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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 5,890 181,860 SH   DFND 1,5 0 0 181,860
2U INC COM 90214J101 182,971 6,221,389 SH   DFND 1,5 26,357 0 6,195,032
3-D SYS CORP DEL COM NEW 88554D205 1,063 77,650 SH   DFND 1,5 50 0 77,600
3M CO COM 88579Y101 1,468,299 8,384,530 SH   DFND 1,5 885,513 0 7,499,017
3M CO COM 88579Y101 36,124 206,284 SH   DFND 2 206,284 0 0
3M CO COM 88579Y101 32,132 183,486 SH   DFND 3 183,486 0 0
500 COM LTD SPON ADR REP A 33829R100 21,165 1,273,452 SH   DFND 1,9 0 0 1,273,452
51JOB INC SP ADR REP COM 316827104 28,431 970,000 SH   DFND 1,5 32,400 0 937,600
58 COM INC SPON ADR REP A 31680Q104 266,820 5,814,328 SH   DFND 1,5 173,079 0 5,641,249
58 COM INC SPON ADR REP A 31680Q104 208,751 4,548,935 SH   DFND 1,9 994 0 4,547,941
58 COM INC SPON ADR REP A 31680Q104 3,419 74,500 SH   DFND 6 58,300 0 16,200
58 COM INC SPON ADR REP A 31680Q104 3,974 86,600 SH   DFND 7 86,600 0 0
8X8 INC NEW COM 282914100 39,327 2,691,790 SH   DFND 1,5 0 0 2,691,790
8X8 INC NEW COM 282914100 878 60,100 SH   DFND 1,9 0 0 60,100
AAON INC COM PAR $0.004 000360206 2,328 84,609 SH   DFND 1,5 1,609 0 83,000
AARONS INC COM PAR $0.50 002535300 211,415 9,658,043 SH   DFND 1,5 50,943 0 9,607,100
ABB LTD SPONSORED ADR 000375204 2,715 136,932 SH   DFND 3 136,932 0 0
ABBOTT LABS COM 002824100 602,272 15,321,101 SH   DFND 1,5 203,099 0 15,118,002
ABBOTT LABS COM 002824100 19,642 499,679 SH   DFND 2 499,679 0 0
ABBOTT LABS COM 002824100 14,039 357,148 SH   DFND 3 357,148 0 0
ABBOTT LABS COM 002824100 3,268 83,139 SH   DFND 6 83,139 0 0
ABBOTT LABS COM 002824100 13,866 352,738 SH   DFND 7 0 0 352,738
ABBVIE INC COM 00287Y109 786,858 12,844,610 SH   DFND 1,5 770,028 0 12,074,582
ABBVIE INC COM 00287Y109 34,056 550,086 SH   DFND 2 550,086 0 0
ABBVIE INC COM 00287Y109 56,938 919,688 SH   DFND 3 919,688 0 0
ABBVIE INC COM 00287Y109 4,117 66,500 SH   DFND 6 66,500 0 0
ABBVIE INC COM 00287Y109 14,243 230,067 SH   DFND 7 15,880 0 214,187
ABERCROMBIE & FITCH CO CL A 002896207 120,543 6,768,300 SH   DFND 1,5 707,600 0 6,060,700
ABRAXAS PETE CORP COM 003830106 543 480,400 SH   DFND 1,5 0 0 480,400
ACACIA COMMUNICATIONS INC COM 00401C108 12,136 303,850 SH   DFND 1,5 51,900 0 251,950
ACACIA RESH CORP ACACIA TCH COM 003881307 9,948 2,260,900 SH   DFND 1,5 114,900 0 2,146,000
ACADIA HEALTHCARE COMPANY IN COM 00404A109 9,415 169,944 SH   DFND 1,5 450 0 169,494
ACADIA PHARMACEUTICALS INC COM 004225108 550,828 16,969,451 SH   DFND 1,5 1,272,554 0 15,696,897
ACADIA RLTY TR COM SH BEN INT 004239109 356,086 10,024,944 SH   DFND 1,5 3,972,428 0 6,052,516
ACCELERON PHARMA INC COM 00434H108 189,173 5,567,185 SH   DFND 1,5 9,557 0 5,557,628
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,390,120 12,270,452 SH   DFND 1,5 696,336 0 11,574,116
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 24,036 212,160 SH   DFND 2 212,160 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 23,735 209,511 SH   DFND 3 209,511 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 940 8,301 SH   DFND 6 8,301 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,455 30,500 SH   DFND 7 30,500 0 0
ACETO CORP COM 004446100 37,832 1,728,300 SH   DFND 1,5 31,100 0 1,697,200
ACHAOGEN INC COM 004449104 9,855 2,600,197 SH   DFND 1,5 24,643 0 2,575,554
ACHAOGEN INC COM 004449104 82 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 60,094 7,704,406 SH   DFND 1,5 0 0 7,704,406
ACLARIS THERAPEUTICS INC COM 00461U105 51,529 2,789,898 SH   DFND 4 2,789,898 0 0
ACNB CORP COM 000868109 3,307 131,700 SH   DFND 1,5 12,900 0 118,800
ACORDA THERAPEUTICS INC COM 00484M106 175,934 6,898,009 SH   DFND 1,5 145 0 6,897,864
ACTIVISION BLIZZARD INC COM 00507V109 3,987,423 100,616,268 SH   DFND 1,5 4,772,002 0 95,844,266
ACTIVISION BLIZZARD INC COM 00507V109 78,099 1,970,710 SH   DFND 1,9 0 0 1,970,710
ACTIVISION BLIZZARD INC COM 00507V109 6,866 173,246 SH   DFND 2 173,246 0 0
ACTIVISION BLIZZARD INC COM 00507V109 4,404 111,123 SH   DFND 3 111,123 0 0
ACTIVISION BLIZZARD INC COM 00507V109 37,661 950,306 SH   DFND 6 679,616 0 270,690
ACTIVISION BLIZZARD INC COM 00507V109 60,282 1,521,114 SH   DFND 7 733,864 0 787,250
ACTUA CORP COM 005094107 53,134 5,884,112 SH   DFND 1,5 1,167,100 0 4,717,012
ACTUA CORP COM 005094107 313 34,700 SH   DFND 6 34,700 0 0
ACUITY BRANDS INC COM 00508Y102 650,400 2,623,005 SH   DFND 1,5 150,628 0 2,472,377
ACUITY BRANDS INC COM 00508Y102 3,696 14,907 SH   DFND 2 14,907 0 0
ACUITY BRANDS INC COM 00508Y102 5,589 22,540 SH   DFND 3 22,540 0 0
ACUITY BRANDS INC COM 00508Y102 1,884 7,600 SH   DFND 6 7,600 0 0
ACXIOM CORP COM 005125109 5,179 235,500 SH   DFND 1,5 0 0 235,500
ADAMAS PHARMACEUTICALS INC COM 00548A106 43,853 2,896,481 SH   DFND 1,5 0 0 2,896,481
ADAMS RES & ENERGY INC COM NEW 006351308 6,843 177,739 SH   DFND 1,5 34,688 0 143,051
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 44,714 5,486,397 SH   DFND 1,5 236,500 0 5,249,897
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 12,867 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 8,082 463,700 SH   DFND 6 463,700 0 0
ADDUS HOMECARE CORP COM 006739106 3,373 193,540 SH   DFND 7 193,540 0 0
ADECOAGRO S A COM L00849106 928 84,600 SH   DFND 1,5 0 0 84,600
ADEPTUS HEALTH INC CL A 006855100 117,888 2,281,997 SH   DFND 1,5 17,185 0 2,264,812
ADEPTUS HEALTH INC CL A 006855100 4,877 94,400 SH   DFND 6 94,400 0 0
ADEPTUS HEALTH INC CL A 006855100 1,328 25,700 SH   DFND 7 25,700 0 0
ADMA BIOLOGICS INC COM 000899104 2,517 423,100 SH   DFND 1,5 0 0 423,100
ADOBE SYS INC COM 00724F101 3,260,299 34,035,904 SH   DFND 1,5 2,026,785 0 32,009,119
ADOBE SYS INC COM 00724F101 92,147 961,972 SH   DFND 1,9 210 0 961,762
ADOBE SYS INC COM 00724F101 16,297 170,128 SH   DFND 2 170,128 0 0
ADOBE SYS INC COM 00724F101 21,977 229,432 SH   DFND 3 229,432 0 0
ADOBE SYS INC COM 00724F101 26,493 276,577 SH   DFND 6 245,577 0 31,000
ADOBE SYS INC COM 00724F101 64,029 668,434 SH   DFND 7 486,910 0 181,524
ADTRAN INC COM 00738A106 1,464 78,491 SH   DFND 1,5 191 0 78,300
ADTRAN INC COM 00738A106 545 29,200 SH   DFND 1,9 0 0 29,200
ADURO BIOTECH INC COM 00739L101 57,763 5,107,214 SH   DFND 1,5 0 0 5,107,214
ADVANCE AUTO PARTS INC COM 00751Y106 38,274 236,800 SH   DFND 1,5 700 0 236,100
ADVANCE AUTO PARTS INC COM 00751Y106 4,043 25,017 SH   DFND 2 25,017 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 717 4,433 SH   DFND 3 4,433 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 291 1,800 SH   DFND 6 1,800 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 51,336 1,697,888 SH   DFND 1,5 8,200 0 1,689,688
ADVANCED MICRO DEVICES INC COM 007903107 46,478 9,042,500 SH   DFND 1,5 1,762,900 0 7,279,600
ADVANCED MICRO DEVICES INC COM 007903107 8,858 1,723,300 SH   DFND 1,9 0 0 1,723,300
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 42,623 7,638,475 SH   DFND 1,9 0 0 7,638,475
ADVANTAGE OIL & GAS LTD COM 00765F101 8,475 1,516,600 SH   DFND 1,5 0 0 1,516,600
ADVANTAGE OIL & GAS LTD COM 00765F101 400 71,500 SH   DFND 6 71,500 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 743 132,900 SH   DFND 7 84,900 0 48,000
ADVAXIS INC COM NEW 007624208 22,877 2,827,799 SH   DFND 1,5 0 0 2,827,799
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 12,214 3,865,153 SH   DFND 1,5 362,463 0 3,502,690
ADVISORY BRD CO COM 00762W107 17,617 497,784 SH   DFND 1,5 804 0 496,980
ADVISORY BRD CO COM 00762W107 1,600 45,200 SH   DFND 6 21,300 0 23,900
ADVISORY BRD CO COM 00762W107 2,827 79,890 SH   DFND 7 57,890 0 22,000
AECOM COM 00766T100 716,528 22,553,611 SH   DFND 1,5 837,702 0 21,715,909
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5,541 1,007,391 SH   DFND 6 1,007,391 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2,255 409,970 SH   DFND 7 409,970 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 4,261 2,859,572 SH   DFND 1,5 0 0 2,859,572
AEP INDS INC COM 001031103 449 5,583 SH   DFND 1,5 5,583 0 0
AERCAP HOLDINGS NV SHS N00985106 286,718 8,535,818 SH   DFND 1,5 1,179,304 0 7,356,514
AERCAP HOLDINGS NV SHS N00985106 1,518 45,200 SH   DFND 6 45,200 0 0
AERCAP HOLDINGS NV SHS N00985106 3,039 90,472 SH   DFND 7 90,472 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 119,072 6,513,781 SH   DFND 1,5 158,769 0 6,355,012
AES CORP COM 00130H105 10,532 843,916 SH   DFND 1,5 216 0 843,700
AES CORP COM 00130H105 2,797 224,135 SH   DFND 2 224,135 0 0
AES CORP COM 00130H105 5,026 402,758 SH   DFND 3 402,758 0 0
AETNA INC NEW COM 00817Y108 1,283,743 10,511,285 SH   DFND 1,5 719,026 0 9,792,259
AETNA INC NEW COM 00817Y108 14,563 119,244 SH   DFND 2 119,244 0 0
AETNA INC NEW COM 00817Y108 11,617 95,117 SH   DFND 3 95,117 0 0
AETNA INC NEW COM 00817Y108 966 7,910 SH   DFND 6 7,910 0 0
AETNA INC NEW COM 00817Y108 3,868 31,669 SH   DFND 7 31,669 0 0
AFFILIATED MANAGERS GROUP COM 008252108 18,748 133,183 SH   DFND 1,5 62 0 133,121
AFFILIATED MANAGERS GROUP COM 008252108 2,576 18,302 SH   DFND 2 18,302 0 0
AFFILIATED MANAGERS GROUP COM 008252108 7,614 54,087 SH   DFND 3 54,087 0 0
AFLAC INC COM 001055102 530,171 7,347,161 SH   DFND 1,5 535,296 0 6,811,865
AFLAC INC COM 001055102 10,160 140,803 SH   DFND 2 140,803 0 0
AFLAC INC COM 001055102 10,953 151,789 SH   DFND 3 151,789 0 0
AFLAC INC COM 001055102 6,048 83,808 SH   DFND 6 55,597 0 28,211
AFLAC INC COM 001055102 46,211 640,390 SH   DFND 7 640,390 0 0
AG MTG INVT TR INC COM 001228105 12,460 862,859 SH   DFND 1,5 159 0 862,700
AGCO CORP COM 001084102 86,397 1,833,160 SH   DFND 1,5 160 0 1,833,000
AGCO CORP COM 001084102 5,231 110,999 SH   DFND 6 77,699 0 33,300
AGCO CORP COM 001084102 8,535 181,100 SH   DFND 7 93,700 0 87,400
AGENUS INC COM NEW 00847G705 10,481 2,587,878 SH   DFND 1,5 0 0 2,587,878
AGILENT TECHNOLOGIES INC COM 00846U101 843,329 19,011,023 SH   DFND 1,5 109,009 0 18,902,014
