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 8,092 254,160 SH   DFND 1,5 0 0 254,160
2U INC COM 90214J101 149,697 6,623,742 SH   DFND 1,5 27,857 0 6,595,885
3-D SYS CORP DEL COM NEW 88554D205 1,200 77,600 SH   DFND 1,5 0 0 77,600
3M CO COM 88579Y101 1,330,923 7,987,297 SH   DFND 1,5 876,290 0 7,111,007
3M CO COM 88579Y101 33,720 202,364 SH   DFND 2 202,364 0 0
3M CO COM 88579Y101 26,547 159,319 SH   DFND 3 159,319 0 0
500 COM LTD SPON ADR REP A 33829R100 21,267 1,273,452 SH   DFND 1,9 0 0 1,273,452
51JOB INC SP ADR REP COM 316827104 30,207 973,800 SH   DFND 1,5 34,000 0 939,800
58 COM INC SPON ADR REP A 31680Q104 259,248 4,658,551 SH   DFND 1,5 157,752 0 4,500,799
58 COM INC SPON ADR REP A 31680Q104 145,031 2,606,127 SH   DFND 1,9 600 0 2,605,527
58 COM INC SPON ADR REP A 31680Q104 3,968 71,300 SH   DFND 6 55,100 0 16,200
58 COM INC SPON ADR REP A 31680Q104 3,506 63,000 SH   DFND 7 63,000 0 0
8X8 INC NEW COM 282914100 20,561 2,043,795 SH   DFND 1,5 0 0 2,043,795
8X8 INC NEW COM 282914100 605 60,100 SH   DFND 1,9 0 0 60,100
AARONS INC COM PAR $0.50 002535300 273,303 10,888,561 SH   DFND 1,5 47,561 0 10,841,000
ABB LTD SPONSORED ADR 000375204 2,632 135,531 SH   DFND 3 135,531 0 0
ABBOTT LABS COM 002824100 637,996 15,252,126 SH   DFND 1,5 205,029 0 15,047,097
ABBOTT LABS COM 002824100 20,612 492,747 SH   DFND 2 492,747 0 0
ABBOTT LABS COM 002824100 22,114 528,669 SH   DFND 3 528,669 0 0
ABBOTT LABS COM 002824100 3,510 83,915 SH   DFND 6 83,915 0 0
ABBOTT LABS COM 002824100 15,711 375,600 SH   DFND 7 0 0 375,600
ABBVIE INC COM 00287Y109 1,400,258 24,514,314 SH   DFND 1,5 623,010 0 23,891,304
ABBVIE INC COM 00287Y109 30,782 538,901 SH   DFND 2 538,901 0 0
ABBVIE INC COM 00287Y109 34,222 599,131 SH   DFND 3 599,131 0 0
ABBVIE INC COM 00287Y109 10,121 177,180 SH   DFND 6 177,180 0 0
ABBVIE INC COM 00287Y109 14,066 246,245 SH   DFND 7 15,880 0 230,365
ABERCROMBIE & FITCH CO CL A 002896207 207,161 6,568,200 SH   DFND 1,5 669,000 0 5,899,200
ABIOMED INC COM 003654100 2,787 29,400 SH   DFND 1,5 400 0 29,000
ABRAXAS PETE CORP COM 003830106 412 408,100 SH   DFND 1,5 0 0 408,100
ACACIA RESH CORP ACACIA TCH COM 003881307 8,569 2,260,900 SH   DFND 1,5 114,900 0 2,146,000
ACADIA HEALTHCARE COMPANY IN COM 00404A109 3,331 60,450 SH   DFND 1,5 450 0 60,000
ACADIA PHARMACEUTICALS INC COM 004225108 472,257 16,890,468 SH   DFND 1,5 1,108,814 0 15,781,654
ACADIA RLTY TR COM SH BEN INT 004239109 333,567 9,495,220 SH   DFND 1,5 3,570,726 0 5,924,494
ACCELERATE DIAGNOSTICS INC COM 00430H102 5,604 390,000 SH   DFND 1,5 0 0 390,000
ACCELERON PHARMA INC COM 00434H108 146,733 5,560,161 SH   DFND 1,5 8,857 0 5,551,304
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,004,229 8,702,159 SH   DFND 1,5 394,236 0 8,307,923
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 24,236 210,015 SH   DFND 2 210,015 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 20,046 173,713 SH   DFND 3 173,713 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 949 8,221 SH   DFND 6 8,221 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,811 41,688 SH   DFND 7 41,688 0 0
ACCESS NATL CORP COM 004337101 212 10,676 SH   DFND 3 10,676 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,671 867,314 SH   DFND 1,5 0 0 867,314
ACETO CORP COM 004446100 49,288 2,092,000 SH   DFND 1,5 31,200 0 2,060,800
ACHAOGEN INC COM 004449104 7,556 2,737,597 SH   DFND 1,5 26,643 0 2,710,954
ACHAOGEN INC COM 004449104 60 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 62,176 8,053,872 SH   DFND 1,5 0 0 8,053,872
ACLARIS THERAPEUTICS INC COM 00461U105 72,091 3,804,279 SH   DFND 4 3,804,279 0 0
ACNB CORP COM 000868109 2,947 131,700 SH   DFND 1,5 12,700 0 119,000
ACORDA THERAPEUTICS INC COM 00484M106 159,551 6,032,164 SH   DFND 1,5 0 0 6,032,164
ACTIVISION BLIZZARD INC COM 00507V109 1,759,356 51,990,431 SH   DFND 1,5 3,028,762 0 48,961,669
ACTIVISION BLIZZARD INC COM 00507V109 45,537 1,345,649 SH   DFND 1,9 0 0 1,345,649
ACTIVISION BLIZZARD INC COM 00507V109 5,640 166,659 SH   DFND 2 166,659 0 0
ACTIVISION BLIZZARD INC COM 00507V109 33,439 988,156 SH   DFND 6 706,446 0 281,710
ACTIVISION BLIZZARD INC COM 00507V109 45,370 1,340,724 SH   DFND 7 658,754 0 681,970
ACTUA CORP COM 005094107 55,058 6,083,712 SH   DFND 1,5 1,141,800 0 4,941,912
ACTUA CORP COM 005094107 325 35,900 SH   DFND 6 35,900 0 0
ACUITY BRANDS INC COM 00508Y102 597,297 2,738,136 SH   DFND 1,5 132,049 0 2,606,087
ACUITY BRANDS INC COM 00508Y102 4,383 20,094 SH   DFND 3 20,094 0 0
ACUITY BRANDS INC COM 00508Y102 8,246 37,800 SH   DFND 6 30,200 0 7,600
ACUITY BRANDS INC COM 00508Y102 6,959 31,900 SH   DFND 7 13,300 0 18,600
ACXIOM CORP COM 005125109 5,049 235,500 SH   DFND 1,5 0 0 235,500
ADAMAS PHARMACEUTICALS INC COM 00548A106 42,895 2,966,481 SH   DFND 1,5 0 0 2,966,481
ADAMS RES & ENERGY INC COM NEW 006351308 7,026 175,739 SH   DFND 1,5 32,488 0 143,251
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 44,713 5,499,697 SH   DFND 1,5 236,300 0 5,263,397
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 12,836 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 7,985 464,500 SH   DFND 6 464,500 0 0
ADDUS HOMECARE CORP COM 006739106 3,293 191,540 SH   DFND 7 191,540 0 0
ADECOAGRO S A COM L00849106 347 30,000 SH   DFND 1,5 0 0 30,000
ADEPTUS HEALTH INC CL A 006855100 94,149 1,695,161 SH   DFND 1,5 10,885 0 1,684,276
ADEPTUS HEALTH INC CL A 006855100 1,488 26,800 SH   DFND 6 26,800 0 0
ADMA BIOLOGICS INC COM 000899104 3,423 423,100 SH   DFND 1,5 0 0 423,100
ADOBE SYS INC COM 00724F101 2,976,206 31,729,272 SH   DFND 1,5 1,818,110 0 29,911,162
ADOBE SYS INC COM 00724F101 98,393 1,048,962 SH   DFND 1,9 0 0 1,048,962
ADOBE SYS INC COM 00724F101 15,634 166,674 SH   DFND 2 166,674 0 0
ADOBE SYS INC COM 00724F101 18,472 196,925 SH   DFND 3 196,925 0 0
ADOBE SYS INC COM 00724F101 33,315 355,167 SH   DFND 6 321,867 0 33,300
ADOBE SYS INC COM 00724F101 55,931 596,284 SH   DFND 7 404,860 0 191,424
ADTRAN INC COM 00738A106 1,666 82,391 SH   DFND 1,5 191 0 82,200
ADTRAN INC COM 00738A106 590 29,200 SH   DFND 1,9 0 0 29,200
ADURO BIOTECH INC COM 00739L101 70,126 5,474,314 SH   DFND 1,5 1,416 0 5,472,898
ADVANCE AUTO PARTS INC COM 00751Y106 3,932 24,524 SH   DFND 2 24,524 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 336 2,093 SH   DFND 3 2,093 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 23,421 668,778 SH   DFND 1,5 4,400 0 664,378
ADVANCED MICRO DEVICES INC COM 007903107 4,911 1,723,300 SH   DFND 1,9 0 0 1,723,300
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 35,022 5,986,609 SH   DFND 1,9 0 0 5,986,609
ADVANTAGE OIL & GAS LTD COM 00765F101 5,134 935,100 SH   DFND 1,5 0 0 935,100
ADVANTAGE OIL & GAS LTD COM 00765F101 393 71,500 SH   DFND 6 71,500 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 754 137,400 SH   DFND 7 90,800 0 46,600
ADVAXIS INC COM NEW 007624208 25,535 2,827,799 SH   DFND 1,5 0 0 2,827,799
ADVISORY BRD CO COM 00762W107 407 12,606 SH   DFND 1,5 606 0 12,000
ADVISORY BRD CO COM 00762W107 1,458 45,200 SH   DFND 6 21,300 0 23,900
ADVISORY BRD CO COM 00762W107 2,438 75,590 SH   DFND 7 54,190 0 21,400
AECOM COM 00766T100 693,348 22,518,624 SH   DFND 1,5 836,041 0 21,682,583
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 7,634 1,008,491 SH   DFND 6 1,008,491 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 3,040 401,570 SH   DFND 7 401,570 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 11,450 3,094,476 SH   DFND 1,5 357 0 3,094,119
AEP INDS INC COM 001031103 757 11,473 SH   DFND 1,5 11,473 0 0
AERCAP HOLDINGS NV SHS N00985106 357,101 9,213,143 SH   DFND 1,5 1,156,391 0 8,056,752
AERCAP HOLDINGS NV SHS N00985106 23,661 610,442 SH   DFND 1,10 12,442 0 598,000
AERCAP HOLDINGS NV SHS N00985106 1,752 45,200 SH   DFND 6 45,200 0 0
AERCAP HOLDINGS NV SHS N00985106 3,797 97,972 SH   DFND 7 97,972 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 94,126 5,746,418 SH   DFND 1,5 156,769 0 5,589,649
AES CORP COM 00130H105 1,823 154,516 SH   DFND 1,5 216 0 154,300
AES CORP COM 00130H105 2,604 220,657 SH   DFND 2 220,657 0 0
AES CORP COM 00130H105 4,618 391,331 SH   DFND 3 391,331 0 0
AETNA INC NEW COM 00817Y108 1,210,031 10,770,191 SH   DFND 1,5 698,673 0 10,071,518
AETNA INC NEW COM 00817Y108 13,137 116,929 SH   DFND 2 116,929 0 0
AETNA INC NEW COM 00817Y108 8,581 76,376 SH   DFND 3 76,376 0 0
AETNA INC NEW COM 00817Y108 12,004 106,848 SH   DFND 6 76,048 0 30,800
AETNA INC NEW COM 00817Y108 15,302 136,197 SH   DFND 7 97,597 0 38,600
AFFILIATED MANAGERS GROUP COM 008252108 42,708 262,983 SH   DFND 1,5 62 0 262,921
AFFILIATED MANAGERS GROUP COM 008252108 2,933 18,058 SH   DFND 2 18,058 0 0
AFFILIATED MANAGERS GROUP COM 008252108 7,529 46,359 SH   DFND 3 46,359 0 0
AFFIMED N V COM N01045108 2,583 690,600 SH   DFND 1,5 0 0 690,600
AFFYMETRIX INC COM 00826T108 169,735 12,115,272 SH   DFND 11 12,115,272 0 0
AFLAC INC COM 001055102 454,498 7,198,258 SH   DFND 1,5 486,993 0 6,711,265
AFLAC INC COM 001055102 8,870 140,475 SH   DFND 2 140,475 0 0
AFLAC INC COM 001055102 8,828 139,817 SH   DFND 3 139,817 0 0
AFLAC INC COM 001055102 12,805 202,801 SH   DFND 6 169,267 0 33,534
AFLAC INC COM 001055102 44,223 700,390 SH   DFND 7 700,390 0 0
AG MTG INVT TR INC COM 001228105 10,221 782,033 SH   DFND 1,5 333 0 781,700
AGCO CORP COM 001084102 118,176 2,377,780 SH   DFND 1,5 160 0 2,377,620
AGCO CORP COM 001084102 7,096 142,780 SH   DFND 6 107,280 0 35,500
AGCO CORP COM 001084102 7,286 146,600 SH   DFND 7 59,200 0 87,400
AGENUS INC COM NEW 00847G705 10,766 2,587,878 SH   DFND 1,5 0 0 2,587,878
AGILENT TECHNOLOGIES INC COM 00846U101 776,341 19,481,572 SH   DFND 1,5 32,682 0 19,448,890
AGILENT TECHNOLOGIES INC COM 00846U101 4,369 109,627 SH   DFND 2 109,627 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 938 23,544 SH   DFND 3 23,544 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 17,365 435,760 SH   DFND 6 283,780 0 151,980
AGILENT TECHNOLOGIES INC COM 00846U101 41,558 1,042,868 SH   DFND 7 483,248 0 559,620
AGIOS PHARMACEUTICALS INC COM 00847X104 230,368 5,674,084 SH   DFND 1,5 598,848 0 5,075,236
AGL RES INC COM 001204106 10,266 157,600 SH   DFND 1,5 0 0 157,600
AGL RES INC COM 001204106 2,623 40,264 SH   DFND 2 40,264 0 0
AGL RES INC COM 001204106 4,213 64,676 SH   DFND 3 64,676 0 0
AGL RES INC COM 001204106 195,396 2,999,629 SH   DFND 11 2,999,629 0 0
AGNICO EAGLE MINES LTD COM 008474108 86,307 2,385,430 SH   DFND 1,5 599 0 2,384,831
AGNICO EAGLE MINES LTD COM 008474108 1,734 47,931 SH   DFND 6 30,231 0 17,700
AGNICO EAGLE MINES LTD COM 008474108 12,432 343,607 SH   DFND 7 329,007 0 14,600
AGNICO EAGLE MINES LTD COM 008474108 230,570 6,372,700 SH   DFND 11 5,653,000 0 719,700
AGNICO EAGLE MINES LTD COM 008474108 329 9,101 SH   DFND   9,101 0 0
AGREE REALTY CORP COM 008492100 4,682 121,700 SH   DFND 1,5 20,100 0 101,600
AGREE REALTY CORP COM 008492100 5,513 143,310 SH   DFND 6 143,310 0 0
AGREE REALTY CORP COM 008492100 2,320 60,300 SH   DFND 7 6,300 0 54,000
AGRIUM INC COM 008916108 52,105 590,142 SH   DFND 1,5 3,161 0 586,981
AGRIUM INC COM 008916108 703 7,959 SH   DFND 6 1,623 0 6,336
AGRIUM INC COM 008916108 5,103 57,800 SH   DFND 7 49,500 0 8,300
AGRIUM INC COM 008916108 131,115 1,485,004 SH   DFND 11 1,203,487 0 281,517
AGROFRESH SOLUTIONS COM 00856G109 3,586 560,338 SH   DFND 1,5 0 0 560,338
AIMMUNE THERAPEUTICS INC COM 00900T107 69,683 5,138,877 SH   DFND 1,5 89,643 0 5,049,234
AIMMUNE THERAPEUTICS INC COM 00900T107 245 18,100 SH   DFND 6 18,100 0 0
AIR LEASE CORP CL A 00912X302 463,347 14,425,493 SH   DFND 1,5 659,245 0 13,766,248
AIR LEASE CORP CL A 00912X302 1,575 49,039 SH   DFND 3 49,039 0 0
AIR LEASE CORP CL A 00912X302 257 8,000 SH   DFND 7 8,000 0 0
AIR METHODS CORP COM PAR $.06 009128307 42,784 1,181,231 SH   DFND 1,5 22,600 0 1,158,631
AIR METHODS CORP COM PAR $.06 009128307 97,338 2,687,414 SH   DFND 6 2,602,914 0 84,500
AIR METHODS CORP COM PAR $.06 009128307 19,188 529,752 SH   DFND 7 406,252 0 123,500
AIR METHODS CORP COM PAR $.06 009128307 44,700 1,234,136 SH   DFND 11 1,234,136 0 0
AIR PRODS & CHEMS INC COM 009158106 143,950 999,303 SH   DFND 1,5 56,553 0 942,750
AIR PRODS & CHEMS INC COM 009158106 9,351 64,914 SH   DFND 2 64,914 0 0
AIR PRODS & CHEMS INC COM 009158106 8,498 58,997 SH   DFND 3 58,997 0 0
AIR T INC COM 009207101 5,581 231,000 SH   DFND 1,5 22,000 0 209,000
AIR TRANSPORT SERVICES GRP I COM 00922R105 8,847 575,200 SH   DFND 1,5 0 0 575,200
AIR TRANSPORT SERVICES GRP I COM 00922R105 11,777 765,709 SH   DFND 6 765,709 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 4,864 316,240 SH   DFND 7 316,240 0 0
AIRCASTLE LTD COM G0129K104 13,933 626,500 SH   DFND 1,5 0 0 626,500
AIRGAS INC COM 009363102 31,359 221,400 SH   DFND 1,5 0 0 221,400
AIRGAS INC COM 009363102 3,088 21,802 SH   DFND 2 21,802 0 0
AIRGAS INC COM 009363102 886 6,253 SH   DFND 3 6,253 0 0
AIRGAS INC COM 009363102 470,131 3,319,194 SH   DFND 11 3,319,194 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 331,444 5,964,449 SH   DFND 1,5 514,880 0 5,449,569
AKAMAI TECHNOLOGIES INC COM 00971T101 3,285 59,116 SH   DFND 2 59,116 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 398 7,157 SH   DFND 3 7,157 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 528 9,500 SH   DFND 6 9,500 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 17,923 1,989,255 SH   DFND 1,5 0 0 1,989,255
AKORN INC COM 009728106 17,622 748,900 SH   DFND 1,5 800 0 748,100
AKORN INC NOTE 3.500% 6/0 009728AB2 12,944 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 66,886 2,842,601 SH   DFND 6 2,842,601 0 0
AKORN INC COM 009728106 1,571 66,780 SH   DFND 7 66,780 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 11,829 2,232,987 SH   DFND 1,5 0 0 2,232,987
ALAMOS GOLD INC NEW COM CL A 011532108 2,615 493,700 SH   DFND 6 107,300 0 386,400
ALAMOS GOLD INC NEW COM CL A 011532108 1,142 215,600 SH   DFND 7 191,400 0 24,200
ALASKA AIR GROUP INC COM 011659109 248,221 3,026,351 SH   DFND 1,5 304,155 0 2,722,196
ALASKA AIR GROUP INC COM 011659109 507 6,181 SH   DFND 3 6,181 0 0
ALASKA AIR GROUP INC COM 011659109 14,008 170,785 SH   DFND 6 170,785 0 0
ALASKA AIR GROUP INC COM 011659109 3,442 41,960 SH   DFND 7 41,960 0 0
ALBEMARLE CORP COM 012653101 487,721 7,628,988 SH   DFND 1,5 329,358 0 7,299,630
ALBEMARLE CORP COM 012653101 29,887 467,490 SH   DFND 6 467,490 0 0
ALBEMARLE CORP COM 012653101 24,027 375,830 SH   DFND 7 356,730 0 19,100
ALCOA INC COM 013817101 27,719 2,893,400 SH   DFND 1,5 0 0 2,893,400
ALCOA INC DEP SHS 1/10TH 013817309 48,115 1,458,466 SH   DFND 1,5 494,725 0 963,741
ALCOA INC COM 013817101 4,213 439,769 SH   DFND 2 439,769 0 0
ALCOA INC COM 013817101 1,037 108,276 SH   DFND 3 108,276 0 0
ALCOA INC DEP SHS 1/10TH 013817309 1,635 49,550 SH   DFND 6 0 0 49,550
ALDER BIOPHARMACEUTICALS INC COM 014339105 118,920 4,855,856 SH   DFND 1,5 161,900 0 4,693,956
ALDER BIOPHARMACEUTICALS INC COM 014339105 34,187 1,395,959 SH   DFND 6 1,370,059 0 25,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 7,635 311,770 SH   DFND 7 284,170 0 27,600
ALDEYRA THERAPEUTICS INC COM 01438T106 6,024 1,437,811 SH   DFND 1,5 0 0 1,437,811
ALERE INC COM 01449J105 30,128 595,300 SH   DFND 1,5 0 0 595,300
ALERE INC NOTE 3.000% 5/1 01449JAA3 35,921 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC PERP PFD CONV SE 01449J204 211,701 535,952 SH   DFND 1,5 31,708 0 504,244
ALERE INC COM 01449J105 258,668 5,111,000 SH   DFND 11 5,111,000 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 9,401 327,000 SH   DFND 1,5 9,000 0 318,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 89,466 984,336 SH   DFND 1,5 373,237 0 611,099
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 9,666 106,343 SH   DFND 6 106,343 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,060 44,671 SH   DFND 7 4,500 0 40,171
ALEXION PHARMACEUTICALS INC COM 015351109 2,247,103 16,140,660 SH   DFND 1,5 767,310 0 15,373,350
ALEXION PHARMACEUTICALS INC COM 015351109 10,491 75,352 SH   DFND 2 75,352 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 12,047 86,529 SH   DFND 3 86,529 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 21,280 152,853 SH   DFND 6 142,853 0 10,000
ALEXION PHARMACEUTICALS INC COM 015351109 40,139 288,316 SH   DFND 7 263,816 0 24,500
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,345,737 17,028,178 SH   DFND 1,5 961,660 0 16,066,518
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 488,813 6,185,152 SH   DFND 1,9 1,252 0 6,183,900
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 39,167 495,600 SH   DFND 1,10 7,800 0 487,800
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 16,501 208,800 SH   DFND 3 208,800 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 217,680 2,754,397 SH   DFND 4 2,754,397 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,821 250,800 SH   DFND 6 201,900 0 48,900
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,746 161,279 SH   DFND 7 161,279 0 0
ALIGN TECHNOLOGY INC COM 016255101 98,850 1,359,889 SH   DFND 1,5 103,458 0 1,256,431
ALKERMES PLC SHS G01767105 771,387 22,561,779 SH   DFND 1,5 3,308,787 0 19,252,992
ALKERMES PLC SHS G01767105 1,691 49,463 SH   DFND 6 49,463 0 0
ALLEGHANY CORP DEL COM 017175100 2,052 4,136 SH   DFND 1,5 11 0 4,125
ALLEGHANY CORP DEL COM 017175100 4,200 8,465 SH   DFND 3 8,465 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 19,633 1,068,746 SH   DFND 1,5 63,300 0 1,005,446
ALLEGIANT TRAVEL CO COM 01748X102 164,273 922,570 SH   DFND 1,5 156,470 0 766,100
ALLEGIANT TRAVEL CO COM 01748X102 6,790 38,135 SH   DFND 6 38,135 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 116,976 1,836,062 SH   DFND 1,5 1,700 0 1,834,362
ALLEGION PUB LTD CO ORD SHS G0176J109 2,048 32,141 SH   DFND 2 32,141 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 610 9,575 SH   DFND 3 9,575 0 0
ALLERGAN PLC SHS G0177J108 3,489,909 13,020,591 SH   DFND 1,5 347,479 0 12,673,112
ALLERGAN PLC PFD CONV SER A G0177J116 196,892 214,213 SH   DFND 1,5 52,908 0 161,305
ALLERGAN PLC SHS G0177J108 35,382 132,009 SH   DFND 2 132,009 0 0
ALLERGAN PLC SHS G0177J108 23,684 88,363 SH   DFND 3 88,363 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 1,517 1,650 SH   DFND 6 0 0 1,650
ALLERGAN PLC SHS G0177J108 35,536 132,581 SH   DFND 6 115,089 0 17,492
ALLERGAN PLC SHS G0177J108 30,841 115,066 SH   DFND 7 48,364 0 66,702
ALLERGAN PLC SHS G0177J108 925 3,450 SH   DFND 11 3,450 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 318,563 1,448,013 SH   DFND 1,5 6,429 0 1,441,584
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,361 19,821 SH   DFND 2 19,821 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,264 10,290 SH   DFND 3 10,290 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 17,030 77,410 SH   DFND 6 39,110 0 38,300
ALLIANCE DATA SYSTEMS CORP COM 018581108 68,343 310,652 SH   DFND 7 160,482 0 150,170
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 15,581 665,000 SH   DFND 1,5 0 0 665,000
ALLIANT ENERGY CORP COM 018802108 95,615 1,287,222 SH   DFND 1,5 44,222 0 1,243,000
ALLIANT ENERGY CORP COM 018802108 270 3,634 SH   DFND 3 3,634 0 0
ALLIANT ENERGY CORP COM 018802108 16,264 218,956 SH   DFND 6 218,956 0 0
ALLIANT ENERGY CORP COM 018802108 7,289 98,126 SH   DFND 7 98,126 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 315,270 9,023,183 SH   DFND 1,5 15,762 0 9,007,421
ALLISON TRANSMISSION HLDGS I COM 01973R101 83,640 3,100,081 SH   DFND 1,5 78,813 0 3,021,268
ALLISON TRANSMISSION HLDGS I COM 01973R101 944 35,000 SH   DFND 11 35,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 7,382 1,411,400 SH   DFND 1,9 0 0 1,411,400
ALLOT COMMUNICATIONS LTD SHS M0854Q105 9,859 1,885,000 SH   DFND 11 1,885,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 2,381 180,274 SH   DFND 1,5 33,194 0 147,080
ALLSTATE CORP COM 020002101 257,472 3,821,761 SH   DFND 1,5 148 0 3,821,613
ALLSTATE CORP COM 020002101 8,524 126,528 SH   DFND 2 126,528 0 0
ALLSTATE CORP COM 020002101 17,074 253,436 SH   DFND 3 253,436 0 0
ALLY FINL INC COM 02005N100 4,166 222,556 SH   DFND 1,5 256 0 222,300
ALLY FINL INC COM 02005N100 3,581 191,269 SH   DFND 3 191,269 0 0
ALLY FINL INC COM 02005N100 10,001 534,260 SH   DFND 6 534,260 0 0
ALLY FINL INC COM 02005N100 2,008 107,260 SH   DFND 7 107,260 0 0
ALMOST FAMILY INC COM 020409108 43,985 1,181,124 SH   DFND 1,5 81,924 0 1,099,200
ALMOST FAMILY INC COM 020409108 10,506 282,124 SH   DFND 6 282,124 0 0
ALMOST FAMILY INC COM 020409108 3,042 81,688 SH   DFND 7 72,757 0 8,931
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 800,367 12,750,795 SH   DFND 1,5 1,615,060 0 11,135,735
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,295 52,500 SH   DFND 6 52,500 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 16,590 1,400,000 SH   DFND 1,5 50,000 0 1,350,000
ALPHABET INC CAP STK CL C 02079K107 11,030,782 14,807,413 SH   DFND 1,5 846,491 0 13,960,922
ALPHABET INC CAP STK CL A 02079K305 13,136,091 17,218,627 SH   DFND 1,5 1,244,682 0 15,973,945
ALPHABET INC CAP STK CL C 02079K107 432,892 581,102 SH   DFND 1,9 0 0 581,102
ALPHABET INC CAP STK CL A 02079K305 392,713 514,763 SH   DFND 1,9 0 0 514,763
ALPHABET INC CAP STK CL C 02079K107 74,041 99,391 SH   DFND 2 99,391 0 0
ALPHABET INC CAP STK CL A 02079K305 74,656 97,858 SH   DFND 2 97,858 0 0
ALPHABET INC CAP STK CL A 02079K305 58,666 76,898 SH   DFND 3 76,898 0 0
ALPHABET INC CAP STK CL C 02079K107 51,591 69,255 SH   DFND 3 69,255 0 0
ALPHABET INC CAP STK CL A 02079K305 148,771 195,007 SH   DFND 6 169,057 0 25,950
ALPHABET INC CAP STK CL C 02079K107 70,828 95,078 SH   DFND 6 68,407 0 26,671
ALPHABET INC CAP STK CL A 02079K305 288,055 377,579 SH   DFND 7 225,111 0 152,468
ALPHABET INC CAP STK CL C 02079K107 176,824 237,364 SH   DFND 7 83,400 0 153,964
ALPHABET INC CAP STK CL A 02079K305 82,472 108,103 SH   DFND 11 108,103 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 89,283 7,440,278 SH   DFND 1,5 0 0 7,440,278
ALTRIA GROUP INC COM 02209S103 1,370,006 21,864,131 SH   DFND 1,5 1,213,117 0 20,651,014
ALTRIA GROUP INC COM 02209S103 41,033 654,858 SH   DFND 2 654,858 0 0
ALTRIA GROUP INC COM 02209S103 34,816 555,629 SH   DFND 3 555,629 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 98,413 4,205,703 SH   DFND 1,5 0 0 4,205,703
AMARIN CORP PLC SPONS ADR NEW 023111206 5,665 3,702,552 SH   DFND 1,5 0 0 3,702,552
AMAZON COM INC COM 023135106 11,419,881 19,237,048 SH   DFND 1,5 1,354,244 0 17,882,804
AMAZON COM INC COM 023135106 26,833 45,200 SH   DFND 1,9 0 0 45,200
AMAZON COM INC COM 023135106 76,659 129,133 SH   DFND 2 129,133 0 0
AMAZON COM INC COM 023135106 64,024 107,850 SH   DFND 3 107,850 0 0
AMAZON COM INC COM 023135106 82,250 138,552 SH   DFND 6 129,352 0 9,200
AMAZON COM INC COM 023135106 79,604 134,094 SH   DFND 7 111,694 0 22,400
AMBAC FINL GROUP INC COM NEW 023139884 35,396 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 32,394 724,700 SH   DFND 1,9 0 0 724,700
AMBER RD INC COM 02318Y108 108 20,000 SH   DFND 1,9 0 0 20,000
AMBEV SA SPONSORED ADR 02319V103 201,312 38,863,264 SH   DFND 1,5 2,258,529 0 36,604,735
AMC ENTMT HLDGS INC CL A COM 00165C104 341 12,185 SH   DFND 1,5 0 0 12,185
AMC NETWORKS INC CL A 00164V103 190,730 2,937,021 SH   DFND 1,5 107,800 0 2,829,221
AMC NETWORKS INC CL A 00164V103 8,922 137,390 SH   DFND 6 123,990 0 13,400
AMC NETWORKS INC CL A 00164V103 5,095 78,460 SH   DFND 7 59,260 0 19,200
AMDOCS LTD SHS G02602103 604,830 10,010,423 SH   DFND 1,5 856,523 0 9,153,900
AMEDISYS INC COM 023436108 154,079 3,187,400 SH   DFND 1,5 0 0 3,187,400
AMEREN CORP COM 023608102 6,600 131,736 SH   DFND 1,5 36 0 131,700
AMEREN CORP COM 023608102 4,066 81,153 SH   DFND 2 81,153 0 0
AMEREN CORP COM 023608102 1,595 31,846 SH   DFND 3 31,846 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 114,878 7,397,160 SH   DFND 1,5 267,499 0 7,129,661
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 349 22,472 SH   DFND 3 22,472 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 306,008 7,461,783 SH   DFND 1,5 344,481 0 7,117,302
AMERICAN AIRLS GROUP INC COM 02376R102 8,271 201,688 SH   DFND 2 201,688 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,595 63,275 SH   DFND 3 63,275 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,672 65,147 SH   DFND 6 49,987 0 15,160
AMERICAN AIRLS GROUP INC COM 02376R102 2,582 62,970 SH   DFND 7 62,970 0 0
AMERICAN ASSETS TR INC COM 024013104 97,029 2,430,583 SH   DFND 1,5 2,430,583 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 233,460 4,957,742 SH   DFND 1,5 2,776,549 0 2,181,193
AMERICAN CAP LTD COM 02503Y103 23,667 1,552,930 SH   DFND 1,5 36,500 0 1,516,430
AMERICAN CAP MTG INVT CORP COM 02504A104 5,458 371,813 SH   DFND 1,5 0 0 371,813
AMERICAN CAPITAL AGENCY CORP COM 02503X105 136,050 7,302,725 SH   DFND 1,5 177,214 0 7,125,511
AMERICAN CAPITAL AGENCY CORP COM 02503X105 9,021 484,201 SH   DFND 3 484,201 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 697 37,400 SH   DFND 6 37,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 17,339 1,040,150 SH   DFND 1,5 50 0 1,040,100
AMERICAN ELEC PWR INC COM 025537101 233,353 3,514,358 SH   DFND 1,5 113,495 0 3,400,863
AMERICAN ELEC PWR INC COM 025537101 10,906 164,240 SH   DFND 2 164,240 0 0
AMERICAN ELEC PWR INC COM 025537101 28,820 434,030 SH   DFND 3 434,030 0 0
AMERICAN ELEC PWR INC COM 025537101 24,908 375,122 SH   DFND 6 338,592 0 36,530
AMERICAN ELEC PWR INC COM 025537101 52,188 785,971 SH   DFND 7 785,971 0 0
AMERICAN EXPRESS CO COM 025816109 240,355 3,914,576 SH   DFND 1,5 100,373 0 3,814,203
AMERICAN EXPRESS CO COM 025816109 16,828 274,073 SH   DFND 2 274,073 0 0
AMERICAN EXPRESS CO COM 025816109 11,036 179,732 SH   DFND 3 179,732 0 0
AMERICAN EXPRESS CO COM 025816109 1,378 22,451 SH   DFND 7 0 0 22,451
AMERICAN FINL GROUP INC OHIO COM 025932104 27,003 383,725 SH   DFND 1,5 5,025 0 378,700
AMERICAN HOMES 4 RENT CL A 02665T306 634 39,875 SH   DFND 3 39,875 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 311,648 5,765,924 SH   DFND 1,5 201,624 0 5,564,300
AMERICAN INTL GROUP INC COM NEW 026874784 20,779 384,449 SH   DFND 2 384,449 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 9,588 177,388 SH   DFND 3 177,388 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,739 87,680 SH   DFND 7 0 0 87,680
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,192 106,255 SH   DFND 1,5 59,376 0 46,879
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 19,540 20,434,000 PRN   DFND 1,5 0 0 0
AMERICAN STS WTR CO COM 029899101 260 6,618 SH   DFND 3 6,618 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,708,491 16,689,368 SH   DFND 1,5 640,929 0 16,048,439
AMERICAN TOWER CORP NEW COM 03027X100 14,514 141,779 SH   DFND 2 141,779 0 0
AMERICAN TOWER CORP NEW COM 03027X100 7,195 70,284 SH   DFND 3 70,284 0 0
AMERICAN TOWER CORP NEW COM 03027X100 8,014 78,282 SH   DFND 6 59,282 0 19,000
AMERICAN TOWER CORP NEW COM 03027X100 12,026 117,478 SH   DFND 7 32,900 0 84,578
AMERICAN WOODMARK CORP COM 030506109 2,851 38,222 SH   DFND 1,5 522 0 37,700
AMERICAN WOODMARK CORP COM 030506109 7,798 104,540 SH   DFND 6 94,440 0 10,100
AMERICAN WOODMARK CORP COM 030506109 5,372 72,020 SH   DFND 7 56,520 0 15,500
AMERICAN WTR WKS CO INC NEW COM 030420103 13,788 200,026 SH   DFND 1,5 26 0 200,000
AMERICAN WTR WKS CO INC NEW COM 030420103 4,104 59,538 SH   DFND 2 59,538 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 551 7,999 SH   DFND 3 7,999 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,023 14,841 SH   DFND 6 14,841 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,381 78,070 SH   DFND 7 78,070 0 0
AMERIPRISE FINL INC COM 03076C106 152,575 1,622,969 SH   DFND 1,5 100 0 1,622,869
AMERIPRISE FINL INC COM 03076C106 5,313 56,515 SH   DFND 2 56,515 0 0
AMERIPRISE FINL INC COM 03076C106 3,989 42,431 SH   DFND 3 42,431 0 0
AMERIPRISE FINL INC COM 03076C106 2,463 26,200 SH   DFND 6 16,020 0 10,180
AMERIPRISE FINL INC COM 03076C106 385 4,090 SH   DFND 7 4,090 0 0
AMERISAFE INC COM 03071H100 52,547 1,000,141 SH   DFND 1,5 141 0 1,000,000
AMERISOURCEBERGEN CORP COM 03073E105 86,381 998,044 SH   DFND 1,5 204 0 997,840
AMERISOURCEBERGEN CORP COM 03073E105 5,650 65,284 SH   DFND 2 65,284 0 0
AMERISOURCEBERGEN CORP COM 03073E105 7,068 81,659 SH   DFND 3 81,659 0 0
AMETEK INC NEW COM 031100100 1,359,998 27,210,838 SH   DFND 1,5 88,243 0 27,122,595
AMETEK INC NEW COM 031100100 3,937 78,779 SH   DFND 2 78,779 0 0
AMETEK INC NEW COM 031100100 789 15,781 SH   DFND 3 15,781 0 0
AMETEK INC NEW COM 031100100 11,141 222,900 SH   DFND 6 180,600 0 42,300
AMETEK INC NEW COM 031100100 8,931 178,700 SH   DFND 7 74,300 0 104,400
AMGEN INC COM 031162100 4,546,149 30,321,810 SH   DFND 1,5 1,405,586 0 28,916,224
AMGEN INC COM 031162100 37,714 251,547 SH   DFND 2 251,547 0 0
AMGEN INC COM 031162100 45,404 302,834 SH   DFND 3 302,834 0 0
AMGEN INC COM 031162100 21,930 146,271 SH   DFND 6 146,271 0 0
AMGEN INC COM 031162100 15,683 104,599 SH   DFND 7 0 0 104,599
AMICUS THERAPEUTICS INC COM 03152W109 120,617 14,274,185 SH   DFND 1,5 0 0 14,274,185
AMICUS THERAPEUTICS INC COM 03152W109 31,259 3,699,248 SH   DFND 6 3,699,248 0 0
AMICUS THERAPEUTICS INC COM 03152W109 6,335 749,670 SH   DFND 7 689,570 0 60,100
AMIRA NATURE FOODS LTD SHS G0335L102 31,355 3,209,362 SH   DFND 1,5 320,135 0 2,889,227
AMKOR TECHNOLOGY INC COM 031652100 4,889 830,067 SH   DFND 1,5 0 0 830,067
AMKOR TECHNOLOGY INC COM 031652100 35,459 6,020,273 SH   DFND 1,9 0 0 6,020,273
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 29,858 2,488,161 SH   DFND 1,5 3,586 0 2,484,575
AMPHENOL CORP NEW CL A 032095101 2,365,364 40,909,105 SH   DFND 1,5 2,588,828 0 38,320,277
AMPHENOL CORP NEW CL A 032095101 405 7,000 SH   DFND 1,9 0 0 7,000
AMPHENOL CORP NEW CL A 032095101 5,957 103,028 SH   DFND 2 103,028 0 0
AMPHENOL CORP NEW CL A 032095101 4,256 73,614 SH   DFND 3 73,614 0 0
AMPLIFY SNACK BRANDS COM 03211L102 51,940 3,627,115 SH   DFND 1,5 127,400 0 3,499,715
AMPLIFY SNACK BRANDS COM 03211L102 520 36,300 SH   DFND 6 36,300 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 45,453 323,575 SH   DFND 1,5 161,200 0 162,375
AMSURG CORP COM 03232P405 372,772 4,996,943 SH   DFND 1,5 10,687 0 4,986,256
AMSURG CORP COM 03232P405 113,940 1,527,349 SH   DFND 6 1,457,349 0 70,000
AMSURG CORP COM 03232P405 24,476 328,100 SH   DFND 7 221,300 0 106,800
AMTRUST FINL SVCS INC COM 032359309 57,014 2,203,000 SH   DFND 1,5 233,090 0 1,969,910
AMTRUST FINL SVCS INC COM 032359309 235 9,091 SH   DFND 3 9,091 0 0
AMTRUST FINL SVCS INC COM 032359309 903 34,900 SH   DFND 6 34,900 0 0
AMTRUST FINL SVCS INC COM 032359309 1,369 52,880 SH   DFND 7 18,380 0 34,500
AMYRIS INC COM 03236M101 4,329 3,900,044 SH   DFND 1,5 0 0 3,900,044
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 12,028 15,000,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM 03236M101 445 400,845 SH   DFND 6 400,845 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 359,586 6,727,521 SH   DFND 1,5 50,061 0 6,677,460
ANADARKO PETE CORP COM 032511107 1,101,560 23,653,859 SH   DFND 1,5 353,285 0 23,300,574
ANADARKO PETE CORP UNIT 99/99/9999 032511404 8,997 264,000 SH   DFND 1,5 0 0 264,000
ANADARKO PETE CORP COM 032511107 7,919 170,055 SH   DFND 2 170,055 0 0
ANADARKO PETE CORP COM 032511107 16,383 351,794 SH   DFND 3 351,794 0 0
ANADARKO PETE CORP COM 032511107 20,068 430,921 SH   DFND 6 404,421 0 26,500
ANADARKO PETE CORP COM 032511107 37,517 805,610 SH   DFND 7 613,640 0 191,970
ANALOG DEVICES INC COM 032654105 154,678 2,613,249 SH   DFND 1,5 81,290 0 2,531,959
ANALOG DEVICES INC COM 032654105 6,137 103,690 SH   DFND 2 103,690 0 0
ANALOG DEVICES INC COM 032654105 5,660 95,620 SH   DFND 3 95,620 0 0
ANALOG DEVICES INC COM 032654105 12,447 210,290 SH   DFND 6 83,140 0 127,150
ANALOG DEVICES INC COM 032654105 66,513 1,123,722 SH   DFND 7 574,922 0 548,800
ANDERSONS INC COM 034164103 1,037 33,000 SH   DFND 1,5 3,146 0 29,854
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 53,038 3,874,250 SH   DFND 1,5 544,238 0 3,330,012
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 174,293 1,398,150 SH   DFND 1,5 48,076 0 1,350,074
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 10,508 84,296 SH   DFND 3 84,296 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,644 21,209 SH   DFND 6 21,209 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 8,747 9,780,000 PRN   DFND 1,5 0 0 0
ANI PHARMACEUTICALS INC COM 00182C103 2,841 84,400 SH   DFND 1,5 0 0 84,400
ANNALY CAP MGMT INC COM 035710409 338,628 33,004,643 SH   DFND 1,5 2,080,763 0 30,923,880
ANNALY CAP MGMT INC COM 035710409 8,447 823,332 SH   DFND 3 823,332 0 0
ANNALY CAP MGMT INC COM 035710409 1,824 177,800 SH   DFND 6 177,800 0 0
ANNALY CAP MGMT INC COM 035710409 4,389 427,737 SH   DFND 7 427,737 0 0
ANSYS INC COM 03662Q105 571,900 6,392,806 SH   DFND 1,5 648,506 0 5,744,300
ANSYS INC COM 03662Q105 823 9,200 SH   DFND 1,9 0 0 9,200
ANTERO RES CORP COM 03674X106 174,258 7,006,766 SH   DFND 1,5 309,910 0 6,696,856
ANTHEM INC UNIT 05/01/20188 036752202 68,096 1,458,475 SH   DFND 1,5 461,475 0 997,000
ANTHEM INC COM 036752103 1,128,642 8,120,311 SH   DFND 1,5 1,894,311 0 6,226,000
ANTHEM INC COM 036752103 12,150 87,413 SH   DFND 2 87,413 0 0
ANTHEM INC COM 036752103 7,642 54,984 SH   DFND 3 54,984 0 0
ANTHEM INC UNIT 05/01/20188 036752202 1,167 25,000 SH   DFND 6 0 0 25,000
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 8,532 2,357,007 SH   DFND 6 2,357,007 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 1,451 400,800 SH   DFND 7 400,800 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 6,766 1,451,910 SH   DFND 1,5 75,000 0 1,376,910
AON PLC SHS CL A G0408V102 97,317 931,710 SH   DFND 1,5 0 0 931,710
AON PLC SHS CL A G0408V102 9,435 90,333 SH   DFND 2 90,333 0 0
AON PLC SHS CL A G0408V102 5,346 51,181 SH   DFND 3 51,181 0 0
APACHE CORP COM 037411105 1,043,662 21,382,134 SH   DFND 1,5 313,597 0 21,068,537
APACHE CORP COM 037411105 6,176 126,527 SH   DFND 2 126,527 0 0
APACHE CORP COM 037411105 18,354 376,040 SH   DFND 3 376,040 0 0
APACHE CORP COM 037411105 28,914 592,377 SH   DFND 6 446,752 0 145,625
APACHE CORP COM 037411105 66,253 1,357,370 SH   DFND 7 497,657 0 859,713
APARTMENT INVT & MGMT CO CL A 03748R101 323,347 7,731,863 SH   DFND 1,5 3,751,589 0 3,980,274
APARTMENT INVT & MGMT CO CL A 03748R101 2,190 52,377 SH   DFND 2 52,377 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,275 30,479 SH   DFND 3 30,479 0 0
APOGEE ENTERPRISES INC COM 037598109 6,981 159,048 SH   DFND 1,5 0 0 159,048
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 7,039 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 5,081 618,500 SH   DFND 1,5 166,100 0 452,400
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 126,141 7,368,024 SH   DFND 1,5 0 0 7,368,024
APOLLO INVT CORP COM 03761U106 79,619 14,345,763 SH   DFND 1,5 721,156 0 13,624,607
APOLLO INVT CORP COM 03761U106 635 114,495 SH   DFND 6 114,495 0 0
APPLE INC COM 037833100 14,004,712 128,495,382 SH   DFND 1,5 9,471,898 0 119,023,484
APPLE INC COM 037833100 806,603 7,400,711 SH   DFND 1,9 0 0 7,400,711
APPLE INC COM 037833100 202,118 1,854,464 SH   DFND 2 1,854,464 0 0
APPLE INC COM 037833100 174,422 1,600,353 SH   DFND 3 1,600,353 0 0
APPLE INC COM 037833100 188,542 1,729,900 SH   DFND 6 1,345,360 0 384,540
APPLE INC COM 037833100 445,690 4,089,277 SH   DFND 7 1,981,896 0 2,107,381
APPLIED GENETIC TECHNOL CORP COM 03820J100 21,469 1,535,661 SH   DFND 1,5 0 0 1,535,661
APPLIED MATLS INC COM 038222105 371,013 17,517,127 SH   DFND 1,5 695,411 0 16,821,716
APPLIED MATLS INC COM 038222105 8,010 378,187 SH   DFND 2 378,187 0 0
APPLIED MATLS INC COM 038222105 32,548 1,536,740 SH   DFND 3 1,536,740 0 0
APPLIED MATLS INC COM 038222105 6,498 306,800 SH   DFND 6 306,800 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 74,181 11,483,138 SH   DFND 1,5 2,129,400 0 9,353,738
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 81 12,600 SH   DFND 1,9 0 0 12,600
APTARGROUP INC COM 038336103 29,374 374,617 SH   DFND 1,5 0 0 374,617
AQUA AMERICA INC COM 03836W103 322 10,134 SH   DFND 3 10,134 0 0
ARADIGM CORP COM NO PAR NEW 038505400 749 168,740 SH   DFND 1,5 0 0 168,740
ARALEZ PHARMACEUTICALS INC COM 03852X100 970 273,270 SH   DFND 1,5 0 0 273,270
ARAMARK COM 03852U106 588,017 17,754,147 SH   DFND 1,5 1,825,867 0 15,928,280
ARAMARK COM 03852U106 26,568 802,163 SH   DFND 6 802,163 0 0
ARAMARK COM 03852U106 3,243 97,905 SH   DFND 7 97,905 0 0
ARBOR RLTY TR INC COM 038923108 22,540 3,329,427 SH   DFND 1,5 0 0 3,329,427
ARBUTUS BIOPHARMA CORP COM 03879J100 79 19,200 SH   DFND 7 19,200 0 0
ARCBEST CORP COM 03937C105 3,345 154,947 SH   DFND 1,5 58 0 154,889
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 867 189,210 SH   DFND 1,5 0 0 189,210
ARCH CAP GROUP LTD ORD G0450A105 107,676 1,514,437 SH   DFND 1,5 102,637 0 1,411,800
ARCH CAP GROUP LTD ORD G0450A105 2,998 42,165 SH   DFND 3 42,165 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 29,342 808,100 SH   DFND 1,5 10,100 0 798,000
ARCHER DANIELS MIDLAND CO COM 039483102 7,230 199,116 SH   DFND 2 199,116 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,079 57,258 SH   DFND 3 57,258 0 0
ARCTIC CAT INC COM 039670104 20,832 1,240,000 SH   DFND 1,5 120,200 0 1,119,800
ARDELYX INC COM 039697107 31,155 4,009,649 SH   DFND 1,5 0 0 4,009,649
ARDMORE SHIPPING CORP COM Y0207T100 14,861 1,758,729 SH   DFND 1,5 0 0 1,758,729
ARDMORE SHIPPING CORP COM Y0207T100 4,314 510,560 SH   DFND 6 510,560 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,737 205,558 SH   DFND 7 205,558 0 0
ARENA PHARMACEUTICALS INC COM 040047102 28,892 14,666,095 SH   DFND 1,5 0 0 14,666,095
ARES CAP CORP COM 04010L103 131,304 8,847,959 SH   DFND 1,5 288,959 0 8,559,000
ARES CAP CORP COM 04010L103 778 52,434 SH   DFND 6 52,434 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 26,901 1,746,828 SH   DFND 1,5 0 0 1,746,828
ARGO GROUP INTL HLDGS LTD COM G0464B107 920 16,030 SH   DFND 1,5 320 0 15,710
ARGO GROUP INTL HLDGS LTD COM G0464B107 778 13,553 SH   DFND 6 13,553 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 22,622 3,540,246 SH   DFND 1,5 0 0 3,540,246
ARISTA NETWORKS INC COM 040413106 18,520 293,500 SH   DFND 1,5 24,500 0 269,000
ARK RESTAURANTS CORP COM 040712101 4,532 220,000 SH   DFND 1,5 20,600 0 199,400
ARM HLDGS PLC SPONSORED ADR 042068106 3,564 81,572 SH   DFND 3 81,572 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 11,914 1,059,040 SH   DFND 6 1,059,040 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 5,323 473,124 SH   DFND 7 473,124 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 24,968 516,181 SH   DFND 1,5 1,900 0 514,281
ARMSTRONG WORLD INDS INC NEW COM 04247X102 4,011 82,925 SH   DFND 6 82,925 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,627 33,643 SH   DFND 7 33,643 0 0
ARQULE INC COM 04269E107 1,284 802,200 SH   DFND 1,5 1,600 0 800,600
ARRAY BIOPHARMA INC COM 04269X105 39,564 13,411,691 SH   DFND 1,5 737,400 0 12,674,291
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 372 87,600 SH   DFND 1,5 8,100 0 79,500
ARRIS INTL INC SHS G0551A103 2,957 129,016 SH   DFND 1,5 0 0 129,016
ARROW ELECTRS INC COM 042735100 149,290 2,317,813 SH   DFND 1,5 51,115 0 2,266,698
ARROW ELECTRS INC COM 042735100 4,150 64,437 SH   DFND 3 64,437 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 4,931 159,880 SH   DFND 1,5 0 0 159,880
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 42,356 2,283,341 SH   DFND 1,5 5,649 0 2,277,692
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 243 13,100 SH   DFND 6 13,100 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 43,037 3,687,827 SH   DFND 1,5 1,953,738 0 1,734,089
ASHFORD HOSPITALITY PRIME IN COM 044102101 4,778 409,444 SH   DFND 6 409,444 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 2,025 173,495 SH   DFND 7 18,200 0 155,295
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 4,223 176,699 SH   DFND 1,5 0 0 176,699
ASHFORD INC COM 044104107 1,670 36,639 SH   DFND 1,5 6,819 0 29,820
ASHLAND INC NEW COM 044209104 169,791 1,544,119 SH   DFND 1,5 2,806 0 1,541,313
ASHLAND INC NEW COM 044209104 76,426 695,038 SH   DFND 6 596,018 0 99,020
ASHLAND INC NEW COM 044209104 91,009 827,651 SH   DFND 7 430,604 0 397,047
ASML HOLDING N V N Y REGISTRY SHS N07059210 36,397 362,561 SH   DFND 1,5 64,700 0 297,861
ASPEN AEROGELS INC COM 04523Y105 9,100 2,022,126 SH   DFND 1,5 0 0 2,022,126
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 129,947 2,724,258 SH   DFND 1,5 258 0 2,724,000
ASPEN TECHNOLOGY INC COM 045327103 49,817 1,378,839 SH   DFND 1,5 96,839 0 1,282,000
ASPEN TECHNOLOGY INC COM 045327103 2,493 69,000 SH   DFND 7 43,000 0 26,000
ASSOCIATED BANC CORP COM 045487105 241,446 13,458,521 SH   DFND 1,5 650 0 13,457,871
ASSURANT INC COM 04621X108 417,189 5,407,500 SH   DFND 1,5 497,600 0 4,909,900
ASSURANT INC COM 04621X108 1,661 21,534 SH   DFND 2 21,534 0 0
ASSURANT INC COM 04621X108 507 6,571 SH   DFND 3 6,571 0 0
ASSURANT INC COM 04621X108 23,234 301,149 SH   DFND 6 301,149 0 0
ASSURANT INC COM 04621X108 6,484 84,050 SH   DFND 7 84,050 0 0
ASSURED GUARANTY LTD COM G0585R106 9,608 379,772 SH   DFND 1,5 784 0 378,988
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 4,316 918,325 SH   DFND 1,5 0 0 918,325
ASTORIA FINL CORP COM 046265104 600 37,900 SH   DFND 1,5 0 0 37,900
ASTRAZENECA PLC SPONSORED ADR 046353108 34,172 1,213,500 SH   DFND 1,5 0 0 1,213,500
ASTRAZENECA PLC SPONSORED ADR 046353108 487 17,306 SH   DFND 3 17,306 0 0
ASTRONICS CORP COM 046433108 11,476 300,800 SH   DFND 1,5 0 0 300,800
ASURE SOFTWARE INC COM 04649U102 1,802 336,119 SH   DFND 6 336,119 0 0
AT&T INC COM 00206R102 2,723,211 69,522,869 SH   DFND 1,5 1,679,246 0 67,843,623
AT&T INC COM 00206R102 80,587 2,057,359 SH   DFND 2 2,057,359 0 0
AT&T INC COM 00206R102 100,283 2,560,194 SH   DFND 3 2,560,194 0 0
AT&T INC COM 00206R102 28,782 734,799 SH   DFND 6 609,099 0 125,700
AT&T INC COM 00206R102 23,929 610,906 SH   DFND 7 304,306 0 306,600
AT&T INC COM 00206R102 23,396 597,300 SH   DFND 11 597,300 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 45,769 2,405,094 SH   DFND 1,5 0 0 2,405,094
ATHENAHEALTH INC COM 04685W103 766,710 5,524,642 SH   DFND 1,5 325,102 0 5,199,540
ATHENAHEALTH INC COM 04685W103 43,667 314,650 SH   DFND 1,9 0 0 314,650
ATHENAHEALTH INC COM 04685W103 597 4,300 SH   DFND 6 4,300 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 22,135 291,900 SH   DFND 1,5 0 0 291,900
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 99,491 2,353,700 SH   DFND 1,5 283,000 0 2,070,700
ATLASSIAN CORP PLC CL A G06242104 20,104 799,352 SH   DFND 1,5 52,902 0 746,450
ATMEL CORP COM 049513104 21,089 2,597,113 SH   DFND 1,5 1,080 0 2,596,033
ATMOS ENERGY CORP COM 049560105 216,073 2,909,686 SH   DFND 1,5 46,906 0 2,862,780
ATMOS ENERGY CORP COM 049560105 29,797 401,256 SH   DFND 6 401,256 0 0
ATMOS ENERGY CORP COM 049560105 15,235 205,154 SH   DFND 7 185,354 0 19,800
ATMOS ENERGY CORP COM 049560105 21,996 296,200 SH   DFND 11 296,200 0 0
ATRICURE INC COM 04963C209 60,867 3,616,600 SH   DFND 1,5 0 0 3,616,600
ATRION CORP COM 049904105 7,799 19,726 SH   DFND 1,5 10,599 0 9,127
ATWOOD OCEANICS INC COM 050095108 84,777 9,245,000 SH   DFND 1,5 2,168,100 0 7,076,900
ATYR PHARMA INC COM 002120103 13,993 3,551,596 SH   DFND 1,5 192,105 0 3,359,491
AURIS MED HLDG AG COM H03579101 5,651 1,552,552 SH   DFND 1,5 0 0 1,552,552
AUTODESK INC COM 052769106 861,392 14,772,631 SH   DFND 1,5 215,191 0 14,557,440
AUTODESK INC COM 052769106 69,669 1,194,800 SH   DFND 1,9 0 0 1,194,800
AUTODESK INC COM 052769106 4,394 75,362 SH   DFND 2 75,362 0 0
AUTODESK INC COM 052769106 5,981 102,574 SH   DFND 3 102,574 0 0
AUTODESK INC COM 052769106 2,140 36,700 SH   DFND 6 36,700 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 4,482 160,400 SH   DFND 1,5 34,400 0 126,000
AUTOHOME INC SP ADR RP CL A 05278C107 27,675 990,500 SH   DFND 1,9 0 0 990,500
AUTOLIV INC COM 052800109 219,609 1,853,550 SH   DFND 1,5 47,200 0 1,806,350
AUTOLIV INC COM 052800109 6,742 56,900 SH   DFND 7 56,900 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,106 101,500 SH   DFND 1,5 0 0 101,500
AUTOMATIC DATA PROCESSING IN COM 053015103 13,726 153,001 SH   DFND 2 153,001 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 23,589 262,952 SH   DFND 3 262,952 0 0
AUTONATION INC COM 05329W102 41,386 886,600 SH   DFND 1,5 175,900 0 710,700
AUTONATION INC COM 05329W102 1,155 24,745 SH   DFND 2 24,745 0 0
AUTONATION INC COM 05329W102 362 7,760 SH   DFND 3 7,760 0 0
AUTOZONE INC COM 053332102 2,512,814 3,154,068 SH   DFND 1,5 177,378 0 2,976,690
AUTOZONE INC COM 053332102 8,049 10,103 SH   DFND 2 10,103 0 0
AUTOZONE INC COM 053332102 9,272 11,639 SH   DFND 3 11,639 0 0
AUTOZONE INC COM 053332102 20,724 26,013 SH   DFND 6 14,423 0 11,590
AUTOZONE INC COM 053332102 74,494 93,505 SH   DFND 7 48,185 0 45,320
AUTOZONE INC COM 053332102 119,874 150,465 SH   DFND 11 150,465 0 0
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 19,919 3,852,871 SH   DFND 1,5 350,646 0 3,502,225
AVALONBAY CMNTYS INC COM 053484101 368,572 1,937,813 SH   DFND 1,5 596,569 0 1,341,244
AVALONBAY CMNTYS INC COM 053484101 8,716 45,823 SH   DFND 2 45,823 0 0
AVALONBAY CMNTYS INC COM 053484101 4,251 22,350 SH   DFND 3 22,350 0 0
AVALONBAY CMNTYS INC COM 053484101 26,203 137,763 SH   DFND 6 137,763 0 0
AVALONBAY CMNTYS INC COM 053484101 11,027 57,975 SH   DFND 7 5,950 0 52,025
AVALONBAY CMNTYS INC COM 053484101 9,700 51,000 SH   DFND 11 51,000 0 0
AVANGRID INC COM 05351W103 118,740 2,960,362 SH   DFND 1,5 0 0 2,960,362
AVERY DENNISON CORP COM 053611109 64,288 891,533 SH   DFND 1,5 374 0 891,159
AVERY DENNISON CORP COM 053611109 2,157 29,911 SH   DFND 2 29,911 0 0
AVERY DENNISON CORP COM 053611109 2,981 41,346 SH   DFND 3 41,346 0 0
AVEXIS INC COM 05366U100 5,995 220,074 SH   DFND 1,5 0 0 220,074
AVG TECHNOLOGIES N V SHS N07831105 11,572 557,700 SH   DFND 1,5 51,100 0 506,600
AVID TECHNOLOGY INC COM 05367P100 8,485 1,255,200 SH   DFND 1,5 114,900 0 1,140,300
AVID TECHNOLOGY INC COM 05367P100 8,008 1,184,616 SH   DFND 11 1,184,616 0 0
AVIS BUDGET GROUP COM 053774105 35,081 1,282,210 SH   DFND 1,5 10 0 1,282,200
AVNET INC COM 053807103 95,588 2,157,744 SH   DFND 1,5 4,344 0 2,153,400
AVNET INC COM 053807103 1,971 44,493 SH   DFND 3 44,493 0 0
AVON PRODS INC COM 054303102 126,060 26,207,973 SH   DFND 1,5 1,094,816 0 25,113,157
AVON PRODS INC COM 054303102 3,765 782,668 SH   DFND 3 782,668 0 0
AVON PRODS INC COM 054303102 1,071 222,700 SH   DFND 6 222,700 0 0
AXALTA COATING SYS LTD COM G0750C108 51,978 1,780,055 SH   DFND 1,5 94,875 0 1,685,180
AXIALL CORP COM 05463D100 59,859 2,740,774 SH   DFND 1,5 500,000 0 2,240,774
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 413,806 7,461,347 SH   DFND 1,5 735,782 0 6,725,565
AXOVANT SCIENCES LTD COM G0750W104 13,505 1,176,370 SH   DFND 1,5 0 0 1,176,370
AXSOME THERAPEUTICS INC COM 05464T104 24,058 2,797,431 SH   DFND 1,5 0 0 2,797,431
AZZ INC COM 002474104 124,400 2,197,887 SH   DFND 1,5 216,687 0 1,981,200
AZZ INC COM 002474104 712 12,584 SH   DFND 7 12,584 0 0
B & G FOODS INC NEW COM 05508R106 100,081 2,875,067 SH   DFND 1,5 560,295 0 2,314,772
B & G FOODS INC NEW COM 05508R106 8,413 241,686 SH   DFND 3 241,686 0 0
B & G FOODS INC NEW COM 05508R106 770 22,119 SH   DFND 6 22,119 0 0
B/E AEROSPACE INC COM 073302101 13,522 293,200 SH   DFND 1,5 0 0 293,200
B/E AEROSPACE INC COM 073302101 13,157 285,282 SH   DFND 6 285,282 0 0
B/E AEROSPACE INC COM 073302101 4,021 87,190 SH   DFND 7 66,090 0 21,100
B2GOLD CORP COM 11777Q209 231,228 139,031,372 SH   DFND 1,5 5,515,939 0 133,515,433
B2GOLD CORP COM 11777Q209 21 12,604 SH   DFND 6 12,604 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 3,527 164,818 SH   DFND 1,5 31,083 0 133,735
BAIDU INC SPON ADR REP A 056752108 105,955 555,086 SH   DFND 1,5 48,109 0 506,977
BAIDU INC SPON ADR REP A 056752108 6,452 33,800 SH   DFND 1,9 0 0 33,800
BAIDU INC SPON ADR REP A 056752108 285 1,493 SH   DFND 3 1,493 0 0
BAIDU INC SPON ADR REP A 056752108 7,292 38,200 SH   DFND 6 28,000 0 10,200
BAIDU INC SPON ADR REP A 056752108 4,486 23,500 SH   DFND 7 23,500 0 0
BAKER HUGHES INC COM 057224107 982,322 22,412,088 SH   DFND 1,5 331,523 0 22,080,565
BAKER HUGHES INC COM 057224107 6,419 146,446 SH   DFND 2 146,446 0 0
BAKER HUGHES INC COM 057224107 2,240 51,108 SH   DFND 3 51,108 0 0
BAKER HUGHES INC COM 057224107 2,428 55,386 SH   DFND 6 55,386 0 0
BAKER HUGHES INC COM 057224107 10,338 235,868 SH   DFND 7 0 0 235,868
BALL CORP COM 058498106 382,734 5,368,689 SH   DFND 1,5 115,872 0 5,252,817
BALL CORP COM 058498106 3,379 47,398 SH   DFND 2 47,398 0 0
BALL CORP COM 058498106 1,868 26,208 SH   DFND 3 26,208 0 0
BALL CORP COM 058498106 1,220 17,120 SH   DFND 11 17,120 0 0
BANCFIRST CORP COM 05945F103 38,368 672,761 SH   DFND 1,5 0 0 672,761
BANCO MACRO SA SPON ADR B 05961W105 22,690 351,944 SH   DFND 1,5 44,444 0 307,500
BANCO MACRO SA SPON ADR B 05961W105 1,412 21,902 SH   DFND 1,10 21,902 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3,870 200,000 SH   DFND 1,5 0 0 200,000
BANCOLOMBIA S A SPON ADR PREF 05968L102 46,289 1,354,266 SH   DFND 1,5 49,020 0 1,305,246
BANK AMER CORP COM 060505104 3,497,025 258,655,706 SH   DFND 1,5 7,781,386 0 250,874,320
BANK AMER CORP 7.25%CNV PFD L 060505682 128,320 112,759 SH   DFND 1,5 0 0 112,759
BANK AMER CORP COM 060505104 46,692 3,453,553 SH   DFND 2 3,453,553 0 0
BANK AMER CORP COM 060505104 60,311 4,460,863 SH   DFND 3 4,460,863 0 0
BANK AMER CORP COM 060505104 46,771 3,459,378 SH   DFND 6 3,030,834 0 428,544
BANK AMER CORP 7.25%CNV PFD L 060505682 797 700 SH   DFND 7 700 0 0
BANK AMER CORP COM 060505104 107,231 7,931,290 SH   DFND 7 3,123,426 0 4,807,864
BANK MONTREAL QUE COM 063671101 20,040 330,000 SH   DFND 1,5 0 0 330,000
BANK MONTREAL QUE COM 063671101 738 12,160 SH   DFND 6 0 0 12,160
BANK MONTREAL QUE COM 063671101 1,430 23,550 SH   DFND 7 23,550 0 0
BANK MONTREAL QUE COM 063671101 92,543 1,523,900 SH   DFND 11 1,523,900 0 0
BANK N S HALIFAX COM 064149107 45,964 940,530 SH   DFND 1,5 0 0 940,530
BANK N S HALIFAX COM 064149107 880 17,997 SH   DFND 6 7,000 0 10,997
BANK N S HALIFAX COM 064149107 22,803 466,600 SH   DFND 7 406,800 0 59,800
BANK N S HALIFAX COM 064149107 317,795 6,502,853 SH   DFND 11 5,725,753 0 777,100
BANK NEW YORK MELLON CORP COM 064058100 85,501 2,321,507 SH   DFND 1,5 0 0 2,321,507
BANK NEW YORK MELLON CORP COM 064058100 13,252 359,817 SH   DFND 2 359,817 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,222 277,557 SH   DFND 3 277,557 0 0
BANK OF THE OZARKS INC COM 063904106 151,963 3,620,762 SH   DFND 1,5 13,711 0 3,607,051
BANK OF THE OZARKS INC COM 063904106 4,835 115,190 SH   DFND 11 115,190 0 0
BANKRATE INC DEL COM 06647F102 56,316 6,141,287 SH   DFND 1,5 113,707 0 6,027,580
BANKRATE INC DEL COM 06647F102 3,133 341,630 SH   DFND 6 341,630 0 0
BANKRATE INC DEL COM 06647F102 1,485 161,950 SH   DFND 7 161,950 0 0
BANNER CORP COM NEW 06652V208 71,558 1,702,130 SH   DFND 1,5 530 0 1,701,600
BAR HBR BANKSHARES COM 066849100 4,652 140,037 SH   DFND 1,5 140,037 0 0
BARCLAYS BANK PLC ETN DJUBS GRNS37 06739H305 4,865 160,566 SH   DFND 1,5 0 0 160,566
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 4,138 231,800 SH   DFND 1,5 0 0 231,800
BARCLAYS PLC ADR 06738E204 56,277 6,528,655 SH   DFND 1,5 14,800 0 6,513,855
BARD C R INC COM 067383109 178,547 880,976 SH   DFND 1,5 60,403 0 820,573
BARD C R INC COM 067383109 4,998 24,662 SH   DFND 2 24,662 0 0
BARD C R INC COM 067383109 3,117 15,382 SH   DFND 3 15,382 0 0
BARD C R INC COM 067383109 32,264 159,196 SH   DFND 6 159,196 0 0
BARD C R INC COM 067383109 46,548 229,672 SH   DFND 7 229,672 0 0
BARNES & NOBLE ED INC COM 06777U101 4,699 479,501 SH   DFND 1,5 92,719 0 386,782
BARRICK GOLD CORP COM 067901108 55,917 4,116,869 SH   DFND 1,5 0 0 4,116,869
BARRICK GOLD CORP COM 067901108 5,233 385,314 SH   DFND 3 385,314 0 0
BARRICK GOLD CORP COM 067901108 210 15,434 SH   DFND 6 1,534 0 13,900
BARRICK GOLD CORP COM 067901108 42,341 3,117,400 SH   DFND 11 2,619,800 0 497,600
BAXALTA INC COM 07177M103 225,862 5,590,646 SH   DFND 1,5 708,816 0 4,881,830
BAXALTA INC COM 07177M103 9,204 227,828 SH   DFND 2 227,828 0 0
BAXALTA INC COM 07177M103 5,921 146,567 SH   DFND 3 146,567 0 0
BAXTER INTL INC COM 071813109 74,770 1,820,100 SH   DFND 1,5 289,500 0 1,530,600
BAXTER INTL INC COM 071813109 7,528 183,244 SH   DFND 2 183,244 0 0
BAXTER INTL INC COM 071813109 5,251 127,815 SH   DFND 3 127,815 0 0
BAZAARVOICE INC COM 073271108 3,717 1,179,900 SH   DFND 1,5 0 0 1,179,900
BB&T CORP COM 054937107 8,685 261,033 SH   DFND 2 261,033 0 0
BB&T CORP COM 054937107 5,938 178,480 SH   DFND 3 178,480 0 0
BBCN BANCORP INC COM 073295107 107,800 7,096,801 SH   DFND 1,5 248,605 0 6,848,196
BCE INC COM NEW 05534B760 2,455 53,859 SH   DFND 6 33,255 0 20,604
BCE INC COM NEW 05534B760 11,670 256,063 SH   DFND 7 246,963 0 9,100
BCE INC COM NEW 05534B760 534,107 11,719,410 SH   DFND 11 10,864,380 0 855,030
