101 17,227 237,354 SH   DFND 6 237,354 0 0
PDC ENERGY INC COM 69327R101 6,801 93,700 SH   DFND 7 93,700 0 0
PDF SOLUTIONS INC COM 693282105 4,920 218,200 SH   DFND 1,5 0 0 218,200
PDL BIOPHARMA INC COM 69329Y104 1,980 934,050 SH   DFND 1,5 152,500 0 781,550
PEBBLEBROOK HOTEL TR PFD SER C 6.50% 70509V407 6,868 282,509 SH   DFND 1,5 0 0 282,509
PEGASYSTEMS INC COM 705573103 62,346 1,731,845 SH   DFND 1,5 31,800 0 1,700,045
PEMBINA PIPELINE CORP COM 706327103 4,156 133,000 SH   DFND 1,5 0 0 133,000
PEMBINA PIPELINE CORP COM 706327103 1,261 40,340 SH   DFND 7 40,340 0 0
PEMBINA PIPELINE CORP COM 706327103 53,565 1,714,000 SH   DFND 11 1,714,000 0 0
PENNEY J C INC COM 708160106 112,214 13,503,485 SH   DFND 1,5 21,700 0 13,481,785
PENNEY J C INC COM 708160106 513 61,700 SH   DFND 6 61,700 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 40,384 2,129,935 SH   DFND 1,5 70,900 0 2,059,035
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 20,886 1,101,600 SH   DFND 6 1,101,600 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 7,559 398,700 SH   DFND 7 229,700 0 169,000
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 37,935 39,490,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 478 29,200 SH   DFND 1,5 0 0 29,200
PENNYMAC MTG INVT TR COM 70931T103 894 54,600 SH   DFND 7 16,800 0 37,800
PENTAIR PLC SHS G7S00T104 202,224 3,606,637 SH   DFND 1,5 62,416 0 3,544,221
PENTAIR PLC SHS G7S00T104 2,997 53,450 SH   DFND 2 53,450 0 0
PENTAIR PLC SHS G7S00T104 2,328 41,522 SH   DFND 3 41,522 0 0
PENUMBRA INC COM 70975L107 300,005 4,702,279 SH   DFND 1,5 657,821 0 4,044,458
PENUMBRA INC COM 70975L107 2,826 44,300 SH   DFND 7 44,300 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,927 99,544 SH   DFND 2 99,544 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,050 54,244 SH   DFND 3 54,244 0 0
PEPSICO INC COM 713448108 642,683 6,142,438 SH   DFND 1,5 758,554 0 5,383,884
PEPSICO INC COM 713448108 47,970 458,473 SH   DFND 2 458,473 0 0
PEPSICO INC COM 713448108 48,437 462,936 SH   DFND 3 462,936 0 0
PEPSICO INC COM 713448108 10,249 97,954 SH   DFND 6 97,954 0 0
PEPSICO INC COM 713448108 110,535 1,056,436 SH   DFND 7 279,312 0 777,124
PEPSICO INC COM 713448108 8,266 79,000 SH   DFND 11 79,000 0 0
PERFICIENT INC COM 71375U101 63,194 3,613,148 SH   DFND 1,5 54,208 0 3,558,940
PERFICIENT INC COM 71375U101 17,563 1,004,188 SH   DFND 6 1,004,188 0 0
PERFICIENT INC COM 71375U101 4,432 253,393 SH   DFND 7 253,393 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 53,601 2,233,389 SH   DFND 1,5 3,200 0 2,230,189
PERFORMANCE FOOD GROUP CO COM 71377A103 11,546 481,100 SH   DFND 6 481,100 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,039 43,300 SH   DFND 7 43,300 0 0
PERFORMANT FINL CORP COM 71377E105 5,473 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 6,048 115,970 SH   DFND 1,5 30,000 0 85,970
PERKINELMER INC COM 714046109 1,826 35,019 SH   DFND 2 35,019 0 0
PERKINELMER INC COM 714046109 1,809 34,692 SH   DFND 3 34,692 0 0
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 270 35,000 SH   DFND 1,5 35,000 0 0
PERRIGO CO PLC SHS G97822103 84,066 1,010,043 SH   DFND 1,5 20,420 0 989,623
PERRIGO CO PLC SHS G97822103 3,815 45,833 SH   DFND 2 45,833 0 0
PERRIGO CO PLC SHS G97822103 2,751 33,052 SH   DFND 3 33,052 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 129,666 14,718,100 SH   DFND 1,5 532,694 0 14,185,406
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7,676 759,200 SH   DFND 6 607,450 0 151,750
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,122 605,550 SH   DFND 7 605,550 0 0
PFENEX INC COM 717071104 2,486 274,100 SH   DFND 1,5 0 0 274,100
PFIZER INC COM 717081103 528,650 16,276,165 SH   DFND 1,5 569,186 0 15,706,979
PFIZER INC COM 717081103 63,008 1,939,906 SH   DFND 2 1,939,906 0 0
PFIZER INC COM 717081103 93,691 2,884,570 SH   DFND 3 2,884,570 0 0
PFIZER INC COM 717081103 7,622 234,678 SH   DFND 6 234,678 0 0
PFIZER INC COM 717081103 20,625 635,019 SH   DFND 7 55,427 0 579,592
PG&E CORP COM 69331C108 498,204 8,198,194 SH   DFND 1,5 421 0 8,197,773
PG&E CORP COM 69331C108 9,823 161,649 SH   DFND 2 161,649 0 0
PG&E CORP COM 69331C108 6,991 115,033 SH   DFND 3 115,033 0 0
PG&E CORP COM 69331C108 11,023 181,384 SH   DFND 6 159,714 0 21,670
PG&E CORP COM 69331C108 48,221 793,506 SH   DFND 7 793,506 0 0
PHARMERICA CORP COM 71714F104 10,457 415,787 SH   DFND 1,5 41,287 0 374,500
PHARMERICA CORP COM 71714F104 12,786 508,400 SH   DFND 6 508,400 0 0
PHARMERICA CORP COM 71714F104 5,582 221,940 SH   DFND 7 221,940 0 0
PHARMERICA CORP COM 71714F104 28,776 1,144,191 SH   DFND 11 1,144,191 0 0
PHASERX INC COM 71723F103 847 546,362 SH   DFND 1,5 154,510 0 391,852
PHH CORP COM NEW 693320202 273 18,000 SH   DFND 1,5 0 0 18,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 12,989 443,310 SH   DFND 1,5 44,810 0 398,500
PHILIP MORRIS INTL INC COM 718172109 1,323,406 14,465,033 SH   DFND 1,5 339,706 0 14,125,327
PHILIP MORRIS INTL INC COM 718172109 45,373 495,929 SH   DFND 2 495,929 0 0
PHILIP MORRIS INTL INC COM 718172109 30,753 336,138 SH   DFND 3 336,138 0 0
PHILIP MORRIS INTL INC COM 718172109 10,383 113,483 SH   DFND 6 96,229 0 17,254
PHILIP MORRIS INTL INC COM 718172109 85,627 935,918 SH   DFND 7 228,348 0 707,570
PHILLIPS 66 COM 718546104 552,698 6,396,233 SH   DFND 1,5 10,191 0 6,386,042
PHILLIPS 66 COM 718546104 12,229 141,528 SH   DFND 2 141,528 0 0
PHILLIPS 66 COM 718546104 19,630 227,169 SH   DFND 3 227,169 0 0
PHILLIPS 66 COM 718546104 6,654 77,000 SH   DFND 6 51,600 0 25,400
PHILLIPS 66 COM 718546104 18,284 211,600 SH   DFND 7 132,800 0 78,800
PHILLIPS 66 COM 718546104 8,606 99,600 SH   DFND 11 99,600 0 0
PHYSICIANS RLTY TR COM 71943U104 7,339 387,056 SH   DFND 6 309,056 0 78,000
PHYSICIANS RLTY TR COM 71943U104 4,592 242,200 SH   DFND 7 163,000 0 79,200
PICO HLDGS INC COM NEW 693366205 736 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 303,852 14,531,399 SH   DFND 1,5 6,798,803 0 7,732,596
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 16,583 793,047 SH   DFND 3 793,047 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 7,574 362,228 SH   DFND 6 225,628 0 136,600
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 6,776 324,060 SH   DFND 7 212,760 0 111,300
PILGRIMS PRIDE CORP NEW COM 72147K108 10,291 541,939 SH   DFND 1,5 2,489 0 539,450
PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 2,968 146,785 SH   DFND 1,5 0 0 146,785
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 326,403 3,221,190 SH   DFND 3 3,221,190 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 21,508 197,995 SH   DFND 7 197,995 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 2,417 37,200 SH   DFND 7 37,200 0 0
PINNACLE FOODS INC DEL COM 72348P104 4,949 92,586 SH   DFND 1,5 386 0 92,200
PINNACLE FOODS INC DEL COM 72348P104 3,308 61,886 SH   DFND 6 29,186 0 32,700
PINNACLE FOODS INC DEL COM 72348P104 4,212 78,800 SH   DFND 7 47,800 0 31,000
PINNACLE WEST CAP CORP COM 723484101 2,776 35,581 SH   DFND 2 35,581 0 0
PINNACLE WEST CAP CORP COM 723484101 7,864 100,778 SH   DFND 3 100,778 0 0
PIONEER NAT RES CO COM 723787107 1,177,330 6,538,179 SH   DFND 1,5 493,704 0 6,044,475
PIONEER NAT RES CO COM 723787107 9,770 54,255 SH   DFND 2 54,255 0 0
PIONEER NAT RES CO COM 723787107 8,460 46,981 SH   DFND 3 46,981 0 0
PIONEER NAT RES CO COM 723787107 16,072 89,252 SH   DFND 6 75,028 0 14,224
PIONEER NAT RES CO COM 723787107 51,401 285,452 SH   DFND 7 262,652 0 22,800
PIONEER NAT RES CO COM 723787107 19,105 106,100 SH   DFND 11 106,100 0 0
PITNEY BOWES INC COM 724479100 902 59,382 SH   DFND 2 59,382 0 0
PITNEY BOWES INC COM 724479100 512 33,682 SH   DFND 3 33,682 0 0
PJT PARTNERS INC COM CL A 69343T107 7,714 249,802 SH   DFND 1,5 27,706 0 222,096
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 85,995 2,663,200 SH   DFND 1,5 0 0 2,663,200
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2,202 68,200 SH   DFND 7 68,200 0 0
PLANET PAYMENT INC SHS U72603118 5,163 1,265,405 SH   DFND 1,5 20,041 0 1,245,364
PLANTRONICS INC NEW COM 727493108 1,428 26,074 SH   DFND 1,5 0 0 26,074
PLATFORM SPECIALTY PRODS COR COM 72766Q105 99,374 10,129,833 SH   DFND 1,5 17,500 0 10,112,333
PLEXUS CORP COM 729132100 1,813 33,546 SH   DFND 1,5 33,546 0 0
PLY GEM HLDGS INC COM 72941W100 670 41,200 SH   DFND 1,5 0 0 41,200
PNC FINL SVCS GROUP INC COM 693475105 1,280,387 10,947,223 SH   DFND 1,5 276,104 0 10,671,119
PNC FINL SVCS GROUP INC COM 693475105 18,190 155,523 SH   DFND 2 155,523 0 0
PNC FINL SVCS GROUP INC COM 693475105 18,199 155,604 SH   DFND 3 155,604 0 0
PNC FINL SVCS GROUP INC COM 693475105 5,392 46,104 SH   DFND 6 46,104 0 0
PNC FINL SVCS GROUP INC COM 693475105 25,324 216,521 SH   DFND 7 62,800 0 153,721
PNM RES INC COM 69349H107 48,031 1,400,314 SH   DFND 1,5 0 0 1,400,314
PNM RES INC COM 69349H107 1,643 47,900 SH   DFND 7 47,900 0 0
POINTS INTL LTD COM NEW 730843208 1,204 157,650 SH   DFND 6 157,650 0 0
POINTS INTL LTD COM NEW 730843208 416 54,431 SH   DFND 7 54,431 0 0
POLARIS INDS INC COM 731068102 201,686 2,447,940 SH   DFND 1,5 70,091 0 2,377,849
POLARIS INDS INC COM 731068102 260 3,161 SH   DFND 3 3,161 0 0
POLARIS INDS INC COM 731068102 2,455 29,800 SH   DFND 6 29,800 0 0
POLYONE CORP COM 73179P106 112,269 3,504,030 SH   DFND 1,5 56,735 0 3,447,295
POOL CORPORATION COM 73278L105 113,656 1,089,287 SH   DFND 1,5 81,886 0 1,007,401
POPEYES LA KITCHEN INC COM 732872106 28,157 465,566 SH   DFND 1,5 1,466 0 464,100
POPULAR INC COM NEW 733174700 203,732 4,649,293 SH   DFND 1,5 179,374 0 4,469,919
PORTLAND GEN ELEC CO COM NEW 736508847 90,357 2,085,320 SH   DFND 1,5 320 0 2,085,000
PORTLAND GEN ELEC CO COM NEW 736508847 15,650 361,180 SH   DFND 6 346,600 0 14,580
PORTLAND GEN ELEC CO COM NEW 736508847 10,297 237,640 SH   DFND 7 237,640 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 82,598 3,680,849 SH   DFND 1,5 8,875 0 3,671,974
PORTOLA PHARMACEUTICALS INC COM 737010108 346 15,400 SH   DFND 6 15,400 0 0
POST HLDGS INC COM 737446104 277,590 3,453,036 SH   DFND 1,5 9,836 0 3,443,200
POTASH CORP SASK INC COM 73755L107 370,847 20,498,874 SH   DFND 1,5 617,738 0 19,881,136
POTASH CORP SASK INC COM 73755L107 8,979 496,332 SH   DFND 1,10 6,832 0 489,500
POTASH CORP SASK INC COM 73755L107 20,329 1,123,726 SH   DFND 6 727,226 0 396,500
POTASH CORP SASK INC COM 73755L107 7,902 436,800 SH   DFND 7 329,200 0 107,600
POTASH CORP SASK INC COM 73755L107 54,733 3,025,400 SH   DFND 11 3,025,400 0 0
POTLATCH CORP NEW COM 737630103 135,147 3,244,837 SH   DFND 1,5 169 0 3,244,668
POTLATCH CORP NEW COM 737630103 14,480 347,658 SH   DFND 6 326,258 0 21,400
POTLATCH CORP NEW COM 737630103 7,855 188,600 SH   DFND 7 160,200 0 28,400
POWELL INDS INC COM 739128106 46,804 1,200,114 SH   DFND 1,5 114 0 1,200,000
POWER INTEGRATIONS INC COM 739276103 823 12,127 SH   DFND 1,9 0 0 12,127
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,839 116,121 SH   DFND 1,5 2,728 0 113,393
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 7,090 447,611 SH   DFND 7 447,611 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 493 21,103 SH   DFND 1,5 21,103 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 349 14,935 SH   DFND 6 14,935 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 14,196 119,821 SH   DFND 3 119,821 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 603 30,200 SH   DFND 1,5 30,200 0 0
PPG INDS INC COM 693506107 876,756 9,252,384 SH   DFND 1,5 402,124 0 8,850,260
PPG INDS INC COM 693506107 7,997 84,393 SH   DFND 2 84,393 0 0
PPG INDS INC COM 693506107 9,318 98,331 SH   DFND 3 98,331 0 0
PPG INDS INC COM 693506107 2,091 22,070 SH   DFND 7 0 0 22,070
PPL CORP COM 69351T106 447,436 13,140,549 SH   DFND 1,5 431,678 0 12,708,871
PPL CORP COM 69351T106 7,398 217,260 SH   DFND 2 217,260 0 0
PPL CORP COM 69351T106 61,599 1,809,079 SH   DFND 3 1,809,079 0 0
PPL CORP COM 69351T106 4,004 117,600 SH   DFND 6 117,600 0 0
PPL CORP COM 69351T106 1,413 41,510 SH   DFND 7 41,510 0 0
PRA HEALTH SCIENCES INC COM 69354M108 55,170 1,000,900 SH   DFND 1,5 51,200 0 949,700
PRAXAIR INC COM 74005P104 52,441 447,489 SH   DFND 1,5 101,689 0 345,800
PRAXAIR INC COM 74005P104 10,691 91,232 SH   DFND 2 91,232 0 0
PRAXAIR INC COM 74005P104 15,131 129,117 SH   DFND 3 129,117 0 0
PRAXAIR INC COM 74005P104 7,113 60,700 SH   DFND 7 60,700 0 0
PRECISION DRILLING CORP COM 2010 74022D308 4,195 769,500 SH   DFND 1,5 24,200 0 745,300
PRECISION DRILLING CORP COM 2010 74022D308 105 19,200 SH   DFND 6 0 0 19,200
PRECISION DRILLING CORP COM 2010 74022D308 88 16,160 SH   DFND 7 16,160 0 0
PRECISION DRILLING CORP COM 2010 74022D308 114,228 20,951,912 SH   DFND 11 20,246,612 0 705,300
PREFERRED BK LOS ANGELES CA COM NEW 740367404 11,293 215,438 SH   DFND 1,5 410 0 215,028
PREFORMED LINE PRODS CO COM 740444104 1,184 20,373 SH   DFND 1,5 20,373 0 0
PREFORMED LINE PRODS CO COM 740444104 4,785 82,333 SH   DFND 6 82,333 0 0
PREFORMED LINE PRODS CO COM 740444104 1,488 25,610 SH   DFND 7 25,610 0 0
PREMIER INC CL A 74051N102 226,877 7,472,885 SH   DFND 1,5 168,006 0 7,304,879
PREMIER INC CL A 74051N102 1,214 40,000 SH   DFND 7 40,000 0 0
PRESBIA PLC SHS G7234P100 6,986 2,013,139 SH   DFND 1,5 537,236 0 1,475,903
PRESTIGE BRANDS HLDGS INC COM 74112D101 65,809 1,263,133 SH   DFND 1,5 152,933 0 1,110,200
PRETIUM RES INC COM 74139C102 15,546 1,877,083 SH   DFND 1,5 0 0 1,877,083
PRICE T ROWE GROUP INC COM 74144T108 8,346 110,900 SH   DFND 1,5 0 0 110,900
PRICE T ROWE GROUP INC COM 74144T108 5,857 77,819 SH   DFND 2 77,819 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,920 78,666 SH   DFND 3 78,666 0 0
PRICELINE GRP INC COM NEW 741503403 2,515,539 1,715,850 SH   DFND 1,5 160,111 0 1,555,739
PRICELINE GRP INC COM NEW 741503403 23,127 15,775 SH   DFND 2 15,775 0 0
PRICELINE GRP INC COM NEW 741503403 46,094 31,441 SH   DFND 3 31,441 0 0
PRICELINE GRP INC COM NEW 741503403 12,335 8,414 SH   DFND 6 8,414 0 0
PRICELINE GRP INC COM NEW 741503403 1,613 1,100 SH   DFND 11 1,100 0 0
PRICESMART INC COM 741511109 93,407 1,118,648 SH   DFND 1,5 20,728 0 1,097,920
PRICESMART INC COM 741511109 2,054 24,600 SH   DFND 7 24,600 0 0
PRIMERICA INC COM 74164M108 109,449 1,582,782 SH   DFND 1,5 25,240 0 1,557,542
PRIMERO MNG CORP COM 74164W106 2,137 2,707,100 SH   DFND 1,5 0 0 2,707,100
PRINCIPAL FINL GROUP INC COM 74251V102 284,115 4,910,386 SH   DFND 1,5 28,686 0 4,881,700
PRINCIPAL FINL GROUP INC COM 74251V102 4,949 85,527 SH   DFND 2 85,527 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 10,262 177,365 SH   DFND 3 177,365 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,906 32,940 SH   DFND 6 32,940 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 8,097 139,935 SH   DFND 7 139,935 0 0
PRIVATEBANCORP INC COM 742962103 1,447 26,700 SH   DFND 1,5 500 0 26,200
PROASSURANCE CORP COM 74267C106 99,398 1,768,645 SH   DFND 1,5 445 0 1,768,200
PROCTER AND GAMBLE CO COM 742718109 2,601,361 30,939,113 SH   DFND 1,5 964,706 0 29,974,407
PROCTER AND GAMBLE CO COM 742718109 71,926 855,450 SH   DFND 2 855,450 0 0
PROCTER AND GAMBLE CO COM 742718109 221,774 2,637,652 SH   DFND 3 2,637,652 0 0
PROCTER AND GAMBLE CO COM 742718109 50,493 600,534 SH   DFND 6 534,249 0 66,285
PROCTER AND GAMBLE CO COM 742718109 75,809 901,631 SH   DFND 7 292,090 0 609,541
PROGENICS PHARMACEUTICALS IN COM 743187106 30,933 3,580,156 SH   DFND 1,5 0 0 3,580,156
PROGRESS SOFTWARE CORP COM 743312100 7,144 223,750 SH   DFND 1,9 0 0 223,750
PROGRESSIVE CORP OHIO COM 743315103 118,616 3,341,300 SH   DFND 1,5 144,100 0 3,197,200
PROGRESSIVE CORP OHIO COM 743315103 6,586 185,508 SH   DFND 2 185,508 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,720 104,784 SH   DFND 3 104,784 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,875 52,805 SH   DFND 6 26,100 0 26,705
PROGRESSIVE CORP OHIO COM 743315103 4,965 139,860 SH   DFND 7 139,860 0 0
PROLOGIS INC COM 74340W103 1,150,638 21,796,507 SH   DFND 1,5 13,816,235 0 7,980,272
PROLOGIS INC COM 74340W103 8,921 168,985 SH   DFND 2 168,985 0 0
PROLOGIS INC COM 74340W103 3,557 67,384 SH   DFND 3 67,384 0 0
PROLOGIS INC COM 74340W103 19,651 372,252 SH   DFND 6 372,252 0 0
PROLOGIS INC COM 74340W103 6,259 118,567 SH   DFND 7 0 0 118,567
PRONAI THERAPEUTICS INC COM 74346L101 294 197,100 SH   DFND 1,5 3,900 0 193,200
PROOFPOINT INC COM 743424103 56,817 804,200 SH   DFND 1,5 212,100 0 592,100
PROOFPOINT INC COM 743424103 24,301 343,969 SH   DFND 1,9 345 0 343,624
PROQR THRAPEUTICS N V SHS EURO N71542109 1,166 237,916 SH   DFND 1,5 0 0 237,916
PROSPERITY BANCSHARES INC COM 743606105 86,192 1,200,775 SH   DFND 1,5 12,729 0 1,188,046
PROSPERITY BANCSHARES INC COM 743606105 201 2,800 SH   DFND 6 2,800 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 55,133 2,507,167 SH   DFND 1,5 182,112 0 2,325,055
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 20,916 1,706,060 SH   DFND 1,5 0 0 1,706,060
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 6,140 500,808 SH   DFND 4 500,808 0 0
PROTHENA CORP PLC SHS G72800108 253,381 5,151,064 SH   DFND 1,5 909,250 0 4,241,814
PROTHENA CORP PLC SHS G72800108 236 4,800 SH   DFND 6 4,800 0 0
PROTHENA CORP PLC SHS G72800108 856 17,400 SH   DFND 7 17,400 0 0
PROVIDENCE SVC CORP COM 743815102 23,695 622,741 SH   DFND 1,5 870 0 621,871
PROVIDENCE SVC CORP COM 743815102 8,939 234,940 SH   DFND 6 234,940 0 0
PROVIDENCE SVC CORP COM 743815102 2,278 59,858 SH   DFND 7 59,858 0 0
PROVIDENT FINL SVCS INC COM 74386T105 951 33,600 SH   DFND 1,5 0 0 33,600
PRUDENTIAL FINL INC COM 744320102 295,495 2,839,656 SH   DFND 1,5 182,829 0 2,656,827
PRUDENTIAL FINL INC COM 744320102 14,304 137,460 SH   DFND 2 137,460 0 0
PRUDENTIAL FINL INC COM 744320102 62,011 595,919 SH   DFND 3 595,919 0 0
PRUDENTIAL FINL INC COM 744320102 5,349 51,400 SH   DFND 6 51,400 0 0