AGILENT TECHNOLOGIES INC COM 00846U101 4,945 111,479 SH   DFND 2 111,479 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,131 70,590 SH   DFND 3 70,590 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 16,950 382,110 SH   DFND 6 242,680 0 139,430
AGILENT TECHNOLOGIES INC COM 00846U101 46,056 1,038,228 SH   DFND 7 481,638 0 556,590
AGILENT TECHNOLOGIES INC COM 00846U101 1,579 35,600 SH   DFND 11 35,600 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 238,163 5,684,768 SH   DFND 1,5 633,648 0 5,051,120
AGL RES INC COM 001204106 10,397 157,600 SH   DFND 1,5 0 0 157,600
AGL RES INC COM 001204106 2,708 41,045 SH   DFND 2 41,045 0 0
AGL RES INC COM 001204106 3,485 52,821 SH   DFND 3 52,821 0 0
AGL RES INC COM 001204106 313,113 4,746,300 SH   DFND 11 4,746,300 0 0
AGNICO EAGLE MINES LTD COM 008474108 141,146 2,637,450 SH   DFND 1,5 599 0 2,636,851
AGNICO EAGLE MINES LTD COM 008474108 3,525 65,862 SH   DFND 6 42,262 0 23,600
AGNICO EAGLE MINES LTD COM 008474108 17,840 333,357 SH   DFND 7 315,557 0 17,800
AGNICO EAGLE MINES LTD COM 008474108 415,225 7,758,900 SH   DFND 11 6,581,800 0 1,177,100
AGREE REALTY CORP COM 008492100 13,198 273,600 SH   DFND 1,5 41,400 0 232,200
AGREE REALTY CORP COM 008492100 14,627 303,210 SH   DFND 6 303,210 0 0
AGREE REALTY CORP COM 008492100 5,495 113,900 SH   DFND 7 12,900 0 101,000
AGRIUM INC COM 008916108 58,572 647,374 SH   DFND 1,5 0 0 647,374
AGRIUM INC COM 008916108 646 7,136 SH   DFND 6 800 0 6,336
AGRIUM INC COM 008916108 498 5,500 SH   DFND 7 5,500 0 0
AGRIUM INC COM 008916108 120,832 1,335,517 SH   DFND 11 1,062,687 0 272,830
AGROFRESH SOLUTIONS COM 00856G109 2,852 537,038 SH   DFND 1,5 0 0 537,038
AIMMUNE THERAPEUTICS INC COM 00900T107 52,569 4,858,467 SH   DFND 1,5 85,743 0 4,772,724
AIMMUNE THERAPEUTICS INC COM 00900T107 196 18,100 SH   DFND 6 18,100 0 0
AIR LEASE CORP CL A 00912X302 303,021 11,315,189 SH   DFND 1,5 426,241 0 10,888,948
AIR LEASE CORP CL A 00912X302 1,369 51,120 SH   DFND 3 51,120 0 0
AIR LEASE CORP CL A 00912X302 214 8,000 SH   DFND 7 8,000 0 0
AIR METHODS CORP COM PAR $.06 009128307 34,993 976,639 SH   DFND 1,5 26,900 0 949,739
AIR METHODS CORP COM PAR $.06 009128307 88,981 2,483,427 SH   DFND 6 2,406,227 0 77,200
AIR METHODS CORP COM PAR $.06 009128307 22,969 641,059 SH   DFND 7 524,659 0 116,400
AIR METHODS CORP COM PAR $.06 009128307 46,706 1,303,536 SH   DFND 11 1,303,536 0 0
AIR PRODS & CHEMS INC COM 009158106 415,896 2,928,020 SH   DFND 1,5 197,876 0 2,730,144
AIR PRODS & CHEMS INC COM 009158106 9,395 66,143 SH   DFND 2 66,143 0 0
AIR PRODS & CHEMS INC COM 009158106 9,092 64,010 SH   DFND 3 64,010 0 0
AIR T INC COM 009207101 4,967 231,000 SH   DFND 1,5 22,300 0 208,700
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,346 181,000 SH   DFND 1,5 0 0 181,000
AIR TRANSPORT SERVICES GRP I COM 00922R105 9,908 764,509 SH   DFND 6 764,509 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 4,141 319,540 SH   DFND 7 319,540 0 0
AIRCASTLE LTD COM G0129K104 12,254 626,500 SH   DFND 1,5 0 0 626,500
AKAMAI TECHNOLOGIES INC COM 00971T101 315,991 5,649,765 SH   DFND 1,5 451,565 0 5,198,200
AKAMAI TECHNOLOGIES INC COM 00971T101 3,340 59,721 SH   DFND 2 59,721 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 444 7,940 SH   DFND 3 7,940 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 626 11,200 SH   DFND 6 11,200 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 12,633 1,688,855 SH   DFND 1,5 0 0 1,688,855
AKORN INC COM 009728106 17,443 612,356 SH   DFND 1,5 956 0 611,400
AKORN INC COM 009728106 19,851 696,888 SH   DFND 6 696,888 0 0
AKORN INC COM 009728106 5,821 204,350 SH   DFND 7 204,350 0 0
ALAMO GROUP INC COM 011311107 3,514 53,269 SH   DFND 1,5 822 0 52,447
ALAMOS GOLD INC NEW COM CL A 011532108 19,908 2,314,987 SH   DFND 1,5 0 0 2,314,987
ALAMOS GOLD INC NEW COM CL A 011532108 4,246 493,700 SH   DFND 6 107,300 0 386,400
ALAMOS GOLD INC NEW COM CL A 011532108 1,839 213,800 SH   DFND 7 189,600 0 24,200
ALASKA AIR GROUP INC COM 011659109 40,410 693,254 SH   DFND 1,5 54 0 693,200
ALASKA AIR GROUP INC COM 011659109 2,444 41,920 SH   DFND 2 41,920 0 0
ALASKA AIR GROUP INC COM 011659109 755 12,960 SH   DFND 3 12,960 0 0
ALASKA AIR GROUP INC COM 011659109 9,390 161,085 SH   DFND 6 161,085 0 0
ALASKA AIR GROUP INC COM 011659109 3,562 61,110 SH   DFND 7 61,110 0 0
ALBEMARLE CORP COM 012653101 637,283 8,035,338 SH   DFND 1,5 488,413 0 7,546,925
ALBEMARLE CORP COM 012653101 3,028 38,185 SH   DFND 2 38,185 0 0
ALBEMARLE CORP COM 012653101 25,148 317,080 SH   DFND 6 317,080 0 0
ALBEMARLE CORP COM 012653101 24,876 313,660 SH   DFND 7 293,960 0 19,700
ALCOA INC DEP SHS 1/10TH 013817309 48,049 1,461,777 SH   DFND 1,5 445,136 0 1,016,641
ALCOA INC COM 013817101 26,947 2,906,900 SH   DFND 1,5 10,100 0 2,896,800
ALCOA INC COM 013817101 4,146 447,286 SH   DFND 2 447,286 0 0
ALCOA INC COM 013817101 966 104,174 SH   DFND 3 104,174 0 0
ALCOA INC DEP SHS 1/10TH 013817309 2,613 79,499 SH   DFND 6 0 0 79,499
ALDER BIOPHARMACEUTICALS INC COM 014339105 125,286 5,017,456 SH   DFND 1,5 161,500 0 4,855,956
ALDER BIOPHARMACEUTICALS INC COM 014339105 45,812 1,834,688 SH   DFND 6 1,808,788 0 25,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 13,783 551,990 SH   DFND 7 523,590 0 28,400
ALDEYRA THERAPEUTICS INC COM 01438T106 10,230 1,797,811 SH   DFND 1,5 0 0 1,797,811
ALERE INC PERP PFD CONV SE 01449J204 191,289 574,010 SH   DFND 1,5 40,217 0 533,793
ALERE INC COM 01449J105 39,667 951,700 SH   DFND 1,5 0 0 951,700
ALERE INC COM 01449J105 2,013 48,300 SH   DFND 6 48,300 0 0
ALERE INC COM 01449J105 212,568 5,100,000 SH   DFND 11 5,100,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 59,624 575,962 SH   DFND 1,5 333,062 0 242,900
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 11,161 327,000 SH   DFND 1,5 9,000 0 318,000
ALEXION PHARMACEUTICALS INC COM 015351109 2,112,868 18,095,824 SH   DFND 1,5 700,430 0 17,395,394
ALEXION PHARMACEUTICALS INC COM 015351109 8,896 76,192 SH   DFND 2 76,192 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 8,460 72,453 SH   DFND 3 72,453 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 16,071 137,640 SH   DFND 6 125,940 0 11,700
ALEXION PHARMACEUTICALS INC COM 015351109 42,464 363,686 SH   DFND 7 333,286 0 30,400
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,097,763 13,803,128 SH   DFND 1,5 1,119,510 0 12,683,618
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 627,829 7,894,238 SH   DFND 1,9 1,210 0 7,893,028
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 39,383 495,200 SH   DFND 1,10 10,100 0 485,100
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 26,239 329,923 SH   DFND 3 329,923 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 21,807 274,200 SH   DFND 6 219,700 0 54,500
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,968 200,779 SH   DFND 7 200,779 0 0
ALIGN TECHNOLOGY INC COM 016255101 109,072 1,354,089 SH   DFND 1,5 110,558 0 1,243,531
ALKERMES PLC SHS G01767105 977,703 22,621,546 SH   DFND 1,5 3,334,070 0 19,287,476
ALKERMES PLC SHS G01767105 2,302 53,263 SH   DFND 6 53,263 0 0
ALLEGHANY CORP DEL COM 017175100 2,273 4,136 SH   DFND 1,5 11 0 4,125
ALLEGHANY CORP DEL COM 017175100 5,084 9,251 SH   DFND 3 9,251 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 27,829 1,118,533 SH   DFND 1,5 64,100 0 1,054,433
ALLEGIANT TRAVEL CO COM 01748X102 128,634 849,070 SH   DFND 1,5 151,170 0 697,900
ALLEGIANT TRAVEL CO COM 01748X102 5,777 38,135 SH   DFND 6 38,135 0 0
ALLEGIANT TRAVEL CO COM 01748X102 818 5,400 SH   DFND 7 5,400 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 81,854 1,178,938 SH   DFND 1,5 1,800 0 1,177,138
ALLEGION PUB LTD CO ORD SHS G0176J109 2,261 32,560 SH   DFND 2 32,560 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 840 12,099 SH   DFND 3 12,099 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 3,187 45,900 SH   DFND 7 45,900 0 0
ALLERGAN PLC SHS G0177J108 2,535,897 10,973,632 SH   DFND 1,5 223,969 0 10,749,663
ALLERGAN PLC PFD CONV SER A G0177J116 262,165 314,490 SH   DFND 1,5 137,180 0 177,310
ALLERGAN PLC SHS G0177J108 31,089 134,534 SH   DFND 2 134,534 0 0
ALLERGAN PLC SHS G0177J108 50,502 218,539 SH   DFND 3 218,539 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 6,409 7,688 SH   DFND 6 0 0 7,688
ALLERGAN PLC SHS G0177J108 13,364 57,829 SH   DFND 6 41,537 0 16,292
ALLERGAN PLC SHS G0177J108 27,411 118,614 SH   DFND 7 54,616 0 63,998
ALLERGAN PLC SHS G0177J108 20,971 90,750 SH   DFND 11 90,750 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 424,447 2,166,429 SH   DFND 1,5 7,699 0 2,158,730
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,927 20,046 SH   DFND 2 20,046 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,304 32,177 SH   DFND 3 32,177 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 13,812 70,496 SH   DFND 6 32,811 0 37,685
ALLIANCE DATA SYSTEMS CORP COM 018581108 59,380 303,082 SH   DFND 7 153,782 0 149,300
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 15,495 665,000 SH   DFND 1,5 0 0 665,000
ALLIANT ENERGY CORP COM 018802108 107,744 2,713,944 SH   DFND 1,5 171,144 0 2,542,800
ALLIANT ENERGY CORP COM 018802108 3,066 77,230 SH   DFND 2 77,230 0 0
ALLIANT ENERGY CORP COM 018802108 228 5,753 SH   DFND 3 5,753 0 0
ALLIANT ENERGY CORP COM 018802108 16,511 415,900 SH   DFND 6 415,900 0 0
ALLIANT ENERGY CORP COM 018802108 8,562 215,664 SH   DFND 7 215,664 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 288,312 8,204,656 SH   DFND 1,5 362 0 8,204,294
ALLISON TRANSMISSION HLDGS I COM 01973R101 223,285 7,909,489 SH   DFND 1,5 157,374 0 7,752,115
ALLISON TRANSMISSION HLDGS I COM 01973R101 836 29,600 SH   DFND 6 29,600 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 988 35,000 SH   DFND 11 35,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 6,944 1,411,400 SH   DFND 1,9 0 0 1,411,400