BECTON DICKINSON & CO COM 075887109 374,587 2,467,307 SH   DFND 1,5 138,438 0 2,328,869
BECTON DICKINSON & CO COM 075887109 10,756 70,845 SH   DFND 2 70,845 0 0
BECTON DICKINSON & CO COM 075887109 10,453 68,850 SH   DFND 3 68,850 0 0
BECTON DICKINSON & CO COM 075887109 683 4,500 SH   DFND 6 4,500 0 0
BECTON DICKINSON & CO COM 075887109 5,041 33,207 SH   DFND 7 23,983 0 9,224
BED BATH & BEYOND INC COM 075896100 557,289 11,226,614 SH   DFND 1,5 2,331,514 0 8,895,100
BED BATH & BEYOND INC COM 075896100 2,716 54,714 SH   DFND 2 54,714 0 0
BED BATH & BEYOND INC COM 075896100 764 15,384 SH   DFND 3 15,384 0 0
BEIGENE LTD SPONSORED ADR 07725L102 46,289 1,579,298 SH   DFND 1,5 217,381 0 1,361,917
BEIGENE LTD SPONSORED ADR 07725L102 4,038 137,762 SH   DFND 1,9 0 0 137,762
BEL FUSE INC CL A 077347201 2,827 215,000 SH   DFND 1,5 19,400 0 195,600
BEL FUSE INC CL B 077347300 328 22,437 SH   DFND 1,5 22,437 0 0
BELDEN INC COM 077454106 139,063 2,265,600 SH   DFND 1,5 3,700 0 2,261,900
BELLATRIX EXPLORATION LTD COM 078314101 149 146,400 SH   DFND 1,5 0 0 146,400
BELLEROPHON THERAPEUTICS INC COM 078771102 3,119 1,267,981 SH   DFND 1,5 0 0 1,267,981
BELLICUM PHARMACEUTICALS INC COM 079481107 11,547 1,235,000 SH   DFND 1,5 0 0 1,235,000
BENEFICIAL BANCORP INC COM 08171T102 10,540 769,924 SH   DFND 1,5 0 0 769,924
BENEFICIAL BANCORP INC COM 08171T102 9,024 659,200 SH   DFND 6 659,200 0 0
BENEFICIAL BANCORP INC COM 08171T102 4,126 301,375 SH   DFND 7 301,375 0 0
BENEFITFOCUS INC COM 08180D106 7,620 228,499 SH   DFND 1,9 0 0 228,499
BERKLEY W R CORP COM 084423102 12,506 222,530 SH   DFND 1,5 30 0 222,500
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,042,280 14,394,421 SH   DFND 1,5 33,943 0 14,360,478
BERKSHIRE HATHAWAY INC DEL CL A 084670108 6,232,953 29,201 SH   DFND 1,5 2,411 0 26,790
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 88,907 626,635 SH   DFND 2 626,635 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 213 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 69,370 488,938 SH   DFND 3 488,938 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13,048 91,965 SH   DFND 6 70,865 0 21,100
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 32,224 227,120 SH   DFND 7 175,920 0 51,200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 82,217 579,480 SH   DFND 11 579,480 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 211 7,837 SH   DFND 3 7,837 0 0
BERRY PLASTICS GROUP INC COM 08579W103 95,613 2,644,900 SH   DFND 1,5 24,500 0 2,620,400
BEST BUY INC COM 086516101 1,302,486 40,150,608 SH   DFND 1,5 3,395,608 0 36,755,000
BEST BUY INC COM 086516101 3,057 94,229 SH   DFND 2 94,229 0 0
BEST BUY INC COM 086516101 271 8,356 SH   DFND 3 8,356 0 0
BGC PARTNERS INC CL A 05541T101 10,926 1,207,300 SH   DFND 1,5 0 0 1,207,300
BIOCRYST PHARMACEUTICALS COM 09058V103 2,830 1,000,000 SH   DFND 1,5 150,000 0 850,000
BIODEL INC COM NEW 09064M204 318 964,232 SH   DFND 1,5 0 0 964,232
BIODELIVERY SCIENCES INTL IN COM 09060J106 1,652 511,479 SH   DFND 1,5 1,500 0 509,979
BIOGEN INC COM 09062X103 3,445,615 13,236,074 SH   DFND 1,5 542,193 0 12,693,881
BIOGEN INC COM 09062X103 19,039 73,138 SH   DFND 2 73,138 0 0
BIOGEN INC COM 09062X103 20,976 80,578 SH   DFND 3 80,578 0 0
BIOGEN INC COM 09062X103 12,952 49,754 SH   DFND 6 49,754 0 0
BIOGEN INC COM 09062X103 13,932 53,520 SH   DFND 7 2,700 0 50,820
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 13,196 11,130,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 995,969 12,075,277 SH   DFND 1,5 51,547 0 12,023,730
BIOMARIN PHARMACEUTICAL INC COM 09061G101 39,783 482,340 SH   DFND 6 398,980 0 83,360
BIOMARIN PHARMACEUTICAL INC COM 09061G101 74,384 901,846 SH   DFND 7 579,184 0 322,662
BIOTA PHARMACEUTIALS INC COM 090694100 917 611,600 SH   DFND 1,5 0 0 611,600
BIOTIME INC *W EXP 10/01/201 09066L162 81 128,178 SH   DFND 1,5 0 0 128,178
BITAUTO HLDGS LTD SPONSORED ADS 091727107 3,200 129,100 SH   DFND 1,5 68,200 0 60,900
BITAUTO HLDGS LTD SPONSORED ADS 091727107 50,998 2,057,218 SH   DFND 1,9 0 0 2,057,218
BLACK BOX CORP DEL COM 091826107 24,206 1,797,000 SH   DFND 1,5 178,500 0 1,618,500
BLACK HILLS CORP COM 092113109 47,643 792,326 SH   DFND 1,5 0 0 792,326
BLACK STONE MINERALS L P COM UNIT 09225M101 47,616 3,398,750 SH   DFND 1,5 0 0 3,398,750
BLACKBAUD INC COM 09227Q100 22,639 359,978 SH   DFND 1,5 0 0 359,978
BLACKBAUD INC COM 09227Q100 4,484 71,300 SH   DFND 1,9 0 0 71,300
BLACKBERRY LTD COM 09228F103 3,695 455,300 SH   DFND 1,5 0 0 455,300
BLACKBERRY LTD DBCV 6.000%11/1 C10268AA5 11,998 11,220,000 PRN   DFND 1,5 0 0 0
BLACKBERRY LTD COM 09228F103 55,597 6,850,751 SH   DFND 11 6,850,751 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 287,095 8,370,118 SH   DFND 1,5 199,276 0 8,170,842
BLACKROCK INC COM 09247X101 1,340,857 3,937,096 SH   DFND 1,5 244,120 0 3,692,976
BLACKROCK INC COM 09247X101 14,379 42,221 SH   DFND 2 42,221 0 0
BLACKROCK INC COM 09247X101 11,405 33,489 SH   DFND 3 33,489 0 0
BLACKROCK INC COM 09247X101 11,409 33,500 SH   DFND 6 26,700 0 6,800
BLACKROCK INC COM 09247X101 9,502 27,900 SH   DFND 7 11,300 0 16,600
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 949,227 33,840,550 SH   DFND 1,5 958 0 33,839,592
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 16,523 15,830,000 PRN   DFND 1,5 0 0 0
BLOCK H & R INC COM 093671105 265,275 10,040,674 SH   DFND 1,5 239,400 0 9,801,274
BLOCK H & R INC COM 093671105 2,085 78,917 SH   DFND 2 78,917 0 0
BLOCK H & R INC COM 093671105 552 20,882 SH   DFND 3 20,882 0 0
BLOCK H & R INC COM 093671105 67,939 2,571,500 SH   DFND 11 2,571,500 0 0
BLOOMIN BRANDS INC COM 094235108 928 55,000 SH   DFND 1,5 5,200 0 49,800
BLUCORA INC COM 095229100 14,756 2,859,737 SH   DFND 1,5 0 0 2,859,737
BLUE BUFFALO PET PRODS INC COM 09531U102 23,676 922,676 SH   DFND 1,5 0 0 922,676
BLUE HILLS BANCORP INC COM 095573101 10,162 743,366 SH   DFND 6 743,366 0 0
BLUE NILE INC COM 09578R103 823 32,000 SH   DFND 11 32,000 0 0
BLUEBIRD BIO INC COM 09609G100 234,984 5,529,045 SH   DFND 1,5 828,775 0 4,700,270
BLUEBIRD BIO INC COM 09609G100 429 10,100 SH   DFND 6 10,100 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 60,679 3,361,733 SH   DFND 1,5 8,350 0 3,353,383
BLUEPRINT MEDICINES CORP COM 09627Y109 4,781 264,898 SH   DFND 4 264,898 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 6,122 339,154 SH   DFND 6 339,154 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,881 104,200 SH   DFND 7 104,200 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 70,861 4,807,373 SH   DFND 1,5 1,377 0 4,805,996
BOEING CO COM 097023105 1,039,500 8,188,907 SH   DFND 1,5 466,911 0 7,721,996
BOEING CO COM 097023105 26,440 208,289 SH   DFND 2 208,289 0 0
BOEING CO COM 097023105 36,283 285,827 SH   DFND 3 285,827 0 0
BOEING CO COM 097023105 21,570 169,919 SH   DFND 6 161,979 0 7,940
BOEING CO COM 097023105 54,579 429,959 SH   DFND 7 255,269 0 174,690
BOFI HLDG INC COM 05566U108 73,358 3,437,600 SH   DFND 1,5 53,100 0 3,384,500
BOISE CASCADE CO DEL COM 09739D100 27,648 1,334,377 SH   DFND 1,5 113 0 1,334,264
BOISE CASCADE CO DEL COM 09739D100 725 35,000 SH   DFND 6 35,000 0 0
BOISE CASCADE CO DEL COM 09739D100 1,129 54,480 SH   DFND 7 19,380 0 35,100
BOK FINL CORP COM NEW 05561Q201 61,178 1,120,060 SH   DFND 1,5 0 0 1,120,060
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 167,051 5,516,890 SH   DFND 1,5 390 0 5,516,500
BORGWARNER INC COM 099724106 51,042 1,329,207 SH   DFND 1,5 137 0 1,329,070
BORGWARNER INC COM 099724106 2,808 73,127 SH   DFND 2 73,127 0 0
BORGWARNER INC COM 099724106 1,547 40,278 SH   DFND 3 40,278 0 0
BOSTON BEER INC CL A 100557107 217,767 1,176,673 SH   DFND 1,5 55,817 0 1,120,856
BOSTON PRIVATE FINL HLDGS IN COM 101119105 26,391 2,304,931 SH   DFND 1,5 0 0 2,304,931
BOSTON PRIVATE FINL HLDGS IN COM 101119105 43,909 3,834,874 SH   DFND 6 3,661,974 0 172,900
BOSTON PRIVATE FINL HLDGS IN COM 101119105 15,719 1,372,800 SH   DFND 7 1,149,700 0 223,100
BOSTON PROPERTIES INC COM 101121101 951,068 7,484,008 SH   DFND 1,5 2,742,661 0 4,741,347
BOSTON PROPERTIES INC COM 101121101 6,528 51,371 SH   DFND 2 51,371 0 0
BOSTON PROPERTIES INC COM 101121101 4,816 37,894 SH   DFND 3 37,894 0 0
BOSTON PROPERTIES INC COM 101121101 76,655 603,202 SH   DFND 6 585,302 0 17,900
BOSTON PROPERTIES INC COM 101121101 55,800 439,092 SH   DFND 7 221,250 0 217,842
BOSTON PROPERTIES INC COM 101121101 19,302 151,890 SH   DFND 11 151,890 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,502,431 186,200,469 SH   DFND 1,5 4,057,628 0 182,142,841
BOSTON SCIENTIFIC CORP COM 101137107 8,483 450,973 SH   DFND 2 450,973 0 0
BOSTON SCIENTIFIC CORP COM 101137107 939 49,933 SH   DFND 3 49,933 0 0
BOSTON SCIENTIFIC CORP COM 101137107 26,478 1,407,662 SH   DFND 6 1,239,162 0 168,500
BOSTON SCIENTIFIC CORP COM 101137107 17,610 936,184 SH   DFND 7 542,384 0 393,800
BOTTOMLINE TECH DEL INC COM 101388106 1,646 54,000 SH   DFND 6 54,000 0 0
BOTTOMLINE TECH DEL INC COM 101388106 2,018 66,180 SH   DFND 7 17,180 0 49,000
BOX INC CL A 10316T104 21,990 1,793,600 SH   DFND 1,5 0 0 1,793,600
BOX INC CL A 10316T104 3,392 276,700 SH   DFND 1,9 0 0 276,700
BP PLC SPONSORED ADR 055622104 267,441 8,861,531 SH   DFND 1,5 855 0 8,860,676
BP PLC SPONSORED ADR 055622104 322 10,678 SH   DFND 3 10,678 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 174,814 12,460,045 SH   DFND 1,5 8,572,945 0 3,887,100
BRIGHT HORIZONS FAM SOL IN D COM 109194100 167,054 2,578,790 SH   DFND 1,5 112,080 0 2,466,710
BRINKER INTL INC COM 109641100 1,954 42,525 SH   DFND 1,5 0 0 42,525
BRINKS CO COM 109696104 5,612 167,086 SH   DFND 1,5 32,143 0 134,943
BRISTOL MYERS SQUIBB CO COM 110122108 3,557,898 55,696,580 SH   DFND 1,5 2,656,269 0 53,040,311
BRISTOL MYERS SQUIBB CO COM 110122108 35,669 558,374 SH   DFND 2 558,374 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 31,899 499,351 SH   DFND 3 499,351 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 31,421 491,877 SH   DFND 6 436,096 0 55,781
BRISTOL MYERS SQUIBB CO COM 110122108 44,905 702,966 SH   DFND 7 498,480 0 204,486
BRISTOL MYERS SQUIBB CO COM 110122108 28,324 443,400 SH   DFND 11 443,400 0 0
BRISTOW GROUP INC COM 110394103 22,874 1,209,000 SH   DFND 1,5 16,600 0 1,192,400
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,102,284 9,428,480 SH   DFND 1,5 113,972 0 9,314,508
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,239 10,596 SH   DFND 6 10,596 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 8,115 69,415 SH   DFND 7 0 0 69,415
BRIXMOR PPTY GROUP INC COM 11120U105 134,037 5,231,750 SH   DFND 1,5 3,204,854 0 2,026,896
BRIXMOR PPTY GROUP INC COM 11120U105 3,144 122,700 SH   DFND 6 122,700 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,332 52,000 SH   DFND 7 5,300 0 46,700
BROADCOM LTD SHS Y09827109 2,662,386 17,232,271 SH   DFND 1,5 879,345 0 16,352,926
BROADCOM LTD SHS Y09827109 156,802 1,014,900 SH   DFND 1,9 0 0 1,014,900
BROADCOM LTD SHS Y09827109 19,161 124,019 SH   DFND 2 124,019 0 0
BROADCOM LTD SHS Y09827109 11,382 73,671 SH   DFND 3 73,671 0 0
BROADCOM LTD SHS Y09827109 48,641 314,829 SH   DFND 6 292,029 0 22,800
BROADCOM LTD SHS Y09827109 48,590 314,500 SH   DFND 7 258,700 0 55,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 89,266 1,505,072 SH   DFND 1,5 232 0 1,504,840
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 338 5,693 SH   DFND 3 5,693 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,489 109,415 SH   DFND 6 109,415 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 60,316 1,016,970 SH   DFND 11 1,016,970 0 0
BROADSOFT INC COM 11133B409 14,483 358,934 SH   DFND 1,5 300 0 358,634
BROADSOFT INC COM 11133B409 924 22,900 SH   DFND 1,9 0 0 22,900
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 136,162 12,869,795 SH   DFND 1,5 579,239 0 12,290,556
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 32,889 33,200,000 PRN   DFND 1,5 0 0 0
BROOKDALE SR LIVING INC COM 112463104 60,777 3,827,265 SH   DFND 1,5 0 0 3,827,265
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 46,358 1,332,900 SH   DFND 1,5 0 0 1,332,900
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 362 10,398 SH   DFND 3 10,398 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 31,918 917,734 SH   DFND 6 499,680 0 418,054
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 28,545 820,752 SH   DFND 7 673,052 0 147,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 736,915 21,188,137 SH   DFND 11 18,102,694 0 3,085,443
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 19,868 471,810 SH   DFND 11 471,810 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 209,062 9,053,649 SH   DFND 11 9,053,649 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 31,668 1,047,600 SH   DFND 11 1,047,600 0 0
BROWN & BROWN INC COM 115236101 191,746 5,356,045 SH   DFND 1,5 28,800 0 5,327,245
BROWN & BROWN INC COM 115236101 1,002 28,000 SH   DFND 6 28,000 0 0
BROWN FORMAN CORP CL B 115637209 30,395 308,670 SH   DFND 1,5 70 0 308,600
BROWN FORMAN CORP CL B 115637209 3,310 33,614 SH   DFND 2 33,614 0 0
BROWN FORMAN CORP CL B 115637209 708 7,188 SH   DFND 3 7,188 0 0
BRUKER CORP COM 116794108 306,137 10,933,447 SH   DFND 1,5 50,491 0 10,882,956
BRUKER CORP COM 116794108 20,475 731,260 SH   DFND 6 611,960 0 119,300
BRUKER CORP COM 116794108 17,260 616,416 SH   DFND 7 459,516 0 156,900
BRUNSWICK CORP COM 117043109 196,937 4,104,562 SH   DFND 1,5 12,185 0 4,092,377
BRUNSWICK CORP COM 117043109 29,340 611,510 SH   DFND 6 584,410 0 27,100
BRUNSWICK CORP COM 117043109 16,402 341,860 SH   DFND 7 307,760 0 34,100
BRYN MAWR BK CORP COM 117665109 4,382 170,300 SH   DFND 1,5 0 0 170,300
BT GROUP PLC ADR 05577E101 9,371 292,100 SH   DFND 1,5 0 0 292,100
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1,705 25,099 SH   DFND 1,5 0 0 25,099
BUCKLE INC COM 118440106 215,933 6,375,333 SH   DFND 1,5 1,094,400 0 5,280,933
BUFFALO WILD WINGS INC COM 119848109 390,154 2,634,041 SH   DFND 1,5 285,518 0 2,348,523
BUFFALO WILD WINGS INC COM 119848109 3,325 22,448 SH   DFND 6 22,448 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 18,927 1,679,426 SH   DFND 1,5 13,608 0 1,665,818
BUILDERS FIRSTSOURCE INC COM 12008R107 15,818 1,403,540 SH   DFND 6 1,403,540 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 4,442 394,176 SH   DFND 7 334,376 0 59,800
BUNGE LIMITED COM G16962105 135,217 2,386,040 SH   DFND 1,5 15 0 2,386,025
BURLINGTON STORES INC COM 122017106 45,023 800,550 SH   DFND 1,5 6,579 0 793,971
BURLINGTON STORES INC COM 122017106 24,838 441,650 SH   DFND 6 404,350 0 37,300
BURLINGTON STORES INC COM 122017106 11,993 213,250 SH   DFND 7 188,350 0 24,900
BWX TECHNOLOGIES INC COM 05605H100 364,013 10,846,628 SH   DFND 1,5 440,189 0 10,406,439
BWX TECHNOLOGIES INC COM 05605H100 6,579 196,023 SH   DFND 6 146,823 0 49,200
BWX TECHNOLOGIES INC COM 05605H100 6,467 192,700 SH   DFND 7 78,300 0 114,400
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 774,693 10,436,392 SH   DFND 1,5 377,479 0 10,058,913
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,556 47,910 SH   DFND 2 47,910 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10,522 141,747 SH   DFND 3 141,747 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,168 42,673 SH   DFND 6 42,673 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,055 68,099 SH   DFND 7 68,099 0 0
C1 FINL INC COM 12591N109 1,217 50,300 SH   DFND 1,5 0 0 50,300
CA INC COM 12673P105 3,047 98,969 SH   DFND 2 98,969 0 0
CA INC COM 12673P105 374 12,151 SH   DFND 3 12,151 0 0
CABLE ONE INC COM 12685J105 2,307 5,277 SH   DFND 1,5 1,011 0 4,266
CABLE ONE INC COM 12685J105 261 597 SH   DFND 3 597 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 25,389 769,369 SH   DFND 1,5 69 0 769,300
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,456 74,426 SH   DFND 2 74,426 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 408 12,367 SH   DFND 3 12,367 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 16,358 495,700 SH   DFND 6 495,700 0 0
CABOT OIL & GAS CORP COM 127097103 507,029 22,326,222 SH   DFND 1,5 793,776 0 21,532,446
CABOT OIL & GAS CORP COM 127097103 3,479 153,205 SH   DFND 2 153,205 0 0
CABOT OIL & GAS CORP COM 127097103 578 25,452 SH   DFND 3 25,452 0 0
CABOT OIL & GAS CORP COM 127097103 2,591 114,083 SH   DFND 6 114,083 0 0
CABOT OIL & GAS CORP COM 127097103 720 31,700 SH   DFND 11 31,700 0 0
CACI INTL INC CL A 127190304 209,328 1,961,841 SH   DFND 1,5 41 0 1,961,800
CADENCE DESIGN SYSTEM INC COM 127387108 92,861 3,938,114 SH   DFND 1,5 314 0 3,937,800
CADENCE DESIGN SYSTEM INC COM 127387108 2,818 119,519 SH   DFND 7 119,519 0 0
CAE INC COM 124765108 322 27,830 SH   DFND 6 0 0 27,830
CAE INC COM 124765108 43,451 3,757,100 SH   DFND 11 3,757,100 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 97,851 2,848,649 SH   DFND 1,5 391,300 0 2,457,349
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 210 6,100 SH   DFND 6 6,100 0 0
CALATLANTIC GROUP INC COM 128195104 47,492 1,421,072 SH   DFND 1,5 0 0 1,421,072
CALATLANTIC GROUP INC COM 128195104 3,621 108,361 SH   DFND 6 58,732 0 49,629
CALATLANTIC GROUP INC COM 128195104 5,371 160,723 SH   DFND 7 105,953 0 54,770
CALAVO GROWERS INC COM 128246105 17,757 311,200 SH   DFND 1,5 0 0 311,200
CALIFORNIA RES CORP COM 13057Q107 202 196,266 SH   DFND 1,5 42 0 196,224
CALIFORNIA RES CORP COM 13057Q107 21 20,744 SH   DFND 3 20,744 0 0
CALIFORNIA RES CORP COM 13057Q107 14 13,614 SH   DFND 6 6,882 0 6,732
CALIFORNIA RES CORP COM 13057Q107 56 54,589 SH   DFND 7 35,789 0 18,800
CALITHERA BIOSCIENCES INC COM 13089P101 14,863 2,616,665 SH   DFND 1,5 4,256 0 2,612,409
CALITHERA BIOSCIENCES INC COM 13089P101 73 12,800 SH   DFND 6 12,800 0 0
CALIX INC COM 13100M509 211 29,800 SH   DFND 1,5 0 0 29,800
CALIX INC COM 13100M509 2,845 401,230 SH   DFND 6 401,230 0 0
CALIX INC COM 13100M509 1,200 169,300 SH   DFND 7 169,300 0 0
CALLIDUS SOFTWARE INC COM 13123E500 4,477 268,400 SH   DFND 1,9 0 0 268,400
CALLIDUS SOFTWARE INC COM 13123E500 29,059 1,742,135 SH   DFND 6 1,742,135 0 0
CALLIDUS SOFTWARE INC COM 13123E500 5,835 349,840 SH   DFND 7 349,840 0 0
CALLON PETE CO DEL COM 13123X102 9,409 1,063,220 SH   DFND 1,5 0 0 1,063,220
CALLON PETE CO DEL COM 13123X102 30,532 3,449,950 SH   DFND 6 3,449,950 0 0
CALLON PETE CO DEL COM 13123X102 6,535 738,380 SH   DFND 7 738,380 0 0
CALPINE CORP COM NEW 131347304 181,241 11,947,312 SH   DFND 1,5 14,872 0 11,932,440
CAMDEN NATL CORP COM 133034108 28,333 674,597 SH   DFND 1,5 94,400 0 580,197
CAMDEN NATL CORP COM 133034108 3,268 77,816 SH   DFND 6 77,816 0 0
CAMDEN NATL CORP COM 133034108 1,000 23,800 SH   DFND 7 23,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102 255,775 3,041,683 SH   DFND 1,5 2,048,483 0 993,200
CAMECO CORP COM 13321L108 14,813 1,154,091 SH   DFND 1,5 9,591 0 1,144,500
CAMECO CORP COM 13321L108 248 19,301 SH   DFND   19,301 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 128,823 1,921,294 SH   DFND 1,5 494 0 1,920,800
CAMERON INTERNATIONAL CORP COM 13342B105 4,297 64,083 SH   DFND 2 64,083 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,049 15,648 SH   DFND 3 15,648 0 0
CAMPBELL SOUP CO COM 134429109 27,800 435,812 SH   DFND 1,5 56,437 0 379,375
CAMPBELL SOUP CO COM 134429109 3,837 60,143 SH   DFND 2 60,143 0 0
CAMPBELL SOUP CO COM 134429109 9,086 142,434 SH   DFND 3 142,434 0 0
CANADIAN NAT RES LTD COM 136385101 214,874 7,943,838 SH   DFND 1,5 508,270 0 7,435,568
CANADIAN NAT RES LTD COM 136385101 4,416 163,251 SH   DFND 3 163,251 0 0
CANADIAN NAT RES LTD COM 136385101 12,415 458,973 SH   DFND 6 204,800 0 254,173
CANADIAN NAT RES LTD COM 136385101 16,348 604,400 SH   DFND 7 496,600 0 107,800
CANADIAN NAT RES LTD COM 136385101 568,168 21,005,076 SH   DFND 11 18,594,083 0 2,410,993
CANADIAN NATL RY CO COM 136375102 86,630 1,386,290 SH   DFND 1,5 0 0 1,386,290
CANADIAN NATL RY CO COM 136375102 2,361 37,785 SH   DFND 6 13,801 0 23,984
CANADIAN NATL RY CO COM 136375102 20,639 330,265 SH   DFND 7 284,465 0 45,800
CANADIAN NATL RY CO COM 136375102 594,254 9,509,459 SH   DFND 11 9,227,359 0 282,100
CANADIAN NATL RY CO COM 136375102 300 4,803 SH   DFND   4,803 0 0
CANADIAN PAC RY LTD COM 13645T100 271,332 2,042,263 SH   DFND 1,5 158,691 0 1,883,572
CANADIAN PAC RY LTD COM 13645T100 1,645 12,380 SH   DFND 6 380 0 12,000
CANADIAN PAC RY LTD COM 13645T100 349,331 2,629,349 SH   DFND 11 2,271,942 0 357,407
CANADIAN PAC RY LTD COM 13645T100 1,541 11,600 SH   DFND   11,600 0 0
CANON INC SPONSORED ADR 138006309 10,786 361,715 SH   DFND 1,5 0 0 361,715
CANTEL MEDICAL CORP COM 138098108 8,824 123,649 SH   DFND 1,5 553 0 123,096
CAPELLA EDUCATION COMPANY COM 139594105 1,395 26,500 SH   DFND 6 26,500 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,640,567 23,669,987 SH   DFND 1,5 93,443 0 23,576,544
CAPITAL ONE FINL CORP COM 14040H105 12,226 176,390 SH   DFND 2 176,390 0 0
CAPITAL ONE FINL CORP COM 14040H105 18,008 259,824 SH   DFND 3 259,824 0 0
CAPITAL ONE FINL CORP COM 14040H105 45,387 654,839 SH   DFND 6 451,067 0 203,772
CAPITAL ONE FINL CORP COM 14040H105 141,346 2,039,336 SH   DFND 7 1,360,206 0 679,130
CAPITAL SR LIVING CORP COM 140475104 12,733 687,530 SH   DFND 1,5 129,430 0 558,100
CAPITAL SR LIVING CORP COM 140475104 8,099 437,300 SH   DFND 6 437,300 0 0
CAPITAL SR LIVING CORP COM 140475104 3,300 178,200 SH   DFND 7 178,200 0 0
CAPITOL FED FINL INC COM 14057J101 411 31,000 SH   DFND 1,5 0 0 31,000
CAPSTEAD MTG CORP COM NO PAR 14067E506 369 37,300 SH   DFND 1,5 0 0 37,300
CARA THERAPEUTICS INC COM 140755109 9,904 1,592,261 SH   DFND 1,5 0 0 1,592,261
CARBO CERAMICS INC COM 140781105 49,987 3,520,200 SH   DFND 1,5 1,385,900 0 2,134,300
CARBYLAN THERAPEUTICS INC COM 141384107 1,256 1,952,045 SH   DFND 1,5 0 0 1,952,045
CARDINAL HEALTH INC COM 14149Y108 304,521 3,715,942 SH   DFND 1,5 282,500 0 3,433,442
CARDINAL HEALTH INC COM 14149Y108 9,027 110,149 SH   DFND 2 110,149 0 0
CARDINAL HEALTH INC COM 14149Y108 5,969 72,843 SH   DFND 3 72,843 0 0
CARDINAL HEALTH INC COM 14149Y108 1,041 12,707 SH   DFND 6 12,707 0 0
CARDINAL HEALTH INC COM 14149Y108 8,298 101,252 SH   DFND 7 101,252 0 0
CARDINAL HEALTH INC COM 14149Y108 73,212 893,370 SH   DFND 11 893,370 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 2,566 627,363 SH   DFND 1,5 0 0 627,363
CARDIOVASCULAR SYS INC DEL COM 141619106 5,185 500,000 SH   DFND 1,5 0 0 500,000
CARDTRONICS INC COM 14161H108 100,585 2,794,800 SH   DFND 1,5 80,600 0 2,714,200
CARE CAP PPTYS INC COM 141624106 2,914 108,582 SH   DFND 1,5 0 0 108,582
CARLISLE COS INC COM 142339100 22,919 230,341 SH   DFND 6 225,341 0 5,000
CARLISLE COS INC COM 142339100 10,586 106,394 SH   DFND 7 92,594 0 13,800
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 10,643 630,500 SH   DFND 1,5 0 0 630,500
CARMAX INC COM 143130102 130,050 2,545,000 SH   DFND 1,5 454,831 0 2,090,169
CARMAX INC COM 143130102 3,345 65,464 SH   DFND 2 65,464 0 0
CARMAX INC COM 143130102 568 11,114 SH   DFND 3 11,114 0 0
CARMIKE CINEMAS INC COM 143436400 54,673 1,820,000 SH   DFND 11 1,820,000 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,954 150,723 SH   DFND 2 150,723 0 0
CARNIVAL CORP PAIRED CTF 143658300 6,595 124,973 SH   DFND 3 124,973 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 159,444 4,658,016 SH   DFND 1,5 0 0 4,658,016
CARPENTER TECHNOLOGY CORP COM 144285103 883 25,800 SH   DFND 6 25,800 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 575 16,800 SH   DFND 7 6,100 0 10,700
CARRIAGE SVCS INC COM 143905107 30,083 1,392,094 SH   DFND 1,5 0 0 1,392,094
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 10,387 9,480,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 19,206 888,742 SH   DFND 6 888,742 0 0
CARRIAGE SVCS INC COM 143905107 2,414 111,688 SH   DFND 7 111,688 0 0
CARRIZO OIL & GAS INC COM 144577103 68,459 2,214,064 SH   DFND 1,5 864 0 2,213,200
CARRIZO OIL & GAS INC COM 144577103 23,953 774,683 SH   DFND 6 774,683 0 0
CARRIZO OIL & GAS INC COM 144577103 4,183 135,290 SH   DFND 7 135,290 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 9,183 635,950 SH   DFND 6 635,950 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,738 258,830 SH   DFND 7 258,830 0 0
CARTER INC COM 146229109 7,878 74,758 SH   DFND 6 74,758 0 0
CARTER INC COM 146229109 3,045 28,900 SH   DFND 7 28,900 0 0
CASEYS GEN STORES INC COM 147528103 60,429 533,260 SH   DFND 1,5 60 0 533,200
CASH AMER INTL INC COM 14754D100 932 24,119 SH   DFND 1,5 12,200 0 11,919
CASTLIGHT HEALTH INC CL B 14862Q100 20,871 6,267,529 SH   DFND 1,5 909,491 0 5,358,038
CASTLIGHT HEALTH INC CL B 14862Q100 179 53,900 SH   DFND 6 53,900 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 7,146 1,417,868 SH   DFND 1,5 4,907 0 1,412,961
CATABASIS PHARMACEUTICALS IN COM 14875P107 105 20,800 SH   DFND 6 20,800 0 0
CATALENT INC COM 148806102 205,880 7,719,538 SH   DFND 1,5 198,700 0 7,520,838
CATERPILLAR INC DEL COM 149123101 109,551 1,431,292 SH   DFND 1,5 73,000 0 1,358,292
CATERPILLAR INC DEL COM 149123101 14,907 194,766 SH   DFND 2 194,766 0 0
CATERPILLAR INC DEL COM 149123101 9,919 129,589 SH   DFND 3 129,589 0 0
CATERPILLAR INC DEL COM 149123101 6,285 82,110 SH   DFND 6 37,570 0 44,540
CATERPILLAR INC DEL COM 149123101 23,171 302,735 SH   DFND 7 164,548 0 138,187
CATHAY GEN BANCORP COM 149150104 147,033 5,190,000 SH   DFND 1,5 251,600 0 4,938,400
CAVIUM INC COM 14964U108 403,148 6,591,696 SH   DFND 1,5 920,082 0 5,671,614
CAVIUM INC COM 14964U108 19,931 325,891 SH   DFND 1,9 0 0 325,891
CAVIUM INC COM 14964U108 67,530 1,104,149 SH   DFND 6 1,071,649 0 32,500
CAVIUM INC COM 14964U108 26,145 427,480 SH   DFND 7 371,980 0 55,500
CBIZ INC COM 124805102 44,962 4,456,100 SH   DFND 1,5 40,000 0 4,416,100
CBIZ INC COM 124805102 12,877 1,276,228 SH   DFND 6 1,276,228 0 0
CBIZ INC COM 124805102 5,905 585,254 SH   DFND 7 585,254 0 0
CBL & ASSOC PPTYS INC COM 124830100 59,489 4,999,071 SH   DFND 1,5 0 0 4,999,071
CBOE HLDGS INC COM 12503M108 1,594 24,400 SH   DFND 1,5 0 0 24,400
CBOE HLDGS INC COM 12503M108 4,299 65,801 SH   DFND 7 65,801 0 0
CBRE GROUP INC CL A 12504L109 395,471 13,722,104 SH   DFND 1,5 76,974 0 13,645,130
CBRE GROUP INC CL A 12504L109 2,803 97,259 SH   DFND 2 97,259 0 0
CBRE GROUP INC CL A 12504L109 409 14,183 SH   DFND 3 14,183 0 0
CBRE GROUP INC CL A 12504L109 7,032 243,980 SH   DFND 6 243,980 0 0
CBRE GROUP INC CL A 12504L109 17,285 599,740 SH   DFND 7 591,140 0 8,600
CBS CORP NEW CL B 124857202 224,517 4,075,458 SH   DFND 1,5 163,558 0 3,911,900
CBS CORP NEW CL B 124857202 7,772 141,082 SH   DFND 2 141,082 0 0
CBS CORP NEW CL B 124857202 16,601 301,346 SH   DFND 3 301,346 0 0
CDK GLOBAL INC COM 12508E101 2,353 50,549 SH   DFND 1,5 9,453 0 41,096
CDK GLOBAL INC COM 12508E101 236 5,066 SH   DFND 3 5,066 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,050 14,050 SH   DFND 7 14,050 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 44,103 590,380 SH   DFND 11 590,380 0 0
CDW CORP COM 12514G108 678,672 16,353,540 SH   DFND 1,5 1,138,997 0 15,214,543
CDW CORP COM 12514G108 79,157 1,907,400 SH   DFND 6 1,907,400 0 0
CDW CORP COM 12514G108 7,636 184,000 SH   DFND 7 184,000 0 0
CDW CORP COM 12514G108 32,192 775,700 SH   DFND 11 775,700 0 0
CEB INC COM 125134106 84,137 1,299,813 SH   DFND 1,5 0 0 1,299,813
CECO ENVIRONMENTAL CORP COM 125141101 6,312 1,016,400 SH   DFND 1,5 93,400 0 923,000
CEDAR FAIR L P DEPOSITRY UNIT 150185106 95,939 1,613,772 SH   DFND 1,5 0 0 1,613,772
CEDAR REALTY TRUST INC COM NEW 150602209 77,266 10,686,839 SH   DFND 1,5 3,573,218 0 7,113,621
CEDAR REALTY TRUST INC COM NEW 150602209 10,702 1,480,192 SH   DFND 6 1,480,192 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,566 631,551 SH   DFND 7 66,770 0 564,781
CELADON GROUP INC COM 150838100 7,990 762,400 SH   DFND 1,5 27,300 0 735,100
CELANESE CORP DEL COM SER A 150870103 11,905 181,750 SH   DFND 1,5 218 0 181,532
CELANESE CORP DEL COM SER A 150870103 1,292 19,720 SH   DFND 3 19,720 0 0
CELATOR PHARMACEUTICALS INC COM 15089R102 4,848 439,505 SH   DFND 1,5 0 0 439,505
CELATOR PHARMACEUTICALS INC COM 15089R102 7,551 684,600 SH   DFND 6 684,600 0 0
CELATOR PHARMACEUTICALS INC COM 15089R102 2,617 237,300 SH   DFND 7 237,300 0 0
CELGENE CORP COM 151020104 2,871,659 28,690,767 SH   DFND 1,5 926,578 0 27,764,189
CELGENE CORP COM 151020104 26,167 261,439 SH   DFND 2 261,439 0 0
CELGENE CORP COM 151020104 29,169 291,430 SH   DFND 3 291,430 0 0
CELGENE CORP COM 151020104 16,385 163,700 SH   DFND 6 163,700 0 0
CELGENE CORP COM 151020104 7,879 78,724 SH   DFND 7 0 0 78,724
CELLCOM ISRAEL LTD SHS M2196U109 15,542 2,179,976 SH   DFND 1,5 1,403,818 0 776,158
CELLDEX THERAPEUTICS INC NEW COM 15117B103 55,437 14,665,813 SH   DFND 1,5 1,307,063 0 13,358,750
CELLECTIS S A SPONSORED ADS 15117K103 96,463 3,507,761 SH   DFND 1,5 225,591 0 3,282,170
CEMEX SAB DE CV SPON ADR NEW 151290889 29,697 4,079,300 SH   DFND 1,5 151,400 0 3,927,900
CEMPRA INC COM 15130J109 109,440 6,246,600 SH   DFND 1,5 87,300 0 6,159,300
CEMPRA INC COM 15130J109 15,865 905,519 SH   DFND 6 905,519 0 0
CEMPRA INC COM 15130J109 1,285 73,340 SH   DFND 7 73,340 0 0
CENOVUS ENERGY INC COM 15135U109 385,028 29,589,044 SH   DFND 1,5 354,244 0 29,234,800
CENOVUS ENERGY INC COM 15135U109 3,234 248,519 SH   DFND 6 248,519 0 0
CENOVUS ENERGY INC COM 15135U109 152 11,690 SH   DFND 7 11,690 0 0
CENTENE CORP DEL COM 15135B101 18,493 300,350 SH   DFND 1,5 350 0 300,000
CENTENE CORP DEL COM 15135B101 3,497 56,803 SH   DFND 2 56,803 0 0
CENTERPOINT ENERGY INC COM 15189T107 154,668 7,393,288 SH   DFND 1,5 340,760 0 7,052,528
CENTERPOINT ENERGY INC COM 15189T107 3,011 143,911 SH   DFND 2 143,911 0 0
CENTERPOINT ENERGY INC COM 15189T107 684 32,717 SH   DFND 3 32,717 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,458 69,700 SH   DFND 6 69,700 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 2,860 257,005 SH   DFND 1,5 57,532 0 199,473
CENTURYLINK INC COM 156700106 84,240 2,635,791 SH   DFND 1,5 1,515 0 2,634,276
CENTURYLINK INC COM 156700106 5,813 181,899 SH   DFND 2 181,899 0 0
CENTURYLINK INC COM 156700106 3,153 98,647 SH   DFND 3 98,647 0 0
CEPHEID COM 15670R107 100,405 3,009,755 SH   DFND 1,5 430,300 0 2,579,455
CERNER CORP COM 156782104 142,908 2,698,412 SH   DFND 1,5 217,621 0 2,480,791
CERNER CORP COM 156782104 5,360 101,214 SH   DFND 2 101,214 0 0
CERNER CORP COM 156782104 4,686 88,490 SH   DFND 3 88,490 0 0
CERULEAN PHARMA INC COM 15708Q105 9,252 3,413,975 SH   DFND 1,5 0 0 3,413,975
CERUS CORP COM 157085101 5,578 940,617 SH   DFND 1,5 0 0 940,617
CF INDS HLDGS INC COM 125269100 619,973 19,782,167 SH   DFND 1,5 521,256 0 19,260,911
CF INDS HLDGS INC COM 125269100 2,443 77,958 SH   DFND 2 77,958 0 0
CF INDS HLDGS INC COM 125269100 312 9,942 SH   DFND 3 9,942 0 0
CF INDS HLDGS INC COM 125269100 14,011 447,056 SH   DFND 6 416,956 0 30,100
CF INDS HLDGS INC COM 125269100 15,679 500,300 SH   DFND 7 428,100 0 72,200
CHANNELADVISOR CORP COM 159179100 6,816 605,856 SH   DFND 1,9 0 0 605,856
CHARLES RIV LABS INTL INC COM 159864107 137,212 1,806,847 SH   DFND 11 1,806,847 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,435,972 7,093,670 SH   DFND 1,5 110,974 0 6,982,696
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 2,146 10,600 SH   DFND 6 10,600 0 0
CHASE CORP COM 16150R104 61,588 1,171,096 SH   DFND 1,5 121,523 0 1,049,573
CHECK POINT SOFTWARE TECH LT ORD M22465104 309,717 3,540,833 SH   DFND 1,5 325,287 0 3,215,546
CHEFS WHSE INC COM 163086101 13,814 680,816 SH   DFND 1,5 0 0 680,816
CHEGG INC COM 163092109 4,175 936,200 SH   DFND 1,5 0 0 936,200
CHEMED CORP NEW COM 16359R103 111,069 820,000 SH   DFND 1,5 0 0 820,000
CHEMOURS CO COM 163851108 2,957 422,475 SH   DFND 1,5 0 0 422,475
CHEMTURA CORP COM NEW 163893209 17,271 654,200 SH   DFND 1,5 0 0 654,200
CHENIERE ENERGY INC COM NEW 16411R208 42,825 1,265,900 SH   DFND 1,5 0 0 1,265,900
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 17,490 606,461 SH   DFND 1,5 0 0 606,461
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 50,000 2,768,546 SH   DFND 1,5 0 0 2,768,546
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 6,670 10,545,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 713 173,058 SH   DFND 2 173,058 0 0
CHESAPEAKE ENERGY CORP COM 165167107 49 11,775 SH   DFND 3 11,775 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 13,796 521,400 SH   DFND 1,5 30,300 0 491,100
CHESAPEAKE LODGING TR SH BEN INT 165240102 5,572 210,600 SH   DFND 6 210,600 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 2,334 88,200 SH   DFND 7 8,700 0 79,500
CHEVRON CORP NEW COM 166764100 4,426,368 46,397,992 SH   DFND 1,5 1,586,289 0 44,811,703
CHEVRON CORP NEW COM 166764100 60,087 629,848 SH   DFND 2 629,848 0 0
CHEVRON CORP NEW COM 166764100 109,786 1,150,799 SH   DFND 3 1,150,799 0 0
CHEVRON CORP NEW COM 166764100 44,973 471,417 SH   DFND 6 435,227 0 36,190
CHEVRON CORP NEW COM 166764100 89,537 938,548 SH   DFND 7 381,140 0 557,408
CHEVRON CORP NEW COM 166764100 3,779 39,610 SH   DFND 11 39,610 0 0
CHIASMA INC COM 16706W102 28,865 3,151,191 SH   DFND 1,5 17,341 0 3,133,850
CHIASMA INC COM 16706W102 237 25,908 SH   DFND 6 25,908 0 0
CHICOS FAS INC COM 168615102 34,924 2,631,820 SH   DFND 1,5 180,770 0 2,451,050
CHILDRENS PL INC COM 168905107 17,822 213,510 SH   DFND 1,5 10,011 0 203,499
CHIMERA INVT CORP COM NEW 16934Q208 4,895 360,180 SH   DFND 1,5 0 0 360,180
CHIMERIX INC COM 16934W106 35,379 6,923,477 SH   DFND 1,5 966,208 0 5,957,269
CHINA BIOLOGIC PRODS INC COM 16938C106 146,467 1,279,412 SH   DFND 1,5 44,730 0 1,234,682
CHINA BIOLOGIC PRODS INC COM 16938C106 7,604 66,419 SH   DFND 1,9 419 0 66,000
CHINA BIOLOGIC PRODS INC COM 16938C106 2,885 25,200 SH   DFND 7 25,200 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 20,282 530,800 SH   DFND 1,5 109,300 0 421,500
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 181,847 3,279,471 SH   DFND 1,5 118,364 0 3,161,107
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 599 75,900 SH   DFND 1,9 0 0 75,900
CHIPMOS TECH BERMUDA LTD SHS G2110R114 22,174 1,275,828 SH   DFND 1,9 0 0 1,275,828
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,836,891 3,900,230 SH   DFND 1,5 268,492 0 3,631,738
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,733 10,049 SH   DFND 2 10,049 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,423 11,514 SH   DFND 3 11,514 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 12,596 26,745 SH   DFND 6 26,745 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,712 10,004 SH   DFND 7 10,004 0 0
CHUBB LIMITED COM H1467J104 3,361,254 28,210,271 SH   DFND 1,5 1,218,421 0 26,991,850
CHUBB LIMITED COM H1467J104 18,365 154,136 SH   DFND 2 154,136 0 0
CHUBB LIMITED COM H1467J104 64,555 541,792 SH   DFND 3 541,792 0 0
CHUBB LIMITED COM H1467J104 25,075 210,447 SH   DFND 6 178,547 0 31,900
CHUBB LIMITED COM H1467J104 23,456 196,859 SH   DFND 7 91,576 0 105,283
CHUBB LIMITED COM H1467J104 29,555 248,052 SH   DFND 11 248,052 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,623 77,700 SH   DFND 1,5 0 0 77,700
CHURCH & DWIGHT INC COM 171340102 119,226 1,293,400 SH   DFND 1,5 179,400 0 1,114,000
CHURCH & DWIGHT INC COM 171340102 4,000 43,388 SH   DFND 2 43,388 0 0
CHURCH & DWIGHT INC COM 171340102 696 7,546 SH   DFND 3 7,546 0 0
CHUYS HLDGS INC COM 171604101 66,072 2,126,567 SH   DFND 1,5 434,625 0 1,691,942
CIDARA THERAPEUTICS INC COM 171757107 21,906 1,724,850 SH   DFND 1,5 0 0 1,724,850
CIENA CORP COM NEW 171779309 3,821 200,900 SH   DFND 1,5 0 0 200,900
CIENA CORP COM NEW 171779309 7,089 372,700 SH   DFND 1,9 0 0 372,700
CIENA CORP COM NEW 171779309 13,770 724,000 SH   DFND 6 724,000 0 0
CIENA CORP COM NEW 171779309 2,378 125,000 SH   DFND 7 125,000 0 0
CIGNA CORPORATION COM 125509109 1,113,225 8,111,518 SH   DFND 1,5 96,667 0 8,014,851
CIGNA CORPORATION COM 125509109 11,740 85,545 SH   DFND 2 85,545 0 0
CIGNA CORPORATION COM 125509109 13,438 97,917 SH   DFND 3 97,917 0 0
CIGNA CORPORATION COM 125509109 57,915 422,000 SH   DFND 11 422,000 0 0
CIMAREX ENERGY CO COM 171798101 612,138 6,293,188 SH   DFND 1,5 63,663 0 6,229,525
CIMAREX ENERGY CO COM 171798101 3,085 31,714 SH   DFND 2 31,714 0 0
CIMAREX ENERGY CO COM 171798101 1,612 16,577 SH   DFND 3 16,577 0 0
CIMAREX ENERGY CO COM 171798101 1,588 16,326 SH   DFND 6 16,326 0 0
CIMAREX ENERGY CO COM 171798101 671 6,900 SH   DFND 11 6,900 0 0
CIMPRESS N V SHS EURO N20146101 181,380 2,000,000 SH   DFND 1,5 0 0 2,000,000
CINCINNATI BELL INC NEW COM 171871106 18,260 4,718,241 SH   DFND 1,5 0 0 4,718,241
CINCINNATI FINL CORP COM 172062101 3,233 49,469 SH   DFND 2 49,469 0 0
CINCINNATI FINL CORP COM 172062101 1,217 18,618 SH   DFND 3 18,618 0 0
CINEMARK HOLDINGS INC COM 17243V102 130,754 3,649,300 SH   DFND 1,5 13,100 0 3,636,200
CINEMARK HOLDINGS INC COM 17243V102 17,206 480,222 SH   DFND 6 480,222 0 0
CINEMARK HOLDINGS INC COM 17243V102 3,157 88,100 SH   DFND 7 88,100 0 0
CINTAS CORP COM 172908105 2,631 29,294 SH   DFND 2 29,294 0 0
CINTAS CORP COM 172908105 1,750 19,484 SH   DFND 3 19,484 0 0
CIRCOR INTL INC COM 17273K109 2,143 46,200 SH   DFND 6 46,200 0 0
CIRCOR INTL INC COM 17273K109 905 19,500 SH   DFND 7 19,500 0 0
CIRRUS LOGIC INC COM 172755100 302,355 8,304,164 SH   DFND 1,5 598,211 0 7,705,953
CIRRUS LOGIC INC COM 172755100 3,778 103,766 SH   DFND 1,9 0 0 103,766
CIRRUS LOGIC INC COM 172755100 28,183 774,036 SH   DFND 6 746,736 0 27,300
CIRRUS LOGIC INC COM 172755100 10,413 285,980 SH   DFND 7 252,580 0 33,400
CISCO SYS INC COM 17275R102 2,417,339 84,908,280 SH   DFND 1,5 3,472,133 0 81,436,147
CISCO SYS INC COM 17275R102 47,917 1,683,064 SH   DFND 2 1,683,064 0 0
CISCO SYS INC COM 17275R102 94,994 3,336,650 SH   DFND 3 3,336,650 0 0
CISCO SYS INC COM 17275R102 29,817 1,047,315 SH   DFND 6 946,855 0 100,460
CISCO SYS INC COM 17275R102 54,131 1,901,338 SH   DFND 7 576,367 0 1,324,971
CIT GROUP INC COM NEW 125581801 232,321 7,486,992 SH   DFND 1,5 964,600 0 6,522,392
CITI TRENDS INC COM 17306X102 23,393 1,312,000 SH   DFND 1,5 138,134 0 1,173,866
CITIGROUP INC COM NEW 172967424 3,464,438 82,980,561 SH   DFND 1,5 2,543,308 0 80,437,253
CITIGROUP INC COM NEW 172967424 41,167 986,040 SH   DFND 2 986,040 0 0
CITIGROUP INC COM NEW 172967424 29,342 702,791 SH   DFND 3 702,791 0 0
CITIGROUP INC COM NEW 172967424 59,527 1,425,794 SH   DFND 6 1,286,234 0 139,560
CITIGROUP INC COM NEW 172967424 146,767 3,515,372 SH   DFND 7 2,213,951 0 1,301,421
CITIGROUP INC COM NEW 172967424 981 23,500 SH   DFND 11 23,500 0 0
CITIZENS FINL GROUP INC COM 174610105 986 47,081 SH   DFND 1,5 581 0 46,500
CITIZENS FINL GROUP INC COM 174610105 3,698 176,534 SH   DFND 2 176,534 0 0
CITIZENS FINL GROUP INC COM 174610105 2,484 118,580 SH   DFND 3 118,580 0 0
CITIZENS FINL GROUP INC COM 174610105 976 46,568 SH   DFND 6 46,568 0 0
CITRIX SYS INC COM 177376100 200,267 2,548,574 SH   DFND 1,5 111,177 0 2,437,397
CITRIX SYS INC COM 177376100 16,156 205,600 SH   DFND 1,9 0 0 205,600
CITRIX SYS INC COM 177376100 4,047 51,501 SH   DFND 2 51,501 0 0
CITRIX SYS INC COM 177376100 579 7,374 SH   DFND 3 7,374 0 0
CITRIX SYS INC COM 177376100 212 2,700 SH   DFND 6 2,700 0 0
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CSRA INC COM 12650T104 1,945 72,300 SH   DFND 7 72,300 0 0
CST BRANDS INC COM 12646R105 114,104 2,980,000 SH   DFND 1,5 280,000 0 2,700,000
CSX CORP COM 126408103 410,107 15,926,489 SH   DFND 1,5 307,860 0 15,618,629
CSX CORP COM 126408103 8,295 322,139 SH   DFND 2 322,139 0 0
CSX CORP COM 126408103 7,039 273,344 SH   DFND 3 273,344 0 0
CSX CORP COM 126408103 17,405 675,909 SH   DFND 6 579,199 0 96,710
CSX CORP COM 126408103 34,751 1,349,538 SH   DFND 7 772,450 0 577,088
CTI BIOPHARMA CORP COM 12648L106 12,638 23,782,248 SH   DFND 1,5 0 0 23,782,248
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 159,301 3,599,214 SH   DFND 1,5 537,095 0 3,062,119
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 47,523 1,073,718 SH   DFND 1,9 718 0 1,073,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 14,190 320,600 SH   DFND 1,10 5,200 0 315,400
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,626 36,746 SH   DFND 6 36,746 0 0
CUBESMART COM 229663109 1,838 55,200 SH   DFND 6 55,200 0 0
CUBESMART COM 229663109 4,059 121,900 SH   DFND 7 79,600 0 42,300
CULLEN FROST BANKERS INC COM 229899109 271,117 4,919,560 SH   DFND 1,5 0 0 4,919,560
CULLEN FROST BANKERS INC COM 229899109 3,124 56,696 SH   DFND 3 56,696 0 0
CULLEN FROST BANKERS INC COM 229899109 209 3,800 SH   DFND 6 3,800 0 0
CUMMINS INC COM 231021106 90,240 820,809 SH   DFND 1,5 14,059 0 806,750
CUMMINS INC COM 231021106 5,961 54,223 SH   DFND 2 54,223 0 0
CUMMINS INC COM 231021106 7,143 64,970 SH   DFND 3 64,970 0 0
CUMMINS INC COM 231021106 1,774 16,138 SH   DFND 6 12,170 0 3,968
CUMMINS INC COM 231021106 2,021 18,380 SH   DFND 7 1,630 0 16,750
CUMULUS MEDIA INC CL A 231082108 2,092 4,505,268 SH   DFND 1,5 3,242,400 0 1,262,868
CURIS INC COM 231269101 31,159 19,353,304 SH   DFND 1,5 0 0 19,353,304
CURRENCYSHARES EURO TR EURO SHS 23130C108 4,948 44,500 SH   DFND 1,5 0 0 44,500
CURTISS WRIGHT CORP COM 231561101 82,303 1,087,663 SH   DFND 1,5 0 0 1,087,663
CUTERA INC COM 232109108 5,028 446,900 SH   DFND 1,5 86,500 0 360,400
CVB FINL CORP COM 126600105 127,208 7,289,834 SH   DFND 1,5 501,088 0 6,788,746
CVB FINL CORP COM 126600105 12,842 735,904 SH   DFND 6 735,904 0 0
CVB FINL CORP COM 126600105 7,746 443,870 SH   DFND 7 348,870 0 95,000
CVENT INC COM 23247G109 127,962 5,979,510 SH   DFND 1,5 3,100 0 5,976,410
CVENT INC COM 23247G109 6,704 313,259 SH   DFND 1,9 0 0 313,259
CVR ENERGY INC COM 12662P108 2,074 79,461 SH   DFND 1,5 201 0 79,260
CVS HEALTH CORP COM 126650100 4,519,725 43,572,018 SH   DFND 1,5 2,012,091 0 41,559,927
CVS HEALTH CORP COM 126650100 38,111 367,406 SH   DFND 2 367,406 0 0
CVS HEALTH CORP COM 126650100 83,501 804,985 SH   DFND 3 804,985 0 0
CVS HEALTH CORP COM 126650100 70,931 683,800 SH   DFND 6 538,548 0 145,252
CVS HEALTH CORP COM 126650100 169,771 1,636,662 SH   DFND 7 982,397 0 654,265
CVS HEALTH CORP COM 126650100 186,933 1,802,108 SH   DFND 11 1,802,108 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 117,625 2,759,200 SH   DFND 1,5 487,900 0 2,271,300
CYBERARK SOFTWARE LTD SHS M2682V108 24,385 572,023 SH   DFND 1,9 0 0 572,023
CYPRESS SEMICONDUCTOR CORP COM 232806109 86,109 9,943,309 SH   DFND 1,5 892,791 0 9,050,518
CYRUSONE INC COM 23283R100 2,232 48,900 SH   DFND 1,5 0 0 48,900
CYS INVTS INC COM 12673A108 14,103 1,732,519 SH   DFND 1,5 0 0 1,732,519
CYTOKINETICS INC COM NEW 23282W605 14,945 2,119,797 SH   DFND 1,5 700 0 2,119,097
CYTOMX THERAPEUTICS INC COM 23284F105 69,485 5,386,418 SH   DFND 1,5 432,032 0 4,954,386
CYTOMX THERAPEUTICS INC COM 23284F105 326 25,263 SH   DFND 6 25,263 0 0
D R HORTON INC COM 23331A109 463,114 15,319,688 SH   DFND 1,5 657,503 0 14,662,185
D R HORTON INC COM 23331A109 3,327 110,070 SH   DFND 2 110,070 0 0
D R HORTON INC COM 23331A109 1,054 34,861 SH   DFND 3 34,861 0 0
D R HORTON INC COM 23331A109 18,377 607,900 SH   DFND 11 607,900 0 0
DANAHER CORP DEL COM 235851102 3,158,083 33,292,045 SH   DFND 1,5 1,419,880 0 31,872,165
DANAHER CORP DEL COM 235851102 18,967 199,951 SH   DFND 2 199,951 0 0
DANAHER CORP DEL COM 235851102 12,115 127,713 SH   DFND 3 127,713 0 0
DANAHER CORP DEL COM 235851102 34,525 363,955 SH   DFND 6 306,599 0 57,356
DANAHER CORP DEL COM 235851102 56,472 595,315 SH   DFND 7 503,886 0 91,429
DANAHER CORP DEL COM 235851102 23,089 243,400 SH   DFND 11 243,400 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 1,911 102,684 SH   DFND 1,9 0 0 102,684
DARDEN RESTAURANTS INC COM 237194105 2,509 37,841 SH   DFND 1,5 7,111 0 30,730
DARDEN RESTAURANTS INC COM 237194105 2,559 38,601 SH   DFND 2 38,601 0 0
DARDEN RESTAURANTS INC COM 237194105 6,454 97,345 SH   DFND 3 97,345 0 0
DARLING INGREDIENTS INC COM 237266101 126,289 9,589,107 SH   DFND 1,5 17,700 0 9,571,407
DAVE & BUSTERS ENTMT INC COM 238337109 238,846 6,159,011 SH   DFND 1,5 102,540 0 6,056,471
DAVE & BUSTERS ENTMT INC COM 238337109 3,529 91,000 SH   DFND 6 91,000 0 0
DAVIDSTEA INC COM 238661102 20,869 1,723,300 SH   DFND 1,5 339,400 0 1,383,900
DAVIDSTEA INC COM 238661102 18,601 1,536,000 SH   DFND 11 1,536,000 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 219,973 2,997,728 SH   DFND 1,5 4,170 0 2,993,558
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,067 55,423 SH   DFND 2 55,423 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,471 33,671 SH   DFND 3 33,671 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 871 11,872 SH   DFND 6 11,872 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,599 62,677 SH   DFND 7 62,677 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 52,815 719,740 SH   DFND 11 719,740 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 55,683 1,710,688 SH   DFND 1,5 1,046 0 1,709,642
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 67,314 2,068,005 SH   DFND 6 2,068,005 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 11,850 364,040 SH   DFND 7 306,340 0 57,700
DCT INDUSTRIAL TRUST INC COM NEW 233153204 411,760 10,432,219 SH   DFND 1,5 5,272,421 0 5,159,798
DCT INDUSTRIAL TRUST INC COM NEW 233153204 36,047 913,264 SH   DFND 6 897,750 0 15,514
DCT INDUSTRIAL TRUST INC COM NEW 233153204 19,265 488,089 SH   DFND 7 151,664 0 336,425
DDR CORP COM 23317H102 477,851 26,860,635 SH   DFND 1,5 18,563,368 0 8,297,267
DEAN FOODS CO NEW COM NEW 242370203 8,826 509,565 SH   DFND 1,5 110,335 0 399,230
DEAN FOODS CO NEW COM NEW 242370203 16,200 935,340 SH   DFND 6 935,340 0 0
DEAN FOODS CO NEW COM NEW 242370203 4,893 282,480 SH   DFND 7 282,480 0 0
DECKERS OUTDOOR CORP COM 243537107 193,731 3,233,700 SH   DFND 1,5 1,055,400 0 2,178,300
DEERE & CO COM 244199105 467,156 6,067,747 SH   DFND 1,5 301,331 0 5,766,416
DEERE & CO COM 244199105 206 2,675 SH   DFND 1,10 2,675 0 0
DEERE & CO COM 244199105 7,714 100,192 SH   DFND 2 100,192 0 0
DEERE & CO COM 244199105 4,939 64,145 SH   DFND 3 64,145 0 0
DEERE & CO COM 244199105 14,026 182,179 SH   DFND 6 142,679 0 39,500
DEERE & CO COM 244199105 18,874 245,146 SH   DFND 7 68,600 0 176,546
DEL FRISCOS RESTAURANT GROUP COM 245077102 2,300 138,700 SH   DFND 1,5 0 0 138,700
DEL TACO RESTAURANTS INC COM 245496104 26,158 2,532,200 SH   DFND 1,5 497,400 0 2,034,800
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 22,093 703,600 SH   DFND 1,5 0 0 703,600
DELPHI AUTOMOTIVE PLC SHS G27823106 833,210 11,106,510 SH   DFND 1,5 302,345 0 10,804,165
DELPHI AUTOMOTIVE PLC SHS G27823106 6,964 92,825 SH   DFND 2 92,825 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,159 28,773 SH   DFND 3 28,773 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 16,804 223,994 SH   DFND 6 214,594 0 9,400
DELPHI AUTOMOTIVE PLC SHS G27823106 33,965 452,741 SH   DFND 7 452,741 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 785,179 16,129,391 SH   DFND 1,5 837,417 0 15,291,974
DELTA AIR LINES INC DEL COM NEW 247361702 12,675 260,384 SH   DFND 2 260,384 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 14,023 288,072 SH   DFND 3 288,072 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,153 126,392 SH   DFND 6 126,392 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 10,643 218,636 SH   DFND 7 218,636 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 891 18,303 SH   DFND 11 18,303 0 0
DELUXE CORP COM 248019101 232,329 3,717,864 SH   DFND 1,5 41,299 0 3,676,565
DELUXE CORP COM 248019101 16,919 270,755 SH   DFND 6 270,755 0 0
DELUXE CORP COM 248019101 8,160 130,588 SH   DFND 7 130,588 0 0
DEMANDWARE INC COM 24802Y105 166,873 4,267,863 SH   DFND 1,5 255,057 0 4,012,806
DEMANDWARE INC COM 24802Y105 35,886 917,800 SH   DFND 1,9 0 0 917,800
DEMANDWARE INC COM 24802Y105 8,074 206,500 SH   DFND 6 181,900 0 24,600
DEMANDWARE INC COM 24802Y105 5,392 137,900 SH   DFND 7 112,700 0 25,200
DENBURY RES INC COM NEW 247916208 38,817 17,485,138 SH   DFND 1,5 2,083,300 0 15,401,838
DENBURY RES INC COM NEW 247916208 295 132,781 SH   DFND 3 132,781 0 0
DENNYS CORP COM 24869P104 8,644 834,370 SH   DFND 6 834,370 0 0
DENNYS CORP COM 24869P104 3,848 371,430 SH   DFND 7 371,430 0 0
DENTSPLY SIRONA INC COM 24906P109 414,257 6,721,678 SH   DFND 1,5 376,071 0 6,345,607
DENTSPLY SIRONA INC COM 24906P109 4,973 80,697 SH   DFND 2 80,697 0 0
DENTSPLY SIRONA INC COM 24906P109 9,778 158,651 SH   DFND 3 158,651 0 0
DENTSPLY SIRONA INC COM 24906P109 1,048 17,000 SH   DFND 6 17,000 0 0
DENTSPLY SIRONA INC COM 24906P109 1,607 26,075 SH   DFND 11 26,075 0 0
DEPOMED INC COM 249908104 10,057 721,966 SH   DFND 1,5 1,766 0 720,200
DEPOMED INC COM 249908104 8,726 626,400 SH   DFND 6 626,400 0 0
DERMIRA INC COM 24983L104 64,675 3,127,436 SH   DFND 1,5 5,652 0 3,121,784
DERMIRA INC COM 24983L104 287 13,900 SH   DFND 6 13,900 0 0
DESCARTES SYS GROUP INC COM 249906108 1,522 78,200 SH   DFND 1,9 0 0 78,200
DESTINATION MATERNITY CORP COM 25065D100 2,005 293,150 SH   DFND 1,5 27,150 0 266,000
DEUTSCHE BANK AG NAMEN AKT D18190898 1,807 106,241 SH   DFND 1,5 0 0 106,241
DEVON ENERGY CORP NEW COM 25179M103 152,002 5,539,448 SH   DFND 1,5 11,902 0 5,527,546
DEVON ENERGY CORP NEW COM 25179M103 4,683 170,677 SH   DFND 2 170,677 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,476 163,130 SH   DFND 3 163,130 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,702 207,796 SH   DFND 6 168,396 0 39,400
DEVON ENERGY CORP NEW COM 25179M103 7,407 269,947 SH   DFND 7 66,400 0 203,547
DEVRY ED GROUP INC COM 251893103 3,209 185,800 SH   DFND 1,5 0 0 185,800
DEXCOM INC COM 252131107 345,168 5,082,721 SH   DFND 1,5 438,570 0 4,644,151
DEXCOM INC COM 252131107 2,550 37,548 SH   DFND 3 37,548 0 0
DEXCOM INC COM 252131107 292 4,300 SH   DFND 6 4,300 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 576 100,000 SH   DFND 1,5 100,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,648 633,300 SH   DFND 6 633,300 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,476 256,200 SH   DFND 7 256,200 0 0
DHX MEDIA LTD SHS VAR VTG 252406608 4,015 719,150 SH   DFND 1,5 0 0 719,150
DIAGEO P L C SPON ADR NEW 25243Q205 8,543 79,200 SH   DFND 1,5 4,200 0 75,000
DIAGEO P L C SPON ADR NEW 25243Q205 969 8,985 SH   DFND 3 8,985 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 35,951 202,700 SH   DFND 1,5 46,974 0 155,726
DIAMOND OFFSHORE DRILLING IN COM 25271C102 469 21,561 SH   DFND 2 21,561 0 0
DIAMONDBACK ENERGY INC COM 25278X109 537,950 6,970,071 SH   DFND 1,5 245,623 0 6,724,448
DIAMONDBACK ENERGY INC COM 25278X109 1,253 16,234 SH   DFND 3 16,234 0 0
DIAMONDBACK ENERGY INC COM 25278X109 27,568 357,192 SH   DFND 6 332,992 0 24,200
DIAMONDBACK ENERGY INC COM 25278X109 13,655 176,930 SH   DFND 7 151,130 0 25,800
DIAMONDBACK ENERGY INC COM 25278X109 22,726 294,450 SH   DFND 11 294,450 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 134,162 13,257,125 SH   DFND 1,5 9,209,725 0 4,047,400
DICERNA PHARMACEUTICALS INC COM 253031108 16,543 3,086,397 SH   DFND 1,5 361,838 0 2,724,559
DICERNA PHARMACEUTICALS INC COM 253031108 58 10,800 SH   DFND 6 10,800 0 0
DICKS SPORTING GOODS INC COM 253393102 65,569 1,402,535 SH   DFND 1,5 35 0 1,402,500
DICKS SPORTING GOODS INC COM 253393102 860 18,400 SH   DFND 6 18,400 0 0
DICKS SPORTING GOODS INC COM 253393102 2,518 53,862 SH   DFND 7 53,862 0 0
DIEBOLD INC COM 253651103 6,687 231,300 SH   DFND 1,5 0 0 231,300
DIGITAL RLTY TR INC COM 253868103 556,522 6,289,096 SH   DFND 1,5 4,116,796 0 2,172,300
DILLARDS INC CL A 254067101 352,061 4,146,282 SH   DFND 1,5 0 0 4,146,282
DIMENSION THERAPEUTICS INC COM 25433V105 54,811 7,000,106 SH   DFND 4 7,000,106 0 0
DINEEQUITY INC COM 254423106 226,119 2,420,196 SH   DFND 1,5 92 0 2,420,104
DIODES INC COM 254543101 7,184 357,400 SH   DFND 1,5 0 0 357,400
DIPLOMAT PHARMACY INC COM 25456K101 26,979 984,622 SH   DFND 1,5 14,274 0 970,348
DIPLOMAT PHARMACY INC COM 25456K101 4,121 150,400 SH   DFND 6 150,400 0 0
DIPLOMAT PHARMACY INC COM 25456K101 1,729 63,100 SH   DFND 7 63,100 0 0
DISCOVER FINL SVCS COM 254709108 494,007 9,701,622 SH   DFND 1,5 201,027 0 9,500,595
DISCOVER FINL SVCS COM 254709108 7,054 138,535 SH   DFND 2 138,535 0 0
DISCOVER FINL SVCS COM 254709108 6,412 125,924 SH   DFND 3 125,924 0 0
DISCOVER FINL SVCS COM 254709108 16,200 318,144 SH   DFND 6 288,744 0 29,400
DISCOVER FINL SVCS COM 254709108 37,992 746,111 SH   DFND 7 746,111 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,492 92,300 SH   DFND 1,5 0 0 92,300
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 34,311 1,198,428 SH   DFND 1,5 50,978 0 1,147,450
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,437 50,201 SH   DFND 2 50,201 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,149 79,598 SH   DFND 2 79,598 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 422 15,641 SH   DFND 3 15,641 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 665 23,226 SH   DFND 3 23,226 0 0
DISCOVERY LABORATORIES INC N COM PAR 254668502 372 225,597 SH   DFND 1,5 19,057 0 206,540
DISCOVERY LABORATORIES INC N COM PAR 254668502 36 21,551 SH   DFND 6 21,551 0 0