PTC INC COM 69370C100 110,345 2,384,800 SH   DFND 1,5 0 0 2,384,800
PTC INC COM 69370C100 477 10,300 SH   DFND 1,9 0 0 10,300
PTC THERAPEUTICS INC COM 69366J200 7,987 732,044 SH   DFND 1,5 0 0 732,044
PUBLIC STORAGE COM 74460D109 1,906,373 8,529,633 SH   DFND 1,5 3,731,573 0 4,798,060
PUBLIC STORAGE COM 74460D109 10,657 47,682 SH   DFND 2 47,682 0 0
PUBLIC STORAGE COM 74460D109 40,984 183,374 SH   DFND 3 183,374 0 0
PUBLIC STORAGE COM 74460D109 43,878 196,320 SH   DFND 6 187,020 0 9,300
PUBLIC STORAGE COM 74460D109 33,595 150,315 SH   DFND 7 65,745 0 84,570
PUBLIC STORAGE COM 74460D109 10,082 45,110 SH   DFND 11 45,110 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 75,505 1,720,712 SH   DFND 1,5 99,412 0 1,621,300
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,096 161,723 SH   DFND 2 161,723 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,742 108,073 SH   DFND 3 108,073 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,918 43,700 SH   DFND 6 43,700 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,048 92,243 SH   DFND 7 92,243 0 0
PULTE GROUP INC COM 745867101 196,619 10,697,440 SH   DFND 1,5 97,100 0 10,600,340
PULTE GROUP INC COM 745867101 1,749 95,157 SH   DFND 2 95,157 0 0
PULTE GROUP INC COM 745867101 2,929 159,384 SH   DFND 3 159,384 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 105,280 3,429,319 SH   DFND 1,5 20,000 0 3,409,319
PUMA BIOTECHNOLOGY INC COM 74587V107 921 30,000 SH   DFND 7 30,000 0 0
PURE STORAGE INC CL A 74624M102 81,315 7,189,676 SH   DFND 1,5 1,790,679 0 5,398,997
PVH CORP COM 693656100 364,650 4,040,893 SH   DFND 1,5 59,969 0 3,980,924
PVH CORP COM 693656100 2,287 25,340 SH   DFND 2 25,340 0 0
PVH CORP COM 693656100 2,887 31,990 SH   DFND 3 31,990 0 0
PVH CORP COM 693656100 3,321 36,800 SH   DFND 6 36,800 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 3,626 326,400 SH   DFND 1,5 0 0 326,400
Q2 HLDGS INC COM 74736L109 1,402 48,586 SH   DFND 1,5 0 0 48,586
QEP RES INC COM 74733V100 114,374 6,212,600 SH   DFND 1,5 6,726 0 6,205,874
QEP RES INC COM 74733V100 660 35,843 SH   DFND 3 35,843 0 0
QEP RES INC COM 74733V100 1,101 59,800 SH   DFND 7 59,800 0 0
QIAGEN NV REG SHS N72482107 4,646 165,800 SH   DFND 1,5 0 0 165,800
QORVO INC COM 74736K101 870,847 16,515,211 SH   DFND 1,5 148,339 0 16,366,872
QORVO INC COM 74736K101 2,153 40,832 SH   DFND 2 40,832 0 0
QUALCOMM INC COM 747525103 3,966,087 60,829,551 SH   DFND 1,5 2,634,347 0 58,195,204
QUALCOMM INC COM 747525103 59,990 920,092 SH   DFND 1,9 0 0 920,092
QUALCOMM INC COM 747525103 30,782 472,124 SH   DFND 2 472,124 0 0
QUALCOMM INC COM 747525103 140,861 2,160,442 SH   DFND 3 2,160,442 0 0
QUALCOMM INC COM 747525103 70,384 1,079,507 SH   DFND 6 980,925 0 98,582
QUALCOMM INC COM 747525103 171,350 2,628,073 SH   DFND 7 1,076,606 0 1,551,467
QUALCOMM INC COM 747525103 10,549 161,800 SH   DFND 11 161,800 0 0
QUANTA SVCS INC COM 74762E102 16,536 474,498 SH   DFND 1,5 40,048 0 434,450
QUANTA SVCS INC COM 74762E102 1,685 48,336 SH   DFND 2 48,336 0 0
QUANTA SVCS INC COM 74762E102 541 15,535 SH   DFND 3 15,535 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 5,211 287,400 SH   DFND 1,5 1,000 0 286,400
QUANTENNA COMMUNICATIONS INC COM 74766D100 1,012 55,800 SH   DFND 6 55,800 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 370 20,400 SH   DFND 7 20,400 0 0
QUANTUM CORP COM DSSG 747906204 2,838 3,410,665 SH   DFND 1,5 712,113 0 2,698,552
QUEST DIAGNOSTICS INC COM 74834L100 61,099 664,841 SH   DFND 1,5 116,741 0 548,100
QUEST DIAGNOSTICS INC COM 74834L100 4,073 44,320 SH   DFND 2 44,320 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,001 32,656 SH   DFND 3 32,656 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 14,419 189,594 SH   DFND 1,5 80,260 0 109,334
QUINTILES IMS HOLDINGS INC COM 74876Y101 350 4,600 SH   DFND 6 4,600 0 0
QUORUM HEALTH CORP COM 74909E106 1,971 271,061 SH   DFND 1,5 56,631 0 214,430
RADIAN GROUP INC COM 750236101 341,758 19,007,677 SH   DFND 1,5 1,057,089 0 17,950,588
RADIAN GROUP INC COM 750236101 4,841 269,244 SH   DFND 6 269,244 0 0
RADIUS HEALTH INC COM NEW 750469207 201,126 5,288,621 SH   DFND 1,5 1,515 0 5,287,106
RADIUS HEALTH INC COM NEW 750469207 37,341 981,877 SH   DFND 6 949,477 0 32,400
RADIUS HEALTH INC COM NEW 750469207 7,464 196,258 SH   DFND 7 167,558 0 28,700
RADWARE LTD ORD M81873107 1,653 113,361 SH   DFND 1,5 0 0 113,361
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 51,796 56,300,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 108 32,000 SH   DFND 7 11,200 0 20,800
RALPH LAUREN CORP CL A 751212101 210,729 2,333,140 SH   DFND 1,5 118,140 0 2,215,000
RALPH LAUREN CORP CL A 751212101 1,626 18,002 SH   DFND 2 18,002 0 0
RALPH LAUREN CORP CL A 751212101 1,208 13,379 SH   DFND 3 13,379 0 0
RALPH LAUREN CORP CL A 751212101 2,023 22,400 SH   DFND 6 22,400 0 0
RAMBUS INC DEL COM 750917106 58,850 4,273,800 SH   DFND 1,5 1,118,300 0 3,155,500
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 137,951 8,320,310 SH   DFND 1,5 3,463,786 0 4,856,524
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 373 22,500 SH   DFND 7 22,500 0 0
RANDGOLD RES LTD ADR 752344309 177,530 2,325,515 SH   DFND 1,5 2,225 0 2,323,290
RANDGOLD RES LTD ADR 752344309 15,793 206,874 SH   DFND 1,10 4,250 0 202,624
RANDGOLD RES LTD ADR 752344309 76,956 1,008,063 SH   DFND 11 1,008,063 0 0
RANDGOLD RES LTD ADR 752344309 366 4,800 SH   DFND   4,800 0 0
RANGE RES CORP COM 75281A109 215,807 6,280,752 SH   DFND 1,5 1,161,496 0 5,119,256
RANGE RES CORP COM 75281A109 2,063 60,045 SH   DFND 2 60,045 0 0
RANGE RES CORP COM 75281A109 2,788 81,134 SH   DFND 3 81,134 0 0
RAPID7 INC COM 753422104 139 11,450 SH   DFND 1,9 0 0 11,450
RAYMOND JAMES FINANCIAL INC COM 754730109 50,931 735,256 SH   DFND 1,5 156 0 735,100
RAYMOND JAMES FINANCIAL INC COM 754730109 1,462 21,100 SH   DFND 6 21,100 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,091 30,180 SH   DFND 7 10,780 0 19,400
RAYTHEON CO COM NEW 755111507 983,690 6,927,396 SH   DFND 1,5 218,478 0 6,708,918
RAYTHEON CO COM NEW 755111507 13,330 93,872 SH   DFND 2 93,872 0 0
RAYTHEON CO COM NEW 755111507 58,938 415,055 SH   DFND 3 415,055 0 0
RAYTHEON CO COM NEW 755111507 4,991 35,145 SH   DFND 6 35,145 0 0
RAYTHEON CO COM NEW 755111507 9,788 68,929 SH   DFND 7 68,929 0 0
REALOGY HLDGS CORP COM 75605Y106 274,746 10,678,040 SH   DFND 1,5 210,955 0 10,467,085
REALPAGE INC COM 75606N109 287,524 9,584,134 SH   DFND 1,5 428,995 0 9,155,139
REALPAGE INC COM 75606N109 1,147 38,242 SH   DFND 1,9 0 0 38,242
REALTY INCOME CORP COM 756109104 4,752 82,668 SH   DFND 2 82,668 0 0
REALTY INCOME CORP COM 756109104 2,107 36,664 SH   DFND 3 36,664 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 3,689 169,006 SH   DFND 1,5 0 0 169,006
RED HAT INC COM 756577102 675,767 9,695,365 SH   DFND 1,5 2,076,849 0 7,618,516
RED HAT INC COM 756577102 4,002 57,412 SH   DFND 2 57,412 0 0
RED HAT INC COM 756577102 659 9,448 SH   DFND 3 9,448 0 0
RED ROCK RESORTS INC CL A 75700L108 185,408 7,995,178 SH   DFND 1,5 1,786 0 7,993,392
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 17,218 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 7,693 505,800 SH   DFND 1,5 0 0 505,800
REDWOOD TR INC COM 758075402 13,696 900,440 SH   DFND 6 778,440 0 122,000
REDWOOD TR INC COM 758075402 8,606 565,814 SH   DFND 7 459,714 0 106,100
REEDS INC COM 758338107 822 200,572 SH   DFND 1,5 0 0 200,572
REGAL BELOIT CORP COM 758750103 441,787 6,379,590 SH   DFND 1,5 69,935 0 6,309,655
REGAL BELOIT CORP COM 758750103 9,910 143,101 SH   DFND 3 143,101 0 0
REGAL BELOIT CORP COM 758750103 7,174 103,600 SH   DFND 6 72,000 0 31,600
REGAL BELOIT CORP COM 758750103 6,087 87,900 SH   DFND 7 50,100 0 37,800
REGAL ENTMT GROUP CL A 758766109 1,195 58,000 SH   DFND 7 3,300 0 54,700
REGENERON PHARMACEUTICALS COM 75886F107 2,821,110 7,685,063 SH   DFND 1,5 685,384 0 6,999,679
REGENERON PHARMACEUTICALS COM 75886F107 8,871 24,166 SH   DFND 2 24,166 0 0
REGENERON PHARMACEUTICALS COM 75886F107 16,137 43,959 SH   DFND 3 43,959 0 0
REGENERON PHARMACEUTICALS COM 75886F107 16,849 45,900 SH   DFND 6 45,900 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,265 25,238 SH   DFND 7 15,000 0 10,238
REGENXBIO INC COM 75901B107 42,401 2,285,794 SH   DFND 1,5 0 0 2,285,794
REGIONS FINL CORP NEW COM 7591EP100 1,030,293 71,747,394 SH   DFND 1,5 2,224,215 0 69,523,179
REGIONS FINL CORP NEW COM 7591EP100 5,651 393,512 SH   DFND 2 393,512 0 0
REGIONS FINL CORP NEW COM 7591EP100 25,411 1,769,541 SH   DFND 3 1,769,541 0 0
REGIONS FINL CORP NEW COM 7591EP100 23,280 1,621,201 SH   DFND 6 1,507,218 0 113,983
REGIONS FINL CORP NEW COM 7591EP100 44,191 3,077,334 SH   DFND 7 3,077,334 0 0
REGULUS THERAPEUTICS INC COM 75915K101 17,862 7,938,495 SH   DFND 1,5 1,460,648 0 6,477,847
REINSURANCE GROUP AMER INC COM NEW 759351604 386,036 3,067,917 SH   DFND 1,5 5,042 0 3,062,875
REINSURANCE GROUP AMER INC COM NEW 759351604 99,803 793,159 SH   DFND 6 752,733 0 40,426
REINSURANCE GROUP AMER INC COM NEW 759351604 43,121 342,689 SH   DFND 7 307,089 0 35,600
RENAISSANCERE HOLDINGS LTD COM G7496G103 421,192 3,092,000 SH   DFND 1,5 335,400 0 2,756,600
RENREN INC SPONSORED ADR 759892102 2,049 1,288,597 SH   DFND 1,9 0 0 1,288,597
REPLIGEN CORP COM 759916109 40,003 1,297,960 SH   DFND 1,5 1,818 0 1,296,142
REPROS THERAPEUTICS INC COM NEW 76028H209 2,209 1,673,644 SH   DFND 1,5 0 0 1,673,644
REPUBLIC SVCS INC COM 760759100 4,216 73,900 SH   DFND 2 73,900 0 0
REPUBLIC SVCS INC COM 760759100 1,862 32,644 SH   DFND 3 32,644 0 0
REPUBLIC SVCS INC COM 760759100 1,069 18,732 SH   DFND 6 18,732 0 0
REPUBLIC SVCS INC COM 760759100 5,180 90,797 SH   DFND 7 90,797 0 0
RESEARCH FRONTIERS INC COM 760911107 641 352,174 SH   DFND 1,5 0 0 352,174
RESMED INC COM 761152107 235,252 3,791,336 SH   DFND 1,5 142,565 0 3,648,771
RESMED INC COM 761152107 948 15,278 SH   DFND 6 15,278 0 0
RESMED INC COM 761152107 8,055 129,807 SH   DFND 7 129,807 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 32,978 800,630 SH   DFND 1,5 400 0 800,230
RESOLUTE ENERGY CORP COM NEW 76116A306 527 12,800 SH   DFND 7 12,800 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 18,023 19,000,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 7,952 8,300,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 26,489 1,376,063 SH   DFND 1,5 200 0 1,375,863
RESOURCES CONNECTION INC COM 76122Q105 1,030 53,500 SH   DFND 1,10 0 0 53,500
RESTAURANT BRANDS INTL INC COM 76131D103 12,680 266,224 SH   DFND 6 130,624 0 135,600
RESTAURANT BRANDS INTL INC COM 76131D103 17,375 364,786 SH   DFND 7 305,442 0 59,344
RESTAURANT BRANDS INTL INC COM 76131D103 587,921 12,343,584 SH   DFND 11 11,321,509 0 1,022,075
RESTORATION HARDWARE HLDGS I COM 761283100 185,348 6,037,385 SH   DFND 1,5 976,600 0 5,060,785
RESTORATION HARDWARE HLDGS I COM 761283100 2,548 82,997 SH   DFND 6 82,997 0 0
RETROPHIN INC COM 761299106 29,704 1,569,161 SH   DFND 1,5 0 0 1,569,161
REVANCE THERAPEUTICS INC COM 761330109 2,070 100,000 SH   DFND 1,5 0 0 100,000
REVLON INC CL A NEW 761525609 33,424 1,146,628 SH   DFND 1,5 0 0 1,146,628
REXNORD CORP NEW COM 76169B102 173,015 8,831,792 SH   DFND 1,5 37,500 0 8,794,292
REXNORD CORP NEW COM 76169B102 1,767 90,204 SH   DFND 6 90,204 0 0
REYNOLDS AMERICAN INC COM 761713106 1,321,031 23,573,008 SH   DFND 1,5 665,208 0 22,907,800
REYNOLDS AMERICAN INC COM 761713106 14,815 264,359 SH   DFND 2 264,359 0 0
REYNOLDS AMERICAN INC COM 761713106 23,760 423,988 SH   DFND 3 423,988 0 0
REYNOLDS AMERICAN INC COM 761713106 37,898 676,274 SH   DFND 6 651,931 0 24,343
REYNOLDS AMERICAN INC COM 761713106 108,084 1,928,687 SH   DFND 7 1,652,475 0 276,212
REYNOLDS AMERICAN INC COM 761713106 8,665 154,624 SH   DFND 11 154,624 0 0
RICE ENERGY INC COM 762760106 197,874 9,268,080 SH   DFND 1,5 516 0 9,267,564
RICE ENERGY INC COM 762760106 3,147 147,400 SH   DFND 7 147,400 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 42,617 1,733,798 SH   DFND 1,5 0 0 1,733,798
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 1,241 50,500 SH   DFND 7 50,500 0 0
RICHMONT MINES INC COM 76547T106 3,736 575,200 SH   DFND 1,5 0 0 575,200
RIGEL PHARMACEUTICALS INC COM NEW 766559603 35,246 14,809,449 SH   DFND 1,5 3,742,577 0 11,066,872
RIGEL PHARMACEUTICALS INC COM NEW 766559603 57 23,830 SH   DFND 6 23,830 0 0
RIGNET INC COM 766582100 49,213 2,125,832 SH   DFND 1,5 0 0 2,125,832
RIGNET INC COM 766582100 447 19,300 SH   DFND 7 19,300 0 0
RING ENERGY INC COM 76680V108 26,605 2,048,148 SH   DFND 1,5 0 0 2,048,148
RING ENERGY INC COM 76680V108 685 52,700 SH   DFND 7 52,700 0 0
RINGCENTRAL INC CL A 76680R206 8,543 414,700 SH   DFND 1,5 0 0 414,700
RITE AID CORP COM 767754104 101,987 12,377,094 SH   DFND 1,5 0 0 12,377,094
RITE AID CORP COM 767754104 150 18,206 SH   DFND 3 18,206 0 0
RITE AID CORP COM 767754104 166,294 20,181,300 SH   DFND 11 20,181,300 0 0
RLJ LODGING TR COM 74965L101 205,586 8,394,684 SH   DFND 1,5 6,112,622 0 2,282,062
RMR GROUP INC CL A 74967R106 4,670 118,228 SH   DFND 1,5 605 0 117,623
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 42,877 4,126,780 SH   DFND 1,5 468,883 0 3,657,897
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,297 124,800 SH   DFND 6 124,800 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 350 33,700 SH   DFND 7 33,700 0 0
ROBERT HALF INTL INC COM 770323103 125,920 2,581,387 SH   DFND 1,5 434,687 0 2,146,700
ROBERT HALF INTL INC COM 770323103 2,010 41,202 SH   DFND 2 41,202 0 0
ROBERT HALF INTL INC COM 770323103 939 19,251 SH   DFND 3 19,251 0 0
ROCKWELL AUTOMATION INC COM 773903109 26,877 199,975 SH   DFND 1,5 0 0 199,975
ROCKWELL AUTOMATION INC COM 773903109 20,429 152,000 SH   DFND 1,9 0 0 152,000
ROCKWELL AUTOMATION INC COM 773903109 5,509 40,992 SH   DFND 2 40,992 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,464 10,896 SH   DFND 3 10,896 0 0
ROCKWELL COLLINS INC COM 774341101 219,045 2,361,416 SH   DFND 1,5 20,600 0 2,340,816
ROCKWELL COLLINS INC COM 774341101 3,863 41,641 SH   DFND 2 41,641 0 0
ROCKWELL COLLINS INC COM 774341101 2,013 21,706 SH   DFND 3 21,706 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 5,447 534,499 SH   DFND 1,5 115,899 0 418,600
ROGERS COMMUNICATIONS INC CL B 775109200 49,021 1,270,876 SH   DFND 1,5 16 0 1,270,860
ROGERS COMMUNICATIONS INC CL B 775109200 18,049 467,931 SH   DFND 6 241,365 0 226,566
ROGERS COMMUNICATIONS INC CL B 775109200 20,906 541,986 SH   DFND 7 491,686 0 50,300
ROGERS COMMUNICATIONS INC CL B 775109200 876,839 22,731,950 SH   DFND 11 20,855,750 0 1,876,200
ROPER TECHNOLOGIES INC COM 776696106 261,381 1,427,689 SH   DFND 1,5 36,254 0 1,391,435
ROPER TECHNOLOGIES INC COM 776696106 5,937 32,426 SH   DFND 2 32,426 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,732 20,385 SH   DFND 3 20,385 0 0
ROPER TECHNOLOGIES INC COM 776696106 633 3,460 SH   DFND 6 3,460 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,874 15,700 SH   DFND 7 15,700 0 0
ROSS STORES INC COM 778296103 2,145,885 32,711,654 SH   DFND 1,5 2,451,092 0 30,260,562
ROSS STORES INC COM 778296103 8,317 126,777 SH   DFND 2 126,777 0 0
ROSS STORES INC COM 778296103 6,063 92,426 SH   DFND 3 92,426 0 0
ROSS STORES INC COM 778296103 2,493 38,004 SH   DFND 6 38,004 0 0
ROSS STORES INC COM 778296103 21,777 331,972 SH   DFND 7 331,972 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 11,518 609,764 SH   DFND 1,5 164 0 609,600
ROYAL BANK OF CANADA NOTE 4.650%1/2 780082AD5 3,820 3,591,000 PRN   DFND 6 0 0 0
ROYAL BANK OF CANADA NOTE 4.650%1/2 780082AD5 55,128 51,818,000 PRN   DFND   0 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 132,903 1,963,710 SH   DFND 1,5 0 0 1,963,710
ROYAL BK CDA MONTREAL QUE COM 780087102 29,548 436,593 SH   DFND 1,10 193 0 436,400
ROYAL BK CDA MONTREAL QUE COM 780087102 34,808 514,310 SH   DFND 6 224,210 0 290,100
ROYAL BK CDA MONTREAL QUE COM 780087102 60,426 892,820 SH   DFND 7 761,820 0 131,000
ROYAL BK CDA MONTREAL QUE COM 780087102 1,878,064 27,749,335 SH   DFND 11 23,713,780 0 4,035,555
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 316 310,000 PRN   DFND 7 0 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 1,336 1,310,000 PRN   DFND 6 0 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 98,619 96,685,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 65,496 69,125,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 2,388 2,520,000 PRN   DFND 6 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 625 660,000 PRN   DFND 7 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 34,733 36,275,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 192 200,000 PRN   DFND 7 0 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 239,624 2,920,823 SH   DFND 1,5 145,934 0 2,774,889
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,390 53,505 SH   DFND 2 53,505 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,105 13,468 SH   DFND 3 13,468 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 10,847 132,216 SH   DFND 6 105,676 0 26,540
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 21,932 267,332 SH   DFND 7 217,932 0 49,400
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 682,966 12,559,143 SH   DFND 2 12,559,143 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5,302 97,496 SH   DFND 3 97,496 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 410 7,070 SH   DFND 3 7,070 0 0
ROYAL GOLD INC COM 780287108 38,815 612,713 SH   DFND 1,5 0 0 612,713
RPM INTL INC COM 749685103 13,721 254,900 SH   DFND 1,5 0 0 254,900
RPM INTL INC COM 749685103 270 5,020 SH   DFND 3 5,020 0 0
RSP PERMIAN INC COM 74978Q105 179,831 4,030,270 SH   DFND 1,5 0 0 4,030,270
RSP PERMIAN INC COM 74978Q105 32,889 737,096 SH   DFND 6 686,096 0 51,000
RSP PERMIAN INC COM 74978Q105 15,463 346,542 SH   DFND 7 309,942 0 36,600
RSP PERMIAN INC COM 74978Q105 870 19,500 SH   DFND 11 19,500 0 0