ALLOT COMMUNICATIONS LTD SHS M0854Q105 9,274 1,885,000 SH   DFND 11 1,885,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 2,394 188,529 SH   DFND 1,5 40,249 0 148,280
ALLSTATE CORP COM 020002101 193,232 2,762,424 SH   DFND 1,5 148 0 2,762,276
ALLSTATE CORP COM 020002101 8,907 127,327 SH   DFND 2 127,327 0 0
ALLSTATE CORP COM 020002101 18,685 267,119 SH   DFND 3 267,119 0 0
ALLY FINL INC COM 02005N100 6,014 352,298 SH   DFND 1,5 698 0 351,600
ALLY FINL INC COM 02005N100 2,560 149,964 SH   DFND 3 149,964 0 0
ALLY FINL INC COM 02005N100 6,953 407,330 SH   DFND 6 407,330 0 0
ALLY FINL INC COM 02005N100 2,287 133,970 SH   DFND 7 133,970 0 0
ALMOST FAMILY INC COM 020409108 50,272 1,179,824 SH   DFND 1,5 82,924 0 1,096,900
ALMOST FAMILY INC COM 020409108 12,285 288,317 SH   DFND 6 288,317 0 0
ALMOST FAMILY INC COM 020409108 3,762 88,288 SH   DFND 7 79,357 0 8,931
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 709,250 12,781,580 SH   DFND 1,5 1,640,160 0 11,141,420
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,913 52,500 SH   DFND 6 52,500 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 8,539 612,977 SH   DFND 1,5 0 0 612,977
ALPHABET INC CAP STK CL C 02079K107 9,937,186 14,358,020 SH   DFND 1,5 835,086 0 13,522,934
ALPHABET INC CAP STK CL A 02079K305 11,960,727 17,001,019 SH   DFND 1,5 1,255,935 0 15,745,084
ALPHABET INC CAP STK CL C 02079K107 416,161 601,302 SH   DFND 1,9 0 0 601,302
ALPHABET INC CAP STK CL A 02079K305 393,296 559,033 SH   DFND 1,9 70 0 558,963
ALPHABET INC CAP STK CL C 02079K107 69,525 100,455 SH   DFND 2 100,455 0 0
ALPHABET INC CAP STK CL A 02079K305 70,271 99,883 SH   DFND 2 99,883 0 0
ALPHABET INC CAP STK CL A 02079K305 70,809 100,649 SH   DFND 3 100,649 0 0
ALPHABET INC CAP STK CL C 02079K107 63,845 92,248 SH   DFND 3 92,248 0 0
ALPHABET INC CAP STK CL C 02079K107 61,116 88,305 SH   DFND 6 62,374 0 25,931
ALPHABET INC CAP STK CL A 02079K305 123,919 176,139 SH   DFND 6 150,939 0 25,200
ALPHABET INC CAP STK CL C 02079K107 169,435 244,813 SH   DFND 7 89,031 0 155,782
ALPHABET INC CAP STK CL A 02079K305 280,888 399,255 SH   DFND 7 245,273 0 153,982
ALPHABET INC CAP STK CL A 02079K305 81,963 116,503 SH   DFND 11 116,503 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 48,598 5,288,130 SH   DFND 1,5 0 0 5,288,130
ALTRIA GROUP INC COM 02209S103 1,655,869 24,012,016 SH   DFND 1,5 1,142,689 0 22,869,327
ALTRIA GROUP INC COM 02209S103 45,886 665,407 SH   DFND 2 665,407 0 0
ALTRIA GROUP INC COM 02209S103 43,191 626,324 SH   DFND 3 626,324 0 0
ALTRIA GROUP INC COM 02209S103 759 11,006 SH   DFND 6 11,006 0 0
ALTRIA GROUP INC COM 02209S103 15,487 224,583 SH   DFND 7 224,583 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 22,050 20,000,000 PRN   DFND 1,5 0 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 99,274 4,150,263 SH   DFND 1,5 0 0 4,150,263
AMARIN CORP PLC SPONS ADR NEW 023111206 4,413 2,042,925 SH   DFND 1,5 0 0 2,042,925
AMAZON COM INC COM 023135106 13,560,681 18,949,556 SH   DFND 1,5 1,366,272 0 17,583,284
AMAZON COM INC COM 023135106 50,355 70,366 SH   DFND 1,9 66 0 70,300
AMAZON COM INC COM 023135106 94,168 131,590 SH   DFND 2 131,590 0 0
AMAZON COM INC COM 023135106 105,086 146,846 SH   DFND 3 146,846 0 0
AMAZON COM INC COM 023135106 86,498 120,872 SH   DFND 6 112,272 0 8,600
AMAZON COM INC COM 023135106 107,292 149,929 SH   DFND 7 127,629 0 22,300
AMBAC FINL GROUP INC COM NEW 023139884 36,875 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 31,072 611,536 SH   DFND 1,9 236 0 611,300
AMBER RD INC COM 02318Y108 154 20,000 SH   DFND 1,9 0 0 20,000
AMBEV SA SPONSORED ADR 02319V103 239,100 40,456,889 SH   DFND 1,5 2,390,954 0 38,065,935
AMC ENTMT HLDGS INC CL A COM 00165C104 336 12,185 SH   DFND 1,5 0 0 12,185
AMC NETWORKS INC CL A 00164V103 179,899 2,977,473 SH   DFND 1,5 98,700 0 2,878,773
AMC NETWORKS INC CL A 00164V103 13,353 221,000 SH   DFND 6 207,600 0 13,400
AMC NETWORKS INC CL A 00164V103 5,866 97,080 SH   DFND 7 77,280 0 19,800
AMDOCS LTD SHS G02602103 587,233 10,173,823 SH   DFND 1,5 860,623 0 9,313,200
AMEDISYS INC COM 023436108 160,779 3,185,000 SH   DFND 1,5 0 0 3,185,000
AMERCO COM 023586100 6,180 16,500 SH   DFND 1,5 0 0 16,500
AMEREN CORP COM 023608102 21,193 395,548 SH   DFND 1,5 36 0 395,512
AMEREN CORP COM 023608102 4,422 82,523 SH   DFND 2 82,523 0 0
AMEREN CORP COM 023608102 1,941 36,222 SH   DFND 3 36,222 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 54,870 4,475,490 SH   DFND 1,5 130,199 0 4,345,291
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 309 25,222 SH   DFND 3 25,222 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 276,660 9,772,514 SH   DFND 1,5 60,260 0 9,712,254
AMERICAN AIRLS GROUP INC COM 02376R102 5,567 196,644 SH   DFND 2 196,644 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 767 27,101 SH   DFND 3 27,101 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,101 38,900 SH   DFND 6 38,900 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,780 62,880 SH   DFND 7 62,880 0 0
AMERICAN ASSETS TR INC COM 024013104 104,427 2,460,583 SH   DFND 1,5 2,460,583 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 255,079 4,824,641 SH   DFND 1,5 2,565,975 0 2,258,666
AMERICAN CAP LTD COM 02503Y103 24,583 1,552,930 SH   DFND 1,5 37,000 0 1,515,930
AMERICAN CAP MTG INVT CORP COM 02504A104 17,420 1,103,200 SH   DFND 1,5 0 0 1,103,200
AMERICAN CAPITAL AGENCY CORP COM 02503X105 120,559 6,082,708 SH   DFND 1,5 172,807 0 5,909,901
AMERICAN CAPITAL AGENCY CORP COM 02503X105 11,822 596,471 SH   DFND 3 596,471 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 741 37,400 SH   DFND 6 37,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,850 241,680 SH   DFND 6 241,680 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,270 79,740 SH   DFND 7 79,740 0 0
AMERICAN ELEC PWR INC COM 025537101 519,365 7,409,971 SH   DFND 1,5 84,205 0 7,325,766
AMERICAN ELEC PWR INC COM 025537101 11,712 167,102 SH   DFND 2 167,102 0 0
AMERICAN ELEC PWR INC COM 025537101 32,210 459,556 SH   DFND 3 459,556 0 0
AMERICAN ELEC PWR INC COM 025537101 17,423 248,582 SH   DFND 6 215,642 0 32,940
AMERICAN ELEC PWR INC COM 025537101 58,118 829,191 SH   DFND 7 829,191 0 0
AMERICAN EXPRESS CO COM 025816109 215,867 3,552,776 SH   DFND 1,5 99,973 0 3,452,803
AMERICAN EXPRESS CO COM 025816109 16,705 274,940 SH   DFND 2 274,940 0 0
AMERICAN EXPRESS CO COM 025816109 15,207 250,287 SH   DFND 3 250,287 0 0
AMERICAN EXPRESS CO COM 025816109 1,365 22,472 SH   DFND 7 0 0 22,472
AMERICAN FINL GROUP INC OHIO COM 025932104 56,654 766,325 SH   DFND 1,5 5,025 0 761,300
AMERICAN HOMES 4 RENT CL A 02665T306 68,635 3,351,300 SH   DFND 1,5 2,324,800 0 1,026,500
AMERICAN HOMES 4 RENT CL A 02665T306 1,129 55,132 SH   DFND 3 55,132 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 353,344 6,680,743 SH   DFND 1,5 214,143 0 6,466,600
AMERICAN INTL GROUP INC COM NEW 026874784 20,130 380,598 SH   DFND 2 380,598 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 11,410 215,730 SH   DFND 3 215,730 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,319 81,657 SH   DFND 7 0 0 81,657
AMERICAN PUBLIC EDUCATION IN COM 02913V103 3,625 129,015 SH   DFND 1,5 82,236 0 46,779
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,290 45,900 SH   DFND 6 45,900 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 53,347 1,841,457 SH   DFND 1,5 0 0 1,841,457
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 35,718 35,988,000 PRN   DFND 1,5 0 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 9,244 82,300 SH   DFND 1,5 20,000 0 62,300
AMERICAN TOWER CORP NEW COM 03027X100 2,406,798 21,184,741 SH   DFND 1,5 965,856 0 20,218,885
AMERICAN TOWER CORP NEW COM 03027X100 16,405 144,399 SH   DFND 2 144,399 0 0
AMERICAN TOWER CORP NEW COM 03027X100 26,179 230,425 SH   DFND 3 230,425 0 0
AMERICAN TOWER CORP NEW COM 03027X100 7,012 61,717 SH   DFND 6 43,817 0 17,900
AMERICAN TOWER CORP NEW COM 03027X100 14,790 130,178 SH   DFND 7 51,500 0 78,678
AMERICAN VANGUARD CORP COM 030371108 2,203 145,796 SH   DFND 1,5 284 0 145,512
AMERICAN WOODMARK CORP COM 030506109 7,285 109,740 SH   DFND 6 99,640 0 10,100
AMERICAN WOODMARK CORP COM 030506109 4,834 72,820 SH   DFND 7 56,820 0 16,000
AMERICAN WTR WKS CO INC NEW COM 030420103 21,383 253,026 SH   DFND 1,5 26 0 253,000
AMERICAN WTR WKS CO INC NEW COM 030420103 5,108 60,443 SH   DFND 2 60,443 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,918 22,700 SH   DFND 3 22,700 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,271 15,041 SH   DFND 6 15,041 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,785 56,620 SH   DFND 7 56,620 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 21,293 455,954 SH   DFND 1,5 0 0 455,954
AMERIPRISE FINL INC COM 03076C106 100,926 1,123,270 SH   DFND 1,5 100 0 1,123,170
AMERIPRISE FINL INC COM 03076C106 5,067 56,395 SH   DFND 2 56,395 0 0
AMERIPRISE FINL INC COM 03076C106 5,737 63,854 SH   DFND 3 63,854 0 0
AMERIPRISE FINL INC COM 03076C106 915 10,180 SH   DFND 6 0 0 10,180
AMERIPRISE FINL INC COM 03076C106 367 4,090 SH   DFND 7 4,090 0 0
AMERISAFE INC COM 03071H100 61,229 1,000,141 SH   DFND 1,5 141 0 1,000,000
AMERISOURCEBERGEN CORP COM 03073E105 60,171 758,582 SH   DFND 1,5 282 0 758,300
AMERISOURCEBERGEN CORP COM 03073E105 4,950 62,403 SH   DFND 2 62,403 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,693 71,771 SH   DFND 3 71,771 0 0
AMETEK INC NEW COM 031100100 1,411,646 30,535,290 SH   DFND 1,5 97,438 0 30,437,852
AMETEK INC NEW COM 031100100 3,670 79,386 SH   DFND 2 79,386 0 0
AMETEK INC NEW COM 031100100 941 20,347 SH   DFND 3 20,347 0 0
AMETEK INC NEW COM 031100100 9,209 199,200 SH   DFND 6 159,600 0 39,600
AMETEK INC NEW COM 031100100 9,972 215,700 SH   DFND 7 112,200 0 103,500