DISH NETWORK CORP CL A 25470M109 7,304 157,900 SH   DFND 1,5 0 0 157,900
DISNEY WALT CO COM DISNEY 254687106 4,286,282 43,160,631 SH   DFND 1,5 2,615,630 0 40,545,001
DISNEY WALT CO COM DISNEY 254687106 49,858 502,046 SH   DFND 2 502,046 0 0
DISNEY WALT CO COM DISNEY 254687106 33,086 333,163 SH   DFND 3 333,163 0 0
DISNEY WALT CO COM DISNEY 254687106 5,756 57,963 SH   DFND 6 57,963 0 0
DISNEY WALT CO COM DISNEY 254687106 8,676 87,359 SH   DFND 7 0 0 87,359
DOLLAR GEN CORP NEW COM 256677105 335,810 3,923,019 SH   DFND 1,5 173,114 0 3,749,905
DOLLAR GEN CORP NEW COM 256677105 8,329 97,307 SH   DFND 2 97,307 0 0
DOLLAR GEN CORP NEW COM 256677105 7,285 85,101 SH   DFND 3 85,101 0 0
DOLLAR GEN CORP NEW COM 256677105 6,296 73,550 SH   DFND 6 73,550 0 0
DOLLAR GEN CORP NEW COM 256677105 18,286 213,627 SH   DFND 7 213,627 0 0
DOLLAR TREE INC COM 256746108 634,360 7,692,936 SH   DFND 1,5 550,798 0 7,142,138
DOLLAR TREE INC COM 256746108 6,476 78,531 SH   DFND 2 78,531 0 0
DOLLAR TREE INC COM 256746108 9,686 117,459 SH   DFND 3 117,459 0 0
DOLLAR TREE INC COM 256746108 3,184 38,607 SH   DFND 6 38,607 0 0
DOMINION DIAMOND CORP COM 257287102 8,044 725,495 SH   DFND 6 273,795 0 451,700
DOMINION DIAMOND CORP COM 257287102 6,259 564,490 SH   DFND 7 423,590 0 140,900
DOMINION RES INC VA NEW COM 25746U109 388,317 5,169,294 SH   DFND 1,5 50 0 5,169,244
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 3,194 63,500 SH   DFND 1,5 40,200 0 23,300
DOMINION RES INC VA NEW COM 25746U109 14,985 199,481 SH   DFND 2 199,481 0 0
DOMINION RES INC VA NEW COM 25746U109 9,196 122,417 SH   DFND 3 122,417 0 0
DOMINOS PIZZA INC COM 25754A201 938,996 7,121,158 SH   DFND 1,5 314,735 0 6,806,423
DOMINOS PIZZA INC COM 25754A201 1,530 11,600 SH   DFND 6 11,600 0 0
DOMINOS PIZZA INC COM 25754A201 3,074 23,314 SH   DFND 7 23,314 0 0
DONALDSON INC COM 257651109 66,647 2,088,600 SH   DFND 1,5 46,200 0 2,042,400
DONNELLEY R R & SONS CO COM 257867101 1,577 96,182 SH   DFND 1,5 1,483 0 94,699
DOUGLAS EMMETT INC COM 25960P109 158,496 5,263,912 SH   DFND 1,5 3,126,472 0 2,137,440
DOUGLAS EMMETT INC COM 25960P109 1,746 58,000 SH   DFND 7 16,500 0 41,500
DOVER CORP COM 260003108 3,335 51,845 SH   DFND 2 51,845 0 0
DOVER CORP COM 260003108 2,517 39,123 SH   DFND 3 39,123 0 0
DOW CHEM CO COM 260543103 665,620 13,087,304 SH   DFND 1,5 602,882 0 12,484,422
DOW CHEM CO COM 260543103 19,003 373,634 SH   DFND 2 373,634 0 0
DOW CHEM CO COM 260543103 28,857 567,382 SH   DFND 3 567,382 0 0
DOW CHEM CO COM 260543103 4,038 79,390 SH   DFND 6 79,390 0 0
DOW CHEM CO COM 260543103 5,351 105,219 SH   DFND 7 105,219 0 0
DOW CHEM CO COM 260543103 4,603 90,500 SH   DFND 11 90,500 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 264,899 2,962,416 SH   DFND 1,5 221,789 0 2,740,627
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,603 62,662 SH   DFND 2 62,662 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,073 45,553 SH   DFND 3 45,553 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 581 6,503 SH   DFND 6 6,503 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,868 32,070 SH   DFND 7 32,070 0 0
DRAFTDAY FANTASY SPORTS INC COM NEW 261427108 14 56,268 SH   DFND 1,5 0 0 56,268
DREAMWORKS ANIMATION SKG INC CL A 26153C103 35,965 1,441,500 SH   DFND 1,5 131,500 0 1,310,000
DRIL-QUIP INC COM 262037104 305,804 5,049,609 SH   DFND 1,5 94 0 5,049,515
DRIL-QUIP INC COM 262037104 1,726 28,500 SH   DFND 6 13,800 0 14,700
DRIL-QUIP INC COM 262037104 2,470 40,790 SH   DFND 7 25,590 0 15,200
DRIL-QUIP INC COM 262037104 1,090 18,000 SH   DFND 11 18,000 0 0
DST SYS INC DEL COM 233326107 4,691 41,600 SH   DFND 1,5 0 0 41,600
DST SYS INC DEL COM 233326107 86,224 764,600 SH   DFND 11 764,600 0 0
DSW INC CL A 23334L102 155,692 5,632,845 SH   DFND 1,5 846,445 0 4,786,400
DTE ENERGY CO COM 233331107 270,944 2,988,568 SH   DFND 1,5 438 0 2,988,130
DTE ENERGY CO COM 233331107 5,442 60,028 SH   DFND 2 60,028 0 0
DTE ENERGY CO COM 233331107 5,608 61,860 SH   DFND 3 61,860 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,273,012 20,104,429 SH   DFND 1,5 569,090 0 19,535,339
DU PONT E I DE NEMOURS & CO COM 263534109 18,461 291,546 SH   DFND 2 291,546 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 13,816 218,193 SH   DFND 3 218,193 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 11,980 189,197 SH   DFND 6 147,397 0 41,800
DU PONT E I DE NEMOURS & CO COM 263534109 22,793 359,964 SH   DFND 7 69,400 0 290,564
DUKE ENERGY CORP NEW COM NEW 26441C204 18,576 230,238 SH   DFND 2 230,238 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 16,053 198,970 SH   DFND 3 198,970 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 8,642 107,116 SH   DFND 6 69,916 0 37,200
DUKE ENERGY CORP NEW COM NEW 26441C204 5,776 71,596 SH   DFND 7 71,596 0 0
DUKE REALTY CORP COM NEW 264411505 849,737 37,699,075 SH   DFND 1,5 19,168,675 0 18,530,400
DUKE REALTY CORP COM NEW 264411505 5,426 240,722 SH   DFND 3 240,722 0 0
DUKE REALTY CORP COM NEW 264411505 1,089 48,300 SH   DFND 6 48,300 0 0
DULUTH HLDGS INC COM CL B 26443V101 11,074 568,200 SH   DFND 1,5 0 0 568,200
DUN & BRADSTREET CORP DEL NE COM 26483E100 223,164 2,164,962 SH   DFND 1,5 25 0 2,164,937
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,247 12,098 SH   DFND 2 12,098 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 762 7,394 SH   DFND 3 7,394 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 44,247 429,247 SH   DFND 6 429,247 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 484 4,700 SH   DFND 7 4,700 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 100,009 970,210 SH   DFND 11 970,210 0 0
DUNKIN BRANDS GROUP INC COM 265504100 374,950 7,948,901 SH   DFND 1,5 805,261 0 7,143,640
DUNKIN BRANDS GROUP INC COM 265504100 16,920 358,708 SH   DFND 3 358,708 0 0
DUNKIN BRANDS GROUP INC COM 265504100 2,123 44,997 SH   DFND 6 44,997 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 213,289 5,262,508 SH   DFND 1,5 2,323,308 0 2,939,200
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 43,507 1,073,460 SH   DFND 6 1,073,460 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 15,042 371,130 SH   DFND 7 149,830 0 221,300
DYCOM INDS INC COM 267475101 78,598 1,215,369 SH   DFND 1,5 13,950 0 1,201,419
DYCOM INDS INC COM 267475101 2,419 37,400 SH   DFND 6 37,400 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 43,843 2,278,760 SH   DFND 1,5 500 0 2,278,260
DYNEGY INC NEW DEL COM 26817R108 74,007 5,150,118 SH   DFND 1,5 0 0 5,150,118
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 47,014 878,775 SH   DFND 1,5 342,600 0 536,175
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 2,975 55,600 SH   DFND 6 0 0 55,600
DYNEGY INC NEW DEL COM 26817R108 1,192 82,939 SH   DFND 6 82,939 0 0
DYNEX CAP INC COM NEW 26817Q506 15,617 2,348,386 SH   DFND 1,5 0 0 2,348,386
E M C CORP MASS COM 268648102 1,359,832 51,025,574 SH   DFND 1,5 1,245,440 0 49,780,134
E M C CORP MASS COM 268648102 18,183 682,300 SH   DFND 1,9 0 0 682,300
E M C CORP MASS COM 268648102 17,355 651,217 SH   DFND 2 651,217 0 0
E M C CORP MASS COM 268648102 38,690 1,451,795 SH   DFND 3 1,451,795 0 0
E M C CORP MASS COM 268648102 12,564 471,437 SH   DFND 6 471,437 0 0
E M C CORP MASS COM 268648102 27,596 1,035,500 SH   DFND 7 186,255 0 849,245
E TRADE FINANCIAL CORP COM NEW 269246401 442,937 18,086,434 SH   DFND 1,5 11,630 0 18,074,804
E TRADE FINANCIAL CORP COM NEW 269246401 2,316 94,556 SH   DFND 2 94,556 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 64,327 2,626,651 SH   DFND 6 2,626,651 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 10,094 412,150 SH   DFND 7 412,150 0 0
EAGLE BANCORP INC MD COM 268948106 23,686 493,460 SH   DFND 1,5 45,660 0 447,800
EAGLE BANCORP INC MD COM 268948106 215 4,474 SH   DFND 3 4,474 0 0
EAGLE MATERIALS INC COM 26969P108 237,297 3,384,637 SH   DFND 1,5 0 0 3,384,637
EAGLE MATERIALS INC COM 26969P108 22,443 320,108 SH   DFND 6 320,108 0 0
EAGLE MATERIALS INC COM 26969P108 6,333 90,324 SH   DFND 7 90,324 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 5,858 144,650 SH   DFND 1,5 150 0 144,500
EAST WEST BANCORP INC COM 27579R104 86,852 2,674,003 SH   DFND 1,5 134,700 0 2,539,303
EASTERLY GOVT PPTYS INC COM 27616P103 16,551 893,700 SH   DFND 1,5 0 0 893,700
EASTERN CO COM 276317104 241 14,704 SH   DFND 1,5 14,704 0 0
EASTGROUP PPTY INC COM 277276101 6,780 112,300 SH   DFND 1,5 0 0 112,300
EASTMAN CHEM CO COM 277432100 615,825 8,525,895 SH   DFND 1,5 713 0 8,525,182
EASTMAN CHEM CO COM 277432100 3,571 49,438 SH   DFND 2 49,438 0 0
EASTMAN CHEM CO COM 277432100 4,825 66,803 SH   DFND 3 66,803 0 0
EASTMAN CHEM CO COM 277432100 295 4,091 SH   DFND 6 4,091 0 0
EASTMAN CHEM CO COM 277432100 5,008 69,338 SH   DFND 7 69,338 0 0
EATON CORP PLC SHS G29183103 527,819 8,437,007 SH   DFND 1,5 457,456 0 7,979,551
EATON CORP PLC SHS G29183103 9,602 153,486 SH   DFND 2 153,486 0 0
EATON CORP PLC SHS G29183103 23,902 382,061 SH   DFND 3 382,061 0 0
EATON CORP PLC SHS G29183103 17,160 274,300 SH   DFND 6 223,400 0 50,900
EATON CORP PLC SHS G29183103 18,640 297,949 SH   DFND 7 89,900 0 208,049
EATON CORP PLC SHS G29183103 1,156 18,480 SH   DFND 11 18,480 0 0
EATON VANCE CORP COM NON VTG 278265103 53,228 1,587,960 SH   DFND 11 1,587,960 0 0
EBAY INC COM 278642103 136,784 5,732,768 SH   DFND 1,5 688,768 0 5,044,000
EBAY INC COM 278642103 3,178 133,200 SH   DFND 1,9 0 0 133,200
EBAY INC COM 278642103 8,654 362,696 SH   DFND 2 362,696 0 0
EBAY INC COM 278642103 4,952 207,546 SH   DFND 3 207,546 0 0
EBAY INC COM 278642103 4,947 207,335 SH   DFND 6 81,525 0 125,810
EBAY INC COM 278642103 21,952 920,020 SH   DFND 7 371,783 0 548,237
EBIX INC COM NEW 278715206 147,497 3,616,011 SH   DFND 1,5 314,133 0 3,301,878
EBIX INC COM NEW 278715206 56,015 1,373,252 SH   DFND 6 1,373,252 0 0
EBIX INC COM NEW 278715206 2,831 69,400 SH   DFND 7 69,400 0 0
ECHOSTAR CORP CL A 278768106 445 10,050 SH   DFND 1,5 0 0 10,050
ECOLAB INC COM 278865100 919,036 8,240,999 SH   DFND 1,5 68,600 0 8,172,399
ECOLAB INC COM 278865100 9,937 89,102 SH   DFND 2 89,102 0 0
ECOLAB INC COM 278865100 2,899 25,993 SH   DFND 3 25,993 0 0
ECOLAB INC COM 278865100 6,696 60,047 SH   DFND 6 60,047 0 0
ECOLAB INC COM 278865100 18,938 169,820 SH   DFND 7 169,820 0 0
ECOLAB INC COM 278865100 2,769 24,830 SH   DFND 11 24,830 0 0
EDGE THERAPEUTICS INC COM 279870109 10,248 1,119,983 SH   DFND 1,5 3,161 0 1,116,822
EDGE THERAPEUTICS INC COM 279870109 126 13,800 SH   DFND 6 13,800 0 0
EDGEWELL PERS CARE CO COM 28035Q102 132,362 1,643,630 SH   DFND 1,5 160 0 1,643,470
EDGEWELL PERS CARE CO COM 28035Q102 3,368 41,820 SH   DFND 6 41,820 0 0
EDGEWELL PERS CARE CO COM 28035Q102 680 8,440 SH   DFND 7 8,440 0 0
EDISON INTL COM 281020107 590,464 8,213,439 SH   DFND 1,5 37 0 8,213,402
EDISON INTL COM 281020107 7,834 108,972 SH   DFND 2 108,972 0 0
EDISON INTL COM 281020107 4,085 56,825 SH   DFND 3 56,825 0 0
EDISON INTL COM 281020107 12,474 173,511 SH   DFND 6 136,411 0 37,100
EDISON INTL COM 281020107 25,976 361,334 SH   DFND 7 270,534 0 90,800
EDITAS MEDICINE INC COM 28106W103 185,639 5,374,606 SH   DFND 1,5 456,932 0 4,917,674
EDITAS MEDICINE INC COM 28106W103 947 27,424 SH   DFND 6 27,424 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,069,103 12,119,972 SH   DFND 1,5 477,492 0 11,642,480
EDWARDS LIFESCIENCES CORP COM 28176E108 6,331 71,775 SH   DFND 2 71,775 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,922 33,128 SH   DFND 3 33,128 0 0
EGAIN CORP COM NEW 28225C806 1,094 308,100 SH   DFND 1,9 0 0 308,100
EGALET CORP COM 28226B104 25,786 3,758,921 SH   DFND 1,5 0 0 3,758,921
EHI CAR SVCS LTD SPON ADS CL A 26853A100 1,327 106,250 SH   DFND 1,9 0 0 106,250
EL PASO ELEC CO COM NEW 283677854 100,960 2,200,521 SH   DFND 1,5 0 0 2,200,521
EL POLLO LOCO HLDGS INC COM 268603107 15,097 1,131,726 SH   DFND 1,5 79,800 0 1,051,926
ELBIT SYS LTD ORD M3760D101 405 4,300 SH   DFND 1,5 0 0 4,300
ELBIT SYS LTD ORD M3760D101 471 5,000 SH   DFND 1,10 0 0 5,000
ELDORADO GOLD CORP NEW COM 284902103 28,318 9,014,335 SH   DFND 1,5 2,300 0 9,012,035
ELDORADO GOLD CORP NEW COM 284902103 5,402 1,719,700 SH   DFND 6 1,046,300 0 673,400
ELDORADO GOLD CORP NEW COM 284902103 2,632 837,800 SH   DFND 7 625,900 0 211,900
ELDORADO GOLD CORP NEW COM 284902103 71,934 22,898,200 SH   DFND 11 22,898,200 0 0
ELECTRONIC ARTS INC COM 285512109 1,679,703 25,407,700 SH   DFND 1,5 1,065,960 0 24,341,740
ELECTRONIC ARTS INC COM 285512109 36,407 550,700 SH   DFND 1,9 0 0 550,700
ELECTRONIC ARTS INC COM 285512109 6,839 103,453 SH   DFND 2 103,453 0 0
ELECTRONIC ARTS INC COM 285512109 1,536 23,237 SH   DFND 3 23,237 0 0
ELECTRONIC ARTS INC COM 285512109 10,062 152,200 SH   DFND 6 152,200 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 33,836 798,200 SH   DFND 1,5 0 0 798,200
ELECTRONICS FOR IMAGING INC COM 286082102 7,912 186,649 SH   DFND 1,9 0 0 186,649
ELECTRONICS FOR IMAGING INC COM 286082102 30,079 709,576 SH   DFND 6 690,376 0 19,200
ELECTRONICS FOR IMAGING INC COM 286082102 12,732 300,350 SH   DFND 7 270,650 0 29,700
ELLIE MAE INC COM 28849P100 9,613 106,053 SH   DFND 1,5 1,153 0 104,900
ELLIE MAE INC COM 28849P100 218 2,400 SH   DFND 6 2,400 0 0
ELLINGTON FINANCIAL LLC COM 288522303 21,388 1,227,784 SH   DFND 1,5 0 0 1,227,784
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,112 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 11,036 650,689 SH   DFND 1,5 0 0 650,689
EMBRAER S A SP ADR REP 4 COM 29082A107 4,977 188,800 SH   DFND 1,5 0 0 188,800
EMCOR GROUP INC COM 29084Q100 124,554 2,562,830 SH   DFND 1,5 25,100 0 2,537,730
EMCOR GROUP INC COM 29084Q100 11,878 244,410 SH   DFND 6 218,710 0 25,700
EMCOR GROUP INC COM 29084Q100 7,946 163,496 SH   DFND 7 140,026 0 23,470
EMERGENT BIOSOLUTIONS INC COM 29089Q105 19,729 542,741 SH   DFND 1,5 0 0 542,741
EMERSON ELEC CO COM 291011104 404,420 7,436,921 SH   DFND 1,5 307,876 0 7,129,045
EMERSON ELEC CO COM 291011104 11,697 215,099 SH   DFND 2 215,099 0 0
EMERSON ELEC CO COM 291011104 35,267 648,526 SH   DFND 3 648,526 0 0
EMERSON ELEC CO COM 291011104 9,285 170,750 SH   DFND 6 90,700 0 80,050
EMERSON ELEC CO COM 291011104 10,739 197,484 SH   DFND 7 0 0 197,484
EMPIRE DIST ELEC CO COM 291641108 103,516 3,132,108 SH   DFND 11 3,132,108 0 0
EMPIRE ST RLTY TR INC CL A 292104106 178,804 10,199,900 SH   DFND 1,5 5,427,000 0 4,772,900
EMPIRE ST RLTY TR INC CL A 292104106 24,530 1,399,300 SH   DFND 6 1,399,300 0 0
EMPIRE ST RLTY TR INC CL A 292104106 10,325 589,000 SH   DFND 7 60,800 0 528,200
EMPLOYERS HOLDINGS INC COM 292218104 24,119 857,103 SH   DFND 1,5 65,803 0 791,300
EMPLOYERS HOLDINGS INC COM 292218104 602 21,400 SH   DFND 6 21,400 0 0
EMPLOYERS HOLDINGS INC COM 292218104 987 35,090 SH   DFND 7 12,790 0 22,300
ENANTA PHARMACEUTICALS INC COM 29251M106 19,065 649,115 SH   DFND 1,5 0 0 649,115
ENBRIDGE INC COM 29250N105 40,472 1,039,607 SH   DFND 1,5 147 0 1,039,460
ENBRIDGE INC COM 29250N105 2,720 69,869 SH   DFND 6 7,300 0 62,569
ENBRIDGE INC COM 29250N105 18,158 466,420 SH   DFND 7 404,220 0 62,200
ENBRIDGE INC COM 29250N105 959,481 24,646,480 SH   DFND 11 22,072,180 0 2,574,300
ENBRIDGE INC COM 29250N105 1,047 26,900 SH   DFND   26,900 0 0
ENCANA CORP COM 292505104 31,502 5,165,846 SH   DFND 1,5 6,246 0 5,159,600
ENCANA CORP COM 292505104 175,282 28,743,379 SH   DFND 11 28,743,379 0 0
ENCORE CAP GROUP INC COM 292554102 4,204 163,339 SH   DFND 1,5 31,666 0 131,673
ENDO INTL PLC SHS G30401106 253,966 9,021,877 SH   DFND 1,5 8,828 0 9,013,049
ENDO INTL PLC SHS G30401106 1,925 68,373 SH   DFND 2 68,373 0 0
ENDO INTL PLC SHS G30401106 266 9,445 SH   DFND 3 9,445 0 0
ENDO INTL PLC SHS G30401106 62,795 2,230,719 SH   DFND 6 2,200,119 0 30,600
ENDO INTL PLC SHS G30401106 20,765 737,662 SH   DFND 7 691,362 0 46,300
ENDOCYTE INC COM 29269A102 11,132 3,590,999 SH   DFND 1,5 655,900 0 2,935,099
ENDOLOGIX INC COM 29266S106 10,701 1,279,999 SH   DFND 1,5 0 0 1,279,999
ENDURANCE INTL GROUP HLDGS I COM 29272B105 183,647 17,440,386 SH   DFND 1,5 375,200 0 17,065,186
ENDURANCE INTL GROUP HLDGS I COM 29272B105 32,399 3,076,820 SH   DFND 1,9 0 0 3,076,820
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 228,847 3,502,400 SH   DFND 1,5 258,000 0 3,244,400
ENERGEN CORP COM 29265N108 25,169 687,858 SH   DFND 1,5 0 0 687,858
ENERGEN CORP COM 29265N108 272 7,437 SH   DFND 3 7,437 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 30,206 745,641 SH   DFND 1,5 31,600 0 714,041
ENERGY RECOVERY INC COM 29270J100 225 21,800 SH   DFND 1,5 0 0 21,800
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 65,105 9,131,200 SH   DFND 1,5 0 0 9,131,200
ENERSYS COM 29275Y102 264,961 4,755,218 SH   DFND 1,5 28,144 0 4,727,074
ENERSYS COM 29275Y102 6,752 121,170 SH   DFND 6 121,170 0 0
ENERSYS COM 29275Y102 3,039 54,538 SH   DFND 7 54,538 0 0
ENGILITY HLDGS INC NEW COM 29286C107 49,963 2,663,267 SH   DFND 1,5 283,433 0 2,379,834
ENGILITY HLDGS INC NEW COM 29286C107 20,568 1,096,389 SH   DFND 6 1,048,889 0 47,500
ENGILITY HLDGS INC NEW COM 29286C107 5,463 291,190 SH   DFND 7 259,590 0 31,600
ENI S P A SPONSORED ADR 26874R108 2,726 90,200 SH   DFND 1,5 0 0 90,200
ENNIS INC COM 293389102 993 50,800 SH   DFND 1,5 50,800 0 0
ENOVA INTL INC COM 29357K103 1,862 295,067 SH   DFND 1,5 0 0 295,067
ENSCO PLC SHS CLASS A G3157S106 46,306 4,465,411 SH   DFND 1,5 219,231 0 4,246,180
ENSCO PLC SHS CLASS A G3157S106 859 82,815 SH   DFND 3 82,815 0 0
ENSCO PLC SHS CLASS A G3157S106 682 65,803 SH   DFND 6 65,803 0 0
ENSIGN GROUP INC COM 29358P101 95,271 4,208,100 SH   DFND 1,5 128,200 0 4,079,900
ENSTAR GROUP LIMITED SHS G3075P101 28,645 176,192 SH   DFND 1,5 192 0 176,000
ENSTAR GROUP LIMITED SHS G3075P101 341 2,100 SH   DFND 6 2,100 0 0
ENTEGRA FINL CORP COM 29363J108 8,935 514,411 SH   DFND 6 514,411 0 0
ENTEGRA FINL CORP COM 29363J108 1,242 71,508 SH   DFND 7 71,508 0 0
ENTEGRIS INC COM 29362U104 760 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 16,342 898,400 SH   DFND 1,5 182,300 0 716,100
ENTERGY CORP NEW COM 29364G103 158,326 1,997,049 SH   DFND 1,5 120,649 0 1,876,400
ENTERGY CORP NEW COM 29364G103 4,733 59,699 SH   DFND 2 59,699 0 0
ENTERGY CORP NEW COM 29364G103 22,333 281,703 SH   DFND 3 281,703 0 0
ENTERGY CORP NEW COM 29364G103 1,855 23,400 SH   DFND 6 23,400 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 78,191 3,175,923 SH   DFND 1,5 0 0 3,175,923
ENVESTNET INC COM 29404K106 30,475 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 63,585 3,116,900 SH   DFND 1,5 0 0 3,116,900
ENVISION HEALTHCARE HLDGS IN COM 29413U103 52,075 2,552,697 SH   DFND 6 2,552,697 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 5,693 279,050 SH   DFND 7 279,050 0 0
ENZYMOTEC LTD SHS M4059L101 767 84,900 SH   DFND 1,5 0 0 84,900
EOG RES INC COM 26875P101 1,436,455 19,791,333 SH   DFND 1,5 1,137,845 0 18,653,488
EOG RES INC COM 26875P101 13,349 183,916 SH   DFND 2 183,916 0 0
EOG RES INC COM 26875P101 16,215 223,405 SH   DFND 3 223,405 0 0
EOG RES INC COM 26875P101 2,594 35,738 SH   DFND 6 35,738 0 0
EOG RES INC COM 26875P101 5,451 75,101 SH   DFND 7 75,101 0 0
EOG RES INC COM 26875P101 56,352 776,407 SH   DFND 11 776,407 0 0
EPAM SYS INC COM 29414B104 136,458 1,827,481 SH   DFND 1,5 723 0 1,826,758
EPAM SYS INC COM 29414B104 7,325 98,100 SH   DFND 1,9 0 0 98,100
EPAM SYS INC COM 29414B104 17,093 228,920 SH   DFND 6 228,920 0 0
EPAM SYS INC COM 29414B104 4,532 60,700 SH   DFND 7 60,700 0 0
EPIRUS BIOPHARMACEUTICALS IN COM 29428P107 3,698 1,374,776 SH   DFND 1,5 0 0 1,374,776
EPIZYME INC COM 29428V104 95,242 7,858,233 SH   DFND 1,5 0 0 7,858,233
EPLUS INC COM 294268107 6,352 78,891 SH   DFND 1,5 0 0 78,891
EQT CORP COM 26884L109 94,745 1,408,637 SH   DFND 1,5 0 0 1,408,637
EQT CORP COM 26884L109 3,592 53,405 SH   DFND 2 53,405 0 0
EQT CORP COM 26884L109 4,121 61,269 SH   DFND 3 61,269 0 0
EQT CORP COM 26884L109 4,574 68,004 SH   DFND 6 52,604 0 15,400
EQT CORP COM 26884L109 4,318 64,200 SH   DFND 7 25,700 0 38,500
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 47,390 636,702 SH   DFND 1,5 0 0 636,702
EQUIFAX INC COM 294429105 724,730 6,341,150 SH   DFND 1,5 362,164 0 5,978,986
EQUIFAX INC COM 294429105 4,538 39,703 SH   DFND 2 39,703 0 0
EQUIFAX INC COM 294429105 1,903 16,653 SH   DFND 3 16,653 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 9,699 2,250,000 PRN   DFND 1,5 0 0 0
EQUINIX INC COM PAR $0.001 29444U700 626,894 1,895,600 SH   DFND 1,5 1,151,400 0 744,200
EQUINIX INC COM PAR $0.001 29444U700 7,621 23,045 SH   DFND 2 23,045 0 0
EQUINIX INC COM PAR $0.001 29444U700 3,050 9,224 SH   DFND 3 9,224 0 0
EQUINIX INC COM PAR $0.001 29444U700 9,921 30,000 SH   DFND 6 30,000 0 0
EQUINIX INC COM PAR $0.001 29444U700 4,200 12,700 SH   DFND 7 1,400 0 11,300
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 780 31,237 SH   DFND 1,5 0 0 31,237
EQUITY COMWLTH CUM PFD E 7.25% 294628409 21,584 849,112 SH   DFND 1,5 0 0 849,112
EQUITY LIFESTYLE PPTYS INC COM 29472R108 894,815 12,303,242 SH   DFND 1,5 3,791,938 0 8,511,304
EQUITY LIFESTYLE PPTYS INC COM 29472R108 19,673 270,487 SH   DFND 6 270,487 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 8,390 115,356 SH   DFND 7 94,150 0 21,206
EQUITY RESIDENTIAL SH BEN INT 29476L107 838,313 11,173,036 SH   DFND 1,5 3,787,839 0 7,385,197
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,163 122,127 SH   DFND 2 122,127 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,970 39,582 SH   DFND 3 39,582 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 24,203 322,572 SH   DFND 6 322,572 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,178 135,654 SH   DFND 7 13,900 0 121,754
EQUITY RESIDENTIAL SH BEN INT 29476L107 15,248 203,220 SH   DFND 11 203,220 0 0
ERA GROUP INC COM 26885G109 2,213 235,900 SH   DFND 1,5 0 0 235,900
ERICSSON ADR B SEK 10 294821608 9,375 934,710 SH   DFND 1,5 0 0 934,710
ESPERION THERAPEUTICS INC NE COM 29664W105 19,882 1,175,750 SH   DFND 1,5 0 0 1,175,750
ESSENDANT INC COM 296689102 179,649 5,626,342 SH   DFND 1,5 226,200 0 5,400,142
ESSENT GROUP LTD COM G3198U102 125,565 6,036,778 SH   DFND 1,5 3,400 0 6,033,378
ESSENT GROUP LTD COM G3198U102 21,288 1,023,448 SH   DFND 6 967,948 0 55,500
ESSENT GROUP LTD COM G3198U102 6,909 332,150 SH   DFND 7 289,850 0 42,300
ESSEX PPTY TR INC COM 297178105 704,337 3,011,787 SH   DFND 1,5 1,246,434 0 1,765,353
ESSEX PPTY TR INC COM 297178105 5,116 21,878 SH   DFND 2 21,878 0 0
ESSEX PPTY TR INC COM 297178105 1,029 4,400 SH   DFND 3 4,400 0 0
ESSEX PPTY TR INC COM 297178105 43,541 186,186 SH   DFND 6 186,186 0 0
ESSEX PPTY TR INC COM 297178105 18,900 80,817 SH   DFND 7 8,904 0 71,913
ESTERLINE TECHNOLOGIES CORP COM 297425100 113,196 1,766,752 SH   DFND 1,5 39,909 0 1,726,843
ETHAN ALLEN INTERIORS INC COM 297602104 55,591 1,747,046 SH   DFND 1,5 332 0 1,746,714
ETHAN ALLEN INTERIORS INC COM 297602104 9,288 291,900 SH   DFND 6 291,900 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 3,766 118,340 SH   DFND 7 118,340 0 0
ETSY INC COM 29786A106 35,243 4,050,908 SH   DFND 1,5 218,689 0 3,832,219
EURONAV NV ANTWERPEN SHS B38564108 12,637 1,235,210 SH   DFND 6 665,010 0 570,200
EURONAV NV ANTWERPEN SHS B38564108 7,717 754,240 SH   DFND 7 610,740 0 143,500
EURONET WORLDWIDE INC COM 298736109 139,695 1,884,964 SH   DFND 1,5 848 0 1,884,116
EURONET WORLDWIDE INC COM 298736109 81,076 1,094,000 SH   DFND 11 1,094,000 0 0
EVERBANK FINL CORP COM 29977G102 687 45,500 SH   DFND 1,5 0 0 45,500
EVERBANK FINL CORP COM 29977G102 66,567 4,411,308 SH   DFND 6 4,329,708 0 81,600
EVERBANK FINL CORP COM 29977G102 13,343 884,250 SH   DFND 7 821,550 0 62,700
EVEREST RE GROUP LTD COM G3223R108 640 3,241 SH   DFND 1,5 41 0 3,200
EVERI HLDGS INC COM 30034T103 10,854 4,739,600 SH   DFND 1,5 0 0 4,739,600
EVERSOURCE ENERGY COM 30040W108 6,189 106,089 SH   DFND 2 106,089 0 0
EVERSOURCE ENERGY COM 30040W108 3,343 57,310 SH   DFND 3 57,310 0 0
EVERSOURCE ENERGY COM 30040W108 397 6,800 SH   DFND 6 6,800 0 0
EVERSOURCE ENERGY COM 30040W108 2,040 34,970 SH   DFND 7 34,970 0 0
EVERTEC INC COM 30040P103 124,472 8,903,546 SH   DFND 1,5 207,600 0 8,695,946
EVERTEC INC COM 30040P103 141 10,100 SH   DFND 1,9 0 0 10,100
EVERTEC INC COM 30040P103 31,884 2,280,697 SH   DFND 6 2,280,697 0 0
EVERTEC INC COM 30040P103 3,102 221,910 SH   DFND 7 221,910 0 0
EVOLENT HEALTH INC CL A 30050B101 17,700 1,676,179 SH   DFND 1,5 2,228 0 1,673,951
EVOLUTION PETROLEUM CORP COM 30049A107 1,434 295,100 SH   DFND 1,5 0 0 295,100
EXA CORP COM 300614500 27,268 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 16,071 2,384,361 SH   DFND 1,5 0 0 2,384,361
EXACTECH INC COM 30064E109 4,757 234,814 SH   DFND 1,5 38,114 0 196,700
EXELIXIS INC COM 30161Q104 136,389 34,097,301 SH   DFND 1,5 4,718,684 0 29,378,617
EXELIXIS INC COM 30161Q104 525 131,368 SH   DFND 6 131,368 0 0
EXELON CORP COM 30161N101 1,961,810 54,707,468 SH   DFND 1,5 1,584,356 0 53,123,112
EXELON CORP UNIT 99/99/9999 30161N127 18,934 384,600 SH   DFND 1,5 127,000 0 257,600
EXELON CORP COM 30161N101 11,033 307,682 SH   DFND 2 307,682 0 0
EXELON CORP COM 30161N101 36,197 1,009,390 SH   DFND 3 1,009,390 0 0
EXELON CORP COM 30161N101 13,718 382,532 SH   DFND 6 382,532 0 0
EXELON CORP COM 30161N101 20,521 572,250 SH   DFND 7 129,533 0 442,717
EXFO INC SUB VTG SHS 302046107 1,478 400,000 SH   DFND 11 400,000 0 0
EXIDE TECHNOLOGIES DEBT 7.000% 4/3 302051AU1 2,202 4,540,650 PRN   DFND 1,5 0 0 0
EXLSERVICE HOLDINGS INC COM 302081104 104,921 2,025,503 SH   DFND 1,5 23,432 0 2,002,071
EXLSERVICE HOLDINGS INC COM 302081104 71,698 1,384,125 SH   DFND 6 1,384,125 0 0
EXLSERVICE HOLDINGS INC COM 302081104 7,722 149,070 SH   DFND 7 149,070 0 0
EXPEDIA INC DEL COM NEW 30212P303 444,603 4,123,565 SH   DFND 1,5 456,589 0 3,666,976
EXPEDIA INC DEL COM NEW 30212P303 4,273 39,631 SH   DFND 2 39,631 0 0
EXPEDIA INC DEL COM NEW 30212P303 975 9,044 SH   DFND 3 9,044 0 0
EXPEDIA INC DEL COM NEW 30212P303 8,924 82,765 SH   DFND 6 54,225 0 28,540
EXPEDIA INC DEL COM NEW 30212P303 16,421 152,304 SH   DFND 7 28,731 0 123,573
EXPEDITORS INTL WASH INC COM 302130109 3,700 75,800 SH   DFND 1,5 0 0 75,800
EXPEDITORS INTL WASH INC COM 302130109 2,973 60,907 SH   DFND 2 60,907 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,655 136,345 SH   DFND 3 136,345 0 0
EXPONENT INC COM 30214U102 6,631 130,000 SH   DFND 1,5 0 0 130,000
EXPRESS INC COM 30219E103 541 25,250 SH   DFND 1,5 25,250 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 178,013 2,591,542 SH   DFND 1,5 179,756 0 2,411,786
EXPRESS SCRIPTS HLDG CO COM 30219G108 15,348 223,437 SH   DFND 2 223,437 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 13,154 191,495 SH   DFND 3 191,495 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 8,505 123,824 SH   DFND 6 75,957 0 47,867
EXPRESS SCRIPTS HLDG CO COM 30219G108 36,415 530,141 SH   DFND 7 153,499 0 376,642
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 159,951 9,812,951 SH   DFND 1,5 1,891,400 0 7,921,551
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 561 34,400 SH   DFND 6 34,400 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 275 16,900 SH   DFND 7 16,900 0 0
EXTERRAN CORP COM 30227H106 16,861 1,090,598 SH   DFND 1,5 90,966 0 999,632
EXTRA SPACE STORAGE INC COM 30225T102 746,412 7,986,431 SH   DFND 1,5 1,854,871 0 6,131,560
EXTRA SPACE STORAGE INC COM 30225T102 3,909 41,826 SH   DFND 2 41,826 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,052 21,957 SH   DFND 3 21,957 0 0
EXTRA SPACE STORAGE INC COM 30225T102 65,371 699,455 SH   DFND 6 665,555 0 33,900
EXTRA SPACE STORAGE INC COM 30225T102 38,598 412,988 SH   DFND 7 127,104 0 285,884
EXXON MOBIL CORP COM 30231G102 1,109,349 13,271,312 SH   DFND 1,5 337,202 0 12,934,110
EXXON MOBIL CORP COM 30231G102 116,102 1,388,948 SH   DFND 2 1,388,948 0 0
EXXON MOBIL CORP COM 30231G102 68,387 818,121 SH   DFND 3 818,121 0 0
EXXON MOBIL CORP COM 30231G102 12,399 148,332 SH   DFND 6 93,652 0 54,680
EXXON MOBIL CORP COM 30231G102 9,743 116,555 SH   DFND 7 116,555 0 0
EXXON MOBIL CORP COM 30231G102 13,211 158,050 SH   DFND 11 158,050 0 0
EZCORP INC CL A NON VTG 302301106 3,540 1,192,000 SH   DFND 1,5 94,900 0 1,097,100
F M C CORP COM NEW 302491303 136,329 3,376,989 SH   DFND 1,5 309,989 0 3,067,000
F M C CORP COM NEW 302491303 1,805 44,703 SH   DFND 2 44,703 0 0
F M C CORP COM NEW 302491303 1,703 42,179 SH   DFND 3 42,179 0 0
F M C CORP COM NEW 302491303 21,433 530,922 SH   DFND 6 488,472 0 42,450
F M C CORP COM NEW 302491303 18,476 457,677 SH   DFND 7 273,587 0 184,090
F5 NETWORKS INC COM 315616102 137,056 1,294,813 SH   DFND 1,5 4,313 0 1,290,500
F5 NETWORKS INC COM 315616102 37,831 357,400 SH   DFND 1,9 0 0 357,400
F5 NETWORKS INC COM 315616102 2,434 22,996 SH   DFND 2 22,996 0 0
F5 NETWORKS INC COM 315616102 334 3,159 SH   DFND 3 3,159 0 0
FABRINET SHS G3323L100 38,009 1,174,931 SH   DFND 1,5 42,900 0 1,132,031
FACEBOOK INC CL A 30303M102 16,617,514 145,639,912 SH   DFND 1,5 9,306,090 0 136,333,822
FACEBOOK INC CL A 30303M102 409,212 3,586,437 SH   DFND 1,9 0 0 3,586,437
FACEBOOK INC CL A 30303M102 87,580 767,575 SH   DFND 2 767,575 0 0
FACEBOOK INC CL A 30303M102 74,866 656,144 SH   DFND 3 656,144 0 0
FACEBOOK INC CL A 30303M102 86,564 758,671 SH   DFND 6 708,171 0 50,500
FACEBOOK INC CL A 30303M102 106,648 934,686 SH   DFND 7 696,134 0 238,552
FACEBOOK INC CL A 30303M102 14,263 125,000 SH   DFND 11 125,000 0 0
FACTSET RESH SYS INC COM 303075105 84,957 560,660 SH   DFND 1,5 0 0 560,660
FACTSET RESH SYS INC COM 303075105 3,791 25,016 SH   DFND 3 25,016 0 0
FAIR ISAAC CORP COM 303250104 79,996 754,035 SH   DFND 1,5 0 0 754,035
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 67,747 3,387,342 SH   DFND 11 3,387,342 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 16,089 1,081,260 SH   DFND 1,5 0 0 1,081,260
FASTENAL CO COM 311900104 14,411 294,100 SH   DFND 1,5 22,400 0 271,700
FASTENAL CO COM 311900104 4,729 96,500 SH   DFND 2 96,500 0 0
FASTENAL CO COM 311900104 1,018 20,770 SH   DFND 3 20,770 0 0
FATE THERAPEUTICS INC COM 31189P102 7,753 4,307,485 SH   DFND 1,5 377,336 0 3,930,149
FEDERAL AGRIC MTG CORP CL C 313148306 25,651 679,855 SH   DFND 1,5 62,255 0 617,600
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 119,411 765,210 SH   DFND 1,5 31,352 0 733,858
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,636 23,302 SH   DFND 2 23,302 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,418 21,903 SH   DFND 3 21,903 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 33,712 216,033 SH   DFND 6 216,033 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 14,194 90,959 SH   DFND 7 9,300 0 81,659
FEDERAL SIGNAL CORP COM 313855108 29,453 2,221,183 SH   DFND 1,5 102,783 0 2,118,400
FEDERATED INVS INC PA CL B 314211103 253,158 8,774,963 SH   DFND 1,5 35,600 0 8,739,363
FEDERATED INVS INC PA CL B 314211103 1,401 48,551 SH   DFND 3 48,551 0 0
FEDEX CORP COM 31428X106 692,262 4,254,313 SH   DFND 1,5 201,178 0 4,053,135
FEDEX CORP COM 31428X106 13,950 85,730 SH   DFND 2 85,730 0 0
FEDEX CORP COM 31428X106 11,988 73,670 SH   DFND 3 73,670 0 0
FEDEX CORP COM 31428X106 30,349 186,510 SH   DFND 6 142,120 0 44,390
FEDEX CORP COM 31428X106 96,428 592,601 SH   DFND 7 389,978 0 202,623
FEI CO COM 30241L109 17,060 191,661 SH   DFND 1,5 0 0 191,661
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 4,177 165,700 SH   DFND 1,5 30,000 0 135,700
FELCOR LODGING TR INC COM 31430F101 121,940 15,017,272 SH   DFND 1,5 2,415,267 0 12,602,005
FELCOR LODGING TR INC COM 31430F101 33,678 4,147,502 SH   DFND 6 4,147,502 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 681 27,000 SH   DFND 6 0 0 27,000
FELCOR LODGING TR INC COM 31430F101 13,360 1,645,362 SH   DFND 7 601,190 0 1,044,172
FERRARI N V COM N3167Y103 4,912 117,800 SH   DFND 1,5 0 0 117,800
FERRO CORP COM 315405100 28,257 2,380,509 SH   DFND 1,5 0 0 2,380,509
FERRO CORP COM 315405100 9,499 800,234 SH   DFND 6 730,834 0 69,400
FERRO CORP COM 315405100 4,549 383,230 SH   DFND 7 306,430 0 76,800
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,704 210,900 SH   DFND 1,5 10,900 0 200,000
FIBROCELL SCIENCE INC COM NEW 315721209 7,213 2,885,083 SH   DFND 1,5 0 0 2,885,083
FIBROGEN INC COM 31572Q808 21,552 1,012,303 SH   DFND 1,5 6,401 0 1,005,902
FIBROGEN INC COM 31572Q808 268 12,600 SH   DFND 6 12,600 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 619 3,229 SH   DFND 3 3,229 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 300,131 8,853,415 SH   DFND 1,5 89,504 0 8,763,911
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 4,860 447,924 SH   DFND 1,5 0 0 447,924
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 25,704 13,750,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 251 7,418 SH   DFND 3 7,418 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 433,097 6,840,900 SH   DFND 1,5 103,366 0 6,737,534
FIDELITY NATL INFORMATION SV COM 31620M106 11,902 188,000 SH   DFND 1,9 0 0 188,000
FIDELITY NATL INFORMATION SV COM 31620M106 5,846 92,343 SH   DFND 2 92,343 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,667 26,333 SH   DFND 3 26,333 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 29,487 465,760 SH   DFND 6 309,170 0 156,590
FIDELITY NATL INFORMATION SV COM 31620M106 100,198 1,582,652 SH   DFND 7 962,387 0 620,265
FIESTA RESTAURANT GROUP INC COM 31660B101 92,463 2,820,727 SH   DFND 1,5 186,350 0 2,634,377
FIESTA RESTAURANT GROUP INC COM 31660B101 8,074 246,308 SH   DFND 6 246,308 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 4,809 146,713 SH   DFND 7 105,413 0 41,300
FIFTH THIRD BANCORP COM 316773100 64,686 3,875,713 SH   DFND 1,5 14,456 0 3,861,257
FIFTH THIRD BANCORP COM 316773100 4,372 261,963 SH   DFND 2 261,963 0 0
FIFTH THIRD BANCORP COM 316773100 9,045 541,915 SH   DFND 3 541,915 0 0
FIFTH THIRD BANCORP COM 316773100 557 33,400 SH   DFND 6 33,400 0 0
FINANCIAL INSTNS INC COM 317585404 7,399 254,536 SH   DFND 6 254,536 0 0
FINANCIAL INSTNS INC COM 317585404 2,959 101,800 SH   DFND 7 101,800 0 0
FINISAR CORP COM NEW 31787A507 3,004 164,700 SH   DFND 1,5 0 0 164,700
FINISH LINE INC CL A 317923100 87,038 4,125,000 SH   DFND 1,5 0 0 4,125,000
FIRST AMERN FINL CORP COM 31847R102 353,997 9,288,813 SH   DFND 1,5 245,088 0 9,043,725
FIRST AMERN FINL CORP COM 31847R102 14,501 380,498 SH   DFND 6 380,498 0 0
FIRST AMERN FINL CORP COM 31847R102 5,152 135,200 SH   DFND 7 135,200 0 0
FIRST BANCORP P R COM NEW 318672706 21,691 7,428,572 SH   DFND 1,5 0 0 7,428,572
FIRST CASH FINL SVCS INC COM 31942D107 45,224 981,843 SH   DFND 1,5 29,250 0 952,593
FIRST CASH FINL SVCS INC COM 31942D107 224 4,873 SH   DFND 1,10 4,873 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 517 26,077 SH   DFND 1,5 26,077 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 14,921 1,684,100 SH   DFND 1,5 0 0 1,684,100
FIRST CTZNS BANCSHARES INC N CL A 31946M103 374,740 1,492,573 SH   DFND 1,5 80 0 1,492,493
FIRST CTZNS BANCSHARES INC N CL A 31946M103 27,658 110,160 SH   DFND 6 110,160 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 4,386 17,470 SH   DFND 7 17,470 0 0
FIRST DATA CORP NEW COM CL A 32008D106 227,617 17,590,164 SH   DFND 1,5 1,310,967 0 16,279,197
FIRST DATA CORP NEW COM CL A 32008D106 2,170 167,700 SH   DFND 6 167,700 0 0
FIRST DATA CORP NEW COM CL A 32008D106 3,093 239,015 SH   DFND 7 0 0 239,015
FIRST FNDTN INC COM 32026V104 5,614 250,300 SH   DFND 6 250,300 0 0
FIRST FNDTN INC COM 32026V104 1,036 46,200 SH   DFND 7 46,200 0 0
FIRST NBC BK HLDG CO COM 32115D106 23,126 1,123,164 SH   DFND 1,5 74,800 0 1,048,364
FIRST NIAGARA FINL GP INC COM 33582V108 190,772 19,707,870 SH   DFND 1,5 985,522 0 18,722,348
FIRST NIAGARA FINL GP INC COM 33582V108 8,306 858,029 SH   DFND 3 858,029 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,740 179,792 SH   DFND 6 179,792 0 0
FIRST NORTHWEST BANCORP COM 335834107 12,408 964,122 SH   DFND 6 964,122 0 0
FIRST NORTHWEST BANCORP COM 335834107 2,749 213,600 SH   DFND 7 213,600 0 0
FIRST POTOMAC RLTY TR COM 33610F109 67,964 7,501,524 SH   DFND 1,5 326,462 0 7,175,062
FIRST POTOMAC RLTY TR COM 33610F109 661 72,958 SH   DFND 6 72,958 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 278,415 4,177,892 SH   DFND 1,5 130,692 0 4,047,200
FIRST SOLAR INC COM 336433107 93,030 1,358,700 SH   DFND 1,5 65,000 0 1,293,700
FIRST SOLAR INC COM 336433107 1,748 25,528 SH   DFND 2 25,528 0 0
FIRSTENERGY CORP COM 337932107 225,783 6,276,984 SH   DFND 1,5 54,927 0 6,222,057
FIRSTENERGY CORP COM 337932107 5,097 141,696 SH   DFND 2 141,696 0 0
FIRSTENERGY CORP COM 337932107 1,063 29,565 SH   DFND 3 29,565 0 0
FIRSTENERGY CORP COM 337932107 406 11,300 SH   DFND 6 11,300 0 0
FIRSTMERIT CORP COM 337915102 170,324 8,091,412 SH   DFND 1,5 266,937 0 7,824,475
FIRSTMERIT CORP COM 337915102 18,200 864,605 SH   DFND 6 764,505 0 100,100
FIRSTMERIT CORP COM 337915102 11,763 558,830 SH   DFND 7 432,730 0 126,100
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 275 6,700 SH   DFND 1,5 0 0 6,700
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 674 16,412 SH   DFND 7 16,412 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 735 17,900 SH   DFND 11 17,900 0 0
FISERV INC COM 337738108 966,849 9,425,312 SH   DFND 1,5 431,410 0 8,993,902
FISERV INC COM 337738108 21,265 207,300 SH   DFND 1,9 0 0 207,300
FISERV INC COM 337738108 7,649 74,564 SH   DFND 2 74,564 0 0
FISERV INC COM 337738108 10,986 107,092 SH   DFND 3 107,092 0 0
FISERV INC COM 337738108 10,063 98,097 SH   DFND 6 73,397 0 24,700
FISERV INC COM 337738108 10,689 104,197 SH   DFND 7 43,597 0 60,600
FITBIT INC CL A 33812L102 282,714 18,661,014 SH   DFND 1,5 1,648,764 0 17,012,250
FITBIT INC CL A 33812L102 254 16,756 SH   DFND 3 16,756 0 0
FITBIT INC CL A 33812L102 3,441 227,100 SH   DFND 6 227,100 0 0
FIVE BELOW INC COM 33829M101 126,447 3,058,716 SH   DFND 1,5 386,300 0 2,672,416
FIVE OAKS INVT CORP COM 33830W106 2,787 497,700 SH   DFND 1,5 0 0 497,700
FIVE PRIME THERAPEUTICS INC COM 33830X104 92,206 2,269,400 SH   DFND 1,5 324,000 0 1,945,400
FLANIGANS ENTERPRISES INC COM 338517105 1,511 79,698 SH   DFND 1,5 34,198 0 45,500
FLEETCOR TECHNOLOGIES INC COM 339041105 252,764 1,699,252 SH   DFND 1,5 10,000 0 1,689,252
FLEETCOR TECHNOLOGIES INC COM 339041105 13,016 87,500 SH   DFND 1,9 0 0 87,500
FLEETMATICS GROUP PLC COM G35569105 162,897 4,001,406 SH   DFND 1,5 6,174 0 3,995,232
FLEETMATICS GROUP PLC COM G35569105 73,352 1,801,812 SH   DFND 1,9 0 0 1,801,812
FLEX PHARMA INC COM 33938A105 2,763 251,834 SH   DFND 1,5 0 0 251,834
FLEXTRONICS INTL LTD ORD Y2573F102 17,769 1,473,379 SH   DFND 1,5 379 0 1,473,000
FLEXTRONICS INTL LTD ORD Y2573F102 4,631 384,030 SH   DFND 3 384,030 0 0
FLIR SYS INC COM 302445101 18,123 550,000 SH   DFND 1,5 50,000 0 500,000
FLIR SYS INC COM 302445101 1,516 46,009 SH   DFND 2 46,009 0 0
FLIR SYS INC COM 302445101 355 10,766 SH   DFND 3 10,766 0 0
FLOWERS FOODS INC COM 343498101 9,151 495,700 SH   DFND 1,5 30,700 0 465,000
FLOWSERVE CORP COM 34354P105 85,479 1,924,771 SH   DFND 1,5 29,700 0 1,895,071
FLOWSERVE CORP COM 34354P105 1,932 43,504 SH   DFND 2 43,504 0 0
FLOWSERVE CORP COM 34354P105 3,134 70,563 SH   DFND 3 70,563 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 5,178 9,500,000 PRN   DFND 1,5 0 0 0
FLUOR CORP NEW COM 343412102 25,876 481,865 SH   DFND 1,5 59,365 0 422,500
FLUOR CORP NEW COM 343412102 2,495 46,463 SH   DFND 2 46,463 0 0
FLUOR CORP NEW COM 343412102 1,371 25,532 SH   DFND 3 25,532 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 8,281 651,520 SH   DFND 6 651,520 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 4,715 370,970 SH   DFND 7 275,170 0 95,800
FMC TECHNOLOGIES INC COM 30249U101 68,162 2,491,313 SH   DFND 1,5 216,538 0 2,274,775
FMC TECHNOLOGIES INC COM 30249U101 2,076 75,892 SH   DFND 2 75,892 0 0
FMC TECHNOLOGIES INC COM 30249U101 218 7,979 SH   DFND 3 7,979 0 0
FNB CORP PA COM 302520101 36,774 2,826,600 SH   DFND 1,5 103,400 0 2,723,200
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 92,387 959,263 SH   DFND 1,5 25,778 0 933,485
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,928 30,400 SH   DFND 7 30,400 0 0
FOOT LOCKER INC COM 344849104 358,059 5,551,308 SH   DFND 1,5 63,438 0 5,487,870
FOOT LOCKER INC COM 344849104 7,027 108,949 SH   DFND 3 108,949 0 0
FOOT LOCKER INC COM 344849104 1,651 25,600 SH   DFND 6 25,600 0 0
FOOT LOCKER INC COM 344849104 4,334 67,198 SH   DFND 7 67,198 0 0
FORBES ENERGY SVCS LTD COM 345143101 986 2,190,141 SH   DFND 1,5 0 0 2,190,141
FORD MTR CO DEL COM PAR $0.01 345370860 488,478 36,183,522 SH   DFND 1,5 669,589 0 35,513,933
FORD MTR CO DEL COM PAR $0.01 345370860 17,603 1,303,962 SH   DFND 2 1,303,962 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 17,150 1,270,359 SH   DFND 3 1,270,359 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,798 281,300 SH   DFND 6 281,300 0 0
FORESIGHT ENERGY LP COM UNT RP INT 34552U104 2,869 2,561,598 SH   DFND 1,5 0 0 2,561,598
FOREST CITY RLTY TR INC COM CL A 345605109 320,624 15,202,676 SH   DFND 1,5 5,446,741 0 9,755,935
FOREST CITY RLTY TR INC COM CL A 345605109 42,335 2,007,340 SH   DFND 6 2,007,340 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 15,045 713,361 SH   DFND 7 382,670 0 330,691
FORRESTER RESH INC COM 346563109 4,383 130,400 SH   DFND 1,5 0 0 130,400
FORTINET INC COM 34959E109 19,116 624,087 SH   DFND 1,9 0 0 624,087
FORTRESS INVESTMENT GROUP LL CL A 34958B106 25,205 5,273,000 SH   DFND 1,5 0 0 5,273,000
FORTRESS INVESTMENT GROUP LL CL A 34958B106 169 35,400 SH   DFND 7 35,400 0 0
FORTUNA SILVER MINES INC COM 349915108 124 31,700 SH   DFND   31,700 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 323,708 5,776,378 SH   DFND 1,5 284,027 0 5,492,351
FORTUNE BRANDS HOME & SEC IN COM 34964C106 266 4,740 SH   DFND 3 4,740 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 33,286 593,975 SH   DFND 6 579,375 0 14,600
FORTUNE BRANDS HOME & SEC IN COM 34964C106 27,382 488,610 SH   DFND 7 488,610 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 11,785 892,828 SH   DFND 1,5 528 0 892,300
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 3,477 263,400 SH   DFND 6 263,400 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,436 108,800 SH   DFND 7 108,800 0 0
FORWARD AIR CORP COM 349853101 594 13,100 SH   DFND 1,5 0 0 13,100
FOSSIL GROUP INC COM 34988V106 320,609 7,217,677 SH   DFND 1,5 1,665,404 0 5,552,273
FOUNDATION MEDICINE INC COM 350465100 11,386 626,284 SH   DFND 1,5 0 0 626,284
FOUR CORNERS PPTY TR INC COM 35086T109 4,169 232,256 SH   DFND 1,5 43,004 0 189,252
FOX FACTORY HLDG CORP COM 35138V102 470 29,700 SH   DFND 1,5 1,000 0 28,700
FRANCO NEVADA CORP COM 351858105 581,874 9,474,782 SH   DFND 1,5 546,278 0 8,928,504
FRANCO NEVADA CORP COM 351858105 12,866 209,503 SH   DFND 6 108,403 0 101,100
FRANCO NEVADA CORP COM 351858105 17,269 281,200 SH   DFND 7 247,800 0 33,400
FRANCO NEVADA CORP COM 351858105 521,310 8,488,612 SH   DFND 11 7,057,998 0 1,430,614
FRANCO NEVADA CORP COM 351858105 676 11,002 SH   DFND   11,002 0 0
FRANKLIN ELEC INC COM 353514102 5,193 161,437 SH   DFND 6 161,437 0 0
FRANKLIN ELEC INC COM 353514102 2,075 64,500 SH   DFND 7 64,500 0 0
FRANKLIN RES INC COM 354613101 328,583 8,414,405 SH   DFND 1,5 220,865 0 8,193,540
FRANKLIN RES INC COM 354613101 4,876 124,878 SH   DFND 2 124,878 0 0
FRANKLIN RES INC COM 354613101 7,127 182,514 SH   DFND 3 182,514 0 0
FRANKLIN RES INC COM 354613101 719 18,400 SH   DFND 6 18,400 0 0
FRANKLIN RES INC COM 354613101 2,468 63,193 SH   DFND 7 0 0 63,193
FRANKLIN STREET PPTYS CORP COM 35471R106 37,339 3,519,200 SH   DFND 1,5 0 0 3,519,200
FRANKS INTL N V COM N33462107 98,730 5,990,924 SH   DFND 1,5 1,796 0 5,989,128
FRANKS INTL N V COM N33462107 723 43,900 SH   DFND 6 43,900 0 0
FREEPORT-MCMORAN INC CL B 35671D857 55,530 5,370,424 SH   DFND 1,5 348,958 0 5,021,466
FREEPORT-MCMORAN INC CL B 35671D857 4,329 418,699 SH   DFND 2 418,699 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,245 313,809 SH   DFND 3 313,809 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,806 368,057 SH   DFND 6 246,317 0 121,740
FREEPORT-MCMORAN INC CL B 35671D857 12,112 1,171,421 SH   DFND 7 649,591 0 521,830
FRESH DEL MONTE PRODUCE INC ORD G36738105 325,622 7,740,000 SH   DFND 1,5 1,160,700 0 6,579,300
FRESH MKT INC COM 35804H106 108,592 3,806,226 SH   DFND 11 3,806,226 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 39,004 373,600 SH   DFND 1,5 34,900 0 338,700
FRONTIER COMMUNICATIONS CORP COM 35906A108 163,344 29,220,758 SH   DFND 1,5 37,222 0 29,183,536
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,184 390,714 SH   DFND 2 390,714 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 552 98,724 SH   DFND 3 98,724 0 0
FTD COS INC COM 30281V108 18,375 700,000 SH   DFND 11 700,000 0 0
FTI CONSULTING INC COM 302941109 131,387 3,700,000 SH   DFND 1,5 0 0 3,700,000
FUTUREFUEL CORPORATION COM 36116M106 950 80,600 SH   DFND 1,5 80,600 0 0
G & K SVCS INC CL A 361268105 21,418 292,400 SH   DFND 1,5 0 0 292,400
G-III APPAREL GROUP LTD COM 36237H101 289,444 5,920,307 SH   DFND 1,5 12,499 0 5,907,808
G-III APPAREL GROUP LTD COM 36237H101 2,219 45,379 SH   DFND 6 45,379 0 0
GALAPAGOS NV SPON ADR 36315X101 191,691 4,583,704 SH   DFND 1,5 387,300 0 4,196,404
GALLAGHER ARTHUR J & CO COM 363576109 39,267 882,800 SH   DFND 1,5 0 0 882,800
GALLAGHER ARTHUR J & CO COM 363576109 16,857 378,990 SH   DFND 6 378,990 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,371 75,780 SH   DFND 7 75,780 0 0
GAMCO INVESTORS INC CL A COM 361438104 6,574 177,400 SH   DFND 1,5 25,000 0 152,400
GAMESTOP CORP NEW CL A 36467W109 454,061 14,310,159 SH   DFND 1,5 1,150,300 0 13,159,859
GAMESTOP CORP NEW CL A 36467W109 1,111 35,008 SH   DFND 2 35,008 0 0
GAMESTOP CORP NEW CL A 36467W109 2,677 84,379 SH   DFND 7 84,379 0 0
GAMESTOP CORP NEW CL A 36467W109 34,903 1,100,000 SH   DFND 11 1,100,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 24,410 789,470 SH   DFND 1,5 2,669 0 786,801
GANNETT CO INC COM 36473H104 35,572 2,349,559 SH   DFND 1,5 190,641 0 2,158,918
GAP INC DEL COM 364760108 7,841 266,700 SH   DFND 1,5 0 0 266,700
GAP INC DEL COM 364760108 2,225 75,686 SH   DFND 2 75,686 0 0
GAP INC DEL COM 364760108 294 9,992 SH   DFND 3 9,992 0 0
GARMIN LTD SHS H2906T109 1,572 39,342 SH   DFND 2 39,342 0 0
GARMIN LTD SHS H2906T109 606 15,153 SH   DFND 3 15,153 0 0
GARTNER INC COM 366651107 252,612 2,827,216 SH   DFND 1,5 133,097 0 2,694,119
GARTNER INC COM 366651107 849 9,500 SH   DFND 6 9,500 0 0
GARTNER INC COM 366651107 4,470 50,032 SH   DFND 7 50,032 0 0
GASLOG LTD SHS G37585109 25,316 2,599,207 SH   DFND 1,5 218,707 0 2,380,500
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 2,112 127,000 SH   DFND 1,5 0 0 127,000
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 681 34,135 SH   DFND 1,5 0 0 34,135
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 660 1,030,700 SH   DFND 1,5 0 0 1,030,700
GENCOR INDS INC COM 368678108 3,056 209,000 SH   DFND 1,5 19,600 0 189,400
GENER8 MARITIME INC COM Y26889108 3,262 462,100 SH   DFND 1,5 0 0 462,100
GENERAC HLDGS INC COM 368736104 70,932 1,904,715 SH   DFND 1,5 34,900 0 1,869,815
GENERAC HLDGS INC COM 368736104 44,487 1,194,600 SH   DFND 11 1,194,600 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 12,634 23,128,000 PRN   DFND 1,5 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 8,276 451,769 SH   DFND 1,5 0 0 451,769
GENERAL DYNAMICS CORP COM 369550108 831,665 6,330,704 SH   DFND 1,5 156,877 0 6,173,827
GENERAL DYNAMICS CORP COM 369550108 12,852 97,828 SH   DFND 2 97,828 0 0
GENERAL DYNAMICS CORP COM 369550108 24,003 182,712 SH   DFND 3 182,712 0 0
GENERAL DYNAMICS CORP COM 369550108 2,046 15,578 SH   DFND 6 15,578 0 0
GENERAL DYNAMICS CORP COM 369550108 5,673 43,181 SH   DFND 7 43,181 0 0
GENERAL ELECTRIC CO COM 369604103 5,203,044 163,669,189 SH   DFND 1,5 4,797,225 0 158,871,964
GENERAL ELECTRIC CO COM 369604103 99,209 3,120,753 SH   DFND 2 3,120,753 0 0
GENERAL ELECTRIC CO COM 369604103 121,675 3,827,451 SH   DFND 3 3,827,451 0 0
GENERAL ELECTRIC CO COM 369604103 74,524 2,344,259 SH   DFND 6 2,069,817 0 274,442
GENERAL ELECTRIC CO COM 369604103 113,040 3,555,830 SH   DFND 7 572,337 0 2,983,493
GENERAL GROWTH PPTYS INC NEW COM 370023103 547,173 18,404,742 SH   DFND 1,5 9,784,342 0 8,620,400
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,791 194,786 SH   DFND 2 194,786 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 13,046 438,800 SH   DFND 6 438,800 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,521 185,700 SH   DFND 7 19,100 0 166,600
GENERAL MLS INC COM 370334104 117,983 1,862,400 SH   DFND 1,5 323,491 0 1,538,909
GENERAL MLS INC COM 370334104 12,572 198,453 SH   DFND 2 198,453 0 0
GENERAL MLS INC COM 370334104 10,745 169,616 SH   DFND 3 169,616 0 0
GENERAL MLS INC COM 370334104 1,118 17,645 SH   DFND 6 17,645 0 0
GENERAL MLS INC COM 370334104 9,140 144,283 SH   DFND 7 144,283 0 0
GENERAL MLS INC COM 370334104 8,331 131,500 SH   DFND 11 131,500 0 0
GENERAL MTRS CO COM 37045V100 1,448,952 46,100,917 SH   DFND 1,5 2,737,478 0 43,363,439
GENERAL MTRS CO *W EXP 07/10/201 37045V118 25,357 1,171,243 SH   DFND 1,5 80,844 0 1,090,399
GENERAL MTRS CO *W EXP 07/10/201 37045V126 13,439 983,794 SH   DFND 1,5 80,844 0 902,950
GENERAL MTRS CO COM 37045V100 14,775 470,086 SH   DFND 2 470,086 0 0
GENERAL MTRS CO COM 37045V100 31,103 989,596 SH   DFND 3 989,596 0 0
GENERAL MTRS CO COM 37045V100 27,765 883,376 SH   DFND 6 613,826 0 269,550
GENERAL MTRS CO COM 37045V100 55,586 1,768,565 SH   DFND 7 783,798 0 984,767
GENESCO INC COM 371532102 231,824 3,208,638 SH   DFND 1,5 0 0 3,208,638
GENESEE & WYO INC CL A 371559105 381,016 6,076,815 SH   DFND 1,5 129,200 0 5,947,615
GENESEE & WYO INC CL A 371559105 32,193 513,444 SH   DFND 6 513,444 0 0
GENESEE & WYO INC CL A 371559105 5,572 88,870 SH   DFND 7 88,870 0 0
GENMARK DIAGNOSTICS INC COM 372309104 33,798 6,413,321 SH   DFND 1,5 581,048 0 5,832,273
GENOCEA BIOSCIENCES INC COM 372427104 32,602 4,212,188 SH   DFND 1,5 209,100 0 4,003,088
GENOCEA BIOSCIENCES INC COM 372427104 83 10,700 SH   DFND 6 10,700 0 0
GENOMIC HEALTH INC COM 37244C101 13,008 525,148 SH   DFND 1,5 0 0 525,148
GENPACT LIMITED SHS G3922B107 201,831 7,422,990 SH   DFND 1,5 43,223 0 7,379,767
GENPACT LIMITED SHS G3922B107 53,888 1,981,905 SH   DFND 6 1,981,905 0 0
GENPACT LIMITED SHS G3922B107 5,518 202,930 SH   DFND 7 202,930 0 0
GENTEX CORP COM 371901109 191,168 12,184,072 SH   DFND 1,5 1,194,600 0 10,989,472
GENTHERM INC COM 37253A103 5,500 132,250 SH   DFND 6 132,250 0 0
GENTHERM INC COM 37253A103 2,490 59,870 SH   DFND 7 59,870 0 0
GENUINE PARTS CO COM 372460105 4,969 50,008 SH   DFND 2 50,008 0 0
GENUINE PARTS CO COM 372460105 3,655 36,786 SH   DFND 3 36,786 0 0
GENUINE PARTS CO COM 372460105 6,689 67,320 SH   DFND 6 67,320 0 0
GENUINE PARTS CO COM 372460105 8,427 84,812 SH   DFND 7 84,812 0 0
GENWORTH FINL INC COM CL A 37247D106 81,202 29,744,300 SH   DFND 1,5 1,511,800 0 28,232,500
GEO GROUP INC NEW COM 36162J106 191,682 5,528,758 SH   DFND 1,5 1,499,408 0 4,029,350
GEO GROUP INC NEW COM 36162J106 9,188 265,000 SH   DFND 6 265,000 0 0
GEO GROUP INC NEW COM 36162J106 3,987 115,000 SH   DFND 7 11,900 0 103,100
GEOSPACE TECHNOLOGIES CORP COM 37364X109 24,331 1,971,700 SH   DFND 1,5 134,700 0 1,837,000
GERMAN AMERN BANCORP INC COM 373865104 18,259 567,058 SH   DFND 1,5 21,530 0 545,528
GERON CORP COM 374163103 69,265 23,720,825 SH   DFND 1,5 0 0 23,720,825
GIBRALTAR INDS INC COM 374689107 33,558 1,173,363 SH   DFND 1,5 1,708 0 1,171,655
GILDAN ACTIVEWEAR INC COM 375916103 330,600 10,842,600 SH   DFND 1,5 891,500 0 9,951,100
GILDAN ACTIVEWEAR INC COM 375916103 38,047 1,247,324 SH   DFND 6 1,073,770 0 173,554
GILDAN ACTIVEWEAR INC COM 375916103 15,270 500,758 SH   DFND 7 446,358 0 54,400
GILDAN ACTIVEWEAR INC COM 375916103 278,014 9,117,953 SH   DFND 11 8,448,453 0 669,500
GILDAN ACTIVEWEAR INC COM 375916103 463 15,201 SH   DFND   15,201 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 7,321 1,780,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 5,875,732 63,963,992 SH   DFND 1,5 4,126,596 0 59,837,396
GILEAD SCIENCES INC COM 375558103 41,995 457,161 SH   DFND 2 457,161 0 0
GILEAD SCIENCES INC COM 375558103 52,239 568,677 SH   DFND 3 568,677 0 0
GILEAD SCIENCES INC COM 375558103 68,221 742,662 SH   DFND 6 563,482 0 179,180
GILEAD SCIENCES INC COM 375558103 169,585 1,846,123 SH   DFND 7 1,118,541 0 727,582
GILEAD SCIENCES INC COM 375558103 55,116 600,000 SH   DFND 11 600,000 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 582,305 14,360,166 SH   DFND 1,5 23,051 0 14,337,115
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 20,337 501,535 SH   DFND 3 501,535 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 10,412 256,780 SH   DFND 6 256,780 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 33,480 825,659 SH   DFND 7 0 0 825,659
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 68,302 4,306,547 SH   DFND 1,5 85,391 0 4,221,156
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,794 176,145 SH   DFND 6 160,845 0 15,300