RTI SURGICAL INC COM 74975N105 317 97,662 SH   DFND 7 34,300 0 63,362
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 49,186 48,820,000 PRN   DFND 1,5 0 0 0
RUBICON TECHNOLOGY INC COM 78112T107 1,627 2,628,809 SH   DFND 1,9 0 0 2,628,809
RUBICON TECHNOLOGY INC COM 78112T107 83 134,400 SH   DFND 7 134,400 0 0
RUSH ENTERPRISES INC CL A 781846209 37,333 1,170,326 SH   DFND 1,5 133,126 0 1,037,200
RUSH ENTERPRISES INC CL A 781846209 7,244 227,100 SH   DFND 6 227,100 0 0
RUSH ENTERPRISES INC CL A 781846209 3,043 95,400 SH   DFND 7 95,400 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 14,089 769,893 SH   DFND 1,5 0 0 769,893
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,139,860 13,690,372 SH   DFND 1,5 1,380,832 0 12,309,540
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 46,795 562,029 SH   DFND 1,10 5,664 0 556,365
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 2,323 27,900 SH   DFND 6 1,200 0 26,700
RYDER SYS INC COM 783549108 3,685 49,500 SH   DFND 1,5 0 0 49,500
RYDER SYS INC COM 783549108 1,272 17,093 SH   DFND 2 17,093 0 0
RYDER SYS INC COM 783549108 2,038 27,374 SH   DFND 3 27,374 0 0
RYDER SYS INC COM 783549108 1,035 13,900 SH   DFND 6 13,900 0 0
RYDER SYS INC COM 783549108 3,119 41,900 SH   DFND 7 10,700 0 31,200
S&P GLOBAL INC COM 78409V104 1,364,131 12,684,873 SH   DFND 1,5 880,330 0 11,804,543
S&P GLOBAL INC COM 78409V104 8,907 82,828 SH   DFND 2 82,828 0 0
S&P GLOBAL INC COM 78409V104 8,930 83,037 SH   DFND 3 83,037 0 0
S&P GLOBAL INC COM 78409V104 3,732 34,700 SH   DFND 7 34,700 0 0
S&P GLOBAL INC COM 78409V104 30,025 279,200 SH   DFND 11 279,200 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 198,121 8,113,062 SH   DFND 1,5 183,929 0 7,929,133
SABRA HEALTH CARE REIT INC COM 78573L106 32,018 1,311,119 SH   DFND 6 1,311,119 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,908 364,793 SH   DFND 7 102,900 0 261,893
SABRE CORP COM 78573M104 223,183 8,945,195 SH   DFND 1,5 388,599 0 8,556,596
SABRE CORP COM 78573M104 17,224 690,335 SH   DFND 3 690,335 0 0
SABRE CORP COM 78573M104 1,469 58,896 SH   DFND 6 58,896 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 5,759 788,877 SH   DFND 1,5 0 0 788,877
SAGA COMMUNICATIONS INC CL A NEW 786598300 22,134 440,036 SH   DFND 1,5 45,936 0 394,100
SAGE THERAPEUTICS INC COM 78667J108 284,076 5,563,576 SH   DFND 1,5 779,422 0 4,784,154
SAGE THERAPEUTICS INC COM 78667J108 587 11,500 SH   DFND 6 11,500 0 0
SAIA INC COM 78709Y105 30,475 690,266 SH   DFND 1,5 0 0 690,266
SAIA INC COM 78709Y105 6,575 148,916 SH   DFND 6 148,916 0 0
SAIA INC COM 78709Y105 1,894 42,900 SH   DFND 7 42,900 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 55,156 47,370,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 5,552,684 81,108,443 SH   DFND 1,5 10,003,478 0 71,104,965
SALESFORCE COM INC COM 79466L302 72,405 1,057,620 SH   DFND 1,9 0 0 1,057,620
SALESFORCE COM INC COM 79466L302 13,970 204,065 SH   DFND 2 204,065 0 0
SALESFORCE COM INC COM 79466L302 12,542 183,200 SH   DFND 3 183,200 0 0
SALESFORCE COM INC COM 79466L302 44,601 651,483 SH   DFND 6 628,083 0 23,400
SALESFORCE COM INC COM 79466L302 58,544 855,157 SH   DFND 7 730,757 0 124,400
SALESFORCE COM INC COM 79466L302 246 3,600 SH   DFND   3,600 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 255,522 9,671,528 SH   DFND 1,5 800,967 0 8,870,561
SALLY BEAUTY HLDGS INC COM 79546E104 1,749 66,200 SH   DFND 6 66,200 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,022 38,700 SH   DFND 7 2,000 0 36,700
SANDSTORM GOLD LTD COM NEW 80013R206 5,893 1,501,475 SH   DFND 1,5 0 0 1,501,475
SANDY SPRING BANCORP INC COM 800363103 312 7,806 SH   DFND 3 7,806 0 0
SANGAMO BIOSCIENCES INC COM 800677106 5,197 1,703,783 SH   DFND 1,5 0 0 1,703,783
SANOFI SPONSORED ADR 80105N105 187,770 4,643,185 SH   DFND 1,5 56,563 0 4,586,622
SANOFI SPONSORED ADR 80105N105 30,714 759,508 SH   DFND 3 759,508 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 66,373 4,916,500 SH   DFND 1,5 502,600 0 4,413,900
SAP SE SPON ADR 803054204 3,699 42,800 SH   DFND 1,5 0 0 42,800
SAP SE SPON ADR 803054204 407 4,705 SH   DFND 3 4,705 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 373 25,924 SH   DFND 1,5 0 0 25,924
SAREPTA THERAPEUTICS INC COM 803607100 32,828 1,196,797 SH   DFND 1,5 0 0 1,196,797
SBA COMMUNICATIONS CORP COM 78388J106 312,778 3,029,034 SH   DFND 1,5 10,127 0 3,018,907
SBA COMMUNICATIONS CORP COM 78388J106 14,166 137,183 SH   DFND 6 137,183 0 0
SBA COMMUNICATIONS CORP COM 78388J106 7,897 76,480 SH   DFND 7 76,480 0 0
SCANA CORP NEW COM 80589M102 57,608 786,139 SH   DFND 1,5 0 0 786,139
SCANA CORP NEW COM 80589M102 3,348 45,687 SH   DFND 2 45,687 0 0
SCANA CORP NEW COM 80589M102 7,831 106,869 SH   DFND 3 106,869 0 0
SCANA CORP NEW COM 80589M102 2,924 39,900 SH   DFND 7 39,900 0 0
SCANSOURCE INC COM 806037107 133,316 3,304,000 SH   DFND 1,5 906,900 0 2,397,100
SCHEIN HENRY INC COM 806407102 1,081,097 7,126,078 SH   DFND 1,5 447,288 0 6,678,790
SCHEIN HENRY INC COM 806407102 3,904 25,731 SH   DFND 2 25,731 0 0
SCHEIN HENRY INC COM 806407102 6,503 42,862 SH   DFND 3 42,862 0 0
SCHEIN HENRY INC COM 806407102 982 6,470 SH   DFND 6 6,470 0 0
SCHEIN HENRY INC COM 806407102 4,536 29,900 SH   DFND 7 29,900 0 0
SCHLUMBERGER LTD COM 806857108 2,027,304 24,148,948 SH   DFND 1,5 944,556 0 23,204,392
SCHLUMBERGER LTD COM 806857108 37,338 444,767 SH   DFND 2 444,767 0 0
SCHLUMBERGER LTD COM 806857108 68,810 819,651 SH   DFND 3 819,651 0 0
SCHLUMBERGER LTD COM 806857108 32,918 392,109 SH   DFND 6 300,932 0 91,177
SCHLUMBERGER LTD COM 806857108 92,641 1,103,521 SH   DFND 7 802,212 0 301,309
SCHLUMBERGER LTD COM 806857108 8,244 98,200 SH   DFND 11 98,200 0 0
SCHWAB CHARLES CORP NEW COM 808513105 866,251 21,947,076 SH   DFND 1,5 3,516,991 0 18,430,085
SCHWAB CHARLES CORP NEW COM 808513105 15,221 385,645 SH   DFND 2 385,645 0 0
SCHWAB CHARLES CORP NEW COM 808513105 18,850 477,567 SH   DFND 3 477,567 0 0
SCHWAB CHARLES CORP NEW COM 808513105 8,337 211,216 SH   DFND 6 211,216 0 0
SCHWAB CHARLES CORP NEW COM 808513105 14,082 356,787 SH   DFND 7 0 0 356,787
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 209 3,727 SH   DFND 3 3,727 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 249 4,573 SH   DFND 3 4,573 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 2,997 56,042 SH   DFND 3 56,042 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 213 4,419 SH   DFND 3 4,419 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 27,805 610,686 SH   DFND 1,5 0 0 610,686
SCIENCE APPLICATNS INTL CP N COM 808625107 178,232 2,101,794 SH   DFND 1,5 0 0 2,101,794
SCORPIO TANKERS INC SHS Y7542C106 32,026 7,069,828 SH   DFND 1,5 0 0 7,069,828
SCOTTS MIRACLE GRO CO CL A 810186106 515,424 5,394,287 SH   DFND 1,5 730,138 0 4,664,149
SCOTTS MIRACLE GRO CO CL A 810186106 14,189 148,502 SH   DFND 6 148,502 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 6,603 69,100 SH   DFND 7 45,300 0 23,800
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 162,844 2,281,680 SH   DFND 1,5 0 0 2,281,680
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,173 30,453 SH   DFND 2 30,453 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,794 67,172 SH   DFND 3 67,172 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 5,510 77,200 SH   DFND 6 77,200 0 0
SCYNEXIS INC COM 811292101 4,249 1,331,989 SH   DFND 1,5 0 0 1,331,989
SEABOARD CORP COM 811543107 250,204 63,311 SH   DFND 1,5 18,174 0 45,137
SEABRIDGE GOLD INC COM 811916105 10,375 1,273,007 SH   DFND 1,5 0 0 1,273,007
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,267,769 33,213,762 SH   DFND 1,5 3,891,900 0 29,321,862
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,594 94,152 SH   DFND 2 94,152 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,490 39,046 SH   DFND 3 39,046 0 0
SEALED AIR CORP NEW COM 81211K100 37,088 817,990 SH   DFND 1,5 29,324 0 788,666
SEALED AIR CORP NEW COM 81211K100 2,802 61,796 SH   DFND 2 61,796 0 0
SEALED AIR CORP NEW COM 81211K100 690 15,212 SH   DFND 3 15,212 0 0
SEATTLE GENETICS INC COM 812578102 620,524 11,759,032 SH   DFND 1,5 1,550,607 0 10,208,425
SEATTLE GENETICS INC COM 812578102 987 18,700 SH   DFND 6 18,700 0 0
SEI INVESTMENTS CO COM 784117103 4,372 88,567 SH   DFND 1,5 223 0 88,344
SEI INVESTMENTS CO COM 784117103 7,517 152,283 SH   DFND 3 152,283 0 0
SELECT COMFORT CORP COM 81616X103 62,616 2,768,173 SH   DFND 1,5 211,300 0 2,556,873
SELECT INCOME REIT COM SH BEN INT 81618T100 11,316 449,066 SH   DFND 1,5 0 0 449,066
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 202 6,570 SH   DFND 1,5 6,570 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,852 38,301 SH   DFND 1,5 38,301 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,112 13,665 SH   DFND 1,5 13,665 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 288 5,797 SH   DFND 1,5 5,797 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 202,935 2,694,306 SH   DFND 1,5 613,966 0 2,080,340
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,151 16,689 SH   DFND 1,5 16,689 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 816 13,119 SH   DFND 1,5 13,119 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,098 47,223 SH   DFND 1,5 47,223 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 756 12,155 SH   DFND 3 12,155 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 635 20,661 SH   DFND 3 20,661 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 648,916 27,910,374 SH   DFND 3 27,910,374 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,499 18,420 SH   DFND 3 18,420 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2,338 48,342 SH   DFND 3 48,342 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 943 18,243 SH   DFND 3 18,243 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,244 18,048 SH   DFND 3 18,048 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 735 15,136 SH   DFND 3 15,136 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 190,883 2,534,292 SH   DFND 3 2,534,292 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,777 63,429 SH   DFND 7 63,429 0 0
SELECTA BIOSCIENCES INC COM 816212104 4,900 285,700 SH   DFND 1,5 0 0 285,700
SELECTIVE INS GROUP INC COM 816300107 36,231 841,600 SH   DFND 1,5 0 0 841,600
SEMPRA ENERGY COM 816851109 877,608 8,720,273 SH   DFND 1,5 433 0 8,719,840
SEMPRA ENERGY COM 816851109 8,045 79,938 SH   DFND 2 79,938 0 0
SEMPRA ENERGY COM 816851109 9,727 96,648 SH   DFND 3 96,648 0 0
SEMPRA ENERGY COM 816851109 9,611 95,500 SH   DFND 7 95,500 0 0
SEMTECH CORP COM 816850101 136,512 4,326,854 SH   DFND 1,5 6,400 0 4,320,454
SEMTECH CORP COM 816850101 60,130 1,905,868 SH   DFND 1,9 0 0 1,905,868
SEMTECH CORP COM 816850101 514 16,300 SH   DFND 6 16,300 0 0
SEMTECH CORP COM 816850101 3,676 116,500 SH   DFND 7 116,500 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 66,531 3,514,600 SH   DFND 1,5 0 0 3,514,600
SENIOR HSG PPTYS TR SH BEN INT 81721M109 648 34,230 SH   DFND 7 34,230 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 46,226 1,186,800 SH   DFND 1,5 0 0 1,186,800
SENSEONICS HLDGS INC COM 81727U105 9,368 3,508,771 SH   DFND 1,5 0 0 3,508,771
SENSIENT TECHNOLOGIES CORP COM 81725T100 28,315 360,330 SH   DFND 1,5 0 0 360,330
SERES THERAPEUTICS INC COM 81750R102 59,906 6,051,063 SH   DFND 1,5 706,725 0 5,344,338
SERVICE CORP INTL COM 817565104 341,756 12,033,676 SH   DFND 1,5 77,424 0 11,956,252
SERVICE CORP INTL COM 817565104 78,466 2,762,888 SH   DFND 6 2,717,688 0 45,200
SERVICE CORP INTL COM 817565104 19,732 694,800 SH   DFND 7 645,300 0 49,500
SERVICE CORP INTL COM 817565104 55,068 1,939,000 SH   DFND 11 1,939,000 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 350,542 9,305,591 SH   DFND 1,5 64,513 0 9,241,078
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 78,992 2,096,957 SH   DFND 6 2,054,857 0 42,100
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 21,144 561,304 SH   DFND 7 481,304 0 80,000
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 95,887 2,545,445 SH   DFND 11 2,545,445 0 0
SERVICENOW INC COM 81762P102 107,378 1,444,412 SH   DFND 1,5 281,512 0 1,162,900
SERVICENOW INC COM 81762P102 807 10,850 SH   DFND 1,9 0 0 10,850
SERVICENOW INC COM 81762P102 7,563 101,729 SH   DFND 3 101,729 0 0
SERVICENOW INC COM 81762P102 8,660 116,490 SH   DFND 6 116,490 0 0
SERVICENOW INC COM 81762P102 3,182 42,810 SH   DFND 7 42,810 0 0
SERVICESOURCE INTL INC COM 81763U100 127 22,300 SH   DFND 1,9 0 0 22,300
SERVISFIRST BANCSHARES INC COM 81768T108 44,082 1,177,400 SH   DFND 1,5 400 0 1,177,000
SERVOTRONICS INC COM 817732100 1,644 163,256 SH   DFND 1,5 17,056 0 146,200
SHAKE SHACK INC CL A 819047101 34,133 953,700 SH   DFND 1,5 87,400 0 866,300
SHAKE SHACK INC CL A 819047101 1,174 32,800 SH   DFND 6 32,800 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 629 31,369 SH   DFND 6 31,069 0 300
SHAW COMMUNICATIONS INC CL B CONV 82028K200 246 12,284 SH   DFND 7 12,284 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 14,431 719,200 SH   DFND 11 719,200 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 558 27,800 SH   DFND   27,800 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 10,023 367,139 SH   DFND 1,5 583 0 366,556
SHERWIN WILLIAMS CO COM 824348106 801,327 2,981,791 SH   DFND 1,5 189,189 0 2,792,602
SHERWIN WILLIAMS CO COM 824348106 6,944 25,839 SH   DFND 2 25,839 0 0
SHERWIN WILLIAMS CO COM 824348106 14,233 52,962 SH   DFND 3 52,962 0 0
SHERWIN WILLIAMS CO COM 824348106 9,352 34,800 SH   DFND 7 34,800 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,160 30,811 SH   DFND 1,5 3,390 0 27,421
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 12,575 11,510,000 PRN   DFND 1,5 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 314,451 1,845,589 SH   DFND 1,5 81,070 0 1,764,519
SHIRE PLC SPONSORED ADR 82481R106 3,357 19,703 SH   DFND 3 19,703 0 0
SHIRE PLC SPONSORED ADR 82481R106 8,214 48,211 SH   DFND 6 41,911 0 6,300
SHIRE PLC SPONSORED ADR 82481R106 34,050 199,850 SH   DFND 7 199,850 0 0
SHOPIFY INC CL A 82509L107 382,874 8,931,046 SH   DFND 1,5 1,756,279 0 7,174,767
SHOPIFY INC CL A 82509L107 6,902 161,009 SH   DFND 1,9 318 0 160,691
SHOPIFY INC CL A 82509L107 1,042 24,300 SH   DFND 6 14,100 0 10,200
SHOPIFY INC CL A 82509L107 1,685 39,300 SH   DFND 7 35,400 0 3,900
SHOPIFY INC CL A 82509L107 96,232 2,244,735 SH   DFND 11 1,793,335 0 451,400
SHORETEL INC COM 825211105 307 43,000 SH   DFND 1,5 0 0 43,000
SIBANYE GOLD LTD SPONSORED ADR 825724206 9,680 1,371,106 SH   DFND 1,5 0 0 1,371,106
SIERRA BANCORP COM 82620P102 5,742 215,944 SH   DFND 6 215,944 0 0
SIERRA BANCORP COM 82620P102 551 20,725 SH   DFND 7 20,725 0 0
SIFCO INDS INC COM 826546103 467 61,000 SH   DFND 1,5 25,000 0 36,000
SIGMATRON INTL INC COM 82661L101 1,363 288,178 SH   DFND 1,5 29,500 0 258,678
SIGNATURE BK NEW YORK N Y COM 82669G104 67,270 447,867 SH   DFND 1,5 33,082 0 414,785
SIGNET JEWELERS LIMITED SHS G81276100 51,584 547,248 SH   DFND 1,5 48 0 547,200
SIGNET JEWELERS LIMITED SHS G81276100 2,097 22,243 SH   DFND 2 22,243 0 0
SIGNET JEWELERS LIMITED SHS G81276100 3,866 41,011 SH   DFND 3 41,011 0 0
SIGNET JEWELERS LIMITED SHS G81276100 10,155 107,731 SH   DFND 6 102,440 0 5,291
SIGNET JEWELERS LIMITED SHS G81276100 9,694 102,845 SH   DFND 7 102,845 0 0
SILGAN HOLDINGS INC COM 827048109 350,489 6,848,164 SH   DFND 1,5 161,766 0 6,686,398
SILGAN HOLDINGS INC COM 827048109 1,878 36,702 SH   DFND 6 36,702 0 0
SILGAN HOLDINGS INC COM 827048109 235 4,600 SH   DFND 7 4,600 0 0
SILICON LABORATORIES INC COM 826919102 391,148 6,017,667 SH   DFND 1,5 1,418,300 0 4,599,367
SILICON LABORATORIES INC COM 826919102 15,295 235,300 SH   DFND 1,9 0 0 235,300
SILICON LABORATORIES INC COM 826919102 598 9,200 SH   DFND 7 9,200 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 30,074 707,945 SH   DFND 1,9 0 0 707,945
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 2,523 345,575 SH   DFND 1,9 0 0 345,575
SILVER WHEATON CORP COM 828336107 38,110 1,972,580 SH   DFND 1,5 0 0 1,972,580
SILVER WHEATON CORP COM 828336107 8,217 425,287 SH   DFND 6 206,687 0 218,600
SILVER WHEATON CORP COM 828336107 8,550 442,540 SH   DFND 7 381,340 0 61,200
SILVER WHEATON CORP COM 828336107 133,167 6,892,700 SH   DFND 11 6,873,400 0 19,300
SIMON PPTY GROUP INC NEW COM 828806109 1,353,875 7,620,169 SH   DFND 1,5 3,330,965 0 4,289,204
SIMON PPTY GROUP INC NEW COM 828806109 17,847 100,452 SH   DFND 2 100,452 0 0
SIMON PPTY GROUP INC NEW COM 828806109 10,573 59,508 SH   DFND 3 59,508 0 0
SIMON PPTY GROUP INC NEW COM 828806109 97,588 549,268 SH   DFND 6 549,268 0 0
SIMON PPTY GROUP INC NEW COM 828806109 32,997 185,722 SH   DFND 7 11,453 0 174,269
SIMON PPTY GROUP INC NEW COM 828806109 38,958 219,270 SH   DFND 11 219,270 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 27,997 639,934 SH   DFND 1,5 134 0 639,800
SINA CORP ORD G81477104 7,666 126,100 SH   DFND 1,5 1,900 0 124,200
SINA CORP ORD G81477104 7,055 116,057 SH   DFND 1,9 0 0 116,057
SINA CORP ORD G81477104 3,965 65,230 SH   DFND 6 53,530 0 11,700
SINA CORP ORD G81477104 4,720 77,650 SH   DFND 7 77,650 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 243,496 7,301,221 SH   DFND 1,5 0 0 7,301,221
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,428 72,800 SH   DFND 6 72,800 0 0
SIRIUS XM HLDGS INC COM 82968B103 163,536 36,749,615 SH   DFND 1,5 2,489,253 0 34,260,362
SIRIUS XM HLDGS INC COM 82968B103 180 40,405 SH   DFND 3 40,405 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,776 399,200 SH   DFND 7 399,200 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,598 46,000 SH   DFND 6 46,000 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 37,146 1,777,324 SH   DFND 1,5 62,936 0 1,714,388
SKECHERS U S A INC CL A 830566105 478,720 19,475,982 SH   DFND 1,5 4,477,547 0 14,998,435