AMGEN INC COM 031162100 4,779,301 31,411,772 SH   DFND 1,5 1,442,027 0 29,969,745
AMGEN INC COM 031162100 38,874 255,499 SH   DFND 2 255,499 0 0
AMGEN INC COM 031162100 68,520 450,344 SH   DFND 3 450,344 0 0
AMGEN INC COM 031162100 23,869 156,879 SH   DFND 6 156,879 0 0
AMGEN INC COM 031162100 17,108 112,442 SH   DFND 7 0 0 112,442
AMICUS THERAPEUTICS INC COM 03152W109 78,046 14,294,185 SH   DFND 1,5 0 0 14,294,185
AMICUS THERAPEUTICS INC COM 03152W109 20,285 3,715,268 SH   DFND 6 3,715,268 0 0
AMICUS THERAPEUTICS INC COM 03152W109 5,534 1,013,600 SH   DFND 7 953,500 0 60,100
AMIRA NATURE FOODS LTD SHS G0335L102 24,151 3,263,662 SH   DFND 1,5 387,335 0 2,876,327
AMKOR TECHNOLOGY INC COM 031652100 5,162 897,667 SH   DFND 1,5 0 0 897,667
AMKOR TECHNOLOGY INC COM 031652100 28,617 4,976,954 SH   DFND 1,9 0 0 4,976,954
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 38,664 2,398,531 SH   DFND 1,5 3,156 0 2,395,375
AMPHENOL CORP NEW CL A 032095101 2,256,693 39,363,209 SH   DFND 1,5 2,633,954 0 36,729,255
AMPHENOL CORP NEW CL A 032095101 401 7,000 SH   DFND 1,9 0 0 7,000
AMPHENOL CORP NEW CL A 032095101 6,004 104,730 SH   DFND 2 104,730 0 0
AMPHENOL CORP NEW CL A 032095101 5,167 90,130 SH   DFND 3 90,130 0 0
AMPLIFY SNACK BRANDS COM 03211L102 37,354 2,532,441 SH   DFND 1,5 134,500 0 2,397,941
AMSURG CORP PFD CNV SR A-1 % 03232P504 74,405 515,625 SH   DFND 1,5 139,100 0 376,525
AMSURG CORP COM 03232P405 382,641 4,934,751 SH   DFND 1,5 11,095 0 4,923,656
AMSURG CORP COM 03232P405 93,653 1,207,808 SH   DFND 6 1,137,308 0 70,500
AMSURG CORP COM 03232P405 32,205 415,330 SH   DFND 7 300,630 0 114,700
AMTRUST FINL SVCS INC COM 032359309 57,952 2,365,400 SH   DFND 1,5 90 0 2,365,310
AMTRUST FINL SVCS INC COM 032359309 855 34,900 SH   DFND 6 34,900 0 0
AMTRUST FINL SVCS INC COM 032359309 1,254 51,180 SH   DFND 7 15,680 0 35,500
AMYRIS INC COM 03236M101 2,060 4,571,978 SH   DFND 1,5 0 0 4,571,978
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 7,088 15,000,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM 03236M101 181 400,845 SH   DFND 6 400,845 0 0
ANADARKO PETE CORP COM 032511107 1,317,789 24,747,210 SH   DFND 1,5 344,982 0 24,402,228
ANADARKO PETE CORP COM 032511107 9,244 173,603 SH   DFND 2 173,603 0 0
ANADARKO PETE CORP COM 032511107 28,075 527,228 SH   DFND 3 527,228 0 0
ANADARKO PETE CORP COM 032511107 14,677 275,620 SH   DFND 6 233,720 0 41,900
ANADARKO PETE CORP COM 032511107 27,074 508,432 SH   DFND 7 239,262 0 269,170
ANALOG DEVICES INC COM 032654105 58,549 1,033,705 SH   DFND 1,5 0 0 1,033,705
ANALOG DEVICES INC COM 032654105 5,921 104,534 SH   DFND 2 104,534 0 0
ANALOG DEVICES INC COM 032654105 10,233 180,671 SH   DFND 3 180,671 0 0
ANALOG DEVICES INC COM 032654105 10,451 184,520 SH   DFND 6 78,840 0 105,680
ANALOG DEVICES INC COM 032654105 55,791 985,012 SH   DFND 7 485,312 0 499,700
ANDERSONS INC COM 034164103 1,173 33,000 SH   DFND 1,5 3,187 0 29,813
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 72,835 4,032,950 SH   DFND 1,5 544,238 0 3,488,712
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,879 104,018 SH   DFND 6 75,918 0 28,100
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,289 71,400 SH   DFND 7 71,400 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 179,951 1,366,575 SH   DFND 1,5 21,502 0 1,345,073
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,415 10,749 SH   DFND 3 10,749 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,398 18,209 SH   DFND 6 18,209 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 17,424 16,190,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 357,412 32,286,546 SH   DFND 1,5 2,092,366 0 30,194,180
ANNALY CAP MGMT INC COM 035710409 12,383 1,118,623 SH   DFND 3 1,118,623 0 0
ANNALY CAP MGMT INC COM 035710409 1,446 130,600 SH   DFND 6 130,600 0 0
ANNALY CAP MGMT INC COM 035710409 1,570 141,837 SH   DFND 7 141,837 0 0
ANSYS INC COM 03662Q105 537,254 5,920,158 SH   DFND 1,5 568,758 0 5,351,400
ANSYS INC COM 03662Q105 835 9,200 SH   DFND 1,9 0 0 9,200
ANTERO RES CORP COM 03674X106 203,867 7,847,056 SH   DFND 1,5 398,800 0 7,448,256
ANTHEM INC UNIT 05/01/20188 036752202 43,366 969,500 SH   DFND 1,5 260,900 0 708,600
ANTHEM INC COM 036752103 1,168,610 8,897,591 SH   DFND 1,5 1,897,384 0 7,000,207
ANTHEM INC COM 036752103 11,746 89,434 SH   DFND 2 89,434 0 0
ANTHEM INC COM 036752103 6,117 46,577 SH   DFND 3 46,577 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 7,876 2,549,007 SH   DFND 6 2,549,007 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 2,160 698,900 SH   DFND 7 698,900 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 6,824 1,451,910 SH   DFND 1,5 75,000 0 1,376,910
AON PLC SHS CL A G0408V102 83,375 763,300 SH   DFND 1,5 0 0 763,300
AON PLC SHS CL A G0408V102 9,842 90,103 SH   DFND 2 90,103 0 0
AON PLC SHS CL A G0408V102 6,885 63,031 SH   DFND 3 63,031 0 0
APACHE CORP COM 037411105 1,038,813 18,660,187 SH   DFND 1,5 305,250 0 18,354,937
APACHE CORP COM 037411105 7,167 128,745 SH   DFND 2 128,745 0 0
APACHE CORP COM 037411105 35,796 643,000 SH   DFND 3 643,000 0 0
APACHE CORP COM 037411105 26,520 476,377 SH   DFND 6 336,848 0 139,529
APACHE CORP COM 037411105 73,524 1,320,704 SH   DFND 7 516,927 0 803,777
APARTMENT INVT & MGMT CO CL A 03748R101 390,387 8,840,275 SH   DFND 1,5 4,491,711 0 4,348,564
APARTMENT INVT & MGMT CO CL A 03748R101 2,352 53,265 SH   DFND 2 53,265 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,295 29,334 SH   DFND 3 29,334 0 0
APOGEE ENTERPRISES INC COM 037598109 7,839 169,127 SH   DFND 1,5 0 0 169,127
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 7,118 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 21,768 2,386,815 SH   DFND 1,5 353,953 0 2,032,862
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 90,563 5,977,724 SH   DFND 1,5 0 0 5,977,724
APOLLO INVT CORP COM 03761U106 71,198 12,851,557 SH   DFND 1,5 783,099 0 12,068,458
APOLLO INVT CORP COM 03761U106 634 114,495 SH   DFND 6 114,495 0 0
APPLE INC COM 037833100 11,329,901 118,513,613 SH   DFND 1,5 8,193,473 0 110,320,140
APPLE INC COM 037833100 756,216 7,910,211 SH   DFND 1,9 0 0 7,910,211
APPLE INC COM 037833100 178,098 1,862,947 SH   DFND 2 1,862,947 0 0
APPLE INC COM 037833100 206,374 2,158,723 SH   DFND 3 2,158,723 0 0
APPLE INC COM 037833100 144,989 1,516,618 SH   DFND 6 1,156,308 0 360,310
APPLE INC COM 037833100 381,563 3,991,240 SH   DFND 7 1,935,180 0 2,056,060
APPLIED GENETIC TECHNOL CORP COM 03820J100 19,135 1,354,230 SH   DFND 1,5 0 0 1,354,230
APPLIED INDL TECHNOLOGIES IN COM 03820C105 8,248 182,726 SH   DFND 6 182,726 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 3,507 77,700 SH   DFND 7 77,700 0 0
APPLIED MATLS INC COM 038222105 716,910 29,908,620 SH   DFND 1,5 1,825,474 0 28,083,146
APPLIED MATLS INC COM 038222105 8,879 370,433 SH   DFND 2 370,433 0 0
APPLIED MATLS INC COM 038222105 48,450 2,021,292 SH   DFND 3 2,021,292 0 0
APPLIED MATLS INC COM 038222105 7,668 319,900 SH   DFND 6 319,900 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 73,765 11,489,938 SH   DFND 1,5 2,292,400 0 9,197,538
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 81 12,600 SH   DFND 1,9 0 0 12,600
APTARGROUP INC COM 038336103 29,311 370,417 SH   DFND 1,5 0 0 370,417
AQUA AMERICA INC COM 03836W103 501 14,063 SH   DFND 3 14,063 0 0
ARADIGM CORP COM NO PAR NEW 038505400 737 168,740 SH   DFND 1,5 0 0 168,740
ARALEZ PHARMACEUTICALS INC COM 03852X100 902 273,270 SH   DFND 1,5 0 0 273,270
ARAMARK COM 03852U106 606,605 18,150,947 SH   DFND 1,5 1,699,767 0 16,451,180
ARAMARK COM 03852U106 26,062 779,818 SH   DFND 6 779,818 0 0
ARAMARK COM 03852U106 6,485 194,050 SH   DFND 7 194,050 0 0
ARBOR RLTY TR INC COM 038923108 23,939 3,329,427 SH   DFND 1,5 0 0 3,329,427
ARBUTUS BIOPHARMA CORP COM 03879J100 67 19,200 SH   DFND 7 19,200 0 0
ARCBEST CORP COM 03937C105 864 53,147 SH   DFND 1,5 58 0 53,089
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1,487 319,110 SH   DFND 1,5 0 0 319,110
ARCH CAP GROUP LTD ORD G0450A105 127,480 1,770,554 SH   DFND 1,5 133,554 0 1,637,000
ARCH CAP GROUP LTD ORD G0450A105 2,810 39,027 SH   DFND 3 39,027 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,642 61,600 SH   DFND 1,5 0 0 61,600
ARCHER DANIELS MIDLAND CO COM 039483102 8,571 199,845 SH   DFND 2 199,845 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,098 72,238 SH   DFND 3 72,238 0 0
ARCHROCK INC COM 03957W106 438 46,500 SH   DFND 1,5 0 0 46,500
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 597 125,249 SH   DFND 1,5 3,349 0 121,900
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 318 66,600 SH   DFND 1,10 66,600 0 0
ARCTIC CAT INC COM 039670104 21,080 1,240,000 SH   DFND 1,5 121,700 0 1,118,300
ARDELYX INC COM 039697107 35,004 4,009,649 SH   DFND 1,5 0 0 4,009,649
ARDMORE SHIPPING CORP COM Y0207T100 13,686 2,021,596 SH   DFND 1,5 0 0 2,021,596
ARDMORE SHIPPING CORP COM Y0207T100 6,123 904,360 SH   DFND 6 904,360 0 0
ARDMORE SHIPPING CORP COM Y0207T100 2,647 391,058 SH   DFND 7 391,058 0 0
ARENA PHARMACEUTICALS INC COM 040047102 23,103 13,510,395 SH   DFND 1,5 0 0 13,510,395
ARES CAP CORP COM 04010L103 126,452 8,905,044 SH   DFND 1,5 279,671 0 8,625,373
ARES CAP CORP COM 04010L103 745 52,434 SH   DFND 6 52,434 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 24,156 1,714,428 SH   DFND 1,5 0 0 1,714,428
ARGO GROUP INTL HLDGS LTD COM G0464B107 929 17,898 SH   DFND 1,5 617 0 17,281
ARGO GROUP INTL HLDGS LTD COM G0464B107 653 12,588 SH   DFND 6 12,588 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 26,162 3,540,246 SH   DFND 1,5 0 0 3,540,246
ARIAD PHARMACEUTICALS INC COM 04033A100 14,773 1,999,090 SH   DFND 6 1,999,090 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 4,365 590,720 SH   DFND 7 590,720 0 0
ARISTA NETWORKS INC COM 040413106 67,773 1,052,697 SH   DFND 1,5 80,883 0 971,814