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,453 91,600 SH   DFND 7 54,000 0 37,600
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 19,707 789,848 SH   DFND 1,5 202,901 0 586,947
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 6,184 247,860 SH   DFND 6 247,860 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,800 112,240 SH   DFND 7 112,240 0 0
GLOBAL PMTS INC COM 37940X102 842,592 12,903,397 SH   DFND 1,5 101,776 0 12,801,621
GLOBAL PMTS INC COM 37940X102 40,786 624,600 SH   DFND 1,9 0 0 624,600
GLOBAL PMTS INC COM 37940X102 33,114 507,100 SH   DFND 1,10 8,000 0 499,100
GLOBAL PMTS INC COM 37940X102 15,723 240,777 SH   DFND 6 240,777 0 0
GLOBAL PMTS INC COM 37940X102 9,089 139,192 SH   DFND 7 139,192 0 0
GLOBAL X FDS GLB X FTSE PT 20 37950E192 134 13,200 SH   DFND 1,5 13,200 0 0
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 2,278 156,700 SH   DFND 1,5 19,900 0 136,800
GLOBALSTAR INC COM 378973408 11,420 7,768,800 SH   DFND 1,5 0 0 7,768,800
GLOBANT S A COM L44385109 10,458 338,871 SH   DFND 1,5 0 0 338,871
GNC HLDGS INC COM CL A 36191G107 362,140 11,405,980 SH   DFND 1,5 710,016 0 10,695,964
GNC HLDGS INC COM CL A 36191G107 1,443 45,463 SH   DFND 3 45,463 0 0
GNC HLDGS INC COM CL A 36191G107 22,272 701,483 SH   DFND 6 684,683 0 16,800
GNC HLDGS INC COM CL A 36191G107 1,775 55,900 SH   DFND 7 30,700 0 25,200
GODADDY INC CL A 380237107 246,652 7,629,202 SH   DFND 1,5 200,802 0 7,428,400
GOGO INC COM 38046C109 62,542 5,680,500 SH   DFND 1,5 31,458 0 5,649,042
GOGO INC COM 38046C109 19,455 1,767,038 SH   DFND 6 1,669,338 0 97,700
GOGO INC COM 38046C109 7,950 722,050 SH   DFND 7 655,450 0 66,600
GOLAR LNG LTD BERMUDA SHS G9456A100 167,144 9,301,276 SH   DFND 1,5 217,300 0 9,083,976
GOLAR LNG LTD BERMUDA SHS G9456A100 480 26,700 SH   DFND 6 26,700 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 5,233 356,200 SH   DFND 1,5 0 0 356,200
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 18,621 4,726,126 SH   DFND 1,5 0 0 4,726,126
GOLD STD VENTURES CORP COM 380738104 2,523 2,409,500 SH   DFND 1,5 0 0 2,409,500
GOLDCORP INC NEW COM 380956409 120,475 7,426,024 SH   DFND 1,5 38,284 0 7,387,740
GOLDCORP INC NEW COM 380956409 4,852 299,104 SH   DFND 3 299,104 0 0
GOLDCORP INC NEW COM 380956409 1,530 94,322 SH   DFND 6 31,041 0 63,281
GOLDCORP INC NEW COM 380956409 7,208 444,288 SH   DFND 7 385,488 0 58,800
GOLDCORP INC NEW COM 380956409 220,068 13,564,940 SH   DFND 11 10,935,140 0 2,629,800
GOLDMAN SACHS GROUP INC COM 38141G104 984,331 6,270,424 SH   DFND 1,5 2,764 0 6,267,660
GOLDMAN SACHS GROUP INC COM 38141G104 20,623 131,373 SH   DFND 2 131,373 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,758 81,270 SH   DFND 3 81,270 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,430 111,035 SH   DFND 6 96,135 0 14,900
GOLDMAN SACHS GROUP INC COM 38141G104 31,432 200,231 SH   DFND 7 169,850 0 30,381
GOODYEAR TIRE & RUBR CO COM 382550101 24,610 746,199 SH   DFND 1,5 74,399 0 671,800
GOODYEAR TIRE & RUBR CO COM 382550101 2,946 89,316 SH   DFND 2 89,316 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 282 8,537 SH   DFND 3 8,537 0 0
GP STRATEGIES CORP COM 36225V104 5,500 200,742 SH   DFND 1,5 185 0 200,557
GRACE W R & CO DEL NEW COM 38388F108 267,491 3,757,948 SH   DFND 1,5 0 0 3,757,948
GRACE W R & CO DEL NEW COM 38388F108 1,317 18,500 SH   DFND 6 18,500 0 0
GRAHAM HLDGS CO COM 384637104 908 1,892 SH   DFND 3 1,892 0 0
GRAINGER W W INC COM 384802104 28,974 124,123 SH   DFND 1,5 0 0 124,123
GRAINGER W W INC COM 384802104 4,434 18,994 SH   DFND 2 18,994 0 0
GRAINGER W W INC COM 384802104 6,149 26,341 SH   DFND 3 26,341 0 0
GRAMERCY PPTY TR COM 385002100 190,581 22,553,910 SH   DFND 1,5 17,750,144 0 4,803,766
GRAN TIERRA ENERGY INC COM 38500T101 5,487 2,199,400 SH   DFND 1,5 0 0 2,199,400
GRAND CANYON ED INC COM 38526M106 25,014 585,250 SH   DFND 1,5 750 0 584,500
GRAND CANYON ED INC COM 38526M106 11,309 264,600 SH   DFND 6 264,600 0 0
GRANITE CONSTR INC COM 387328107 1,493 31,236 SH   DFND 1,5 100 0 31,136
GRAPHIC PACKAGING HLDG CO COM 388689101 283,552 22,066,340 SH   DFND 1,5 106 0 22,066,234
GRAPHIC PACKAGING HLDG CO COM 388689101 24,514 1,907,690 SH   DFND 6 1,907,690 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,702 365,940 SH   DFND 7 365,940 0 0
GRAY TELEVISION INC COM 389375106 35,781 3,052,965 SH   DFND 1,5 9,350 0 3,043,615
GRAY TELEVISION INC COM 389375106 273 23,300 SH   DFND 7 23,300 0 0
GREAT AJAX CORP COM 38983D300 5,688 508,326 SH   DFND 1,5 0 0 508,326
GREAT PLAINS ENERGY INC COM 391164100 25,877 802,400 SH   DFND 1,5 0 0 802,400
GREAT PLAINS ENERGY INC COM 391164100 13,113 406,597 SH   DFND 6 406,597 0 0
GREAT PLAINS ENERGY INC COM 391164100 2,633 81,640 SH   DFND 7 81,640 0 0
GREAT WESTN BANCORP INC COM 391416104 53,595 1,965,343 SH   DFND 6 1,965,343 0 0
GREAT WESTN BANCORP INC COM 391416104 13,905 509,900 SH   DFND 7 450,500 0 59,400
GREEN DOT CORP CL A 39304D102 36,982 1,610,000 SH   DFND 1,5 146,400 0 1,463,600
GREENHILL & CO INC COM 395259104 11,872 534,769 SH   DFND 1,5 35,479 0 499,290
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 16,319 748,920 SH   DFND 1,5 0 0 748,920
GRIFOLS S A SP ADR REP B NVT 398438408 27,173 1,756,490 SH   DFND 1,5 0 0 1,756,490
GROUPE CGI INC CL A SUB VTG 39945C109 219,570 4,594,280 SH   DFND 1,5 464,500 0 4,129,780
GROUPE CGI INC CL A SUB VTG 39945C109 1,405 29,400 SH   DFND 6 2,300 0 27,100
GROUPE CGI INC CL A SUB VTG 39945C109 7,295 152,640 SH   DFND 7 133,740 0 18,900
GROUPE CGI INC CL A SUB VTG 39945C109 702,384 14,696,655 SH   DFND 11 12,684,470 0 2,012,185
GROUPON INC COM CL A 399473107 284,707 71,355,121 SH   DFND 1,5 2,495,926 0 68,859,195
GROUPON INC COM CL A 399473107 4,279 1,072,500 SH   DFND 1,9 0 0 1,072,500
GROUPON INC COM CL A 399473107 531 133,000 SH   DFND 6 133,000 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 26,948 952,233 SH   DFND 1,5 98,951 0 853,282
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 681 24,077 SH   DFND 1,10 24,077 0 0
GSI TECHNOLOGY COM 36241U106 251 61,185 SH   DFND 1,5 0 0 61,185
GUESS INC COM 401617105 235,857 12,565,615 SH   DFND 1,5 1,501,215 0 11,064,400
GULFMARK OFFSHORE INC CL A NEW 402629208 21,032 3,408,747 SH   DFND 1,5 68,900 0 3,339,847
GULFPORT ENERGY CORP COM NEW 402635304 29,653 1,046,332 SH   DFND 1,5 382 0 1,045,950
GW PHARMACEUTICALS PLC ADS 36197T103 133,287 1,847,363 SH   DFND 1,5 5,855 0 1,841,508
GW PHARMACEUTICALS PLC ADS 36197T103 618 8,565 SH   DFND 6 8,565 0 0
HACKETT GROUP INC COM 404609109 7,998 528,967 SH   DFND 6 528,967 0 0
HAEMONETICS CORP COM 405024100 597 17,079 SH   DFND 3 17,079 0 0
HAEMONETICS CORP COM 405024100 871 24,900 SH   DFND 6 24,900 0 0
HAEMONETICS CORP COM 405024100 46,002 1,315,100 SH   DFND 11 1,315,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 152,508 3,727,880 SH   DFND 1,5 172,760 0 3,555,120
HAIN CELESTIAL GROUP INC COM 405217100 2,328 56,900 SH   DFND 6 56,900 0 0
HALLIBURTON CO COM 406216101 266,454 7,459,531 SH   DFND 1,5 8,475 0 7,451,056
HALLIBURTON CO COM 406216101 10,255 287,085 SH   DFND 2 287,085 0 0
HALLIBURTON CO COM 406216101 4,629 129,596 SH   DFND 3 129,596 0 0
HALLIBURTON CO COM 406216101 18,015 504,340 SH   DFND 6 307,280 0 197,060
HALLIBURTON CO COM 406216101 41,583 1,164,129 SH   DFND 7 634,529 0 529,600
HALOZYME THERAPEUTICS INC COM 40637H109 56,306 5,945,680 SH   DFND 1,5 600 0 5,945,080
HALYARD HEALTH INC COM 40650V100 2,382 82,894 SH   DFND 1,5 15,240 0 67,654
HANDY & HARMAN LTD COM 410315105 8,697 318,000 SH   DFND 1,5 80,650 0 237,350
HANESBRANDS INC COM 410345102 49,756 1,755,685 SH   DFND 1,5 7,185 0 1,748,500
HANESBRANDS INC COM 410345102 3,713 131,000 SH   DFND 2 131,000 0 0
HANESBRANDS INC COM 410345102 229 8,068 SH   DFND 3 8,068 0 0
HANESBRANDS INC COM 410345102 8,803 310,610 SH   DFND 6 310,610 0 0
HANESBRANDS INC COM 410345102 1,667 58,820 SH   DFND 7 58,820 0 0
HANESBRANDS INC COM 410345102 194,347 6,857,700 SH   DFND 11 6,857,700 0 0
HANMI FINL CORP COM NEW 410495204 45,201 2,052,722 SH   DFND 6 2,052,722 0 0
HANMI FINL CORP COM NEW 410495204 7,867 357,279 SH   DFND 7 290,779 0 66,500
HANOVER INS GROUP INC COM 410867105 39,881 442,042 SH   DFND 1,5 3,300 0 438,742
HARLEY DAVIDSON INC COM 412822108 19,696 383,720 SH   DFND 1,5 25,000 0 358,720
HARLEY DAVIDSON INC COM 412822108 3,159 61,550 SH   DFND 2 61,550 0 0
HARLEY DAVIDSON INC COM 412822108 958 18,655 SH   DFND 3 18,655 0 0
HARLEY DAVIDSON INC COM 412822108 2,977 58,003 SH   DFND 6 44,700 0 13,303
HARLEY DAVIDSON INC COM 412822108 272 5,300 SH   DFND 7 5,300 0 0
HARLEY DAVIDSON INC COM 412822108 1,027 20,000 SH   DFND 11 20,000 0 0
HARMAN INTL INDS INC COM 413086109 169,732 1,906,240 SH   DFND 1,5 2,900 0 1,903,340
HARMAN INTL INDS INC COM 413086109 2,119 23,794 SH   DFND 2 23,794 0 0
HARMAN INTL INDS INC COM 413086109 379 4,262 SH   DFND 3 4,262 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 6,599 1,812,900 SH   DFND 1,5 0 0 1,812,900
HARRIS CORP DEL COM 413875105 93,785 1,204,528 SH   DFND 1,5 60 0 1,204,468
HARRIS CORP DEL COM 413875105 3,246 41,692 SH   DFND 2 41,692 0 0
HARRIS CORP DEL COM 413875105 2,550 32,748 SH   DFND 3 32,748 0 0
HARTE-HANKS INC COM 416196103 2,254 891,000 SH   DFND 1,5 85,400 0 805,600
HARTFORD FINL SVCS GROUP INC COM 416515104 321,424 6,975,350 SH   DFND 1,5 692,550 0 6,282,800
HARTFORD FINL SVCS GROUP INC COM 416515104 6,114 132,674 SH   DFND 2 132,674 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,336 94,099 SH   DFND 3 94,099 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 16,328 354,347 SH   DFND 6 310,387 0 43,960
HARTFORD FINL SVCS GROUP INC COM 416515104 32,787 711,528 SH   DFND 7 711,528 0 0
HARVARD BIOSCIENCE INC COM 416906105 324 107,384 SH   DFND 6 107,384 0 0
HASBRO INC COM 418056107 148,807 1,857,771 SH   DFND 1,5 64,877 0 1,792,894
HASBRO INC COM 418056107 3,009 37,566 SH   DFND 2 37,566 0 0
HASBRO INC COM 418056107 3,155 39,392 SH   DFND 3 39,392 0 0
HATTERAS FINL CORP COM 41902R103 12,468 871,900 SH   DFND 1,5 0 0 871,900
HAWAIIAN HOLDINGS INC COM 419879101 13,234 280,437 SH   DFND 1,5 137 0 280,300
HAYNES INTERNATIONAL INC COM NEW 420877201 51,100 1,400,000 SH   DFND 1,5 0 0 1,400,000
HCA HOLDINGS INC COM 40412C101 545,063 6,983,516 SH   DFND 1,5 802,016 0 6,181,500
HCA HOLDINGS INC COM 40412C101 7,979 102,232 SH   DFND 2 102,232 0 0
HCA HOLDINGS INC COM 40412C101 6,373 81,650 SH   DFND 3 81,650 0 0
HCA HOLDINGS INC COM 40412C101 25,221 323,134 SH   DFND 6 276,534 0 46,600
HCA HOLDINGS INC COM 40412C101 48,625 623,000 SH   DFND 7 569,500 0 53,500
HCA HOLDINGS INC COM 40412C101 67,911 870,100 SH   DFND 11 870,100 0 0
HCP INC COM 40414L109 237,558 7,291,520 SH   DFND 1,5 4,623,320 0 2,668,200
HCP INC COM 40414L109 5,073 155,704 SH   DFND 2 155,704 0 0
HCP INC COM 40414L109 517 15,854 SH   DFND 3 15,854 0 0
HD SUPPLY HLDGS INC COM 40416M105 643,087 19,446,228 SH   DFND 1,5 434,199 0 19,012,029
HD SUPPLY HLDGS INC COM 40416M105 3,681 111,300 SH   DFND 6 111,300 0 0
HD SUPPLY HLDGS INC COM 40416M105 506 15,300 SH   DFND 7 15,300 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 905,523 14,692,891 SH   DFND 1,5 1,327,185 0 13,365,706
HDFC BANK LTD ADR REPS 3 SHS 40415F101 90,552 1,469,277 SH   DFND 1,10 81,200 0 1,388,077
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,585 41,950 SH   DFND 6 32,500 0 9,450
HDFC BANK LTD ADR REPS 3 SHS 40415F101 279 4,534 SH   DFND 7 4,534 0 0
HEALTHCARE RLTY TR COM 421946104 112,171 3,631,300 SH   DFND 1,5 158,400 0 3,472,900
HEALTHCARE RLTY TR COM 421946104 33,791 1,093,900 SH   DFND 6 1,093,900 0 0
HEALTHCARE RLTY TR COM 421946104 14,240 461,000 SH   DFND 7 47,200 0 413,800
HEALTHCARE TR AMER INC CL A NEW 42225P501 6,085 206,830 SH   DFND 1,5 34,210 0 172,620
HEALTHCARE TR AMER INC CL A NEW 42225P501 7,196 244,610 SH   DFND 6 244,610 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,057 103,920 SH   DFND 7 10,610 0 93,310
HEALTHEQUITY INC COM 42226A107 3,190 129,290 SH   DFND 1,5 600 0 128,690
HEALTHEQUITY INC COM 42226A107 1,317 53,400 SH   DFND 1,9 0 0 53,400
HEALTHSOUTH CORP COM NEW 421924309 76,607 2,035,803 SH   DFND 1,5 966 0 2,034,837
HEALTHSOUTH CORP *W EXP 01/17/201 421924127 987 481,270 SH   DFND 1,5 673 0 480,597
HEALTHSOUTH CORP COM NEW 421924309 55,915 1,485,919 SH   DFND 6 1,440,119 0 45,800
HEALTHSOUTH CORP COM NEW 421924309 11,436 303,900 SH   DFND 7 272,500 0 31,400
HEALTHSTREAM INC COM 42222N103 104,878 4,747,779 SH   DFND 1,5 147,500 0 4,600,279
HEARTLAND EXPRESS INC COM 422347104 7,337 395,500 SH   DFND 1,5 36,400 0 359,100
HEARTLAND EXPRESS INC COM 422347104 12,859 693,200 SH   DFND 6 693,200 0 0
HEARTLAND EXPRESS INC COM 422347104 6,002 323,580 SH   DFND 7 287,780 0 35,800
HEARTLAND PMT SYS INC COM 42235N108 10,207 105,700 SH   DFND 1,5 0 0 105,700
HEARTWARE INTL INC COM 422368100 73,275 2,332,113 SH   DFND 1,5 74,493 0 2,257,620
HEICO CORP NEW CL A 422806208 23,078 484,822 SH   DFND 1,5 0 0 484,822
HEICO CORP NEW COM 422806109 19,996 332,547 SH   DFND 1,5 0 0 332,547
HELEN OF TROY CORP LTD COM G4388N106 391,188 3,772,670 SH   DFND 1,5 276,690 0 3,495,980
HELEN OF TROY CORP LTD COM G4388N106 42,697 411,776 SH   DFND 6 411,776 0 0
HELEN OF TROY CORP LTD COM G4388N106 6,066 58,500 SH   DFND 7 58,500 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 6,118 1,092,450 SH   DFND 6 1,092,450 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,544 275,700 SH   DFND 7 275,700 0 0
HELMERICH & PAYNE INC COM 423452101 154,415 2,629,691 SH   DFND 1,5 123,591 0 2,506,100
HELMERICH & PAYNE INC COM 423452101 2,121 36,126 SH   DFND 2 36,126 0 0
HELMERICH & PAYNE INC COM 423452101 540 9,195 SH   DFND 3 9,195 0 0
HELMERICH & PAYNE INC COM 423452101 857 14,600 SH   DFND 6 14,600 0 0
HERBALIFE LTD COM USD SHS G4412G101 716,115 11,632,802 SH   DFND 1,5 1,273,170 0 10,359,632
HERBALIFE LTD COM USD SHS G4412G101 6,294 102,245 SH   DFND 6 102,245 0 0
HERON THERAPEUTICS INC COM 427746102 103,105 5,429,452 SH   DFND 1,5 328,957 0 5,100,495
HERSHEY CO COM 427866108 444,062 4,822,047 SH   DFND 1,5 329,898 0 4,492,149
HERSHEY CO COM 427866108 4,418 47,972 SH   DFND 2 47,972 0 0
HERSHEY CO COM 427866108 19,470 211,423 SH   DFND 3 211,423 0 0
HERSHEY CO COM 427866108 4,290 46,584 SH   DFND 6 46,584 0 0
HERSHEY CO COM 427866108 4,531 49,197 SH   DFND 7 49,197 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 82,166 7,803,031 SH   DFND 1,5 9,594 0 7,793,437
HESS CORP COM 42809H107 322,577 6,126,815 SH   DFND 1,5 75,439 0 6,051,376
HESS CORP COM 42809H107 4,663 88,567 SH   DFND 2 88,567 0 0
HESS CORP COM 42809H107 13,156 249,873 SH   DFND 3 249,873 0 0
HESS CORP COM 42809H107 22,939 435,684 SH   DFND 6 399,184 0 36,500
HESS CORP COM 42809H107 48,782 926,540 SH   DFND 7 837,740 0 88,800
HEWLETT PACKARD ENTERPRISE C COM 42824C109 388,464 21,909,985 SH   DFND 1,5 733,539 0 21,176,446
HEWLETT PACKARD ENTERPRISE C COM 42824C109 10,179 574,129 SH   DFND 2 574,129 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 8,256 465,638 SH   DFND 3 465,638 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,270 184,419 SH   DFND 6 138,500 0 45,919
HEWLETT PACKARD ENTERPRISE C COM 42824C109 330 18,600 SH   DFND 7 18,600 0 0
HEXCEL CORP NEW COM 428291108 27,135 620,800 SH   DFND 1,5 0 0 620,800
HFF INC CL A 40418F108 13,769 500,144 SH   DFND 1,5 2,400 0 497,744
HIBBETT SPORTS INC COM 428567101 122,703 3,417,907 SH   DFND 1,5 152,100 0 3,265,807
HIGHWOODS PPTYS INC COM 431284108 113,933 2,383,033 SH   DFND 1,5 1,579,910 0 803,123
HILL ROM HLDGS INC COM 431475102 174,073 3,460,692 SH   DFND 1,5 692 0 3,460,000
HILLENBRAND INC COM 431571108 97,733 3,263,199 SH   DFND 1,5 48,100 0 3,215,099
HILLTOP HOLDINGS INC COM 432748101 84,811 4,492,102 SH   DFND 1,5 700 0 4,491,402
HILTON WORLDWIDE HLDGS INC COM 43300A104 665,021 29,530,256 SH   DFND 1,5 143,809 0 29,386,447
HILTON WORLDWIDE HLDGS INC COM 43300A104 14,647 650,400 SH   DFND 6 650,400 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 5,477 243,200 SH   DFND 7 25,500 0 217,700
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 514 45,700 SH   DFND 1,5 45,700 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 37,090 3,299,797 SH   DFND 1,9 0 0 3,299,797
HINGHAM INSTN SVGS MASS COM 433323102 2,394 20,100 SH   DFND 1,5 10,000 0 10,100
HISTOGENICS CORP COM 43358V109 4,366 1,906,720 SH   DFND 1,5 0 0 1,906,720
HNI CORP COM 404251100 106,559 2,720,417 SH   DFND 1,5 0 0 2,720,417
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 3,585 205,700 SH   DFND 1,5 0 0 205,700
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 13,567 778,355 SH   DFND 1,10 12,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 65,827 1,863,722 SH   DFND 1,5 111,548 0 1,752,174
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 29,360 22,716,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 101,186 2,932,916 SH   DFND 1,5 59,592 0 2,873,324
HOLOGIC INC COM 436440101 2,847 82,532 SH   DFND 2 82,532 0 0
HOLOGIC INC COM 436440101 291 8,442 SH   DFND 3 8,442 0 0
HOLOGIC INC COM 436440101 318 9,210 SH   DFND 7 9,210 0 0
HOME DEPOT INC COM 437076102 4,973,843 37,276,794 SH   DFND 1,5 1,706,162 0 35,570,632
HOME DEPOT INC COM 437076102 56,582 424,061 SH   DFND 2 424,061 0 0
HOME DEPOT INC COM 437076102 40,707 305,081 SH   DFND 3 305,081 0 0
HOME DEPOT INC COM 437076102 77,411 580,160 SH   DFND 6 421,190 0 158,970
HOME DEPOT INC COM 437076102 209,902 1,573,122 SH   DFND 7 925,795 0 647,327
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 145,744 4,088,200 SH   DFND 1,5 837,600 0 3,250,600
HOMETRUST BANCSHARES INC COM 437872104 599 32,659 SH   DFND 6 32,659 0 0
HONDA MOTOR LTD AMERN SHS 438128308 1,181 43,195 SH   DFND 1,5 0 0 43,195
HONEYWELL INTL INC COM 438516106 1,323,877 11,815,057 SH   DFND 1,5 771,177 0 11,043,880
HONEYWELL INTL INC COM 438516106 28,832 257,311 SH   DFND 2 257,311 0 0
HONEYWELL INTL INC COM 438516106 28,540 254,706 SH   DFND 3 254,706 0 0
HONEYWELL INTL INC COM 438516106 29,406 262,435 SH   DFND 6 178,225 0 84,210
HONEYWELL INTL INC COM 438516106 86,671 773,505 SH   DFND 7 432,949 0 340,556
HOOKER FURNITURE CORP COM 439038100 407 12,400 SH   DFND 1,5 0 0 12,400
HORIZON BANCORP IND COM 440407104 1,483 60,000 SH   DFND 1,5 60,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 8,519 10,000,000 PRN   DFND 1,5 0 0 0
HORIZON PHARMA PLC SHS G4617B105 359,955 21,723,288 SH   DFND 1,5 325,000 0 21,398,288
HORIZON PHARMA PLC SHS G4617B105 18,635 1,124,626 SH   DFND 6 1,124,626 0 0
HORIZON PHARMA PLC SHS G4617B105 1,727 104,200 SH   DFND 7 104,200 0 0
HORMEL FOODS CORP COM 440452100 3,909 90,392 SH   DFND 2 90,392 0 0
HORMEL FOODS CORP COM 440452100 1,870 43,250 SH   DFND 3 43,250 0 0
HORMEL FOODS CORP COM 440452100 929 21,480 SH   DFND 6 21,480 0 0
HORMEL FOODS CORP COM 440452100 4,735 109,506 SH   DFND 7 109,506 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 31,946 3,217,170 SH   DFND 1,5 0 0 3,217,170
HORTONWORKS INC COM 440894103 32,231 2,852,310 SH   DFND 1,5 559,600 0 2,292,710
HORTONWORKS INC COM 440894103 11,385 1,007,500 SH   DFND 1,9 0 0 1,007,500
HOST HOTELS & RESORTS INC COM 44107P104 719,726 43,097,374 SH   DFND 1,5 25,034,826 0 18,062,548
HOST HOTELS & RESORTS INC COM 44107P104 4,202 251,610 SH   DFND 2 251,610 0 0
HOST HOTELS & RESORTS INC COM 44107P104 189 11,346 SH   DFND 3 11,346 0 0
HOST HOTELS & RESORTS INC COM 44107P104 21,213 1,270,260 SH   DFND 6 1,270,260 0 0
HOST HOTELS & RESORTS INC COM 44107P104 8,936 535,087 SH   DFND 7 55,600 0 479,487
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 193,913 9,724,817 SH   DFND 1,5 143,600 0 9,581,217
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 7,651 383,700 SH   DFND 6 383,700 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 9,965 1,425,583 SH   DFND 1,5 289,383 0 1,136,200
HOVNANIAN ENTERPRISES INC CL A 442487203 4,056 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 1,715 16,200 SH   DFND 1,5 0 0 16,200
HOWARD HUGHES CORP COM 44267D107 2,891 27,300 SH   DFND 6 15,800 0 11,500
HOWARD HUGHES CORP COM 44267D107 3,532 33,352 SH   DFND 7 18,652 0 14,700
HP INC COM 40434L105 729,436 59,207,468 SH   DFND 1,5 1,212,645 0 57,994,823
HP INC COM 40434L105 12,310 999,217 SH   DFND 1,9 0 0 999,217
HP INC COM 40434L105 7,115 577,505 SH   DFND 2 577,505 0 0
HP INC COM 40434L105 4,084 331,499 SH   DFND 3 331,499 0 0
HP INC COM 40434L105 16,059 1,303,523 SH   DFND 6 965,230 0 338,293
HP INC COM 40434L105 15,272 1,239,600 SH   DFND 7 468,900 0 770,700
HSBC HLDGS PLC SPON ADR NEW 404280406 203,930 6,553,023 SH   DFND 1,5 601 0 6,552,422
HSN INC COM 404303109 102,368 1,956,952 SH   DFND 1,5 852 0 1,956,100
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 1,933 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 145,486 3,566,700 SH   DFND 1,5 174,206 0 3,392,494
HUB GROUP INC CL A 443320106 10,463 256,520 SH   DFND 6 217,320 0 39,200
HUB GROUP INC CL A 443320106 7,345 180,060 SH   DFND 7 133,360 0 46,700
HUBBELL INC COM 443510607 146,784 1,385,670 SH   DFND 1,5 16,500 0 1,369,170
HUBBELL INC COM 443510607 1,589 15,000 SH   DFND 6 15,000 0 0
HUBSPOT INC COM 443573100 226,774 5,198,850 SH   DFND 1,5 531,671 0 4,667,179
HUBSPOT INC COM 443573100 227 5,200 SH   DFND 1,9 0 0 5,200
HUDSON PAC PPTYS INC COM 444097109 80,782 2,793,300 SH   DFND 1,5 2,793,300 0 0
HUGOTON RTY TR TEX UNIT BEN INT 444717102 34 25,000 SH   DFND 1,5 25,000 0 0
HUMANA INC COM 444859102 213,558 1,167,300 SH   DFND 1,5 2,000 0 1,165,300
HUMANA INC COM 444859102 9,075 49,602 SH   DFND 2 49,602 0 0
HUMANA INC COM 444859102 4,437 24,255 SH   DFND 3 24,255 0 0
HUMANA INC COM 444859102 16,638 90,943 SH   DFND 6 90,943 0 0
HUMANA INC COM 444859102 38,943 212,860 SH   DFND 7 212,860 0 0
HUNT J B TRANS SVCS INC COM 445658107 697,782 8,283,257 SH   DFND 1,5 112,818 0 8,170,439
HUNT J B TRANS SVCS INC COM 445658107 2,510 29,798 SH   DFND 2 29,798 0 0
HUNT J B TRANS SVCS INC COM 445658107 309 3,662 SH   DFND 3 3,662 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,899 46,287 SH   DFND 6 46,287 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,738 56,243 SH   DFND 7 56,243 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,053 12,500 SH   DFND 11 12,500 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 39,158 28,793 SH   DFND 1,5 0 0 28,793
HUNTINGTON BANCSHARES INC COM 446150104 606,633 63,588,334 SH   DFND 1,5 373,705 0 63,214,629
HUNTINGTON BANCSHARES INC COM 446150104 2,537 265,907 SH   DFND 2 265,907 0 0
HUNTINGTON BANCSHARES INC COM 446150104 568 59,579 SH   DFND 3 59,579 0 0
HUNTINGTON BANCSHARES INC COM 446150104 358 37,500 SH   DFND 6 37,500 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 410,791 2,999,791 SH   DFND 1,5 1,664 0 2,998,127
HUNTINGTON INGALLS INDS INC COM 446413106 4,514 32,961 SH   DFND 7 32,961 0 0
HUNTSMAN CORP COM 447011107 2,282 171,613 SH   DFND 3 171,613 0 0
HURCO COMPANIES INC COM 447324104 20,553 623,007 SH   DFND 1,5 100,407 0 522,600
HURON CONSULTING GROUP INC COM 447462102 10,847 186,400 SH   DFND 6 186,400 0 0
HURON CONSULTING GROUP INC COM 447462102 4,470 76,820 SH   DFND 7 76,820 0 0
HURON CONSULTING GROUP INC COM 447462102 72,125 1,239,466 SH   DFND 11 1,239,466 0 0
HYATT HOTELS CORP COM CL A 448579102 30,127 608,740 SH   DFND 1,5 110,900 0 497,840
HYSTER YALE MATLS HANDLING I CL A 449172105 16,986 255,042 SH   DFND 1,5 29,542 0 225,500
IAMGOLD CORP COM 450913108 1,847 838,650 SH   DFND 1,5 1,550 0 837,100
ICF INTL INC COM 44925C103 66,564 1,936,694 SH   DFND 1,5 30,480 0 1,906,214
ICF INTL INC COM 44925C103 5,355 155,800 SH   DFND 1,9 0 0 155,800
ICF INTL INC COM 44925C103 21,923 637,862 SH   DFND 6 637,862 0 0
ICF INTL INC COM 44925C103 3,928 114,300 SH   DFND 7 114,300 0 0
ICU MED INC COM 44930G107 56,509 542,836 SH   DFND 1,5 336 0 542,500
IDACORP INC COM 451107106 337,251 4,521,392 SH   DFND 1,5 110,892 0 4,410,500
IDERA PHARMACEUTICALS INC COM NEW 45168K306 3,727 1,882,121 SH   DFND 6 1,882,121 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 33 16,900 SH   DFND 7 16,900 0 0
IDEX CORP COM 45167R104 169,738 2,048,000 SH   DFND 1,5 0 0 2,048,000
IDEX CORP COM 45167R104 24,745 298,568 SH   DFND 6 298,568 0 0
IDEX CORP COM 45167R104 5,996 72,350 SH   DFND 7 72,350 0 0
IDEXX LABS INC COM 45168D104 31,533 402,616 SH   DFND 1,5 8,812 0 393,804
IDEXX LABS INC COM 45168D104 232 2,960 SH   DFND 3 2,960 0 0
IDREAMSKY TECHNOLOGY LIMITED SPONSORED ADS 45173K101 963 70,100 SH   DFND 1,9 0 0 70,100
IDT CORP CL B NEW 448947507 4,236 271,731 SH   DFND 1,5 330 0 271,401
IGNYTA INC COM 451731103 12,536 1,851,681 SH   DFND 1,5 0 0 1,851,681
IHS INC CL A 451734107 26,424 212,821 SH   DFND 1,5 13,600 0 199,221
IHS INC CL A 451734107 223 1,800 SH   DFND 6 1,800 0 0
II VI INC COM 902104108 2,126 97,925 SH   DFND 1,5 75,165 0 22,760
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 566 25,900 SH   DFND 1,9 0 0 25,900
ILLINOIS TOOL WKS INC COM 452308109 190,538 1,859,997 SH   DFND 1,5 167,300 0 1,692,697
ILLINOIS TOOL WKS INC COM 452308109 11,217 109,500 SH   DFND 2 109,500 0 0
ILLINOIS TOOL WKS INC COM 452308109 8,816 86,058 SH   DFND 3 86,058 0 0
ILLUMINA INC COM 452327109 233,001 1,437,302 SH   DFND 1,5 199,525 0 1,237,777
ILLUMINA INC COM 452327109 7,970 49,166 SH   DFND 2 49,166 0 0
ILLUMINA INC COM 452327109 9,224 56,902 SH   DFND 3 56,902 0 0
ILLUMINA INC COM 452327109 588 3,627 SH   DFND 6 3,627 0 0
IMAGE SENSING SYS INC COM 45244C104 245 88,000 SH   DFND 1,5 8,000 0 80,000
IMMUNE DESIGN CORP COM 45252L103 19,016 1,462,784 SH   DFND 1,5 0 0 1,462,784
IMMUNOGEN INC COM 45253H101 46,985 5,514,629 SH   DFND 1,5 0 0 5,514,629
IMMUNOMEDICS INC COM 452907108 27,915 11,166,048 SH   DFND 1,5 81,700 0 11,084,348
IMPAX LABORATORIES INC COM 45256B101 7,861 245,500 SH   DFND 1,5 0 0 245,500
IMPAX LABORATORIES INC COM 45256B101 1,956 61,080 SH   DFND 7 17,780 0 43,300
IMPERIAL OIL LTD COM NEW 453038408 572,259 17,128,852 SH   DFND 1,5 614,952 0 16,513,900
IMPERIAL OIL LTD COM NEW 453038408 45,102 1,350,000 SH   DFND 1,10 21,600 0 1,328,400
IMPERIAL OIL LTD COM NEW 453038408 12,617 377,659 SH   DFND 6 277,459 0 100,200
IMPERIAL OIL LTD COM NEW 453038408 23,789 712,042 SH   DFND 7 209,666 0 502,376
IMPERIAL OIL LTD COM NEW 453038408 334,739 10,019,400 SH   DFND 11 9,358,900 0 660,500
IMPERVA INC COM 45321L100 104,772 2,074,698 SH   DFND 1,5 271,900 0 1,802,798
IMPERVA INC COM 45321L100 15,602 308,952 SH   DFND 1,9 0 0 308,952
IMPERVA INC COM 45321L100 25,360 502,181 SH   DFND 6 475,581 0 26,600
IMPERVA INC COM 45321L100 10,794 213,740 SH   DFND 7 191,240 0 22,500
INCONTACT INC COM 45336E109 80,402 9,044,099 SH   DFND 1,5 0 0 9,044,099
INCYTE CORP COM 45337C102 353,025 4,871,325 SH   DFND 1,5 0 0 4,871,325
INDEPENDENCE CONTRACT DRIL I COM 453415309 17,460 3,660,435 SH   DFND 1,5 0 0 3,660,435
INDEPENDENT BANK CORP MICH COM NEW 453838609 10,496 721,350 SH   DFND 6 721,350 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,898 267,880 SH   DFND 7 197,880 0 70,000
INFINERA CORPORATION COM 45667G103 340,430 21,197,375 SH   DFND 1,5 4,084,000 0 17,113,375
INFINERA CORPORATION COM 45667G103 218 13,600 SH   DFND 1,9 0 0 13,600
INFINITY PHARMACEUTICALS INC COM 45665G303 12,468 2,365,825 SH   DFND 1,5 400 0 2,365,425
INFOSYS LTD SPONSORED ADR 456788108 264 13,896 SH   DFND 1,5 13,896 0 0
INFRAREIT INC COM 45685L100 8,950 524,900 SH   DFND 1,5 0 0 524,900
ING GROEP N V SPONSORED ADR 456837103 707 59,300 SH   DFND 1,5 0 0 59,300
INGERSOLL-RAND PLC SHS G47791101 276,613 4,460,780 SH   DFND 1,5 23,029 0 4,437,751
INGERSOLL-RAND PLC SHS G47791101 5,327 85,906 SH   DFND 2 85,906 0 0
INGERSOLL-RAND PLC SHS G47791101 2,172 35,021 SH   DFND 3 35,021 0 0
INGERSOLL-RAND PLC SHS G47791101 24,723 398,689 SH   DFND 6 344,741 0 53,948
INGERSOLL-RAND PLC SHS G47791101 37,728 608,415 SH   DFND 7 519,410 0 89,005
INGRAM MICRO INC CL A 457153104 252,961 7,044,300 SH   DFND 1,5 20,000 0 7,024,300
INGRAM MICRO INC CL A 457153104 2,853 79,461 SH   DFND 7 79,461 0 0
INGRAM MICRO INC CL A 457153104 123,295 3,433,433 SH   DFND 11 3,433,433 0 0
INGREDION INC COM 457187102 31,791 297,700 SH   DFND 1,5 0 0 297,700
INGREDION INC COM 457187102 334 3,132 SH   DFND 3 3,132 0 0
INNERWORKINGS INC COM 45773Y105 4,399 553,391 SH   DFND 6 553,391 0 0
INNERWORKINGS INC COM 45773Y105 1,966 247,240 SH   DFND 7 247,240 0 0
INNOCOLL HLDGS PLC SHS G4783X105 7,821 928,881 SH   DFND 1,5 0 0 928,881
INNOSPEC INC COM 45768S105 87,530 2,018,671 SH   DFND 1,5 209,224 0 1,809,447
INNOSPEC INC COM 45768S105 11,397 262,853 SH   DFND 6 262,853 0 0
INNOSPEC INC COM 45768S105 2,293 52,880 SH   DFND 7 52,880 0 0
INNOVIVA INC COM 45781M101 215,767 17,137,988 SH   DFND 1,5 1 0 17,137,987
INOGEN INC COM 45780L104 18,014 400,500 SH   DFND 1,5 500 0 400,000
INOVALON HLDGS INC COM CL A 45781D101 18,003 972,100 SH   DFND 1,9 0 0 972,100
INPHI CORP COM 45772F107 2,324 69,700 SH   DFND 1,9 0 0 69,700
INSIGHT ENTERPRISES INC COM 45765U103 107,221 3,743,750 SH   DFND 1,5 146,850 0 3,596,900
INSMED INC COM PAR $.01 457669307 117,187 9,249,132 SH   DFND 1,5 9,800 0 9,239,332
INSMED INC COM PAR $.01 457669307 374 29,500 SH   DFND 6 29,500 0 0
INSPERITY INC COM 45778Q107 2,806 54,237 SH   DFND 1,5 10,078 0 44,159
INSTALLED BLDG PRODS INC COM 45780R101 19,652 738,506 SH   DFND 6 738,506 0 0
INSTALLED BLDG PRODS INC COM 45780R101 7,942 298,460 SH   DFND 7 298,460 0 0
INSTRUCTURE INC COM 45781U103 8,929 497,713 SH   DFND 1,9 0 0 497,713
INSULET CORP COM 45784P101 93,893 2,831,500 SH   DFND 1,5 573,600 0 2,257,900
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 19,685 1,231,084 SH   DFND 1,5 0 0 1,231,084
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 317,956 4,720,249 SH   DFND 1,5 75 0 4,720,174
INTEGRATED DEVICE TECHNOLOGY COM 458118106 22,864 1,118,600 SH   DFND 1,5 226,300 0 892,300
INTEGRATED DEVICE TECHNOLOGY COM 458118106 8,344 408,200 SH   DFND 1,9 0 0 408,200
INTEL CORP COM 458140100 254,767 7,875,317 SH   DFND 1,5 138,722 0 7,736,595
INTEL CORP SDCV 3.250% 8/0 458140AF7 24,354 15,311,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 51,113 1,580,009 SH   DFND 2 1,580,009 0 0
INTEL CORP COM 458140100 30,566 944,845 SH   DFND 3 944,845 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 477 300,000 PRN   DFND 6 0 0 0
INTELSAT S A COM L5140P101 5,067 2,010,600 SH   DFND 1,5 10,600 0 2,000,000
INTER PARFUMS INC COM 458334109 33,922 1,097,800 SH   DFND 1,5 15,000 0 1,082,800
INTERACTIVE BROKERS GROUP IN COM 45841N107 23,087 587,167 SH   DFND 1,5 0 0 587,167
INTERACTIVE BROKERS GROUP IN COM 45841N107 6,487 164,991 SH   DFND 6 92,091 0 72,900
INTERACTIVE BROKERS GROUP IN COM 45841N107 10,337 262,885 SH   DFND 7 146,785 0 116,100
INTERACTIVE INTELLIGENCE GRO COM 45841V109 37,254 1,022,887 SH   DFND 1,5 4,900 0 1,017,987
INTERCEPT PHARMACEUTICALS IN COM 45845P108 463,081 3,604,586 SH   DFND 1,5 84,204 0 3,520,382
INTERCEPT PHARMACEUTICALS IN COM 45845P108 5,461 42,510 SH   DFND 6 42,510 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,773 13,800 SH   DFND 7 0 0 13,800
INTERCONTINENTAL EXCHANGE IN COM 45866F104 160,861 684,106 SH   DFND 1,5 12,474 0 671,632
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,350 39,764 SH   DFND 2 39,764 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,666 36,856 SH   DFND 3 36,856 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 355,332 8,609,940 SH   DFND 1,5 229,944 0 8,379,996
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 11,436 277,100 SH   DFND 7 277,100 0 0
INTERDIGITAL INC COM 45867G101 2,521 45,300 SH   DFND 1,5 0 0 45,300
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 63,921 62,248,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 493 480,000 PRN   DFND 6 0 0 0
INTERFACE INC COM 458665304 30,408 1,640,132 SH   DFND 1,5 1,132 0 1,639,000
INTERNATIONAL BANCSHARES COR COM 459044103 1,609 65,250 SH   DFND 1,5 65,250 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,306,976 8,629,752 SH   DFND 1,5 522,896 0 8,106,856
INTERNATIONAL BUSINESS MACHS COM 459200101 44,779 295,670 SH   DFND 2 295,670 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 62,629 413,530 SH   DFND 3 413,530 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 14,018 92,559 SH   DFND 6 92,559 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 24,380 160,975 SH   DFND 7 0 0 160,975
INTERNATIONAL BUSINESS MACHS COM 459200101 277,396 1,831,600 SH   DFND 11 1,831,600 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 69,382 609,846 SH   DFND 1,5 23,841 0 586,005
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,039 26,713 SH   DFND 2 26,713 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 465 4,088 SH   DFND 3 4,088 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 5,954 326,259 SH   DFND 1,5 1,714 0 324,545
INTEROIL CORP COM 460951106 232 7,300 SH   DFND 1,5 0 0 7,300
INTERPUBLIC GROUP COS INC COM 460690100 461,262 20,098,552 SH   DFND 1,5 351,767 0 19,746,785
INTERPUBLIC GROUP COS INC COM 460690100 3,087 134,498 SH   DFND 2 134,498 0 0
INTERPUBLIC GROUP COS INC COM 460690100 697 30,378 SH   DFND 3 30,378 0 0
INTERPUBLIC GROUP COS INC COM 460690100 15,143 659,808 SH   DFND 6 563,808 0 96,000
INTERPUBLIC GROUP COS INC COM 460690100 25,753 1,122,132 SH   DFND 7 887,932 0 234,200
INTERSIL CORP CL A 46069S109 207,121 15,491,467 SH   DFND 1,5 10,300 0 15,481,167
INTERSIL CORP CL A 46069S109 22,039 1,648,396 SH   DFND 1,9 0 0 1,648,396
INTERVAL LEISURE GROUP INC COM 46113M108 38,169 2,643,300 SH   DFND 1,5 119,200 0 2,524,100
INTERVAL LEISURE GROUP INC COM 46113M108 10,371 718,212 SH   DFND 6 718,212 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 6,037 418,060 SH   DFND 7 354,660 0 63,400
INTERVAL LEISURE GROUP INC COM 46113M108 36,679 2,540,100 SH   DFND 11 2,540,100 0 0
INTL PAPER CO COM 460146103 3,223 78,534 SH   DFND 1,5 934 0 77,600
INTL PAPER CO COM 460146103 5,644 137,518 SH   DFND 2 137,518 0 0
INTL PAPER CO COM 460146103 5,918 144,206 SH   DFND 3 144,206 0 0
INTL PAPER CO COM 460146103 3,032 73,889 SH   DFND 7 73,889 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 180,041 6,476,306 SH   DFND 1,5 588,555 0 5,887,751
INTRALINKS HLDGS INC COM 46118H104 7,525 954,941 SH   DFND 6 954,941 0 0
INTRALINKS HLDGS INC COM 46118H104 3,131 397,290 SH   DFND 7 397,290 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 6,359 743,735 SH   DFND 1,5 16,900 0 726,835
INTREPID POTASH INC COM 46121Y102 1,653 1,489,605 SH   DFND 1,5 0 0 1,489,605
INTREPID POTASH INC COM 46121Y102 176 158,195 SH   DFND 6 158,195 0 0
INTREXON CORP COM 46122T102 244,770 7,222,477 SH   DFND 1,5 530,379 0 6,692,098
INTREXON CORP COM 46122T102 661 19,500 SH   DFND 6 19,500 0 0
INTUIT COM 461202103 329,850 3,171,329 SH   DFND 1,5 245,228 0 2,926,101
INTUIT COM 461202103 36,788 353,700 SH   DFND 1,9 0 0 353,700
INTUIT COM 461202103 8,934 85,897 SH   DFND 2 85,897 0 0
INTUIT COM 461202103 8,139 78,248 SH   DFND 3 78,248 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,119,692 1,862,893 SH   DFND 1,5 80,033 0 1,782,860
INTUITIVE SURGICAL INC COM NEW 46120E602 7,514 12,502 SH   DFND 2 12,502 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,991 4,976 SH   DFND 3 4,976 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 4,840 8,052 SH   DFND 6 8,052 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 4,679 7,784 SH   DFND 7 7,784 0 0
INVENSENSE INC COM 46123D205 1,940 231,000 SH   DFND 1,9 0 0 231,000
INVENTURE FOODS INC COM 461212102 4,288 758,885 SH   DFND 1,5 71,685 0 687,200
INVENTURE FOODS INC COM 461212102 2,419 428,200 SH   DFND 6 428,200 0 0
INVENTURE FOODS INC COM 461212102 981 173,700 SH   DFND 7 173,700 0 0
INVENTURE FOODS INC COM 461212102 2,600 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 384,502 12,496,001 SH   DFND 1,5 4,830 0 12,491,171
INVESCO LTD SHS G491BT108 4,286 139,276 SH   DFND 2 139,276 0 0
INVESCO LTD SHS G491BT108 313 10,185 SH   DFND 3 10,185 0 0
INVESCO LTD SHS G491BT108 19,341 628,582 SH   DFND 6 536,082 0 92,500
INVESCO LTD SHS G491BT108 51,805 1,683,620 SH   DFND 7 1,576,320 0 107,300
INVESCO LTD SHS G491BT108 1,137 36,950 SH   DFND 11 36,950 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 12,429 1,020,457 SH   DFND 1,5 0 0 1,020,457
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 19,881 899,600 SH   DFND 1,5 0 0 899,600
INVESTORS BANCORP INC NEW COM 46146L101 244,632 21,016,514 SH   DFND 1,5 217,216 0 20,799,298
INVESTORS BANCORP INC NEW COM 46146L101 24,560 2,110,007 SH   DFND 6 2,047,907 0 62,100
INVESTORS BANCORP INC NEW COM 46146L101 6,635 570,017 SH   DFND 7 570,017 0 0
INVUITY INC COM NEW 46187J205 12,367 1,712,900 SH   DFND 1,5 4,689 0 1,708,211
INVUITY INC COM NEW 46187J205 146 20,200 SH   DFND 6 20,200 0 0
IONIS PHARMACEUTICALS INC COM 462222100 720,232 17,783,497 SH   DFND 1,5 2,665,686 0 15,117,811
IONIS PHARMACEUTICALS INC COM 462222100 348 8,600 SH   DFND 6 8,600 0 0
IPG PHOTONICS CORP COM 44980X109 524,102 5,454,855 SH   DFND 1,5 296,264 0 5,158,591
IRIDIUM COMMUNICATIONS INC COM 46269C102 9,817 1,247,400 SH   DFND 1,5 0 0 1,247,400
IROBOT CORP COM 462726100 10,675 302,420 SH   DFND 1,5 0 0 302,420
IRON MTN INC NEW COM 46284V101 2,183 64,375 SH   DFND 2 64,375 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 208,457 19,054,586 SH   DFND 1,5 2,047,752 0 17,006,834
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 695 63,503 SH   DFND 6 63,503 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 301 20,100 SH   DFND 1,5 2,000 0 18,100
ISHARES MSCI SPAN CP ETF 464286764 236 8,700 SH   DFND 1,5 8,700 0 0
ISHARES MSCI GERMANY ETF 464286806 2,565 99,700 SH   DFND 1,5 21,900 0 77,800
ISHARES MSCI BRZ CAP ETF 464286400 75,720 2,879,100 SH   DFND 1,5 0 0 2,879,100
ISHARES ALL PERU CAP ETF 464289842 290 11,000 SH   DFND 1,5 11,000 0 0
ISHARES EM MK MINVOL ETF 464286533 822 15,992 SH   DFND 1,10 15,992 0 0
ISHARES MSCI FRNTR100ETF 464286145 990 40,300 SH   DFND 1,10 40,300 0 0
ISHARES MSCI STH KOR ETF 464286772 123,900 2,345,700 SH   DFND 3 2,345,700 0 0
ISHARES MSCI ITALCPD ETF 464286855 179,784 14,736,400 SH   DFND 3 14,736,400 0 0
ISHARES MSCI EURZONE ETF 464286608 203 5,900 SH   DFND 3 5,900 0 0
ISHARES MSCI SPAN CP ETF 464286764 139,953 5,149,100 SH   DFND 3 5,149,100 0 0
ISHARES MSCI AUST ETF 464286103 188,727 9,768,496 SH   DFND 3 9,768,496 0 0
ISHARES MSCI JAPAN ETF 464286848 746,993 65,468,244 SH   DFND 3 65,468,244 0 0
ISHARES MSCI CDA ETF 464286509 511 21,573 SH   DFND 6 0 0 21,573
ISHARES EM MK MINVOL ETF 464286533 2,839 55,257 SH   DFND 6 6,079 0 49,178
ISHARES GOLD TRUST ISHARES 464285105 2,655 223,520 SH   DFND 3 223,520 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,939 46,600 SH   DFND 1,5 0 0 46,600
ISHARES INC CORE MSCI EMKT 46434G103 857 20,585 SH   DFND 1,10 20,585 0 0
ISHARES INC CORE MSCI EMKT 46434G103 116,694 2,803,791 SH   DFND 3 2,803,791 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 452 3,741 SH   DFND 1,5 541 0 3,200
ISHARES TR CORE S&P500 ETF 464287200 651,092 3,150,698 SH   DFND 1,5 34,314 0 3,116,384
ISHARES TR JP MOR EM MK ETF 464288281 475 4,301 SH   DFND 1,5 102 0 4,199
ISHARES TR 7-10 Y TR BD ETF 464287440 4,012 36,358 SH   DFND 1,5 0 0 36,358
ISHARES TR 3-7 YR TR BD ETF 464288661 32,094 254,812 SH   DFND 1,5 689 0 254,123
ISHARES TR MSCI EMG MKT ETF 464287234 74,148 2,164,900 SH   DFND 1,5 0 0 2,164,900
ISHARES TR MSCI POL CAP ETF 46429B606 2,660 131,500 SH   DFND 1,5 29,700 0 101,800
ISHARES TR 20 YR TR BD ETF 464287432 232,493 1,780,057 SH   DFND 1,5 356,894 0 1,423,163
ISHARES TR CHINA LG-CAP ETF 464287184 36,701 1,086,800 SH   DFND 1,5 0 0 1,086,800
ISHARES TR MSCI INDIA ETF 46429B598 2,669 98,400 SH   DFND 1,5 27,900 0 70,500
ISHARES TR RUS 2000 GRW ETF 464287648 81,598 615,000 SH   DFND 1,5 0 0 615,000
ISHARES TR TIPS BD ETF 464287176 75,663 660,007 SH   DFND 1,5 524,007 0 136,000
ISHARES TR MSCI EAFE ETF 464287465 4,582 80,207 SH   DFND 1,5 44,931 0 35,276
ISHARES TR 10-20 YR TRS ETF 464288653 5,349 37,800 SH   DFND 1,5 0 0 37,800
ISHARES TR MSCI EMG MKT ETF 464287234 862 25,182 SH   DFND 1,10 25,182 0 0
ISHARES TR CORE US AGGBD ET 464287226 126,500 1,141,281 SH   DFND 3 1,141,281 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 8,237 88,369 SH   DFND 3 88,369 0 0
ISHARES TR MSCI ACWI ETF 464288257 376 6,673 SH   DFND 3 6,673 0 0
ISHARES TR CORE US GRW ETF 464287671 35,026 431,725 SH   DFND 3 431,725 0 0
ISHARES TR US HLTHCARE ETF 464287762 286 2,038 SH   DFND 3 2,038 0 0
ISHARES TR CORE S&P TTL STK 464287150 833 8,915 SH   DFND 3 8,915 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 149,419 1,289,322 SH   DFND 3 1,289,322 0 0
ISHARES TR EAFE GRWTH ETF 464288885 348 5,284 SH   DFND 3 5,284 0 0
ISHARES TR USA MIN VOL ETF 46429B697 269 6,117 SH   DFND 3 6,117 0 0
ISHARES TR GLB CNSM STP ETF 464288737 222 2,264 SH   DFND 3 2,264 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,178 9,499 SH   DFND 3 9,499 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 160,145 2,052,873 SH   DFND 3 2,052,873 0 0
ISHARES TR U.S. INDS ETF 464287754 227 2,120 SH   DFND 3 2,120 0 0
ISHARES TR U.S. PFD STK ETF 464288687 195,543 5,010,056 SH   DFND 3 5,010,056 0 0
ISHARES TR IBOXX INV CP ETF 464287242 87,806 738,984 SH   DFND 3 738,984 0 0
ISHARES TR CORE S&P SCP ETF 464287804 79,400 705,338 SH   DFND 3 705,338 0 0
ISHARES TR DOW JONES US ETF 464287846 440 4,289 SH   DFND 3 4,289 0 0
ISHARES TR RUS 1000 ETF 464287622 636,878 5,583,224 SH   DFND 3 5,583,224 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 46,515 922,555 SH   DFND 3 922,555 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,449,991 14,674,535 SH   DFND 3 14,674,535 0 0
ISHARES TR SP SMCP600VL ETF 464287879 113,904 1,005,156 SH   DFND 3 1,005,156 0 0
ISHARES TR RUS MID-CAP ETF 464287499 40,979 251,526 SH   DFND 3 251,526 0 0
ISHARES TR CORE S&P MCP ETF 464287507 4,021 27,916 SH   DFND 3 27,916 0 0
ISHARES TR MSCI EAFE ETF 464287465 31,559 552,402 SH   DFND 3 552,402 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 73,526 3,019,538 SH   DFND 3 3,019,538 0 0
ISHARES TR EAFE VALUE ETF 464288877 276 6,156 SH   DFND 3 6,156 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,342 11,102 SH   DFND 3 11,102 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 2,438 9,565 SH   DFND 3 9,565 0 0
ISHARES TR S&P 100 ETF 464287101 20,893 228,665 SH   DFND 3 228,665 0 0
ISHARES TR U.S. FINLS ETF 464287788 93,389 1,103,886 SH   DFND 3 1,103,886 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 75,042 565,589 SH   DFND 3 565,589 0 0
ISHARES TR EUROPE ETF 464287861 246,014 6,290,300 SH   DFND 3 6,290,300 0 0
ISHARES TR INTL DEV RE ETF 464288489 37,642 1,288,242 SH   DFND 3 1,288,242 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 386,227 5,445,188 SH   DFND 3 5,445,188 0 0
ISHARES TR NATIONAL MUN ETF 464288414 2,012 18,023 SH   DFND 3 18,023 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,780 81,167 SH   DFND 3 81,167 0 0
ISHARES TR S&P 500 VAL ETF 464287408 217,559 2,418,939 SH   DFND 3 2,418,939 0 0
ISHARES TR CORE US VAL ETF 464287663 3,108 24,117 SH   DFND 3 24,117 0 0
ISHARES TR COHEN&STEER REIT 464287564 1,001 9,706 SH   DFND 3 9,706 0 0
ISHARES TR CORE S&P500 ETF 464287200 13,790 66,733 SH   DFND 3 66,733 0 0
ISHARES TR RUS MD CP GR ETF 464287481 180,446 1,957,967 SH   DFND 3 1,957,967 0 0
ISHARES TR GLOBAL 100 ETF 464287572 203 2,805 SH   DFND 3 2,805 0 0
ISHARES TR U.S. TECH ETF 464287721 332 3,060 SH   DFND 3 3,060 0 0
ISHARES TR IBOXX HI YD ETF 464288513 270,772 3,314,627 SH   DFND 3 3,314,627 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,481,092 14,843,581 SH   DFND 3 14,843,581 0 0
ISHARES TR CHINA ETF 46429B671 215,042 5,058,625 SH   DFND 3 5,058,625 0 0
ISHARES TR EAFE SML CP ETF 464288273 392,063 7,872,746 SH   DFND 3 7,872,746 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,339 8,231 SH   DFND 3 8,231 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 218 1,498 SH   DFND 3 1,498 0 0
ISHARES TR SP SMCP600GR ETF 464287887 113,902 917,084 SH   DFND 3 917,084 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 431,317 4,091,416 SH   DFND 3 4,091,416 0 0
ISHARES TR U.S. REAL ES ETF 464287739 37,968 487,643 SH   DFND 3 487,643 0 0
ISHARES TR SELECT DIVID ETF 464287168 43,044 527,044 SH   DFND 3 527,044 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 17,261 156,043 SH   DFND 3 156,043 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,437 129,551 SH   DFND 6 129,551 0 0
ISHARES TR JP MOR EM MK ETF 464288281 831 7,527 SH   DFND 6 0 0 7,527
ISHARES TR EAFE SML CP ETF 464288273 931 18,693 SH   DFND 6 4,185 0 14,508
ISHARES TR RUSSELL 2000 ETF 464287655 1,124 10,159 SH   DFND 6 1,064 0 9,095
ISHARES TR USA MIN VOL ETF 46429B697 17,812 405,456 SH   DFND 6 188,615 0 216,841
ISHARES TR MSCI EAFE ETF 464287465 2,559 44,797 SH   DFND 6 0 0 44,797
ISHARES TR CORE US AGGBD ET 464287226 36,727 331,349 SH   DFND 6 151,798 0 179,551
ISHARES TR EAFE MIN VOL ETF 46429B689 21,977 330,776 SH   DFND 6 265,165 0 65,611
ISHARES TR CORE US AGGBD ET 464287226 393 3,544 SH   DFND 7 3,544 0 0
ISHARES TR USA MIN VOL ETF 46429B697 2,341 53,283 SH   DFND 7 53,283 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 5,913 172,640 SH   DFND 7 38,000 0 134,640
ISHARES TR JP MOR EM MK ETF 464288281 2,788 25,265 SH   DFND 7 25,265 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 986 14,836 SH   DFND 7 14,836 0 0
ISHARES TR 20 YR TR BD ETF 464287432 18,325 140,300 SH   DFND 7 140,300 0 0
ISHARES TR TIPS BD ETF 464287176 20,894 182,260 SH   DFND 7 182,260 0 0
ISHARES TR U.S. TECH ETF 464287721 9,202 84,804 SH   DFND 7 84,804 0 0
ISHARES TR MSCI INDIA ETF 46429B598 30,095 1,109,700 SH   DFND 7 1,109,700 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 4,940 60,864 SH   DFND 7 60,864 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,617 14,619 SH   DFND 7 14,619 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 223 2,016 SH   DFND   2,016 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 14,963 6,000,000 PRN   DFND 1,5 0 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 662 152,200 SH   DFND 1,5 0 0 152,200
ISRAEL CHEMICALS LTD SHS M5920A109 65 14,996 SH   DFND 7 14,996 0 0
ISTAR INC COM 45031U101 45,341 4,693,731 SH   DFND 1,5 0 0 4,693,731
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 173,031 20,143,296 SH   DFND 1,5 691,690 0 19,451,606
ITC HLDGS CORP COM 465685105 48,737 1,118,599 SH   DFND 1,5 0 0 1,118,599
ITT CORP NEW COM NEW 450911201 43,296 1,173,658 SH   DFND 1,5 41,035 0 1,132,623
ITT CORP NEW COM NEW 450911201 9,824 266,300 SH   DFND 6 266,300 0 0
ITT CORP NEW COM NEW 450911201 4,010 108,700 SH   DFND 7 108,700 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 24,459 1,244,676 SH   DFND 1,5 0 0 1,244,676
IXIA COM 45071R109 26,830 2,153,290 SH   DFND 1,5 0 0 2,153,290
J & J SNACK FOODS CORP COM 466032109 27,587 254,773 SH   DFND 1,5 373 0 254,400
J G WENTWORTH CO CL A 46618D108 219 179,100 SH   DFND 1,5 0 0 179,100
J2 GLOBAL INC COM 48123V102 217,123 3,525,861 SH   DFND 1,5 861 0 3,525,000
J2 GLOBAL INC COM 48123V102 23,955 389,000 SH   DFND 6 389,000 0 0
J2 GLOBAL INC COM 48123V102 265 4,300 SH   DFND 7 4,300 0 0
JABIL CIRCUIT INC COM 466313103 200,396 10,399,380 SH   DFND 1,5 92,076 0 10,307,304
JACK IN THE BOX INC COM 466367109 42,267 661,764 SH   DFND 1,5 150 0 661,614
JACOBS ENGR GROUP INC DEL COM 469814107 269,548 6,189,401 SH   DFND 1,5 188,103 0 6,001,298
JACOBS ENGR GROUP INC DEL COM 469814107 1,785 40,984 SH   DFND 2 40,984 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,434 78,850 SH   DFND 3 78,850 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,176 27,000 SH   DFND 11 27,000 0 0
JAKKS PAC INC COM 47012E106 5,856 787,098 SH   DFND 1,5 139,298 0 647,800
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 17,684 1,297,400 SH   DFND 1,5 19,100 0 1,278,300
JAMES RIV GROUP LTD COM G5005R107 84,100 2,606,954 SH   DFND 1,5 50,100 0 2,556,854
JAMES RIV GROUP LTD COM G5005R107 6,549 203,000 SH   DFND 6 203,000 0 0
JAMES RIV GROUP LTD COM G5005R107 2,716 84,200 SH   DFND 7 84,200 0 0
JARDEN CORP COM 471109108 265,643 4,506,237 SH   DFND 1,5 33,265 0 4,472,972
JARDEN CORP NOTE 1.875% 9/1 471109AH1 24,048 12,800,000 PRN   DFND 1,5 0 0 0
JARDEN CORP COM 471109108 201 3,403 SH   DFND 3 3,403 0 0
JARDEN CORP COM 471109108 35,673 605,139 SH   DFND 6 605,139 0 0
JARDEN CORP COM 471109108 34,984 593,447 SH   DFND 7 593,447 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 11,642 11,330,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,125,832 8,623,764 SH   DFND 1,5 178,228 0 8,445,536
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 38,046 291,430 SH   DFND 6 291,430 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 300 2,300 SH   DFND 7 2,300 0 0
JD COM INC SPON ADR CL A 47215P106 100,696 3,799,866 SH   DFND 1,5 244,414 0 3,555,452
JD COM INC SPON ADR CL A 47215P106 70,509 2,660,700 SH   DFND 1,9 0 0 2,660,700
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 9,731 10,000,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 21,921 5,070,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 521,196 24,677,824 SH   DFND 1,5 3,554,394 0 21,123,430
JETBLUE AIRWAYS CORP COM 477143101 363 17,180 SH   DFND 3 17,180 0 0
JETBLUE AIRWAYS CORP COM 477143101 10,348 489,950 SH   DFND 6 489,950 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,959 92,740 SH   DFND 7 92,740 0 0
JINPAN INTL LTD ORD G5138L100 609 104,000 SH   DFND 1,5 10,500 0 93,500
JIVE SOFTWARE INC COM 47760A108 40 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 2,595 496,200 SH   DFND 1,5 0 0 496,200
JOHNSON & JOHNSON COM 478160104 4,813,989 44,491,578 SH   DFND 1,5 2,168,579 0 42,322,999
JOHNSON & JOHNSON COM 478160104 99,859 922,907 SH   DFND 2 922,907 0 0
JOHNSON & JOHNSON COM 478160104 170,027 1,571,413 SH   DFND 3 1,571,413 0 0
JOHNSON & JOHNSON COM 478160104 59,220 547,319 SH   DFND 6 464,047 0 83,272
JOHNSON & JOHNSON COM 478160104 92,492 854,822 SH   DFND 7 251,833 0 602,989
JOHNSON & JOHNSON COM 478160104 400,724 3,703,550 SH   DFND 11 3,703,550 0 0
JOHNSON CTLS INC COM 478366107 367,053 9,418,850 SH   DFND 1,5 1,012,774 0 8,406,076
JOHNSON CTLS INC COM 478366107 8,449 216,811 SH   DFND 2 216,811 0 0
JOHNSON CTLS INC COM 478366107 2,261 58,025 SH   DFND 3 58,025 0 0
JOHNSON CTLS INC COM 478366107 266 6,838 SH   DFND 6 6,838 0 0
JOHNSON CTLS INC COM 478366107 4,343 111,453 SH   DFND 7 111,453 0 0
JOHNSON OUTDOORS INC CL A 479167108 2,015 90,700 SH   DFND 11 90,700 0 0
JONES LANG LASALLE INC COM 48020Q107 85,568 729,355 SH   DFND 1,5 11,291 0 718,064
JONES LANG LASALLE INC COM 48020Q107 14,576 124,240 SH   DFND 6 109,340 0 14,900
JONES LANG LASALLE INC COM 48020Q107 7,577 64,587 SH   DFND 7 51,287 0 13,300
JOURNAL MEDIA GROUP INC COM 48114A109 18,832 1,574,581 SH   DFND 1,5 289,465 0 1,285,116
JOY GLOBAL INC COM 481165108 10,834 674,200 SH   DFND 1,5 106,236 0 567,964
JOY GLOBAL INC COM 481165108 6,584 409,725 SH   DFND 3 409,725 0 0
JOY GLOBAL INC COM 481165108 800 49,800 SH   DFND 6 49,800 0 0
JPMORGAN CHASE & CO COM 46625H100 5,050,891 85,290,287 SH   DFND 1,5 3,216,985 0 82,073,302
JPMORGAN CHASE & CO COM 46625H100 72,697 1,227,572 SH   DFND 2 1,227,572 0 0
JPMORGAN CHASE & CO COM 46625H100 101,512 1,714,155 SH   DFND 3 1,714,155 0 0
JPMORGAN CHASE & CO COM 46625H100 75,459 1,274,217 SH   DFND 6 1,014,437 0 259,780
JPMORGAN CHASE & CO COM 46625H100 222,207 3,752,231 SH   DFND 7 1,616,144 0 2,136,087
JPMORGAN CHASE & CO COM 46625H100 15,338 259,000 SH   DFND 11 259,000 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 16,631 2,554,634 SH   DFND 1,9 0 0 2,554,634
JUNIPER NETWORKS INC COM 48203R104 147,922 5,798,595 SH   DFND 1,5 302,405 0 5,496,190
JUNIPER NETWORKS INC COM 48203R104 3,003 117,730 SH   DFND 2 117,730 0 0
JUNIPER NETWORKS INC COM 48203R104 333 13,048 SH   DFND 3 13,048 0 0
JUNO THERAPEUTICS INC COM 48205A109 217,053 5,698,435 SH   DFND 1,5 607,616 0 5,090,819
JUNO THERAPEUTICS INC COM 48205A109 335 8,800 SH   DFND 6 8,800 0 0
K2M GROUP HLDGS INC COM 48273J107 20,762 1,400,000 SH   DFND 1,5 0 0 1,400,000
KADANT INC COM 48282T104 775 17,171 SH   DFND 1,5 17,171 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,384 28,200 SH   DFND 6 13,300 0 14,900
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,893 34,220 SH   DFND 7 25,120 0 9,100
KAMAN CORP COM 483548103 47,580 1,114,541 SH   DFND 1,5 761 0 1,113,780
KANSAS CITY SOUTHERN COM NEW 485170302 271,071 3,172,282 SH   DFND 1,5 295,577 0 2,876,705
KANSAS CITY SOUTHERN COM NEW 485170302 3,101 36,289 SH   DFND 2 36,289 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,295 15,151 SH   DFND 3 15,151 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,512 29,400 SH   DFND 6 29,400 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 26,899 1,942,200 SH   DFND 1,5 6,800 0 1,935,400
KAPSTONE PAPER & PACKAGING C COM 48562P103 2,791 201,500 SH   DFND 6 201,500 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,177 85,000 SH   DFND 7 85,000 0 0