SKECHERS U S A INC CL A 830566105 10,273 417,952 SH   DFND 6 417,952 0 0
SKECHERS U S A INC CL A 830566105 2,569 104,514 SH   DFND 7 104,514 0 0
SKYWEST INC COM 830879102 13,734 376,800 SH   DFND 1,5 0 0 376,800
SKYWORKS SOLUTIONS INC COM 83088M102 387,930 5,195,953 SH   DFND 1,5 68,390 0 5,127,563
SKYWORKS SOLUTIONS INC COM 83088M102 810 10,845 SH   DFND 1,9 0 0 10,845
SKYWORKS SOLUTIONS INC COM 83088M102 4,435 59,400 SH   DFND 2 59,400 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,735 23,242 SH   DFND 3 23,242 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,523 20,400 SH   DFND 7 20,400 0 0
SL GREEN RLTY CORP COM 78440X101 263,707 2,451,946 SH   DFND 1,5 1,707,512 0 744,434
SL GREEN RLTY CORP COM 78440X101 3,484 32,390 SH   DFND 2 32,390 0 0
SL GREEN RLTY CORP COM 78440X101 6,457 60,033 SH   DFND 3 60,033 0 0
SLM CORP COM 78442P106 393,564 35,713,599 SH   DFND 1,5 0 0 35,713,599
SLM CORP COM 78442P106 136 12,306 SH   DFND 3 12,306 0 0
SLM CORP COM 78442P106 446 40,500 SH   DFND 7 40,500 0 0
SM ENERGY CO COM 78454L100 378,547 10,978,742 SH   DFND 1,5 99,900 0 10,878,842
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 12,966 11,200,000 PRN   DFND 1,5 0 0 0
SM ENERGY CO COM 78454L100 5,263 152,625 SH   DFND 6 152,625 0 0
SM ENERGY CO COM 78454L100 2,624 76,100 SH   DFND 7 76,100 0 0
SMART SAND INC COM 83191H107 24,331 1,470,155 SH   DFND 1,5 0 0 1,470,155
SMITH & WESSON HLDG CORP COM 831756101 2,361 112,025 SH   DFND 7 112,025 0 0
SMITH A O COM 831865209 350,695 7,406,450 SH   DFND 1,5 246,584 0 7,159,866
SMUCKER J M CO COM NEW 832696405 157,897 1,232,991 SH   DFND 1,5 8,321 0 1,224,670
SMUCKER J M CO COM NEW 832696405 4,767 37,221 SH   DFND 2 37,221 0 0
SMUCKER J M CO COM NEW 832696405 3,491 27,259 SH   DFND 3 27,259 0 0
SMUCKER J M CO COM NEW 832696405 1,317 10,285 SH   DFND 6 10,285 0 0
SMUCKER J M CO COM NEW 832696405 4,721 36,867 SH   DFND 7 36,867 0 0
SNAP ON INC COM 833034101 89,868 524,714 SH   DFND 1,5 21,495 0 503,219
SNAP ON INC COM 833034101 3,177 18,549 SH   DFND 2 18,549 0 0
SNAP ON INC COM 833034101 5,529 32,285 SH   DFND 3 32,285 0 0
SNAP ON INC COM 833034101 96,077 560,970 SH   DFND 11 560,970 0 0
SNYDERS-LANCE INC COM 833551104 47,332 1,234,543 SH   DFND 6 1,153,371 0 81,172
SNYDERS-LANCE INC COM 833551104 21,793 568,419 SH   DFND 7 495,447 0 72,972
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 105,661 3,687,987 SH   DFND 1,5 196,700 0 3,491,287
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,827 98,675 SH   DFND 6 83,175 0 15,500
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 218 7,600 SH   DFND 7 7,600 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 25,665 650,248 SH   DFND 1,5 12,425 0 637,823
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 968 24,518 SH   DFND 6 24,518 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 34,389 2,773,342 SH   DFND 1,5 0 0 2,773,342
SOLAREDGE TECHNOLOGIES INC COM 83417M104 3,387 273,177 SH   DFND 1,9 0 0 273,177
SONIC AUTOMOTIVE INC CL A 83545G102 28,053 1,225,000 SH   DFND 1,5 128,900 0 1,096,100
SONIC CORP COM 835451105 2,783 104,969 SH   DFND 1,5 12 0 104,957
SONOCO PRODS CO COM 835495102 19,852 376,700 SH   DFND 1,5 38,767 0 337,933
SONOCO PRODS CO COM 835495102 3,068 58,218 SH   DFND 3 58,218 0 0
SONUS NETWORKS INC COM NEW 835916503 669 106,190 SH   DFND 1,5 0 0 106,190
SONUS NETWORKS INC COM NEW 835916503 81 12,827 SH   DFND 1,9 0 0 12,827
SONY CORP ADR NEW 835699307 89,102 3,178,800 SH   DFND 1,5 574,825 0 2,603,975
SONY CORP ADR NEW 835699307 50,136 1,788,664 SH   DFND 1,9 1,562 0 1,787,102
SONY CORP ADR NEW 835699307 1,281 45,700 SH   DFND 6 45,700 0 0
SONY CORP ADR NEW 835699307 4,143 147,800 SH   DFND 7 147,800 0 0
SOUTH JERSEY INDS INC COM 838518108 47,399 1,406,903 SH   DFND 1,5 29,925 0 1,376,978
SOUTH JERSEY INDS INC COM 838518108 37,135 1,102,242 SH   DFND 6 1,059,889 0 42,353
SOUTH JERSEY INDS INC COM 838518108 16,775 497,911 SH   DFND 7 476,511 0 21,400
SOUTHERN CO COM 842587107 188,225 3,826,498 SH   DFND 1,5 566,343 0 3,260,155
SOUTHERN CO COM 842587107 15,410 313,282 SH   DFND 2 313,282 0 0
SOUTHERN CO COM 842587107 56,632 1,151,283 SH   DFND 3 1,151,283 0 0
SOUTHERN CO COM 842587107 6,953 141,355 SH   DFND 6 141,355 0 0
SOUTHWEST AIRLS CO COM 844741108 1,684,933 33,806,834 SH   DFND 1,5 2,887,762 0 30,919,072
SOUTHWEST AIRLS CO COM 844741108 9,808 196,792 SH   DFND 2 196,792 0 0
SOUTHWEST AIRLS CO COM 844741108 10,721 215,102 SH   DFND 3 215,102 0 0
SOUTHWEST AIRLS CO COM 844741108 10,342 207,498 SH   DFND 6 207,498 0 0
SOUTHWEST AIRLS CO COM 844741108 15,655 314,100 SH   DFND 11 314,100 0 0
SOUTHWEST GAS CORP COM 844895102 65,864 859,620 SH   DFND 1,5 320 0 859,300
SOUTHWEST GAS CORP COM 844895102 1,520 19,841 SH   DFND 6 19,841 0 0
SOUTHWEST GAS CORP COM 844895102 1,310 17,100 SH   DFND 7 5,500 0 11,600
SOUTHWESTERN ENERGY CO COM 845467109 174,472 16,124,961 SH   DFND 1,5 372,347 0 15,752,614
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 128,924 5,061,798 SH   DFND 1,5 2,607,665 0 2,454,133
SOUTHWESTERN ENERGY CO COM 845467109 1,698 156,891 SH   DFND 2 156,891 0 0
SOUTHWESTERN ENERGY CO COM 845467109 878 81,111 SH   DFND 3 81,111 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 4,768 187,200 SH   DFND 6 95,900 0 91,300
SPAN AMER MED SYS INC COM 846396109 6,450 353,603 SH   DFND 1,5 87,503 0 266,100
SPARK THERAPEUTICS INC COM 84652J103 228,280 4,574,757 SH   DFND 1,5 174,835 0 4,399,922
SPARK THERAPEUTICS INC COM 84652J103 923 18,500 SH   DFND 6 18,500 0 0
SPARK THERAPEUTICS INC COM 84652J103 1,133 22,700 SH   DFND 7 22,700 0 0
SPARTON CORP COM 847235108 4,407 184,800 SH   DFND 1,5 0 0 184,800
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3,485 17,601 SH   DFND 3 17,601 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,644 15,000 SH   DFND 1,5 15,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 355 3,241 SH   DFND 3 3,241 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 189,636 1,730,100 SH   DFND 11 1,730,100 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 82,972 1,151,594 SH   DFND 3 1,151,594 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 65,791 1,823,482 SH   DFND 3 1,823,482 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 6,302 153,362 SH   DFND 3 153,362 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 25,863 629,426 SH   DFND 7 629,426 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,327 37,252 SH   DFND 1,5 37,252 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,294,625 5,791,727 SH   DFND 3 5,791,727 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,151 45,414 SH   DFND 6 0 0 45,414
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,123 5,025 SH   DFND 7 5,025 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,945 9,722 SH   DFND 3 9,722 0 0
SPDR SER TR NUVEEN BRC MUNIC 78468R721 31,360 661,037 SH   DFND 3 661,037 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 2,756 75,613 SH   DFND 1,5 4,188 0 71,425
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 2,728 105,000 SH   DFND 1,5 23,200 0 81,800
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 10,645 204,630 SH   DFND 1,5 0 0 204,630
SPDR SERIES TRUST S&P REGL BKG 78464A698 6,237 112,245 SH   DFND 1,5 127 0 112,118
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 105,575 2,312,706 SH   DFND 3 2,312,706 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 362 3,882 SH   DFND 3 3,882 0 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 8,269 147,747 SH   DFND 3 147,747 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 3,403 39,775 SH   DFND 3 39,775 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,308 35,888 SH   DFND 6 0 0 35,888
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 6,018 165,110 SH   DFND 7 165,110 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 6,748 113,998 SH   DFND 7 113,998 0 0
SPECTRA ENERGY CORP COM 847560109 4,015 97,718 SH   DFND 1,5 518 0 97,200
SPECTRA ENERGY CORP COM 847560109 9,215 224,259 SH   DFND 2 224,259 0 0
SPECTRA ENERGY CORP COM 847560109 7,937 193,162 SH   DFND 3 193,162 0 0
SPECTRANETICS CORP COM 84760C107 129,996 5,305,962 SH   DFND 1,5 220,000 0 5,085,962
SPECTRANETICS CORP COM 84760C107 1,735 70,800 SH   DFND 7 70,800 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 340,114 2,780,297 SH   DFND 1,5 91,540 0 2,688,757
SPECTRUM BRANDS HLDGS INC COM 84763R101 2,456 20,079 SH   DFND 6 20,079 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 3,403 27,820 SH   DFND 7 27,820 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 9,014 10,150,000 PRN   DFND 1,5 0 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 6,129 1,383,447 SH   DFND 1,5 0 0 1,383,447
SPIRE INC COM 84857L101 56,010 867,700 SH   DFND 1,5 15,700 0 852,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 39,057 669,350 SH   DFND 1,5 387 0 668,963
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,862 49,049 SH   DFND 7 49,049 0 0
SPIRIT AIRLS INC COM 848577102 429,073 7,415,713 SH   DFND 1,5 1,045,458 0 6,370,255
SPIRIT AIRLS INC COM 848577102 549 9,488 SH   DFND 6 9,488 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 223,260 20,557,977 SH   DFND 1,5 19,790,400 0 767,577
SPIRIT RLTY CAP INC NEW COM 84860W102 8,152 750,640 SH   DFND 6 750,640 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 2,573 236,900 SH   DFND 7 0 0 236,900
SPLUNK INC COM 848637104 7,460 145,836 SH   DFND 1,9 179 0 145,657
SPLUNK INC COM 848637104 6,921 135,304 SH   DFND 3 135,304 0 0
SPRINT CORP COM SER 1 85207U105 27,993 3,324,545 SH   DFND 1,5 70 0 3,324,475
SPROUTS FMRS MKT INC COM 85208M102 3,672 194,100 SH   DFND 1,5 52,300 0 141,800
SPS COMM INC COM 78463M107 44,471 636,300 SH   DFND 1,5 0 0 636,300
SPX FLOW INC COM 78469X107 26,353 822,000 SH   DFND 1,5 400 0 821,600
SQUARE INC CL A 852234103 121,866 8,940,999 SH   DFND 1,5 111,699 0 8,829,300
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 227,603 7,958,157 SH   DFND 1,5 97,150 0 7,861,007
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9,357 327,166 SH   DFND 1,9 0 0 327,166
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 349 12,200 SH   DFND 6 12,200 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,218 42,600 SH   DFND 7 42,600 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 489 10,300 SH   DFND 1,5 10,300 0 0
ST JUDE MED INC COM 790849103 265,382 3,309,412 SH   DFND 1,5 433,920 0 2,875,492
ST JUDE MED INC COM 790849103 7,324 91,337 SH   DFND 2 91,337 0 0
ST JUDE MED INC COM 790849103 6,209 77,423 SH   DFND 3 77,423 0 0
STAG INDL INC COM 85254J102 931 39,000 SH   DFND 6 39,000 0 0
STAG INDL INC COM 85254J102 1,014 42,500 SH   DFND 7 0 0 42,500
STAGE STORES INC COM NEW 85254C305 17,408 3,983,538 SH   DFND 1,5 367,002 0 3,616,536
STAGE STORES INC COM NEW 85254C305 343 78,400 SH   DFND 6 78,400 0 0
STAMPS COM INC COM NEW 852857200 223,762 1,951,693 SH   DFND 1,5 34,744 0 1,916,949
STAMPS COM INC COM NEW 852857200 57,139 498,378 SH   DFND 6 498,378 0 0
STAMPS COM INC COM NEW 852857200 12,358 107,789 SH   DFND 7 107,789 0 0
STANDARD MTR PRODS INC COM 853666105 98,216 1,845,474 SH   DFND 1,5 10,663 0 1,834,811
STANDEX INTL CORP COM 854231107 77,113 877,778 SH   DFND 1,5 778 0 877,000
STANLEY BLACK & DECKER INC COM 854502101 43,115 375,924 SH   DFND 1,5 24 0 375,900
STANLEY BLACK & DECKER INC COM 854502101 5,525 48,171 SH   DFND 2 48,171 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,688 32,160 SH   DFND 3 32,160 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,466 30,221 SH   DFND 7 30,221 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 399 443,000 SH   DFND 1,5 46,600 0 396,400
STANTEC INC COM 85472N109 90,912 3,598,550 SH   DFND 1,5 335,600 0 3,262,950
STANTEC INC COM 85472N109 8,466 335,100 SH   DFND 6 176,800 0 158,300
STANTEC INC COM 85472N109 4,750 188,000 SH   DFND 7 145,900 0 42,100
STANTEC INC COM 85472N109 17,874 707,500 SH   DFND 11 707,500 0 0
STAPLES INC COM 855030102 267,925 29,605,000 SH   DFND 1,5 2,598,000 0 27,007,000
STAPLES INC COM 855030102 1,882 207,965 SH   DFND 2 207,965 0 0
STAPLES INC COM 855030102 185 20,487 SH   DFND 3 20,487 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 18,326 1,703,146 SH   DFND 1,5 2,346 0 1,700,800
STARBUCKS CORP COM 855244109 3,874,198 69,780,229 SH   DFND 1,5 5,786,311 0 63,993,918
STARBUCKS CORP COM 855244109 25,831 465,256 SH   DFND 2 465,256 0 0
STARBUCKS CORP COM 855244109 40,074 721,798 SH   DFND 3 721,798 0 0
STARBUCKS CORP COM 855244109 23,894 430,367 SH   DFND 6 386,067 0 44,300
STARBUCKS CORP COM 855244109 29,046 523,162 SH   DFND 7 385,462 0 137,700
STATE STR CORP COM 857477103 1,222,062 15,723,906 SH   DFND 1,5 557,098 0 15,166,808
STATE STR CORP COM 857477103 9,009 115,912 SH   DFND 2 115,912 0 0
STATE STR CORP COM 857477103 60,975 784,550 SH   DFND 3 784,550 0 0
STATE STR CORP COM 857477103 26,438 340,174 SH   DFND 6 340,174 0 0
STATE STR CORP COM 857477103 36,976 475,757 SH   DFND 7 89,845 0 385,912
STEALTHGAS INC SHS Y81669106 13,477 3,987,349 SH   DFND 1,5 0 0 3,987,349
STEEL DYNAMICS INC COM 858119100 198,121 5,568,334 SH   DFND 1,5 239,864 0 5,328,470
STEEL DYNAMICS INC COM 858119100 5,971 167,820 SH   DFND 6 167,820 0 0
STEEL DYNAMICS INC COM 858119100 2,203 61,930 SH   DFND 7 61,930 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 15,787 1,475,435 SH   DFND 1,5 0 0 1,475,435
STERICYCLE INC DEP PFD A 1/10 858912207 30,901 488,400 SH   DFND 1,5 21,885 0 466,515
STERICYCLE INC COM 858912108 203,786 2,645,200 SH   DFND 1,5 57,600 0 2,587,600
STERICYCLE INC COM 858912108 2,095 27,199 SH   DFND 2 27,199 0 0
STERICYCLE INC COM 858912108 1,047 13,586 SH   DFND 3 13,586 0 0
STERICYCLE INC COM 858912108 1,399 18,160 SH   DFND 6 18,160 0 0
STERIS PLC SHS USD G84720104 123,189 1,828,002 SH   DFND 1,5 70,802 0 1,757,200
STERIS PLC SHS USD G84720104 36,458 541,000 SH   DFND 11 541,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 20,529 2,426,584 SH   DFND 1,5 338,900 0 2,087,684
STEWART INFORMATION SVCS COR COM 860372101 3,547 76,981 SH   DFND 1,5 15,723 0 61,258
STIFEL FINL CORP COM 860630102 52,597 1,053,000 SH   DFND 1,5 0 0 1,053,000
STIFEL FINL CORP COM 860630102 14,815 296,600 SH   DFND 6 296,600 0 0
STIFEL FINL CORP COM 860630102 1,364 27,300 SH   DFND 7 27,300 0 0
STOCK YDS BANCORP INC COM 861025104 86,909 1,851,106 SH   DFND 1,5 63,592 0 1,787,514
STONERIDGE INC COM 86183P102 811 45,840 SH   DFND 1,5 0 0 45,840
STORE CAP CORP COM 862121100 520,079 21,047,301 SH   DFND 1,5 0 0 21,047,301
STORE CAP CORP COM 862121100 14,567 589,500 SH   DFND 6 589,500 0 0
STORE CAP CORP COM 862121100 12,150 491,700 SH   DFND 7 491,700 0 0
STRATTEC SEC CORP COM 863111100 13,073 324,400 SH   DFND 1,5 78,300 0 246,100
STRAYER ED INC COM 863236105 14,226 176,435 SH   DFND 1,5 900 0 175,535
STRYKER CORP COM 863667101 308,487 2,574,799 SH   DFND 1,5 253,811 0 2,320,988
STRYKER CORP COM 863667101 11,904 99,354 SH   DFND 2 99,354 0 0
STRYKER CORP COM 863667101 16,416 137,014 SH   DFND 3 137,014 0 0
STRYKER CORP COM 863667101 923 7,700 SH   DFND 6 7,700 0 0
STRYKER CORP COM 863667101 4,582 38,242 SH   DFND 7 38,242 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 2,241 165,400 SH   DFND 1,5 800 0 164,600
SUMMIT MATLS INC CL A 86614U100 4,026 169,210 SH   DFND 1,5 0 0 169,210
SUMMIT MATLS INC CL A 86614U100 5,280 221,921 SH   DFND 6 221,921 0 0
SUMMIT MATLS INC CL A 86614U100 495 20,827 SH   DFND 7 20,827 0 0
SUN CMNTYS INC COM 866674104 354,396 4,625,980 SH   DFND 1,5 3,066,886 0 1,559,094
SUN CMNTYS INC COM 866674104 29,666 387,236 SH   DFND 6 387,236 0 0
SUN CMNTYS INC COM 866674104 13,086 170,810 SH   DFND 7 170,810 0 0
SUN LIFE FINL INC COM 866796105 54,405 1,417,010 SH   DFND 1,5 0 0 1,417,010
SUN LIFE FINL INC COM 866796105 22,199 578,178 SH   DFND 6 270,378 0 307,800
SUN LIFE FINL INC COM 866796105 20,565 535,633 SH   DFND 7 437,833 0 97,800
SUN LIFE FINL INC COM 866796105 562,815 14,658,843 SH   DFND 11 12,369,143 0 2,289,700
SUNCOR ENERGY INC NEW COM 867224107 1,887,154 57,717,254 SH   DFND 1,5 2,222,817 0 55,494,437
SUNCOR ENERGY INC NEW COM 867224107 23,875 730,200 SH   DFND 1,10 14,600 0 715,600
SUNCOR ENERGY INC NEW COM 867224107 63,388 1,938,690 SH   DFND 3 1,938,690 0 0
SUNCOR ENERGY INC NEW COM 867224107 52,633 1,609,733 SH   DFND 6 1,014,495 0 595,238
SUNCOR ENERGY INC NEW COM 867224107 80,611 2,465,435 SH   DFND 7 1,255,604 0 1,209,831
SUNCOR ENERGY INC NEW COM 867224107 1,216,916 37,218,499 SH   DFND 11 32,219,509 0 4,998,990
SUNCOR ENERGY INC NEW COM 867224107 631 19,303 SH   DFND   19,303 0 0
SUNOPTA INC COM 8676EP108 1,831 259,775 SH   DFND 1,5 53,587 0 206,188
SUNOPTA INC COM 8676EP108 8,541 1,211,500 SH   DFND 6 1,211,500 0 0
SUNOPTA INC COM 8676EP108 3,147 446,450 SH   DFND 7 446,450 0 0
SUNRUN INC COM 86771W105 81,887 15,421,308 SH   DFND 1,5 0 0 15,421,308
SUNSTONE HOTEL INVS INC NEW COM 867892101 54,161 3,551,547 SH   DFND 1,5 132,242 0 3,419,305
SUNSTONE HOTEL INVS INC NEW COM 867892101 15,425 1,011,453 SH   DFND 6 1,011,453 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,900 321,300 SH   DFND 7 0 0 321,300
SUNTRUST BKS INC COM 867914103 1,424,292 25,967,029 SH   DFND 1,5 970,436 0 24,996,593
SUNTRUST BKS INC COM 867914103 8,606 156,896 SH   DFND 2 156,896 0 0
SUNTRUST BKS INC COM 867914103 63,641 1,160,278 SH   DFND 3 1,160,278 0 0
SUNTRUST BKS INC COM 867914103 22,899 417,480 SH   DFND 6 380,680 0 36,800
SUNTRUST BKS INC COM 867914103 12,862 234,500 SH   DFND 7 120,800 0 113,700
SUPER MICRO COMPUTER INC COM 86800U104 131,462 4,686,703 SH   DFND 1,5 216,227 0 4,470,476
SUPERIOR DRILLING PRODS INC COM 868153107 3,791 2,872,191 SH   DFND 1,5 0 0 2,872,191
SUPERIOR ENERGY SVCS INC COM 868157108 130,794 7,748,448 SH   DFND 1,5 374 0 7,748,074
SUPERNUS PHARMACEUTICALS INC COM 868459108 3,608 142,900 SH   DFND 1,5 300 0 142,600