ARISTA NETWORKS INC COM 040413106 515 8,000 SH   DFND 6 8,000 0 0
ARK RESTAURANTS CORP COM 040712101 4,910 220,000 SH   DFND 1,5 20,900 0 199,100
ARM HLDGS PLC SPONSORED ADR 042068106 10,232 224,831 SH   DFND 3 224,831 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 14,546 1,058,690 SH   DFND 6 1,058,690 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 6,506 473,524 SH   DFND 7 473,524 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 9,558 244,135 SH   DFND 6 244,135 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 4,087 104,400 SH   DFND 7 104,400 0 0
ARQULE INC COM 04269E107 1,426 750,500 SH   DFND 1,5 500 0 750,000
ARRAY BIOPHARMA INC COM 04269X105 46,861 13,163,191 SH   DFND 1,5 778,100 0 12,385,091
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 340 77,200 SH   DFND 1,5 7,200 0 70,000
ARRIS INTL INC SHS G0551A103 2,910 138,850 SH   DFND 1,5 0 0 138,850
ARROW ELECTRS INC COM 042735100 142,891 2,308,413 SH   DFND 1,5 60,715 0 2,247,698
ARROW ELECTRS INC COM 042735100 4,165 67,284 SH   DFND 3 67,284 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 33,171 2,499,724 SH   DFND 1,5 7,149 0 2,492,575
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 174 13,100 SH   DFND 6 13,100 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 46,444 3,284,579 SH   DFND 1,5 1,709,127 0 1,575,452
ASHFORD HOSPITALITY PRIME IN COM 044102101 4,398 311,017 SH   DFND 6 311,017 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 1,635 115,616 SH   DFND 7 11,800 0 103,816
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 5,690 221,391 SH   DFND 1,5 0 0 221,391
ASHLAND INC NEW COM 044209104 179,833 1,566,895 SH   DFND 1,5 3,606 0 1,563,289
ASHLAND INC NEW COM 044209104 4,569 39,812 SH   DFND 3 39,812 0 0
ASHLAND INC NEW COM 044209104 33,467 291,598 SH   DFND 6 204,198 0 87,400
ASHLAND INC NEW COM 044209104 86,889 757,074 SH   DFND 7 370,794 0 386,280
ASML HOLDING N V N Y REGISTRY SHS N07059210 33,420 336,861 SH   DFND 1,5 62,100 0 274,761
ASPEN AEROGELS INC COM 04523Y105 7,209 1,450,494 SH   DFND 1,5 0 0 1,450,494
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 124,621 2,686,958 SH   DFND 1,5 258 0 2,686,700
ASPEN TECHNOLOGY INC COM 045327103 57,319 1,424,439 SH   DFND 1,5 114,539 0 1,309,900
ASPEN TECHNOLOGY INC COM 045327103 2,672 66,400 SH   DFND 7 39,600 0 26,800
ASSOCIATED BANC CORP COM 045487105 230,814 13,458,521 SH   DFND 1,5 650 0 13,457,871
ASSURANT INC COM 04621X108 434,847 5,038,200 SH   DFND 1,5 442,800 0 4,595,400
ASSURANT INC COM 04621X108 1,818 21,066 SH   DFND 2 21,066 0 0
ASSURANT INC COM 04621X108 599 6,946 SH   DFND 3 6,946 0 0
ASSURANT INC COM 04621X108 23,096 267,590 SH   DFND 6 267,590 0 0
ASSURANT INC COM 04621X108 9,066 105,040 SH   DFND 7 105,040 0 0
ASSURED GUARANTY LTD COM G0585R106 3,021 119,092 SH   DFND 1,5 92 0 119,000
ASTERIAS BIOTHERAPEUTICS INC *W EXP 09/30/201 04624N115 37 182,991 SH   DFND 1,5 0 0 182,991
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 1,882 784,091 SH   DFND 1,5 0 0 784,091
ASTORIA FINL CORP COM 046265104 238 15,500 SH   DFND 1,5 0 0 15,500
ASTRAZENECA PLC SPONSORED ADR 046353108 48,579 1,609,100 SH   DFND 1,5 0 0 1,609,100
ASTRAZENECA PLC SPONSORED ADR 046353108 378 12,519 SH   DFND 3 12,519 0 0
ASTRONICS CORP COM 046433108 10,504 315,800 SH   DFND 1,5 0 0 315,800
ASURE SOFTWARE INC COM 04649U102 1,583 336,119 SH   DFND 6 336,119 0 0
ASURE SOFTWARE INC COM 04649U102 64 13,600 SH   DFND 7 13,600 0 0
AT&T INC COM 00206R102 3,187,630 73,770,649 SH   DFND 1,5 2,012,035 0 71,758,614
AT&T INC COM 00206R102 90,471 2,093,740 SH   DFND 2 2,093,740 0 0
AT&T INC COM 00206R102 137,095 3,172,772 SH   DFND 3 3,172,772 0 0
AT&T INC COM 00206R102 27,495 636,301 SH   DFND 6 491,801 0 144,500
AT&T INC COM 00206R102 32,257 746,506 SH   DFND 7 437,606 0 308,900
AT&T INC COM 00206R102 23,580 545,700 SH   DFND 11 545,700 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 64,909 2,883,572 SH   DFND 1,5 0 0 2,883,572
ATARA BIOTHERAPEUTICS INC COM 046513107 4,152 184,435 SH   DFND 6 184,435 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 1,292 57,400 SH   DFND 7 57,400 0 0
ATHENAHEALTH INC COM 04685W103 765,461 5,546,415 SH   DFND 1,5 320,102 0 5,226,313
ATHENAHEALTH INC COM 04685W103 46,756 338,784 SH   DFND 1,9 0 0 338,784
ATHENAHEALTH INC COM 04685W103 593 4,300 SH   DFND 6 4,300 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 84,845 2,048,400 SH   DFND 1,5 180,200 0 1,868,200
ATLASSIAN CORP PLC CL A G06242104 6,724 259,602 SH   DFND 1,5 53,402 0 206,200
ATMOS ENERGY CORP COM 049560105 202,492 2,490,060 SH   DFND 1,5 55,758 0 2,434,302
ATMOS ENERGY CORP COM 049560105 28,870 355,020 SH   DFND 6 355,020 0 0
ATMOS ENERGY CORP COM 049560105 17,726 217,979 SH   DFND 7 197,579 0 20,400
ATMOS ENERGY CORP COM 049560105 24,087 296,200 SH   DFND 11 296,200 0 0
ATN INTL INC COM 00215F107 24,730 317,831 SH   DFND 1,5 131 0 317,700
ATRICURE INC COM 04963C209 68,248 4,830,000 SH   DFND 1,5 0 0 4,830,000
ATRION CORP COM 049904105 8,450 19,749 SH   DFND 1,5 10,635 0 9,114
ATWOOD OCEANICS INC COM 050095108 117,813 9,410,000 SH   DFND 1,5 2,191,800 0 7,218,200
ATYR PHARMA INC COM 002120103 9,890 3,557,652 SH   DFND 1,5 204,805 0 3,352,847
AURIS MED HLDG AG COM H03579101 6,468 1,543,767 SH   DFND 1,5 0 0 1,543,767
AUTODESK INC COM 052769106 976,533 18,037,184 SH   DFND 1,5 67,844 0 17,969,340
AUTODESK INC COM 052769106 91,286 1,686,118 SH   DFND 1,9 818 0 1,685,300
AUTODESK INC COM 052769106 4,136 76,386 SH   DFND 2 76,386 0 0
AUTODESK INC COM 052769106 10,232 188,984 SH   DFND 3 188,984 0 0
AUTODESK INC COM 052769106 2,052 37,900 SH   DFND 6 37,900 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 2,928 145,600 SH   DFND 1,5 19,600 0 126,000
AUTOHOME INC SP ADR RP CL A 05278C107 11,869 590,200 SH   DFND 1,9 0 0 590,200
AUTOLIV INC COM 052800109 191,051 1,778,050 SH   DFND 1,5 44,400 0 1,733,650
AUTOLIV INC COM 052800109 5,899 54,900 SH   DFND 7 54,900 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,086 98,900 SH   DFND 1,5 0 0 98,900
AUTOMATIC DATA PROCESSING IN COM 053015103 14,234 154,934 SH   DFND 2 154,934 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 27,841 303,050 SH   DFND 3 303,050 0 0
AUTONATION INC COM 05329W102 39,778 846,700 SH   DFND 1,5 175,300 0 671,400
AUTONATION INC COM 05329W102 1,137 24,196 SH   DFND 2 24,196 0 0
AUTONATION INC COM 05329W102 586 12,475 SH   DFND 3 12,475 0 0
AUTOZONE INC COM 053332102 2,526,755 3,182,952 SH   DFND 1,5 177,183 0 3,005,769
AUTOZONE INC COM 053332102 8,061 10,155 SH   DFND 2 10,155 0 0
AUTOZONE INC COM 053332102 12,604 15,877 SH   DFND 3 15,877 0 0
AUTOZONE INC COM 053332102 13,505 17,012 SH   DFND 6 7,572 0 9,440
AUTOZONE INC COM 053332102 76,764 96,700 SH   DFND 7 51,780 0 44,920
AUTOZONE INC COM 053332102 106,267 133,865 SH   DFND 11 133,865 0 0
AVALONBAY CMNTYS INC COM 053484101 428,989 2,378,118 SH   DFND 1,5 717,874 0 1,660,244
AVALONBAY CMNTYS INC COM 053484101 8,415 46,651 SH   DFND 2 46,651 0 0
AVALONBAY CMNTYS INC COM 053484101 4,254 23,583 SH   DFND 3 23,583 0 0
AVALONBAY CMNTYS INC COM 053484101 41,246 228,647 SH   DFND 6 228,647 0 0
AVALONBAY CMNTYS INC COM 053484101 15,842 87,821 SH   DFND 7 11,196 0 76,625
AVALONBAY CMNTYS INC COM 053484101 10,517 58,300 SH   DFND 11 58,300 0 0
AVANGRID INC COM 05351W103 161,892 3,514,802 SH   DFND 1,5 291 0 3,514,511
AVERY DENNISON CORP COM 053611109 65,029 869,957 SH   DFND 1,5 374 0 869,583
AVERY DENNISON CORP COM 053611109 2,267 30,331 SH   DFND 2 30,331 0 0
AVERY DENNISON CORP COM 053611109 2,974 39,785 SH   DFND 3 39,785 0 0
AVEXIS INC COM 05366U100 26,171 688,353 SH   DFND 1,5 0 0 688,353
AVG TECHNOLOGIES N V SHS N07831105 11,775 620,081 SH   DFND 1,5 57,481 0 562,600
AVID TECHNOLOGY INC COM 05367P100 7,043 1,212,200 SH   DFND 1,5 112,200 0 1,100,000
AVID TECHNOLOGY INC COM 05367P100 3,602 620,000 SH   DFND 11 620,000 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 420 300,000 SH   DFND 1,5 0 0 300,000
AVIS BUDGET GROUP COM 053774105 48,609 1,508,200 SH   DFND 1,5 0 0 1,508,200
AVNET INC COM 053807103 86,993 2,147,444 SH   DFND 1,5 4,144 0 2,143,300
AVNET INC COM 053807103 1,305 32,207 SH   DFND 3 32,207 0 0
AVON PRODS INC COM 054303102 90,465 23,932,461 SH   DFND 1,5 758,164 0 23,174,297
AVON PRODS INC COM 054303102 286 75,593 SH   DFND 3 75,593 0 0
AVON PRODS INC COM 054303102 632 167,100 SH   DFND 6 167,100 0 0
AXALTA COATING SYS LTD COM G0750C108 82,901 3,124,786 SH   DFND 1,5 114,685 0 3,010,101
AXIALL CORP COM 05463D100 43,820 1,343,752 SH   DFND 1,5 0 0 1,343,752
AXIALL CORP COM 05463D100 55,698 1,708,000 SH   DFND 11 1,708,000 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 402,752 7,322,771 SH   DFND 1,5 734,271 0 6,588,500
AXOVANT SCIENCES LTD COM G0750W104 12,331 960,370 SH   DFND 1,5 0 0 960,370
AXSOME THERAPEUTICS INC COM 05464T104 20,157 2,673,385 SH   DFND 1,5 0 0 2,673,385
AZZ INC COM 002474104 131,840 2,198,063 SH   DFND 1,5 218,763 0 1,979,300
AZZ INC COM 002474104 653 10,884 SH   DFND 7 10,884 0 0
B & G FOODS INC NEW COM 05508R106 134,716 2,794,943 SH   DFND 1,5 291,285 0 2,503,658
B & G FOODS INC NEW COM 05508R106 19,046 395,139 SH   DFND 3 395,139 0 0
B & G FOODS INC NEW COM 05508R106 1,066 22,119 SH   DFND 6 22,119 0 0
B/E AEROSPACE INC COM 073302101 11,378 246,400 SH   DFND 1,5 0 0 246,400
B/E AEROSPACE INC COM 073302101 14,674 317,800 SH   DFND 6 317,800 0 0
B/E AEROSPACE INC COM 073302101 6,110 132,322 SH   DFND 7 110,622 0 21,700
B2GOLD CORP COM 11777Q209 349,335 139,297,372 SH   DFND 1,5 5,731,939 0 133,565,433
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 2,765 188,247 SH   DFND 1,5 40,212 0 148,035
BAIDU INC SPON ADR REP A 056752108 112,984 684,128 SH   DFND 1,5 71,258 0 612,870