KAR AUCTION SVCS INC COM 48238T109 250,849 6,577,067 SH   DFND 1,5 238,163 0 6,338,904
KAR AUCTION SVCS INC COM 48238T109 15,118 396,390 SH   DFND 3 396,390 0 0
KAR AUCTION SVCS INC COM 48238T109 12,898 338,186 SH   DFND 6 303,186 0 35,000
KAR AUCTION SVCS INC COM 48238T109 5,134 134,620 SH   DFND 7 120,020 0 14,600
KARYOPHARM THERAPEUTICS INC COM 48576U106 47,810 5,359,831 SH   DFND 1,5 15,500 0 5,344,331
KATE SPADE & CO COM 485865109 479,012 18,770,073 SH   DFND 1,5 2,505,005 0 16,265,068
KATE SPADE & CO COM 485865109 1,332 52,200 SH   DFND 6 52,200 0 0
KB HOME COM 48666K109 182,123 12,753,700 SH   DFND 1,5 49,900 0 12,703,800
KB HOME COM 48666K109 2,383 166,900 SH   DFND 6 166,900 0 0
KCG HLDGS INC CL A 48244B100 1,976 165,344 SH   DFND 1,5 0 0 165,344
KEARNY FINL CORP MD COM 48716P108 579 46,900 SH   DFND 1,5 0 0 46,900
KEARNY FINL CORP MD COM 48716P108 46,103 3,733,030 SH   DFND 6 3,615,430 0 117,600
KEARNY FINL CORP MD COM 48716P108 12,286 994,850 SH   DFND 7 994,850 0 0
KELLOGG CO COM 487836108 70,564 921,800 SH   DFND 1,5 188,500 0 733,300
KELLOGG CO COM 487836108 6,457 84,347 SH   DFND 2 84,347 0 0
KELLOGG CO COM 487836108 3,159 41,272 SH   DFND 3 41,272 0 0
KELLOGG CO COM 487836108 10,788 140,930 SH   DFND 6 59,540 0 81,390
KELLOGG CO COM 487836108 58,136 759,445 SH   DFND 7 406,785 0 352,660
KENNAMETAL INC COM 489170100 31,059 1,381,023 SH   DFND 1,5 69,300 0 1,311,723
KENNEDY-WILSON HLDGS INC COM 489398107 85,281 3,894,111 SH   DFND 1,5 0 0 3,894,111
KERYX BIOPHARMACEUTICALS INC COM 492515101 10,200 2,184,192 SH   DFND 1,5 0 0 2,184,192
KEYCORP NEW COM 493267108 111,447 10,094,860 SH   DFND 1,5 717,360 0 9,377,500
KEYCORP NEW COM 493267108 3,085 279,480 SH   DFND 2 279,480 0 0
KEYCORP NEW COM 493267108 2,399 217,266 SH   DFND 3 217,266 0 0
KEYCORP NEW COM 493267108 13,029 1,180,164 SH   DFND 6 1,115,110 0 65,054
KEYCORP NEW COM 493267108 22,263 2,016,620 SH   DFND 7 2,016,620 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 194,092 6,996,827 SH   DFND 1,5 465,000 0 6,531,827
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,088 111,325 SH   DFND 6 41,025 0 70,300
KEYSIGHT TECHNOLOGIES INC COM 49338L103 16,562 597,053 SH   DFND 7 295,693 0 301,360
KEYW HLDG CORP COM 493723100 39,361 5,927,855 SH   DFND 1,5 551,265 0 5,376,590
KEYW HLDG CORP COM 493723100 414 62,344 SH   DFND 6 62,344 0 0
KIMBALL ELECTRONICS INC COM 49428J109 5,499 492,272 SH   DFND 1,5 94,869 0 397,403
KIMBERLY CLARK CORP COM 494368103 131,161 975,100 SH   DFND 1,5 124,900 0 850,200
KIMBERLY CLARK CORP COM 494368103 16,236 120,708 SH   DFND 2 120,708 0 0
KIMBERLY CLARK CORP COM 494368103 17,844 132,660 SH   DFND 3 132,660 0 0
KIMCO RLTY CORP COM 49446R109 448,922 15,598,409 SH   DFND 1,5 10,485,219 0 5,113,190
KIMCO RLTY CORP COM 49446R109 3,982 138,371 SH   DFND 2 138,371 0 0
KIMCO RLTY CORP COM 49446R109 1,121 38,956 SH   DFND 3 38,956 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 24,715 548,000 SH   DFND 1,5 324,600 0 223,400
KINDER MORGAN INC DEL COM 49456B101 572,191 32,037,596 SH   DFND 1,5 594,096 0 31,443,500
KINDER MORGAN INC DEL COM 49456B101 10,931 612,028 SH   DFND 2 612,028 0 0
KINDER MORGAN INC DEL COM 49456B101 19,386 1,085,451 SH   DFND 3 1,085,451 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 1,592 35,300 SH   DFND 6 0 0 35,300
KINDER MORGAN INC DEL COM 49456B101 7,880 441,200 SH   DFND 6 441,200 0 0
KINDER MORGAN INC DEL COM 49456B101 17,187 962,325 SH   DFND 7 0 0 962,325
KINROSS GOLD CORP COM NO PAR 496902404 6,822 2,000,091 SH   DFND 1,5 1,200 0 1,998,891
KINROSS GOLD CORP COM NO PAR 496902404 568 166,509 SH   DFND 3 166,509 0 0
KINROSS GOLD CORP COM NO PAR 496902404 231 67,700 SH   DFND   67,700 0 0
KITE PHARMA INC COM 49803L109 124,491 2,711,628 SH   DFND 1,5 54,632 0 2,656,996
KITE RLTY GROUP TR COM NEW 49803T300 303,359 10,947,636 SH   DFND 1,5 5,797,963 0 5,149,673
KITE RLTY GROUP TR COM NEW 49803T300 5,940 214,358 SH   DFND 6 214,358 0 0
KITE RLTY GROUP TR COM NEW 49803T300 2,484 89,659 SH   DFND 7 9,325 0 80,334
KKR & CO L P DEL COM UNITS 48248M102 613,724 41,778,361 SH   DFND 1,5 0 0 41,778,361
KLA-TENCOR CORP COM 482480100 39,611 544,033 SH   DFND 1,5 103,900 0 440,133
KLA-TENCOR CORP COM 482480100 3,791 52,064 SH   DFND 2 52,064 0 0
KLA-TENCOR CORP COM 482480100 4,010 55,078 SH   DFND 3 55,078 0 0
KLONDEX MNS LTD COM 498696103 256 96,000 SH   DFND 1,5 0 0 96,000
KLX INC COM 482539103 48,920 1,522,080 SH   DFND 1,5 54,951 0 1,467,129
KNIGHT TRANSN INC COM 499064103 2,877 110,000 SH   DFND 1,5 10,500 0 99,500
KNIGHT TRANSN INC COM 499064103 5,468 209,100 SH   DFND 6 209,100 0 0
KNIGHT TRANSN INC COM 499064103 2,252 86,100 SH   DFND 7 86,100 0 0
KNOLL INC COM NEW 498904200 65,674 3,033,430 SH   DFND 1,5 0 0 3,033,430
KOHLS CORP COM 500255104 136,598 2,930,669 SH   DFND 1,5 127,667 0 2,803,002
KOHLS CORP COM 500255104 2,959 63,488 SH   DFND 2 63,488 0 0
KOHLS CORP COM 500255104 3,071 65,897 SH   DFND 3 65,897 0 0
KOHLS CORP COM 500255104 1,214 26,040 SH   DFND 6 26,040 0 0
KORNIT DIGITAL LTD SHS M6372Q113 16,676 1,676,000 SH   DFND 1,5 0 0 1,676,000
KRAFT HEINZ CO COM 500754106 262,084 3,336,100 SH   DFND 1,5 310,692 0 3,025,408
KRAFT HEINZ CO COM 500754106 15,623 198,870 SH   DFND 2 198,870 0 0
KRAFT HEINZ CO COM 500754106 23,183 295,097 SH   DFND 3 295,097 0 0
KRAFT HEINZ CO COM 500754106 644 8,200 SH   DFND 6 8,200 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 5,858 375,780 SH   DFND 6 375,780 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 2,568 164,700 SH   DFND 7 164,700 0 0
KROGER CO COM 501044101 1,119,067 29,256,660 SH   DFND 1,5 899,553 0 28,357,107
KROGER CO COM 501044101 12,470 326,010 SH   DFND 2 326,010 0 0
KROGER CO COM 501044101 12,113 316,676 SH   DFND 3 316,676 0 0
KROGER CO COM 501044101 16,044 419,463 SH   DFND 6 419,463 0 0
KROGER CO COM 501044101 35,104 917,740 SH   DFND 7 917,740 0 0
KROGER CO COM 501044101 69,542 1,818,088 SH   DFND 11 1,818,088 0 0
KT CORP SPONSORED ADR 48268K101 12,782 952,474 SH   DFND 1,5 34,200 0 918,274
KURA ONCOLOGY INC COM 50127T109 12,544 3,097,354 SH   DFND 1,5 0 0 3,097,354
L BRANDS INC COM 501797104 1,427,041 16,251,461 SH   DFND 1,5 455,255 0 15,796,206
L BRANDS INC COM 501797104 7,480 85,189 SH   DFND 2 85,189 0 0
L BRANDS INC COM 501797104 1,596 18,176 SH   DFND 3 18,176 0 0
L BRANDS INC COM 501797104 13,639 155,324 SH   DFND 6 130,824 0 24,500
L BRANDS INC COM 501797104 10,893 124,055 SH   DFND 7 64,355 0 59,700
L-3 COMMUNICATIONS HLDGS INC COM 502424104 134,068 1,131,375 SH   DFND 1,5 11 0 1,131,364
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,084 26,028 SH   DFND 2 26,028 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,565 38,520 SH   DFND 3 38,520 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 55,509 2,654,659 SH   DFND 1,5 400 0 2,654,259
LABORATORY CORP AMER HLDGS COM NEW 50540R409 203,480 1,737,213 SH   DFND 1,5 65,706 0 1,671,507
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,984 34,015 SH   DFND 2 34,015 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,184 27,182 SH   DFND 3 27,182 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 781 6,664 SH   DFND 6 6,664 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,128 35,246 SH   DFND 7 35,246 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 22,489 192,000 SH   DFND 11 192,000 0 0
LACLEDE GROUP INC COM 505597104 63,671 939,800 SH   DFND 1,5 12,600 0 927,200
LACLEDE GROUP INC COM 505597104 11,353 167,572 SH   DFND 6 167,572 0 0
LACLEDE GROUP INC COM 505597104 4,580 67,600 SH   DFND 7 67,600 0 0
LADDER CAP CORP CL A 505743104 29,293 2,352,818 SH   DFND 1,5 0 0 2,352,818
LAKE SHORE GOLD CORP COM 510728108 3,873 2,661,600 SH   DFND 1,5 0 0 2,661,600
LAKE SUNAPEE BK GROUP COM 510866106 2,940 210,300 SH   DFND 1,5 19,700 0 190,600
LAKELAND FINL CORP COM 511656100 55,461 1,211,477 SH   DFND 1,5 1,900 0 1,209,577
LAM RESEARCH CORP COM 512807108 332,740 4,028,324 SH   DFND 1,5 227,028 0 3,801,296
LAM RESEARCH CORP COM 512807108 4,390 53,144 SH   DFND 2 53,144 0 0
LAM RESEARCH CORP COM 512807108 3,935 47,641 SH   DFND 3 47,641 0 0
LAM RESEARCH CORP COM 512807108 454 5,500 SH   DFND 6 5,500 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 49,148 799,158 SH   DFND 1,5 0 0 799,158
LANDSTAR SYS INC COM 515098101 41,688 645,225 SH   DFND 1,5 25 0 645,200
LAS VEGAS SANDS CORP COM 517834107 1,129,707 21,859,656 SH   DFND 1,5 515,172 0 21,344,484
LAS VEGAS SANDS CORP COM 517834107 2,646 51,200 SH   DFND 1,9 0 0 51,200
LAS VEGAS SANDS CORP COM 517834107 6,904 133,600 SH   DFND 6 106,500 0 27,100
LAS VEGAS SANDS CORP COM 517834107 10,305 199,399 SH   DFND 7 40,700 0 158,699
LATTICE SEMICONDUCTOR CORP COM 518415104 6,956 1,224,700 SH   DFND 1,9 0 0 1,224,700
LAUDER ESTEE COS INC CL A 518439104 2,697,215 28,599,454 SH   DFND 1,5 1,749,512 0 26,849,942
LAUDER ESTEE COS INC CL A 518439104 7,000 74,223 SH   DFND 2 74,223 0 0
LAUDER ESTEE COS INC CL A 518439104 6,045 64,096 SH   DFND 3 64,096 0 0
LAUDER ESTEE COS INC CL A 518439104 26,876 284,972 SH   DFND 6 254,472 0 30,500
LAUDER ESTEE COS INC CL A 518439104 55,543 588,936 SH   DFND 7 499,780 0 89,156
LAZARD LTD SHS A G54050102 38,288 986,805 SH   DFND 1,5 5,450 0 981,355
LAZARD LTD SHS A G54050102 10,920 281,450 SH   DFND 6 281,450 0 0
LCNB CORP COM 50181P100 13,110 815,819 SH   DFND 1,5 124,028 0 691,791
LDR HLDG CORP COM 50185U105 18,445 723,600 SH   DFND 1,5 0 0 723,600
LDR HLDG CORP COM 50185U105 1,058 41,500 SH   DFND 6 41,500 0 0
LDR HLDG CORP COM 50185U105 635 24,918 SH   DFND 7 24,918 0 0
LEAR CORP COM NEW 521865204 69,559 625,700 SH   DFND 1,5 6,000 0 619,700
LEAR CORP COM NEW 521865204 3,682 33,118 SH   DFND 3 33,118 0 0
LEGACY RESVS LP UNIT LP INT 524707304 10,217 10,425,417 SH   DFND 1,5 0 0 10,425,417
LEGG MASON INC COM 524901105 59,415 1,713,248 SH   DFND 1,5 18,106 0 1,695,142
LEGG MASON INC COM 524901105 1,249 36,024 SH   DFND 2 36,024 0 0
LEGG MASON INC COM 524901105 2,488 71,755 SH   DFND 3 71,755 0 0
LEGGETT & PLATT INC COM 524660107 106,470 2,199,800 SH   DFND 1,5 0 0 2,199,800
LEGGETT & PLATT INC COM 524660107 2,197 45,385 SH   DFND 2 45,385 0 0
LEGGETT & PLATT INC COM 524660107 1,072 22,148 SH   DFND 3 22,148 0 0
LEIDOS HLDGS INC COM 525327102 53,217 1,057,579 SH   DFND 1,5 123,354 0 934,225
LEIDOS HLDGS INC COM 525327102 3,683 73,200 SH   DFND 6 73,200 0 0
LEIDOS HLDGS INC COM 525327102 1,436 28,540 SH   DFND 7 28,540 0 0
LENDINGCLUB CORP COM 52603A109 78,657 9,476,689 SH   DFND 1,5 639,667 0 8,837,022
LENNAR CORP CL A 526057104 331,455 6,853,901 SH   DFND 1,5 82,104 0 6,771,797
LENNAR CORP CL A 526057104 2,913 60,241 SH   DFND 2 60,241 0 0
LENNAR CORP CL A 526057104 1,570 32,459 SH   DFND 3 32,459 0 0
LENNAR CORP CL A 526057104 15,226 314,841 SH   DFND 6 300,440 0 14,401
LENNAR CORP CL A 526057104 3,009 62,230 SH   DFND 7 62,230 0 0
LENNOX INTL INC COM 526107107 221,114 1,635,580 SH   DFND 1,5 54 0 1,635,526
LENNOX INTL INC COM 526107107 1,910 14,125 SH   DFND 6 14,125 0 0
LENNOX INTL INC COM 526107107 2,840 21,010 SH   DFND 7 21,010 0 0
LEUCADIA NATL CORP COM 527288104 37,007 2,288,640 SH   DFND 1,5 54,900 0 2,233,740
LEUCADIA NATL CORP COM 527288104 1,802 111,465 SH   DFND 2 111,465 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 497,975 9,422,417 SH   DFND 1,5 397,902 0 9,024,515
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,109 96,674 SH   DFND 2 96,674 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 186,007 15,565,448 SH   DFND 1,5 1,930,041 0 13,635,407
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 27,005 554,661 SH   DFND 1,5 0 0 554,661
LEXINGTON REALTY TRUST COM 529043101 51,918 6,036,982 SH   DFND 1,5 0 0 6,036,982
LEXMARK INTL INC CL A 529771107 135,793 4,062,023 SH   DFND 1,5 227,300 0 3,834,723
LHC GROUP INC COM 50187A107 55,790 1,568,898 SH   DFND 1,5 125,250 0 1,443,648
LIBBEY INC COM 529898108 16,377 880,500 SH   DFND 1,5 80,500 0 800,000
LIBBEY INC COM 529898108 9,274 498,623 SH   DFND 6 498,623 0 0
LIBBEY INC COM 529898108 820 44,100 SH   DFND 7 44,100 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 51,284 881,783 SH   DFND 1,5 55,100 0 826,683
LIBERTY BROADBAND CORP COM SER C 530307305 162,961 2,812,093 SH   DFND 1,5 108,903 0 2,703,190
LIBERTY BROADBAND CORP COM SER C 530307305 251 4,331 SH   DFND 3 4,331 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 12,435 328,266 SH   DFND 1,5 27,286 0 300,980
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 40,973 1,168,645 SH   DFND 1,5 121,902 0 1,046,743
LIBERTY GLOBAL PLC SHS CL A G5480U104 367,031 9,533,276 SH   DFND 1,5 525,212 0 9,008,064
LIBERTY GLOBAL PLC SHS CL C G5480U120 79,693 2,121,747 SH   DFND 1,5 94,300 0 2,027,447
LIBERTY GLOBAL PLC SHS CL C G5480U120 4,676 124,500 SH   DFND 6 90,100 0 34,400
LIBERTY GLOBAL PLC SHS CL C G5480U120 5,743 152,900 SH   DFND 7 61,700 0 91,200
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 108,342 4,290,785 SH   DFND 1,5 95,815 0 4,194,970
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,180 46,738 SH   DFND 3 46,738 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 27,601 16,540,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 34,848 65,788,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,157 5,960,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 240,717 6,319,702 SH   DFND 1,5 487,181 0 5,832,521
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 8,899 9,000,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 1,498 39,338 SH   DFND 3 39,338 0 0
LIBERTY PPTY TR SH BEN INT 531172104 45,786 1,368,368 SH   DFND 1,5 39,168 0 1,329,200
LIBERTY PPTY TR SH BEN INT 531172104 9,031 269,900 SH   DFND 6 269,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 3,969 118,605 SH   DFND 7 16,705 0 101,900
LIBERTY TAX INC CL A 53128T102 492 25,111 SH   DFND 6 25,111 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,882 84,929 SH   DFND 1,5 15,618 0 69,311
LIFEPOINT HEALTH INC COM 53219L109 7,622 110,067 SH   DFND 1,5 67 0 110,000
LIFEWAY FOODS INC COM 531914109 2,984 275,506 SH   DFND 1,5 25,506 0 250,000
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 104,441 975,263 SH   DFND 1,5 150 0 975,113
LILLY ELI & CO COM 532457108 379,834 5,274,738 SH   DFND 1,5 152,869 0 5,121,869
LILLY ELI & CO COM 532457108 23,443 325,555 SH   DFND 2 325,555 0 0
LILLY ELI & CO COM 532457108 15,978 221,881 SH   DFND 3 221,881 0 0
LILLY ELI & CO COM 532457108 20,179 280,220 SH   DFND 6 259,020 0 21,200
LILLY ELI & CO COM 532457108 41,681 578,817 SH   DFND 7 526,917 0 51,900
LINCOLN NATL CORP IND COM 534187109 350,746 8,947,600 SH   DFND 1,5 736,300 0 8,211,300
LINCOLN NATL CORP IND COM 534187109 3,159 80,591 SH   DFND 2 80,591 0 0
LINCOLN NATL CORP IND COM 534187109 3,421 87,278 SH   DFND 3 87,278 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,201 49,400 SH   DFND 1,5 0 0 49,400
LINEAR TECHNOLOGY CORP COM 535678106 3,567 80,053 SH   DFND 2 80,053 0 0
LINEAR TECHNOLOGY CORP COM 535678106 6,415 143,973 SH   DFND 3 143,973 0 0
LINKEDIN CORP COM CL A 53578A108 93,711 819,508 SH   DFND 1,5 57,108 0 762,400
LINKEDIN CORP COM CL A 53578A108 4,631 40,500 SH   DFND 3 40,500 0 0
LINKEDIN CORP COM CL A 53578A108 675 5,900 SH   DFND 6 5,900 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 28,155 5,542,228 SH   DFND 1,5 65,800 0 5,476,428
LIONBRIDGE TECHNOLOGIES INC COM 536252109 20,031 3,958,775 SH   DFND 1,5 0 0 3,958,775
LIONBRIDGE TECHNOLOGIES INC COM 536252109 669 132,300 SH   DFND 1,9 0 0 132,300
LIONS GATE ENTMNT CORP COM NEW 535919203 185,037 8,468,505 SH   DFND 1,5 152,170 0 8,316,335
LIONS GATE ENTMNT CORP COM NEW 535919203 330 15,100 SH   DFND 6 15,100 0 0
LIQUIDITY SERVICES INC COM 53635B107 2,529 488,200 SH   DFND 1,5 96,900 0 391,300
LITTELFUSE INC COM 537008104 5,281 42,900 SH   DFND 1,5 0 0 42,900
LIVANOVA PLC SHS G5509L101 82,732 1,532,666 SH   DFND 1,5 139 0 1,532,527
LIVE NATION ENTERTAINMENT IN COM 538034109 137,284 6,153,490 SH   DFND 1,5 111,906 0 6,041,584
LKQ CORP COM 501889208 53,323 1,670,000 SH   DFND 11 1,670,000 0 0
LOCKHEED MARTIN CORP COM 539830109 373,136 1,684,587 SH   DFND 1,5 213,703 0 1,470,884
LOCKHEED MARTIN CORP COM 539830109 19,463 87,870 SH   DFND 2 87,870 0 0
LOCKHEED MARTIN CORP COM 539830109 21,808 98,456 SH   DFND 3 98,456 0 0
LOCKHEED MARTIN CORP COM 539830109 14,929 67,400 SH   DFND 6 67,400 0 0
LOCKHEED MARTIN CORP COM 539830109 32,986 148,920 SH   DFND 7 148,920 0 0
LOEWS CORP COM 540424108 3,876 101,300 SH   DFND 1,5 0 0 101,300
LOEWS CORP COM 540424108 3,427 89,572 SH   DFND 2 89,572 0 0
LOEWS CORP COM 540424108 5,135 134,206 SH   DFND 3 134,206 0 0
LOGMEIN INC COM 54142L109 39,810 788,944 SH   DFND 1,5 56,804 0 732,140
LOGMEIN INC COM 54142L109 474 9,391 SH   DFND 1,9 0 0 9,391
LOUISIANA PAC CORP COM 546347105 180 10,500 SH   DFND 1,5 10,500 0 0
LOWES COS INC COM 548661107 516,345 6,816,440 SH   DFND 1,5 5,027 0 6,811,413
LOWES COS INC COM 548661107 23,185 306,070 SH   DFND 2 306,070 0 0
LOWES COS INC COM 548661107 16,648 219,771 SH   DFND 3 219,771 0 0
LOWES COS INC COM 548661107 8,421 111,170 SH   DFND 6 111,170 0 0
LOWES COS INC COM 548661107 31,260 412,669 SH   DFND 7 0 0 412,669
LOXO ONCOLOGY INC COM 548862101 59,085 2,161,119 SH   DFND 1,5 0 0 2,161,119
LOXO ONCOLOGY INC COM 548862101 18,343 670,940 SH   DFND 6 670,940 0 0
LOXO ONCOLOGY INC COM 548862101 3,161 115,600 SH   DFND 7 115,600 0 0
LPL FINL HLDGS INC COM 50212V100 3,762 151,700 SH   DFND 1,5 0 0 151,700
LULULEMON ATHLETICA INC COM 550021109 1,290,828 19,064,065 SH   DFND 1,5 2,988,586 0 16,075,479
LULULEMON ATHLETICA INC COM 550021109 4,112 60,723 SH   DFND 6 60,723 0 0
LUMENTUM HLDGS INC COM 55024U109 1,043 38,680 SH   DFND 1,5 0 0 38,680
LUMOS NETWORKS CORP COM 550283105 20,652 1,608,402 SH   DFND 1,5 0 0 1,608,402
LUMOS NETWORKS CORP COM 550283105 2,345 182,600 SH   DFND 6 182,600 0 0
LUMOS NETWORKS CORP COM 550283105 1,061 82,600 SH   DFND 7 82,600 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 7,483 705,253 SH   DFND 1,5 166,914 0 538,339
LUXFER HLDGS PLC SPONSORED ADR 550678106 5,160 486,315 SH   DFND 6 486,315 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 797 75,110 SH   DFND 7 75,110 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 24,232 440,350 SH   DFND 1,5 10,500 0 429,850
LUXOFT HLDG INC ORD SHS CL A G57279104 3,137 57,000 SH   DFND 1,9 0 0 57,000
LYON WILLIAM HOMES CL A NEW 552074700 9,945 686,311 SH   DFND 1,5 0 0 686,311
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,094,879 24,478,600 SH   DFND 1,5 865,632 0 23,612,968
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 9,897 115,645 SH   DFND 2 115,645 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 18,358 214,510 SH   DFND 3 214,510 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 26,663 311,557 SH   DFND 6 257,257 0 54,300
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 46,972 548,865 SH   DFND 7 353,677 0 195,188
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,961 34,600 SH   DFND 11 34,600 0 0
M & T BK CORP COM 55261F104 1,135,419 10,229,000 SH   DFND 1,5 394,464 0 9,834,536
M & T BK CORP COM 55261F104 5,907 53,212 SH   DFND 2 53,212 0 0
M & T BK CORP COM 55261F104 34,650 312,166 SH   DFND 3 312,166 0 0
M & T BK CORP COM 55261F104 16,789 151,253 SH   DFND 6 134,153 0 17,100
M & T BK CORP COM 55261F104 11,650 104,959 SH   DFND 7 63,559 0 41,400
M D C HLDGS INC COM 552676108 89,179 3,558,624 SH   DFND 1,5 192,024 0 3,366,600
M D C HLDGS INC COM 552676108 1,095 43,700 SH   DFND 6 43,700 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 11,107 11,495,000 PRN   DFND 1,5 0 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 12,314 281,200 SH   DFND 1,9 0 0 281,200
MACERICH CO COM 554382101 438,556 5,534,526 SH   DFND 1,5 3,472,526 0 2,062,000
MACERICH CO COM 554382101 3,360 42,403 SH   DFND 2 42,403 0 0
MACERICH CO COM 554382101 3,071 38,760 SH   DFND 3 38,760 0 0
MACERICH CO COM 554382101 13,265 167,400 SH   DFND 6 167,400 0 0
MACERICH CO COM 554382101 5,602 70,700 SH   DFND 7 7,500 0 63,200
MACERICH CO COM 554382101 3,545 44,740 SH   DFND 11 44,740 0 0
MACK CALI RLTY CORP COM 554489104 233,241 9,925,137 SH   DFND 1,5 266,437 0 9,658,700
MACK CALI RLTY CORP COM 554489104 55,891 2,378,328 SH   DFND 6 2,349,219 0 29,109
MACK CALI RLTY CORP COM 554489104 26,689 1,135,693 SH   DFND 7 508,493 0 627,200
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,172 32,200 SH   DFND 1,5 0 0 32,200
MACROGENICS INC COM 556099109 66,372 3,539,822 SH   DFND 1,5 39 0 3,539,783
MACYS INC COM 55616P104 201,619 4,572,891 SH   DFND 1,5 181,591 0 4,391,300
MACYS INC COM 55616P104 6,424 145,700 SH   DFND 1,10 0 0 145,700
MACYS INC COM 55616P104 4,576 103,784 SH   DFND 2 103,784 0 0
MACYS INC COM 55616P104 12,413 281,534 SH   DFND 3 281,534 0 0
MACYS INC COM 55616P104 6,203 140,700 SH   DFND 6 114,600 0 26,100
MACYS INC COM 55616P104 4,973 112,800 SH   DFND 7 45,800 0 67,000
MADDEN STEVEN LTD COM 556269108 104,040 2,808,861 SH   DFND 1,5 104,031 0 2,704,830
MADDEN STEVEN LTD COM 556269108 18,420 497,295 SH   DFND 6 497,295 0 0
MADDEN STEVEN LTD COM 556269108 9,081 245,160 SH   DFND 7 212,360 0 32,800
MADISON SQUARE GARDEN CO NEW CL A 55825T103 16,629 99,958 SH   DFND 1,5 6,571 0 93,387
MAG SILVER CORP COM 55903Q104 4,075 431,700 SH   DFND 1,5 0 0 431,700
MAG SILVER CORP COM 55903Q104 11,344 1,201,700 SH   DFND 11 1,201,700 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 24,858 361,314 SH   DFND 1,5 0 0 361,314
MAGNA INTL INC COM 559222401 103,208 2,400,876 SH   DFND 1,5 96,008 0 2,304,868
MAGNA INTL INC COM 559222401 769 17,900 SH   DFND 6 17,900 0 0
MAGNA INTL INC COM 559222401 33,315 775,000 SH   DFND 11 775,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 2,852 524,298 SH   DFND 1,5 0 0 524,298
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3,861 709,816 SH   DFND 1,9 0 0 709,816
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 3,897 215,400 SH   DFND 1,5 30,700 0 184,700
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 13,998 773,800 SH   DFND 1,9 0 0 773,800
MALIBU BOATS INC COM CL A 56117J100 9,535 581,400 SH   DFND 1,5 0 0 581,400
MALLINCKRODT PUB LTD CO SHS G5785G107 14,470 236,129 SH   DFND 1,5 29 0 236,100
MALLINCKRODT PUB LTD CO SHS G5785G107 2,294 37,432 SH   DFND 2 37,432 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,216 19,851 SH   DFND 3 19,851 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 35,183 2,436,475 SH   DFND 1,5 0 0 2,436,475
MANHATTAN ASSOCS INC COM 562750109 293 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC FOODSERVICE INC COM 563568104 20,922 1,419,427 SH   DFND 1,5 502 0 1,418,925
MANITOWOC INC COM 563571108 7,022 1,621,640 SH   DFND 1,5 0 0 1,621,640
MANNING & NAPIER INC CL A 56382Q102 3,201 396,706 SH   DFND 1,5 396,706 0 0
MANNING & NAPIER INC CL A 56382Q102 705 87,300 SH   DFND 6 87,300 0 0
MANNKIND CORP COM 56400P201 3,812 2,367,862 SH   DFND 1,5 0 0 2,367,862
MANNKIND CORP COM 56400P201 1,610 1,000,000 SH   DFND   1,000,000 0 0
MANPOWERGROUP INC COM 56418H100 11,423 140,297 SH   DFND 1,5 10,513 0 129,784
MANPOWERGROUP INC COM 56418H100 19,700 241,957 SH   DFND 6 241,957 0 0
MANPOWERGROUP INC COM 56418H100 11,214 137,735 SH   DFND 7 137,735 0 0
MANTECH INTL CORP CL A 564563104 28,868 902,401 SH   DFND 1,5 40,893 0 861,508
MANULIFE FINL CORP COM 56501R106 1,293 91,398 SH   DFND 6 0 0 91,398
MANULIFE FINL CORP COM 56501R106 199 14,080 SH   DFND 7 14,080 0 0
MANULIFE FINL CORP COM 56501R106 461,332 32,598,221 SH   DFND 11 29,363,871 0 3,234,350
MANULIFE FINL CORP COM 56501R106 245 17,302 SH   DFND   17,302 0 0
MARATHON OIL CORP COM 565849106 114,429 10,271,886 SH   DFND 1,5 401,924 0 9,869,962
MARATHON OIL CORP COM 565849106 3,143 282,166 SH   DFND 2 282,166 0 0
MARATHON OIL CORP COM 565849106 3,461 310,677 SH   DFND 3 310,677 0 0
MARATHON OIL CORP COM 565849106 960 86,158 SH   DFND 6 86,158 0 0
MARATHON PETE CORP COM 56585A102 30,872 830,335 SH   DFND 1,5 30 0 830,305
MARATHON PETE CORP COM 56585A102 6,581 177,007 SH   DFND 2 177,007 0 0
MARATHON PETE CORP COM 56585A102 3,794 102,045 SH   DFND 3 102,045 0 0
MARATHON PETE CORP COM 56585A102 13,360 359,330 SH   DFND 6 270,232 0 89,098
MARATHON PETE CORP COM 56585A102 17,224 463,254 SH   DFND 7 301,554 0 161,700
MARINEMAX INC COM 567908108 14,190 728,800 SH   DFND 1,5 2,600 0 726,200
MARKEL CORP COM 570535104 16,409 18,405 SH   DFND 1,5 5 0 18,400
MARKEL CORP COM 570535104 474 532 SH   DFND 3 532 0 0
MARKET VECTORS ETF TR JP MORGAN EM LC 57060U522 1,220 65,600 SH   DFND 1,5 8,000 0 57,600
MARKET VECTORS ETF TR VIETNAM ETF 57060U761 1,375 98,200 SH   DFND 1,5 0 0 98,200
MARKETAXESS HLDGS INC COM 57060D108 29,959 240,000 SH   DFND 1,5 18,200 0 221,800
MARKETO INC COM 57063L107 112,659 5,756,721 SH   DFND 1,5 724,200 0 5,032,521
MARKETO INC COM 57063L107 17,633 901,007 SH   DFND 1,9 0 0 901,007
MARKIT LTD SHS G58249106 106,457 3,011,500 SH   DFND 1,5 173,700 0 2,837,800
MARKIT LTD SHS G58249106 315 8,900 SH   DFND 6 8,900 0 0
MARRIOTT INTL INC NEW CL A 571903202 606,030 8,514,045 SH   DFND 1,5 564,609 0 7,949,436
MARRIOTT INTL INC NEW CL A 571903202 4,526 63,585 SH   DFND 2 63,585 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,247 31,563 SH   DFND 3 31,563 0 0
MARSH & MCLENNAN COS INC COM 571748102 745,911 12,270,290 SH   DFND 1,5 224,309 0 12,045,981
MARSH & MCLENNAN COS INC COM 571748102 10,598 174,332 SH   DFND 2 174,332 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,863 63,543 SH   DFND 3 63,543 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,991 49,204 SH   DFND 6 49,204 0 0
MARSH & MCLENNAN COS INC COM 571748102 15,481 254,659 SH   DFND 7 96,565 0 158,094
MARTIN MARIETTA MATLS INC COM 573284106 302,705 1,897,715 SH   DFND 1,5 90,217 0 1,807,498
MARTIN MARIETTA MATLS INC COM 573284106 3,432 21,516 SH   DFND 2 21,516 0 0
MARTIN MARIETTA MATLS INC COM 573284106 944 5,915 SH   DFND 3 5,915 0 0
MARTIN MARIETTA MATLS INC COM 573284106 10,121 63,450 SH   DFND 6 63,450 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5,064 31,750 SH   DFND 7 31,750 0 0
MARTIN MARIETTA MATLS INC COM 573284106 526 3,300 SH   DFND 11 3,300 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 427,220 41,437,404 SH   DFND 1,5 161,806 0 41,275,598
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 156,098 15,140,454 SH   DFND 1,9 0 0 15,140,454
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 640 62,100 SH   DFND 6 62,100 0 0
MASCO CORP COM 574599106 188,981 6,008,930 SH   DFND 1,5 457,007 0 5,551,923
MASCO CORP COM 574599106 3,513 111,688 SH   DFND 2 111,688 0 0
MASCO CORP COM 574599106 1,661 52,799 SH   DFND 3 52,799 0 0
MASCO CORP COM 574599106 3,414 108,558 SH   DFND 7 108,558 0 0
MASIMO CORP COM 574795100 16,219 387,652 SH   DFND 1,5 10,638 0 377,014
MASONITE INTL CORP NEW COM 575385109 351 5,358 SH   DFND 1,5 0 0 5,358
MASTERCARD INC CL A 57636Q104 4,908,945 51,946,506 SH   DFND 1,5 3,343,636 0 48,602,870
MASTERCARD INC CL A 57636Q104 18,985 200,900 SH   DFND 1,9 0 0 200,900
MASTERCARD INC CL A 57636Q104 30,992 327,953 SH   DFND 2 327,953 0 0
MASTERCARD INC CL A 57636Q104 17,775 188,098 SH   DFND 3 188,098 0 0
MASTERCARD INC CL A 57636Q104 31,471 333,028 SH   DFND 6 297,728 0 35,300
MASTERCARD INC CL A 57636Q104 49,848 527,489 SH   DFND 7 161,800 0 365,689
MASTERCARD INC CL A 57636Q104 1,087 11,500 SH   DFND 11 11,500 0 0
MATSON INC COM 57686G105 8,743 217,650 SH   DFND 1,5 50 0 217,600
MATTEL INC COM 577081102 437,585 13,015,622 SH   DFND 1,5 706,774 0 12,308,848
MATTEL INC COM 577081102 3,823 113,720 SH   DFND 2 113,720 0 0
MATTEL INC COM 577081102 14,390 428,010 SH   DFND 3 428,010 0 0
MATTEL INC COM 577081102 9,108 270,900 SH   DFND 6 235,300 0 35,600
MATTEL INC COM 577081102 4,969 147,800 SH   DFND 7 60,900 0 86,900
MATTERSIGHT CORP COM 577097108 6,841 1,705,957 SH   DFND 1,5 0 0 1,705,957
MATTHEWS INTL CORP CL A 577128101 27,258 529,597 SH   DFND 1,5 26,467 0 503,130
MATTHEWS INTL CORP CL A 577128101 12,590 244,616 SH   DFND 6 244,616 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 707,696 19,241,315 SH   DFND 1,5 309,173 0 18,932,142
MAXIM INTEGRATED PRODS INC COM 57772K101 60,249 1,638,100 SH   DFND 1,9 0 0 1,638,100
MAXIM INTEGRATED PRODS INC COM 57772K101 15,240 414,360 SH   DFND 3 414,360 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,096 57,000 SH   DFND 6 57,000 0 0
MAXIMUS INC COM 577933104 135,156 2,567,562 SH   DFND 1,5 362 0 2,567,200
MAXIMUS INC COM 577933104 20,114 382,100 SH   DFND 6 382,100 0 0
MAXIMUS INC COM 577933104 4,665 88,620 SH   DFND 7 88,620 0 0
MAXIMUS INC COM 577933104 76,354 1,450,500 SH   DFND 11 1,450,500 0 0
MAXLINEAR INC CL A 57776J100 2,973 160,700 SH   DFND 1,9 0 0 160,700
MAXPOINT INTERACTIVE INC COM 57777M102 729 412,011 SH   DFND 6 412,011 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 360 203,220 SH   DFND 7 203,220 0 0
MB FINANCIAL INC NEW COM 55264U108 89,877 2,769,700 SH   DFND 1,5 0 0 2,769,700
MBIA INC COM 55262C100 857 96,813 SH   DFND 1,5 813 0 96,000
MCCORMICK & CO INC COM NON VTG 579780206 3,839 38,587 SH   DFND 2 38,587 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,619 26,328 SH   DFND 3 26,328 0 0
MCCORMICK & CO INC COM NON VTG 579780206 925 9,301 SH   DFND 6 9,301 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,789 48,138 SH   DFND 7 48,138 0 0
MCDONALDS CORP COM 580135101 1,981,504 15,766,260 SH   DFND 1,5 1,656,076 0 14,110,184
MCDONALDS CORP COM 580135101 37,900 301,556 SH   DFND 2 301,556 0 0
MCDONALDS CORP COM 580135101 51,568 410,315 SH   DFND 3 410,315 0 0
MCDONALDS CORP COM 580135101 32,691 260,113 SH   DFND 6 194,823 0 65,290
MCDONALDS CORP COM 580135101 65,448 520,753 SH   DFND 7 238,043 0 282,710
MCEWEN MNG INC COM 58039P107 1,089 579,110 SH   DFND 1,5 0 0 579,110
MCGRAW HILL FINL INC COM 580645109 1,677,910 16,952,014 SH   DFND 1,5 907,940 0 16,044,074
MCGRAW HILL FINL INC COM 580645109 50,015 505,300 SH   DFND 1,10 7,943 0 497,357
MCGRAW HILL FINL INC COM 580645109 8,783 88,733 SH   DFND 2 88,733 0 0
MCGRAW HILL FINL INC COM 580645109 5,216 52,699 SH   DFND 3 52,699 0 0
MCGRAW HILL FINL INC COM 580645109 7,940 80,214 SH   DFND 6 61,514 0 18,700
MCGRAW HILL FINL INC COM 580645109 10,848 109,600 SH   DFND 7 64,400 0 45,200
MCGRAW HILL FINL INC COM 580645109 1,287 13,000 SH   DFND 11 13,000 0 0
MCKESSON CORP COM 58155Q103 1,499,434 9,535,350 SH   DFND 1,5 293,484 0 9,241,866
MCKESSON CORP COM 58155Q103 15,516 98,670 SH   DFND 1,10 98,670 0 0
MCKESSON CORP COM 58155Q103 12,022 76,454 SH   DFND 2 76,454 0 0
MCKESSON CORP COM 58155Q103 10,061 63,979 SH   DFND 3 63,979 0 0
MCKESSON CORP COM 58155Q103 13,594 86,447 SH   DFND 6 75,447 0 11,000
MCKESSON CORP COM 58155Q103 36,772 233,843 SH   DFND 7 71,563 0 162,280
MCKESSON CORP COM 58155Q103 42,434 269,850 SH   DFND 11 269,850 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 148,624 6,297,643 SH   DFND 1,5 0 0 6,297,643
MDC PARTNERS INC CL A SUB VTG 552697104 6,698 283,800 SH   DFND 1,10 0 0 283,800
MDC PARTNERS INC CL A SUB VTG 552697104 15,615 661,660 SH   DFND 6 661,660 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 5,833 247,160 SH   DFND 7 247,160 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 942,473 11,091,832 SH   DFND 1,5 626,326 0 10,465,506
MEAD JOHNSON NUTRITION CO COM 582839106 5,299 62,362 SH   DFND 2 62,362 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,263 26,631 SH   DFND 3 26,631 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 19,044 224,130 SH   DFND 6 171,530 0 52,600
MEAD JOHNSON NUTRITION CO COM 582839106 22,197 261,235 SH   DFND 7 176,735 0 84,500
MEDICAL PPTYS TRUST INC COM 58463J304 170,946 13,169,982 SH   DFND 1,5 10,219,636 0 2,950,346
MEDICAL PPTYS TRUST INC COM 58463J304 11,956 921,114 SH   DFND 6 921,114 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,236 403,390 SH   DFND 7 280,400 0 122,990
MEDICINES CO NOTE 2.500% 1/1 584688AE5 10,430 9,230,000 PRN   DFND 1,5 0 0 0
MEDICINES CO COM 584688105 317,663 9,998,826 SH   DFND 1,5 608,179 0 9,390,647
MEDICINES CO COM 584688105 5,058 159,200 SH   DFND 6 159,200 0 0
MEDICINES CO COM 584688105 1,582 49,800 SH   DFND 7 49,800 0 0
MEDICINOVA INC COM NEW 58468P206 23,609 3,216,540 SH   DFND 1,5 0 0 3,216,540
MEDIDATA SOLUTIONS INC COM 58471A105 185,160 4,783,257 SH   DFND 1,5 65,650 0 4,717,607
MEDIDATA SOLUTIONS INC COM 58471A105 46,889 1,211,300 SH   DFND 1,9 0 0 1,211,300
MEDIVATION INC COM 58501N101 1,008,350 21,930,195 SH   DFND 1,5 459,960 0 21,470,235
MEDIVATION INC COM 58501N101 47,950 1,042,840 SH   DFND 6 964,540 0 78,300
MEDIVATION INC COM 58501N101 47,499 1,033,032 SH   DFND 7 881,232 0 151,800
MEDNAX INC COM 58502B106 205,778 3,184,433 SH   DFND 1,5 56,538 0 3,127,895
MEDNAX INC COM 58502B106 54,564 844,375 SH   DFND 6 844,375 0 0
MEDNAX INC COM 58502B106 12,207 188,903 SH   DFND 7 188,903 0 0
MEDNAX INC COM 58502B106 60,638 938,380 SH   DFND 11 938,380 0 0
MEDTRONIC PLC SHS G5960L103 5,372,628 71,635,038 SH   DFND 1,5 1,632,695 0 70,002,343
MEDTRONIC PLC SHS G5960L103 35,273 470,309 SH   DFND 2 470,309 0 0
MEDTRONIC PLC SHS G5960L103 59,261 790,150 SH   DFND 3 790,150 0 0
MEDTRONIC PLC SHS G5960L103 48,873 651,637 SH   DFND 6 447,248 0 204,389
MEDTRONIC PLC SHS G5960L103 134,882 1,798,424 SH   DFND 7 834,967 0 963,457
MEDTRONIC PLC SHS G5960L103 32,489 433,185 SH   DFND 11 433,185 0 0
MEI PHARMA INC COM NEW 55279B202 439 348,033 SH   DFND 1,5 0 0 348,033
MELLANOX TECHNOLOGIES LTD SHS M51363113 81,038 1,491,589 SH   DFND 1,5 302,600 0 1,188,989
MEMORIAL RESOURCE DEV CORP COM 58605Q109 87,304 8,575,993 SH   DFND 1,5 158,600 0 8,417,393
MENTOR GRAPHICS CORP COM 587200106 11,515 566,395 SH   DFND 1,5 225 0 566,170
MENTOR GRAPHICS CORP COM 587200106 20,151 991,196 SH   DFND 6 991,196 0 0
MENTOR GRAPHICS CORP COM 587200106 220 10,800 SH   DFND 7 10,800 0 0
MERCADOLIBRE INC COM 58733R102 73,901 627,073 SH   DFND 1,5 61,174 0 565,899
MERCADOLIBRE INC COM 58733R102 7,680 65,171 SH   DFND 3 65,171 0 0
MERCHANTS BANCSHARES COM 588448100 297 10,000 SH   DFND 1,5 0 0 10,000
MERCK & CO INC NEW COM 58933Y105 489,251 9,246,861 SH   DFND 1,5 201,844 0 9,045,017
MERCK & CO INC NEW COM 58933Y105 49,112 928,225 SH   DFND 2 928,225 0 0
MERCK & CO INC NEW COM 58933Y105 57,442 1,085,652 SH   DFND 3 1,085,652 0 0
MERCK & CO INC NEW COM 58933Y105 19,789 374,006 SH   DFND 6 191,609 0 182,397
MERCK & CO INC NEW COM 58933Y105 67,924 1,283,771 SH   DFND 7 693,193 0 590,578
MERIDIAN BANCORP INC MD COM 58958U103 61,333 4,406,086 SH   DFND 1,5 108,903 0 4,297,183
MERIDIAN BANCORP INC MD COM 58958U103 2,838 203,869 SH   DFND 6 203,869 0 0
MERIT MED SYS INC COM 589889104 8,319 449,913 SH   DFND 6 449,913 0 0
MERIT MED SYS INC COM 589889104 4,983 269,480 SH   DFND 7 196,180 0 73,300
MERITAGE HOMES CORP COM 59001A102 116,675 3,200,080 SH   DFND 1,5 0 0 3,200,080
MERRIMACK PHARMACEUTICALS IN COM 590328100 145,159 17,342,785 SH   DFND 1,5 2,625,799 0 14,716,986
MERRIMACK PHARMACEUTICALS IN COM 590328100 555 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 29,290 304,000 SH   DFND 1,5 30,300 0 273,700
MESOBLAST LTD SPONSORED ADR 590717104 11,441 1,189,250 SH   DFND 1,5 0 0 1,189,250
METHANEX CORP COM 59151K108 64,262 1,999,538 SH   DFND 1,5 0 0 1,999,538
METHANEX CORP COM 59151K108 2,742 85,334 SH   DFND 3 85,334 0 0
METHANEX CORP COM 59151K108 11,451 356,300 SH   DFND 6 97,400 0 258,900
METHANEX CORP COM 59151K108 10,309 320,764 SH   DFND 7 261,164 0 59,600
METHANEX CORP COM 59151K108 207,765 6,464,670 SH   DFND 11 5,480,470 0 984,200
METHODE ELECTRS INC COM 591520200 22,643 774,368 SH   DFND 1,5 15,268 0 759,100
METLIFE INC COM 59156R108 1,093,082 24,876,700 SH   DFND 1,5 955,199 0 23,921,501
METLIFE INC COM 59156R108 16,117 366,796 SH   DFND 2 366,796 0 0
METLIFE INC COM 59156R108 31,939 726,883 SH   DFND 3 726,883 0 0
METLIFE INC COM 59156R108 22,831 519,606 SH   DFND 6 434,166 0 85,440
METLIFE INC COM 59156R108 27,070 616,059 SH   DFND 7 274,225 0 341,834
METTLER TOLEDO INTERNATIONAL COM 592688105 857,947 2,488,533 SH   DFND 1,5 174,965 0 2,313,568
MFA FINL INC COM 55272X102 238,447 34,809,719 SH   DFND 1,5 211 0 34,809,508
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,519 2,000,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 112,342 14,646,921 SH   DFND 1,5 748,300 0 13,898,621
MGIC INVT CORP WIS COM 552848103 2,642 344,500 SH   DFND 6 344,500 0 0
MGM RESORTS INTERNATIONAL COM 552953101 58,587 2,732,600 SH   DFND 1,5 28,058 0 2,704,542
MGM RESORTS INTERNATIONAL COM 552953101 1,629 76,000 SH   DFND 6 76,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 283,794 4,982,343 SH   DFND 1,5 1,035,473 0 3,946,870
MICHAEL KORS HLDGS LTD SHS G60754101 3,418 60,013 SH   DFND 2 60,013 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 581 10,206 SH   DFND 3 10,206 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 740 13,000 SH   DFND 6 13,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 50,547 1,048,691 SH   DFND 1,5 0 0 1,048,691
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 61,355 59,640,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 18,521 9,310,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,281 68,064 SH   DFND 2 68,064 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,379 49,359 SH   DFND 3 49,359 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 15,249 12,090,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 6,808 5,700,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 30,745 45,130,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 347,259 33,167,061 SH   DFND 1,5 534,386 0 32,632,675
MICRON TECHNOLOGY INC COM 595112103 132,096 12,616,600 SH   DFND 1,9 0 0 12,616,600
MICRON TECHNOLOGY INC COM 595112103 3,633 346,992 SH   DFND 2 346,992 0 0
MICRON TECHNOLOGY INC COM 595112103 1,630 155,703 SH   DFND 3 155,703 0 0
MICRON TECHNOLOGY INC COM 595112103 1,184 113,100 SH   DFND 6 69,100 0 44,000
MICRON TECHNOLOGY INC COM 595112103 187 17,900 SH   DFND 7 17,900 0 0
MICROSEMI CORP COM 595137100 30,195 788,182 SH   DFND 1,9 0 0 788,182
MICROSOFT CORP COM 594918104 7,997,469 144,802,994 SH   DFND 1,5 8,551,780 0 136,251,214
MICROSOFT CORP COM 594918104 234,846 4,252,140 SH   DFND 1,9 0 0 4,252,140
MICROSOFT CORP COM 594918104 146,104 2,645,378 SH   DFND 2 2,645,378 0 0
MICROSOFT CORP COM 594918104 138,048 2,499,512 SH   DFND 3 2,499,512 0 0
MICROSOFT CORP COM 594918104 45,899 831,044 SH   DFND 6 778,944 0 52,100
MICROSOFT CORP COM 594918104 100,106 1,812,525 SH   DFND 7 303,650 0 1,508,875
MICROSOFT CORP COM 594918104 47,414 858,488 SH   DFND 11 858,488 0 0
MID-AMER APT CMNTYS INC COM 59522J103 366,838 3,589,065 SH   DFND 1,5 53,455 0 3,535,610
MID-AMER APT CMNTYS INC COM 59522J103 55,122 539,301 SH   DFND 6 539,301 0 0
MID-AMER APT CMNTYS INC COM 59522J103 20,421 199,790 SH   DFND 7 60,990 0 138,800
MIDDLEBY CORP COM 596278101 3,385 31,700 SH   DFND 1,5 100 0 31,600
MILLER HERMAN INC COM 600544100 12,288 397,800 SH   DFND 1,5 100 0 397,700
MILLER INDS INC TENN COM NEW 600551204 716 35,300 SH   DFND 1,5 35,300 0 0
MIMECAST LTD ORD SHS G14838109 2,919 300,000 SH   DFND 1,5 58,900 0 241,100
MIMEDX GROUP INC COM 602496101 10,224 1,169,777 SH   DFND 1,5 1,000 0 1,168,777
MINDBODY INC COM CL A 60255W105 10,806 810,651 SH   DFND 1,5 0 0 810,651
MINDBODY INC COM CL A 60255W105 3,073 230,500 SH   DFND 1,9 0 0 230,500
MINERVA NEUROSCIENCES INC COM 603380106 16,983 2,765,922 SH   DFND 1,5 0 0 2,765,922
MIRATI THERAPEUTICS INC COM 60468T105 55,585 2,597,429 SH   DFND 1,5 4,399 0 2,593,030
MIRATI THERAPEUTICS INC COM 60468T105 304 14,200 SH   DFND 6 14,200 0 0
MIRNA THERAPEUTICS INC COM 60470J103 6,230 1,425,700 SH   DFND 1,5 0 0 1,425,700
MITEL NETWORKS CORP COM 60671Q104 529 64,610 SH   DFND 1,5 0 0 64,610
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 4,757 588,070 SH   DFND 1,5 21,290 0 566,780
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 359,187 9,632,254 SH   DFND 1,5 166,738 0 9,465,516
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 37,663 1,010,000 SH   DFND 1,9 0 0 1,010,000
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 7,999 214,505 SH   DFND 3 214,505 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 3,345 89,700 SH   DFND 6 89,700 0 0
MOELIS & CO CL A 60786M105 1,002 35,500 SH   DFND 6 35,500 0 0
MOELIS & CO CL A 60786M105 2,436 86,300 SH   DFND 7 86,300 0 0
MOHAWK INDS INC COM 608190104 426,422 2,233,748 SH   DFND 1,5 93,920 0 2,139,828
MOHAWK INDS INC COM 608190104 4,061 21,273 SH   DFND 2 21,273 0 0
MOHAWK INDS INC COM 608190104 543 2,845 SH   DFND 3 2,845 0 0
MOHAWK INDS INC COM 608190104 22,995 120,454 SH   DFND 6 116,054 0 4,400
MOHAWK INDS INC COM 608190104 25,913 135,740 SH   DFND 7 135,740 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 24,675 15,000,000 PRN   DFND 1,5 0 0 0
MOLINA HEALTHCARE INC COM 60855R100 29,261 453,735 SH   DFND 1,5 35 0 453,700
MOLINA HEALTHCARE INC COM 60855R100 269 4,170 SH   DFND 3 4,170 0 0
MOLINA HEALTHCARE INC COM 60855R100 13,475 208,950 SH   DFND 6 208,950 0 0
MOLINA HEALTHCARE INC COM 60855R100 5,609 86,970 SH   DFND 7 86,970 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,133,580 11,786,027 SH   DFND 1,5 457,483 0 11,328,544
MOLSON COORS BREWING CO CL B 60871R209 12,744 132,500 SH   DFND 1,10 2,100 0 130,400
MOLSON COORS BREWING CO CL B 60871R209 5,914 61,484 SH   DFND 2 61,484 0 0
MOLSON COORS BREWING CO CL B 60871R209 15,687 163,102 SH   DFND 3 163,102 0 0
MOLSON COORS BREWING CO CL B 60871R209 14,789 153,761 SH   DFND 6 128,311 0 25,450
MOLSON COORS BREWING CO CL B 60871R209 15,034 156,314 SH   DFND 7 112,814 0 43,500
MOLSON COORS BREWING CO CL B 60871R209 269 2,802 SH   DFND   2,802 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 95,793 10,367,166 SH   DFND 1,5 1,822,703 0 8,544,463
MONARCH CASINO & RESORT INC COM 609027107 504 25,900 SH   DFND 6 25,900 0 0
MONDELEZ INTL INC CL A 609207105 950,587 23,693,583 SH   DFND 1,5 1,019,538 0 22,674,045
MONDELEZ INTL INC CL A 609207105 21,052 524,727 SH   DFND 2 524,727 0 0
MONDELEZ INTL INC CL A 609207105 19,055 474,954 SH   DFND 3 474,954 0 0
MONDELEZ INTL INC CL A 609207105 31,426 783,293 SH   DFND 6 581,253 0 202,040
MONDELEZ INTL INC CL A 609207105 76,973 1,918,576 SH   DFND 7 1,303,319 0 615,257
MONEYGRAM INTL INC COM NEW 60935Y208 16,148 2,638,549 SH   DFND 1,5 21,200 0 2,617,349
MONMOUTH REAL ESTATE INVT CO CL A 609720107 8,097 680,973 SH   DFND 1,5 0 0 680,973
MONOLITHIC PWR SYS INC COM 609839105 96,821 1,521,386 SH   DFND 1,5 4,995 0 1,516,391
MONOLITHIC PWR SYS INC COM 609839105 27,616 433,947 SH   DFND 1,9 0 0 433,947
MONOLITHIC PWR SYS INC COM 609839105 93,144 1,463,610 SH   DFND 6 1,427,210 0 36,400
MONOLITHIC PWR SYS INC COM 609839105 29,214 459,049 SH   DFND 7 425,849 0 33,200
MONSANTO CO NEW COM 61166W101 879,608 10,025,167 SH   DFND 1,5 498,243 0 9,526,924
MONSANTO CO NEW COM 61166W101 356 4,063 SH   DFND 1,10 4,063 0 0
MONSANTO CO NEW COM 61166W101 12,923 147,283 SH   DFND 2 147,283 0 0
MONSANTO CO NEW COM 61166W101 4,350 49,576 SH   DFND 3 49,576 0 0
MONSANTO CO NEW COM 61166W101 27,073 308,555 SH   DFND 6 202,735 0 105,820
MONSANTO CO NEW COM 61166W101 96,743 1,102,614 SH   DFND 7 438,978 0 663,636
MONSANTO CO NEW COM 61166W101 9,213 105,000 SH   DFND 11 105,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,178,636 16,334,051 SH   DFND 1,5 1,518,529 0 14,815,522
MONSTER BEVERAGE CORP NEW COM 61174X109 6,699 50,223 SH   DFND 2 50,223 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 17,943 134,525 SH   DFND 3 134,525 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 31,436 235,684 SH   DFND 6 212,684 0 23,000
MONSTER BEVERAGE CORP NEW COM 61174X109 45,071 337,911 SH   DFND 7 283,711 0 54,200
MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 9,144 10,000,000 PRN   DFND 1,5 0 0 0
MONSTER WORLDWIDE INC COM 611742107 17,930 5,500,000 SH   DFND 1,5 0 0 5,500,000
MOODYS CORP COM 615369105 256,394 2,655,283 SH   DFND 1,5 46,873 0 2,608,410
MOODYS CORP COM 615369105 5,476 56,713 SH   DFND 2 56,713 0 0
MOODYS CORP COM 615369105 1,936 20,054 SH   DFND 3 20,054 0 0
MOODYS CORP COM 615369105 2,549 26,400 SH   DFND 7 26,400 0 0
MOODYS CORP COM 615369105 5,702 59,052 SH   DFND 11 59,052 0 0
MOOG INC CL A 615394202 158,729 3,474,812 SH   DFND 1,5 5,130 0 3,469,682
MOOG INC CL A 615394202 6,039 132,206 SH   DFND 6 132,206 0 0
MOOG INC CL A 615394202 1,916 41,935 SH   DFND 7 41,935 0 0
MORGAN STANLEY COM NEW 617446448 521,971 20,870,484 SH   DFND 1,5 855,419 0 20,015,065
MORGAN STANLEY COM NEW 617446448 12,779 510,955 SH   DFND 2 510,955 0 0
MORGAN STANLEY COM NEW 617446448 15,014 600,304 SH   DFND 3 600,304 0 0
MORGAN STANLEY COM NEW 617446448 9,312 372,327 SH   DFND 6 372,327 0 0
MORGAN STANLEY COM NEW 617446448 17,888 715,252 SH   DFND 7 0 0 715,252
MOSAIC CO NEW COM 61945C103 21,102 781,564 SH   DFND 1,5 109,603 0 671,961
MOSAIC CO NEW COM 61945C103 3,183 117,904 SH   DFND 2 117,904 0 0
MOSAIC CO NEW COM 61945C103 6,057 224,339 SH   DFND 3 224,339 0 0
MOTORCAR PTS AMER INC COM 620071100 23,363 615,129 SH   DFND 6 615,129 0 0
MOTORCAR PTS AMER INC COM 620071100 5,070 133,500 SH   DFND 7 133,500 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 168,633 2,227,646 SH   DFND 1,5 157,465 0 2,070,181
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,017 53,062 SH   DFND 2 53,062 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,653 35,053 SH   DFND 3 35,053 0 0
MOVADO GROUP INC COM 624580106 9,637 350,060 SH   DFND 1,5 325,060 0 25,000
MPLX LP COM UNIT REP LTD 55336V100 136,776 4,606,799 SH   DFND 1,5 0 0 4,606,799
MRC GLOBAL INC COM 55345K103 11,742 893,600 SH   DFND 1,5 82,670 0 810,930
MRC GLOBAL INC COM 55345K103 1,206 91,800 SH   DFND 6 44,100 0 47,700
MRC GLOBAL INC COM 55345K103 1,819 138,470 SH   DFND 7 94,570 0 43,900
MSC INDL DIRECT INC CL A 553530106 37,522 491,700 SH   DFND 1,5 0 0 491,700
MSCI INC COM 55354G100 687,428 9,279,542 SH   DFND 1,5 487,640 0 8,791,902
MSCI INC COM 55354G100 11,275 152,200 SH   DFND 1,9 0 0 152,200
MSCI INC COM 55354G100 47,293 638,400 SH   DFND 1,10 10,000 0 628,400
MSCI INC COM 55354G100 2,185 29,500 SH   DFND 7 29,500 0 0
MSCI INC COM 55354G100 1,696 22,900 SH   DFND 11 22,900 0 0
MUELLER INDS INC COM 624756102 141,189 4,799,080 SH   DFND 1,5 106 0 4,798,974
MULTI COLOR CORP COM 625383104 34,166 640,403 SH   DFND 1,5 6,003 0 634,400
MULTI COLOR CORP COM 625383104 79,940 1,498,412 SH   DFND 6 1,468,012 0 30,400
MULTI COLOR CORP COM 625383104 12,550 235,230 SH   DFND 7 210,930 0 24,300
MULTI FINELINE ELECTRONIX IN COM 62541B101 9,980 430,000 SH   DFND 1,5 30,000 0 400,000
MURPHY OIL CORP COM 626717102 311,945 12,383,697 SH   DFND 1,5 1,983,397 0 10,400,300
MURPHY OIL CORP COM 626717102 1,362 54,087 SH   DFND 2 54,087 0 0
MURPHY OIL CORP COM 626717102 2,966 117,758 SH   DFND 3 117,758 0 0
MURPHY USA INC COM 626755102 46,309 753,606 SH   DFND 1,5 96 0 753,510
MYLAN N V SHS EURO N59465109 294,578 6,355,519 SH   DFND 1,5 340,322 0 6,015,197
MYLAN N V SHS EURO N59465109 6,390 137,859 SH   DFND 2 137,859 0 0
MYLAN N V SHS EURO N59465109 3,101 66,898 SH   DFND 3 66,898 0 0
MYOKARDIA INC COM 62857M105 42,158 3,936,270 SH   DFND 1,5 0 0 3,936,270
MYOS RENS TECHNOLOGY INC COM 62857P108 136 80,000 SH   DFND 1,5 0 0 80,000
MYR GROUP INC DEL COM 55405W104 381 15,190 SH   DFND 1,5 15,190 0 0
MYRIAD GENETICS INC COM 62855J104 40,926 1,093,400 SH   DFND 1,5 0 0 1,093,400
NABORS INDUSTRIES LTD SHS G6359F103 93,342 10,145,870 SH   DFND 1,5 83,536 0 10,062,334
NABORS INDUSTRIES LTD SHS G6359F103 811 88,130 SH   DFND 3 88,130 0 0
NABORS INDUSTRIES LTD SHS G6359F103 142 15,400 SH   DFND 6 15,400 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,114 338,490 SH   DFND 7 338,490 0 0
NACCO INDS INC CL A 629579103 19,001 330,965 SH   DFND 1,5 36,265 0 294,700
NANOMETRICS INC COM 630077105 2,137 134,900 SH   DFND 1,9 0 0 134,900
NANTKWEST INC COM 63016Q102 19,148 2,329,395 SH   DFND 1,5 48,511 0 2,280,884
NASDAQ INC COM 631103108 8,337 125,600 SH   DFND 1,5 11,500 0 114,100
NASDAQ INC COM 631103108 2,547 38,370 SH   DFND 2 38,370 0 0
NASDAQ INC COM 631103108 815 12,280 SH   DFND 3 12,280 0 0
NASDAQ INC COM 631103108 103,661 1,561,627 SH   DFND 6 1,554,608 0 7,019
NASDAQ INC COM 631103108 35,814 539,533 SH   DFND 7 539,533 0 0
NASDAQ INC COM 631103108 46,054 693,800 SH   DFND 11 693,800 0 0
NATIONAL BANKSHARES INC VA COM 634865109 690 20,100 SH   DFND 1,5 20,100 0 0
NATIONAL FUEL GAS CO N J COM 636180101 11,547 230,711 SH   DFND 1,5 0 0 230,711
NATIONAL GRID PLC SPON ADR NEW 636274300 648 9,067 SH   DFND 3 9,067 0 0
NATIONAL HEALTH INVS INC COM 63633D104 81,820 1,230,000 SH   DFND 1,5 1,230,000 0 0
NATIONAL HEALTHCARE CORP COM 635906100 2,118 34,000 SH   DFND 1,5 681 0 33,319
NATIONAL HOLDINGS CORP COM NEW 636375206 1,208 505,342 SH   DFND 6 505,342 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 597 249,977 SH   DFND 7 249,977 0 0
NATIONAL INTERSTATE CORP COM 63654U100 27,499 919,095 SH   DFND 1,5 92,995 0 826,100
NATIONAL OILWELL VARCO INC COM 637071101 124,866 4,014,969 SH   DFND 1,5 61,937 0 3,953,032
NATIONAL OILWELL VARCO INC COM 637071101 3,909 125,692 SH   DFND 2 125,692 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,704 151,244 SH   DFND 3 151,244 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,480 79,730 SH   DFND 6 79,730 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 107,664 2,330,383 SH   DFND 1,5 39,447 0 2,290,936
NATIONAL RETAIL PPTYS INC COM 637417106 12,843 277,979 SH   DFND 6 277,979 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,405 117,000 SH   DFND 7 12,100 0 104,900
NATIONAL WESTN LIFE GROUP IN CL A 638517102 45,439 197,020 SH   DFND 1,5 25,300 0 171,720
NATIONAL WESTN LIFE GROUP IN CL A 638517102 6,657 28,863 SH   DFND 6 28,863 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 2,537 11,000 SH   DFND 7 11,000 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 603 60,900 SH   DFND 1,5 0 0 60,900
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 474 35,000 SH   DFND 1,5 35,000 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 270 12,700 SH   DFND 1,5 0 0 12,700
NATURAL GROCERS BY VITAMIN C COM 63888U108 16,509 776,177 SH   DFND 6 712,577 0 63,600
NATURAL GROCERS BY VITAMIN C COM 63888U108 7,918 372,242 SH   DFND 7 314,342 0 57,900
NATUS MEDICAL INC DEL COM 639050103 16,909 440,000 SH   DFND 1,5 0 0 440,000
NAVIENT CORP COM 63938C108 250,441 20,922,372 SH   DFND 1,5 13,900 0 20,908,472
NAVIENT CORP COM 63938C108 1,372 114,660 SH   DFND 2 114,660 0 0
NAVIENT CORP COM 63938C108 667 55,709 SH   DFND 3 55,709 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 5,351 4,735,633 SH   DFND 1,5 13,700 0 4,721,933
NCI INC CL A 62886K104 11,586 826,980 SH   DFND 1,5 130,280 0 696,700
NCI INC CL A 62886K104 392 28,000 SH   DFND 6 28,000 0 0
NCR CORP NEW COM 62886E108 140,250 4,685,930 SH   DFND 1,5 7,900 0 4,678,030
NCR CORP NEW COM 62886E108 8,577 286,570 SH   DFND 6 106,180 0 180,390
NCR CORP NEW COM 62886E108 49,465 1,652,696 SH   DFND 7 872,759 0 779,937
NEENAH PAPER INC COM 640079109 54,235 851,955 SH   DFND 1,5 1,855 0 850,100
NEKTAR THERAPEUTICS COM 640268108 21,361 1,553,503 SH   DFND 1,5 0 0 1,553,503
NELNET INC CL A 64031N108 1,144 29,056 SH   DFND 1,5 56 0 29,000
NEONODE INC COM NEW 64051M402 4,717 2,312,235 SH   DFND 1,5 193,990 0 2,118,245
NEOVASC INC COM 64065J106 42,729 10,006,711 SH   DFND 1,5 0 0 10,006,711
NEOVASC INC COM 64065J106 80 18,800 SH   DFND 6 18,800 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 7,225 785,326 SH   DFND 1,5 187,226 0 598,100
NETAPP INC COM 64110D104 8,595 314,960 SH   DFND 1,5 0 0 314,960
NETAPP INC COM 64110D104 2,639 96,688 SH   DFND 2 96,688 0 0
NETAPP INC COM 64110D104 477 17,486 SH   DFND 3 17,486 0 0
NETEASE INC SPONSORED ADR 64110W102 3,676 25,600 SH   DFND 1,9 0 0 25,600
NETFLIX INC COM 64110L106 2,090,661 20,450,562 SH   DFND 1,5 1,435,772 0 19,014,790
NETFLIX INC COM 64110L106 14,637 143,177 SH   DFND 2 143,177 0 0
NETFLIX INC COM 64110L106 8,767 85,761 SH   DFND 3 85,761 0 0
NETFLIX INC COM 64110L106 6,378 62,393 SH   DFND 6 62,393 0 0
NETGEAR INC COM 64111Q104 82,867 2,052,682 SH   DFND 1,5 246,992 0 1,805,690
NETSCOUT SYS INC COM 64115T104 6,142 267,400 SH   DFND 1,5 0 0 267,400
NETSUITE INC COM 64118Q107 146,339 2,136,645 SH   DFND 1,5 15,821 0 2,120,824
NETSUITE INC COM 64118Q107 78,948 1,152,700 SH   DFND 1,9 0 0 1,152,700
NEUROCRINE BIOSCIENCES INC COM 64125C109 476,080 12,037,416 SH   DFND 1,5 293,062 0 11,744,354
NEUROCRINE BIOSCIENCES INC COM 64125C109 31,894 806,421 SH   DFND 6 806,421 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,895 123,770 SH   DFND 7 123,770 0 0
NEUSTAR INC CL A 64126X201 33,855 1,376,200 SH   DFND 1,5 133,900 0 1,242,300
NEVRO CORP COM 64157F103 236,636 4,206,122 SH   DFND 1,5 54,449 0 4,151,673
NEVRO CORP COM 64157F103 1,188 21,110 SH   DFND 6 21,110 0 0
NEW GOLD INC CDA COM 644535106 44,094 11,807,759 SH   DFND 1,5 900 0 11,806,859