SUPERVALU INC COM 868536103 1,993 426,802 SH   DFND 1,5 147,902 0 278,900
SURGERY PARTNERS INC COM 86881A100 10,365 653,943 SH   DFND 1,5 0 0 653,943
SURGICAL CARE AFFILIATES INC COM 86881L106 174,635 3,774,249 SH   DFND 1,5 829 0 3,773,420
SURGICAL CARE AFFILIATES INC COM 86881L106 2,228 48,150 SH   DFND 7 48,150 0 0
SVB FINL GROUP COM 78486Q101 131,514 766,129 SH   DFND 1,5 52,529 0 713,600
SWIFT TRANSN CO CL A 87074U101 220,185 9,038,789 SH   DFND 1,5 4,700 0 9,034,089
SWIFT TRANSN CO CL A 87074U101 10,095 414,400 SH   DFND 6 414,400 0 0
SWIFT TRANSN CO CL A 87074U101 820 33,680 SH   DFND 7 33,680 0 0
SYKES ENTERPRISES INC COM 871237103 1,075 37,260 SH   DFND 1,5 60 0 37,200
SYMANTEC CORP COM 871503108 152,003 6,362,640 SH   DFND 1,5 598,700 0 5,763,940
SYMANTEC CORP COM 871503108 4,761 199,292 SH   DFND 2 199,292 0 0
SYMANTEC CORP COM 871503108 1,066 44,616 SH   DFND 3 44,616 0 0
SYMANTEC CORP COM 871503108 17,626 737,800 SH   DFND 11 737,800 0 0
SYNAPTICS INC COM 87157D109 5,645 105,350 SH   DFND 1,5 50 0 105,300
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 34,765 907,700 SH   DFND 1,5 0 0 907,700
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 67,584 1,764,599 SH   DFND 6 1,687,441 0 77,158
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 20,838 544,075 SH   DFND 7 486,175 0 57,900
SYNCHRONY FINL COM 87165B103 974,687 26,873,098 SH   DFND 1,5 910,016 0 25,963,082
SYNCHRONY FINL COM 87165B103 9,092 250,688 SH   DFND 2 250,688 0 0
SYNCHRONY FINL COM 87165B103 5,467 150,723 SH   DFND 3 150,723 0 0
SYNCHRONY FINL COM 87165B103 285 7,846 SH   DFND 6 7,846 0 0
SYNCHRONY FINL COM 87165B103 10,869 299,668 SH   DFND 7 299,668 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 10,612 1,480,047 SH   DFND 1,5 0 0 1,480,047
SYNGENTA AG SPONSORED ADR 87160A100 23,407 296,100 SH   DFND 1,5 0 0 296,100
SYNGENTA AG SPONSORED ADR 87160A100 128,852 1,630,000 SH   DFND 11 1,630,000 0 0
SYNNEX CORP COM 87162W100 693,996 5,734,556 SH   DFND 1,5 354,762 0 5,379,794
SYNOPSYS INC COM 871607107 89,519 1,520,881 SH   DFND 1,5 32,315 0 1,488,566
SYNOVUS FINL CORP COM NEW 87161C501 53,260 1,296,506 SH   DFND 1,5 0 0 1,296,506
SYNOVUS FINL CORP COM NEW 87161C501 12,909 314,237 SH   DFND 6 314,237 0 0
SYNOVUS FINL CORP COM NEW 87161C501 8,606 209,499 SH   DFND 7 171,671 0 37,828
SYNTEL INC COM 87162H103 40,154 2,029,026 SH   DFND 1,5 200,000 0 1,829,026
SYNTEL INC COM 87162H103 2,825 142,730 SH   DFND 6 142,730 0 0
SYNTEL INC COM 87162H103 345 17,433 SH   DFND 7 17,433 0 0
SYNTEL INC COM 87162H103 27,430 1,386,048 SH   DFND 11 1,386,048 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 42,646 3,507,070 SH   DFND 1,5 596,100 0 2,910,970
SYSCO CORP COM 871829107 238,454 4,306,553 SH   DFND 1,5 394,753 0 3,911,800
SYSCO CORP COM 871829107 8,906 160,854 SH   DFND 2 160,854 0 0
SYSCO CORP COM 871829107 12,870 232,432 SH   DFND 3 232,432 0 0
SYSCO CORP COM 871829107 1,139 20,572 SH   DFND 6 20,572 0 0
SYSCO CORP COM 871829107 5,467 98,738 SH   DFND 7 98,738 0 0
T MOBILE US INC CONV PFD SER A 872590203 88,177 933,685 SH   DFND 1,5 262,000 0 671,685
T MOBILE US INC COM 872590104 1,532,068 26,640,030 SH   DFND 1,5 2,257,537 0 24,382,493
T MOBILE US INC COM 872590104 20,090 349,324 SH   DFND 6 302,624 0 46,700
T MOBILE US INC CONV PFD SER A 872590203 1,341 14,200 SH   DFND 6 0 0 14,200
T MOBILE US INC COM 872590104 49,880 867,320 SH   DFND 7 722,920 0 144,400
TABLEAU SOFTWARE INC CL A 87336U105 66,848 1,585,955 SH   DFND 1,5 55 0 1,585,900
TABLEAU SOFTWARE INC CL A 87336U105 14,344 340,306 SH   DFND 1,9 200 0 340,106
TAHOE RES INC COM 873868103 44,566 4,730,208 SH   DFND 1,5 0 0 4,730,208
TAHOE RES INC COM 873868103 11,786 1,250,987 SH   DFND 6 474,587 0 776,400
TAHOE RES INC COM 873868103 7,741 821,600 SH   DFND 7 612,300 0 209,300
TAHOE RES INC COM 873868103 238,594 25,324,012 SH   DFND 11 25,324,012 0 0
TAILORED BRANDS INC COM 87403A107 22,826 893,400 SH   DFND 1,5 19,500 0 873,900
TAILORED BRANDS INC COM 87403A107 1,628 63,700 SH   DFND 6 63,700 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 764,900 26,605,233 SH   DFND 1,5 3,324,701 0 23,280,532
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 14,164 492,675 SH   DFND 1,9 17,652 0 475,023
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 813 28,265 SH   DFND 3 28,265 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,500 400,000 SH   DFND 11 400,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 40,595 823,600 SH   DFND 1,5 3,000 0 820,600
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 36,813 746,865 SH   DFND 1,9 0 0 746,865
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 37,704 764,941 SH   DFND 6 764,941 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 12,569 255,000 SH   DFND 7 229,100 0 25,900
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 25,638 520,143 SH   DFND 11 520,143 0 0
TAL ED GROUP ADS REPSTG COM 874080104 27,678 394,559 SH   DFND 1,5 56,059 0 338,500
TAL ED GROUP ADS REPSTG COM 874080104 34,353 489,711 SH   DFND 1,9 0 0 489,711
TALLGRASS ENERGY GP LP SHS CL A 874696107 12,006 448,000 SH   DFND 1,5 0 0 448,000
TANGER FACTORY OUTLET CTRS I COM 875465106 42,993 1,201,600 SH   DFND 1,5 42,800 0 1,158,800
TARGA RES CORP COM 87612G101 109,605 1,954,780 SH   DFND 1,5 4,116 0 1,950,664
TARGA RES CORP COM 87612G101 678 12,100 SH   DFND 6 12,100 0 0
TARGA RES CORP COM 87612G101 807 14,400 SH   DFND 7 14,400 0 0
TARGET CORP COM 87612E106 893,437 12,369,328 SH   DFND 1,5 520,034 0 11,849,294
TARGET CORP COM 87612E106 12,970 179,561 SH   DFND 2 179,561 0 0
TARGET CORP COM 87612E106 72,355 1,001,728 SH   DFND 3 1,001,728 0 0
TARGET CORP COM 87612E106 21,763 301,301 SH   DFND 6 288,501 0 12,800
TARGET CORP COM 87612E106 44,551 616,798 SH   DFND 7 283,521 0 333,277
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 24,738 235,000 SH   DFND 1,5 85,000 0 150,000
TASER INTL INC COM 87651B104 77,906 3,213,940 SH   DFND 1,5 9,649 0 3,204,291
TATA MTRS LTD SPONSORED ADR 876568502 1,625 47,240 SH   DFND 1,5 0 0 47,240
TAUBMAN CTRS INC COM 876664103 111,342 1,506,042 SH   DFND 1,5 38,200 0 1,467,842
TAUBMAN CTRS INC COM 876664103 21,736 294,013 SH   DFND 6 294,013 0 0
TAUBMAN CTRS INC COM 876664103 7,452 100,794 SH   DFND 7 7,320 0 93,474
TAYLOR MORRISON HOME CORP CL A 87724P106 85,652 4,447,134 SH   DFND 1,5 68,537 0 4,378,597
TAYLOR MORRISON HOME CORP CL A 87724P106 1,972 102,400 SH   DFND 6 102,400 0 0
TCF FINL CORP COM 872275102 251,869 12,857,009 SH   DFND 1,5 0 0 12,857,009
TCF FINL CORP COM 872275102 47,947 2,447,500 SH   DFND 6 2,394,200 0 53,300
TCF FINL CORP COM 872275102 7,732 394,700 SH   DFND 7 394,700 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 23,779 545,400 SH   DFND 1,5 5,600 0 539,800
TD AMERITRADE HLDG CORP COM 87236Y108 3,566 81,800 SH   DFND 11 81,800 0 0
TE CONNECTIVITY LTD REG SHS H84989104 254,025 3,666,636 SH   DFND 1,5 143,041 0 3,523,595
TE CONNECTIVITY LTD REG SHS H84989104 7,870 113,595 SH   DFND 2 113,595 0 0
TE CONNECTIVITY LTD REG SHS H84989104 51,325 740,840 SH   DFND 3 740,840 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,497 21,608 SH   DFND 6 21,608 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 280,561 6,457,096 SH   DFND 1,5 1,165 0 6,455,931
TEAM HEALTH HOLDINGS INC COM 87817A107 18,356 422,460 SH   DFND 6 422,460 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 7,563 174,060 SH   DFND 7 174,060 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 44,611 1,026,720 SH   DFND 11 1,026,720 0 0
TEAM INC COM 878155100 55,263 1,407,971 SH   DFND 1,5 44,522 0 1,363,449
TEAM INC COM 878155100 17,349 442,019 SH   DFND 6 391,019 0 51,000
TEAM INC COM 878155100 8,038 204,793 SH   DFND 7 169,393 0 35,400
TECH DATA CORP COM 878237106 382,516 4,517,193 SH   DFND 1,5 143 0 4,517,050
TECH DATA CORP COM 878237106 47,419 559,975 SH   DFND 6 559,975 0 0
TECH DATA CORP COM 878237106 7,282 86,000 SH   DFND 7 86,000 0 0
TECK RESOURCES LTD CL B 878742204 53,435 2,669,660 SH   DFND 1,5 177,900 0 2,491,760
TECK RESOURCES LTD CL B 878742204 448 22,369 SH   DFND 6 22,369 0 0
TECK RESOURCES LTD CL B 878742204 39,333 1,965,400 SH   DFND 11 1,965,400 0 0
TEEKAY CORPORATION COM Y8564W103 68,049 8,474,399 SH   DFND 1,5 230 0 8,474,169
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 114,824 7,946,281 SH   DFND 1,5 0 0 7,946,281
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 158 10,900 SH   DFND 7 10,900 0 0
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 67,190 13,278,697 SH   DFND 1,5 0 0 13,278,697
TEGNA INC COM 87901J105 34,472 1,611,600 SH   DFND 1,5 163,300 0 1,448,300
TEGNA INC COM 87901J105 1,466 68,544 SH   DFND 2 68,544 0 0
TEGNA INC COM 87901J105 428 20,024 SH   DFND 3 20,024 0 0
TEJON RANCH CO COM 879080109 10,019 394,000 SH   DFND 1,5 40,600 0 353,400
TELADOC INC COM 87918A105 50,175 3,040,900 SH   DFND 1,5 110,900 0 2,930,000
TELADOC INC COM 87918A105 563 34,100 SH   DFND 7 34,100 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 25,841 1,422,203 SH   DFND 1,5 51,296 0 1,370,907
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 226 25,400 SH   DFND 1,5 0 0 25,400
TELEDYNE TECHNOLOGIES INC COM 879360105 354,674 2,883,531 SH   DFND 1,5 60,360 0 2,823,171
TELEDYNE TECHNOLOGIES INC COM 879360105 8,797 71,520 SH   DFND 6 71,520 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,828 31,120 SH   DFND 7 31,120 0 0
TELEFLEX INC COM 879369106 68,827 427,098 SH   DFND 1,5 40,698 0 386,400
TELEFLEX INC COM 879369106 14,505 90,007 SH   DFND 6 90,007 0 0
TELEFLEX INC COM 879369106 5,964 37,010 SH   DFND 7 37,010 0 0
TELEFONICA S A SPONSORED ADR 879382208 144 15,697 SH   DFND 1,5 0 0 15,697
TELEPHONE & DATA SYS INC COM NEW 879433829 60,699 2,102,489 SH   DFND 1,5 0 0 2,102,489
TELEPHONE & DATA SYS INC COM NEW 879433829 1,441 49,900 SH   DFND 7 49,900 0 0
TELETECH HOLDINGS INC COM 879939106 4,618 151,400 SH   DFND 1,5 0 0 151,400
TELIGENT INC NEW COM 87960W104 3,832 579,800 SH   DFND 6 579,800 0 0
TELIGENT INC NEW COM 87960W104 1,646 248,960 SH   DFND 7 248,960 0 0
TELUS CORP COM 87971M103 40,790 1,281,100 SH   DFND 1,5 0 0 1,281,100
TELUS CORP COM 87971M103 3,486 109,492 SH   DFND 6 49,430 0 60,062
TELUS CORP COM 87971M103 14,645 459,949 SH   DFND 7 459,949 0 0
TELUS CORP COM 87971M103 675,762 21,223,676 SH   DFND 11 18,253,376 0 2,970,300
TELUS CORP COM 87971M103 3,426 107,600 SH   DFND   107,600 0 0
TEMPUR SEALY INTL INC COM 88023U101 86,055 1,260,328 SH   DFND 1,5 36,450 0 1,223,878
TENARIS S A SPONSORED ADR 88031M109 397 11,128 SH   DFND 1,10 11,128 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 37,995 2,560,313 SH   DFND 1,5 11,450 0 2,548,863
TENNECO INC COM 880349105 341,685 5,469,584 SH   DFND 1,5 89,972 0 5,379,612
TENNECO INC COM 880349105 12,533 200,620 SH   DFND 6 200,620 0 0
TENNECO INC COM 880349105 13,009 208,250 SH   DFND 7 208,250 0 0
TERADATA CORP DEL COM 88076W103 3,152 116,022 SH   DFND 1,5 365 0 115,657
TERADATA CORP DEL COM 88076W103 1,128 41,526 SH   DFND 2 41,526 0 0
TERADATA CORP DEL COM 88076W103 427 15,733 SH   DFND 3 15,733 0 0
TEREX CORP NEW COM 880779103 47,195 1,496,841 SH   DFND 1,5 105,600 0 1,391,241
TERRENO RLTY CORP COM 88146M101 157,953 5,544,168 SH   DFND 1,5 2,322,412 0 3,221,756
TERRENO RLTY CORP COM 88146M101 13,076 458,969 SH   DFND 6 458,969 0 0
TERRENO RLTY CORP COM 88146M101 4,139 145,280 SH   DFND 7 0 0 145,280
TESARO INC COM 881569107 1,025,975 7,629,201 SH   DFND 1,5 246,524 0 7,382,677
TESARO INC COM 881569107 37,973 282,370 SH   DFND 6 282,370 0 0
TESARO INC COM 881569107 13,372 99,432 SH   DFND 7 99,432 0 0
TESCO CORP COM 88157K101 56,741 6,877,721 SH   DFND 1,5 0 0 6,877,721
TESCO CORP COM 88157K101 218 26,400 SH   DFND 7 26,400 0 0
TESLA MTRS INC COM 88160R101 4,459,346 20,868,296 SH   DFND 1,5 1,502,257 0 19,366,039
TESLA MTRS INC COM 88160R101 183,717 859,734 SH   DFND 1,9 399 0 859,335
TESLA MTRS INC COM 88160R101 36,855 172,471 SH   DFND 6 165,771 0 6,700
TESLA MTRS INC COM 88160R101 19,638 91,900 SH   DFND 7 71,200 0 20,700
TESLA MTRS INC COM 88160R101 12,394 58,000 SH   DFND 11 58,000 0 0
TESORO CORP COM 881609101 146,772 1,678,357 SH   DFND 1,5 170,479 0 1,507,878
TESORO CORP COM 881609101 3,267 37,363 SH   DFND 2 37,363 0 0
TESORO CORP COM 881609101 2,006 22,939 SH   DFND 3 22,939 0 0
TESSCO TECHNOLOGIES INC COM 872386107 7,079 544,564 SH   DFND 1,5 66,691 0 477,873
TESSERA HLDG CORP COM 88166T101 30,762 695,970 SH   DFND 1,9 200 0 695,770
TETRA TECHNOLOGIES INC DEL COM 88162F105 29,085 5,793,798 SH   DFND 1,5 0 0 5,793,798
TETRAPHASE PHARMACEUTICALS I COM 88165N105 7,934 1,968,748 SH   DFND 1,5 414 0 1,968,334
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 26,105 23,840,000 PRN   DFND 1,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,700,146 46,900,566 SH   DFND 1,5 2,360,551 0 44,540,015
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 38,414 1,059,700 SH   DFND 1,10 21,300 0 1,038,400
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 25,671 708,173 SH   DFND 3 708,173 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 66,549 1,835,847 SH   DFND 6 1,459,484 0 376,363
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 80,585 2,223,029 SH   DFND 7 1,101,301 0 1,121,728
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 372,588 10,278,300 SH   DFND 11 10,278,300 0 0
TEXAS INSTRS INC COM 882508104 733,124 10,046,918 SH   DFND 1,5 1,351,016 0 8,695,902
TEXAS INSTRS INC COM 882508104 23,315 319,512 SH   DFND 2 319,512 0 0
TEXAS INSTRS INC COM 882508104 34,828 477,291 SH   DFND 3 477,291 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 1,246 4,200 SH   DFND 11 4,200 0 0
TEXAS ROADHOUSE INC COM 882681109 42,909 889,500 SH   DFND 1,5 30,200 0 859,300
TEXTRON INC COM 883203101 281,572 5,798,429 SH   DFND 1,5 214,112 0 5,584,317
TEXTRON INC COM 883203101 4,195 86,379 SH   DFND 2 86,379 0 0
TEXTRON INC COM 883203101 1,627 33,513 SH   DFND 3 33,513 0 0
TFS FINL CORP COM 87240R107 16,165 849,000 SH   DFND 1,5 0 0 849,000
TFS FINL CORP COM 87240R107 15,425 810,160 SH   DFND 6 810,160 0 0
TFS FINL CORP COM 87240R107 6,542 343,602 SH   DFND 7 343,602 0 0
TG THERAPEUTICS INC COM 88322Q108 17,627 3,790,764 SH   DFND 1,5 0 0 3,790,764
THE TRADE DESK INC COM CL A 88339J105 1,165 42,100 SH   DFND 1,5 800 0 41,300
THE TRADE DESK INC COM CL A 88339J105 268 9,700 SH   DFND 1,9 0 0 9,700
THERAPEUTICSMD INC COM 88338N107 167,424 29,016,231 SH   DFND 1,5 28,718 0 28,987,513
THERAPEUTICSMD INC COM 88338N107 1,145 198,400 SH   DFND 6 198,400 0 0
THERAPEUTICSMD INC COM 88338N107 1,572 272,400 SH   DFND 7 272,400 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 7,958 7,000,000 PRN   DFND 1,5 0 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 176,227 5,527,836 SH   DFND 1,5 142,100 0 5,385,736
THERAVANCE BIOPHARMA INC COM G8807B106 1,269 39,800 SH   DFND 7 39,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 595,498 4,220,400 SH   DFND 1,5 199,124 0 4,021,276
THERMO FISHER SCIENTIFIC INC COM 883556102 17,818 126,280 SH   DFND 2 126,280 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 19,697 139,594 SH   DFND 3 139,594 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,596 39,660 SH   DFND 6 39,660 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 49,563 351,259 SH   DFND 7 44,189 0 307,070
THERMO FISHER SCIENTIFIC INC COM 883556102 1,455 10,312 SH   DFND 11 10,312 0 0
THIRD PT REINS LTD COM G8827U100 535 46,300 SH   DFND 1,5 0 0 46,300
THOMSON REUTERS CORP COM 884903105 772 17,644 SH   DFND 6 13,344 0 4,300
THOMSON REUTERS CORP COM 884903105 232 5,291 SH   DFND 7 5,291 0 0
THOMSON REUTERS CORP COM 884903105 71,852 1,641,800 SH   DFND 11 1,641,800 0 0
THOR INDS INC COM 885160101 3,132 31,300 SH   DFND 1,5 0 0 31,300
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 175 397,754 SH   DFND 1,5 4,000 0 393,754
TIFFANY & CO NEW COM 886547108 185,982 2,401,936 SH   DFND 1,5 146,836 0 2,255,100
TIFFANY & CO NEW COM 886547108 2,649 34,215 SH   DFND 2 34,215 0 0
TIFFANY & CO NEW COM 886547108 789 10,186 SH   DFND 3 10,186 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 925 78,400 SH   DFND 1,5 0 0 78,400
TIME INC NEW COM 887228104 20,001 1,120,488 SH   DFND 1,5 112,611 0 1,007,877
TIME WARNER INC COM NEW 887317303 913,053 9,458,753 SH   DFND 1,5 116,933 0 9,341,820
TIME WARNER INC COM NEW 887317303 23,796 246,512 SH   DFND 2 246,512 0 0
TIME WARNER INC COM NEW 887317303 78,444 812,640 SH   DFND 3 812,640 0 0
TIME WARNER INC COM NEW 887317303 18,508 191,732 SH   DFND 6 180,520 0 11,212
TIME WARNER INC COM NEW 887317303 42,554 440,840 SH   DFND 7 66,620 0 374,220
TIME WARNER INC COM NEW 887317303 68,845 713,200 SH   DFND 11 713,200 0 0
TITAN INTL INC ILL COM 88830M102 3,443 307,100 SH   DFND 1,5 0 0 307,100
TITAN MACHY INC COM 88830R101 47,119 3,233,984 SH   DFND 1,5 122,400 0 3,111,584
TIVO CORP COM 88870P106 21,145 1,011,741 SH   DFND 1,5 44,941 0 966,800
TIVO CORP COM 88870P106 79,914 3,823,637 SH   DFND 6 3,823,637 0 0
TIVO CORP COM 88870P106 11,602 555,107 SH   DFND 7 555,107 0 0
TJX COS INC NEW COM 872540109 2,920,897 38,877,910 SH   DFND 1,5 2,976,194 0 35,901,716
TJX COS INC NEW COM 872540109 15,657 208,397 SH   DFND 2 208,397 0 0
TJX COS INC NEW COM 872540109 23,857 317,541 SH   DFND 3 317,541 0 0
TJX COS INC NEW COM 872540109 11,812 157,224 SH   DFND 6 157,224 0 0
TJX COS INC NEW COM 872540109 75,792 1,008,805 SH   DFND 7 273,645 0 735,160
TOLL BROTHERS INC COM 889478103 168,136 5,423,733 SH   DFND 1,5 303,958 0 5,119,775
TOLL BROTHERS INC COM 889478103 11,021 355,520 SH   DFND 6 355,520 0 0
TOLL BROTHERS INC COM 889478103 4,062 131,030 SH   DFND 7 131,030 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 83,400 882,169 SH   DFND 1,5 0 0 882,169
TOPBUILD CORP COM 89055F103 67,534 1,897,023 SH   DFND 1,5 63,403 0 1,833,620