BAIDU INC SPON ADR REP A 056752108 209 1,263 SH   DFND 3 1,263 0 0
BAIDU INC SPON ADR REP A 056752108 3,518 21,300 SH   DFND 6 15,600 0 5,700
BAIDU INC SPON ADR REP A 056752108 2,758 16,700 SH   DFND 7 16,700 0 0
BAKER HUGHES INC COM 057224107 1,235,372 27,373,632 SH   DFND 1,5 419,055 0 26,954,577
BAKER HUGHES INC COM 057224107 6,722 148,941 SH   DFND 2 148,941 0 0
BAKER HUGHES INC COM 057224107 1,516 33,592 SH   DFND 3 33,592 0 0
BAKER HUGHES INC COM 057224107 4,409 97,700 SH   DFND 6 97,700 0 0
BAKER HUGHES INC COM 057224107 2,694 59,698 SH   DFND 7 0 0 59,698
BALL CORP COM 058498106 435,582 6,025,479 SH   DFND 1,5 123,972 0 5,901,507
BALL CORP COM 058498106 4,277 59,162 SH   DFND 2 59,162 0 0
BALL CORP COM 058498106 2,767 38,280 SH   DFND 3 38,280 0 0
BALL CORP COM 058498106 5,747 79,501 SH   DFND 6 56,201 0 23,300
BALL CORP COM 058498106 9,072 125,500 SH   DFND 7 64,600 0 60,900
BALL CORP COM 058498106 1,238 17,120 SH   DFND 11 17,120 0 0
BANCFIRST CORP COM 05945F103 38,391 636,461 SH   DFND 1,5 0 0 636,461
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,684 343,630 SH   DFND 1,5 13,730 0 329,900
BANCO MACRO SA SPON ADR B 05961W105 36,007 485,134 SH   DFND 1,5 47,744 0 437,390
BANCO MACRO SA SPON ADR B 05961W105 1,239 16,692 SH   DFND 1,10 16,692 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3,874 200,000 SH   DFND 1,5 0 0 200,000
BANCOLOMBIA S A SPON ADR PREF 05968L102 32,290 924,686 SH   DFND 1,5 33,220 0 891,466
BANK AMER CORP 7.25%CNV PFD L 060505682 130,199 108,953 SH   DFND 1,5 19,679 0 89,274
BANK AMER CORP COM 060505104 3,178,915 239,556,527 SH   DFND 1,5 6,693,206 0 232,863,321
BANK AMER CORP COM 060505104 46,360 3,493,619 SH   DFND 2 3,493,619 0 0
BANK AMER CORP COM 060505104 78,605 5,923,496 SH   DFND 3 5,923,496 0 0
BANK AMER CORP COM 060505104 37,320 2,812,366 SH   DFND 6 2,524,277 0 288,089
BANK AMER CORP 7.25%CNV PFD L 060505682 837 700 SH   DFND 7 700 0 0
BANK AMER CORP COM 060505104 109,949 8,285,529 SH   DFND 7 3,716,750 0 4,568,779
BANK MONTREAL QUE COM 063671101 44,568 702,622 SH   DFND 1,5 0 0 702,622
BANK MONTREAL QUE COM 063671101 771 12,160 SH   DFND 6 0 0 12,160
BANK MONTREAL QUE COM 063671101 726 11,450 SH   DFND 7 11,450 0 0
BANK MONTREAL QUE COM 063671101 96,320 1,518,500 SH   DFND 11 1,518,500 0 0
BANK N S HALIFAX COM 064149107 63,209 1,289,880 SH   DFND 1,5 0 0 1,289,880
BANK N S HALIFAX COM 064149107 1,068 21,797 SH   DFND 6 8,300 0 13,497
BANK N S HALIFAX COM 064149107 24,414 498,200 SH   DFND 7 427,700 0 70,500
BANK N S HALIFAX COM 064149107 494,864 10,098,553 SH   DFND 11 9,163,353 0 935,200
BANK NEW YORK MELLON CORP COM 064058100 110,258 2,838,047 SH   DFND 1,5 0 0 2,838,047
BANK NEW YORK MELLON CORP COM 064058100 14,232 366,331 SH   DFND 2 366,331 0 0
BANK NEW YORK MELLON CORP COM 064058100 12,667 326,037 SH   DFND 3 326,037 0 0
BANK OF THE OZARKS INC COM 063904106 139,703 3,723,421 SH   DFND 1,5 13,711 0 3,709,710
BANK OF THE OZARKS INC COM 063904106 4,322 115,190 SH   DFND 11 115,190 0 0
BANKRATE INC DEL COM 06647F102 35,662 4,767,629 SH   DFND 1,5 115,207 0 4,652,422
BANKRATE INC DEL COM 06647F102 2,539 339,430 SH   DFND 6 339,430 0 0
BANKRATE INC DEL COM 06647F102 1,226 163,850 SH   DFND 7 163,850 0 0
BANNER CORP COM NEW 06652V208 68,049 1,599,641 SH   DFND 1,5 641 0 1,599,000
BAR HBR BANKSHARES COM 066849100 4,915 140,037 SH   DFND 1,5 140,037 0 0
BARCLAYS PLC ADR 06738E204 67,702 8,908,162 SH   DFND 1,5 14,800 0 8,893,362
BARCLAYS PLC NOTE 8.250%12/2 06738EAA3 54,643 56,062,000 PRN   DFND 1,5 0 0 0
BARCLAYS PLC NOTE 8.250%12/2 06738EAA3 3,056 3,135,000 PRN   DFND 6 0 0 0
BARCLAYS PLC NOTE 8.250%12/2 06738EAA3 638 655,000 PRN   DFND 7 0 0 0
BARCLAYS PLC NOTE 6.625%12/2 06738EAB1 99,108 111,045,000 PRN   DFND 1,5 0 0 0
BARCLAYS PLC NOTE 6.625%12/2 06738EAB1 5,148 5,768,000 PRN   DFND 6 0 0 0
BARCLAYS PLC NOTE 6.625%12/2 06738EAB1 1,303 1,460,000 PRN   DFND 7 0 0 0
BARD C R INC COM 067383109 239,510 1,018,498 SH   DFND 1,5 71,925 0 946,573
BARD C R INC COM 067383109 5,864 24,937 SH   DFND 2 24,937 0 0
BARD C R INC COM 067383109 3,701 15,738 SH   DFND 3 15,738 0 0
BARD C R INC COM 067383109 31,060 132,080 SH   DFND 6 132,080 0 0
BARD C R INC COM 067383109 63,992 272,122 SH   DFND 7 272,122 0 0
BARNES & NOBLE ED INC COM 06777U101 4,961 488,749 SH   DFND 1,5 104,242 0 384,507
BARRICK GOLD CORP COM 067901108 139,608 6,539,769 SH   DFND 1,5 0 0 6,539,769
BARRICK GOLD CORP COM 067901108 5,787 271,100 SH   DFND 1,10 0 0 271,100
BARRICK GOLD CORP COM 067901108 7,545 353,424 SH   DFND 3 353,424 0 0
BARRICK GOLD CORP COM 067901108 1,043 48,868 SH   DFND 6 11,568 0 37,300
BARRICK GOLD CORP COM 067901108 11,788 552,200 SH   DFND 7 474,500 0 77,700
BARRICK GOLD CORP COM 067901108 381,346 17,863,660 SH   DFND 11 15,919,060 0 1,944,600
BATS GLOBAL MKTS INC COM 05491G109 46,764 1,820,312 SH   DFND 1,5 55,512 0 1,764,800
BATS GLOBAL MKTS INC COM 05491G109 1,174 45,700 SH   DFND 6 45,700 0 0
BAXTER INTL INC COM 071813109 64,692 1,430,600 SH   DFND 1,5 250,500 0 1,180,100
BAXTER INTL INC COM 071813109 8,494 187,832 SH   DFND 2 187,832 0 0
BAXTER INTL INC COM 071813109 8,108 179,296 SH   DFND 3 179,296 0 0
BAZAARVOICE INC COM 073271108 4,731 1,179,900 SH   DFND 1,5 0 0 1,179,900
BB&T CORP COM 054937107 9,942 279,188 SH   DFND 2 279,188 0 0
BB&T CORP COM 054937107 6,111 171,607 SH   DFND 3 171,607 0 0
BBCN BANCORP INC COM 073295107 90,276 6,050,679 SH   DFND 1,5 206,383 0 5,844,296
BCE INC COM NEW 05534B760 2,625 55,459 SH   DFND 6 34,855 0 20,604
BCE INC COM NEW 05534B760 15,147 320,063 SH   DFND 7 299,563 0 20,500
BCE INC COM NEW 05534B760 573,229 12,112,910 SH   DFND 11 10,958,880 0 1,154,030
BECTON DICKINSON & CO COM 075887109 463,881 2,735,307 SH   DFND 1,5 149,038 0 2,586,269
BECTON DICKINSON & CO COM 075887109 12,240 72,173 SH   DFND 2 72,173 0 0
BECTON DICKINSON & CO COM 075887109 14,314 84,403 SH   DFND 3 84,403 0 0
BECTON DICKINSON & CO COM 075887109 767 4,520 SH   DFND 6 4,520 0 0
BECTON DICKINSON & CO COM 075887109 4,648 27,407 SH   DFND 7 18,183 0 9,224
BED BATH & BEYOND INC COM 075896100 487,390 11,276,960 SH   DFND 1,5 2,594,260 0 8,682,700
BED BATH & BEYOND INC COM 075896100 2,269 52,502 SH   DFND 2 52,502 0 0
BED BATH & BEYOND INC COM 075896100 1,188 27,485 SH   DFND 3 27,485 0 0
BED BATH & BEYOND INC COM 075896100 34,576 800,000 SH   DFND 11 800,000 0 0
BEIGENE LTD SPONSORED ADR 07725L102 61,629 2,068,075 SH   DFND 1,5 300,024 0 1,768,051
BEIGENE LTD SPONSORED ADR 07725L102 6,921 232,262 SH   DFND 1,9 0 0 232,262
BEL FUSE INC CL A 077347201 3,240 215,000 SH   DFND 1,5 19,700 0 195,300
BEL FUSE INC CL B 077347300 445 25,000 SH   DFND 1,5 25,000 0 0
BELDEN INC COM 077454106 138,585 2,295,600 SH   DFND 1,5 3,600 0 2,292,000
BELLEROPHON THERAPEUTICS INC COM 078771102 2,090 1,208,070 SH   DFND 1,5 0 0 1,208,070
BELLICUM PHARMACEUTICALS INC COM 079481107 31,020 2,393,544 SH   DFND 1,5 58,500 0 2,335,044
BENEFICIAL BANCORP INC COM 08171T102 9,809 771,122 SH   DFND 1,5 1,198 0 769,924
BENEFICIAL BANCORP INC COM 08171T102 8,342 655,800 SH   DFND 6 655,800 0 0
BENEFICIAL BANCORP INC COM 08171T102 3,702 291,075 SH   DFND 7 291,075 0 0
BENEFITFOCUS INC COM 08180D106 8,710 228,499 SH   DFND 1,9 0 0 228,499
BERKLEY W R CORP COM 084423102 13,334 222,530 SH   DFND 1,5 30 0 222,500
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,066,803 14,274,490 SH   DFND 1,5 33,905 0 14,240,585
BERKSHIRE HATHAWAY INC DEL CL A 084670108 6,335,887 29,201 SH   DFND 1,5 2,482 0 26,719
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 92,278 637,320 SH   DFND 2 637,320 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 80,129 553,417 SH   DFND 3 553,417 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 217 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,195 104,945 SH   DFND 6 73,545 0 31,400
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 45,467 314,020 SH   DFND 7 232,920 0 81,100
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 86,828 599,680 SH   DFND 11 599,680 0 0
BERRY PLASTICS GROUP INC COM 08579W103 99,966 2,573,128 SH   DFND 1,5 24,800 0 2,548,328
BEST BUY INC COM 086516101 1,222,273 39,943,559 SH   DFND 1,5 3,437,408 0 36,506,151
BEST BUY INC COM 086516101 2,934 95,894 SH   DFND 2 95,894 0 0
BEST BUY INC COM 086516101 264 8,635 SH   DFND 3 8,635 0 0
BGC PARTNERS INC CL A 05541T101 10,516 1,207,300 SH   DFND 1,5 0 0 1,207,300
BIOCRYST PHARMACEUTICALS COM 09058V103 514 181,100 SH   DFND 1,5 0 0 181,100
BIOGEN INC COM 09062X103 2,704,067 11,182,147 SH   DFND 1,5 522,412 0 10,659,735
BIOGEN INC COM 09062X103 18,016 74,502 SH   DFND 2 74,502 0 0
BIOGEN INC COM 09062X103 16,211 67,037 SH   DFND 3 67,037 0 0
BIOGEN INC COM 09062X103 13,616 56,308 SH   DFND 6 56,308 0 0
BIOGEN INC COM 09062X103 15,030 62,154 SH   DFND 7 2,100 0 60,054
BIOMARIN PHARMACEUTICAL INC COM 09061G101 775,668 9,970,031 SH   DFND 1,5 51,817 0 9,918,214
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 27,588 23,860,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,266 29,120 SH   DFND 3 29,120 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 29,209 375,431 SH   DFND 6 299,491 0 75,940
BIOMARIN PHARMACEUTICAL INC COM 09061G101 54,364 698,763 SH   DFND 7 377,643 0 321,120
BIOTIME INC *W EXP 10/01/201 09066L162 60 128,178 SH   DFND 1,5 0 0 128,178
BITAUTO HLDGS LTD SPONSORED ADS 091727107 3,966 147,100 SH   DFND 1,5 86,200 0 60,900
BITAUTO HLDGS LTD SPONSORED ADS 091727107 65,558 2,431,660 SH   DFND 1,9 0 0 2,431,660
BLACK BOX CORP DEL COM 091826107 23,505 1,797,000 SH   DFND 1,5 180,700 0 1,616,300
BLACK HILLS CORP COM 092113109 63,095 1,000,867 SH   DFND 1,5 0 0 1,000,867
BLACK KNIGHT FINL SVCS INC CL A 09214X100 10,699 284,558 SH   DFND 1,5 0 0 284,558
BLACK STONE MINERALS L P COM UNIT 09225M101 48,325 3,117,755 SH   DFND 1,5 0 0 3,117,755