NEW HOME CO INC COM 645370107 18,820 1,535,085 SH   DFND 1,5 0 0 1,535,085
NEW JERSEY RES COM 646025106 20,248 555,800 SH   DFND 1,5 0 0 555,800
NEW JERSEY RES COM 646025106 19,005 521,673 SH   DFND 6 487,744 0 33,929
NEW JERSEY RES COM 646025106 6,185 169,780 SH   DFND 7 169,780 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 57,227 1,654,438 SH   DFND 1,5 115,693 0 1,538,745
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 78,083 2,257,388 SH   DFND 1,9 0 0 2,257,388
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 31,262 903,800 SH   DFND 1,10 14,100 0 889,700
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5,223 151,000 SH   DFND 6 110,000 0 41,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,317 95,900 SH   DFND 7 95,900 0 0
NEW RELIC INC COM 64829B100 178,477 6,843,453 SH   DFND 1,5 244,511 0 6,598,942
NEW RELIC INC COM 64829B100 15,320 587,418 SH   DFND 1,9 0 0 587,418
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 13,682 1,176,450 SH   DFND 1,5 0 0 1,176,450
NEW SR INVT GROUP INC COM 648691103 22,449 2,179,556 SH   DFND 1,5 0 0 2,179,556
NEW YORK CMNTY BANCORP INC COM 649445103 3,202 201,400 SH   DFND 1,5 0 0 201,400
NEW YORK MTG TR INC PFD-C CONV 649604808 6,016 301,558 SH   DFND 1,5 0 0 301,558
NEW YORK REIT INC COM 64976L109 143,008 14,159,243 SH   DFND 1,5 9,232,340 0 4,926,903
NEW YORK REIT INC COM 64976L109 3,149 311,800 SH   DFND 6 311,800 0 0
NEW YORK REIT INC COM 64976L109 1,332 131,900 SH   DFND 7 13,600 0 118,300
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 8,874 2,049,361 SH   DFND 1,5 0 0 2,049,361
NEWELL RUBBERMAID INC COM 651229106 283,132 6,392,679 SH   DFND 1,5 102,390 0 6,290,289
NEWELL RUBBERMAID INC COM 651229106 3,958 89,369 SH   DFND 2 89,369 0 0
NEWELL RUBBERMAID INC COM 651229106 4,780 107,914 SH   DFND 3 107,914 0 0
NEWELL RUBBERMAID INC COM 651229106 1,475 33,300 SH   DFND 6 33,300 0 0
NEWFIELD EXPL CO COM 651290108 461,208 13,870,908 SH   DFND 1,5 43,309 0 13,827,599
NEWFIELD EXPL CO COM 651290108 2,203 66,268 SH   DFND 2 66,268 0 0
NEWFIELD EXPL CO COM 651290108 280 8,421 SH   DFND 3 8,421 0 0
NEWLINK GENETICS CORP COM 651511107 18,253 1,002,926 SH   DFND 1,5 300 0 1,002,626
NEWMARKET CORP COM 651587107 30,019 75,756 SH   DFND 1,5 3 0 75,753
NEWMONT MINING CORP COM 651639106 78,921 2,969,200 SH   DFND 1,5 0 0 2,969,200
NEWMONT MINING CORP COM 651639106 4,704 176,986 SH   DFND 2 176,986 0 0
NEWMONT MINING CORP COM 651639106 938 35,301 SH   DFND 3 35,301 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 17,467 4,043,300 SH   DFND 1,5 0 0 4,043,300
NEWS CORP NEW CL A 65249B109 14,611 1,144,191 SH   DFND 1,5 1,091 0 1,143,100
NEWS CORP NEW CL B 65249B208 478 36,055 SH   DFND 2 36,055 0 0
NEWS CORP NEW CL A 65249B109 1,623 127,091 SH   DFND 2 127,091 0 0
NEWS CORP NEW CL A 65249B109 436 34,162 SH   DFND 3 34,162 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 56,048 1,266,052 SH   DFND 1,5 1,200 0 1,264,852
NEXTERA ENERGY INC COM 65339F101 941,491 7,955,811 SH   DFND 1,5 637 0 7,955,174
NEXTERA ENERGY INC COM 65339F101 18,231 154,054 SH   DFND 2 154,054 0 0
NEXTERA ENERGY INC COM 65339F101 15,404 130,171 SH   DFND 3 130,171 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 79,665 2,929,950 SH   DFND 1,5 0 0 2,929,950
NIC INC COM 62914B100 9,962 552,540 SH   DFND 1,5 240 0 552,300
NICE SYS LTD SPONSORED ADR 653656108 10,464 161,500 SH   DFND 6 139,900 0 21,600
NICE SYS LTD SPONSORED ADR 653656108 8,138 125,610 SH   DFND 7 104,610 0 21,000
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,525 326,729 SH   DFND 1,5 91,129 0 235,600
NIELSEN HLDGS PLC SHS EUR G6518L108 16,584 314,922 SH   DFND 1,5 722 0 314,200
NIELSEN HLDGS PLC SHS EUR G6518L108 6,374 121,036 SH   DFND 2 121,036 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 420 7,971 SH   DFND 3 7,971 0 0
NIKE INC CL B 654106103 4,811,818 78,279,122 SH   DFND 1,5 5,242,608 0 73,036,514
NIKE INC CL B 654106103 27,753 451,492 SH   DFND 2 451,492 0 0
NIKE INC CL B 654106103 29,997 487,998 SH   DFND 3 487,998 0 0
NIKE INC CL B 654106103 20,140 327,636 SH   DFND 6 277,836 0 49,800
NIKE INC CL B 654106103 25,599 416,450 SH   DFND 7 294,450 0 122,000
NIMBLE STORAGE INC COM 65440R101 82,375 10,506,980 SH   DFND 1,5 532,500 0 9,974,480
NIMBLE STORAGE INC COM 65440R101 309 39,400 SH   DFND 1,9 0 0 39,400
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,119 49,000 SH   DFND 1,5 0 0 49,000
NISKA GAS STORAGE PARTNERS L UNIT LTD LIABI 654678101 2,881 806,893 SH   DFND 1,5 0 0 806,893
NISOURCE INC COM 65473P105 83,682 3,551,852 SH   DFND 1,5 1,069 0 3,550,783
NISOURCE INC COM 65473P105 2,520 106,942 SH   DFND 2 106,942 0 0
NISOURCE INC COM 65473P105 876 37,192 SH   DFND 3 37,192 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 417 100,000 SH   DFND 1,5 0 0 100,000
NN INC COM 629337106 18,924 1,383,342 SH   DFND 6 1,383,342 0 0
NN INC COM 629337106 3,796 277,500 SH   DFND 7 277,500 0 0
NOBLE ENERGY INC COM 655044105 732,338 23,315,439 SH   DFND 1,5 949,354 0 22,366,085
NOBLE ENERGY INC COM 655044105 4,505 143,433 SH   DFND 2 143,433 0 0
NOBLE ENERGY INC COM 655044105 5,286 168,282 SH   DFND 3 168,282 0 0
NOBLE ENERGY INC COM 655044105 784 24,949 SH   DFND 6 24,949 0 0
NOKIA CORP SPONSORED ADR 654902204 11,515 1,948,324 SH   DFND 1,5 0 0 1,948,324
NOKIA CORP SPONSORED ADR 654902204 84 14,213 SH   DFND 3 14,213 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 12,780 1,418,400 SH   DFND 1,5 0 0 1,418,400
NOMAD HLDGS LTD USD ORD SHS G6564A105 101 11,200 SH   DFND 6 11,200 0 0
NOODLES & CO CL A 65540B105 46,614 3,930,369 SH   DFND 1,5 402,311 0 3,528,058
NORD ANGLIA EDUCATION INC SHS G6583A102 18,081 865,532 SH   DFND 1,5 3,127 0 862,405
NORDSTROM INC COM 655664100 2,457 42,942 SH   DFND 2 42,942 0 0
NORDSTROM INC COM 655664100 2,980 52,096 SH   DFND 3 52,096 0 0
NORFOLK SOUTHERN CORP COM 655844108 169,766 2,039,229 SH   DFND 1,5 24,115 0 2,015,114
NORFOLK SOUTHERN CORP COM 655844108 8,303 99,737 SH   DFND 2 99,737 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,092 37,138 SH   DFND 3 37,138 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,158 25,920 SH   DFND 6 25,920 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,839 82,148 SH   DFND 7 0 0 82,148
NORFOLK SOUTHERN CORP COM 655844108 1,124 13,500 SH   DFND 11 13,500 0 0
NORTEK INC COM NEW 656559309 14,517 300,625 SH   DFND 1,5 0 0 300,625
NORTHERN OIL & GAS INC NEV COM 665531109 24,236 6,074,233 SH   DFND 1,5 0 0 6,074,233
NORTHERN TR CORP COM 665859104 478,623 7,344,220 SH   DFND 1,5 12,788 0 7,331,432
NORTHERN TR CORP COM 665859104 4,692 71,992 SH   DFND 2 71,992 0 0
NORTHERN TR CORP COM 665859104 2,620 40,205 SH   DFND 3 40,205 0 0
NORTHERN TR CORP COM 665859104 5,608 86,050 SH   DFND 6 86,050 0 0
NORTHROP GRUMMAN CORP COM 666807102 466,017 2,354,812 SH   DFND 1,5 57,941 0 2,296,871
NORTHROP GRUMMAN CORP COM 666807102 11,977 60,519 SH   DFND 2 60,519 0 0
NORTHROP GRUMMAN CORP COM 666807102 10,121 51,141 SH   DFND 3 51,141 0 0
NORTHROP GRUMMAN CORP COM 666807102 5,363 27,100 SH   DFND 6 20,800 0 6,300
NORTHROP GRUMMAN CORP COM 666807102 5,126 25,900 SH   DFND 7 10,600 0 15,300
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 42,486 3,743,251 SH   DFND 1,5 84,745 0 3,658,506
NORTHSTAR REALTY EUROPE CORP COM 66706L101 4,385 378,018 SH   DFND 1,5 0 0 378,018
NORTHSTAR REALTY EUROPE CORP COM 66706L101 1,133 97,665 SH   DFND 6 97,665 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 624 53,760 SH   DFND 7 43,310 0 10,450
NORTHSTAR RLTY FIN CORP COM 66704R803 95,013 7,241,821 SH   DFND 1,5 49,700 0 7,192,121
NORTHSTAR RLTY FIN CORP COM 66704R803 4,525 344,900 SH   DFND 6 344,900 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 2,276 173,490 SH   DFND 7 140,340 0 33,150
NORWOOD FINANCIAL CORP COM 669549107 5,694 208,110 SH   DFND 1,5 19,600 0 188,510
NOVADAQ TECHNOLOGIES INC COM 66987G102 32,129 2,897,100 SH   DFND 1,5 187,700 0 2,709,400
NOVAGOLD RES INC COM NEW 66987E206 105,062 20,737,042 SH   DFND 1,5 1,418,248 0 19,318,794
NOVARTIS A G SPONSORED ADR 66987V109 43,194 596,266 SH   DFND 1,5 36 0 596,230
NOVARTIS A G SPONSORED ADR 66987V109 6,632 91,552 SH   DFND 3 91,552 0 0
NOVARTIS A G SPONSORED ADR 66987V109 203 2,800 SH   DFND 6 2,800 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,831 39,087 SH   DFND 7 0 0 39,087
NOVAVAX INC COM 670002104 209,123 40,527,655 SH   DFND 1,5 272,796 0 40,254,859
NOVAVAX INC COM 670002104 91 17,700 SH   DFND 6 17,700 0 0
NOVO-NORDISK A S ADR 670100205 526,877 9,722,779 SH   DFND 1,5 218,178 0 9,504,601
NOVO-NORDISK A S ADR 670100205 12,966 239,263 SH   DFND 3 239,263 0 0
NOVOCURE LTD ORD SHS G6674U108 80,005 5,525,221 SH   DFND 1,5 497,149 0 5,028,072
NOW INC COM 67011P100 887 50,069 SH   DFND 1,5 2,779 0 47,290
NRG ENERGY INC COM NEW 629377508 50,951 3,916,275 SH   DFND 1,5 896 0 3,915,379
NRG ENERGY INC COM NEW 629377508 1,370 105,320 SH   DFND 2 105,320 0 0
NRG ENERGY INC COM NEW 629377508 967 74,310 SH   DFND 3 74,310 0 0
NRG YIELD INC CL C 62942X405 72,242 5,073,148 SH   DFND 1,5 1,685,300 0 3,387,848
NRG YIELD INC CL A NEW 62942X306 6,229 459,023 SH   DFND 1,5 0 0 459,023
NU SKIN ENTERPRISES INC CL A 67018T105 213,437 5,580,048 SH   DFND 1,5 101,983 0 5,478,065
NU SKIN ENTERPRISES INC CL A 67018T105 4,598 120,200 SH   DFND 6 120,200 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 56,474 3,021,640 SH   DFND 1,5 131,188 0 2,890,452
NUCOR CORP COM 670346105 1,977 41,800 SH   DFND 1,5 0 0 41,800
NUCOR CORP COM 670346105 5,030 106,340 SH   DFND 2 106,340 0 0
NUCOR CORP COM 670346105 4,202 88,838 SH   DFND 3 88,838 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 32,147 1,320,206 SH   DFND 1,5 290,102 0 1,030,104
NUTRI SYS INC NEW COM 67069D108 8,911 427,000 SH   DFND 1,5 2,200 0 424,800
NVIDIA CORP COM 67066G104 2,886,652 81,017,449 SH   DFND 1,5 12,352,793 0 68,664,656
NVIDIA CORP COM 67066G104 6,057 169,987 SH   DFND 2 169,987 0 0
NVIDIA CORP COM 67066G104 611 17,148 SH   DFND 3 17,148 0 0
NVIDIA CORP COM 67066G104 3,353 94,113 SH   DFND 6 94,113 0 0
NVR INC COM 62944T105 222,903 128,667 SH   DFND 1,5 2,120 0 126,547
NXP SEMICONDUCTORS N V COM N6596X109 1,877,413 23,157,927 SH   DFND 1,5 828,340 0 22,329,587
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 81,475 73,650,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 93,610 1,154,683 SH   DFND 1,9 0 0 1,154,683
NXP SEMICONDUCTORS N V COM N6596X109 38,728 477,712 SH   DFND 6 477,712 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 4,060 3,670,000 PRN   DFND 6 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 37,712 465,178 SH   DFND 7 465,178 0 0
NXSTAGE MEDICAL INC COM 67072V103 67,413 4,497,210 SH   DFND 1,5 0 0 4,497,210
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,316,383 4,810,288 SH   DFND 1,5 278,100 0 4,532,188
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,896 32,506 SH   DFND 2 32,506 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,429 23,493 SH   DFND 3 23,493 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 475 1,735 SH   DFND 6 1,735 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 279,063 5,657,059 SH   DFND 1,5 0 0 5,657,059
OASIS PETE INC NEW COM 674215108 1,635 224,583 SH   DFND 1,5 583 0 224,000
OCCIDENTAL PETE CORP DEL COM 674599105 50,863 743,286 SH   DFND 1,5 86 0 743,200
OCCIDENTAL PETE CORP DEL COM 674599105 17,482 255,479 SH   DFND 2 255,479 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 16,115 235,492 SH   DFND 3 235,492 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 36,962 540,150 SH   DFND 6 445,928 0 94,222
OCCIDENTAL PETE CORP DEL COM 674599105 94,123 1,375,468 SH   DFND 7 1,127,629 0 247,839
OCCIDENTAL PETE CORP DEL COM 674599105 5,228 76,400 SH   DFND 11 76,400 0 0
OCEANEERING INTL INC COM 675232102 473,679 14,250,271 SH   DFND 1,5 482,461 0 13,767,810
OCEANEERING INTL INC COM 675232102 6,133 184,500 SH   DFND 6 156,600 0 27,900
OCEANEERING INTL INC COM 675232102 4,344 130,700 SH   DFND 7 55,300 0 75,400
OCH ZIFF CAP MGMT GROUP CL A 67551U105 2,061 473,700 SH   DFND 1,5 0 0 473,700
OCLARO INC COM NEW 67555N206 888 164,500 SH   DFND 1,5 0 0 164,500
OCULAR THERAPEUTIX INC COM 67576A100 30,715 3,179,557 SH   DFND 1,5 0 0 3,179,557
OCWEN FINL CORP COM NEW 675746309 122 49,496 SH   DFND 1,5 1,696 0 47,800
OFFICE DEPOT INC COM 676220106 39,970 5,629,600 SH   DFND 1,5 120,000 0 5,509,600
OFFICE DEPOT INC COM 676220106 138 19,500 SH   DFND 7 19,500 0 0
OFG BANCORP COM 67103X102 17,846 2,553,042 SH   DFND 1,5 151,500 0 2,401,542
OGE ENERGY CORP COM 670837103 226,236 7,902,053 SH   DFND 1,5 59,800 0 7,842,253
OGE ENERGY CORP COM 670837103 247 8,620 SH   DFND 3 8,620 0 0
OGE ENERGY CORP COM 670837103 636 22,200 SH   DFND 6 22,200 0 0
OGE ENERGY CORP COM 670837103 3,247 113,400 SH   DFND 7 113,400 0 0
OIL STS INTL INC COM 678026105 243,202 7,715,809 SH   DFND 1,5 304,224 0 7,411,585
OLD DOMINION FGHT LINES INC COM 679580100 81,264 1,167,246 SH   DFND 1,5 246 0 1,167,000
OLD DOMINION FGHT LINES INC COM 679580100 17,593 252,704 SH   DFND 6 252,704 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3,213 46,150 SH   DFND 7 46,150 0 0
OLIN CORP COM PAR $1 680665205 20,258 1,166,278 SH   DFND 1,5 0 0 1,166,278
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 80,533 3,437,161 SH   DFND 1,5 210,393 0 3,226,768
OM ASSET MGMT PLC SHS G67506108 140,903 10,554,537 SH   DFND 1,5 600 0 10,553,937
OM ASSET MGMT PLC SHS G67506108 17,988 1,347,385 SH   DFND 6 1,347,385 0 0
OM ASSET MGMT PLC SHS G67506108 2,589 193,920 SH   DFND 7 193,920 0 0
OMEGA FLEX INC COM 682095104 824 23,679 SH   DFND 1,5 0 0 23,679
OMEGA HEALTHCARE INVS INC COM 681936100 314 8,888 SH   DFND 3 8,888 0 0
OMNICOM GROUP INC COM 681919106 118,793 1,427,286 SH   DFND 1,5 119 0 1,427,167
OMNICOM GROUP INC COM 681919106 6,670 80,135 SH   DFND 2 80,135 0 0
OMNICOM GROUP INC COM 681919106 10,886 130,796 SH   DFND 3 130,796 0 0
OMNICOM GROUP INC COM 681919106 9,089 109,200 SH   DFND 6 40,520 0 68,680
OMNICOM GROUP INC COM 681919106 50,306 604,421 SH   DFND 7 306,816 0 297,605
ON DECK CAP INC COM 682163100 10,586 1,358,958 SH   DFND 1,5 0 0 1,358,958
ON SEMICONDUCTOR CORP COM 682189105 199,051 20,756,103 SH   DFND 1,5 66,040 0 20,690,063
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 29,207 27,012,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 37,736 3,934,900 SH   DFND 1,9 0 0 3,934,900
ONCOMED PHARMACEUTICALS INC COM 68234X102 9,213 911,303 SH   DFND 1,5 0 0 911,303
ONEBEACON INSURANCE GROUP LT CL A G67742109 637 50,000 SH   DFND 1,5 0 0 50,000
ONEMAIN HLDGS INC COM 68268W103 288,970 10,534,813 SH   DFND 1,5 194,756 0 10,340,057
ONEMAIN HLDGS INC COM 68268W103 239 8,700 SH   DFND 7 8,700 0 0
ONEOK INC NEW COM 682680103 2,097 70,234 SH   DFND 2 70,234 0 0
ONEOK INC NEW COM 682680103 1,080 36,179 SH   DFND 3 36,179 0 0
ONVIA INC COM NEW 68338T403 613 175,000 SH   DFND 11 175,000 0 0
OPEN TEXT CORP COM 683715106 39,953 771,242 SH   DFND 1,5 0 0 771,242
OPEN TEXT CORP COM 683715106 255,778 4,937,446 SH   DFND 11 4,937,446 0 0
OPHTHOTECH CORP COM 683745103 156,246 3,696,385 SH   DFND 1,5 450 0 3,695,935
OPKO HEALTH INC COM 68375N103 21,587 2,077,660 SH   DFND 1,5 0 0 2,077,660
OPOWER INC COM 68375Y109 47,043 6,907,865 SH   DFND 1,5 0 0 6,907,865
OPUS BK IRVINE CALIF COM 684000102 7,467 219,630 SH   DFND 6 219,630 0 0
OPUS BK IRVINE CALIF COM 684000102 3,328 97,880 SH   DFND 7 97,880 0 0
ORACLE CORP COM 68389X105 1,521,475 37,190,773 SH   DFND 1,5 2,993,306 0 34,197,467
ORACLE CORP COM 68389X105 38,799 948,400 SH   DFND 1,9 0 0 948,400
ORACLE CORP COM 68389X105 43,114 1,053,868 SH   DFND 2 1,053,868 0 0
ORACLE CORP COM 68389X105 45,672 1,116,399 SH   DFND 3 1,116,399 0 0
ORACLE CORP COM 68389X105 47,927 1,171,518 SH   DFND 6 845,928 0 325,590
ORACLE CORP COM 68389X105 163,819 4,004,383 SH   DFND 7 2,314,301 0 1,690,082
ORACLE CORP COM 68389X105 78,161 1,910,550 SH   DFND 11 1,910,550 0 0
ORAGENICS INC COM NEW 684023203 2,530 2,750,215 SH   DFND 1,5 0 0 2,750,215
ORBITAL ATK INC COM 68557N103 278,433 3,202,593 SH   DFND 1,5 0 0 3,202,593
ORBITAL ATK INC COM 68557N103 1,278 14,700 SH   DFND 11 14,700 0 0
ORBOTECH LTD ORD M75253100 16,931 712,000 SH   DFND 1,5 65,000 0 647,000
OREXIGEN THERAPEUTICS INC COM 686164104 4,171 7,412,756 SH   DFND 1,5 0 0 7,412,756
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 3,931 10,000,000 PRN   DFND 1,5 0 0 0
ORGANOVO HLDGS INC COM 68620A104 34 15,747 SH   DFND 1,5 0 0 15,747
ORION ENGINEERED CARBONS S A COM L72967109 21,352 1,512,190 SH   DFND 1,5 0 0 1,512,190
ORITANI FINL CORP DEL COM 68633D103 27,792 1,637,700 SH   DFND 1,5 0 0 1,637,700
OSHKOSH CORP COM 688239201 107,692 2,635,000 SH   DFND 1,5 246,200 0 2,388,800
OSIRIS THERAPEUTICS INC NEW COM 68827R108 10,893 1,907,666 SH   DFND 1,5 0 0 1,907,666
OTONOMY INC COM 68906L105 10,175 682,000 SH   DFND 1,5 0 0 682,000
OUTERWALL INC COM 690070107 10,973 296,654 SH   DFND 1,5 120,254 0 176,400
OUTFRONT MEDIA INC COM 69007J106 169,383 8,027,619 SH   DFND 1,5 84,200 0 7,943,419
OUTFRONT MEDIA INC COM 69007J106 13,348 632,600 SH   DFND 6 632,600 0 0
OUTFRONT MEDIA INC COM 69007J106 5,317 252,000 SH   DFND 7 25,700 0 226,300
OVASCIENCE INC COM 69014Q101 38,862 4,095,029 SH   DFND 1,5 78,371 0 4,016,658
OWENS & MINOR INC NEW COM 690732102 101,050 2,500,000 SH   DFND 1,5 0 0 2,500,000
OWENS ILL INC COM NEW 690768403 1,696 106,254 SH   DFND 1,5 19,743 0 86,511
OWENS ILL INC COM NEW 690768403 859 53,843 SH   DFND 2 53,843 0 0
P & F INDS INC CL A NEW 692830508 4,541 475,051 SH   DFND 1,5 133,651 0 341,400
PACCAR INC COM 693718108 95,597 1,747,976 SH   DFND 1,5 129,002 0 1,618,974
PACCAR INC COM 693718108 6,427 117,517 SH   DFND 2 117,517 0 0
PACCAR INC COM 693718108 7,801 142,635 SH   DFND 3 142,635 0 0
PACIFIC PREMIER BANCORP COM 69478X105 30,809 1,441,686 SH   DFND 1,5 85,600 0 1,356,086
PACIRA PHARMACEUTICALS INC COM 695127100 247,378 4,669,277 SH   DFND 1,5 2,216 0 4,667,061
PACIRA PHARMACEUTICALS INC COM 695127100 281 5,300 SH   DFND 6 5,300 0 0
PACKAGING CORP AMER COM 695156109 105,375 1,744,618 SH   DFND 1,5 79,718 0 1,664,900
PACKAGING CORP AMER COM 695156109 6,238 103,274 SH   DFND 3 103,274 0 0
PACKAGING CORP AMER COM 695156109 15,716 260,200 SH   DFND 6 260,200 0 0
PACKAGING CORP AMER COM 695156109 2,688 44,500 SH   DFND 7 44,500 0 0
PACWEST BANCORP DEL COM 695263103 212,280 5,714,137 SH   DFND 1,5 724 0 5,713,413
PALO ALTO NETWORKS INC COM 697435105 66,922 410,211 SH   DFND 1,5 39,861 0 370,350
PALO ALTO NETWORKS INC COM 697435105 15,156 92,900 SH   DFND 1,9 0 0 92,900
PALO ALTO NETWORKS INC COM 697435105 5,767 35,348 SH   DFND 3 35,348 0 0
PALO ALTO NETWORKS INC COM 697435105 760 4,657 SH   DFND 6 4,657 0 0
PAN AMERICAN SILVER CORP COM 697900108 53,893 4,957,937 SH   DFND 1,5 185,137 0 4,772,800
PANDORA MEDIA INC COM 698354107 14,740 1,646,894 SH   DFND 1,5 0 0 1,646,894
PANERA BREAD CO CL A 69840W108 146,724 716,322 SH   DFND 1,5 110,691 0 605,631
PANERA BREAD CO CL A 69840W108 202 986 SH   DFND 3 986 0 0
PAPA JOHNS INTL INC COM 698813102 149,201 2,753,292 SH   DFND 1,5 332,549 0 2,420,743
PAPA JOHNS INTL INC COM 698813102 3,873 71,470 SH   DFND 6 41,070 0 30,400
PAPA JOHNS INTL INC COM 698813102 4,070 75,100 SH   DFND 7 54,900 0 20,200
PARAMOUNT GROUP INC COM 69924R108 106,801 6,696,000 SH   DFND 1,5 6,696,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 39,631 2,612,433 SH   DFND 1,5 0 0 2,612,433
PAREXEL INTL CORP COM 699462107 28,273 450,713 SH   DFND 1,5 713 0 450,000
PARK CITY GROUP INC COM NEW 700215304 9,126 1,009,488 SH   DFND 6 1,009,488 0 0
PARK CITY GROUP INC COM NEW 700215304 1,644 181,830 SH   DFND 7 181,830 0 0
PARK OHIO HLDGS CORP COM 700666100 13,517 315,660 SH   DFND 1,5 0 0 315,660
PARKER HANNIFIN CORP COM 701094104 2,433 21,900 SH   DFND 1,5 0 0 21,900
PARKER HANNIFIN CORP COM 701094104 5,019 45,187 SH   DFND 2 45,187 0 0
PARKER HANNIFIN CORP COM 701094104 4,093 36,843 SH   DFND 3 36,843 0 0
PARKWAY PPTYS INC COM 70159Q104 132,387 8,453,830 SH   DFND 1,5 360,830 0 8,093,000
PARKWAY PPTYS INC COM 70159Q104 15,284 976,000 SH   DFND 6 976,000 0 0
PARKWAY PPTYS INC COM 70159Q104 6,432 410,700 SH   DFND 7 42,300 0 368,400
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 1,820 816,051 SH   DFND 1,5 0 0 816,051
PARSLEY ENERGY INC CL A 701877102 84,393 3,734,217 SH   DFND 1,5 0 0 3,734,217
PARTY CITY HOLDCO INC COM 702149105 3,942 262,100 SH   DFND 1,5 0 0 262,100
PATTERN ENERGY GROUP INC CL A 70338P100 23,628 1,239,022 SH   DFND 1,5 0 0 1,239,022
PATTERSON COMPANIES INC COM 703395103 43,592 936,850 SH   DFND 1,5 0 0 936,850
PATTERSON COMPANIES INC COM 703395103 1,300 27,935 SH   DFND 2 27,935 0 0
PATTERSON COMPANIES INC COM 703395103 946 20,324 SH   DFND 3 20,324 0 0
PATTERSON UTI ENERGY INC COM 703481101 5,159 292,791 SH   DFND 1,5 491 0 292,300
PAYCHEX INC COM 704326107 486,450 9,006,669 SH   DFND 1,5 347,923 0 8,658,746
PAYCHEX INC COM 704326107 5,803 107,444 SH   DFND 2 107,444 0 0
PAYCHEX INC COM 704326107 26,524 491,096 SH   DFND 3 491,096 0 0
PAYCHEX INC COM 704326107 7,598 140,676 SH   DFND 6 140,676 0 0
PAYCOM SOFTWARE INC COM 70432V102 11,844 332,700 SH   DFND 1,5 5,435 0 327,265
PAYCOM SOFTWARE INC COM 70432V102 28,858 810,612 SH   DFND 6 810,612 0 0
PAYCOM SOFTWARE INC COM 70432V102 9,137 256,670 SH   DFND 7 256,670 0 0
PAYLOCITY HLDG CORP COM 70438V106 32,154 982,100 SH   DFND 1,5 118,600 0 863,500
PAYLOCITY HLDG CORP COM 70438V106 17,762 542,519 SH   DFND 1,9 0 0 542,519
PAYLOCITY HLDG CORP COM 70438V106 7,602 232,200 SH   DFND 6 232,200 0 0
PAYLOCITY HLDG CORP COM 70438V106 3,192 97,500 SH   DFND 7 97,500 0 0
PAYPAL HLDGS INC COM 70450Y103 1,605,263 41,587,126 SH   DFND 1,5 3,177,096 0 38,410,030
PAYPAL HLDGS INC COM 70450Y103 14,533 376,500 SH   DFND 1,9 0 0 376,500
PAYPAL HLDGS INC COM 70450Y103 14,364 372,137 SH   DFND 2 372,137 0 0
PAYPAL HLDGS INC COM 70450Y103 15,252 395,126 SH   DFND 3 395,126 0 0
PAYPAL HLDGS INC COM 70450Y103 29,816 772,440 SH   DFND 6 586,630 0 185,810
PAYPAL HLDGS INC COM 70450Y103 75,196 1,948,084 SH   DFND 7 1,101,343 0 846,741
PB BANCORP INC COM 70454T100 4,127 491,939 SH   DFND 6 491,939 0 0
PB BANCORP INC COM 70454T100 1,451 173,000 SH   DFND 7 173,000 0 0
PBF ENERGY INC CL A 69318G106 10,739 323,461 SH   DFND 1,5 1,031 0 322,430
PDC ENERGY INC COM 69327R101 325,952 5,482,800 SH   DFND 1,5 147,162 0 5,335,638
PDC ENERGY INC COM 69327R101 31,760 534,224 SH   DFND 6 517,624 0 16,600
PDC ENERGY INC COM 69327R101 9,032 151,930 SH   DFND 7 137,630 0 14,300
PDF SOLUTIONS INC COM 693282105 3,646 272,500 SH   DFND 1,5 0 0 272,500
PDL BIOPHARMA INC COM 69329Y104 2,704 812,000 SH   DFND 1,5 102,000 0 710,000
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 1,986 264,827,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 34 4,470,000 PRN   DFND 6 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 4 580,000 PRN   DFND 7 0 0 0
PEGASYSTEMS INC COM 705573103 32,626 1,285,500 SH   DFND 1,5 13,300 0 1,272,200
PEMBINA PIPELINE CORP COM 706327103 438 16,200 SH   DFND 7 16,200 0 0
PEMBINA PIPELINE CORP COM 706327103 45,660 1,689,000 SH   DFND 11 1,689,000 0 0
PEMBINA PIPELINE CORP COM 706327103 441 16,302 SH   DFND   16,302 0 0
PENDRELL CORP COM 70686R104 20 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 11,022 660,400 SH   DFND 1,5 2,400 0 658,000
PENNEY J C INC COM 708160106 148,858 13,459,175 SH   DFND 1,5 62,500 0 13,396,675
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 22,394 1,024,900 SH   DFND 1,5 14,400 0 1,010,500
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 9,610 439,800 SH   DFND 6 439,800 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3,909 178,900 SH   DFND 7 140,000 0 38,900
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 22,369 24,924,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 424 31,100 SH   DFND 1,5 0 0 31,100
PENNYMAC MTG INVT TR COM 70931T103 947 69,400 SH   DFND 7 30,400 0 39,000
PENTAIR PLC SHS G7S00T104 73,043 1,346,158 SH   DFND 1,5 491 0 1,345,667
PENTAIR PLC SHS G7S00T104 3,311 61,020 SH   DFND 2 61,020 0 0
PENTAIR PLC SHS G7S00T104 2,457 45,277 SH   DFND 3 45,277 0 0
PENUMBRA INC COM 70975L107 193,938 4,216,046 SH   DFND 1,5 253,288 0 3,962,758
PEOPLES UNITED FINANCIAL INC COM 712704105 1,654 103,831 SH   DFND 2 103,831 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,002 62,902 SH   DFND 3 62,902 0 0
PEPSICO INC COM 713448108 1,027,625 10,027,565 SH   DFND 1,5 885,123 0 9,142,442
PEPSICO INC COM 713448108 49,543 483,439 SH   DFND 2 483,439 0 0
PEPSICO INC COM 713448108 39,788 388,255 SH   DFND 3 388,255 0 0
PEPSICO INC COM 713448108 25,928 253,001 SH   DFND 6 117,151 0 135,850
PEPSICO INC COM 713448108 142,684 1,392,315 SH   DFND 7 633,797 0 758,518
PEPSICO INC COM 713448108 9,326 91,000 SH   DFND 11 91,000 0 0
PERFICIENT INC COM 71375U101 59,687 2,748,006 SH   DFND 1,5 19,791 0 2,728,215
PERFICIENT INC COM 71375U101 15,960 734,794 SH   DFND 6 734,794 0 0
PERFICIENT INC COM 71375U101 2,291 105,500 SH   DFND 7 105,500 0 0
PERFORMANT FINL CORP COM 71377E105 3,959 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 13,765 278,300 SH   DFND 1,5 0 0 278,300
PERKINELMER INC COM 714046109 1,816 36,720 SH   DFND 2 36,720 0 0
PERKINELMER INC COM 714046109 684 13,825 SH   DFND 3 13,825 0 0
PERRIGO CO PLC SHS G97822103 40,093 313,395 SH   DFND 1,5 0 0 313,395
PERRIGO CO PLC SHS G97822103 6,264 48,966 SH   DFND 2 48,966 0 0
PERRIGO CO PLC SHS G97822103 1,629 12,730 SH   DFND 3 12,730 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 58,673 12,952,200 SH   DFND 1,5 467,094 0 12,485,106
PFENEX INC COM 717071104 1,924 195,700 SH   DFND 6 195,700 0 0
PFIZER INC COM 717081103 1,004,790 33,899,789 SH   DFND 1,5 620,160 0 33,279,629
PFIZER INC COM 717081103 59,958 2,022,886 SH   DFND 2 2,022,886 0 0
PFIZER INC COM 717081103 53,162 1,793,603 SH   DFND 3 1,793,603 0 0
PFIZER INC COM 717081103 10,133 341,877 SH   DFND 6 231,076 0 110,801
PFIZER INC COM 717081103 47,781 1,612,035 SH   DFND 7 1,132,134 0 479,901
PG&E CORP COM 69331C108 262,219 4,390,811 SH   DFND 1,5 493 0 4,390,318
PG&E CORP COM 69331C108 9,844 164,834 SH   DFND 2 164,834 0 0
PG&E CORP COM 69331C108 3,071 51,425 SH   DFND 3 51,425 0 0
PG&E CORP COM 69331C108 16,709 279,789 SH   DFND 6 254,401 0 25,388
PG&E CORP COM 69331C108 43,809 733,565 SH   DFND 7 733,565 0 0
PHARMERICA CORP COM 71714F104 1,670 75,548 SH   DFND 1,5 8,348 0 67,200
PHARMERICA CORP COM 71714F104 16,024 724,738 SH   DFND 6 724,738 0 0
PHARMERICA CORP COM 71714F104 3,477 157,240 SH   DFND 7 157,240 0 0
PHH CORP COM NEW 693320202 226 18,000 SH   DFND 1,5 0 0 18,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 8,642 319,600 SH   DFND 1,5 26,100 0 293,500
PHILIP MORRIS INTL INC COM 718172109 1,481,045 15,095,758 SH   DFND 1,5 821,596 0 14,274,162
PHILIP MORRIS INTL INC COM 718172109 50,841 518,201 SH   DFND 2 518,201 0 0
PHILIP MORRIS INTL INC COM 718172109 27,482 280,110 SH   DFND 3 280,110 0 0
PHILIP MORRIS INTL INC COM 718172109 15,018 153,069 SH   DFND 6 153,069 0 0
PHILIP MORRIS INTL INC COM 718172109 148,261 1,511,171 SH   DFND 7 642,031 0 869,140
PHILLIPS 66 COM 718546104 698,885 8,071,196 SH   DFND 1,5 223,062 0 7,848,134
PHILLIPS 66 COM 718546104 13,596 157,011 SH   DFND 2 157,011 0 0
PHILLIPS 66 COM 718546104 24,868 287,198 SH   DFND 3 287,198 0 0
PHILLIPS 66 COM 718546104 561 6,480 SH   DFND 6 6,480 0 0
PHILLIPS 66 COM 718546104 1,405 16,230 SH   DFND 7 16,230 0 0
PHILLIPS 66 COM 718546104 4,317 49,850 SH   DFND 11 49,850 0 0
PHOENIX COS INC NEW COM NEW 71902E604 1,233 33,458 SH   DFND 1,5 0 0 33,458
PICO HLDGS INC COM NEW 693366205 497 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT NAT GAS INC COM 720186105 11,386 190,300 SH   DFND 1,5 0 0 190,300
PIEDMONT NAT GAS INC COM 720186105 80,661 1,348,167 SH   DFND 11 1,348,167 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 269,230 13,256,009 SH   DFND 1,5 5,764,513 0 7,491,496
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 25,171 1,239,336 SH   DFND 6 1,065,869 0 173,467
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 9,562 470,790 SH   DFND 7 369,390 0 101,400
PILGRIMS PRIDE CORP NEW COM 72147K108 7,417 292,010 SH   DFND 1,5 1,197 0 290,813
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 6,001 344,100 SH   DFND 1,5 0 0 344,100
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 125,316 1,243,460 SH   DFND 3 1,243,460 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 4,309 34,697 SH   DFND 6 34,697 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 2,447 36,730 SH   DFND 6 36,730 0 0
PINNACLE FOODS INC DEL COM 72348P104 137,511 3,077,692 SH   DFND 1,5 177,066 0 2,900,626
PINNACLE FOODS INC DEL COM 72348P104 5,801 129,839 SH   DFND 6 97,139 0 32,700
PINNACLE FOODS INC DEL COM 72348P104 4,943 110,640 SH   DFND 7 78,640 0 32,000
PINNACLE WEST CAP CORP COM 723484101 12,846 171,119 SH   DFND 1,5 19 0 171,100
PINNACLE WEST CAP CORP COM 723484101 2,787 37,127 SH   DFND 2 37,127 0 0
PINNACLE WEST CAP CORP COM 723484101 4,263 56,784 SH   DFND 3 56,784 0 0
PIONEER NAT RES CO COM 723787107 628,199 4,463,543 SH   DFND 1,5 266,074 0 4,197,469
PIONEER NAT RES CO COM 723787107 7,685 54,607 SH   DFND 2 54,607 0 0
PIONEER NAT RES CO COM 723787107 4,454 31,646 SH   DFND 3 31,646 0 0
PIONEER NAT RES CO COM 723787107 2,299 16,335 SH   DFND 6 16,335 0 0
PIONEER NAT RES CO COM 723787107 2,266 16,100 SH   DFND 11 16,100 0 0
PITNEY BOWES INC COM 724479100 1,380 64,070 SH   DFND 2 64,070 0 0
PITNEY BOWES INC COM 724479100 903 41,905 SH   DFND 3 41,905 0 0
PJT PARTNERS INC COM CL A 69343T107 15,431 641,637 SH   DFND 1,5 1,700 0 639,937
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 13,077 623,600 SH   DFND 1,5 0 0 623,600
PLANTRONICS INC NEW COM 727493108 1,893 48,310 SH   DFND 1,5 0 0 48,310
PLEXUS CORP COM 729132100 1,311 33,177 SH   DFND 1,5 33,177 0 0
PLY GEM HLDGS INC COM 72941W100 579 41,200 SH   DFND 1,5 0 0 41,200
PNC FINL SVCS GROUP INC COM 693475105 364,091 4,305,200 SH   DFND 1,5 55,864 0 4,249,336
PNC FINL SVCS GROUP INC COM 693475105 14,174 167,602 SH   DFND 2 167,602 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,493 112,245 SH   DFND 3 112,245 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,945 23,004 SH   DFND 6 23,004 0 0
PNC FINL SVCS GROUP INC COM 693475105 12,696 150,125 SH   DFND 7 0 0 150,125
PNM RES INC COM 69349H107 49,759 1,475,666 SH   DFND 1,5 0 0 1,475,666
POINTS INTL LTD COM NEW 730843208 1,202 138,050 SH   DFND 6 138,050 0 0
POINTS INTL LTD COM NEW 730843208 583 66,931 SH   DFND 7 66,931 0 0
POLARIS INDS INC COM 731068102 290,803 2,952,918 SH   DFND 1,5 74,133 0 2,878,785
POLARIS INDS INC COM 731068102 1,733 17,600 SH   DFND 6 17,600 0 0
POLYCOM INC COM 73172K104 3,059 274,343 SH   DFND 1,5 150,861 0 123,482
POLYONE CORP COM 73179P106 121,527 4,017,407 SH   DFND 1,5 51,596 0 3,965,811
POOL CORPORATION COM 73278L105 149,612 1,705,180 SH   DFND 1,5 102,679 0 1,602,501
POPEYES LA KITCHEN INC COM 732872106 31,990 614,488 SH   DFND 1,5 2,188 0 612,300
POPULAR INC COM NEW 733174700 132,873 4,644,287 SH   DFND 1,5 178,691 0 4,465,596
PORTLAND GEN ELEC CO COM NEW 736508847 86,002 2,177,819 SH   DFND 1,5 0 0 2,177,819
PORTLAND GEN ELEC CO COM NEW 736508847 4,706 119,180 SH   DFND 6 119,180 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 1,900 48,120 SH   DFND 7 48,120 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 129,540 6,349,986 SH   DFND 1,5 69,275 0 6,280,711
PORTOLA PHARMACEUTICALS INC COM 737010108 263 12,900 SH   DFND 6 12,900 0 0
POST HLDGS INC COM 737446104 318,964 4,638,123 SH   DFND 1,5 108,823 0 4,529,300
POST PPTYS INC COM 737464107 147,023 2,461,044 SH   DFND 1,5 1,685,244 0 775,800
POTASH CORP SASK INC COM 73755L107 230,300 13,527,936 SH   DFND 1,5 29,316 0 13,498,620
POTASH CORP SASK INC COM 73755L107 18,271 1,073,260 SH   DFND 6 700,560 0 372,700
POTASH CORP SASK INC COM 73755L107 8,086 475,000 SH   DFND 7 367,400 0 107,600
POTASH CORP SASK INC COM 73755L107 9,363 550,000 SH   DFND 11 550,000 0 0
POTLATCH CORP NEW COM 737630103 108,258 3,436,761 SH   DFND 1,5 821 0 3,435,940
POWELL INDS INC COM 739128106 35,772 1,200,000 SH   DFND 1,5 0 0 1,200,000
POWER INTEGRATIONS INC COM 739276103 11,452 230,614 SH   DFND 1,9 0 0 230,614
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 247 10,903 SH   DFND 1,5 10,903 0 0
POWERSHARES ETF TRUST II DWA DEVMKTMOM PT 73936Q108 3,685 159,600 SH   DFND 1,5 0 0 159,600
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 535 23,550 SH   DFND 6 23,550 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 11,828 108,318 SH   DFND 3 108,318 0 0
PPG INDS INC COM 693506107 1,817,093 16,298,263 SH   DFND 1,5 811,524 0 15,486,739
PPG INDS INC COM 693506107 9,948 89,224 SH   DFND 2 89,224 0 0
PPG INDS INC COM 693506107 16,459 147,629 SH   DFND 3 147,629 0 0
PPG INDS INC COM 693506107 836 7,500 SH   DFND 6 7,500 0 0
PPG INDS INC COM 693506107 3,779 33,897 SH   DFND 7 15,040 0 18,857
PPL CORP COM 69351T106 814,648 21,398,696 SH   DFND 1,5 709,624 0 20,689,072
PPL CORP COM 69351T106 8,580 225,381 SH   DFND 2 225,381 0 0
PPL CORP COM 69351T106 28,258 742,251 SH   DFND 3 742,251 0 0
PPL CORP COM 69351T106 6,457 169,600 SH   DFND 6 169,600 0 0
PPL CORP COM 69351T106 4,245 111,513 SH   DFND 7 111,513 0 0
PRA GROUP INC COM 69354N106 27,641 940,500 SH   DFND 1,5 300 0 940,200
PRA HEALTH SCIENCES INC COM 69354M108 82,736 1,934,900 SH   DFND 1,5 4,400 0 1,930,500
PRAXAIR INC COM 74005P104 66,048 577,090 SH   DFND 1,5 80,960 0 496,130
PRAXAIR INC COM 74005P104 10,903 95,267 SH   DFND 2 95,267 0 0
PRAXAIR INC COM 74005P104 10,951 95,684 SH   DFND 3 95,684 0 0
PRECISION DRILLING CORP COM 2010 74022D308 6,451 1,540,000 SH   DFND 1,5 140,000 0 1,400,000
PRECISION DRILLING CORP COM 2010 74022D308 68 16,200 SH   DFND 6 0 0 16,200
PRECISION DRILLING CORP COM 2010 74022D308 177,516 42,380,213 SH   DFND 11 41,833,313 0 546,900
PREFERRED BK LOS ANGELES CA COM NEW 740367404 6,985 230,900 SH   DFND 1,5 400 0 230,500
PREFORMED LINE PRODS CO COM 740444104 1,016 27,808 SH   DFND 1,5 27,808 0 0
PREFORMED LINE PRODS CO COM 740444104 2,539 69,510 SH   DFND 6 69,510 0 0
PREFORMED LINE PRODS CO COM 740444104 1,078 29,510 SH   DFND 7 29,510 0 0
PRESBIA PLC SHS G7234P100 8,785 2,005,716 SH   DFND 1,5 382,186 0 1,623,530
PRESS GANEY HLDGS INC COM 74113L102 17,916 595,611 SH   DFND 1,5 300 0 595,311
PRESTIGE BRANDS HLDGS INC COM 74112D101 288,150 5,397,084 SH   DFND 1,5 405,122 0 4,991,962
PRETIUM RES INC COM 74139C102 9,452 1,761,283 SH   DFND 1,5 0 0 1,761,283
PRETIUM RES INC COM 74139C102 9,165 1,707,700 SH   DFND 11 1,707,700 0 0
PRICE T ROWE GROUP INC COM 74144T108 80,791 1,099,800 SH   DFND 1,5 178,900 0 920,900
PRICE T ROWE GROUP INC COM 74144T108 6,098 83,007 SH   DFND 2 83,007 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,831 38,536 SH   DFND 3 38,536 0 0
PRICELINE GRP INC COM NEW 741503403 2,486,605 1,929,156 SH   DFND 1,5 143,200 0 1,785,956
PRICELINE GRP INC COM NEW 741503403 21,390 16,595 SH   DFND 2 16,595 0 0
PRICELINE GRP INC COM NEW 741503403 25,888 20,085 SH   DFND 3 20,085 0 0
PRICELINE GRP INC COM NEW 741503403 9,152 7,100 SH   DFND 6 7,100 0 0
PRICELINE GRP INC COM NEW 741503403 1,225 950 SH   DFND 11 950 0 0
PRICESMART INC COM 741511109 116,242 1,374,338 SH   DFND 1,5 22,747 0 1,351,591
PRICESMART INC COM 741511109 2,317 27,400 SH   DFND 7 27,400 0 0
PRIMERICA INC COM 74164M108 179,885 4,039,642 SH   DFND 1,5 49,500 0 3,990,142
PRIMERO MNG CORP COM 74164W106 5,065 2,787,100 SH   DFND 1,5 0 0 2,787,100
PRIMERO MNG CORP COM 74164W106 1,009 555,100 SH   DFND   555,100 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 175,359 4,445,100 SH   DFND 1,5 300 0 4,444,800
PRINCIPAL FINL GROUP INC COM 74251V102 3,579 90,711 SH   DFND 2 90,711 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,513 114,386 SH   DFND 3 114,386 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,679 42,560 SH   DFND 6 42,560 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,527 114,745 SH   DFND 7 114,745 0 0
PRIVATEBANCORP INC COM 742962103 187,225 4,850,376 SH   DFND 1,5 977,950 0 3,872,426
PROASSURANCE CORP COM 74267C106 104,326 2,061,773 SH   DFND 1,5 0 0 2,061,773
PROCTER & GAMBLE CO COM 742718109 3,549,931 43,128,788 SH   DFND 1,5 1,226,750 0 41,902,038
PROCTER & GAMBLE CO COM 742718109 73,024 887,188 SH   DFND 2 887,188 0 0
PROCTER & GAMBLE CO COM 742718109 128,023 1,555,380 SH   DFND 3 1,555,380 0 0
PROCTER & GAMBLE CO COM 742718109 64,901 788,498 SH   DFND 6 619,642 0 168,856
PROCTER & GAMBLE CO COM 742718109 74,862 909,511 SH   DFND 7 199,355 0 710,156
PROGENICS PHARMACEUTICALS IN COM 743187106 18,645 4,276,279 SH   DFND 1,5 0 0 4,276,279
PROGRESS SOFTWARE CORP COM 743312100 5,704 236,500 SH   DFND 1,9 0 0 236,500
PROGRESS SOFTWARE CORP COM 743312100 3,295 136,600 SH   DFND 6 71,700 0 64,900
PROGRESS SOFTWARE CORP COM 743312100 5,301 219,773 SH   DFND 7 157,073 0 62,700
PROGRESSIVE CORP OHIO COM 743315103 154,212 4,388,500 SH   DFND 1,5 124,100 0 4,264,400
PROGRESSIVE CORP OHIO COM 743315103 6,868 195,437 SH   DFND 2 195,437 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,581 101,903 SH   DFND 3 101,903 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 61,014 1,962,400 SH   DFND 1,5 0 0 1,962,400
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,616 84,135 SH   DFND 6 55,935 0 28,200
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 3,303 106,225 SH   DFND 7 60,025 0 46,200
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 18,655 600,000 SH   DFND 11 600,000 0 0
PROLOGIS INC COM 74340W103 646,824 14,640,659 SH   DFND 1,5 9,159,952 0 5,480,707
PROLOGIS INC COM 74340W103 7,754 175,518 SH   DFND 2 175,518 0 0
PROLOGIS INC COM 74340W103 2,145 48,553 SH   DFND 3 48,553 0 0
PROLOGIS INC COM 74340W103 6,807 154,085 SH   DFND 6 154,085 0 0
PROLOGIS INC COM 74340W103 2,861 64,767 SH   DFND 7 6,600 0 58,167
PRONAI THERAPEUTICS INC COM 74346L101 29,616 4,394,015 SH   DFND 1,5 97,897 0 4,296,118
PRONAI THERAPEUTICS INC COM 74346L101 92 13,700 SH   DFND 6 13,700 0 0
PROOFPOINT INC COM 743424103 40,046 744,630 SH   DFND 1,5 19,900 0 724,730
PROOFPOINT INC COM 743424103 34,952 649,900 SH   DFND 1,9 0 0 649,900
PROQR THRAPEUTICS N V SHS EURO N71542109 1,161 237,916 SH   DFND 1,5 0 0 237,916
PROSHARES TR PSHS ULTRUSS2000 74347R842 301 4,000 SH   DFND   4,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 193,770 4,176,979 SH   DFND 1,5 48,139 0 4,128,840
PROSPERITY BANCSHARES INC COM 743606105 271 5,844 SH   DFND 6 5,844 0 0
PROTEON THERAPEUTICS INC COM 74371L109 4,797 619,771 SH   DFND 1,5 0 0 619,771
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 18,102 1,877,812 SH   DFND 4 1,877,812 0 0
PROTHENA CORP PLC SHS G72800108 211,810 5,146,009 SH   DFND 1,5 708,050 0 4,437,959
PROVIDENCE SVC CORP COM 743815102 70,895 1,388,194 SH   DFND 1,5 363 0 1,387,831
PROVIDENCE SVC CORP COM 743815102 30,859 604,252 SH   DFND 6 604,252 0 0
PROVIDENCE SVC CORP COM 743815102 5,115 100,160 SH   DFND 7 100,160 0 0
PRUDENTIAL FINL INC COM 744320102 240,286 3,327,141 SH   DFND 1,5 225,493 0 3,101,648
PRUDENTIAL FINL INC COM 744320102 10,773 149,171 SH   DFND 2 149,171 0 0
PRUDENTIAL FINL INC COM 744320102 23,787 329,367 SH   DFND 3 329,367 0 0
PRUDENTIAL FINL INC COM 744320102 3,495 48,400 SH   DFND 6 48,400 0 0
PTC INC COM 69370C100 94,562 2,851,702 SH   DFND 1,5 302 0 2,851,400
PTC INC COM 69370C100 348 10,500 SH   DFND 1,9 0 0 10,500
PTC THERAPEUTICS INC COM 69366J200 7,319 1,136,436 SH   DFND 1,5 225 0 1,136,211
PUBLIC STORAGE COM 74460D109 1,796,045 6,511,421 SH   DFND 1,5 2,420,856 0 4,090,565
PUBLIC STORAGE COM 74460D109 13,587 49,259 SH   DFND 2 49,259 0 0
PUBLIC STORAGE COM 74460D109 18,890 68,483 SH   DFND 3 68,483 0 0
PUBLIC STORAGE COM 74460D109 61,407 222,628 SH   DFND 6 210,728 0 11,900
PUBLIC STORAGE COM 74460D109 39,164 141,985 SH   DFND 7 49,243 0 92,742
PUBLIC STORAGE COM 74460D109 17,932 65,010 SH   DFND 11 65,010 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 39,302 833,724 SH   DFND 1,5 124 0 833,600
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,985 169,384 SH   DFND 2 169,384 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,201 46,683 SH   DFND 3 46,683 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 834 17,700 SH   DFND 6 17,700 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,430 93,966 SH   DFND 7 93,966 0 0
PULASKI FINL CORP COM 745548107 404 25,000 SH   DFND 1,5 25,000 0 0
PULTE GROUP INC COM 745867101 228,430 12,208,972 SH   DFND 1,5 0 0 12,208,972
PULTE GROUP INC COM 745867101 1,988 106,268 SH   DFND 2 106,268 0 0
PULTE GROUP INC COM 745867101 1,748 93,436 SH   DFND 3 93,436 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 143,121 4,873,026 SH   DFND 1,5 17,277 0 4,855,749
PURE STORAGE INC CL A 74624M102 63,686 4,651,998 SH   DFND 1,5 831,502 0 3,820,496
PVH CORP COM 693656100 376,337 3,799,083 SH   DFND 1,5 25,295 0 3,773,788
PVH CORP COM 693656100 2,715 27,408 SH   DFND 2 27,408 0 0
PVH CORP COM 693656100 1,954 19,723 SH   DFND 3 19,723 0 0
PVH CORP COM 693656100 8,836 89,200 SH   DFND 6 76,500 0 12,700
PVH CORP COM 693656100 5,528 55,800 SH   DFND 7 22,700 0 33,100
Q2 HLDGS INC COM 74736L109 10,040 417,620 SH   DFND 1,5 0 0 417,620
QEP RES INC COM 74733V100 70,197 4,975,000 SH   DFND 1,5 6,300 0 4,968,700
QEP RES INC COM 74733V100 651 46,103 SH   DFND 3 46,103 0 0
QLIK TECHNOLOGIES INC COM 74733T105 59,214 2,047,495 SH   DFND 1,5 45,129 0 2,002,366
QLIK TECHNOLOGIES INC COM 74733T105 49,946 1,727,031 SH   DFND 6 1,682,831 0 44,200
QLIK TECHNOLOGIES INC COM 74733T105 13,828 478,150 SH   DFND 7 417,150 0 61,000
QLOGIC CORP COM 747277101 10,607 789,246 SH   DFND 1,5 0 0 789,246
QORVO INC COM 74736K101 889,896 17,653,168 SH   DFND 1,5 73,700 0 17,579,468
QORVO INC COM 74736K101 75,817 1,504,006 SH   DFND 1,9 0 0 1,504,006
QORVO INC COM 74736K101 2,177 43,181 SH   DFND 2 43,181 0 0
QORVO INC COM 74736K101 296 5,865 SH   DFND 7 5,865 0 0
QTS RLTY TR INC COM CL A 74736A103 5,449 115,000 SH   DFND 1,5 115,000 0 0
QUAKER CHEM CORP COM 747316107 2,178 25,667 SH   DFND 1,5 0 0 25,667
QUALCOMM INC COM 747525103 2,344,627 45,847,219 SH   DFND 1,5 1,878,833 0 43,968,386
QUALCOMM INC COM 747525103 83,399 1,630,800 SH   DFND 1,9 0 0 1,630,800
QUALCOMM INC COM 747525103 25,569 499,986 SH   DFND 2 499,986 0 0
QUALCOMM INC COM 747525103 55,407 1,083,429 SH   DFND 3 1,083,429 0 0
QUALCOMM INC COM 747525103 43,581 852,182 SH   DFND 6 623,972 0 228,210
QUALCOMM INC COM 747525103 114,904 2,246,846 SH   DFND 7 661,643 0 1,585,203
QUALYS INC COM 74758T303 3,797 150,000 SH   DFND 1,5 29,500 0 120,500
QUANTA SVCS INC COM 74762E102 18,596 824,300 SH   DFND 1,5 0 0 824,300
QUANTA SVCS INC COM 74762E102 1,206 53,442 SH   DFND 2 53,442 0 0
QUANTUM CORP COM DSSG 747906204 16,608 27,226,595 SH   DFND 1,5 1,020,491 0 26,206,104
QUEST DIAGNOSTICS INC COM 74834L100 63,333 886,393 SH   DFND 1,5 116,693 0 769,700
QUEST DIAGNOSTICS INC COM 74834L100 3,412 47,748 SH   DFND 2 47,748 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,936 27,096 SH   DFND 3 27,096 0 0
QUESTAR CORP COM 748356102 153,494 6,189,259 SH   DFND 11 6,189,259 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 27,464 421,870 SH   DFND 1,5 170 0 421,700
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 13,613 342,900 SH   DFND 1,5 70,000 0 272,900
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 69,924 1,761,310 SH   DFND 1,9 0 0 1,761,310
RACKSPACE HOSTING INC COM 750086100 401,898 18,615,008 SH   DFND 1,5 925,126 0 17,689,882
RACKSPACE HOSTING INC COM 750086100 16,066 744,156 SH   DFND 1,9 0 0 744,156
RACKSPACE HOSTING INC COM 750086100 3,394 157,192 SH   DFND 6 157,192 0 0
RADIAN GROUP INC COM 750236101 227,852 18,375,189 SH   DFND 1,5 504,395 0 17,870,794
RADIAN GROUP INC COM 750236101 2,760 222,582 SH   DFND 6 222,582 0 0
RADIUS HEALTH INC COM NEW 750469207 166,274 5,288,621 SH   DFND 1,5 1,115 0 5,287,506
RADIUS HEALTH INC COM NEW 750469207 30,941 984,125 SH   DFND 6 951,725 0 32,400
RADIUS HEALTH INC COM NEW 750469207 5,640 179,390 SH   DFND 7 148,990 0 30,400
RADWARE LTD ORD M81873107 3,182 269,000 SH   DFND 1,5 0 0 269,000
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 39,794 47,800,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 137 43,500 SH   DFND 7 21,400 0 22,100
RALPH LAUREN CORP CL A 751212101 65,250 677,853 SH   DFND 1,5 15,053 0 662,800
RALPH LAUREN CORP CL A 751212101 1,872 19,443 SH   DFND 2 19,443 0 0
RALPH LAUREN CORP CL A 751212101 571 5,927 SH   DFND 3 5,927 0 0
RAMBUS INC DEL COM 750917106 108,668 7,903,100 SH   DFND 1,5 1,605,600 0 6,297,500
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 6,923 5,500,000 PRN   DFND 1,5 0 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 202,794 11,247,579 SH   DFND 1,5 3,592,312 0 7,655,267
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 8,076 447,900 SH   DFND 6 447,900 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3,414 189,358 SH   DFND 7 19,258 0 170,100
RANDGOLD RES LTD ADR 752344309 202,420 2,229,051 SH   DFND 1,5 62,831 0 2,166,220
RANDGOLD RES LTD ADR 752344309 128,155 1,411,240 SH   DFND 11 1,411,240 0 0
RANGE RES CORP COM 75281A109 22,617 698,500 SH   DFND 1,5 27,100 0 671,400
RANGE RES CORP COM 75281A109 1,837 56,720 SH   DFND 2 56,720 0 0
RANGE RES CORP COM 75281A109 2,848 87,960 SH   DFND 3 87,960 0 0
RAPID7 INC COM 753422104 158 12,100 SH   DFND 1,9 0 0 12,100
RAPTOR PHARMACEUTICAL CORP COM 75382F106 20,531 4,463,302 SH   DFND 1,5 0 0 4,463,302
RAYMOND JAMES FINANCIAL INC COM 754730109 99,546 2,090,866 SH   DFND 1,5 162 0 2,090,704
RAYMOND JAMES FINANCIAL INC COM 754730109 2,757 57,900 SH   DFND 6 40,500 0 17,400
RAYMOND JAMES FINANCIAL INC COM 754730109 17,536 368,332 SH   DFND 7 324,132 0 44,200
RAYTHEON CO COM NEW 755111507 761,422 6,209,098 SH   DFND 1,5 145,905 0 6,063,193
RAYTHEON CO COM NEW 755111507 12,263 100,004 SH   DFND 2 100,004 0 0
RAYTHEON CO COM NEW 755111507 31,731 258,751 SH   DFND 3 258,751 0 0
RAYTHEON CO COM NEW 755111507 2,661 21,700 SH   DFND 6 21,700 0 0
RE MAX HLDGS INC CL A 75524W108 4,639 135,239 SH   DFND 1,5 300 0 134,939
REACHLOCAL INC COM 75525F104 26 14,600 SH   DFND 1,9 0 0 14,600
REAL IND INC COM 75601W104 2,818 323,900 SH   DFND 6 323,900 0 0
REAL IND INC COM 75601W104 1,100 126,400 SH   DFND 7 126,400 0 0
REALOGY HLDGS CORP COM 75605Y106 444,914 12,321,080 SH   DFND 1,5 151,747 0 12,169,333
REALPAGE INC COM 75606N109 76,278 3,660,174 SH   DFND 1,5 120,661 0 3,539,513
REALPAGE INC COM 75606N109 838 40,200 SH   DFND 1,9 0 0 40,200
REALTY INCOME CORP COM 756109104 5,236 83,756 SH   DFND 2 83,756 0 0
REALTY INCOME CORP COM 756109104 1,757 28,113 SH   DFND 3 28,113 0 0
RED HAT INC COM 756577102 802,903 10,775,775 SH   DFND 1,5 1,729,648 0 9,046,127
RED HAT INC COM 756577102 4,551 61,082 SH   DFND 2 61,082 0 0
RED HAT INC COM 756577102 481 6,452 SH   DFND 3 6,452 0 0
RED HAT INC COM 756577102 1,483 19,900 SH   DFND 6 19,900 0 0
RED HAT INC COM 756577102 3,120 41,870 SH   DFND 7 41,870 0 0
REDWOOD TR INC COM 758075402 36,709 2,806,486 SH   DFND 1,5 0 0 2,806,486
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 16,150 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 11,550 883,040 SH   DFND 6 761,040 0 122,000
REDWOOD TR INC COM 758075402 7,613 582,010 SH   DFND 7 469,510 0 112,500
REGAL BELOIT CORP COM 758750103 66,838 1,059,401 SH   DFND 1,5 14,700 0 1,044,701
REGAL BELOIT CORP COM 758750103 2,803 44,430 SH   DFND 6 31,830 0 12,600
REGAL BELOIT CORP COM 758750103 2,643 41,900 SH   DFND 7 31,300 0 10,600
REGAL ENTMT GROUP CL A 758766109 9,378 443,600 SH   DFND 1,5 0 0 443,600
REGAL ENTMT GROUP CL A 758766109 1,260 59,600 SH   DFND 7 3,300 0 56,300
REGENERON PHARMACEUTICALS COM 75886F107 3,087,148 8,564,942 SH   DFND 1,5 577,083 0 7,987,859
REGENERON PHARMACEUTICALS COM 75886F107 9,413 26,114 SH   DFND 2 26,114 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,087 8,565 SH   DFND 3 8,565 0 0
REGENERON PHARMACEUTICALS COM 75886F107 7,905 21,932 SH   DFND 6 21,932 0 0
REGENXBIO INC COM 75901B107 24,259 2,246,210 SH   DFND 1,5 1,861 0 2,244,349
REGENXBIO INC COM 75901B107 8,973 830,851 SH   DFND 4 830,851 0 0
REGIONS FINL CORP NEW COM 7591EP100 798,438 101,711,888 SH   DFND 1,5 2,193,803 0 99,518,085
REGIONS FINL CORP NEW COM 7591EP100 3,381 430,732 SH   DFND 2 430,732 0 0
REGIONS FINL CORP NEW COM 7591EP100 9,598 1,222,703 SH   DFND 3 1,222,703 0 0
REGIONS FINL CORP NEW COM 7591EP100 21,186 2,698,890 SH   DFND 6 2,602,920 0 95,970
REGIONS FINL CORP NEW COM 7591EP100 34,687 4,418,674 SH   DFND 7 4,418,674 0 0
REGULUS THERAPEUTICS INC COM 75915K101 54,787 7,905,717 SH   DFND 1,5 1,081,348 0 6,824,369
REINSURANCE GROUP AMER INC COM NEW 759351604 337,614 3,507,679 SH   DFND 1,5 2,642 0 3,505,037
REINSURANCE GROUP AMER INC COM NEW 759351604 101,744 1,057,078 SH   DFND 6 1,026,378 0 30,700
REINSURANCE GROUP AMER INC COM NEW 759351604 25,181 261,620 SH   DFND 7 224,920 0 36,700
RELYPSA INC COM 759531106 23,764 1,753,800 SH   DFND 1,5 12,200 0 1,741,600
RENAISSANCERE HOLDINGS LTD COM G7496G103 371,473 3,100,000 SH   DFND 1,5 307,400 0 2,792,600
RENREN INC SPONSORED ADR 759892102 4,429 1,354,500 SH   DFND 1,9 0 0 1,354,500
RENT A CTR INC NEW COM 76009N100 46,361 2,925,000 SH   DFND 1,5 0 0 2,925,000
REPLIGEN CORP COM 759916109 42,794 1,595,596 SH   DFND 1,5 954 0 1,594,642
REPROS THERAPEUTICS INC COM NEW 76028H209 2,218 2,286,602 SH   DFND 1,5 0 0 2,286,602
REPUBLIC SVCS INC COM 760759100 59,047 1,239,178 SH   DFND 1,5 150,089 0 1,089,089
REPUBLIC SVCS INC COM 760759100 3,792 79,589 SH   DFND 2 79,589 0 0
REPUBLIC SVCS INC COM 760759100 1,138 23,883 SH   DFND 3 23,883 0 0
REPUBLIC SVCS INC COM 760759100 1,553 32,590 SH   DFND 6 32,590 0 0
RESEARCH FRONTIERS INC COM 760911107 1,105 242,250 SH   DFND 1,5 0 0 242,250
RESMED INC COM 761152107 316,198 5,468,660 SH   DFND 1,5 64,570 0 5,404,090
RESMED INC COM 761152107 835 14,435 SH   DFND 6 14,435 0 0
RESMED INC COM 761152107 7,248 125,360 SH   DFND 7 125,360 0 0
RESMED INC COM 761152107 21,708 375,440 SH   DFND 11 375,440 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 3,945 4,300,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 18,060 19,000,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 39,193 2,518,809 SH   DFND 1,5 159,325 0 2,359,484
RESOURCES CONNECTION INC COM 76122Q105 1,144 73,500 SH   DFND 1,10 0 0 73,500
RESTAURANT BRANDS INTL INC COM 76131D103 555 14,300 SH   DFND 1,5 0 0 14,300
RESTAURANT BRANDS INTL INC COM 76131D103 13,509 347,824 SH   DFND 6 195,424 0 152,400
RESTAURANT BRANDS INTL INC COM 76131D103 9,332 240,286 SH   DFND 7 191,242 0 49,044
RESTAURANT BRANDS INTL INC COM 76131D103 414,127 10,663,118 SH   DFND 11 10,075,443 0 587,675
RESTORATION HARDWARE HLDGS I COM 761283100 251,294 5,997,475 SH   DFND 1,5 643,500 0 5,353,975
RESTORATION HARDWARE HLDGS I COM 761283100 3,775 90,101 SH   DFND 6 90,101 0 0
RETAIL PPTYS AMER INC CL A 76131V202 244 15,420 SH   DFND 3 15,420 0 0
RETROPHIN INC COM 761299106 16,806 1,230,318 SH   DFND 1,5 0 0 1,230,318
REVLON INC CL A NEW 761525609 54,091 1,485,600 SH   DFND 1,5 3,800 0 1,481,800
REXNORD CORP NEW COM 76169B102 148,146 7,326,712 SH   DFND 1,5 0 0 7,326,712
REXNORD CORP NEW COM 76169B102 1,715 84,800 SH   DFND 6 84,800 0 0
REYNOLDS AMERICAN INC COM 761713106 1,458,333 28,986,935 SH   DFND 1,5 825,733 0 28,161,202
REYNOLDS AMERICAN INC COM 761713106 13,930 276,889 SH   DFND 2 276,889 0 0
REYNOLDS AMERICAN INC COM 761713106 15,725 312,563 SH   DFND 3 312,563 0 0
REYNOLDS AMERICAN INC COM 761713106 41,925 833,326 SH   DFND 6 817,226 0 16,100
REYNOLDS AMERICAN INC COM 761713106 77,754 1,545,506 SH   DFND 7 1,337,506 0 208,000
REYNOLDS AMERICAN INC COM 761713106 61,561 1,223,624 SH   DFND 11 1,223,624 0 0
RICE ENERGY INC COM 762760106 14,900 1,067,314 SH   DFND 1,5 0 0 1,067,314
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 11,062 742,900 SH   DFND 1,5 0 0 742,900
RICHMONT MINES INC COM 76547T106 805 142,800 SH   DFND 1,5 0 0 142,800
RICHMONT MINES INC COM 76547T106 744 132,000 SH   DFND   132,000 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 28,253 13,583,384 SH   DFND 1,5 2,437,195 0 11,146,189
RIGNET INC COM 766582100 10,922 798,400 SH   DFND 1,5 0 0 798,400
RING ENERGY INC COM 76680V108 2,252 446,000 SH   DFND 1,5 0 0 446,000
RINGCENTRAL INC CL A 76680R206 12,157 771,900 SH   DFND 1,5 0 0 771,900
RITE AID CORP COM 767754104 24,151 2,963,300 SH   DFND 1,5 0 0 2,963,300
RITE AID CORP COM 767754104 272 33,398 SH   DFND 3 33,398 0 0
RITE AID CORP COM 767754104 144,915 17,781,000 SH   DFND 11 17,781,000 0 0
RLI CORP COM 749607107 26,363 394,300 SH   DFND 1,5 14,500 0 379,800
RLJ LODGING TR COM 74965L101 153,628 6,714,531 SH   DFND 1,5 4,636,831 0 2,077,700
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 24,536 1,969,213 SH   DFND 1,5 166,813 0 1,802,400
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 10,909 875,556 SH   DFND 6 875,556 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 2,200 176,600 SH   DFND 7 176,600 0 0