TOPBUILD CORP COM 89055F103 19,827 556,933 SH   DFND 6 556,933 0 0
TOPBUILD CORP COM 89055F103 4,909 137,900 SH   DFND 7 137,900 0 0
TORCHMARK CORP COM 891027104 227,972 3,090,726 SH   DFND 1,5 186,162 0 2,904,564
TORCHMARK CORP COM 891027104 2,602 35,276 SH   DFND 2 35,276 0 0
TORCHMARK CORP COM 891027104 5,892 79,874 SH   DFND 3 79,874 0 0
TORCHMARK CORP COM 891027104 20,938 283,870 SH   DFND 6 283,870 0 0
TORCHMARK CORP COM 891027104 30,919 419,190 SH   DFND 7 419,190 0 0
TORO CO COM 891092108 20,277 362,408 SH   DFND 1,5 166 0 362,242
TORONTO DOMINION BK ONT COM NEW 891160509 124,092 2,516,040 SH   DFND 1,5 0 0 2,516,040
TORONTO DOMINION BK ONT COM NEW 891160509 27,942 566,547 SH   DFND 1,10 147 0 566,400
TORONTO DOMINION BK ONT COM NEW 891160509 339 6,873 SH   DFND 3 6,873 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 61,787 1,252,772 SH   DFND 6 603,232 0 649,540
TORONTO DOMINION BK ONT COM NEW 891160509 78,095 1,583,430 SH   DFND 7 1,342,484 0 240,946
TORONTO DOMINION BK ONT COM NEW 891160509 2,573,783 52,184,977 SH   DFND 11 46,421,641 0 5,763,336
TOTAL S A SPONSORED ADR 89151E109 2,584 50,690 SH   DFND 1,5 0 0 50,690
TOTAL S A SPONSORED ADR 89151E109 3,206 62,893 SH   DFND 3 62,893 0 0
TOTAL SYS SVCS INC COM 891906109 429,872 8,767,535 SH   DFND 1,5 104,539 0 8,662,996
TOTAL SYS SVCS INC COM 891906109 14,346 292,605 SH   DFND 1,9 0 0 292,605
TOTAL SYS SVCS INC COM 891906109 2,593 52,887 SH   DFND 2 52,887 0 0
TOTAL SYS SVCS INC COM 891906109 2,206 44,992 SH   DFND 3 44,992 0 0
TOTAL SYS SVCS INC COM 891906109 12,487 254,683 SH   DFND 6 254,683 0 0
TOTAL SYS SVCS INC COM 891906109 4,599 93,799 SH   DFND 7 93,799 0 0
TOTAL SYS SVCS INC COM 891906109 13,307 271,400 SH   DFND 11 271,400 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 46,039 1,384,621 SH   DFND 1,5 0 0 1,384,621
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 6,882 58,717 SH   DFND 1,5 0 0 58,717
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 515 4,394 SH   DFND 3 4,394 0 0
TPG SPECIALTY LENDING INC COM 87265K102 62,011 3,319,627 SH   DFND 1,5 99,270 0 3,220,357
TPG SPECIALTY LENDING INC COM 87265K102 456 24,414 SH   DFND 6 24,414 0 0
TPI COMPOSITES INC COM 87266J104 17,503 1,091,187 SH   DFND 1,5 0 0 1,091,187
TRACTOR SUPPLY CO COM 892356106 30,980 408,649 SH   DFND 1,5 149 0 408,500
TRACTOR SUPPLY CO COM 892356106 3,181 41,958 SH   DFND 2 41,958 0 0
TRACTOR SUPPLY CO COM 892356106 2,703 35,659 SH   DFND 3 35,659 0 0
TRACTOR SUPPLY CO COM 892356106 6,989 92,190 SH   DFND 6 92,190 0 0
TRACTOR SUPPLY CO COM 892356106 2,568 33,870 SH   DFND 7 33,870 0 0
TRANSCANADA CORP COM 89353D107 17,088 378,968 SH   DFND 1,5 1,268 0 377,700
TRANSCANADA CORP COM 89353D107 978 21,700 SH   DFND 6 13,735 0 7,965
TRANSCANADA CORP COM 89353D107 25,399 563,304 SH   DFND 7 520,104 0 43,200
TRANSCANADA CORP COM 89353D107 732,662 16,248,900 SH   DFND 11 15,416,000 0 832,900
TRANSDIGM GROUP INC COM 893641100 594,066 2,386,192 SH   DFND 1,5 124,809 0 2,261,383
TRANSDIGM GROUP INC COM 893641100 3,991 16,030 SH   DFND 2 16,030 0 0
TRANSDIGM GROUP INC COM 893641100 434 1,744 SH   DFND 3 1,744 0 0
TRANSGENOMIC INC COM NEW 89365K305 68 250,000 SH   DFND 1,5 0 0 250,000
TRANSGLOBE ENERGY CORP COM 893662106 465 275,000 SH   DFND 1,5 275,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,834 124,447 SH   DFND 2 124,447 0 0
TRANSOCEAN LTD REG SHS H8817H100 648 43,946 SH   DFND 3 43,946 0 0
TRANSUNION COM 89400J107 173,819 5,619,747 SH   DFND 1,5 407,462 0 5,212,285
TRAVELERS COMPANIES INC COM 89417E109 508,908 4,157,067 SH   DFND 1,5 255 0 4,156,812
TRAVELERS COMPANIES INC COM 89417E109 11,117 90,807 SH   DFND 2 90,807 0 0
TRAVELERS COMPANIES INC COM 89417E109 18,565 151,654 SH   DFND 3 151,654 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,882 48,044 SH   DFND 6 35,044 0 13,000
TRAVELERS COMPANIES INC COM 89417E109 23,798 194,400 SH   DFND 7 154,100 0 40,300
TRAVELPORT WORLDWIDE LTD SHS G9019D104 115,768 8,210,517 SH   DFND 1,5 3,467 0 8,207,050
TREEHOUSE FOODS INC COM 89469A104 228,197 3,161,065 SH   DFND 1,5 0 0 3,161,065
TREEHOUSE FOODS INC COM 89469A104 20,822 288,434 SH   DFND 6 267,134 0 21,300
TREEHOUSE FOODS INC COM 89469A104 8,316 115,200 SH   DFND 7 95,400 0 19,800
TREVENA INC COM 89532E109 39,309 6,685,148 SH   DFND 1,5 91,605 0 6,593,543
TREVENA INC COM 89532E109 285 48,400 SH   DFND 6 48,400 0 0
TREX CO INC COM 89531P105 3,426 53,200 SH   DFND 1,5 0 0 53,200
TRI POINTE GROUP INC COM 87265H109 14,823 1,291,160 SH   DFND 1,5 1,918 0 1,289,242
TRI POINTE GROUP INC COM 87265H109 8,119 707,200 SH   DFND 11 707,200 0 0
TRIBUNE MEDIA CO CL A 896047503 23,671 676,695 SH   DFND 1,5 5,000 0 671,695
TRICO BANCSHARES COM 896095106 13,703 400,901 SH   DFND 1,5 43,417 0 357,484
TRIMAS CORP COM NEW 896215209 93,330 3,971,487 SH   DFND 1,5 86,856 0 3,884,631
TRIMBLE INC COM 896239100 192,433 6,382,510 SH   DFND 1,5 759,200 0 5,623,310
TRIMBLE INC COM 896239100 259,183 8,596,459 SH   DFND 1,9 1,172 0 8,595,287
TRIMBLE INC COM 896239100 17,137 568,400 SH   DFND 7 568,400 0 0
TRINET GROUP INC COM 896288107 14,644 571,601 SH   DFND 1,5 0 0 571,601
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 20,086 15,700,000 PRN   DFND 1,5 0 0 0
TRINSEO S A SHS L9340P101 116,387 1,962,675 SH   DFND 1,5 1,242 0 1,961,433
TRIO TECH INTL COM NEW 896712205 924 277,400 SH   DFND 1,5 30,500 0 246,900
TRIPADVISOR INC COM 896945201 88,721 1,913,328 SH   DFND 1,5 89,611 0 1,823,717
TRIPADVISOR INC COM 896945201 1,694 36,538 SH   DFND 2 36,538 0 0
TRIPLE-S MGMT CORP CL B 896749108 46,490 2,245,900 SH   DFND 1,5 272,800 0 1,973,100
TRIUMPH GROUP INC NEW COM 896818101 448 16,900 SH   DFND 6 16,900 0 0
TRIUMPH GROUP INC NEW COM 896818101 556 20,980 SH   DFND 7 5,280 0 15,700
TRONC INC COM 89703P107 204 14,693 SH   DFND 1,5 5,000 0 9,693
TRONOX LTD SHS CL A Q9235V101 8,561 830,342 SH   DFND 1,5 13,142 0 817,200
TRUEBLUE INC COM 89785X101 19,377 786,093 SH   DFND 1,5 136,893 0 649,200
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 2,111 450,000 SH   DFND 1,5 0 0 450,000
TTM TECHNOLOGIES INC COM 87305R109 18,240 1,338,245 SH   DFND 1,5 119,712 0 1,218,533
TUNIU CORP SPONSORED ADS CL 89977P106 8,550 977,147 SH   DFND 1,9 0 0 977,147
TUPPERWARE BRANDS CORP COM 899896104 133,918 2,545,006 SH   DFND 1,5 81,099 0 2,463,907
TUPPERWARE BRANDS CORP COM 899896104 15,096 286,880 SH   DFND 3 286,880 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,062 20,180 SH   DFND 6 20,180 0 0
TURQUOISE HILL RES LTD COM 900435108 752 234,300 SH   DFND 1,5 0 0 234,300
TURQUOISE HILL RES LTD COM 900435108 751 234,008 SH   DFND 6 234,008 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 37,033 1,358,992 SH   DFND 1,5 86,778 0 1,272,214
TWENTY FIRST CENTY FOX INC CL A 90130A101 266,770 9,513,916 SH   DFND 1,5 258,706 0 9,255,210
TWENTY FIRST CENTY FOX INC CL B 90130A200 4,243 155,713 SH   DFND 2 155,713 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 9,491 338,476 SH   DFND 2 338,476 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,212 44,482 SH   DFND 3 44,482 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,250 222,879 SH   DFND 3 222,879 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,644 94,309 SH   DFND 6 94,309 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 22,693 809,293 SH   DFND 7 86,773 0 722,520
TWILIO INC CL A 90138F102 145,384 5,039,295 SH   DFND 1,5 210,419 0 4,828,876
TWILIO INC CL A 90138F102 816 28,287 SH   DFND 1,9 0 0 28,287
TWITTER INC NOTE 1.000% 9/1 90184LAD4 113,970 123,880,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 73,517 4,510,237 SH   DFND 1,5 889,332 0 3,620,905
TWITTER INC NOTE 0.250% 9/1 90184LAB8 47,433 50,730,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 2,051 125,852 SH   DFND 1,9 0 0 125,852
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,712 2,900,000 PRN   DFND 6 0 0 0
TWITTER INC COM 90184L102 535 32,800 SH   DFND 6 32,800 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 6,693 7,275,000 PRN   DFND 6 0 0 0
TWITTER INC COM 90184L102 22,461 1,378,000 SH   DFND 11 1,378,000 0 0
TWO HBRS INVT CORP COM 90187B101 52,428 6,012,402 SH   DFND 1,5 8,300 0 6,004,102
TYLER TECHNOLOGIES INC COM 902252105 50,865 356,271 SH   DFND 1,5 1,550 0 354,721
TYLER TECHNOLOGIES INC COM 902252105 30,586 214,231 SH   DFND 6 214,231 0 0
TYLER TECHNOLOGIES INC COM 902252105 12,390 86,780 SH   DFND 7 86,780 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 21,810 322,400 SH   DFND 1,5 94,300 0 228,100
TYSON FOODS INC CL A 902494103 51,668 837,685 SH   DFND 1,5 172,497 0 665,188
TYSON FOODS INC CL A 902494103 5,729 92,885 SH   DFND 2 92,885 0 0
TYSON FOODS INC CL A 902494103 6,397 103,706 SH   DFND 3 103,706 0 0
TYSON FOODS INC CL A 902494103 202 3,280 SH   DFND 6 3,280 0 0
TYSON FOODS INC CL A 902494103 4,892 79,317 SH   DFND 7 79,317 0 0
U S PHYSICAL THERAPY INC COM 90337L108 15,585 222,014 SH   DFND 1,5 12,114 0 209,900
U S SILICA HLDGS INC COM 90346E103 174,376 3,076,500 SH   DFND 1,5 720,000 0 2,356,500
U S SILICA HLDGS INC COM 90346E103 9,165 161,700 SH   DFND 6 161,700 0 0
U S SILICA HLDGS INC COM 90346E103 3,809 67,200 SH   DFND 7 67,200 0 0
UBIQUITI NETWORKS INC COM 90347A100 3,006 52,000 SH   DFND 1,5 52,000 0 0
UBS GROUP AG SHS H42097107 479,534 30,608,935 SH   DFND 1,5 1,569,651 0 29,039,284
UBS GROUP AG SHS H42097107 56,720 3,621,210 SH   DFND 1,10 72,170 0 3,549,040
UBS GROUP AG SHS H42097107 11,373 726,070 SH   DFND 6 459,250 0 266,820
UBS GROUP AG SHS H42097107 11,426 729,500 SH   DFND 7 482,190 0 247,310
UDR INC COM 902653104 714,887 19,596,670 SH   DFND 1,5 14,306,821 0 5,289,849
UDR INC COM 902653104 3,117 85,432 SH   DFND 2 85,432 0 0
UDR INC COM 902653104 1,525 41,803 SH   DFND 3 41,803 0 0
UDR INC COM 902653104 14,972 410,421 SH   DFND 6 410,421 0 0
UDR INC COM 902653104 20,640 565,800 SH   DFND 7 565,800 0 0
UFP TECHNOLOGIES INC COM 902673102 2,545 100,000 SH   DFND 1,5 100,000 0 0
UGI CORP NEW COM 902681105 9,128 198,100 SH   DFND 1,5 0 0 198,100
ULTA SALON COSMETCS & FRAG I COM 90384S303 190,081 745,592 SH   DFND 1,5 27,596 0 717,996
ULTA SALON COSMETCS & FRAG I COM 90384S303 4,778 18,741 SH   DFND 2 18,741 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 2,216 8,693 SH   DFND 3 8,693 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 229 900 SH   DFND 6 900 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 306 1,200 SH   DFND   1,200 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 600,576 3,293,536 SH   DFND 1,5 234,210 0 3,059,326
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,883 21,292 SH   DFND 1,9 0 0 21,292
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 411,383 5,850,985 SH   DFND 1,5 390,880 0 5,460,105
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 214 3,040 SH   DFND 6 3,040 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,025 28,800 SH   DFND 7 28,800 0 0
ULTRATECH INC COM 904034105 638 26,600 SH   DFND 1,9 0 0 26,600
UMB FINL CORP COM 902788108 282,885 3,668,109 SH   DFND 1,5 38,700 0 3,629,409
UMH PPTYS INC CV RED PFD-A 903002202 18,309 712,131 SH   DFND 1,5 0 0 712,131
UMPQUA HLDGS CORP COM 904214103 9,345 497,600 SH   DFND 6 497,600 0 0
UMPQUA HLDGS CORP COM 904214103 860 45,800 SH   DFND 7 45,800 0 0
UNDER ARMOUR INC CL C 904311206 76,410 3,035,746 SH   DFND 1,5 411,627 0 2,624,119
UNDER ARMOUR INC CL A 904311107 32,674 1,124,748 SH   DFND 1,5 211,471 0 913,277
UNDER ARMOUR INC CL A 904311107 1,706 58,737 SH   DFND 2 58,737 0 0
UNDER ARMOUR INC CL C 904311206 1,487 59,066 SH   DFND 2 59,066 0 0
UNDER ARMOUR INC CL A 904311107 746 25,675 SH   DFND 3 25,675 0 0
UNIFIRST CORP MASS COM 904708104 33,557 233,600 SH   DFND 1,5 0 0 233,600
UNILEVER N V N Y SHS NEW 904784709 110,666 2,695,217 SH   DFND 1,5 109,217 0 2,586,000
UNILEVER N V N Y SHS NEW 904784709 10,116 246,376 SH   DFND 3 246,376 0 0
UNILEVER N V N Y SHS NEW 904784709 1,248 30,400 SH   DFND 6 30,400 0 0
UNILEVER PLC SPON ADR NEW 904767704 656 16,124 SH   DFND 3 16,124 0 0
UNION BANKSHARES CORP NEW COM 90539J109 418 11,690 SH   DFND 3 11,690 0 0
UNION PAC CORP COM 907818108 351,695 3,392,118 SH   DFND 1,5 398,498 0 2,993,620
UNION PAC CORP COM 907818108 27,314 263,448 SH   DFND 2 263,448 0 0
UNION PAC CORP COM 907818108 38,480 371,143 SH   DFND 3 371,143 0 0
UNION PAC CORP COM 907818108 1,586 15,300 SH   DFND 6 15,300 0 0
UNION PAC CORP COM 907818108 16,095 155,238 SH   DFND 7 0 0 155,238
UNION PAC CORP COM 907818108 1,389 13,400 SH   DFND 11 13,400 0 0
UNIQURE NV SHS N90064101 3,488 622,918 SH   DFND 1,5 7,600 0 615,318
UNIQURE NV SHS N90064101 58 10,400 SH   DFND 7 10,400 0 0
UNIQURE NV SHS N90064101 3,034 541,800 SH   DFND 11 541,800 0 0
UNISYS CORP COM NEW 909214306 109,097 7,297,470 SH   DFND 1,5 0 0 7,297,470
UNISYS CORP COM NEW 909214306 3,215 215,028 SH   DFND 6 215,028 0 0
UNIT CORP COM 909218109 173,416 6,453,900 SH   DFND 1,5 1,803,700 0 4,650,200
UNITED BANKSHARES INC WEST V COM 909907107 284 6,136 SH   DFND 3 6,136 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 15,897 536,683 SH   DFND 1,5 43,483 0 493,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 25,383 856,967 SH   DFND 6 856,967 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 9,985 337,100 SH   DFND 7 337,100 0 0
UNITED CONTL HLDGS INC COM 910047109 443,264 6,082,106 SH   DFND 1,5 1,150,872 0 4,931,234
UNITED CONTL HLDGS INC COM 910047109 6,727 92,300 SH   DFND 2 92,300 0 0
UNITED CONTL HLDGS INC COM 910047109 4,177 57,311 SH   DFND 3 57,311 0 0
UNITED CONTL HLDGS INC COM 910047109 11,134 152,770 SH   DFND 6 143,270 0 9,500
UNITED CONTL HLDGS INC COM 910047109 38,296 525,469 SH   DFND 7 525,469 0 0
UNITED CONTL HLDGS INC COM 910047109 40,994 562,480 SH   DFND 11 562,480 0 0
UNITED NAT FOODS INC COM 911163103 240,674 5,043,454 SH   DFND 1,5 298,221 0 4,745,233
UNITED NAT FOODS INC COM 911163103 24,108 505,200 SH   DFND 6 505,200 0 0
UNITED NAT FOODS INC COM 911163103 4,720 98,900 SH   DFND 7 98,900 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,522,719 13,282,616 SH   DFND 1,5 837,352 0 12,445,264
UNITED PARCEL SERVICE INC CL B 911312106 25,263 220,372 SH   DFND 2 220,372 0 0
UNITED PARCEL SERVICE INC CL B 911312106 138,343 1,206,760 SH   DFND 3 1,206,760 0 0
UNITED PARCEL SERVICE INC CL B 911312106 23,638 206,189 SH   DFND 6 206,189 0 0
UNITED PARCEL SERVICE INC CL B 911312106 68,141 594,395 SH   DFND 7 44,223 0 550,172
UNITED RENTALS INC COM 911363109 363,048 3,438,602 SH   DFND 1,5 477,129 0 2,961,473
UNITED RENTALS INC COM 911363109 2,843 26,924 SH   DFND 2 26,924 0 0
UNITED RENTALS INC COM 911363109 568 5,377 SH   DFND 3 5,377 0 0
UNITED STATES CELLULAR CORP COM 911684108 25,742 588,796 SH   DFND 1,5 0 0 588,796
UNITED STATES CELLULAR CORP COM 911684108 205 4,700 SH   DFND 7 4,700 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,764,501 16,096,520 SH   DFND 1,5 472,945 0 15,623,575
UNITED TECHNOLOGIES CORP COM 913017109 26,835 244,798 SH   DFND 2 244,798 0 0
UNITED TECHNOLOGIES CORP COM 913017109 112,728 1,028,356 SH   DFND 3 1,028,356 0 0
UNITED TECHNOLOGIES CORP COM 913017109 43,012 392,371 SH   DFND 6 353,789 0 38,582
UNITED TECHNOLOGIES CORP COM 913017109 147,449 1,345,088 SH   DFND 7 582,629 0 762,459
UNITED TECHNOLOGIES CORP COM 913017109 1,261 11,500 SH   DFND 11 11,500 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 579,493 4,040,250 SH   DFND 1,5 400,078 0 3,640,172
UNITEDHEALTH GROUP INC COM 91324P102 8,646,197 54,025,222 SH   DFND 1,5 4,235,212 0 49,790,010
UNITEDHEALTH GROUP INC COM 91324P102 48,696 304,272 SH   DFND 2 304,272 0 0
UNITEDHEALTH GROUP INC COM 91324P102 59,124 369,430 SH   DFND 3 369,430 0 0
UNITEDHEALTH GROUP INC COM 91324P102 26,057 162,818 SH   DFND 6 134,591 0 28,227
UNITEDHEALTH GROUP INC COM 91324P102 146,801 917,277 SH   DFND 7 377,917 0 539,360
UNIVAR INC COM 91336L107 415,138 14,633,004 SH   DFND 1,5 761,216 0 13,871,788
UNIVAR INC COM 91336L107 11,008 388,000 SH   DFND 6 388,000 0 0
UNIVAR INC COM 91336L107 4,627 163,100 SH   DFND 7 163,100 0 0
UNIVAR INC COM 91336L107 52,606 1,854,294 SH   DFND 11 1,854,294 0 0
UNIVERSAL CORP VA COM 913456109 78,868 1,237,149 SH   DFND 1,5 37,149 0 1,200,000
UNIVERSAL DISPLAY CORP COM 91347P105 6,231 110,681 SH   DFND 1,9 167 0 110,514
UNIVERSAL FST PRODS INC COM 913543104 17,899 175,174 SH   DFND 1,5 174 0 175,000
UNIVERSAL HLTH SVCS INC CL B 913903100 371,744 3,494,491 SH   DFND 1,5 75,262 0 3,419,229
UNIVERSAL HLTH SVCS INC CL B 913903100 3,049 28,665 SH   DFND 2 28,665 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 499 4,694 SH   DFND 3 4,694 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 415 3,900 SH   DFND 6 3,900 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,464 23,158 SH   DFND 7 23,158 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 7,888 277,750 SH   DFND 1,5 47,370 0 230,380
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 33,508 2,049,419 SH   DFND 1,5 210,029 0 1,839,390
UNIVERSAL SEC INSTRS INC COM NEW 913821302 58 15,800 SH   DFND 1,5 1,817 0 13,983
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,365 101,000 SH   DFND 1,5 11,300 0 89,700
UNIVEST CORP PA COM 915271100 10,650 344,654 SH   DFND 6 344,654 0 0
UNIVEST CORP PA COM 915271100 1,952 63,180 SH   DFND 7 63,180 0 0
UNUM GROUP COM 91529Y106 909,872 20,711,871 SH   DFND 1,5 2,049,710 0 18,662,161
UNUM GROUP COM 91529Y106 3,260 74,203 SH   DFND 2 74,203 0 0
UNUM GROUP COM 91529Y106 242 5,504 SH   DFND 3 5,504 0 0
UNUM GROUP COM 91529Y106 3,295 75,000 SH   DFND 7 75,000 0 0
URBAN EDGE PPTYS COM 91704F104 337,940 12,284,276 SH   DFND 1,5 3,470,614 0 8,813,662
URBAN EDGE PPTYS COM 91704F104 46,104 1,675,911 SH   DFND 6 1,675,911 0 0
URBAN EDGE PPTYS COM 91704F104 15,919 578,650 SH   DFND 7 145,200 0 433,450