BLACKBAUD INC COM 09227Q100 15,645 230,410 SH   DFND 1,5 0 0 230,410
BLACKBAUD INC COM 09227Q100 4,841 71,300 SH   DFND 1,9 0 0 71,300
BLACKBERRY LTD COM 09228F103 3,737 556,894 SH   DFND 1,5 0 0 556,894
BLACKBERRY LTD DBCV 6.000%11/1 C10268AA5 30,519 29,720,000 PRN   DFND 1,5 0 0 0
BLACKBERRY LTD COM 09228F103 75,872 11,305,951 SH   DFND 11 11,305,951 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 282,013 8,420,818 SH   DFND 1,5 201,776 0 8,219,042
BLACKROCK INC COM 09247X101 1,369,248 3,997,453 SH   DFND 1,5 259,671 0 3,737,782
BLACKROCK INC COM 09247X101 14,655 42,784 SH   DFND 2 42,784 0 0
BLACKROCK INC COM 09247X101 13,058 38,121 SH   DFND 3 38,121 0 0
BLACKROCK INC COM 09247X101 9,248 27,000 SH   DFND 6 20,600 0 6,400
BLACKROCK INC COM 09247X101 11,749 34,300 SH   DFND 7 17,800 0 16,500
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 889,287 36,238,251 SH   DFND 1,5 959 0 36,237,292
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 10,613 10,000,000 PRN   DFND 1,5 0 0 0
BLOCK H & R INC COM 093671105 163,085 7,090,641 SH   DFND 1,5 344,800 0 6,745,841
BLOCK H & R INC COM 093671105 1,755 76,324 SH   DFND 2 76,324 0 0
BLOCK H & R INC COM 093671105 365 15,859 SH   DFND 3 15,859 0 0
BLOCK H & R INC COM 093671105 226,433 9,844,900 SH   DFND 11 9,844,900 0 0
BLOOMIN BRANDS INC COM 094235108 983 55,000 SH   DFND 1,5 5,300 0 49,700
BLUE BUFFALO PET PRODS INC COM 09531U102 28,157 1,206,376 SH   DFND 1,5 0 0 1,206,376
BLUE HILLS BANCORP INC COM 095573101 15,469 1,048,060 SH   DFND 6 1,048,060 0 0
BLUE HILLS BANCORP INC COM 095573101 3,424 232,000 SH   DFND 7 232,000 0 0
BLUE NILE INC COM 09578R103 876 32,000 SH   DFND 11 32,000 0 0
BLUEBIRD BIO INC COM 09609G100 239,452 5,531,357 SH   DFND 1,5 835,575 0 4,695,782
BLUEBIRD BIO INC COM 09609G100 437 10,100 SH   DFND 6 10,100 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 68,086 3,362,294 SH   DFND 1,5 8,350 0 3,353,944
BLUEPRINT MEDICINES CORP COM 09627Y109 5,364 264,898 SH   DFND 4 264,898 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 7,002 345,754 SH   DFND 6 345,754 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,281 112,654 SH   DFND 7 112,654 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 95,686 5,483,424 SH   DFND 1,5 1,377 0 5,482,047
BOEING CO COM 097023105 841,615 6,480,444 SH   DFND 1,5 328,393 0 6,152,051
BOEING CO COM 097023105 26,449 203,657 SH   DFND 2 203,657 0 0
BOEING CO COM 097023105 46,769 360,119 SH   DFND 3 360,119 0 0
BOEING CO COM 097023105 16,533 127,306 SH   DFND 6 122,366 0 4,940
BOEING CO COM 097023105 57,741 444,607 SH   DFND 7 283,929 0 160,678
BOFI HLDG INC COM 05566U108 460 26,000 SH   DFND 1,5 0 0 26,000
BOISE CASCADE CO DEL COM 09739D100 30,075 1,310,477 SH   DFND 1,5 113 0 1,310,364
BOK FINL CORP COM NEW 05561Q201 94,050 1,500,000 SH   DFND 1,5 0 0 1,500,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 177,482 5,987,923 SH   DFND 1,5 300 0 5,987,623
BORGWARNER INC COM 099724106 42,509 1,439,997 SH   DFND 1,5 137 0 1,439,860
BORGWARNER INC COM 099724106 2,185 74,016 SH   DFND 2 74,016 0 0
BORGWARNER INC COM 099724106 1,336 45,271 SH   DFND 3 45,271 0 0
BORGWARNER INC COM 099724106 903 30,600 SH   DFND 6 30,600 0 0
BOSTON BEER INC CL A 100557107 88,616 518,133 SH   DFND 1,5 26,512 0 491,621
BOSTON PRIVATE FINL HLDGS IN COM 101119105 27,156 2,305,261 SH   DFND 1,5 330 0 2,304,931
BOSTON PRIVATE FINL HLDGS IN COM 101119105 42,806 3,633,800 SH   DFND 6 3,460,900 0 172,900
BOSTON PRIVATE FINL HLDGS IN COM 101119105 17,875 1,517,417 SH   DFND 7 1,294,317 0 223,100
BOSTON PROPERTIES INC COM 101121101 1,127,154 8,545,520 SH   DFND 1,5 3,403,973 0 5,141,547
BOSTON PROPERTIES INC COM 101121101 6,891 52,245 SH   DFND 2 52,245 0 0
BOSTON PROPERTIES INC COM 101121101 7,127 54,032 SH   DFND 3 54,032 0 0
BOSTON PROPERTIES INC COM 101121101 75,385 571,535 SH   DFND 6 568,644 0 2,891
BOSTON PROPERTIES INC COM 101121101 52,599 398,782 SH   DFND 7 228,940 0 169,842
BOSTON PROPERTIES INC COM 101121101 21,683 164,390 SH   DFND 11 164,390 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,129,139 176,685,442 SH   DFND 1,5 5,262,658 0 171,422,784
BOSTON SCIENTIFIC CORP COM 101137107 10,785 461,489 SH   DFND 2 461,489 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,405 60,106 SH   DFND 3 60,106 0 0
BOSTON SCIENTIFIC CORP COM 101137107 27,603 1,181,142 SH   DFND 6 1,022,942 0 158,200
BOSTON SCIENTIFIC CORP COM 101137107 25,630 1,096,684 SH   DFND 7 705,484 0 391,200
BOTTOMLINE TECH DEL INC COM 101388106 1,163 54,000 SH   DFND 6 54,000 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,408 65,380 SH   DFND 7 14,980 0 50,400
BOX INC CL A 10316T104 16,002 1,547,600 SH   DFND 1,5 0 0 1,547,600
BOX INC CL A 10316T104 2,861 276,700 SH   DFND 1,9 0 0 276,700
BOYD GAMING CORP COM 103304101 475 25,800 SH   DFND 1,5 0 0 25,800
BP PLC SPONSORED ADR 055622104 1,782 50,191 SH   DFND 1,5 0 0 50,191
BP PLC SPONSORED ADR 055622104 435 12,248 SH   DFND 3 12,248 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 255,276 15,195,005 SH   DFND 1,5 9,830,805 0 5,364,200
BRAVO BRIO RESTAURANT GROUP COM 10567B109 204 24,896 SH   DFND 1,5 24,896 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 172,919 2,607,729 SH   DFND 1,5 117,680 0 2,490,049
BRINKER INTL INC COM 109641100 3,074 67,525 SH   DFND 1,5 25,000 0 42,525
BRINKS CO COM 109696104 23,167 813,180 SH   DFND 1,5 80,059 0 733,121
BRISTOL MYERS SQUIBB CO COM 110122108 3,965,788 53,919,623 SH   DFND 1,5 2,915,313 0 51,004,310
BRISTOL MYERS SQUIBB CO COM 110122108 41,758 567,754 SH   DFND 2 567,754 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 43,264 588,223 SH   DFND 3 588,223 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 27,066 367,990 SH   DFND 6 317,191 0 50,799
BRISTOL MYERS SQUIBB CO COM 110122108 65,143 885,692 SH   DFND 7 692,806 0 192,886
BRISTOL MYERS SQUIBB CO COM 110122108 34,694 471,700 SH   DFND 11 471,700 0 0
BRISTOW GROUP INC COM 110394103 4,043 354,300 SH   DFND 1,5 16,800 0 337,500
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,134,862 8,764,769 SH   DFND 1,5 119,260 0 8,645,509
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6,981 53,915 SH   DFND 7 0 0 53,915
BRIXMOR PPTY GROUP INC COM 11120U105 303,979 11,488,260 SH   DFND 1,5 7,208,264 0 4,279,996
BRIXMOR PPTY GROUP INC COM 11120U105 11,314 427,576 SH   DFND 6 427,576 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 4,255 160,800 SH   DFND 7 18,300 0 142,500
BROADCOM LTD SHS Y09827109 2,796,331 17,994,408 SH   DFND 1,5 936,819 0 17,057,589
BROADCOM LTD SHS Y09827109 157,715 1,014,900 SH   DFND 1,9 0 0 1,014,900
BROADCOM LTD SHS Y09827109 19,605 126,157 SH   DFND 2 126,157 0 0
BROADCOM LTD SHS Y09827109 13,800 88,806 SH   DFND 3 88,806 0 0
BROADCOM LTD SHS Y09827109 39,382 253,424 SH   DFND 6 226,649 0 26,775
BROADCOM LTD SHS Y09827109 47,697 306,930 SH   DFND 7 251,430 0 55,500
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 97,464 1,494,839 SH   DFND 1,5 299 0 1,494,540
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 486 7,458 SH   DFND 3 7,458 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,843 89,615 SH   DFND 6 89,615 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 893 13,700 SH   DFND 7 13,700 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 66,306 1,016,970 SH   DFND 11 1,016,970 0 0
BROADSOFT INC COM 11133B409 940 22,900 SH   DFND 1,9 0 0 22,900
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BROOKDALE SR LIVING INC COM 112463104 47,227 3,058,765 SH   DFND 1,5 0 0 3,058,765
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 66,762 2,018,100 SH   DFND 1,5 0 0 2,018,100
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 363 10,983 SH   DFND 3 10,983 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 28,605 864,680 SH   DFND 6 525,030 0 339,650
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 28,986 876,202 SH   DFND 7 728,502 0 147,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 697,203 21,075,138 SH   DFND 11 17,760,494 0 3,314,644
BROOKFIELD BUSINESS PARTNERS UNIT LTD LP G16234109 250 13,172 SH   DFND 1,5 0 0 13,172
BROOKFIELD BUSINESS PARTNERS UNIT LTD LP G16234109 1,671 88,054 SH   DFND 11 36,644 0 51,410
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 19,400 428,810 SH   DFND 11 428,810 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 214,480 9,538,649 SH   DFND 11 9,538,649 0 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 31,186 1,047,600 SH   DFND 11 1,047,600 0 0
BROWN & BROWN INC COM 115236101 204,697 5,462,952 SH   DFND 1,5 51,407 0 5,411,545
BROWN & BROWN INC COM 115236101 1,056 28,191 SH   DFND 6 28,191 0 0
BROWN FORMAN CORP CL B 115637209 30,793 308,670 SH   DFND 1,5 70 0 308,600
BROWN FORMAN CORP CL B 115637209 3,410 34,182 SH   DFND 2 34,182 0 0
BROWN FORMAN CORP CL B 115637209 577 5,781 SH   DFND 3 5,781 0 0
BRUKER CORP COM 116794108 196,170 8,626,654 SH   DFND 1,5 922 0 8,625,732
BRUKER CORP COM 116794108 13,337 586,490 SH   DFND 6 467,190 0 119,300
BRUKER CORP COM 116794108 12,373 544,116 SH   DFND 7 382,616 0 161,500
BRUNSWICK CORP COM 117043109 182,557 4,028,172 SH   DFND 1,5 8,295 0 4,019,877
BRUNSWICK CORP COM 117043109 27,081 597,550 SH   DFND 6 570,450 0 27,100
BRUNSWICK CORP COM 117043109 18,238 402,420 SH   DFND 7 344,620 0 57,800
BRYN MAWR BK CORP COM 117665109 2,120 72,600 SH   DFND 1,5 0 0 72,600
BT GROUP PLC ADR 05577E101 7,843 281,600 SH   DFND 1,5 0 0 281,600
BUCKLE INC COM 118440106 188,990 7,271,631 SH   DFND 1,5 1,451,000 0 5,820,631
BUFFALO WILD WINGS INC COM 119848109 352,252 2,535,097 SH   DFND 1,5 253,240 0 2,281,857
BUFFALO WILD WINGS INC COM 119848109 3,175 22,848 SH   DFND 6 22,848 0 0
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BUILDERS FIRSTSOURCE INC COM 12008R107 15,793 1,403,840 SH   DFND 6 1,403,840 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 536,866 7,230,522 SH   DFND 1,5 362,622 0 6,867,900