ROBERT HALF INTL INC COM 770323103 148,787 3,194,234 SH   DFND 1,5 175,249 0 3,018,985
ROBERT HALF INTL INC COM 770323103 2,043 43,867 SH   DFND 2 43,867 0 0
ROBERT HALF INTL INC COM 770323103 410 8,792 SH   DFND 3 8,792 0 0
ROBERT HALF INTL INC COM 770323103 2,550 54,737 SH   DFND 7 54,737 0 0
ROCKWELL AUTOMATION INC COM 773903109 137,193 1,206,090 SH   DFND 1,5 198,532 0 1,007,558
ROCKWELL AUTOMATION INC COM 773903109 5,000 43,956 SH   DFND 2 43,956 0 0
ROCKWELL AUTOMATION INC COM 773903109 692 6,085 SH   DFND 3 6,085 0 0
ROCKWELL COLLINS INC COM 774341101 272,150 2,951,416 SH   DFND 1,5 8,900 0 2,942,516
ROCKWELL COLLINS INC COM 774341101 4,044 43,859 SH   DFND 2 43,859 0 0
ROCKWELL COLLINS INC COM 774341101 1,714 18,588 SH   DFND 3 18,588 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 5,436 534,499 SH   DFND 1,5 111,499 0 423,000
ROFIN SINAR TECHNOLOGIES INC COM 775043102 24,418 757,845 SH   DFND 11 757,845 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 58,293 1,455,936 SH   DFND 1,5 16 0 1,455,920
ROGERS COMMUNICATIONS INC CL B 775109200 19,507 487,210 SH   DFND 6 281,244 0 205,966
ROGERS COMMUNICATIONS INC CL B 775109200 21,354 533,336 SH   DFND 7 466,336 0 67,000
ROGERS COMMUNICATIONS INC CL B 775109200 1,085,746 27,117,550 SH   DFND 11 25,517,150 0 1,600,400
ROGERS COMMUNICATIONS INC CL B 775109200 813 20,300 SH   DFND   20,300 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,433,683 7,844,192 SH   DFND 1,5 37,790 0 7,806,402
ROPER TECHNOLOGIES INC COM 776696106 6,178 33,803 SH   DFND 2 33,803 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,192 17,467 SH   DFND 3 17,467 0 0
ROPER TECHNOLOGIES INC COM 776696106 600 3,284 SH   DFND 6 3,284 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,979 16,300 SH   DFND 7 16,300 0 0
ROSS STORES INC COM 778296103 1,970,308 34,029,506 SH   DFND 1,5 2,026,536 0 32,002,970
ROSS STORES INC COM 778296103 7,843 135,460 SH   DFND 2 135,460 0 0
ROSS STORES INC COM 778296103 3,168 54,712 SH   DFND 3 54,712 0 0
ROSS STORES INC COM 778296103 2,641 45,619 SH   DFND 6 45,619 0 0
ROSS STORES INC COM 778296103 5,065 87,472 SH   DFND 7 87,472 0 0
ROUSE PPTYS INC COM 779287101 55,140 3,000,000 SH   DFND 1,5 0 0 3,000,000
ROUSE PPTYS INC COM 779287101 63,564 3,458,300 SH   DFND 11 3,458,300 0 0
ROVI CORP COM 779376102 20,083 979,178 SH   DFND 1,5 41,078 0 938,100
ROVI CORP COM 779376102 56,484 2,753,990 SH   DFND 6 2,753,990 0 0
ROVI CORP COM 779376102 2,977 145,130 SH   DFND 7 145,130 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 17,279 1,073,199 SH   DFND 1,5 99 0 1,073,100
ROYAL BK CDA MONTREAL QUE COM 780087102 139,975 2,429,409 SH   DFND 1,5 179 0 2,429,230
ROYAL BK CDA MONTREAL QUE COM 780087102 24,222 420,400 SH   DFND 1,10 0 0 420,400
ROYAL BK CDA MONTREAL QUE COM 780087102 16,704 289,910 SH   DFND 6 109,010 0 180,900
ROYAL BK CDA MONTREAL QUE COM 780087102 39,173 679,895 SH   DFND 7 581,195 0 98,700
ROYAL BK CDA MONTREAL QUE COM 780087102 1,354,496 23,508,645 SH   DFND 11 19,991,390 0 3,517,255
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 46,834 570,100 SH   DFND 1,5 108 0 569,992
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,659 56,718 SH   DFND 2 56,718 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 261 3,175 SH   DFND 3 3,175 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8,018 97,600 SH   DFND 6 97,600 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 16,797 204,470 SH   DFND 7 204,470 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 648,254 13,379,860 SH   DFND 2 13,379,860 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 4,685 96,694 SH   DFND 3 96,694 0 0
ROYAL GOLD INC COM 780287108 33,673 656,513 SH   DFND 1,5 0 0 656,513
RPM INTL INC COM 749685103 223 4,711 SH   DFND 3 4,711 0 0
RSP PERMIAN INC COM 74978Q105 39,782 1,369,900 SH   DFND 1,5 0 0 1,369,900
RSP PERMIAN INC COM 74978Q105 3,552 122,300 SH   DFND 6 122,300 0 0
RTI SURGICAL INC COM 74975N105 524 130,962 SH   DFND 7 65,700 0 65,262
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 40,534 44,820,000 PRN   DFND 1,5 0 0 0
RUBICON TECHNOLOGY INC COM 78112T107 2,124 2,909,417 SH   DFND 1,9 0 0 2,909,417
RUCKUS WIRELESS INC COM 781220108 16,102 1,641,420 SH   DFND 1,5 0 0 1,641,420
RUCKUS WIRELESS INC COM 781220108 7,297 743,830 SH   DFND 6 644,030 0 99,800
RUCKUS WIRELESS INC COM 781220108 5,027 512,460 SH   DFND 7 423,660 0 88,800
RUSH ENTERPRISES INC CL A 781846209 20,778 1,139,126 SH   DFND 1,5 96,626 0 1,042,500
RUTHS HOSPITALITY GROUP INC COM 783332109 28,257 1,534,878 SH   DFND 1,5 0 0 1,534,878
RUTHS HOSPITALITY GROUP INC COM 783332109 10,168 552,290 SH   DFND 6 552,290 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 4,629 251,452 SH   DFND 7 251,452 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,296,957 15,112,527 SH   DFND 1,5 1,113,097 0 13,999,430
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 80,649 939,743 SH   DFND 1,10 13,319 0 926,424
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 205 2,383 SH   DFND 3 2,383 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 2,403 28,000 SH   DFND 6 1,300 0 26,700
RYDER SYS INC COM 783549108 7,022 108,400 SH   DFND 1,5 0 0 108,400
RYDER SYS INC COM 783549108 1,159 17,892 SH   DFND 2 17,892 0 0
RYDER SYS INC COM 783549108 982 15,163 SH   DFND 3 15,163 0 0
RYDER SYS INC COM 783549108 1,827 28,200 SH   DFND 6 14,100 0 14,100
RYDER SYS INC COM 783549108 3,867 59,690 SH   DFND 7 27,490 0 32,200
SABRA HEALTH CARE REIT INC COM 78573L106 158,028 7,866,015 SH   DFND 1,5 215,899 0 7,650,116
SABRA HEALTH CARE REIT INC COM 78573L106 28,956 1,441,338 SH   DFND 6 1,441,338 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 9,462 470,965 SH   DFND 7 166,900 0 304,065
SABRE CORP COM 78573M104 218,697 7,562,122 SH   DFND 1,5 18,223 0 7,543,899
SABRE CORP COM 78573M104 7,282 251,800 SH   DFND 1,9 0 0 251,800
SABRE CORP COM 78573M104 668 23,100 SH   DFND 6 23,100 0 0
SAEXPLORATION HLDGS INC COM 78636X105 1,633 2,366,307 SH   DFND 1,5 0 0 2,366,307
SAGA COMMUNICATIONS INC CL A NEW 786598300 18,165 453,457 SH   DFND 1,5 55,357 0 398,100
SAGE THERAPEUTICS INC COM 78667J108 153,831 4,798,228 SH   DFND 1,5 461,608 0 4,336,620
SAGENT PHARMACEUTICALS INC COM 786692103 1,645 135,140 SH   DFND 6 135,140 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 829 68,120 SH   DFND 7 68,120 0 0
SAIA INC COM 78709Y105 34,300 1,218,466 SH   DFND 1,5 0 0 1,218,466
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 19,293 15,590,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 7,186,618 97,340,080 SH   DFND 1,5 9,855,713 0 87,484,367
SALESFORCE COM INC COM 79466L302 123,317 1,670,280 SH   DFND 1,9 0 0 1,670,280
SALESFORCE COM INC COM 79466L302 15,176 205,554 SH   DFND 2 205,554 0 0
SALESFORCE COM INC COM 79466L302 1,582 21,429 SH   DFND 3 21,429 0 0
SALESFORCE COM INC COM 79466L302 32,964 446,482 SH   DFND 6 446,482 0 0
SALESFORCE COM INC COM 79466L302 38,120 516,318 SH   DFND 7 434,462 0 81,856
SALLY BEAUTY HLDGS INC COM 79546E104 367,429 11,347,404 SH   DFND 1,5 683,234 0 10,664,170
SALLY BEAUTY HLDGS INC COM 79546E104 1,765 54,500 SH   DFND 6 54,500 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,289 39,800 SH   DFND 7 2,000 0 37,800
SANDERSON FARMS INC COM 800013104 47,619 528,048 SH   DFND 1,5 41,548 0 486,500
SANDERSON FARMS INC COM 800013104 776 8,600 SH   DFND 6 8,600 0 0
SANDISK CORP COM 80004C101 300,744 3,953,003 SH   DFND 1,5 164,980 0 3,788,023
SANDISK CORP COM 80004C101 5,115 67,232 SH   DFND 2 67,232 0 0
SANDISK CORP COM 80004C101 3,092 40,645 SH   DFND 3 40,645 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 3,173 969,775 SH   DFND 1,5 0 0 969,775
SANDY SPRING BANCORP INC COM 800363103 211 7,593 SH   DFND 3 7,593 0 0
SANGAMO BIOSCIENCES INC COM 800677106 18,330 3,029,683 SH   DFND 1,5 0 0 3,029,683
SANOFI SPONSORED ADR 80105N105 411,468 10,245,712 SH   DFND 1,5 5,968 0 10,239,744
SANOFI SPONSORED ADR 80105N105 8,875 220,998 SH   DFND 3 220,998 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 49,030 4,674,000 SH   DFND 1,5 419,200 0 4,254,800
SAP SE SPON ADR 803054204 32,224 400,700 SH   DFND 1,5 3,200 0 397,500
SAP SE SPON ADR 803054204 275 3,418 SH   DFND 3 3,418 0 0
SAP SE SPON ADR 803054204 659 8,200 SH   DFND 6 8,200 0 0
SAREPTA THERAPEUTICS INC COM 803607100 35,193 1,802,897 SH   DFND 1,5 0 0 1,802,897
SBA COMMUNICATIONS CORP COM 78388J106 177,225 1,769,246 SH   DFND 1,5 832 0 1,768,414
SBA COMMUNICATIONS CORP COM 78388J106 17,312 172,830 SH   DFND 6 150,930 0 21,900
SBA COMMUNICATIONS CORP COM 78388J106 10,856 108,380 SH   DFND 7 55,680 0 52,700
SCANA CORP NEW COM 80589M102 3,353 47,801 SH   DFND 2 47,801 0 0
SCANA CORP NEW COM 80589M102 4,567 65,110 SH   DFND 3 65,110 0 0
SCANSOURCE INC COM 806037107 129,940 3,217,931 SH   DFND 1,5 982,731 0 2,235,200
SCHEIN HENRY INC COM 806407102 1,350,774 7,824,677 SH   DFND 1,5 383,021 0 7,441,656
SCHEIN HENRY INC COM 806407102 4,731 27,407 SH   DFND 2 27,407 0 0
SCHEIN HENRY INC COM 806407102 4,816 27,895 SH   DFND 3 27,895 0 0
SCHEIN HENRY INC COM 806407102 1,078 6,245 SH   DFND 6 6,245 0 0
SCHEIN HENRY INC COM 806407102 5,438 31,500 SH   DFND 7 31,500 0 0
SCHLUMBERGER LTD COM 806857108 2,486,549 33,715,922 SH   DFND 1,5 1,071,906 0 32,644,016
SCHLUMBERGER LTD COM 806857108 30,913 419,159 SH   DFND 2 419,159 0 0
SCHLUMBERGER LTD COM 806857108 23,538 319,164 SH   DFND 3 319,164 0 0
SCHLUMBERGER LTD COM 806857108 37,157 503,827 SH   DFND 6 435,358 0 68,469
SCHLUMBERGER LTD COM 806857108 80,223 1,087,769 SH   DFND 7 769,006 0 318,763
SCHLUMBERGER LTD COM 806857108 9,949 134,900 SH   DFND 11 134,900 0 0
SCHWAB CHARLES CORP NEW COM 808513105 579,409 20,678,424 SH   DFND 1,5 2,487,239 0 18,191,185
SCHWAB CHARLES CORP NEW COM 808513105 11,262 401,917 SH   DFND 2 401,917 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,080 109,905 SH   DFND 3 109,905 0 0
SCHWAB CHARLES CORP NEW COM 808513105 5,229 186,616 SH   DFND 6 186,616 0 0
SCHWAB CHARLES CORP NEW COM 808513105 13,037 465,287 SH   DFND 7 0 0 465,287
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 5,580 114,105 SH   DFND 3 114,105 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 16,391 520,686 SH   DFND 1,5 0 0 520,686
SCIENCE APPLICATNS INTL CP N COM 808625107 115,590 2,167,043 SH   DFND 1,5 52,871 0 2,114,172
SCIENCE APPLICATNS INTL CP N COM 808625107 2,458 46,090 SH   DFND 6 46,090 0 0
SCIQUEST INC NEW COM 80908T101 5,730 412,857 SH   DFND 1,5 0 0 412,857
SCIQUEST INC NEW COM 80908T101 21,645 1,559,430 SH   DFND 1,9 0 0 1,559,430
SCORPIO TANKERS INC SHS Y7542C106 17,549 3,010,080 SH   DFND 1,5 679,380 0 2,330,700
SCOTTS MIRACLE GRO CO CL A 810186106 17,951 246,688 SH   DFND 1,5 0 0 246,688
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 186,959 2,854,333 SH   DFND 1,5 0 0 2,854,333
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,078 31,729 SH   DFND 2 31,729 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,782 73,011 SH   DFND 3 73,011 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,937 60,100 SH   DFND 6 60,100 0 0
SCYNEXIS INC COM 811292101 7,834 1,943,964 SH   DFND 1,5 0 0 1,943,964
SEABOARD CORP COM 811543107 191,370 63,726 SH   DFND 1,5 17,674 0 46,052
SEABRIDGE GOLD INC COM 811916105 9,351 853,207 SH   DFND 1,5 0 0 853,207
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 5,390 7,000,000 PRN   DFND 1,5 0 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,229,809 35,698,379 SH   DFND 1,5 3,583,327 0 32,115,052
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,415 99,143 SH   DFND 2 99,143 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 6,783 196,900 SH   DFND 3 196,900 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 644 18,700 SH   DFND 6 18,700 0 0
SEALED AIR CORP NEW COM 81211K100 160,014 3,332,936 SH   DFND 1,5 125,402 0 3,207,534
SEALED AIR CORP NEW COM 81211K100 3,147 65,552 SH   DFND 2 65,552 0 0
SEALED AIR CORP NEW COM 81211K100 475 9,896 SH   DFND 3 9,896 0 0
SEATTLE GENETICS INC COM 812578102 591,370 16,852,949 SH   DFND 1,5 1,646,307 0 15,206,642
SEATTLE GENETICS INC COM 812578102 498 14,200 SH   DFND 6 14,200 0 0
SEI INVESTMENTS CO COM 784117103 5,499 127,741 SH   DFND 3 127,741 0 0
SELECT COMFORT CORP COM 81616X103 113,129 5,834,400 SH   DFND 1,5 338,600 0 5,495,800
SELECT INCOME REIT COM SH BEN INT 81618T100 11,868 514,866 SH   DFND 1,5 0 0 514,866
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,452 43,665 SH   DFND 1,5 13,665 0 30,000
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 927 20,697 SH   DFND 1,5 5,797 0 14,900
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,594 126,101 SH   DFND 1,5 38,301 0 87,800
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,220 40,019 SH   DFND 1,5 13,119 0 26,900
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,224 143,223 SH   DFND 1,5 47,223 0 96,000
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,131 16,689 SH   DFND 1,5 16,689 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 788 14,850 SH   DFND 1,5 14,850 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 255 5,131 SH   DFND 1,5 5,131 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,996 32,239 SH   DFND 1,5 8,463 0 23,776
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 894 18,015 SH   DFND 3 18,015 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 912 20,564 SH   DFND 3 20,564 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 758,550 33,698,336 SH   DFND 3 33,698,336 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,145 16,897 SH   DFND 3 16,897 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 34,083 550,437 SH   DFND 3 550,437 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 497 8,956 SH   DFND 3 8,956 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 861 10,886 SH   DFND 3 10,886 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 699 13,173 SH   DFND 3 13,173 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,978 48,088 SH   DFND 7 48,088 0 0
SELECTIVE INS GROUP INC COM 816300107 875 23,900 SH   DFND 1,5 0 0 23,900
SEMPRA ENERGY COM 816851109 872,480 8,385,197 SH   DFND 1,5 26 0 8,385,171
SEMPRA ENERGY COM 816851109 8,206 78,866 SH   DFND 2 78,866 0 0
SEMPRA ENERGY COM 816851109 6,274 60,300 SH   DFND 3 60,300 0 0
SEMPRA ENERGY COM 816851109 742 7,130 SH   DFND 6 7,130 0 0
SEMPRA ENERGY COM 816851109 3,765 36,180 SH   DFND 7 36,180 0 0
SEMTECH CORP COM 816850101 182,602 8,303,882 SH   DFND 1,5 5,000 0 8,298,882
SEMTECH CORP COM 816850101 31,185 1,418,133 SH   DFND 1,9 0 0 1,418,133
SEMTECH CORP COM 816850101 288 13,100 SH   DFND 6 13,100 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 76,991 4,303,600 SH   DFND 1,5 0 0 4,303,600
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,221 180,070 SH   DFND 6 119,300 0 60,770
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,720 152,050 SH   DFND 7 111,550 0 40,500
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,150 29,600 SH   DFND 1,9 0 0 29,600
SENSEONICS HLDGS INC COM 81727U105 10,035 3,508,771 SH   DFND 1,5 0 0 3,508,771
SENSIENT TECHNOLOGIES CORP COM 81725T100 60,624 955,306 SH   DFND 1,5 0 0 955,306
SERES THERAPEUTICS INC COM 81750R102 139,424 5,249,384 SH   DFND 1,5 391,225 0 4,858,159
SERES THERAPEUTICS INC COM 81750R102 11,049 415,989 SH   DFND 6 379,289 0 36,700
SERES THERAPEUTICS INC COM 81750R102 5,649 212,679 SH   DFND 7 124,851 0 87,828
SERVICE CORP INTL COM 817565104 614,099 24,882,471 SH   DFND 1,5 54,900 0 24,827,571
SERVICE CORP INTL COM 817565104 55,238 2,238,168 SH   DFND 6 2,238,168 0 0
SERVICE CORP INTL COM 817565104 6,617 268,110 SH   DFND 7 268,110 0 0
SERVICE CORP INTL COM 817565104 45,461 1,842,000 SH   DFND 11 1,842,000 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 433,057 11,493,028 SH   DFND 1,5 108,842 0 11,384,186
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 33,213 881,447 SH   DFND 6 849,847 0 31,600
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 10,788 286,298 SH   DFND 7 224,798 0 61,500
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 27,117 719,662 SH   DFND 11 719,662 0 0
SERVICENOW INC COM 81762P102 230,037 3,759,998 SH   DFND 1,5 645,018 0 3,114,980
SERVICENOW INC COM 81762P102 697 11,400 SH   DFND 1,9 0 0 11,400
SERVICENOW INC COM 81762P102 5,204 85,061 SH   DFND 3 85,061 0 0
SERVICENOW INC COM 81762P102 15,223 248,820 SH   DFND 6 248,820 0 0
SERVICENOW INC COM 81762P102 3,067 50,130 SH   DFND 7 50,130 0 0
SERVICESOURCE INTL INC COM 81763U100 95 22,300 SH   DFND 1,9 0 0 22,300
SERVOTRONICS INC COM 817732100 1,202 163,256 SH   DFND 1,5 15,456 0 147,800
SHAW COMMUNICATIONS INC CL B CONV 82028K200 505 26,148 SH   DFND 6 26,148 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 8,365 433,000 SH   DFND 11 433,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 22,852 624,200 SH   DFND 1,5 0 0 624,200
SHENANDOAH TELECOMMUNICATION COM 82312B106 11,725 438,300 SH   DFND 1,5 0 0 438,300
SHERWIN WILLIAMS CO COM 824348106 1,312,336 4,610,026 SH   DFND 1,5 263,233 0 4,346,793
SHERWIN WILLIAMS CO COM 824348106 7,467 26,232 SH   DFND 2 26,232 0 0
SHERWIN WILLIAMS CO COM 824348106 10,177 35,751 SH   DFND 3 35,751 0 0
SHERWIN WILLIAMS CO COM 824348106 512 1,800 SH   DFND 6 1,800 0 0
SHERWIN WILLIAMS CO COM 824348106 2,676 9,400 SH   DFND 7 9,400 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 12,963 13,510,000 PRN   DFND 1,5 0 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 4,167 300,000 SH   DFND 1,5 0 0 300,000
SHIRE PLC SPONSORED ADR 82481R106 204,819 1,191,500 SH   DFND 1,5 0 0 1,191,500
SHIRE PLC SPONSORED ADR 82481R106 10,763 62,610 SH   DFND 6 62,610 0 0
SHIRE PLC SPONSORED ADR 82481R106 29,618 172,296 SH   DFND 7 172,296 0 0
SHOPIFY INC CL A 82509L107 147,016 5,211,475 SH   DFND 1,5 784,932 0 4,426,543
SHOPIFY INC CL A 82509L107 4,832 171,291 SH   DFND 1,9 0 0 171,291
SHOPIFY INC CL A 82509L107 513 18,200 SH   DFND 6 7,500 0 10,700
SHOPIFY INC CL A 82509L107 753 26,700 SH   DFND 7 23,200 0 3,500
SHOPIFY INC CL A 82509L107 50,124 1,776,809 SH   DFND 11 1,437,916 0 338,893
SHOPIFY INC CL A 82509L107 330 11,700 SH   DFND   11,700 0 0
SHUTTERSTOCK INC COM 825690100 9,385 255,500 SH   DFND 1,5 0 0 255,500
SIBANYE GOLD LTD SPONSORED ADR 825724206 18,501 1,219,606 SH   DFND 1,5 0 0 1,219,606
SIERRA WIRELESS INC COM 826516106 188 12,900 SH   DFND 1,5 0 0 12,900
SIGMATRON INTL INC COM 82661L101 1,915 308,317 SH   DFND 1,5 49,117 0 259,200
SIGNATURE BK NEW YORK N Y COM 82669G104 131,306 964,635 SH   DFND 1,5 124,050 0 840,585
SIGNET JEWELERS LIMITED SHS G81276100 72,378 583,550 SH   DFND 1,5 6,939 0 576,611
SIGNET JEWELERS LIMITED SHS G81276100 3,299 26,601 SH   DFND 2 26,601 0 0
SIGNET JEWELERS LIMITED SHS G81276100 19,871 160,208 SH   DFND 6 156,890 0 3,318
SIGNET JEWELERS LIMITED SHS G81276100 19,276 155,415 SH   DFND 7 155,415 0 0
SILGAN HOLDINGS INC COM 827048109 305,546 5,746,578 SH   DFND 1,5 145,866 0 5,600,712
SILICON GRAPHICS INTL CORP COM 82706L108 25,694 3,608,706 SH   DFND 1,5 85,150 0 3,523,556
SILICON GRAPHICS INTL CORP COM 82706L108 7,346 1,031,700 SH   DFND 1,9 0 0 1,031,700
SILICON LABORATORIES INC COM 826919102 268,995 5,982,974 SH   DFND 1,5 1,112,400 0 4,870,574
SILICON LABORATORIES INC COM 826919102 10,932 243,140 SH   DFND 1,9 0 0 243,140
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 17,705 456,188 SH   DFND 1,9 0 0 456,188
SILVER STD RES INC COM 82823L106 111 19,900 SH   DFND   19,900 0 0
SILVER WHEATON CORP COM 828336107 21,467 1,293,740 SH   DFND 1,5 0 0 1,293,740
SILVER WHEATON CORP COM 828336107 1,099 66,210 SH   DFND 7 66,210 0 0
SILVER WHEATON CORP COM 828336107 355,944 21,451,600 SH   DFND 11 21,451,600 0 0
SILVER WHEATON CORP COM 828336107 302 18,202 SH   DFND   18,202 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,387,081 6,678,611 SH   DFND 1,5 2,421,727 0 4,256,884
SIMON PPTY GROUP INC NEW COM 828806109 21,493 103,488 SH   DFND 2 103,488 0 0
SIMON PPTY GROUP INC NEW COM 828806109 14,744 70,990 SH   DFND 3 70,990 0 0
SIMON PPTY GROUP INC NEW COM 828806109 119,476 575,262 SH   DFND 6 575,262 0 0
SIMON PPTY GROUP INC NEW COM 828806109 50,873 244,949 SH   DFND 7 25,680 0 219,269
SIMON PPTY GROUP INC NEW COM 828806109 50,857 244,870 SH   DFND 11 244,870 0 0
SINA CORP ORD G81477104 43,879 926,298 SH   DFND 1,9 0 0 926,298
SINCLAIR BROADCAST GROUP INC CL A 829226109 145,361 4,727,186 SH   DFND 1,5 0 0 4,727,186
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,534 49,900 SH   DFND 6 49,900 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 264 8,600 SH   DFND 7 8,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 96,892 24,529,503 SH   DFND 1,5 1,055,873 0 23,473,630
SIRIUS XM HLDGS INC COM 82968B103 170 43,053 SH   DFND 3 43,053 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 31,257 1,549,668 SH   DFND 1,5 57,474 0 1,492,194
SKECHERS U S A INC CL A 830566105 583,094 19,149,228 SH   DFND 1,5 3,176,847 0 15,972,381
SKECHERS U S A INC CL A 830566105 10,830 355,650 SH   DFND 6 355,650 0 0
SKECHERS U S A INC CL A 830566105 2,936 96,414 SH   DFND 7 96,414 0 0
SKYWEST INC COM 830879102 11,308 565,700 SH   DFND 1,5 0 0 565,700
SKYWORKS SOLUTIONS INC COM 83088M102 377,030 4,839,924 SH   DFND 1,5 102,837 0 4,737,087
SKYWORKS SOLUTIONS INC COM 83088M102 53,486 686,600 SH   DFND 1,9 0 0 686,600
SKYWORKS SOLUTIONS INC COM 83088M102 4,994 64,106 SH   DFND 2 64,106 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 911 11,695 SH   DFND 3 11,695 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,025 26,000 SH   DFND 7 26,000 0 0
SL GREEN RLTY CORP COM 78440X101 284,784 2,939,559 SH   DFND 1,5 1,530,365 0 1,409,194
SL GREEN RLTY CORP COM 78440X101 3,242 33,465 SH   DFND 2 33,465 0 0
SL GREEN RLTY CORP COM 78440X101 2,361 24,369 SH   DFND 3 24,369 0 0
SL GREEN RLTY CORP COM 78440X101 16,819 173,607 SH   DFND 6 173,607 0 0
SL GREEN RLTY CORP COM 78440X101 7,079 73,067 SH   DFND 7 7,500 0 65,567
SLM CORP COM 78442P106 243,680 38,314,450 SH   DFND 1,5 178,200 0 38,136,250
SM ENERGY CO COM 78454L100 183,444 9,788,910 SH   DFND 1,5 59,100 0 9,729,810
SM ENERGY CO COM 78454L100 1,643 87,681 SH   DFND 6 87,681 0 0
SMART TECHNOLOGIES INC COM SHS 83172R108 4 11,200 SH   DFND 1,9 0 0 11,200
SMITH A O COM 831865209 298,246 3,908,349 SH   DFND 1,5 36,006 0 3,872,343
SMUCKER J M CO COM NEW 832696405 159,690 1,229,901 SH   DFND 1,5 524 0 1,229,377
SMUCKER J M CO COM NEW 832696405 5,197 40,030 SH   DFND 2 40,030 0 0
SMUCKER J M CO COM NEW 832696405 2,726 20,992 SH   DFND 3 20,992 0 0
SMUCKER J M CO COM NEW 832696405 930 7,166 SH   DFND 6 7,166 0 0
SMUCKER J M CO COM NEW 832696405 4,882 37,603 SH   DFND 7 37,603 0 0
SNAP ON INC COM 833034101 8,227 52,406 SH   DFND 1,5 6 0 52,400
SNAP ON INC COM 833034101 3,050 19,430 SH   DFND 2 19,430 0 0
SNAP ON INC COM 833034101 2,296 14,623 SH   DFND 3 14,623 0 0
SNAP ON INC COM 833034101 87,910 559,970 SH   DFND 11 559,970 0 0
SNYDERS-LANCE INC COM 833551104 14,756 468,728 SH   DFND 6 422,771 0 45,957
SNYDERS-LANCE INC COM 833551104 7,702 244,663 SH   DFND 7 193,591 0 51,072
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 20,316 988,600 SH   DFND 1,5 0 0 988,600
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,722 83,802 SH   DFND 6 61,702 0 22,100
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 2,350 166,894 SH   DFND 1,5 0 0 166,894
SOLARCITY CORP COM 83416T100 358,163 14,571,326 SH   DFND 1,5 343,078 0 14,228,248
SOLARCITY CORP COM 83416T100 2,842 115,628 SH   DFND 6 115,628 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 121,262 4,823,472 SH   DFND 1,5 68,761 0 4,754,711
SOLAREDGE TECHNOLOGIES INC COM 83417M104 7,215 287,000 SH   DFND 1,9 0 0 287,000
SOLAREDGE TECHNOLOGIES INC COM 83417M104 839 33,370 SH   DFND 6 33,370 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 19,308 1,044,800 SH   DFND 1,5 101,200 0 943,600
SONIC CORP COM 835451105 49,894 1,419,049 SH   DFND 1,5 586 0 1,418,463
SONOCO PRODS CO COM 835495102 45,006 926,612 SH   DFND 1,5 36,767 0 889,845
SONOCO PRODS CO COM 835495102 2,729 56,192 SH   DFND 3 56,192 0 0
SONUS NETWORKS INC COM NEW 835916503 824 109,410 SH   DFND 1,5 0 0 109,410
SONUS NETWORKS INC COM NEW 835916503 93 12,400 SH   DFND 1,9 0 0 12,400
SONY CORP ADR NEW 835699307 39,025 1,517,300 SH   DFND 1,5 17,025 0 1,500,275
SONY CORP ADR NEW 835699307 2,819 109,600 SH   DFND 1,9 0 0 109,600
SONY CORP ADR NEW 835699307 1,065 41,400 SH   DFND 6 41,400 0 0
SOTHEBYS COM 835898107 3,208 120,000 SH   DFND 1,5 20,300 0 99,700
SOUFUN HLDGS LTD ADR 836034108 1,164 194,300 SH   DFND 1,5 194,300 0 0
SOUFUN HLDGS LTD ADR 836034108 61,756 10,309,900 SH   DFND 1,9 0 0 10,309,900
SOUTH JERSEY INDS INC COM 838518108 8,558 300,800 SH   DFND 1,5 27,025 0 273,775
SOUTH JERSEY INDS INC COM 838518108 36,135 1,270,119 SH   DFND 6 1,179,398 0 90,721
SOUTH JERSEY INDS INC COM 838518108 19,223 675,666 SH   DFND 7 615,666 0 60,000
SOUTHERN CO COM 842587107 417,643 8,073,515 SH   DFND 1,5 549,419 0 7,524,096
SOUTHERN CO COM 842587107 15,794 305,315 SH   DFND 2 305,315 0 0
SOUTHERN CO COM 842587107 35,870 693,409 SH   DFND 3 693,409 0 0
SOUTHERN CO COM 842587107 5,843 112,956 SH   DFND 6 112,956 0 0
SOUTHWEST AIRLS CO COM 844741108 2,363,025 52,746,087 SH   DFND 1,5 3,531,414 0 49,214,673
SOUTHWEST AIRLS CO COM 844741108 9,561 213,412 SH   DFND 2 213,412 0 0
SOUTHWEST AIRLS CO COM 844741108 6,875 153,464 SH   DFND 3 153,464 0 0
SOUTHWEST AIRLS CO COM 844741108 7,690 171,645 SH   DFND 6 171,645 0 0
SOUTHWEST AIRLS CO COM 844741108 3,976 88,746 SH   DFND 7 88,746 0 0
SOUTHWEST GAS CORP COM 844895102 56,486 857,802 SH   DFND 1,5 102 0 857,700
SOUTHWEST GAS CORP COM 844895102 2,126 32,286 SH   DFND 6 32,286 0 0
SOUTHWEST GAS CORP COM 844895102 2,970 45,100 SH   DFND 7 16,300 0 28,800
SOUTHWESTERN ENERGY CO COM 845467109 37,321 4,624,682 SH   DFND 1,5 131,482 0 4,493,200
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 54,949 2,802,073 SH   DFND 1,5 880,390 0 1,921,683
SOUTHWESTERN ENERGY CO COM 845467109 1,052 130,329 SH   DFND 2 130,329 0 0
SOUTHWESTERN ENERGY CO COM 845467109 709 87,806 SH   DFND 3 87,806 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 3,081 157,100 SH   DFND 6 95,900 0 61,200
SPAN AMER MED SYS INC COM 846396109 6,181 325,155 SH   DFND 1,5 56,355 0 268,800
SPARK THERAPEUTICS INC COM 84652J103 119,570 4,051,858 SH   DFND 1,5 72,735 0 3,979,123
SPARK THERAPEUTICS INC COM 84652J103 431 14,600 SH   DFND 6 14,600 0 0
SPARTANNASH CO COM 847215100 253 8,354 SH   DFND 1,5 8,354 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,078 11,749 SH   DFND 3 11,749 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 314 2,667 SH   DFND 3 2,667 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 417,104 3,546,800 SH   DFND 11 3,546,800 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 63,373 1,528,544 SH   DFND 3 1,528,544 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 83,835 1,201,240 SH   DFND 3 1,201,240 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 2,869 82,100 SH   DFND 6 82,100 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,511 36,539 SH   DFND 1,5 36,539 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,336,505 6,501,777 SH   DFND 3 6,501,777 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,352 40,631 SH   DFND 6 0 0 40,631
SPDR S&P 500 ETF TR TR UNIT 78462F103 488 2,375 SH   DFND 7 2,375 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,961 11,277 SH   DFND 3 11,277 0 0
SPDR SER TR NUVN BR SHT MUNI 78468R739 264 5,410 SH   DFND 3 5,410 0 0
SPDR SER TR NUVN BRCLY MUNI 78468R721 529 10,735 SH   DFND 3 10,735 0 0
SPDR SER TR NUVN BR SHT MUNI 78468R739 1,501 30,749 SH   DFND 6 0 0 30,749
SPDR SER TR NUVN BRCLY MUNI 78468R721 1,918 38,884 SH   DFND 6 0 0 38,884
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 2,519 45,200 SH   DFND 1,5 4,300 0 40,900
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 3,157 92,181 SH   DFND 1,5 7,542 0 84,639
SPDR SERIES TRUST S&P TELECOM 78464A540 337 5,900 SH   DFND 1,5 1,600 0 4,300
SPDR SERIES TRUST S&P REGL BKG 78464A698 4,063 107,934 SH   DFND 1,5 0 0 107,934
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 62,121 1,437,989 SH   DFND 3 1,437,989 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 368 3,873 SH   DFND 3 3,873 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 2,699 33,765 SH   DFND 3 33,765 0 0
SPDR SERIES TRUST S&P SEMICNDCTR 78464A862 1,501 33,543 SH   DFND 3 33,543 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,713 50,003 SH   DFND 6 0 0 50,003
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 8,670 253,136 SH   DFND 7 253,136 0 0
SPECTRA ENERGY CORP COM 847560109 3,122 102,016 SH   DFND 1,5 1,316 0 100,700
SPECTRA ENERGY CORP COM 847560109 6,873 224,593 SH   DFND 2 224,593 0 0
SPECTRA ENERGY CORP COM 847560109 5,034 164,511 SH   DFND 3 164,511 0 0
SPECTRANETICS CORP COM 84760C107 91,344 6,290,894 SH   DFND 1,5 0 0 6,290,894
SPECTRUM BRANDS HLDGS INC COM 84763R101 207,717 1,900,776 SH   DFND 1,5 64,171 0 1,836,605
SPECTRUM PHARMACEUTICALS INC COM 84763A108 26,980 4,242,147 SH   DFND 1,5 0 0 4,242,147
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 8,869 10,000,000 PRN   DFND 1,5 0 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 49,634 1,094,215 SH   DFND 1,5 315 0 1,093,900
SPIRIT AIRLS INC COM 848577102 459,083 9,568,218 SH   DFND 1,5 980,340 0 8,587,878
SPIRIT AIRLS INC COM 848577102 1,228 25,588 SH   DFND 6 25,588 0 0
SPIRIT AIRLS INC COM 848577102 36,815 767,297 SH   DFND 11 767,297 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 142,016 12,623,600 SH   DFND 1,5 12,623,600 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 3,019 3,000,000 PRN   DFND 1,5 0 0 0
SPLUNK INC COM 848637104 99,612 2,035,800 SH   DFND 1,5 381,200 0 1,654,600
SPLUNK INC COM 848637104 19,391 396,300 SH   DFND 1,9 0 0 396,300
SPLUNK INC COM 848637104 7,529 153,881 SH   DFND 3 153,881 0 0
SPLUNK INC COM 848637104 352 7,200 SH   DFND 6 7,200 0 0
SPOK HLDGS INC COM 84863T106 215 12,270 SH   DFND 1,5 270 0 12,000
SPORTSMANS WHSE HLDGS INC COM 84920Y106 276 21,900 SH   DFND 1,5 0 0 21,900
SPRINT CORP COM SER 1 85207U105 16,833 4,836,967 SH   DFND 1,5 70 0 4,836,897
SPROUTS FMRS MKT INC COM 85208M102 244,265 8,411,331 SH   DFND 1,5 587,670 0 7,823,661
SPROUTS FMRS MKT INC COM 85208M102 537 18,500 SH   DFND 6 18,500 0 0
SPS COMM INC COM 78463M107 2,070 48,200 SH   DFND 1,5 0 0 48,200
SPX FLOW INC COM 78469X107 9,654 384,910 SH   DFND 1,5 220 0 384,690
SQUARE INC CL A 852234103 16,735 1,095,200 SH   DFND 1,5 128,800 0 966,400
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 275,509 4,344,192 SH   DFND 1,5 48,627 0 4,295,565
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,908 172,000 SH   DFND 1,9 0 0 172,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,499 70,936 SH   DFND 6 70,936 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 3,773 59,491 SH   DFND 7 59,491 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,030 158,150 SH   DFND 11 158,150 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 232 5,000 SH   DFND 1,5 5,000 0 0
ST JUDE MED INC COM 790849103 364,707 6,631,042 SH   DFND 1,5 502,943 0 6,128,099
ST JUDE MED INC COM 790849103 5,217 94,860 SH   DFND 2 94,860 0 0
ST JUDE MED INC COM 790849103 8,017 145,760 SH   DFND 3 145,760 0 0
ST JUDE MED INC COM 790849103 1,399 25,430 SH   DFND 6 25,430 0 0
STAG INDL INC COM 85254J102 806 39,600 SH   DFND 6 39,600 0 0
STAG INDL INC COM 85254J102 892 43,800 SH   DFND 7 0 0 43,800
STAGE STORES INC COM NEW 85254C305 36,231 4,495,164 SH   DFND 1,5 416,102 0 4,079,062
STAGE STORES INC COM NEW 85254C305 716 88,800 SH   DFND 6 88,800 0 0
STAMPS COM INC COM NEW 852857200 250,967 2,361,378 SH   DFND 1,5 97,595 0 2,263,783
STAMPS COM INC COM NEW 852857200 244 2,300 SH   DFND 6 2,300 0 0
STANDARD MTR PRODS INC COM 853666105 57,180 1,650,203 SH   DFND 1,5 7,972 0 1,642,231
STANDEX INTL CORP COM 854231107 50,133 644,303 SH   DFND 1,5 403 0 643,900
STANLEY BLACK & DECKER INC COM 854502101 27,813 264,359 SH   DFND 1,5 359 0 264,000
STANLEY BLACK & DECKER INC COM 854502101 5,361 50,951 SH   DFND 2 50,951 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,037 19,362 SH   DFND 3 19,362 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 1,265 477,500 SH   DFND 1,5 46,000 0 431,500
STANTEC INC COM 85472N109 104,824 4,125,471 SH   DFND 1,5 351,191 0 3,774,280
STANTEC INC COM 85472N109 14,927 587,487 SH   DFND 6 350,287 0 237,200
STANTEC INC COM 85472N109 9,758 384,031 SH   DFND 7 308,031 0 76,000
STANTEC INC COM 85472N109 61,952 2,438,200 SH   DFND 11 2,372,630 0 65,570
STAPLES INC COM 855030102 345,369 31,311,762 SH   DFND 1,5 2,290,725 0 29,021,037
STAPLES INC COM 855030102 2,382 215,983 SH   DFND 2 215,983 0 0
STAPLES INC COM 855030102 188 17,049 SH   DFND 7 17,049 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 14,287 1,700,800 SH   DFND 1,5 0 0 1,700,800
STARBUCKS CORP COM 855244109 5,677,301 95,097,165 SH   DFND 1,5 5,781,282 0 89,315,883
STARBUCKS CORP COM 855244109 29,514 494,371 SH   DFND 2 494,371 0 0
STARBUCKS CORP COM 855244109 27,177 455,229 SH   DFND 3 455,229 0 0
STARBUCKS CORP COM 855244109 22,614 378,795 SH   DFND 6 337,295 0 41,500
STARBUCKS CORP COM 855244109 10,639 178,200 SH   DFND 7 77,100 0 101,100
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,709 56,444 SH   DFND 2 56,444 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,913 22,931 SH   DFND 3 22,931 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 3,945 4,000,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 2,607 2,600,000 PRN   DFND 1,5 0 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571WAD1 2,487 2,425,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 326,581 12,403,384 SH   DFND 1,5 210,023 0 12,193,361
STARZ COM SER A 85571Q102 25,513 968,968 SH   DFND 6 883,969 0 84,999
STARZ COM SER A 85571Q102 9,865 374,650 SH   DFND 7 319,450 0 55,200
STATE STR CORP COM 857477103 740,020 12,645,587 SH   DFND 1,5 405,210 0 12,240,377
STATE STR CORP COM 857477103 7,829 133,791 SH   DFND 2 133,791 0 0
STATE STR CORP COM 857477103 22,385 382,514 SH   DFND 3 382,514 0 0
STATE STR CORP COM 857477103 14,268 243,820 SH   DFND 6 243,820 0 0
STATE STR CORP COM 857477103 49,125 839,463 SH   DFND 7 384,587 0 454,876
STATOIL ASA SPONSORED ADR 85771P102 13,088 841,100 SH   DFND 1,5 0 0 841,100
STEALTHGAS INC SHS Y81669106 12,138 3,438,645 SH   DFND 1,5 1,400 0 3,437,245
STEEL DYNAMICS INC COM 858119100 55,389 2,460,653 SH   DFND 1,5 3,073 0 2,457,580
STEEL DYNAMICS INC COM 858119100 4,797 213,108 SH   DFND 6 213,108 0 0
STEEL DYNAMICS INC COM 858119100 1,846 82,000 SH   DFND 7 82,000 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 8,677 1,861,914 SH   DFND 1,5 522 0 1,861,392
STERICYCLE INC DEP PFD A 1/10 858912207 45,499 489,500 SH   DFND 1,5 142,200 0 347,300
STERICYCLE INC COM 858912108 251,041 1,989,388 SH   DFND 1,5 3,845 0 1,985,543
STERICYCLE INC COM 858912108 3,587 28,424 SH   DFND 2 28,424 0 0
STERICYCLE INC COM 858912108 1,125 8,913 SH   DFND 3 8,913 0 0
STERICYCLE INC COM 858912108 1,004 7,957 SH   DFND 6 7,957 0 0
STERIS PLC SHS USD G84720104 201,935 2,842,154 SH   DFND 1,5 753 0 2,841,401
STERIS PLC SHS USD G84720104 36,157 508,900 SH   DFND 11 508,900 0 0
STERLING CONSTRUCTION CO INC COM 859241101 9,817 1,906,200 SH   DFND 1,5 183,900 0 1,722,300
STIFEL FINL CORP COM 860630102 26,258 887,100 SH   DFND 1,5 0 0 887,100
STOCK YDS BANCORP INC COM 861025104 3,406 88,400 SH   DFND 1,5 17,600 0 70,800
STONE ENERGY CORP COM 861642106 1,027 1,300,000 SH   DFND 1,5 0 0 1,300,000
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 17 45,000 PRN   DFND   0 0 0
STONERIDGE INC COM 86183P102 1,058 72,640 SH   DFND 1,5 0 0 72,640
STORE CAP CORP COM 862121100 485,060 18,742,660 SH   DFND 1,5 180,430 0 18,562,230
STORE CAP CORP COM 862121100 44,259 1,710,148 SH   DFND 6 1,710,148 0 0
STORE CAP CORP COM 862121100 17,575 679,100 SH   DFND 7 277,900 0 401,200
STRATTEC SEC CORP COM 863111100 12,964 225,900 SH   DFND 1,5 66,800 0 159,100
STRAYER ED INC COM 863236105 1,342 27,535 SH   DFND 1,5 17,535 0 10,000
STRYKER CORP COM 863667101 373,317 3,479,509 SH   DFND 1,5 222,311 0 3,257,198
STRYKER CORP COM 863667101 11,243 104,789 SH   DFND 2 104,789 0 0
STRYKER CORP COM 863667101 11,359 105,869 SH   DFND 3 105,869 0 0
SUN CMNTYS INC COM 866674104 471,780 6,588,187 SH   DFND 1,5 2,770,618 0 3,817,569
SUN CMNTYS INC COM 866674104 55,886 780,426 SH   DFND 6 780,426 0 0
SUN CMNTYS INC COM 866674104 19,225 268,472 SH   DFND 7 167,772 0 100,700
SUN LIFE FINL INC COM 866796105 44,456 1,377,980 SH   DFND 1,5 0 0 1,377,980
SUN LIFE FINL INC COM 866796105 26,183 811,568 SH   DFND 6 463,368 0 348,200
SUN LIFE FINL INC COM 866796105 26,965 835,827 SH   DFND 7 690,227 0 145,600
SUN LIFE FINL INC COM 866796105 347,254 10,763,640 SH   DFND 11 9,099,040 0 1,664,600
SUNCOKE ENERGY INC COM 86722A103 18,562 2,855,687 SH   DFND 1,5 0 0 2,855,687
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 488 66,019 SH   DFND 1,5 0 0 66,019
SUNCOR ENERGY INC NEW COM 867224107 1,315,807 47,246,444 SH   DFND 1,5 1,361,041 0 45,885,403
SUNCOR ENERGY INC NEW COM 867224107 20,381 731,800 SH   DFND 1,10 12,200 0 719,600
SUNCOR ENERGY INC NEW COM 867224107 21,655 777,551 SH   DFND 3 777,551 0 0
SUNCOR ENERGY INC NEW COM 867224107 43,570 1,564,456 SH   DFND 6 1,014,218 0 550,238
SUNCOR ENERGY INC NEW COM 867224107 63,598 2,283,609 SH   DFND 7 945,906 0 1,337,703
SUNCOR ENERGY INC NEW COM 867224107 809,364 29,061,691 SH   DFND 11 25,112,381 0 3,949,310
SUNCOR ENERGY INC NEW COM 867224107 674 24,212 SH   DFND   24,212 0 0
SUNEDISON INC COM 86732Y109 241 445,800 SH   DFND 1,5 0 0 445,800
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 4,109 634,100 SH   DFND 1,5 0 0 634,100
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 190 29,300 SH   DFND 1,9 0 0 29,300
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 2,223 4,116,017 SH   DFND 1,5 0 0 4,116,017
SUNOPTA INC COM 8676EP108 3,318 743,900 SH   DFND 6 743,900 0 0
SUNOPTA INC COM 8676EP108 1,469 329,350 SH   DFND 7 329,350 0 0
SUNRUN INC COM 86771W105 8,728 1,346,861 SH   DFND 1,5 0 0 1,346,861
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 6,736 269,322 SH   DFND 1,5 0 0 269,322
SUNTRUST BKS INC COM 867914103 1,017,257 28,194,484 SH   DFND 1,5 808,058 0 27,386,426
SUNTRUST BKS INC COM 867914103 6,094 168,904 SH   DFND 2 168,904 0 0
SUNTRUST BKS INC COM 867914103 26,442 732,869 SH   DFND 3 732,869 0 0
SUNTRUST BKS INC COM 867914103 9,898 274,332 SH   DFND 6 274,332 0 0
SUPER MICRO COMPUTER INC COM 86800U104 105,794 3,104,276 SH   DFND 1,5 164,663 0 2,939,613
SUPERIOR DRILLING PRODS INC COM 868153107 2,680 1,956,445 SH   DFND 1,5 0 0 1,956,445
SUPERIOR ENERGY SVCS INC COM 868157108 84,986 6,346,966 SH   DFND 1,5 0 0 6,346,966
SUPERNUS PHARMACEUTICALS INC COM 868459108 19,241 1,261,700 SH   DFND 1,5 700 0 1,261,000
SUPERVALU INC COM 868536103 433 75,222 SH   DFND 1,5 75,222 0 0
SUPREME INDS INC CL A 868607102 5,817 658,073 SH   DFND 1,5 0 0 658,073
SURGICAL CARE AFFILIATES INC COM 86881L106 247,482 5,347,503 SH   DFND 1,5 44,269 0 5,303,234
SURGICAL CARE AFFILIATES INC COM 86881L106 6,699 144,740 SH   DFND 6 144,740 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,783 60,130 SH   DFND 7 60,130 0 0
SVB FINL GROUP COM 78486Q101 13,374 131,050 SH   DFND 1,5 150 0 130,900
SWIFT TRANSN CO CL A 87074U101 201,493 10,815,531 SH   DFND 1,5 16,900 0 10,798,631
SWIFT TRANSN CO CL A 87074U101 1,258 67,500 SH   DFND 6 67,500 0 0
SYKES ENTERPRISES INC COM 871237103 1,879 62,260 SH   DFND 1,5 25,060 0 37,200
SYMANTEC CORP COM 871503108 19,606 1,066,690 SH   DFND 1,5 36,930 0 1,029,760
SYMANTEC CORP COM 871503108 4,010 218,145 SH   DFND 2 218,145 0 0
SYMANTEC CORP COM 871503108 543 29,565 SH   DFND 3 29,565 0 0
SYMANTEC CORP COM 871503108 19,214 1,045,400 SH   DFND 11 1,045,400 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 71,403 2,207,883 SH   DFND 1,5 0 0 2,207,883
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 56,683 1,752,706 SH   DFND 6 1,687,406 0 65,300
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 9,975 308,440 SH   DFND 7 272,340 0 36,100
SYNCHRONY FINL COM 87165B103 499,784 17,438,388 SH   DFND 1,5 1,119,605 0 16,318,783
SYNCHRONY FINL COM 87165B103 7,993 278,886 SH   DFND 2 278,886 0 0
SYNCHRONY FINL COM 87165B103 2,842 99,162 SH   DFND 3 99,162 0 0
SYNCHRONY FINL COM 87165B103 350 12,200 SH   DFND 6 12,200 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 27,898 2,094,464 SH   DFND 1,5 0 0 2,094,464
SYNERGY RES CORP COM 87164P103 36,504 4,698,100 SH   DFND 1,5 0 0 4,698,100
SYNGENTA AG SPONSORED ADR 87160A100 2,683 32,400 SH   DFND 1,5 200 0 32,200
SYNNEX CORP COM 87162W100 549,550 5,935,306 SH   DFND 1,5 367,700 0 5,567,606
SYNOPSYS INC COM 871607107 122,840 2,535,916 SH   DFND 1,5 32,016 0 2,503,900
SYNOPSYS INC COM 871607107 17,191 354,900 SH   DFND 6 354,900 0 0
SYNOVUS FINL CORP COM NEW 87161C501 89,907 3,109,906 SH   DFND 1,5 0 0 3,109,906
SYNOVUS FINL CORP COM NEW 87161C501 7,581 262,237 SH   DFND 6 262,237 0 0
SYNOVUS FINL CORP COM NEW 87161C501 4,227 146,199 SH   DFND 7 107,171 0 39,028
SYNTEL INC COM 87162H103 102,139 2,045,648 SH   DFND 1,5 125,032 0 1,920,616
SYNTEL INC COM 87162H103 31,360 628,074 SH   DFND 6 628,074 0 0
SYNTEL INC COM 87162H103 340 6,800 SH   DFND 7 6,800 0 0
SYNTEL INC COM 87162H103 60,897 1,219,648 SH   DFND 11 1,219,648 0 0
SYSCO CORP COM 871829107 114,974 2,460,387 SH   DFND 1,5 162,400 0 2,297,987
SYSCO CORP COM 871829107 8,207 175,621 SH   DFND 2 175,621 0 0
SYSCO CORP COM 871829107 7,355 157,395 SH   DFND 3 157,395 0 0
SYSCO CORP COM 871829107 911 19,504 SH   DFND 6 19,504 0 0
SYSCO CORP COM 871829107 4,726 101,143 SH   DFND 7 101,143 0 0
T MOBILE US INC COM 872590104 501,184 13,085,734 SH   DFND 1,5 730,067 0 12,355,667
T MOBILE US INC CONV PFD SER A 872590203 75,215 1,136,185 SH   DFND 1,5 369,600 0 766,585
T MOBILE US INC COM 872590104 18,390 480,168 SH   DFND 6 414,204 0 65,964
T MOBILE US INC CONV PFD SER A 872590203 3,118 47,100 SH   DFND 6 0 0 47,100
T MOBILE US INC COM 872590104 28,008 731,270 SH   DFND 7 612,370 0 118,900
TABLEAU SOFTWARE INC CL A 87336U105 103,094 2,247,520 SH   DFND 1,5 10,011 0 2,237,509
TABLEAU SOFTWARE INC CL A 87336U105 729 15,900 SH   DFND 1,9 0 0 15,900
TABLEAU SOFTWARE INC CL A 87336U105 1,023 22,300 SH   DFND 6 22,300 0 0
TAHOE RES INC COM 873868103 22,605 2,254,822 SH   DFND 1,5 3,100 0 2,251,722
TAHOE RES INC COM 873868103 4,976 496,349 SH   DFND 6 153,049 0 343,300
TAHOE RES INC COM 873868103 4,716 470,450 SH   DFND 7 407,150 0 63,300
TAHOE RES INC COM 873868103 196,701 19,620,967 SH   DFND 11 19,620,967 0 0
TAILORED BRANDS INC COM 87403A107 13,584 758,905 SH   DFND 1,5 0 0 758,905
TAITRON COMPONENTS INC CL A 874028103 42 44,000 SH   DFND 1,5 4,000 0 40,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 612,467 23,376,595 SH   DFND 1,5 2,525,153 0 20,851,442
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12,398 473,223 SH   DFND 1,9 0 0 473,223
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 593 22,629 SH   DFND 3 22,629 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10,480 400,000 SH   DFND 11 400,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,972 1,000,000 PRN   DFND 1,5 0 0 0
TAL ED GROUP ADS REPSTG COM 874080104 20,095 404,488 SH   DFND 1,5 50,988 0 353,500
TAL ED GROUP ADS REPSTG COM 874080104 13,741 276,600 SH   DFND 1,9 0 0 276,600
TALEN ENERGY CORP COM 87422J105 26,337 2,926,347 SH   DFND 1,5 2,898,781 0 27,566
TALMER BANCORP INC COM 87482X101 1,024 56,600 SH   DFND 6 56,600 0 0
TARGA RES CORP COM 87612G101 17,155 574,500 SH   DFND 1,5 0 0 574,500
TARGET CORP COM 87612E106 1,484,166 18,037,997 SH   DFND 1,5 726,625 0 17,311,372
TARGET CORP COM 87612E106 16,573 201,423 SH   DFND 2 201,423 0 0
TARGET CORP COM 87612E106 44,517 541,039 SH   DFND 3 541,039 0 0
TARGET CORP COM 87612E106 22,582 274,448 SH   DFND 6 274,448 0 0
TARGET CORP COM 87612E106 43,099 523,806 SH   DFND 7 62,624 0 461,182
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 5,587 39,000 SH   DFND 1,5 14,000 0 25,000
TATA MTRS LTD SPONSORED ADR 876568502 2,345 80,740 SH   DFND 1,5 0 0 80,740
TATA MTRS LTD SPONSORED ADR 876568502 2,976 102,429 SH   DFND 1,10 102,429 0 0
TAUBMAN CTRS INC COM 876664103 23,158 325,122 SH   DFND 1,5 11,300 0 313,822
TAUBMAN CTRS INC COM 876664103 5,734 80,500 SH   DFND 6 80,500 0 0
TAUBMAN CTRS INC COM 876664103 2,440 34,250 SH   DFND 7 3,450 0 30,800
TAYLOR MORRISON HOME CORP CL A 87724P106 66,703 4,724,028 SH   DFND 1,5 19,400 0 4,704,628
TAYLOR MORRISON HOME CORP CL A 87724P106 832 58,900 SH   DFND 6 58,900 0 0
TCF FINL CORP COM 872275102 180,938 14,758,400 SH   DFND 1,5 0 0 14,758,400
TCF FINL CORP COM 872275102 7,391 602,815 SH   DFND 6 602,815 0 0
TCF FINL CORP COM 872275102 2,032 165,781 SH   DFND 7 165,781 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,600 82,450 SH   DFND 1,5 450 0 82,000
TE CONNECTIVITY LTD REG SHS H84989104 270,784 4,373,128 SH   DFND 1,5 215,638 0 4,157,490
TE CONNECTIVITY LTD REG SHS H84989104 1,009 16,300 SH   DFND 1,9 0 0 16,300
TE CONNECTIVITY LTD REG SHS H84989104 7,656 123,644 SH   DFND 2 123,644 0 0
TE CONNECTIVITY LTD REG SHS H84989104 16,987 274,337 SH   DFND 3 274,337 0 0
TE CONNECTIVITY LTD REG SHS H84989104 892 14,408 SH   DFND 6 14,408 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 270,381 6,466,886 SH   DFND 1,5 1,006 0 6,465,880
TEAM HEALTH HOLDINGS INC COM 87817A107 53,033 1,268,430 SH   DFND 6 1,268,430 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 4,225 101,060 SH   DFND 7 101,060 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 44,035 1,053,220 SH   DFND 11 1,053,220 0 0
TEAM INC COM 878155100 3,430 112,909 SH   DFND 1,5 10,152 0 102,757
TEAM INC COM 878155100 51,047 1,680,273 SH   DFND 6 1,629,273 0 51,000
TEAM INC COM 878155100 10,966 360,973 SH   DFND 7 324,573 0 36,400
TECH DATA CORP COM 878237106 271,296 3,533,877 SH   DFND 1,5 8,877 0 3,525,000
TECH DATA CORP COM 878237106 2,437 31,750 SH   DFND 7 31,750 0 0
TECK RESOURCES LTD CL B 878742204 4,958 653,770 SH   DFND 1,5 0 0 653,770
TECK RESOURCES LTD CL B 878742204 268 35,388 SH   DFND 6 7,088 0 28,300
TECK RESOURCES LTD CL B 878742204 2,884 380,300 SH   DFND 7 325,700 0 54,600
TECK RESOURCES LTD CL B 878742204 48,652 6,414,900 SH   DFND 11 5,036,900 0 1,378,000
TECK RESOURCES LTD CL B 878742204 592 78,000 SH   DFND   78,000 0 0
TECO ENERGY INC COM 872375100 2,168 78,765 SH   DFND 2 78,765 0 0
TECO ENERGY INC COM 872375100 1,172 42,560 SH   DFND 3 42,560 0 0
TECO ENERGY INC COM 872375100 323,458 11,749,300 SH   DFND 11 11,749,300 0 0
TEEKAY CORPORATION COM Y8564W103 20,942 2,418,230 SH   DFND 1,5 230 0 2,418,000
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 50,714 3,999,540 SH   DFND 1,5 0 0 3,999,540
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 38,673 6,820,551 SH   DFND 1,5 0 0 6,820,551
TEEKAY TANKERS LTD CL A Y8565N102 2,422 660,058 SH   DFND 1,5 1,658 0 658,400
TEGNA INC COM 87901J105 20,715 883,000 SH   DFND 1,5 85,500 0 797,500
TEGNA INC COM 87901J105 1,724 73,488 SH   DFND 2 73,488 0 0
TEGNA INC COM 87901J105 502 21,395 SH   DFND 3 21,395 0 0
TEJON RANCH CO COM 879080109 8,105 394,000 SH   DFND 1,5 37,000 0 357,000
TELADOC INC COM 87918A105 5,505 573,476 SH   DFND 1,5 7,701 0 565,775
TELECOM ARGENTINA S A SPON ADR REP B 879273209 23,375 1,306,613 SH   DFND 1,5 47,256 0 1,259,357
TELEDYNE TECHNOLOGIES INC COM 879360105 303,131 3,439,198 SH   DFND 1,5 47,339 0 3,391,859
TELEDYNE TECHNOLOGIES INC COM 879360105 6,277 71,220 SH   DFND 6 71,220 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,840 32,220 SH   DFND 7 32,220 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 12,306 4,820,000 PRN   DFND 1,5 0 0 0
TELEFLEX INC COM 879369106 147,639 940,319 SH   DFND 1,5 21,719 0 918,600
TELEFLEX INC COM 879369106 12,513 79,693 SH   DFND 6 79,693 0 0
TELEFLEX INC COM 879369106 5,042 32,110 SH   DFND 7 32,110 0 0
TELEFONICA S A SPONSORED ADR 879382208 214 19,194 SH   DFND 1,5 0 0 19,194
TELEPHONE & DATA SYS INC COM NEW 879433829 85,219 2,832,132 SH   DFND 1,5 0 0 2,832,132
TELEPHONE & DATA SYS INC COM NEW 879433829 7,249 240,910 SH   DFND 6 240,910 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,739 57,800 SH   DFND 7 57,800 0 0
TELIGENT INC NEW COM 87960W104 3,803 776,100 SH   DFND 6 776,100 0 0
TELIGENT INC NEW COM 87960W104 1,551 316,630 SH   DFND 7 316,630 0 0
TELUS CORP COM 87971M103 45,268 1,390,550 SH   DFND 1,5 0 0 1,390,550
TELUS CORP COM 87971M103 3,501 107,548 SH   DFND 6 45,886 0 61,662
TELUS CORP COM 87971M103 8,538 262,281 SH   DFND 7 262,281 0 0
TELUS CORP COM 87971M103 682,733 20,972,076 SH   DFND 11 18,416,476 0 2,555,600
TELUS CORP COM 87971M103 1,068 32,800 SH   DFND   32,800 0 0
TEMPUR SEALY INTL INC COM 88023U101 160,134 2,634,213 SH   DFND 1,5 43,551 0 2,590,662
TEMPUR SEALY INTL INC COM 88023U101 347 5,700 SH   DFND 6 5,700 0 0
TENARIS S A SPONSORED ADR 88031M109 3,169 128,000 SH   DFND 1,5 0 0 128,000
TENET HEALTHCARE CORP COM NEW 88033G407 185,938 6,427,159 SH   DFND 1,5 19,950 0 6,407,209
TENET HEALTHCARE CORP COM NEW 88033G407 953 32,954 SH   DFND 2 32,954 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 407 14,071 SH   DFND 3 14,071 0 0
TENNECO INC COM 880349105 356,183 6,914,834 SH   DFND 1,5 107,686 0 6,807,148
TENNECO INC COM 880349105 25,517 495,373 SH   DFND 6 462,673 0 32,700
TENNECO INC COM 880349105 17,583 341,355 SH   DFND 7 315,055 0 26,300
TERADATA CORP DEL COM 88076W103 2,747 104,679 SH   DFND 1,5 322 0 104,357
TERADATA CORP DEL COM 88076W103 1,167 44,484 SH   DFND 2 44,484 0 0
TERADATA CORP DEL COM 88076W103 324 12,352 SH   DFND 3 12,352 0 0
TERADYNE INC COM 880770102 242 11,200 SH   DFND 1,5 11,200 0 0
TEREX CORP NEW COM 880779103 31,498 1,266,000 SH   DFND 1,5 121,400 0 1,144,600
TERRENO RLTY CORP COM 88146M101 137,537 5,865,110 SH   DFND 1,5 2,044,174 0 3,820,936
TERRENO RLTY CORP COM 88146M101 10,623 453,000 SH   DFND 6 453,000 0 0
TERRENO RLTY CORP COM 88146M101 4,534 193,336 SH   DFND 7 20,500 0 172,836
TESARO INC COM 881569107 232,294 5,275,821 SH   DFND 1,5 29,094 0 5,246,727
TESARO INC COM 881569107 10,824 245,823 SH   DFND 6 245,823 0 0
TESARO INC COM 881569107 1,933 43,913 SH   DFND 7 43,913 0 0
TESCO CORP COM 88157K101 42,984 4,992,313 SH   DFND 1,5 0 0 4,992,313
TESLA MTRS INC COM 88160R101 3,612,902 15,723,994 SH   DFND 1,5 988,362 0 14,735,632
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 7,892 9,210,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 124,834 543,300 SH   DFND 1,9 0 0 543,300
TESLA MTRS INC COM 88160R101 6,097 26,536 SH   DFND 3 26,536 0 0
TESLA MTRS INC COM 88160R101 16,652 72,471 SH   DFND 6 72,471 0 0
TESLA MTRS INC COM 88160R101 414 1,803 SH   DFND 7 0 0 1,803
TESORO CORP COM 881609101 165,467 1,923,808 SH   DFND 1,5 156,130 0 1,767,678
TESORO CORP COM 881609101 3,432 39,902 SH   DFND 2 39,902 0 0
TESORO CORP COM 881609101 2,166 25,184 SH   DFND 3 25,184 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 2,666 58,396 SH   DFND 1,5 0 0 58,396
TESSCO TECHNOLOGIES INC COM 872386107 9,331 560,427 SH   DFND 1,5 74,558 0 485,869
TETRA TECHNOLOGIES INC DEL COM 88162F105 10,933 1,721,785 SH   DFND 1,5 0 0 1,721,785
TETRAPHASE PHARMACEUTICALS I COM 88165N105 9,115 1,968,634 SH   DFND 1,5 300 0 1,968,334
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 15,797 12,140,000 PRN   DFND 1,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,774,709 70,542,114 SH   DFND 1,5 2,742,373 0 67,799,741
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 133,309 2,491,300 SH   DFND 1,10 38,500 0 2,452,800
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 16,121 301,275 SH   DFND 3 301,275 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 97,784 1,827,394 SH   DFND 6 1,383,734 0 443,660
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 104,975 1,961,790 SH   DFND 7 909,839 0 1,051,951
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 43,503 812,983 SH   DFND 11 812,983 0 0
TEXAS INSTRS INC COM 882508104 297,958 5,189,100 SH   DFND 1,5 775,600 0 4,413,500
TEXAS INSTRS INC COM 882508104 19,306 336,223 SH   DFND 2 336,223 0 0
TEXAS INSTRS INC COM 882508104 19,165 333,760 SH   DFND 3 333,760 0 0
TEXAS ROADHOUSE INC COM 882681109 111,304 2,554,027 SH   DFND 1,5 127 0 2,553,900
TEXTRON INC COM 883203101 326,353 8,950,994 SH   DFND 1,5 157,312 0 8,793,682
TEXTRON INC COM 883203101 3,307 90,697 SH   DFND 2 90,697 0 0
TEXTRON INC COM 883203101 894 24,530 SH   DFND 3 24,530 0 0
TEXTURA CORP COM 883211104 34,280 1,840,017 SH   DFND 1,5 4,700 0 1,835,317
TEXTURA CORP COM 883211104 24,716 1,326,700 SH   DFND 1,9 0 0 1,326,700
TFS FINL CORP COM 87240R107 19,526 1,124,118 SH   DFND 1,5 0 0 1,124,118
TFS FINL CORP COM 87240R107 11,236 646,860 SH   DFND 6 646,860 0 0