URBAN OUTFITTERS INC COM 917047102 153,641 5,394,702 SH   DFND 1,5 700,950 0 4,693,752
URBAN OUTFITTERS INC COM 917047102 804 28,240 SH   DFND 2 28,240 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,152 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 3,412,739 66,434,466 SH   DFND 1,5 3,136,991 0 63,297,475
US BANCORP DEL COM NEW 902973304 26,237 510,745 SH   DFND 2 510,745 0 0
US BANCORP DEL COM NEW 902973304 103,344 2,011,761 SH   DFND 3 2,011,761 0 0
US BANCORP DEL COM NEW 902973304 35,851 697,907 SH   DFND 6 634,607 0 63,300
US BANCORP DEL COM NEW 902973304 71,979 1,401,179 SH   DFND 7 559,800 0 841,379
US ECOLOGY INC COM 91732J102 36,366 739,892 SH   DFND 1,5 86,155 0 653,737
US FOODS HLDG CORP COM 912008109 166,742 6,067,750 SH   DFND 1,5 79,326 0 5,988,424
US FOODS HLDG CORP COM 912008109 29,473 1,072,543 SH   DFND 6 1,072,543 0 0
US FOODS HLDG CORP COM 912008109 5,117 186,200 SH   DFND 7 186,200 0 0
USANA HEALTH SCIENCES INC COM 90328M107 87,885 1,436,024 SH   DFND 1,5 636,024 0 800,000
UTAH MED PRODS INC COM 917488108 34,463 473,721 SH   DFND 1,5 85,171 0 388,550
V F CORP COM 918204108 511,242 9,582,793 SH   DFND 1,5 365,576 0 9,217,217
V F CORP COM 918204108 5,645 105,803 SH   DFND 2 105,803 0 0
V F CORP COM 918204108 4,352 81,582 SH   DFND 3 81,582 0 0
V F CORP COM 918204108 6,274 117,600 SH   DFND 7 117,600 0 0
VAIL RESORTS INC COM 91879Q109 403,180 2,499,411 SH   DFND 1,5 44,335 0 2,455,076
VAIL RESORTS INC COM 91879Q109 3,388 21,000 SH   DFND 7 21,000 0 0
VALE S A ADR REPSTG PFD 91912E204 105,652 15,334,100 SH   DFND 1,5 529,700 0 14,804,400
VALE S A ADR REPSTG PFD 91912E204 3,073 446,053 SH   DFND 6 357,553 0 88,500
VALE S A ADR REPSTG PFD 91912E204 2,925 424,500 SH   DFND 7 424,500 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 25,517 1,757,369 SH   DFND 1,5 14,915 0 1,742,454
VALEANT PHARMACEUTICALS INTL COM 91911K102 5,706 393,000 SH   DFND 11 393,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 138,273 2,023,896 SH   DFND 1,5 117,832 0 1,906,064
VALERO ENERGY CORP NEW COM 91913Y100 9,886 144,706 SH   DFND 2 144,706 0 0
VALERO ENERGY CORP NEW COM 91913Y100 9,398 137,552 SH   DFND 3 137,552 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,719 39,800 SH   DFND 7 39,800 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,015 29,500 SH   DFND 11 29,500 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 105,372 1,915,500 SH   DFND 1,5 220,900 0 1,694,600
VALIDUS HOLDINGS LTD COM SHS G9319H102 241 4,385 SH   DFND 3 4,385 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 7,944 144,407 SH   DFND 6 144,407 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,284 59,700 SH   DFND 7 59,700 0 0
VALLEY NATL BANCORP COM 919794107 20,846 1,790,866 SH   DFND 1,5 66 0 1,790,800
VALMONT INDS INC COM 920253101 70,563 500,800 SH   DFND 1,5 0 0 500,800
VALSPAR CORP COM 920355104 25,259 243,790 SH   DFND 1,5 0 0 243,790
VALVOLINE INC COM 92047W101 15,330 713,000 SH   DFND 1,5 0 0 713,000
VANDA PHARMACEUTICALS INC COM 921659108 15,891 996,271 SH   DFND 1,5 0 0 996,271
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 2,858 219,200 SH   DFND 1,5 0 0 219,200
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 183,641 8,778,272 SH   DFND 1,5 3,964,725 0 4,813,547
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 4,348 84,700 SH   DFND 1,5 11,000 0 73,700
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 19,775 248,903 SH   DFND 6 248,903 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 3,531 37,959 SH   DFND 1,5 1,611 0 36,348
VANGUARD INDEX FDS TOTAL STK MKT 922908769 21,319 184,869 SH   DFND 3 184,869 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 6,432 31,218 SH   DFND 3 31,218 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 706 7,336 SH   DFND 3 7,336 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 22,959 235,502 SH   DFND 3 235,502 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 1,315 9,958 SH   DFND 3 9,958 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 102,581 847,777 SH   DFND 3 847,777 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 85,368 661,972 SH   DFND 3 661,972 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 67,376 637,606 SH   DFND 3 637,606 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 649,899 6,987,408 SH   DFND 3 6,987,408 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 5,065 37,912 SH   DFND 3 37,912 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 307,763 2,994,681 SH   DFND 3 2,994,681 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 530,242 4,756,390 SH   DFND 3 4,756,390 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,369 40,826 SH   DFND 3 40,826 0 0
VANGUARD INDEX FDS REIT ETF 922908553 462 5,599 SH   DFND 6 0 0 5,599
VANGUARD INDEX FDS VALUE ETF 922908744 20,142 216,557 SH   DFND 7 216,557 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3,212 67,000 SH   DFND 1,5 9,300 0 57,700
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,712 75,809 SH   DFND 1,5 1,625 0 74,184
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,748 48,856 SH   DFND 3 48,856 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 7,082 147,726 SH   DFND 3 147,726 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,211 27,402 SH   DFND 3 27,402 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 541 8,851 SH   DFND 3 8,851 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,269 63,421 SH   DFND 6 0 0 63,421
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 3,147 36,948 SH   DFND 3 36,948 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 926 20,181 SH   DFND 3 20,181 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,807 49,445 SH   DFND 3 49,445 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,132 58,357 SH   DFND 7 58,357 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,537 33,480 SH   DFND 3 33,480 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 264 3,030 SH   DFND 3 3,030 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 3,226 29,483 SH   DFND 7 29,483 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,914 15,096 SH   DFND 1,5 268 0 14,828
VANGUARD WORLD FDS MATERIALS ETF 92204A801 1,121 9,970 SH   DFND 1,5 51 0 9,919
VANGUARD WORLD FDS TELCOMM ETF 92204A884 333 3,327 SH   DFND 1,5 0 0 3,327
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 1,109 8,616 SH   DFND 1,5 0 0 8,616
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 398 3,337 SH   DFND 1,5 96 0 3,241
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 351,876 5,928,829 SH   DFND 3 5,928,829 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 1,031 8,410 SH   DFND 3 8,410 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 524 4,134 SH   DFND 3 4,134 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 313 2,337 SH   DFND 3 2,337 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 5,685 50,561 SH   DFND 7 50,561 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 3,677 27,444 SH   DFND 7 27,444 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 14,238 119,383 SH   DFND 7 119,383 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 15,632 121,487 SH   DFND 7 121,487 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 3,662 36,568 SH   DFND 7 36,568 0 0
VANTIV INC CL A 92210H105 175,271 2,939,806 SH   DFND 1,5 115,112 0 2,824,694
VANTIV INC CL A 92210H105 19,607 328,872 SH   DFND 1,9 0 0 328,872
VARIAN MED SYS INC COM 92220P105 9,428 105,007 SH   DFND 1,5 45,007 0 60,000
VARIAN MED SYS INC COM 92220P105 2,681 29,861 SH   DFND 2 29,861 0 0
VARIAN MED SYS INC COM 92220P105 9,188 102,338 SH   DFND 3 102,338 0 0
VARONIS SYS INC COM 922280102 4,170 155,613 SH   DFND 1,5 25 0 155,588
VCA INC COM 918194101 96,698 1,408,570 SH   DFND 1,5 370 0 1,408,200
VECTOR GROUP LTD FRNT 1/1 92240MAY4 45,981 29,523,000 PRN   DFND 1,5 0 0 0
VECTREN CORP COM 92240G101 306 5,868 SH   DFND 3 5,868 0 0
VEEVA SYS INC CL A COM 922475108 10,175 250,000 SH   DFND 1,5 0 0 250,000
VEEVA SYS INC CL A COM 922475108 8,537 209,760 SH   DFND 1,9 164 0 209,596
VENTAS INC COM 92276F100 1,158,294 18,526,779 SH   DFND 1,5 8,556,566 0 9,970,213
VENTAS INC COM 92276F100 7,077 113,201 SH   DFND 2 113,201 0 0
VENTAS INC COM 92276F100 24,339 389,306 SH   DFND 3 389,306 0 0
VENTAS INC COM 92276F100 62,283 996,205 SH   DFND 6 981,779 0 14,426
VENTAS INC COM 92276F100 23,055 368,763 SH   DFND 7 62,218 0 306,545
VERA BRADLEY INC COM 92335C106 9,845 840,000 SH   DFND 1,5 97,800 0 742,200
VERASTEM INC COM 92337C104 1,009 901,200 SH   DFND 1,5 1,200 0 900,000
VEREIT INC COM 92339V100 612,850 72,440,873 SH   DFND 1,5 33,881,846 0 38,559,027
VEREIT INC COM 92339V100 37,198 4,396,899 SH   DFND 6 4,396,899 0 0
VEREIT INC COM 92339V100 14,212 1,679,953 SH   DFND 7 281,400 0 1,398,553
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 67,770 30,450,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 172,712 2,270,438 SH   DFND 1,5 5,538 0 2,264,900
VERISIGN INC COM 92343E102 2,212 29,084 SH   DFND 2 29,084 0 0
VERISIGN INC COM 92343E102 1,301 17,109 SH   DFND 3 17,109 0 0
VERISIGN INC COM 92343E102 342 4,500 SH   DFND 6 4,500 0 0
VERISK ANALYTICS INC COM 92345Y106 34,195 421,280 SH   DFND 1,5 150 0 421,130
VERISK ANALYTICS INC COM 92345Y106 4,041 49,783 SH   DFND 2 49,783 0 0
VERISK ANALYTICS INC COM 92345Y106 877 10,809 SH   DFND 3 10,809 0 0
VERISK ANALYTICS INC COM 92345Y106 3,212 39,570 SH   DFND 6 39,570 0 0
VERISK ANALYTICS INC COM 92345Y106 4,589 56,531 SH   DFND 7 56,531 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,225,191 41,685,847 SH   DFND 1,5 1,837,757 0 39,848,090
VERIZON COMMUNICATIONS INC COM 92343V104 69,565 1,303,201 SH   DFND 2 1,303,201 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 185,859 3,481,815 SH   DFND 3 3,481,815 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 24,613 461,088 SH   DFND 6 416,696 0 44,392
VERIZON COMMUNICATIONS INC COM 92343V104 96,697 1,811,486 SH   DFND 7 1,270,557 0 540,929
VERMILLION INC COM NEW 92407M206 4,990 5,252,463 SH   DFND 1,5 0 0 5,252,463
VERSARTIS INC COM 92529L102 61,513 4,128,376 SH   DFND 1,5 215,263 0 3,913,113
VERSUM MATLS INC COM 92532W103 4,938 175,910 SH   DFND 1,5 36,040 0 139,870
VERTEX PHARMACEUTICALS INC COM 92532F100 1,431,209 19,427,293 SH   DFND 1,5 315,413 0 19,111,880
VERTEX PHARMACEUTICALS INC COM 92532F100 5,841 79,290 SH   DFND 2 79,290 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 8,938 121,326 SH   DFND 3 121,326 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 11,127 151,040 SH   DFND 6 139,440 0 11,600
VERTEX PHARMACEUTICALS INC COM 92532F100 23,415 317,839 SH   DFND 7 211,700 0 106,139
VIACOM INC NEW CL B 92553P201 197,478 5,626,164 SH   DFND 1,5 125,964 0 5,500,200
VIACOM INC NEW CL A 92553P102 17,325 450,000 SH   DFND 1,5 200,000 0 250,000
VIACOM INC NEW CL B 92553P201 3,898 111,049 SH   DFND 2 111,049 0 0
VIACOM INC NEW CL B 92553P201 737 20,987 SH   DFND 3 20,987 0 0
VIACOM INC NEW CL B 92553P201 6,996 199,320 SH   DFND 6 199,320 0 0
VIACOM INC NEW CL B 92553P201 31,087 885,664 SH   DFND 7 70,266 0 815,398
VIASAT INC COM 92552V100 401 6,051 SH   DFND 1,5 0 0 6,051
VIAVI SOLUTIONS INC COM 925550105 2,330 284,870 SH   DFND 1,5 0 0 284,870
VICAL INC COM NEW 925602203 2,316 1,006,875 SH   DFND 1,5 800 0 1,006,075
VIEWRAY INC COM 92672L107 25,008 7,989,923 SH   DFND 4 7,989,923 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 2,233 72,255 SH   DFND 1,5 72,255 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 28,529 7,410,122 SH   DFND 1,5 218,959 0 7,191,163
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 118,649 10,776,500 SH   DFND 1,5 2,833,300 0 7,943,200
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 102,715 9,329,213 SH   DFND 1,9 309,000 0 9,020,213
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,591 144,500 SH   DFND 11 144,500 0 0
VIRTU FINL INC CL A 928254101 29,648 1,858,835 SH   DFND 1,5 61,569 0 1,797,266
VIRTU FINL INC CL A 928254101 258 16,200 SH   DFND 6 16,200 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 2,514 21,300 SH   DFND 1,5 0 0 21,300
VIRTUSA CORP COM 92827P102 44,817 1,784,131 SH   DFND 1,5 2,261 0 1,781,870
VIRTUSA CORP COM 92827P102 289 11,500 SH   DFND 1,9 0 0 11,500
VIRTUSA CORP COM 92827P102 46,147 1,837,068 SH   DFND 6 1,837,068 0 0
VIRTUSA CORP COM 92827P102 7,748 308,450 SH   DFND 7 308,450 0 0
VIRTUSA CORP COM 92827P102 13,893 553,070 SH   DFND 11 553,070 0 0
VISA INC COM CL A 92826C839 6,734,958 86,323,487 SH   DFND 1,5 6,751,156 0 79,572,331
VISA INC COM CL A 92826C839 817 10,478 SH   DFND 1,9 0 0 10,478
VISA INC COM CL A 92826C839 70,616 905,100 SH   DFND 1,10 18,200 0 886,900
VISA INC COM CL A 92826C839 46,580 597,020 SH   DFND 2 597,020 0 0
VISA INC COM CL A 92826C839 62,531 801,477 SH   DFND 3 801,477 0 0
VISA INC COM CL A 92826C839 59,103 757,536 SH   DFND 6 718,736 0 38,800
VISA INC COM CL A 92826C839 116,542 1,493,750 SH   DFND 7 1,032,084 0 461,666
VISA INC COM CL A 92826C839 5,982 76,669 SH   DFND 11 76,669 0 0
VISTA OUTDOOR INC COM 928377100 35,158 952,788 SH   DFND 1,5 17,787 0 935,001
VISTA OUTDOOR INC COM 928377100 9,967 270,100 SH   DFND 6 270,100 0 0
VISTA OUTDOOR INC COM 928377100 4,044 109,600 SH   DFND 7 109,600 0 0
VISTEON CORP COM NEW 92839U206 107,872 1,342,699 SH   DFND 1,5 181 0 1,342,518
VITAL THERAPIES INC COM 92847R104 6,342 1,457,878 SH   DFND 1,5 0 0 1,457,878
VITAMIN SHOPPE INC COM 92849E101 22,506 947,640 SH   DFND 1,5 329,540 0 618,100
VIVINT SOLAR INC COM 92854Q106 24,679 9,678,104 SH   DFND 1,5 0 0 9,678,104
VMWARE INC CL A COM 928563402 42,276 536,973 SH   DFND 1,5 33,500 0 503,473
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 85,046 3,481,231 SH   DFND 1,5 0 0 3,481,231
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 210 8,609 SH   DFND 3 8,609 0 0
VONAGE HLDGS CORP COM 92886T201 20,895 3,050,312 SH   DFND 1,5 0 0 3,050,312
VORNADO RLTY TR SH BEN INT 929042109 98,926 947,840 SH   DFND 1,5 16,400 0 931,440
VORNADO RLTY TR SH BEN INT 929042109 5,738 54,978 SH   DFND 2 54,978 0 0
VORNADO RLTY TR SH BEN INT 929042109 6,876 65,884 SH   DFND 3 65,884 0 0
VORNADO RLTY TR SH BEN INT 929042109 13,161 126,100 SH   DFND 6 126,100 0 0
VORNADO RLTY TR SH BEN INT 929042109 4,133 39,600 SH   DFND 7 0 0 39,600
VOYA FINL INC COM 929089100 93,537 2,384,936 SH   DFND 1,5 229,336 0 2,155,600
VOYAGER THERAPEUTICS INC COM 92915B106 50,627 3,973,851 SH   DFND 1,5 0 0 3,973,851
VSE CORP COM 918284100 52,265 1,345,656 SH   DFND 1,5 146,906 0 1,198,750
VULCAN MATLS CO COM 929160109 188,556 1,506,642 SH   DFND 1,5 114,086 0 1,392,556
VULCAN MATLS CO COM 929160109 5,293 42,296 SH   DFND 2 42,296 0 0
VULCAN MATLS CO COM 929160109 2,355 18,820 SH   DFND 3 18,820 0 0
VWR CORP COM 91843L103 60,154 2,403,278 SH   DFND 1,5 85,578 0 2,317,700
W P CAREY INC COM 92936U109 213,664 3,615,903 SH   DFND 1,5 2,256,403 0 1,359,500
WABASH NATL CORP COM 929566107 403 25,459 SH   DFND 1,5 25,459 0 0
WABCO HLDGS INC COM 92927K102 6,008 56,600 SH   DFND 1,5 0 0 56,600
WABCO HLDGS INC COM 92927K102 16,201 152,620 SH   DFND 6 152,620 0 0
WABCO HLDGS INC COM 92927K102 22,769 214,502 SH   DFND 7 214,502 0 0
WABTEC CORP COM 929740108 335,524 4,041,484 SH   DFND 1,5 112,100 0 3,929,384
WABTEC CORP COM 929740108 1,984 23,900 SH   DFND 6 23,900 0 0
WADDELL & REED FINL INC CL A 930059100 56,561 2,899,094 SH   DFND 1,5 287,816 0 2,611,278
WAGEWORKS INC COM 930427109 264,950 3,654,479 SH   DFND 1,5 34,642 0 3,619,837
WAGEWORKS INC COM 930427109 14,656 202,149 SH   DFND 1,9 0 0 202,149
WAGEWORKS INC COM 930427109 1,878 25,900 SH   DFND 6 25,900 0 0
WAGEWORKS INC COM 930427109 5,190 71,590 SH   DFND 7 48,290 0 23,300
WAL-MART STORES INC COM 931142103 563,598 8,153,908 SH   DFND 1,5 348,310 0 7,805,598
WAL-MART STORES INC COM 931142103 33,274 481,388 SH   DFND 2 481,388 0 0
WAL-MART STORES INC COM 931142103 103,866 1,502,696 SH   DFND 3 1,502,696 0 0
WAL-MART STORES INC COM 931142103 8,014 115,948 SH   DFND 6 115,948 0 0
WAL-MART STORES INC COM 931142103 13,941 201,689 SH   DFND 7 201,689 0 0
WAL-MART STORES INC COM 931142103 62,208 900,000 SH   DFND 11 900,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 937,596 11,329,098 SH   DFND 1,5 617,811 0 10,711,287
WALGREENS BOOTS ALLIANCE INC COM 931427108 22,641 273,577 SH   DFND 2 273,577 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 114,311 1,381,236 SH   DFND 3 1,381,236 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 8,339 100,760 SH   DFND 6 100,760 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,919 83,607 SH   DFND 7 0 0 83,607
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,117 13,500 SH   DFND 11 13,500 0 0
WASHINGTON FED INC COM 938824109 255,660 7,442,807 SH   DFND 1,5 0 0 7,442,807
WASHINGTON PRIME GROUP NEW COM 93964W108 23,541 2,261,384 SH   DFND 1,5 8,214 0 2,253,170
WASHINGTON PRIME GROUP NEW COM 93964W108 8,277 795,100 SH   DFND 6 795,100 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 3,403 326,900 SH   DFND 7 326,900 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 33,600 1,027,841 SH   DFND 1,5 36,800 0 991,041
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 9,238 282,600 SH   DFND 6 282,600 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2,919 89,300 SH   DFND 7 0 0 89,300
WASTE CONNECTIONS INC COM 94106B101 46,651 594,608 SH   DFND 1,5 911 0 593,697
WASTE CONNECTIONS INC COM 94106B101 1,003 12,789 SH   DFND 6 12,789 0 0
WASTE CONNECTIONS INC COM 94106B101 7,874 100,363 SH   DFND 7 68,144 0 32,219
WASTE CONNECTIONS INC COM 94106B101 192,643 2,455,400 SH   DFND 11 2,363,400 0 92,000
WASTE MGMT INC DEL COM 94106L109 59,132 833,900 SH   DFND 1,5 0 0 833,900
WASTE MGMT INC DEL COM 94106L109 9,218 129,994 SH   DFND 2 129,994 0 0
WASTE MGMT INC DEL COM 94106L109 8,198 115,605 SH   DFND 3 115,605 0 0
WASTE MGMT INC DEL COM 94106L109 1,055 14,873 SH   DFND 6 14,873 0 0
WASTE MGMT INC DEL COM 94106L109 5,140 72,489 SH   DFND 7 72,489 0 0
WATERS CORP COM 941848103 223,135 1,660,353 SH   DFND 1,5 143,863 0 1,516,490
WATERS CORP COM 941848103 3,462 25,759 SH   DFND 2 25,759 0 0
WATERS CORP COM 941848103 2,463 18,330 SH   DFND 3 18,330 0 0
WATSCO INC COM 942622200 129,878 876,846 SH   DFND 1,5 0 0 876,846
WAVE LIFE SCIENCES LTD SHS Y95308105 49,522 1,893,756 SH   DFND 1,5 910 0 1,892,846
WAYFAIR INC CL A 94419L101 259,967 7,417,041 SH   DFND 1,5 1,305,405 0 6,111,636
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 2,335 124,844 SH   DFND 1,5 124,844 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 48,706 44,890,000 PRN   DFND 1,5 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 69,956 14,019,318 SH   DFND 1,5 552 0 14,018,766
WEATHERFORD INTL PLC ORD SHS G48833100 292 58,600 SH   DFND 7 58,600 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 10,244 10,650,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 30,021 1,419,414 SH   DFND 1,5 0 0 1,419,414
WEB COM GROUP INC COM 94733A104 5,636 266,483 SH   DFND 1,9 0 0 266,483
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 13,763 12,200,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 7,251 7,100,000 PRN   DFND 1,5 0 0 0
WEBSTER FINL CORP CONN COM 947890109 558 10,289 SH   DFND 3 10,289 0 0
WEC ENERGY GROUP INC COM 92939U106 5,917 100,895 SH   DFND 2 100,895 0 0
WEC ENERGY GROUP INC COM 92939U106 4,889 83,355 SH   DFND 3 83,355 0 0
WEIBO CORP SPONSORED ADR 948596101 2,284 56,250 SH   DFND 1,5 830 0 55,420
WEIBO CORP SPONSORED ADR 948596101 477 11,759 SH   DFND 1,9 0 0 11,759
WEIGHT WATCHERS INTL INC NEW COM 948626106 109,637 9,575,252 SH   DFND 1,5 904,500 0 8,670,752
WELLCARE HEALTH PLANS INC COM 94946T106 1,387 10,119 SH   DFND 1,5 10,119 0 0
WELLS FARGO & CO NEW COM 949746101 7,191,203 130,488,173 SH   DFND 1,5 8,350,033 0 122,138,140
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 141,869 119,218 SH   DFND 1,5 30,655 0 88,563
WELLS FARGO & CO NEW COM 949746101 79,632 1,444,957 SH   DFND 2 1,444,957 0 0
WELLS FARGO & CO NEW COM 949746101 158,033 2,867,589 SH   DFND 3 2,867,589 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 5,241 4,404 SH   DFND 6 0 0 4,404
WELLS FARGO & CO NEW COM 949746101 53,642 973,366 SH   DFND 6 841,812 0 131,554
WELLS FARGO & CO NEW COM 949746101 94,993 1,723,690 SH   DFND 7 853,622 0 870,068
WELLS FARGO & CO NEW COM 949746101 50,421 914,909 SH   DFND 11 914,909 0 0
WELLTOWER INC COM 95040Q104 678,032 10,130,469 SH   DFND 1,5 5,433,391 0 4,697,078
WELLTOWER INC 6.50% PFD PREPET 95040Q203 12,389 205,867 SH   DFND 1,5 59,867 0 146,000
WELLTOWER INC COM 95040Q104 7,757 115,893 SH   DFND 2 115,893 0 0
WELLTOWER INC COM 95040Q104 4,463 66,687 SH   DFND 3 66,687 0 0
WELLTOWER INC COM 95040Q104 23,868 356,616 SH   DFND 6 356,616 0 0
WELLTOWER INC COM 95040Q104 7,853 117,334 SH   DFND 7 4,770 0 112,564
WESBANCO INC COM 950810101 12,802 297,300 SH   DFND 1,5 0 0 297,300
WESCO AIRCRAFT HLDGS INC COM 950814103 2,869 191,900 SH   DFND 1,5 0 0 191,900
WESCO INTL INC COM 95082P105 411,686 6,186,117 SH   DFND 1,5 800 0 6,185,317
WESCO INTL INC COM 95082P105 5,564 83,600 SH   DFND 6 83,600 0 0
WESCO INTL INC COM 95082P105 506 7,600 SH   DFND 7 7,600 0 0
WEST CORP COM 952355204 169,412 6,842,146 SH   DFND 1,5 47,665 0 6,794,481
WEST CORP COM 952355204 862 34,800 SH   DFND 6 34,800 0 0
WESTAR ENERGY INC COM 95709T100 13,489 239,375 SH   DFND 1,5 0 0 239,375
WESTAR ENERGY INC COM 95709T100 282 5,003 SH   DFND 3 5,003 0 0
WESTAR ENERGY INC COM 95709T100 850 15,089 SH   DFND 6 15,089 0 0
WESTAR ENERGY INC COM 95709T100 5,569 98,835 SH   DFND 7 98,835 0 0
WESTERN ALLIANCE BANCORP COM 957638109 44,344 910,377 SH   DFND 6 910,377 0 0
WESTERN ALLIANCE BANCORP COM 957638109 11,722 240,640 SH   DFND 7 240,640 0 0
WESTERN DIGITAL CORP COM 958102105 340,260 5,007,511 SH   DFND 1,5 68,256 0 4,939,255
WESTERN DIGITAL CORP COM 958102105 6,201 91,259 SH   DFND 2 91,259 0 0
WESTERN DIGITAL CORP COM 958102105 6,007 88,405 SH   DFND 3 88,405 0 0
WESTERN DIGITAL CORP COM 958102105 7,583 111,600 SH   DFND 6 111,600 0 0
WESTERN DIGITAL CORP COM 958102105 31,427 462,500 SH   DFND 11 462,500 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 46,624 793,459 SH   DFND 1,5 0 0 793,459
WESTERN REFNG INC COM 959319104 111,983 2,958,600 SH   DFND 1,5 0 0 2,958,600
WESTERN REFNG INC COM 959319104 2,051 54,200 SH   DFND 7 54,200 0 0
WESTERN UN CO COM 959802109 877,088 40,381,566 SH   DFND 1,5 2,661,318 0 37,720,248
WESTERN UN CO COM 959802109 3,367 154,997 SH   DFND 2 154,997 0 0
WESTERN UN CO COM 959802109 977 45,000 SH   DFND 3 45,000 0 0
WESTLAKE CHEM CORP COM 960413102 126,582 2,260,788 SH   DFND 1,5 26,303 0 2,234,485
WESTLAKE CHEM CORP COM 960413102 577 10,300 SH   DFND 6 10,300 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 8,680 400,000 SH   DFND 1,5 0 0 400,000
WESTROCK CO COM 96145D105 920,779 18,136,281 SH   DFND 1,5 394,635 0 17,741,646
WESTROCK CO COM 96145D105 4,075 80,271 SH   DFND 2 80,271 0 0
WESTROCK CO COM 96145D105 12,503 246,271 SH   DFND 3 246,271 0 0
WESTROCK CO COM 96145D105 8,270 162,884 SH   DFND 6 162,884 0 0
WESTROCK CO COM 96145D105 10,068 198,315 SH   DFND 7 198,315 0 0
WEX INC COM 96208T104 160,802 1,440,877 SH   DFND 1,5 177 0 1,440,700
WEYERHAEUSER CO COM 962166104 10,922 362,981 SH   DFND 1,5 65,767 0 297,214
WEYERHAEUSER CO COM 962166104 7,196 239,137 SH   DFND 2 239,137 0 0
WEYERHAEUSER CO COM 962166104 5,395 179,294 SH   DFND 3 179,294 0 0
WHEELER REAL ESTATE INVT TR PFD CNV SER D 963025606 6,930 295,000 SH   DFND 1,5 0 0 295,000
WHIRLPOOL CORP COM 963320106 167,198 919,834 SH   DFND 1,5 1,140 0 918,694
WHIRLPOOL CORP COM 963320106 4,364 24,010 SH   DFND 2 24,010 0 0
WHIRLPOOL CORP COM 963320106 1,724 9,482 SH   DFND 3 9,482 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 217 260 SH   DFND 1,5 0 0 260
WHITEWAVE FOODS CO COM 966244105 15,818 284,500 SH   DFND 1,5 0 0 284,500
WHITEWAVE FOODS CO COM 966244105 208 3,744 SH   DFND 3 3,744 0 0
WHITEWAVE FOODS CO COM 966244105 294,124 5,290,000 SH   DFND 11 5,290,000 0 0
WHITING PETE CORP NEW COM 966387102 257,985 21,462,958 SH   DFND 1,5 2,045,319 0 19,417,639
WHITING PETE CORP NEW COM 966387102 2,330 193,847 SH   DFND 6 193,847 0 0
WHITING PETE CORP NEW COM 966387102 1,813 150,844 SH   DFND 7 150,844 0 0
WHOLE FOODS MKT INC COM 966837106 227,876 7,408,208 SH   DFND 1,5 547,064 0 6,861,144
WHOLE FOODS MKT INC COM 966837106 3,131 101,788 SH   DFND 2 101,788 0 0
WHOLE FOODS MKT INC COM 966837106 24,162 785,509 SH   DFND 3 785,509 0 0
WHOLE FOODS MKT INC COM 966837106 2,796 90,900 SH   DFND 6 90,900 0 0
WILEY JOHN & SONS INC CL A 968223206 43,647 800,860 SH   DFND 1,5 60 0 800,800
WILEY JOHN & SONS INC CL A 968223206 6,397 117,381 SH   DFND 6 117,381 0 0
WILEY JOHN & SONS INC CL A 968223206 3,232 59,300 SH   DFND 7 37,600 0 21,700
WILLIAMS CLAYTON ENERGY INC COM 969490101 13,134 110,132 SH   DFND 1,5 0 0 110,132
WILLIAMS COS INC DEL COM 969457100 2,328,434 74,773,095 SH   DFND 1,5 3,829,416 0 70,943,679
WILLIAMS COS INC DEL COM 969457100 6,802 218,423 SH   DFND 2 218,423 0 0
WILLIAMS COS INC DEL COM 969457100 79,631 2,557,209 SH   DFND 3 2,557,209 0 0
WILLIAMS COS INC DEL COM 969457100 39,077 1,254,880 SH   DFND 6 1,254,880 0 0
WILLIAMS COS INC DEL COM 969457100 33,978 1,091,143 SH   DFND 7 78,100 0 1,013,043
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 1,003,235 26,380,087 SH   DFND 1,5 1,130 0 26,378,957
WILLIAMS SONOMA INC COM 969904101 60,681 1,254,009 SH   DFND 1,5 39,209 0 1,214,800
WILLIAMS SONOMA INC COM 969904101 440 9,100 SH   DFND 6 9,100 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 148,549 1,214,828 SH   DFND 1,5 18,800 0 1,196,028
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,025 41,092 SH   DFND 2 41,092 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 2,758 22,553 SH   DFND 3 22,553 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 42,761 349,700 SH   DFND 11 349,700 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 13,150 1,794,036 SH   DFND 1,5 0 0 1,794,036
WINDTREE THERAPEUTICS INC COM 97382D105 250 201,740 SH   DFND 1,5 600 0 201,140
WINDTREE THERAPEUTICS INC COM 97382D105 28 22,351 SH   DFND 6 22,351 0 0
WINGSTOP INC COM 974155103 127,394 4,305,308 SH   DFND 1,5 205,170 0 4,100,138
WINGSTOP INC COM 974155103 201 6,800 SH   DFND 6 6,800 0 0
WINMARK CORP COM 974250102 3,995 31,667 SH   DFND 1,5 229 0 31,438
WINTRUST FINL CORP COM 97650W108 2,787 38,400 SH   DFND 6 38,400 0 0
WINTRUST FINL CORP COM 97650W108 1,118 15,400 SH   DFND 7 15,400 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,275 235,000 SH   DFND 1,5 135,300 0 99,700
WIRELESS TELECOM GROUP INC COM 976524108 1,160 607,300 SH   DFND 1,5 62,000 0 545,300
WISDOMTREE INVTS INC COM 97717P104 11,446 1,027,500 SH   DFND 1,5 0 0 1,027,500
WISDOMTREE TR JAPN HEDGE EQT 97717W851 9,520 192,173 SH   DFND 1,5 19,273 0 172,900
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 2,325 40,500 SH   DFND 1,5 3,850 0 36,650
WISDOMTREE TR JAPN HEDGE EQT 97717W851 82,317 1,661,630 SH   DFND 3 1,661,630 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 403 7,385 SH   DFND 3 7,385 0 0
WISDOMTREE TR JP SMALLCP DIV 97717W836 410 6,620 SH   DFND 3 6,620 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 297,917 5,190,190 SH   DFND 3 5,190,190 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 916 18,496 SH   DFND 6 0 0 18,496
WISDOMTREE TR JPN SCAP HDG EQT 97717W521 6,061 167,253 SH   DFND 7 167,253 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 25,419 513,099 SH   DFND 7 513,099 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 8,217 143,159 SH   DFND 7 143,159 0 0
WIX COM LTD SHS M98068105 159,524 3,580,782 SH   DFND 1,5 490,042 0 3,090,740
WIX COM LTD SHS M98068105 918 20,600 SH   DFND 1,9 0 0 20,600
WMIH CORP COM 92936P100 34 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 92,132 3,344,192 SH   DFND 1,5 90,900 0 3,253,292
WNS HOLDINGS LTD SPON ADR 92932M101 45,642 1,656,710 SH   DFND 6 1,656,710 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 6,246 226,697 SH   DFND 7 226,697 0 0
WOLVERINE WORLD WIDE INC COM 978097103 29,623 1,349,564 SH   DFND 6 1,299,764 0 49,800
WOLVERINE WORLD WIDE INC COM 978097103 10,180 463,800 SH   DFND 7 416,400 0 47,400
WOODWARD INC COM 980745103 48,251 698,788 SH   DFND 1,5 0 0 698,788
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 7,981 7,250,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 746,290 11,292,031 SH   DFND 1,5 839,796 0 10,452,235
WORKDAY INC CL A 98138H101 25,794 390,283 SH   DFND 1,9 32 0 390,251
WORKDAY INC CL A 98138H101 1,685 25,500 SH   DFND 6 25,500 0 0
WORKIVA INC COM CL A 98139A105 2,120 155,301 SH   DFND 1,9 0 0 155,301
WORLD FUEL SVCS CORP COM 981475106 385,606 8,399,169 SH   DFND 1,5 390,547 0 8,008,622
WORLD FUEL SVCS CORP COM 981475106 744 16,200 SH   DFND 7 16,200 0 0
WORLD FUEL SVCS CORP COM 981475106 12,226 266,304 SH   DFND 11 266,304 0 0
WORTHINGTON INDS INC COM 981811102 7,116 150,000 SH   DFND 1,5 0 0 150,000
WPX ENERGY INC COM 98212B103 139,958 9,605,921 SH   DFND 1,5 97,629 0 9,508,292
WPX ENERGY INC COM 98212B103 924 63,400 SH   DFND 7 63,400 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 330,997 14,403,704 SH   DFND 1,5 339,000 0 14,064,704
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 14,817 644,780 SH   DFND 6 644,780 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 10,257 446,334 SH   DFND 7 446,334 0 0
WSFS FINL CORP COM 929328102 101,655 2,193,195 SH   DFND 1,5 0 0 2,193,195
WYNDHAM WORLDWIDE CORP COM 98310W108 263,001 3,443,771 SH   DFND 1,5 247 0 3,443,524
WYNDHAM WORLDWIDE CORP COM 98310W108 2,631 34,454 SH   DFND 2 34,454 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,091 40,472 SH   DFND 3 40,472 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,558 138,246 SH   DFND 6 129,821 0 8,425
WYNDHAM WORLDWIDE CORP COM 98310W108 10,585 138,599 SH   DFND 7 138,599 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 17,351 227,200 SH   DFND 11 227,200 0 0
WYNN RESORTS LTD COM 983134107 27,825 321,642 SH   DFND 1,5 0 0 321,642
WYNN RESORTS LTD COM 983134107 2,195 25,368 SH   DFND 2 25,368 0 0
WYNN RESORTS LTD COM 983134107 2,231 25,794 SH   DFND 3 25,794 0 0
XCEL ENERGY INC COM 98389B100 585,970 14,397,297 SH   DFND 1,5 355,205 0 14,042,092
XCEL ENERGY INC COM 98389B100 6,609 162,381 SH   DFND 2 162,381 0 0
XCEL ENERGY INC COM 98389B100 2,248 55,239 SH   DFND 3 55,239 0 0
XCEL ENERGY INC COM 98389B100 11,885 292,019 SH   DFND 6 227,619 0 64,400
XCEL ENERGY INC COM 98389B100 21,945 539,190 SH   DFND 7 340,390 0 198,800
XCEL ENERGY INC COM 98389B100 27,731 681,350 SH   DFND 11 681,350 0 0
XCERRA CORP COM 98400J108 2,848 372,800 SH   DFND 1,5 0 0 372,800
XENCOR INC COM 98401F105 103,028 3,914,429 SH   DFND 1,5 1,550 0 3,912,879
XENCOR INC COM 98401F105 1,053 40,000 SH   DFND 7 40,000 0 0
XEROX CORP COM 984121103 106,532 12,203,022 SH   DFND 1,5 1,240,345 0 10,962,677
XEROX CORP COM 984121103 2,377 272,228 SH   DFND 2 272,228 0 0
XEROX CORP COM 984121103 390 44,617 SH   DFND 3 44,617 0 0
XILINX INC COM 983919101 70,349 1,165,300 SH   DFND 1,5 70,900 0 1,094,400
XILINX INC COM 983919101 4,873 80,722 SH   DFND 2 80,722 0 0
XILINX INC COM 983919101 1,698 28,123 SH   DFND 3 28,123 0 0
XILINX INC COM 983919101 3,218 53,300 SH   DFND 7 53,300 0 0
XILINX INC COM 983919101 38,311 634,600 SH   DFND 11 634,600 0 0
XL GROUP LTD COM G98294104 11,111 298,200 SH   DFND 1,5 0 0 298,200
XL GROUP LTD COM G98294104 3,205 86,012 SH   DFND 2 86,012 0 0
XL GROUP LTD COM G98294104 1,939 52,048 SH   DFND 3 52,048 0 0
XOMA CORP DEL COM NEW 98419J206 322 76,374 SH   DFND 1,5 0 0 76,374
XPO LOGISTICS INC COM 983793100 58,317 1,351,189 SH   DFND 1,5 122,095 0 1,229,094
XUNLEI LTD SPONSORED ADR 98419E108 12,040 3,119,144 SH   DFND 1,9 0 0 3,119,144
XYLEM INC COM 98419M100 277,502 5,603,833 SH   DFND 1,5 505,299 0 5,098,534
XYLEM INC COM 98419M100 2,840 57,348 SH   DFND 2 57,348 0 0
XYLEM INC COM 98419M100 310 6,266 SH   DFND 3 6,266 0 0
XYLEM INC COM 98419M100 352 7,100 SH   DFND 6 7,100 0 0
YADKIN FINL CORP COM 984305102 22,139 646,200 SH   DFND 6 646,200 0 0
YADKIN FINL CORP COM 984305102 9,165 267,500 SH   DFND 7 267,500 0 0
YAHOO INC COM 984332106 201,780 5,218,009 SH   DFND 1,5 0 0 5,218,009
YAHOO INC NOTE 12/0 984332AF3 44,219 44,750,000 PRN   DFND 1,5 0 0 0
YAHOO INC COM 984332106 69,127 1,787,601 SH   DFND 1,9 0 0 1,787,601
YAHOO INC COM 984332106 10,851 280,609 SH   DFND 2 280,609 0 0
YAHOO INC COM 984332106 13,523 349,710 SH   DFND 3 349,710 0 0
YAHOO INC COM 984332106 4,339 112,200 SH   DFND 7 112,200 0 0
YAMANA GOLD INC COM 98462Y100 9,057 3,225,620 SH   DFND 1,5 0 0 3,225,620
YANDEX N V SHS CLASS A N97284108 102,085 5,071,297 SH   DFND 1,5 322,540 0 4,748,757
YELP INC CL A 985817105 12,138 318,342 SH   DFND 1,5 4,942 0 313,400
YELP INC CL A 985817105 618 16,200 SH   DFND 6 16,200 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 30,520 1,849,700 SH   DFND 1,5 67,600 0 1,782,100
YRC WORLDWIDE INC COM PAR $.01 984249607 13,132 988,832 SH   DFND 1,5 98 0 988,734
YUM BRANDS INC COM 988498101 224,172 3,539,748 SH   DFND 1,5 585,212 0 2,954,536
YUM BRANDS INC COM 988498101 7,059 111,457 SH   DFND 2 111,457 0 0
YUM BRANDS INC COM 988498101 11,613 183,378 SH   DFND 3 183,378 0 0
YUM BRANDS INC COM 988498101 2,117 33,427 SH   DFND 6 33,427 0 0
YUM BRANDS INC COM 988498101 2,662 42,032 SH   DFND 7 0 0 42,032
YUM CHINA HLDGS INC COM 98850P109 186,701 7,147,827 SH   DFND 1,5 1,357,127 0 5,790,700
YUM CHINA HLDGS INC COM 98850P109 2,156 82,525 SH   DFND 3 82,525 0 0
YUM CHINA HLDGS INC COM 98850P109 1,877 71,847 SH   DFND 6 71,847 0 0
ZAFGEN INC COM 98885E103 12,939 4,069,020 SH   DFND 1,5 500 0 4,068,520
ZAYO GROUP HLDGS INC COM 98919V105 118,821 3,615,988 SH   DFND 1,5 2,400 0 3,613,588
ZAYO GROUP HLDGS INC COM 98919V105 3,822 116,300 SH   DFND 7 116,300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 24,641 287,321 SH   DFND 1,5 0 0 287,321
ZELTIQ AESTHETICS INC COM 98933Q108 257,836 5,924,544 SH   DFND 1,5 407,696 0 5,516,848
ZELTIQ AESTHETICS INC COM 98933Q108 3,046 70,000 SH   DFND 7 70,000 0 0
ZENDESK INC COM 98936J101 272,803 12,868,067 SH   DFND 1,5 874,873 0 11,993,194
ZENDESK INC COM 98936J101 27,928 1,317,344 SH   DFND 1,9 0 0 1,317,344
ZENDESK INC COM 98936J101 596 28,100 SH   DFND 6 28,100 0 0
ZENDESK INC COM 98936J101 1,851 87,300 SH   DFND 7 87,300 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 628,629 6,091,365 SH   DFND 1,5 222,323 0 5,869,042
ZIMMER BIOMET HLDGS INC COM 98956P102 6,608 64,031 SH   DFND 2 64,031 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,657 64,509 SH   DFND 3 64,509 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 10,817 104,814 SH   DFND 6 104,814 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 33,601 325,587 SH   DFND 7 325,587 0 0
ZIONS BANCORPORATION COM 989701107 14,102 327,650 SH   DFND 1,5 0 0 327,650
ZIONS BANCORPORATION COM 989701107 2,803 65,123 SH   DFND 2 65,123 0 0
ZIONS BANCORPORATION COM 989701107 8,042 186,858 SH   DFND 3 186,858 0 0
ZOETIS INC CL A 98978V103 35,721 667,304 SH   DFND 1,5 2,304 0 665,000
ZOETIS INC CL A 98978V103 8,451 157,865 SH   DFND 2 157,865 0 0
ZOETIS INC CL A 98978V103 9,924 185,388 SH   DFND 3 185,388 0 0
ZOETIS INC CL A 98978V103 364 6,800 SH   DFND 7 6,800 0 0
ZOGENIX INC COM NEW 98978L204 21,558 1,774,324 SH   DFND 1,5 0 0 1,774,324
ZOSANO PHARMA CORP COM 98979H103 1,385 1,776,019 SH   DFND 1,5 0 0 1,776,019
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 4,095 339,300 SH   DFND 1,9 0 0 339,300
ZUMIEZ INC COM 989817101 10,458 478,632 SH   DFND 1,5 58,100 0 420,532
ZUMIEZ INC COM 989817101 382 17,500 SH   DFND 7 17,500 0 0