TFS FINL CORP COM 87240R107 4,539 261,330 SH   DFND 7 261,330 0 0
TG THERAPEUTICS INC COM 88322Q108 51,337 6,025,425 SH   DFND 1,5 0 0 6,025,425
THE ADT CORPORATION COM 00101J106 11,165 270,594 SH   DFND 1,5 8,594 0 262,000
THE ADT CORPORATION COM 00101J106 2,281 55,293 SH   DFND 2 55,293 0 0
THE ADT CORPORATION COM 00101J106 133,839 3,243,800 SH   DFND 11 3,243,800 0 0
THERAPEUTICSMD INC COM 88338N107 187,032 29,223,753 SH   DFND 1,5 28,718 0 29,195,035
THERAPEUTICSMD INC COM 88338N107 1,176 183,800 SH   DFND 6 183,800 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 36,083 1,919,303 SH   DFND 1,5 0 0 1,919,303
THERMO FISHER SCIENTIFIC INC COM 883556102 909,983 6,426,888 SH   DFND 1,5 244,569 0 6,182,319
THERMO FISHER SCIENTIFIC INC COM 883556102 18,766 132,535 SH   DFND 2 132,535 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 18,164 128,289 SH   DFND 3 128,289 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 18,557 131,064 SH   DFND 6 60,890 0 70,174
THERMO FISHER SCIENTIFIC INC COM 883556102 65,339 461,469 SH   DFND 7 218,949 0 242,520
THERMO FISHER SCIENTIFIC INC COM 883556102 14,377 101,542 SH   DFND 11 101,542 0 0
THOMSON REUTERS CORP COM 884903105 581 14,331 SH   DFND 6 12,831 0 1,500
THOMSON REUTERS CORP COM 884903105 45,240 1,116,600 SH   DFND 11 1,116,600 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 181 393,754 SH   DFND 1,5 0 0 393,754
TIDEWATER INC COM 886423102 48,117 7,045,000 SH   DFND 1,5 0 0 7,045,000
TIFFANY & CO NEW COM 886547108 135,944 1,852,600 SH   DFND 1,5 73,800 0 1,778,800
TIFFANY & CO NEW COM 886547108 2,738 37,308 SH   DFND 2 37,308 0 0
TIFFANY & CO NEW COM 886547108 540 7,355 SH   DFND 3 7,355 0 0
TIME INC NEW COM 887228104 7,210 466,996 SH   DFND 1,5 92,665 0 374,331
TIME WARNER CABLE INC COM 88732J207 179,514 877,304 SH   DFND 1,5 69,735 0 807,569
TIME WARNER CABLE INC COM 88732J207 19,387 94,744 SH   DFND 2 94,744 0 0
TIME WARNER CABLE INC COM 88732J207 15,790 77,166 SH   DFND 3 77,166 0 0
TIME WARNER CABLE INC COM 88732J207 15,011 73,360 SH   DFND 6 73,360 0 0
TIME WARNER CABLE INC COM 88732J207 32,580 159,220 SH   DFND 7 159,220 0 0
TIME WARNER INC COM NEW 887317303 616,907 8,503,193 SH   DFND 1,5 62,499 0 8,440,694
TIME WARNER INC COM NEW 887317303 19,173 264,278 SH   DFND 2 264,278 0 0
TIME WARNER INC COM NEW 887317303 20,122 277,347 SH   DFND 3 277,347 0 0
TIME WARNER INC COM NEW 887317303 35,837 493,965 SH   DFND 6 453,015 0 40,950
TIME WARNER INC COM NEW 887317303 87,794 1,210,116 SH   DFND 7 674,801 0 535,315
TITAN MACHY INC COM 88830R101 37,385 3,233,984 SH   DFND 1,5 111,600 0 3,122,384
TIVO INC NOTE 2.000%10/0 888706AF5 20,613 22,150,000 PRN   DFND 1,5 0 0 0
TIVO INC COM 888706108 9,662 1,016,004 SH   DFND 1,5 615,356 0 400,648
TJX COS INC NEW COM 872540109 3,422,181 43,678,120 SH   DFND 1,5 2,580,115 0 41,098,005
TJX COS INC NEW COM 872540109 17,545 223,933 SH   DFND 2 223,933 0 0
TJX COS INC NEW COM 872540109 20,955 267,450 SH   DFND 3 267,450 0 0
TJX COS INC NEW COM 872540109 23,407 298,753 SH   DFND 6 144,848 0 153,905
TJX COS INC NEW COM 872540109 97,388 1,242,981 SH   DFND 7 576,121 0 666,860
TOBIRA THERAPEUTICS INC COM 88883P101 11,684 1,428,395 SH   DFND 1,5 0 0 1,428,395
TOKAI PHARMACEUTICALS INC COM 88907J107 3,066 546,538 SH   DFND 1,5 0 0 546,538
TOLL BROTHERS INC COM 889478103 161,991 5,489,362 SH   DFND 1,5 232,212 0 5,257,150
TOLL BROTHERS INC COM 889478103 19,937 675,600 SH   DFND 11 675,600 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 21,616 337,749 SH   DFND 1,5 0 0 337,749
TOPBUILD CORP COM 89055F103 13,679 459,939 SH   DFND 1,5 40,723 0 419,216
TORCHMARK CORP COM 891027104 186,556 3,444,526 SH   DFND 1,5 185,262 0 3,259,264
TORCHMARK CORP COM 891027104 2,043 37,720 SH   DFND 2 37,720 0 0
TORCHMARK CORP COM 891027104 3,207 59,220 SH   DFND 3 59,220 0 0
TORO CO COM 891092108 31,520 366,000 SH   DFND 1,5 0 0 366,000
TORONTO DOMINION BK ONT COM NEW 891160509 130,563 3,024,766 SH   DFND 1,5 236 0 3,024,530
TORONTO DOMINION BK ONT COM NEW 891160509 24,258 562,000 SH   DFND 1,10 0 0 562,000
TORONTO DOMINION BK ONT COM NEW 891160509 53,131 1,230,904 SH   DFND 6 652,664 0 578,240
TORONTO DOMINION BK ONT COM NEW 891160509 57,656 1,335,716 SH   DFND 7 1,106,370 0 229,346
TORONTO DOMINION BK ONT COM NEW 891160509 2,129,191 49,327,277 SH   DFND 11 44,280,541 0 5,046,736
TOTAL S A SPONSORED ADR 89151E109 4,104 90,367 SH   DFND 1,5 0 0 90,367
TOTAL S A SPONSORED ADR 89151E109 3,461 76,206 SH   DFND 3 76,206 0 0
TOTAL SYS SVCS INC COM 891906109 442,377 9,297,534 SH   DFND 1,5 62,027 0 9,235,507
TOTAL SYS SVCS INC COM 891906109 7,936 166,800 SH   DFND 1,9 0 0 166,800
TOTAL SYS SVCS INC COM 891906109 2,682 56,362 SH   DFND 2 56,362 0 0
TOTAL SYS SVCS INC COM 891906109 2,170 45,602 SH   DFND 3 45,602 0 0
TOTAL SYS SVCS INC COM 891906109 15,077 316,886 SH   DFND 6 316,886 0 0
TOTAL SYS SVCS INC COM 891906109 7,865 165,306 SH   DFND 7 165,306 0 0
TOWERSTREAM CORP COM 892000100 987 8,216,250 SH   DFND 1,5 0 0 8,216,250
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 7,306 68,717 SH   DFND 1,5 0 0 68,717
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 571 5,368 SH   DFND 3 5,368 0 0
TPG SPECIALTY LENDING INC COM 87265K102 52,574 3,259,363 SH   DFND 1,5 96,922 0 3,162,441
TPG SPECIALTY LENDING INC COM 87265K102 384 23,819 SH   DFND 6 23,819 0 0
TRACTOR SUPPLY CO COM 892356106 21,095 233,200 SH   DFND 1,5 100 0 233,100
TRACTOR SUPPLY CO COM 892356106 4,046 44,731 SH   DFND 2 44,731 0 0
TRACTOR SUPPLY CO COM 892356106 678 7,490 SH   DFND 3 7,490 0 0
TRANSCANADA CORP COM 89353D107 5,885 149,700 SH   DFND 1,5 0 0 149,700
TRANSCANADA CORP COM 89353D107 648 16,472 SH   DFND 6 13,207 0 3,265
TRANSCANADA CORP COM 89353D107 2,670 67,918 SH   DFND 7 67,918 0 0
TRANSCANADA CORP COM 89353D107 247,486 6,295,000 SH   DFND 11 6,184,100 0 110,900
TRANSDIGM GROUP INC COM 893641100 333,002 1,511,312 SH   DFND 1,5 43,727 0 1,467,585
TRANSGENOMIC INC COM NEW 89365K305 146 250,000 SH   DFND 1,5 0 0 250,000
TRANSGLOBE ENERGY CORP COM 893662106 459 275,000 SH   DFND 1,5 275,000 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 6,948 5,428,507 SH   DFND 1,5 910,433 0 4,518,074
TRANSOCEAN LTD REG SHS H8817H100 1,046 114,476 SH   DFND 2 114,476 0 0
TRANSOCEAN LTD REG SHS H8817H100 325 35,589 SH   DFND 3 35,589 0 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 11,135 1,256,782 SH   DFND 1,5 375 0 1,256,407
TRAVELERS COMPANIES INC COM 89417E109 461,972 3,958,294 SH   DFND 1,5 38,057 0 3,920,237
TRAVELERS COMPANIES INC COM 89417E109 11,514 98,659 SH   DFND 2 98,659 0 0
TRAVELERS COMPANIES INC COM 89417E109 26,288 225,246 SH   DFND 3 225,246 0 0
TRAVELERS COMPANIES INC COM 89417E109 10,465 89,663 SH   DFND 6 68,563 0 21,100
TRAVELERS COMPANIES INC COM 89417E109 17,118 146,671 SH   DFND 7 95,471 0 51,200
TRAVELPORT WORLDWIDE LTD SHS G9019D104 230,837 16,898,733 SH   DFND 1,5 1,800 0 16,896,933
TRAVELPORT WORLDWIDE LTD SHS G9019D104 22,310 1,633,200 SH   DFND 1,9 0 0 1,633,200
TREEHOUSE FOODS INC COM 89469A104 344,267 3,968,500 SH   DFND 1,5 161,000 0 3,807,500
TREEHOUSE FOODS INC COM 89469A104 13,476 155,340 SH   DFND 6 138,540 0 16,800
TREEHOUSE FOODS INC COM 89469A104 8,241 95,000 SH   DFND 7 80,700 0 14,300
TREVENA INC COM 89532E109 62,394 7,544,583 SH   DFND 1,5 113,705 0 7,430,878
TREVENA INC COM 89532E109 336 40,600 SH   DFND 6 40,600 0 0
TRI POINTE GROUP INC COM 87265H109 12,831 1,089,242 SH   DFND 1,5 0 0 1,089,242
TRI POINTE GROUP INC COM 87265H109 28,748 2,440,402 SH   DFND 11 2,440,402 0 0
TRIBUNE MEDIA CO CL A 896047503 4,110 107,170 SH   DFND 1,5 5,000 0 102,170
TRIBUNE PUBG CO COM 896082104 113 14,693 SH   DFND 1,5 5,000 0 9,693
TRICO BANCSHARES COM 896095106 10,151 400,901 SH   DFND 1,5 39,717 0 361,184
TRIMAS CORP COM NEW 896215209 72,859 4,158,638 SH   DFND 1,5 183,831 0 3,974,807
TRIMBLE NAVIGATION LTD COM 896239100 208,560 8,409,691 SH   DFND 1,5 393,900 0 8,015,791
TRIMBLE NAVIGATION LTD COM 896239100 133,231 5,372,214 SH   DFND 1,9 0 0 5,372,214
TRINET GROUP INC COM 896288107 42,897 2,989,336 SH   DFND 1,5 0 0 2,989,336
TRINITY INDS INC COM 896522109 1,302 71,100 SH   DFND 1,5 0 0 71,100
TRINSEO S A SHS L9340P101 59,765 1,623,605 SH   DFND 1,5 921,244 0 702,361
TRIO TECH INTL COM NEW 896712205 920 287,500 SH   DFND 1,5 28,800 0 258,700
TRIPADVISOR INC COM 896945201 286,418 4,307,043 SH   DFND 1,5 312,014 0 3,995,029
TRIPADVISOR INC COM 896945201 2,534 38,102 SH   DFND 2 38,102 0 0
TRIPLE-S MGMT CORP CL B 896749108 55,833 2,245,900 SH   DFND 1,5 252,300 0 1,993,600
TRIUMPH GROUP INC NEW COM 896818101 14,052 446,380 SH   DFND 1,5 34,064 0 412,316
TRIUMPH GROUP INC NEW COM 896818101 2,379 75,568 SH   DFND 6 62,850 0 12,718
TRIUMPH GROUP INC NEW COM 896818101 928 29,480 SH   DFND 7 13,380 0 16,100
TRONOX LTD SHS CL A Q9235V101 33,195 5,194,772 SH   DFND 1,5 236,637 0 4,958,135
TRONOX LTD SHS CL A Q9235V101 318 49,805 SH   DFND 6 49,805 0 0
TRUEBLUE INC COM 89785X101 1,310 50,093 SH   DFND 1,5 50,093 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 2,781 450,000 SH   DFND 1,5 0 0 450,000
TTM TECHNOLOGIES INC COM 87305R109 62,839 9,449,429 SH   DFND 1,5 106,791 0 9,342,638
TUMI HLDGS INC COM 89969Q104 61,391 2,289,000 SH   DFND 11 2,289,000 0 0
TUNIU CORP SPONSORED ADS CL 89977P106 2,761 264,708 SH   DFND 1,5 0 0 264,708
TUNIU CORP SPONSORED ADS CL 89977P106 20,392 1,955,174 SH   DFND 1,9 0 0 1,955,174
TUPPERWARE BRANDS CORP COM 899896104 281,311 4,851,867 SH   DFND 1,5 166,867 0 4,685,000
TUPPERWARE BRANDS CORP COM 899896104 7,992 137,846 SH   DFND 3 137,846 0 0
TUPPERWARE BRANDS CORP COM 899896104 11,122 191,820 SH   DFND 6 179,520 0 12,300
TUPPERWARE BRANDS CORP COM 899896104 4,133 71,290 SH   DFND 7 52,990 0 18,300
TUTOR PERINI CORP COM 901109108 5,983 385,000 SH   DFND 1,5 36,700 0 348,300
TWENTY FIRST CENTY FOX INC CL B 90130A200 31,558 1,119,088 SH   DFND 1,5 36,399 0 1,082,689
TWENTY FIRST CENTY FOX INC CL A 90130A101 278,344 9,983,635 SH   DFND 1,5 343,988 0 9,639,647
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,439 374,415 SH   DFND 2 374,415 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 4,067 144,221 SH   DFND 2 144,221 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,254 115,375 SH   DFND 3 115,375 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 7,193 258,014 SH   DFND 3 258,014 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,508 376,889 SH   DFND 6 190,189 0 186,700
TWENTY FIRST CENTY FOX INC CL A 90130A101 42,679 1,530,800 SH   DFND 7 789,300 0 741,500
TWITTER INC COM 90184L102 180,676 10,916,982 SH   DFND 1,5 1,042,876 0 9,874,106
TWITTER INC NOTE 0.250% 9/1 90184LAB8 55,112 62,940,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 67,327 80,390,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 2,199 132,900 SH   DFND 1,9 0 0 132,900
TWITTER INC NOTE 1.000% 9/1 90184LAD4 5,461 6,520,000 PRN   DFND 6 0 0 0
TWITTER INC COM 90184L102 2,716 164,100 SH   DFND 6 164,100 0 0
TWITTER INC COM 90184L102 3,152 190,472 SH   DFND 7 0 0 190,472
TWO HBRS INVT CORP COM 90187B101 79,379 9,997,321 SH   DFND 1,5 10,119 0 9,987,202
TYCO INTL PLC SHS G91442106 27,460 748,024 SH   DFND 1,5 2,000 0 746,024
TYCO INTL PLC SHS G91442106 5,214 142,020 SH   DFND 2 142,020 0 0
TYCO INTL PLC SHS G91442106 2,942 80,138 SH   DFND 3 80,138 0 0
TYLER TECHNOLOGIES INC COM 902252105 97,059 754,680 SH   DFND 1,5 4,950 0 749,730
TYSON FOODS INC UNIT 99/99/9999 902494301 59,584 800,000 SH   DFND 1,5 0 0 800,000
TYSON FOODS INC CL A 902494103 63,280 949,294 SH   DFND 1,5 150,556 0 798,738
TYSON FOODS INC CL A 902494103 6,535 98,029 SH   DFND 2 98,029 0 0
TYSON FOODS INC CL A 902494103 9,227 138,421 SH   DFND 3 138,421 0 0
U S PHYSICAL THERAPY INC COM 90337L108 13,017 261,754 SH   DFND 1,5 14,054 0 247,700
U S PHYSICAL THERAPY INC COM 90337L108 7,111 142,994 SH   DFND 6 142,994 0 0
U S PHYSICAL THERAPY INC COM 90337L108 2,983 59,980 SH   DFND 7 59,980 0 0
U S SILICA HLDGS INC COM 90346E103 2,033 89,500 SH   DFND 1,5 0 0 89,500
UBIQUITI NETWORKS INC COM 90347A100 2,403 72,241 SH   DFND 1,5 72,241 0 0
UBS GROUP AG SHS H42097107 356,588 22,175,352 SH   DFND 1,5 1,328,467 0 20,846,885
UBS GROUP AG SHS H42097107 676 41,946 SH   DFND 2 0 0 41,946
UBS GROUP AG SHS H42097107 51,641 3,205,655 SH   DFND 6 2,264,971 0 940,684
UBS GROUP AG SHS H42097107 52,931 3,286,614 SH   DFND 7 1,845,410 0 1,441,204
UDR INC COM 902653104 777,073 20,168,010 SH   DFND 1,5 10,041,069 0 10,126,941
UDR INC COM 902653104 3,443 89,346 SH   DFND 2 89,346 0 0
UDR INC COM 902653104 69,685 1,808,583 SH   DFND 6 1,788,767 0 19,816
UDR INC COM 902653104 50,604 1,313,361 SH   DFND 7 888,861 0 424,500
UFP TECHNOLOGIES INC COM 902673102 2,227 100,000 SH   DFND 1,5 100,000 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 377,607 1,949,039 SH   DFND 1,5 49,239 0 1,899,800
ULTA SALON COSMETCS & FRAG I COM 90384S303 368 1,900 SH   DFND 6 1,900 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 498,549 2,576,481 SH   DFND 1,5 160,105 0 2,416,376
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,026 5,300 SH   DFND 1,9 0 0 5,300
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 369,834 5,841,631 SH   DFND 1,5 291,780 0 5,549,851
ULTRAPETROL BAHAMAS LTD COM P94398107 1,157 4,284,794 SH   DFND 1,5 0 0 4,284,794
ULTRATECH INC COM 904034105 581 26,600 SH   DFND 1,9 0 0 26,600
UMB FINL CORP COM 902788108 203,943 3,950,088 SH   DFND 1,5 27,015 0 3,923,073
UMH PPTYS INC CV RED PFD-A 903002202 18,373 712,131 SH   DFND 1,5 0 0 712,131
UNDER ARMOUR INC CL A 904311107 1,154,545 13,610,103 SH   DFND 1,5 1,127,928 0 12,482,175
UNDER ARMOUR INC CL A 904311107 5,154 60,755 SH   DFND 2 60,755 0 0
UNDER ARMOUR INC CL A 904311107 2,270 26,755 SH   DFND 3 26,755 0 0
UNDER ARMOUR INC CL A 904311107 1,459 17,200 SH   DFND 6 17,200 0 0
UNIFIRST CORP MASS COM 904708104 32,110 294,263 SH   DFND 1,5 63 0 294,200
UNILEVER N V N Y SHS NEW 904784709 11,496 257,300 SH   DFND 1,5 0 0 257,300
UNILEVER N V N Y SHS NEW 904784709 638 14,271 SH   DFND 3 14,271 0 0
UNILEVER PLC SPON ADR NEW 904767704 798 17,669 SH   DFND 3 17,669 0 0
UNION BANKSHARES CORP NEW COM 90539J109 439 17,830 SH   DFND 3 17,830 0 0
UNION PAC CORP COM 907818108 557,259 7,005,147 SH   DFND 1,5 865,475 0 6,139,672
UNION PAC CORP COM 907818108 22,520 283,095 SH   DFND 2 283,095 0 0
UNION PAC CORP COM 907818108 31,368 394,317 SH   DFND 3 394,317 0 0
UNION PAC CORP COM 907818108 2,277 28,620 SH   DFND 6 23,930 0 4,690
UNION PAC CORP COM 907818108 14,423 181,306 SH   DFND 7 1,910 0 179,396
UNIQURE NV SHS N90064101 17,427 1,466,918 SH   DFND 1,5 7,600 0 1,459,318
UNIQURE NV SHS N90064101 2,980 250,855 SH   DFND 6 250,855 0 0
UNIQURE NV SHS N90064101 151 12,700 SH   DFND 7 12,700 0 0
UNISYS CORP COM NEW 909214306 52,308 6,793,243 SH   DFND 1,5 0 0 6,793,243
UNISYS CORP COM NEW 909214306 1,220 158,414 SH   DFND 6 158,414 0 0
UNIT CORP COM 909218109 56,859 6,453,900 SH   DFND 1,5 1,755,100 0 4,698,800
UNITED BANKSHARES INC WEST V COM 909907107 204 5,562 SH   DFND 3 5,562 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 22,214 1,202,683 SH   DFND 1,5 43,483 0 1,159,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 12,565 680,300 SH   DFND 6 680,300 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4,954 268,200 SH   DFND 7 268,200 0 0
UNITED CONTL HLDGS INC COM 910047109 819,504 13,690,348 SH   DFND 1,5 1,767,126 0 11,923,222
UNITED CONTL HLDGS INC COM 910047109 7,197 120,235 SH   DFND 2 120,235 0 0
UNITED CONTL HLDGS INC COM 910047109 3,615 60,391 SH   DFND 3 60,391 0 0
UNITED CONTL HLDGS INC COM 910047109 4,843 80,900 SH   DFND 6 80,900 0 0
UNITED NAT FOODS INC COM 911163103 121,096 3,004,873 SH   DFND 1,5 195,361 0 2,809,512
UNITED NAT FOODS INC COM 911163103 4,215 104,600 SH   DFND 6 104,600 0 0
UNITED NAT FOODS INC COM 911163103 1,427 35,400 SH   DFND 7 35,400 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,643,784 15,585,324 SH   DFND 1,5 914,259 0 14,671,065
UNITED PARCEL SERVICE INC CL B 911312106 24,347 230,841 SH   DFND 2 230,841 0 0
UNITED PARCEL SERVICE INC CL B 911312106 62,375 591,399 SH   DFND 3 591,399 0 0
UNITED PARCEL SERVICE INC CL B 911312106 38,027 360,550 SH   DFND 6 267,330 0 93,220
UNITED PARCEL SERVICE INC CL B 911312106 110,877 1,051,270 SH   DFND 7 376,669 0 674,601
UNITED RENTALS INC COM 911363109 368,999 5,933,421 SH   DFND 1,5 526,548 0 5,406,873
UNITED RENTALS INC COM 911363109 1,892 30,426 SH   DFND 2 30,426 0 0
UNITED RENTALS INC COM 911363109 256 4,121 SH   DFND 3 4,121 0 0
UNITED RENTALS INC COM 911363109 752 12,100 SH   DFND 6 12,100 0 0
UNITED RENTALS INC COM 911363109 361 5,800 SH   DFND 7 5,800 0 0
UNITED STATES CELLULAR CORP COM 911684108 13,913 304,500 SH   DFND 1,5 0 0 304,500
UNITED TECHNOLOGIES CORP COM 913017109 1,886,313 18,844,286 SH   DFND 1,5 437,627 0 18,406,659
UNITED TECHNOLOGIES CORP COM 913017109 26,043 260,174 SH   DFND 2 260,174 0 0
UNITED TECHNOLOGIES CORP COM 913017109 41,034 409,930 SH   DFND 3 409,930 0 0
UNITED TECHNOLOGIES CORP COM 913017109 43,486 434,422 SH   DFND 6 370,732 0 63,690
UNITED TECHNOLOGIES CORP COM 913017109 147,668 1,475,201 SH   DFND 7 754,380 0 720,821
UNITED TECHNOLOGIES CORP COM 913017109 1,301 13,000 SH   DFND 11 13,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 495,217 4,444,198 SH   DFND 1,5 93,155 0 4,351,043
UNITEDHEALTH GROUP INC COM 91324P102 6,980,657 54,155,603 SH   DFND 1,5 3,931,262 0 50,224,341
UNITEDHEALTH GROUP INC COM 91324P102 40,986 317,966 SH   DFND 2 317,966 0 0
UNITEDHEALTH GROUP INC COM 91324P102 26,671 206,913 SH   DFND 3 206,913 0 0
UNITEDHEALTH GROUP INC COM 91324P102 36,007 279,340 SH   DFND 6 151,227 0 128,113
UNITEDHEALTH GROUP INC COM 91324P102 137,361 1,065,641 SH   DFND 7 564,083 0 501,558
UNIVERSAL CORP VA COM 913456109 117,297 2,064,719 SH   DFND 1,5 122,990 0 1,941,729
UNIVERSAL DISPLAY CORP COM 91347P105 14,867 274,800 SH   DFND 1,9 0 0 274,800
UNIVERSAL ELECTRS INC COM 913483103 18,247 294,359 SH   DFND 1,5 150 0 294,209
UNIVERSAL FST PRODS INC COM 913543104 3,449 40,183 SH   DFND 1,5 183 0 40,000
UNIVERSAL HLTH SVCS INC CL B 913903100 490,605 3,933,650 SH   DFND 1,5 57,343 0 3,876,307
UNIVERSAL HLTH SVCS INC CL B 913903100 3,770 30,231 SH   DFND 2 30,231 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 10,257 82,240 SH   DFND 6 82,240 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 5,272 42,267 SH   DFND 7 42,267 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 4,859 273,000 SH   DFND 1,5 37,129 0 235,871
UNIVERSAL SEC INSTRS INC COM NEW 913821302 368 94,304 SH   DFND 1,5 9,200 0 85,104
UNIVERSAL STAINLESS & ALLOY COM 913837100 852 83,600 SH   DFND 1,5 9,100 0 74,500
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 34,949 2,121,990 SH   DFND 1,5 359,000 0 1,762,990
UNUM GROUP COM 91529Y106 661,345 21,388,923 SH   DFND 1,5 1,938,662 0 19,450,261
UNUM GROUP COM 91529Y106 2,427 78,485 SH   DFND 2 78,485 0 0
URBAN EDGE PPTYS COM 91704F104 135,737 5,252,978 SH   DFND 1,5 195,317 0 5,057,661
URBAN EDGE PPTYS COM 91704F104 31,728 1,227,877 SH   DFND 6 1,227,877 0 0
URBAN EDGE PPTYS COM 91704F104 13,346 516,475 SH   DFND 7 53,125 0 463,350
URBAN OUTFITTERS INC COM 917047102 146,639 4,431,511 SH   DFND 1,5 562,811 0 3,868,700
URBAN OUTFITTERS INC COM 917047102 961 29,037 SH   DFND 2 29,037 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,260 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 2,920,683 71,955,739 SH   DFND 1,5 2,632,464 0 69,323,275
US BANCORP DEL COM NEW 902973304 22,171 546,206 SH   DFND 2 546,206 0 0
US BANCORP DEL COM NEW 902973304 43,501 1,071,723 SH   DFND 3 1,071,723 0 0
US BANCORP DEL COM NEW 902973304 25,909 638,298 SH   DFND 6 566,398 0 71,900
US BANCORP DEL COM NEW 902973304 48,445 1,193,514 SH   DFND 7 207,978 0 985,536
US BANCORP DEL COM NEW 902973304 38,650 952,200 SH   DFND 11 952,200 0 0
US ECOLOGY INC COM 91732J102 31,768 719,392 SH   DFND 1,5 62,355 0 657,037
USANA HEALTH SCIENCES INC COM 90328M107 85,372 703,112 SH   DFND 1,5 303,112 0 400,000
UTAH MED PRODS INC COM 917488108 28,775 460,100 SH   DFND 1,5 77,300 0 382,800
V F CORP COM 918204108 615,603 9,505,910 SH   DFND 1,5 289,512 0 9,216,398
V F CORP COM 918204108 7,355 113,577 SH   DFND 2 113,577 0 0
V F CORP COM 918204108 4,132 63,806 SH   DFND 3 63,806 0 0
V F CORP COM 918204108 6,909 106,688 SH   DFND 6 79,888 0 26,800
V F CORP COM 918204108 10,810 166,920 SH   DFND 7 101,820 0 65,100
VAIL RESORTS INC COM 91879Q109 333,415 2,493,752 SH   DFND 1,5 32,252 0 2,461,500
VAIL RESORTS INC COM 91879Q109 2,733 20,442 SH   DFND 7 20,442 0 0
VALE S A ADR REPSTG PFD 91912E204 64,734 20,748,000 SH   DFND 1,5 763,300 0 19,984,700
VALEANT PHARMACEUTICALS INTL COM 91911K102 115,871 4,405,746 SH   DFND 1,5 20,819 0 4,384,927
VALEANT PHARMACEUTICALS INTL COM 91911K102 568 21,600 SH   DFND 6 21,600 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 25,727 978,200 SH   DFND 11 978,200 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,065 40,500 SH   DFND   40,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 658,908 10,272,973 SH   DFND 1,5 467,030 0 9,805,943
VALERO ENERGY CORP NEW COM 91913Y100 10,091 157,330 SH   DFND 2 157,330 0 0
VALERO ENERGY CORP NEW COM 91913Y100 6,919 107,874 SH   DFND 3 107,874 0 0
VALERO ENERGY CORP NEW COM 91913Y100 254 3,958 SH   DFND 6 3,958 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,877 91,627 SH   DFND 7 91,627 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,252 50,700 SH   DFND 11 50,700 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 104,332 2,210,900 SH   DFND 1,5 198,000 0 2,012,900
VALIDUS HOLDINGS LTD COM SHS G9319H102 252 5,348 SH   DFND 3 5,348 0 0
VALLEY NATL BANCORP COM 919794107 7,828 820,566 SH   DFND 1,5 66 0 820,500
VALMONT INDS INC COM 920253101 104,292 842,150 SH   DFND 1,5 0 0 842,150
VALSPAR CORP COM 920355104 143,161 1,337,700 SH   DFND 1,5 0 0 1,337,700
VANDA PHARMACEUTICALS INC COM 921659108 654 78,200 SH   DFND 1,5 0 0 78,200
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 13,250 164,335 SH   DFND 6 164,335 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 2,995 36,348 SH   DFND 1,5 0 0 36,348
VANGUARD INDEX FDS TOTAL STK MKT 922908769 15,708 149,861 SH   DFND 3 149,861 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 298,703 3,172,970 SH   DFND 3 3,172,970 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 536 6,495 SH   DFND 3 6,495 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,621 19,202 SH   DFND 3 19,202 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 3,889 32,850 SH   DFND 3 32,850 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 78,466 703,609 SH   DFND 3 703,609 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 93,902 922,780 SH   DFND 3 922,780 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 73,032 731,861 SH   DFND 3 731,861 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,634 43,361 SH   DFND 3 43,361 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 704,515 8,550,973 SH   DFND 3 8,550,973 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 539,550 5,068,576 SH   DFND 3 5,068,576 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 23,255 267,079 SH   DFND 3 267,079 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 1,122 9,281 SH   DFND 3 9,281 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,831 21,855 SH   DFND 6 0 0 21,855
VANGUARD INDEX FDS VALUE ETF 922908744 15,112 183,423 SH   DFND 7 183,423 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3,524 72,600 SH   DFND 1,5 14,900 0 57,700
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,068 88,713 SH   DFND 1,5 0 0 88,713
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 853 24,673 SH   DFND 1,10 24,673 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 950 21,847 SH   DFND 3 21,847 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 365,264 7,525,019 SH   DFND 3 7,525,019 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 536 9,294 SH   DFND 3 9,294 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 502 14,523 SH   DFND 3 14,523 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 2,122 23,720 SH   DFND 6 0 0 23,720
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 257 2,870 SH   DFND 7 2,870 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 3,351 41,239 SH   DFND 3 41,239 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 997 27,809 SH   DFND 3 27,809 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 1,923 27,860 SH   DFND 3 27,860 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 436 4,437 SH   DFND 1,5 0 0 4,437
VANGUARD WORLD FDS TELCOMM ETF 92204A884 558 6,022 SH   DFND 1,5 0 0 6,022
VANGUARD WORLD FDS UTILITIES ETF 92204A876 746 6,938 SH   DFND 1,5 0 0 6,938
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 760 7,223 SH   DFND 1,5 0 0 7,223
VANGUARD WORLD FDS INF TECH ETF 92204A702 582 5,313 SH   DFND 3 5,313 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 300,670 6,485,555 SH   DFND 3 6,485,555 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 444 3,604 SH   DFND 3 3,604 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 9,861 72,869 SH   DFND 7 72,869 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 3,964 36,863 SH   DFND 7 36,863 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 2,592 26,403 SH   DFND 7 26,403 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 3,637 29,501 SH   DFND 7 29,501 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 9,000 97,063 SH   DFND 7 97,063 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 13,089 124,420 SH   DFND 7 124,420 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 6,283 50,661 SH   DFND 7 50,661 0 0
VANTIV INC CL A 92210H105 160,318 2,975,467 SH   DFND 1,5 96,102 0 2,879,365
VANTIV INC CL A 92210H105 7,037 130,600 SH   DFND 1,9 0 0 130,600
VARIAN MED SYS INC COM 92220P105 10,547 131,807 SH   DFND 1,5 71,807 0 60,000
VARIAN MED SYS INC COM 92220P105 2,556 31,942 SH   DFND 2 31,942 0 0
VARIAN MED SYS INC COM 92220P105 6,549 81,840 SH   DFND 3 81,840 0 0
VARONIS SYS INC COM 922280102 30,210 1,655,329 SH   DFND 1,5 0 0 1,655,329
VASCULAR SOLUTIONS INC COM 92231M109 15,985 491,400 SH   DFND 1,5 1,400 0 490,000
VCA INC COM 918194101 66,218 1,147,816 SH   DFND 1,5 616 0 1,147,200
VECTOR GROUP LTD FRNT 1/1 92240MAY4 25,795 17,273,000 PRN   DFND 1,5 0 0 0
VECTOR GROUP LTD COM 92240M108 22,344 978,270 SH   DFND 6 978,270 0 0
VECTOR GROUP LTD COM 92240M108 3,435 150,410 SH   DFND 7 150,410 0 0
VECTRUS INC COM 92242T101 2,182 95,922 SH   DFND 1,5 18,002 0 77,920
VEEVA SYS INC CL A COM 922475108 6,601 263,633 SH   DFND 1,5 1,877 0 261,756
VEEVA SYS INC CL A COM 922475108 13,669 545,900 SH   DFND 1,9 0 0 545,900
VENTAS INC COM 92276F100 1,109,910 17,628,805 SH   DFND 1,5 6,516,813 0 11,111,992
VENTAS INC COM 92276F100 7,077 112,403 SH   DFND 2 112,403 0 0
VENTAS INC COM 92276F100 3,005 47,733 SH   DFND 3 47,733 0 0
VENTAS INC COM 92276F100 59,704 948,289 SH   DFND 6 948,289 0 0
VENTAS INC COM 92276F100 28,732 456,352 SH   DFND 7 103,407 0 352,945
VERA BRADLEY INC COM 92335C106 38,630 1,899,200 SH   DFND 1,5 91,000 0 1,808,200
VERA BRADLEY INC COM 92335C106 687 33,800 SH   DFND 6 33,800 0 0
VERASTEM INC COM 92337C104 1,267 802,180 SH   DFND 1,5 800 0 801,380
VEREIT INC COM 92339V100 567,271 63,953,874 SH   DFND 1,5 25,495,973 0 38,457,901
VEREIT INC COM 92339V100 31,121 3,508,600 SH   DFND 6 3,508,600 0 0
VEREIT INC COM 92339V100 13,368 1,507,052 SH   DFND 7 172,952 0 1,334,100
VERIFONE SYS INC COM 92342Y109 107,083 3,791,900 SH   DFND 1,5 371,200 0 3,420,700
VERINT SYS INC COM 92343X100 16,353 489,900 SH   DFND 1,5 0 0 489,900
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 53,626 20,740,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 62,536 706,301 SH   DFND 1,5 1,531 0 704,770
VERISIGN INC COM 92343E102 2,853 32,220 SH   DFND 2 32,220 0 0
VERISIGN INC COM 92343E102 2,779 31,392 SH   DFND 3 31,392 0 0
VERISK ANALYTICS INC COM 92345Y106 632,017 7,908,123 SH   DFND 1,5 40,105 0 7,868,018
VERISK ANALYTICS INC COM 92345Y106 4,132 51,705 SH   DFND 2 51,705 0 0
VERISK ANALYTICS INC COM 92345Y106 374 4,682 SH   DFND 3 4,682 0 0
VERISK ANALYTICS INC COM 92345Y106 2,203 27,570 SH   DFND 6 27,570 0 0
VERITIV CORP COM 923454102 22,366 600,261 SH   DFND 1,5 30,957 0 569,304
VERIZON COMMUNICATIONS INC COM 92343V104 1,839,035 34,005,821 SH   DFND 1,5 2,024,099 0 31,981,722
VERIZON COMMUNICATIONS INC COM 92343V104 73,687 1,362,554 SH   DFND 2 1,362,554 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 93,485 1,728,647 SH   DFND 3 1,728,647 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 25,105 464,227 SH   DFND 6 427,557 0 36,670
VERIZON COMMUNICATIONS INC COM 92343V104 116,373 2,151,870 SH   DFND 7 1,545,986 0 605,884
VERIZON COMMUNICATIONS INC COM 92343V104 26,434 488,800 SH   DFND 11 488,800 0 0
VERMILION ENERGY INC COM 923725105 31,175 1,065,200 SH   DFND 11 1,065,200 0 0
VERMILLION INC COM NEW 92407M206 7,768 5,284,326 SH   DFND 1,5 0 0 5,284,326
VERSARTIS INC COM 92529L102 29,046 3,621,636 SH   DFND 1,5 173,763 0 3,447,873
VERTEX PHARMACEUTICALS INC COM 92532F100 1,144,796 14,401,757 SH   DFND 1,5 159,445 0 14,242,312
VERTEX PHARMACEUTICALS INC COM 92532F100 6,551 82,409 SH   DFND 2 82,409 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,498 94,327 SH   DFND 3 94,327 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 16,862 212,124 SH   DFND 6 197,224 0 14,900
VERTEX PHARMACEUTICALS INC COM 92532F100 27,355 344,136 SH   DFND 7 306,936 0 37,200
VIACOM INC NEW CL A 92553P102 18,120 400,000 SH   DFND 1,5 200,000 0 200,000
VIACOM INC NEW CL B 92553P201 255,531 6,190,185 SH   DFND 1,5 96,790 0 6,093,395
VIACOM INC NEW CL B 92553P201 4,783 115,877 SH   DFND 2 115,877 0 0
VIACOM INC NEW CL B 92553P201 686 16,616 SH   DFND 3 16,616 0 0
VIACOM INC NEW CL B 92553P201 13,166 318,955 SH   DFND 6 184,190 0 134,765
VIACOM INC NEW CL B 92553P201 58,653 1,420,856 SH   DFND 7 560,582 0 860,274
VIASAT INC COM 92552V100 1,088 14,800 SH   DFND 1,5 0 0 14,800
VIAVI SOLUTIONS INC COM 925550105 1,488 216,900 SH   DFND 1,5 0 0 216,900
VICAL INC COM 925602104 3,894 9,960,085 SH   DFND 1,5 0 0 9,960,085
VIEWRAY INC COM 92672L107 34,357 7,989,923 SH   DFND 4 7,989,923 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 2,381 98,561 SH   DFND 1,5 58,661 0 39,900
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 180,089 13,982,100 SH   DFND 1,5 2,615,300 0 11,366,800
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 79,199 6,149,000 SH   DFND 1,9 0 0 6,149,000
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 3,268 253,700 SH   DFND 6 185,400 0 68,300
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,041 158,500 SH   DFND 7 158,500 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,159 90,000 SH   DFND 11 90,000 0 0
VIRGIN AMER INC COM VTG 92765X208 29,336 760,800 SH   DFND 1,5 153,500 0 607,300
VIRTU FINL INC CL A 928254101 30,671 1,387,200 SH   DFND 1,5 0 0 1,387,200
VIRTUS INVT PARTNERS INC COM 92828Q109 16,083 205,900 SH   DFND 1,5 0 0 205,900
VIRTUSA CORP COM 92827P102 67,712 1,807,579 SH   DFND 1,5 650 0 1,806,929
VIRTUSA CORP COM 92827P102 435 11,600 SH   DFND 1,9 0 0 11,600
VIRTUSA CORP COM 92827P102 35,869 957,517 SH   DFND 6 957,517 0 0
VIRTUSA CORP COM 92827P102 6,089 162,550 SH   DFND 7 162,550 0 0
VIRTUSA CORP COM 92827P102 11,042 294,770 SH   DFND 11 294,770 0 0
VISA INC COM CL A 92826C839 7,656,187 100,107,042 SH   DFND 1,5 5,993,417 0 94,113,625
VISA INC COM CL A 92826C839 198,213 2,591,700 SH   DFND 1,9 0 0 2,591,700
VISA INC COM CL A 92826C839 95,149 1,244,100 SH   DFND 1,10 19,600 0 1,224,500
VISA INC COM CL A 92826C839 49,091 641,880 SH   DFND 2 641,880 0 0
VISA INC COM CL A 92826C839 54,178 708,390 SH   DFND 3 708,390 0 0
VISA INC COM CL A 92826C839 60,263 787,960 SH   DFND 6 732,660 0 55,300
VISA INC COM CL A 92826C839 99,272 1,298,019 SH   DFND 7 726,408 0 571,611
VISA INC COM CL A 92826C839 28,211 368,869 SH   DFND 11 368,869 0 0
VISTA OUTDOOR INC COM 928377100 160,943 3,100,422 SH   DFND 1,5 15,461 0 3,084,961
VISTA OUTDOOR INC COM 928377100 10,252 197,500 SH   DFND 6 197,500 0 0
VISTA OUTDOOR INC COM 928377100 4,231 81,500 SH   DFND 7 81,500 0 0
VISTA OUTDOOR INC COM 928377100 32,324 622,698 SH   DFND 11 622,698 0 0
VISTEON CORP COM NEW 92839U206 182,099 2,287,964 SH   DFND 1,5 324 0 2,287,640
VITAE PHARMACEUTICALS INC COM 92847N103 16,749 2,526,273 SH   DFND 1,5 0 0 2,526,273
VITAL THERAPIES INC COM 92847R104 24,932 2,748,803 SH   DFND 1,5 0 0 2,748,803
VITAMIN SHOPPE INC COM 92849E101 29,025 937,500 SH   DFND 1,5 312,800 0 624,700
VMWARE INC CL A COM 928563402 43,874 838,734 SH   DFND 1,5 34 0 838,700
VMWARE INC CL A COM 928563402 19,438 371,595 SH   DFND 1,9 0 0 371,595
VOCERA COMMUNICATIONS INC COM 92857F107 3,799 297,994 SH   DFND 1,5 0 0 297,994
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 240,468 7,502,916 SH   DFND 1,5 685 0 7,502,231
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 346 10,799 SH   DFND 3 10,799 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 9,615 300,000 SH   DFND 11 300,000 0 0
VONAGE HLDGS CORP COM 92886T201 9,638 2,108,890 SH   DFND 1,5 0 0 2,108,890
VORNADO RLTY TR SH BEN INT 929042109 10,892 115,340 SH   DFND 1,5 0 0 115,340
VORNADO RLTY TR SH BEN INT 929042109 5,599 59,288 SH   DFND 2 59,288 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,917 20,305 SH   DFND 3 20,305 0 0
VOYA FINL INC COM 929089100 73,054 2,453,945 SH   DFND 1,5 210,945 0 2,243,000
VOYAGER THERAPEUTICS INC COM 92915B106 34,067 3,902,348 SH   DFND 1,5 0 0 3,902,348
VSE CORP COM 918284100 43,462 640,179 SH   DFND 1,5 46,785 0 593,394
VTV THERAPEUTICS INC CL A 918385105 1,885 365,400 SH   DFND 1,5 0 0 365,400
VULCAN MATLS CO COM 929160109 36,517 345,899 SH   DFND 1,5 10,200 0 335,699
VULCAN MATLS CO COM 929160109 4,703 44,544 SH   DFND 2 44,544 0 0
VULCAN MATLS CO COM 929160109 1,273 12,055 SH   DFND 3 12,055 0 0
VWR CORP COM 91843L103 36,450 1,347,000 SH   DFND 1,5 90,500 0 1,256,500
W & T OFFSHORE INC COM 92922P106 17,005 7,765,000 SH   DFND 1,5 115,000 0 7,650,000
W P CAREY INC COM 92936U109 302,946 4,867,379 SH   DFND 1,5 2,752,379 0 2,115,000
W P CAREY INC COM 92936U109 19,875 319,334 SH   DFND 6 319,334 0 0
W P CAREY INC COM 92936U109 8,370 134,481 SH   DFND 7 14,000 0 120,481
WABASH NATL CORP COM 929566107 605 45,859 SH   DFND 1,5 45,859 0 0
WABCO HLDGS INC COM 92927K102 9,973 93,276 SH   DFND 1,5 112 0 93,164
WABCO HLDGS INC COM 92927K102 16,331 152,740 SH   DFND 6 152,740 0 0
WABCO HLDGS INC COM 92927K102 4,261 39,850 SH   DFND 7 39,850 0 0
WABTEC CORP COM 929740108 240,206 3,029,466 SH   DFND 1,5 1,212 0 3,028,254
WABTEC CORP COM 929740108 5,638 71,100 SH   DFND 6 56,100 0 15,000
WABTEC CORP COM 929740108 4,932 62,200 SH   DFND 7 25,500 0 36,700
WADDELL & REED FINL INC CL A 930059100 108,802 4,622,002 SH   DFND 1,5 113,416 0 4,508,586
WAGEWORKS INC COM 930427109 237,885 4,700,356 SH   DFND 1,5 5,759 0 4,694,597
WAGEWORKS INC COM 930427109 35,034 692,232 SH   DFND 1,9 0 0 692,232
WAGEWORKS INC COM 930427109 1,331 26,300 SH   DFND 6 26,300 0 0
WAGEWORKS INC COM 930427109 1,978 39,090 SH   DFND 7 14,390 0 24,700
WAL-MART STORES INC COM 931142103 715,727 10,450,090 SH   DFND 1,5 245,141 0 10,204,949
WAL-MART STORES INC COM 931142103 35,940 524,750 SH   DFND 2 524,750 0 0
WAL-MART STORES INC COM 931142103 47,580 694,696 SH   DFND 3 694,696 0 0
WAL-MART STORES INC COM 931142103 3,778 55,161 SH   DFND 6 55,161 0 0
WAL-MART STORES INC COM 931142103 3,272 47,770 SH   DFND 7 47,770 0 0
WAL-MART STORES INC COM 931142103 309,849 4,524,000 SH   DFND 11 4,524,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,211,062 14,376,327 SH   DFND 1,5 465,567 0 13,910,760
WALGREENS BOOTS ALLIANCE INC COM 931427108 24,315 288,642 SH   DFND 2 288,642 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 41,315 490,446 SH   DFND 3 490,446 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,595 90,160 SH   DFND 6 90,160 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,406 135,395 SH   DFND 7 0 0 135,395
WASHINGTON FED INC COM 938824109 186,436 8,231,166 SH   DFND 1,5 611 0 8,230,555
WASTE CONNECTIONS INC COM 941053100 3,902 60,415 SH   DFND 1,5 0 0 60,415
WASTE MGMT INC DEL COM 94106L109 8,179 138,621 SH   DFND 2 138,621 0 0
WASTE MGMT INC DEL COM 94106L109 3,775 63,986 SH   DFND 3 63,986 0 0
WATERS CORP COM 941848103 314,438 2,383,550 SH   DFND 1,5 170,226 0 2,213,324
WATERS CORP COM 941848103 3,585 27,177 SH   DFND 2 27,177 0 0
WATERS CORP COM 941848103 898 6,807 SH   DFND 3 6,807 0 0
WATSCO INC COM 942622200 140,722 1,044,398 SH   DFND 1,5 52 0 1,044,346
WAVE LIFE SCIENCES LTD SHS Y95308105 27,373 1,972,138 SH   DFND 1,5 0 0 1,972,138
WAYFAIR INC CL A 94419L101 299,225 6,923,297 SH   DFND 1,5 780,794 0 6,142,503
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 1,819 106,391 SH   DFND 1,5 106,391 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 43,720 5,619,515 SH   DFND 1,5 2,049 0 5,617,466
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 4,744 5,000,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 42,831 2,161,011 SH   DFND 1,5 35,033 0 2,125,978
WEB COM GROUP INC COM 94733A104 14,976 755,600 SH   DFND 1,9 0 0 755,600
WEB COM GROUP INC COM 94733A104 1,796 90,600 SH   DFND 6 50,800 0 39,800
WEB COM GROUP INC COM 94733A104 2,036 102,715 SH   DFND 7 61,615 0 41,100
WEBMD HEALTH CORP COM 94770V102 78,696 1,256,519 SH   DFND 1,5 72,700 0 1,183,819
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 22,850 20,000,000 PRN   DFND 1,5 0 0 0
WEBSTER FINL CORP CONN COM 947890109 362 10,088 SH   DFND 3 10,088 0 0
WEC ENERGY GROUP INC COM 92939U106 6,342 105,574 SH   DFND 2 105,574 0 0
WEC ENERGY GROUP INC COM 92939U106 3,661 60,950 SH   DFND 3 60,950 0 0
WEIBO CORP SPONSORED ADR 948596101 433 24,100 SH   DFND 1,9 0 0 24,100
WEIGHT WATCHERS INTL INC NEW COM 948626106 138,647 9,542,152 SH   DFND 1,5 792,200 0 8,749,952
WELLCARE HEALTH PLANS INC COM 94946T106 9,283 100,081 SH   DFND 1,5 22,381 0 77,700
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 178,294 147,961 SH   DFND 1,5 22,850 0 125,111
WELLS FARGO & CO NEW COM 949746101 5,798,978 119,912,703 SH   DFND 1,5 7,431,136 0 112,481,567
WELLS FARGO & CO NEW COM 949746101 74,724 1,545,160 SH   DFND 2 1,545,160 0 0
WELLS FARGO & CO NEW COM 949746101 88,677 1,833,686 SH   DFND 3 1,833,686 0 0
WELLS FARGO & CO NEW COM 949746101 44,892 928,289 SH   DFND 6 731,229 0 197,060
WELLS FARGO & CO NEW COM 949746101 50,714 1,048,675 SH   DFND 7 351,641 0 697,034
WELLS FARGO & CO NEW COM 949746101 28,156 582,219 SH   DFND 11 582,219 0 0
WELLTOWER INC COM 95040Q104 524,665 7,566,556 SH   DFND 1,5 4,232,818 0 3,333,738
WELLTOWER INC COM 95040Q104 8,236 118,782 SH   DFND 2 118,782 0 0
WELLTOWER INC COM 95040Q104 3,340 48,168 SH   DFND 3 48,168 0 0
WELLTOWER INC COM 95040Q104 12,659 182,570 SH   DFND 6 182,570 0 0
WELLTOWER INC COM 95040Q104 5,694 82,114 SH   DFND 7 8,050 0 74,064
WESBANCO INC COM 950810101 8,295 279,200 SH   DFND 1,5 0 0 279,200
WESCO AIRCRAFT HLDGS INC COM 950814103 8,622 599,200 SH   DFND 1,5 0 0 599,200
WESCO INTL INC COM 95082P105 331,934 6,071,597 SH   DFND 1,5 15,184 0 6,056,413
WESCO INTL INC COM 95082P105 7,183 131,380 SH   DFND 6 112,480 0 18,900
WESCO INTL INC COM 95082P105 6,932 126,793 SH   DFND 7 88,493 0 38,300
WEST CORP COM 952355204 223,791 9,806,777 SH   DFND 1,5 137,546 0 9,669,231
WESTAR ENERGY INC COM 95709T100 42,501 856,703 SH   DFND 1,5 0 0 856,703
WESTAR ENERGY INC COM 95709T100 205 4,124 SH   DFND 3 4,124 0 0
WESTERN ALLIANCE BANCORP COM 957638109 19,486 583,777 SH   DFND 6 583,777 0 0
WESTERN ALLIANCE BANCORP COM 957638109 4,397 131,740 SH   DFND 7 131,740 0 0
WESTERN DIGITAL CORP COM 958102105 548,792 11,617,111 SH   DFND 1,5 201,625 0 11,415,486
WESTERN DIGITAL CORP COM 958102105 3,678 77,853 SH   DFND 2 77,853 0 0
WESTERN DIGITAL CORP COM 958102105 1,290 27,305 SH   DFND 3 27,305 0 0
WESTERN DIGITAL CORP COM 958102105 2,423 51,300 SH   DFND 6 51,300 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 34,036 784,059 SH   DFND 1,5 0 0 784,059
WESTERN REFNG INC COM 959319104 25,431 874,204 SH   DFND 1,5 112 0 874,092
WESTERN UN CO COM 959802109 847,844 43,952,538 SH   DFND 1,5 2,478,418 0 41,474,120
WESTERN UN CO COM 959802109 3,238 167,872 SH   DFND 2 167,872 0 0
WESTERN UN CO COM 959802109 918 47,584 SH   DFND 3 47,584 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 12,524 635,729 SH   DFND 1,5 0 0 635,729
WESTROCK CO COM 96145D105 1,020,547 26,147,746 SH   DFND 1,5 206,858 0 25,940,888
WESTROCK CO COM 96145D105 3,314 84,903 SH   DFND 2 84,903 0 0
WESTROCK CO COM 96145D105 5,229 133,981 SH   DFND 3 133,981 0 0
WESTROCK CO COM 96145D105 23,925 613,001 SH   DFND 6 551,861 0 61,140
WESTROCK CO COM 96145D105 6,632 169,920 SH   DFND 7 79,920 0 90,000
WEX INC COM 96208T104 132,709 1,592,000 SH   DFND 1,5 0 0 1,592,000
WEYERHAEUSER CO PREF CONV SER A 962166872 49,321 964,800 SH   DFND 1,5 413,300 0 551,500
WEYERHAEUSER CO COM 962166104 66,112 2,134,015 SH   DFND 1,5 146,676 0 1,987,339
WEYERHAEUSER CO COM 962166104 8,179 264,024 SH   DFND 2 264,024 0 0
WEYERHAEUSER CO COM 962166104 2,845 91,835 SH   DFND 3 91,835 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,810 35,400 SH   DFND 6 0 0 35,400
WHIRLPOOL CORP COM 963320106 244,081 1,353,451 SH   DFND 1,5 7,482 0 1,345,969
WHIRLPOOL CORP COM 963320106 4,659 25,832 SH   DFND 2 25,832 0 0
WHIRLPOOL CORP COM 963320106 1,382 7,664 SH   DFND 3 7,664 0 0
WHIRLPOOL CORP COM 963320106 4,045 22,430 SH   DFND 6 22,430 0 0
WHIRLPOOL CORP COM 963320106 7,735 42,891 SH   DFND 7 42,891 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 321 400 SH   DFND 1,5 0 0 400
WHITEWAVE FOODS CO COM 966244105 111,012 2,731,598 SH   DFND 1,5 343,498 0 2,388,100
WHITEWAVE FOODS CO COM 966244105 12,048 296,454 SH   DFND 6 296,454 0 0
WHITEWAVE FOODS CO COM 966244105 2,970 73,070 SH   DFND 7 73,070 0 0
WHITING PETE CORP NEW COM 966387102 194,809 24,412,118 SH   DFND 1,5 231,018 0 24,181,100
WHITING PETE CORP NEW NOTE 5.000% 3/1 966387AR3 25,181 30,000,000 PRN   DFND 1,5 0 0 0
WHITING PETE CORP NEW COM 966387102 2,461 308,377 SH   DFND 6 308,377 0 0
WHITING PETE CORP NEW COM 966387102 1,170 146,644 SH   DFND 7 146,644 0 0
WHOLE FOODS MKT INC COM 966837106 373,594 12,008,811 SH   DFND 1,5 619,451 0 11,389,360
WHOLE FOODS MKT INC COM 966837106 3,378 108,572 SH   DFND 2 108,572 0 0
WHOLE FOODS MKT INC COM 966837106 7,283 234,105 SH   DFND 3 234,105 0 0
WHOLE FOODS MKT INC COM 966837106 3,750 120,530 SH   DFND 6 120,530 0 0
WI-LAN INC COM 928972108 368 161,300 SH   DFND 1,5 0 0 161,300
WILEY JOHN & SONS INC CL A 968223206 25,091 513,213 SH   DFND 1,5 60 0 513,153
WILEY JOHN & SONS INC CL A 968223206 50,247 1,027,761 SH   DFND 6 997,761 0 30,000
WILEY JOHN & SONS INC CL A 968223206 7,984 163,300 SH   DFND 7 141,000 0 22,300
WILLIAMS COS INC DEL COM 969457100 660,053 41,073,643 SH   DFND 1,5 2,853,802 0 38,219,841
WILLIAMS COS INC DEL COM 969457100 3,669 228,292 SH   DFND 2 228,292 0 0
WILLIAMS COS INC DEL COM 969457100 15,659 974,423 SH   DFND 3 974,423 0 0
WILLIAMS COS INC DEL COM 969457100 12,228 760,940 SH   DFND 6 760,940 0 0
WILLIAMS COS INC DEL COM 969457100 18,019 1,121,285 SH   DFND 7 0 0 1,121,285
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 690,392 33,760,002 SH   DFND 1,5 0 0 33,760,002
WILLIAMS SONOMA INC COM 969904101 51,193 935,200 SH   DFND 1,5 18,300 0 916,900
WILLIAMS SONOMA INC COM 969904101 5,256 96,020 SH   DFND 6 96,020 0 0
WILLIAMS SONOMA INC COM 969904101 1,060 19,360 SH   DFND 7 19,360 0 0
WILLIS LEASE FINANCE CORP COM 970646105 432 20,000 SH   DFND 1,5 1,980 0 18,020
WILLIS TOWERS WATSON PUB LTD SHS G96629103 83,381 702,686 SH   DFND 1,5 15,758 0 686,928
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,484 46,214 SH   DFND 2 46,214 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 2,717 22,896 SH   DFND 3 22,896 0 0
WILSHIRE BANCORP INC COM 97186T108 55,750 5,412,600 SH   DFND 1,5 224,600 0 5,188,000
WINGSTOP INC COM 974155103 28,074 1,237,820 SH   DFND 1,5 91,670 0 1,146,150
WINMARK CORP COM 974250102 5,952 60,750 SH   DFND 1,5 405 0 60,345
WINTRUST FINL CORP COM 97650W108 9,702 218,811 SH   DFND 6 218,811 0 0
WINTRUST FINL CORP COM 97650W108 2,974 67,065 SH   DFND 7 67,065 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 944 75,000 SH   DFND 1,5 75,000 0 0
WIRELESS TELECOM GROUP INC COM 976524108 662 501,600 SH   DFND 1,5 48,900 0 452,700
WISDOMTREE INVTS INC COM 97717P104 1,575 137,800 SH   DFND 1,5 900 0 136,900
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4,334 99,144 SH   DFND 1,5 5,500 0 93,644
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 2,053 39,550 SH   DFND 1,5 2,900 0 36,650
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 281,138 5,414,830 SH   DFND 3 5,414,830 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 20,567 470,529 SH   DFND 3 470,529 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 5,876 113,171 SH   DFND 7 113,171 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1,336 30,564 SH   DFND 7 30,564 0 0
WIX COM LTD SHS M98068105 77,458 3,821,313 SH   DFND 1,5 368,542 0 3,452,771
WIX COM LTD SHS M98068105 418 20,600 SH   DFND 1,9 0 0 20,600
WMIH CORP COM 92936P100 52 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 90,481 2,953,029 SH   DFND 1,5 76,100 0 2,876,929
WNS HOLDINGS LTD SPON ADR 92932M101 52,643 1,718,116 SH   DFND 6 1,718,116 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 3,836 125,200 SH   DFND 7 125,200 0 0
WOODWARD INC COM 980745103 39,295 755,388 SH   DFND 1,5 0 0 755,388
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 10,021 8,500,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 884,514 11,511,116 SH   DFND 1,5 555,461 0 10,955,655
WORKDAY INC CL A 98138H101 26,010 338,500 SH   DFND 1,9 0 0 338,500
WORKDAY INC CL A 98138H101 2,874 37,400 SH   DFND 6 37,400 0 0
WORKIVA INC COM CL A 98139A105 1,953 167,600 SH   DFND 1,9 0 0 167,600
WORLD FUEL SVCS CORP COM 981475106 377,550 7,771,709 SH   DFND 1,5 366,583 0 7,405,126
WORLD FUEL SVCS CORP COM 981475106 23,303 479,675 SH   DFND 6 479,675 0 0
WORLD FUEL SVCS CORP COM 981475106 1,956 40,260 SH   DFND 7 40,260 0 0
WORLD FUEL SVCS CORP COM 981475106 12,937 266,304 SH   DFND 11 266,304 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 8,001 453,043 SH   DFND 1,5 43 0 453,000
WP GLIMCHER IN COM 92939N102 50,886 5,362,073 SH   DFND 1,5 91,100 0 5,270,973
WP GLIMCHER IN COM 92939N102 5,229 551,000 SH   DFND 6 551,000 0 0
WP GLIMCHER IN COM 92939N102 1,627 171,400 SH   DFND 7 171,400 0 0
WPX ENERGY INC COM 98212B103 6,754 966,300 SH   DFND 1,5 92,829 0 873,471
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 241,194 14,529,784 SH   DFND 1,5 0 0 14,529,784
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 11,280 679,546 SH   DFND 6 679,546 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 3,265 196,680 SH   DFND 7 196,680 0 0
WSFS FINL CORP COM 929328102 84,235 2,590,253 SH   DFND 1,5 358 0 2,589,895
WYNDHAM WORLDWIDE CORP COM 98310W108 449,814 5,885,302 SH   DFND 1,5 526 0 5,884,776
WYNDHAM WORLDWIDE CORP COM 98310W108 2,876 37,630 SH   DFND 2 37,630 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 701 9,168 SH   DFND 3 9,168 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 22,858 299,072 SH   DFND 6 260,172 0 38,900
WYNDHAM WORLDWIDE CORP COM 98310W108 19,819 259,305 SH   DFND 7 193,909 0 65,396
WYNDHAM WORLDWIDE CORP COM 98310W108 15,691 205,300 SH   DFND 11 205,300 0 0
WYNN RESORTS LTD COM 983134107 2,544 27,225 SH   DFND 2 27,225 0 0
WYNN RESORTS LTD COM 983134107 2,549 27,287 SH   DFND 3 27,287 0 0
XCEL ENERGY INC COM 98389B100 461,686 11,039,828 SH   DFND 1,5 201,368 0 10,838,460
XCEL ENERGY INC COM 98389B100 7,099 169,759 SH   DFND 2 169,759 0 0
XCEL ENERGY INC COM 98389B100 1,644 39,317 SH   DFND 3 39,317 0 0
XCEL ENERGY INC COM 98389B100 13,166 314,821 SH   DFND 6 249,021 0 65,800
XCEL ENERGY INC COM 98389B100 17,069 408,156 SH   DFND 7 244,056 0 164,100
XCEL ENERGY INC COM 98389B100 28,327 677,350 SH   DFND 11 677,350 0 0
XCERRA CORP COM 98400J108 2,414 370,300 SH   DFND 1,5 0 0 370,300
XENCOR INC COM 98401F105 74,833 5,576,250 SH   DFND 1,5 1,550 0 5,574,700
XEROX CORP COM 984121103 189,155 16,949,378 SH   DFND 1,5 1,136,234 0 15,813,144
XEROX CORP COM 984121103 3,554 318,452 SH   DFND 2 318,452 0 0
XEROX CORP COM 984121103 860 77,028 SH   DFND 3 77,028 0 0
XEROX CORP COM 984121103 3,333 298,650 SH   DFND 6 182,420 0 116,230
XEROX CORP COM 984121103 525 47,080 SH   DFND 7 47,080 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 9,550 5,810,000 PRN   DFND 1,5 0 0 0
XILINX INC COM 983919101 133,838 2,821,800 SH   DFND 1,5 233,500 0 2,588,300
XILINX INC COM 983919101 4,054 85,469 SH   DFND 2 85,469 0 0
XILINX INC COM 983919101 1,582 33,350 SH   DFND 3 33,350 0 0
XILINX INC COM 983919101 2,604 54,900 SH   DFND 7 54,900 0 0
XL GROUP PLC SHS G98290102 8,751 237,800 SH   DFND 1,5 0 0 237,800
XL GROUP PLC SHS G98290102 3,591 97,595 SH   DFND 2 97,595 0 0
XL GROUP PLC SHS G98290102 2,392 65,012 SH   DFND 3 65,012 0 0
XOMA CORP DEL COM 98419J107 5,908 7,643,477 SH   DFND 1,5 0 0 7,643,477
XUNLEI LTD SPONSORED ADR 98419E108 18,827 3,081,371 SH   DFND 1,9 0 0 3,081,371
XURA INC COM 98420V107 1,896 96,411 SH   DFND 1,5 22,020 0 74,391
XYLEM INC COM 98419M100 136,826 3,345,377 SH   DFND 1,5 209,600 0 3,135,777
XYLEM INC COM 98419M100 2,442 59,697 SH   DFND 2 59,697 0 0
XYLEM INC COM 98419M100 658 16,100 SH   DFND 6 16,100 0 0
YADKIN FINL CORP COM 984305102 11,454 483,920 SH   DFND 6 483,920 0 0
YADKIN FINL CORP COM 984305102 4,732 199,900 SH   DFND 7 199,900 0 0
YAHOO INC COM 984332106 667,139 18,123,850 SH   DFND 1,5 488,324 0 17,635,526
YAHOO INC COM 984332106 258,790 7,030,427 SH   DFND 1,9 0 0 7,030,427
YAHOO INC COM 984332106 10,724 291,341 SH   DFND 2 291,341 0 0
YAHOO INC COM 984332106 9,801 266,249 SH   DFND 3 266,249 0 0
YAHOO INC COM 984332106 5,479 148,857 SH   DFND 6 148,857 0 0
YAHOO INC COM 984332106 7,050 191,529 SH   DFND 7 0 0 191,529
YAMANA GOLD INC COM 98462Y100 19,555 6,445,920 SH   DFND 1,5 0 0 6,445,920
YANDEX N V SHS CLASS A N97284108 83,146 5,427,262 SH   DFND 1,5 196,040 0 5,231,222
YELP INC CL A 985817105 286 14,400 SH   DFND 1,9 0 0 14,400
YIRENDAI LTD SPONSORED ADR 98585L100 320 27,500 SH   DFND 1,5 0 0 27,500
YIRENDAI LTD SPONSORED ADR 98585L100 3,655 314,034 SH   DFND 1,9 0 0 314,034
YOUKU TUDOU INC SPONSORED ADR 98742U100 26,781 974,200 SH   DFND 1,5 0 0 974,200
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 33,034 1,847,518 SH   DFND 1,5 68,718 0 1,778,800
YUM BRANDS INC COM 988498101 349,074 4,264,799 SH   DFND 1,5 420,863 0 3,843,936
YUM BRANDS INC COM 988498101 11,189 136,700 SH   DFND 2 136,700 0 0
YUM BRANDS INC COM 988498101 10,215 124,800 SH   DFND 3 124,800 0 0
YUM BRANDS INC COM 988498101 4,098 50,068 SH   DFND 6 50,068 0 0
YUM BRANDS INC COM 988498101 9,974 121,851 SH   DFND 7 0 0 121,851
YY INC ADS REPCOM CLA 98426T106 12,429 201,800 SH   DFND 1,9 0 0 201,800
ZAFGEN INC COM 98885E103 27,178 4,068,520 SH   DFND 1,5 0 0 4,068,520
ZAGG INC COM 98884U108 684 75,885 SH   DFND 1,5 75,885 0 0
ZAYO GROUP HLDGS INC COM 98919V105 42,330 1,746,300 SH   DFND 1,5 0 0 1,746,300
ZEBRA TECHNOLOGIES CORP CL A 989207105 107,514 1,558,176 SH   DFND 1,5 676 0 1,557,500
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,125 16,300 SH   DFND 7 0 0 16,300
ZELTIQ AESTHETICS INC COM 98933Q108 80,005 2,945,682 SH   DFND 1,5 140,500 0 2,805,182
ZENDESK INC COM 98936J101 254,439 12,156,658 SH   DFND 1,5 668,273 0 11,488,385
ZENDESK INC COM 98936J101 29,121 1,391,344 SH   DFND 1,9 0 0 1,391,344
ZENDESK INC COM 98936J101 588 28,100 SH   DFND 6 28,100 0 0
ZILLOW GROUP INC CL A 98954M101 3,028 118,500 SH   DFND 1,5 0 0 118,500
ZILLOW GROUP INC CL C CAP STK 98954M200 3,982 167,800 SH   DFND 1,5 0 0 167,800
ZIMMER BIOMET HLDGS INC COM 98956P102 709,238 6,651,394 SH   DFND 1,5 119,256 0 6,532,138
ZIMMER BIOMET HLDGS INC COM 98956P102 6,382 59,853 SH   DFND 2 59,853 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,347 50,147 SH   DFND 3 50,147 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,163 29,666 SH   DFND 6 29,666 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,493 42,138 SH   DFND 7 42,138 0 0
ZIONS BANCORPORATION COM 989701107 82,792 3,419,750 SH   DFND 1,5 0 0 3,419,750
ZIONS BANCORPORATION COM 989701107 1,656 68,400 SH   DFND 2 68,400 0 0
ZIONS BANCORPORATION COM 989701107 4,012 165,726 SH   DFND 3 165,726 0 0
ZOETIS INC CL A 98978V103 12,798 288,695 SH   DFND 1,5 9,792 0 278,903
ZOETIS INC CL A 98978V103 6,782 152,980 SH   DFND 2 152,980 0 0
ZOETIS INC CL A 98978V103 3,843 86,691 SH   DFND 3 86,691 0 0
ZOGENIX INC COM NEW 98978L204 26,074 2,821,843 SH   DFND 1,5 0 0 2,821,843
ZOSANO PHARMA CORP COM 98979H103 4,116 1,789,720 SH   DFND 1,5 0 0 1,789,720
ZUMIEZ INC COM 989817101 42,929 2,155,058 SH   DFND 1,5 181,900 0 1,973,158