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,839 51,699 SH   DFND 7 51,699 0 0
C1 FINL INC COM 12591N109 1,173 50,300 SH   DFND 1,5 0 0 50,300
CA INC COM 12673P105 3,304 100,643 SH   DFND 2 100,643 0 0
CA INC COM 12673P105 566 17,245 SH   DFND 3 17,245 0 0
CABLE ONE INC COM 12685J105 2,794 5,463 SH   DFND 1,5 1,164 0 4,299
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CABOT OIL & GAS CORP COM 127097103 571,567 22,205,398 SH   DFND 1,5 851,376 0 21,354,022
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CACI INTL INC CL A 127190304 177,366 1,961,800 SH   DFND 1,5 0 0 1,961,800
CADENCE DESIGN SYSTEM INC COM 127387108 64,485 2,653,714 SH   DFND 1,5 314 0 2,653,400
CADENCE DESIGN SYSTEM INC COM 127387108 3,106 127,819 SH   DFND 7 127,819 0 0
CAE INC COM 124765108 336 27,830 SH   DFND 6 0 0 27,830
CAE INC COM 124765108 45,608 3,774,700 SH   DFND 11 3,774,700 0 0
CAESARSTONE LTD ORD SHS M20598104 49,650 1,428,361 SH   DFND 1,5 164,012 0 1,264,349
CALATLANTIC GROUP INC COM 128195104 61,033 1,662,579 SH   DFND 1,5 0 0 1,662,579
CALATLANTIC GROUP INC COM 128195104 3,978 108,361 SH   DFND 6 58,732 0 49,629
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CALAVO GROWERS INC COM 128246105 20,850 311,200 SH   DFND 1,5 0 0 311,200
CALITHERA BIOSCIENCES INC COM 13089P101 7,428 2,002,278 SH   DFND 1,5 0 0 2,002,278
CALIX INC COM 13100M509 122 17,700 SH   DFND 1,5 0 0 17,700
CALLIDUS SOFTWARE INC COM 13123E500 19,790 990,500 SH   DFND 1,9 200 0 990,300
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CALLIDUS SOFTWARE INC COM 13123E500 8,966 448,740 SH   DFND 7 448,740 0 0
CALLON PETE CO DEL COM 13123X102 25,941 2,310,000 SH   DFND 1,5 0 0 2,310,000
CALLON PETE CO DEL COM 13123X102 34,335 3,057,440 SH   DFND 6 3,057,440 0 0
CALLON PETE CO DEL COM 13123X102 12,277 1,093,190 SH   DFND 7 1,007,090 0 86,100
CALPINE CORP COM NEW 131347304 109,680 7,435,913 SH   DFND 1,5 173 0 7,435,740
CAMBREX CORP COM 132011107 2,840 54,895 SH   DFND 1,5 95 0 54,800
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CAMDEN NATL CORP COM 133034108 9,445 224,891 SH   DFND 6 224,891 0 0
CAMDEN NATL CORP COM 133034108 2,785 66,300 SH   DFND 7 66,300 0 0
CAMDEN PPTY TR SH BEN INT 133131102 293,177 3,315,731 SH   DFND 1,5 2,293,231 0 1,022,500
CAMDEN PPTY TR SH BEN INT 133131102 593 6,705 SH   DFND 7 6,705 0 0
CAMECO CORP COM 13321L108 13,337 1,214,291 SH   DFND 1,5 13,191 0 1,201,100
CAMPBELL SOUP CO COM 134429109 34,868 524,100 SH   DFND 1,5 51,200 0 472,900
CAMPBELL SOUP CO COM 134429109 4,057 60,984 SH   DFND 2 60,984 0 0
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CANADIAN NAT RES LTD COM 136385101 328,336 10,642,088 SH   DFND 1,5 710,270 0 9,931,818
CANADIAN NAT RES LTD COM 136385101 5,133 166,378 SH   DFND 3 166,378 0 0
CANADIAN NAT RES LTD COM 136385101 14,380 466,073 SH   DFND 6 212,400 0 253,673
CANADIAN NAT RES LTD COM 136385101 23,667 767,100 SH   DFND 7 641,700 0 125,400
CANADIAN NAT RES LTD COM 136385101 751,155 24,346,576 SH   DFND 11 21,435,383 0 2,911,193
CANADIAN NATL RY CO COM 136375102 63,143 1,069,310 SH   DFND 1,5 0 0 1,069,310
CANADIAN NATL RY CO COM 136375102 2,715 45,984 SH   DFND 6 13,900 0 32,084
CANADIAN NATL RY CO COM 136375102 16,380 277,397 SH   DFND 7 238,497 0 38,900
CANADIAN NATL RY CO COM 136375102 691,262 11,706,336 SH   DFND 11 11,065,036 0 641,300
CANADIAN NATL RY CO COM 136375102 520 8,800 SH   DFND   8,800 0 0
CANADIAN PAC RY LTD COM 13645T100 198,646 1,542,963 SH   DFND 1,5 116,591 0 1,426,372
CANADIAN PAC RY LTD COM 13645T100 1,043 8,100 SH   DFND 6 0 0 8,100
CANADIAN PAC RY LTD COM 13645T100 669 5,200 SH   DFND 7 5,200 0 0
CANADIAN PAC RY LTD COM 13645T100 262,732 2,040,742 SH   DFND 11 1,788,335 0 252,407
CANADIAN PAC RY LTD COM 13645T100 1,880 14,600 SH   DFND   14,600 0 0
CANON INC SPONSORED ADR 138006309 13,292 464,585 SH   DFND 1,5 0 0 464,585
CANTEL MEDICAL CORP COM 138098108 8,498 123,647 SH   DFND 1,5 551 0 123,096
CAPELLA EDUCATION COMPANY COM 139594105 1,395 26,500 SH   DFND 6 26,500 0 0
CAPELLA EDUCATION COMPANY COM 139594105 200 3,800 SH   DFND 7 3,800 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,554,648 24,478,797 SH   DFND 1,5 105,197 0 24,373,600
CAPITAL ONE FINL CORP COM 14040H105 11,062 174,172 SH   DFND 2 174,172 0 0
CAPITAL ONE FINL CORP COM 14040H105 16,737 263,529 SH   DFND 3 263,529 0 0
CAPITAL ONE FINL CORP COM 14040H105 29,881 470,500 SH   DFND 6 304,278 0 166,222
CAPITAL ONE FINL CORP COM 14040H105 121,444 1,912,198 SH   DFND 7 1,358,768 0 553,430
CAPITAL SR LIVING CORP COM 140475104 12,645 715,630 SH   DFND 1,5 157,530 0 558,100
CAPITAL SR LIVING CORP COM 140475104 7,716 436,700 SH   DFND 6 436,700 0 0
CAPITAL SR LIVING CORP COM 140475104 3,184 180,200 SH   DFND 7 180,200 0 0
CAPITOL FED FINL INC COM 14057J101 406 29,100 SH   DFND 1,5 0 0 29,100
CAPSTEAD MTG CORP COM NO PAR 14067E506 340 35,000 SH   DFND 1,5 0 0 35,000
CARBO CERAMICS INC COM 140781105 46,115 3,520,200 SH   DFND 1,5 1,388,800 0 2,131,400
CARDINAL FINL CORP COM 14149F109 237 10,818 SH   DFND 3 10,818 0 0
CARDINAL HEALTH INC COM 14149Y108 289,860 3,715,683 SH   DFND 1,5 280,041 0 3,435,642
CARDINAL HEALTH INC COM 14149Y108 8,645 110,814 SH   DFND 2 110,814 0 0
CARDINAL HEALTH INC COM 14149Y108 3,703 47,468 SH   DFND 3 47,468 0 0
CARDINAL HEALTH INC COM 14149Y108 841 10,786 SH   DFND 6 10,786 0 0
CARDINAL HEALTH INC COM 14149Y108 3,332 42,714 SH   DFND 7 42,714 0 0
CARDINAL HEALTH INC COM 14149Y108 69,910 896,170 SH   DFND 11 896,170 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 3,218 627,363 SH   DFND 1,5 0 0 627,363
CARDIOVASCULAR SYS INC DEL COM 141619106 11,393 620,000 SH   DFND 1,5 0 0 620,000
CARDTRONICS INC COM 14161H108 84,485 2,122,202 SH   DFND 1,5 36,600 0 2,085,602
CARE CAP PPTYS INC COM 141624106 2,846 108,582 SH   DFND 1,5 0 0 108,582
CARETRUST REIT INC COM 14174T107 7,604 551,800 SH   DFND 1,5 51,800 0 500,000
CARLISLE COS INC COM 142339100 25,414 240,479 SH   DFND 6 234,285 0 6,194
CARLISLE COS INC COM 142339100 14,642 138,550 SH   DFND 7 124,350 0 14,200
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 10,233 630,500 SH   DFND 1,5 0 0 630,500
CARMAX INC COM 143130102 62,871 1,282,300 SH   DFND 1,5 258,731 0 1,023,569
CARMAX INC COM 143130102 3,232 65,924 SH   DFND 2 65,924 0 0
CARMAX INC COM 143130102 1,333 27,193 SH   DFND 3 27,193 0 0
CARMIKE CINEMAS INC COM 143436400 64,005 2,125,000 SH   DFND 11 2,125,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,592 149,129 SH   DFND 2 149,129 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 5,735 129,747 SH   DFND 3 129,747 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 153,388 4,658,016 SH   DFND 1,5 0 0 4,658,016
CARPENTER TECHNOLOGY CORP COM 144285103 850 25,800 SH   DFND 6 25,800 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 533 16,200 SH   DFND 7 5,200 0 11,000
CARRIAGE SVCS INC COM 143905107 32,965 1,392,094 SH   DFND 1,5 0 0 1,392,094
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 11,133 9,480,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 21,003 886,942 SH   DFND 6 886,942 0 0
CARRIAGE SVCS INC COM 143905107 2,645 111,688 SH   DFND 7 111,688 0 0
CARRIZO OIL & GAS INC COM 144577103 100,097 2,792,114 SH   DFND 1,5 6,714 0 2,785,400
CARRIZO OIL & GAS INC COM 144577103 36,488 1,017,784 SH   DFND 6 965,584 0 52,200
CARRIZO OIL & GAS INC COM 144577103 13,611 379,660 SH   DFND 7 330,860 0 48,800
CARROLS RESTAURANT GROUP INC COM 14574X104 6,755 567,650 SH   DFND 6 567,650 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 2,777 233,330 SH   DFND 7 233,330 0 0
CARTER INC COM 146229109 8,353 78,458 SH   DFND 6 78,458 0 0
CARTER INC COM 146229109 3,524 33,100 SH   DFND 7 33,100 0 0
CASEYS GEN STORES INC COM 147528103 41,336 314,318 SH   DFND 1,5 118 0 314,200
CASH AMER INTL INC COM 14754D100 893 20,963 SH   DFND 1,5 9,044 0 11,919
CASH AMER INTL INC COM 14754D100 1,543 36,200 SH   DFND 6 36,200 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 27,924 7,051,538 SH   DFND 1,5 869,900 0 6,181,638
CASTLIGHT HEALTH INC CL B 14862Q100 80 20,200 SH   DFND 6 20,200 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 5,119 1,383,598 SH   DFND 1,5 7,307 0 1,376,291
CATABASIS PHARMACEUTICALS IN COM 14875P107 77 20,800 SH   DFND 6 20,800 0 0
CATALENT INC COM 148806102 294,123 12,793,527 SH   DFND 1,5 191,800 0 12,601,727
CATALENT INC COM 148806102 30,571 1,329,750 SH   DFND 6 1,264,950 0 64,800
CATALENT INC COM 148806102 10,893 473,810 SH   DFND 7 391,710 0 82,100
CATERPILLAR INC DEL COM 149123101 607,681 8,015,844 SH   DFND 1,5 673,824 0 7,342,020
CATERPILLAR INC DEL COM 149123101 15,055 198,582 SH   DFND 2 198,582 0 0
CATERPILLAR INC DEL COM 149123101 12,532 165,302 SH   DFND 3 165,302 0 0
CATERPILLAR INC DEL COM 149123101 3,587 47,320 SH   DFND 6 22,500 0 24,820
CATERPILLAR INC DEL COM 149123101 20,549 271,062 SH   DFND 7 142,298 0 128,764
CATHAY GEN BANCORP COM 149150104 146,358 5,190,000 SH   DFND 1,5 255,000 0 4,935,000
CAVIUM INC COM 14964U108 247,713 6,417,441 SH   DFND 1,5 852,682 0 5,564,759
CAVIUM INC COM 14964U108 20,342 526,991 SH   DFND 1,9 100 0 526,891
CAVIUM INC COM 14964U108 44,594 1,155,273 SH   DFND 6 1,122,773 0 32,500
CAVIUM INC COM 14964U108 19,322 500,566 SH   DFND 7 443,466 0 57,100
CBIZ INC COM 124805102 43,115 4,141,706 SH   DFND 1,5 46,106 0 4,095,600
CBIZ INC COM 124805102 14,516 1,394,414 SH   DFND 6 1,394,414 0 0
CBIZ INC COM 124805102 7,419 712,654 SH   DFND 7 607,854 0 104,800
CBL & ASSOC PPTYS INC COM 124830100 32,689 3,511,163 SH   DFND 1,5 1,359 0 3,509,804
CBOE HLDGS INC COM 12503M108 1,636 24,556 SH   DFND 1,5 156 0 24,400
CBRE GROUP INC CL A 12504L109 468,929 17,708,787 SH   DFND 1,5 77,494 0 17,631,293
CBRE GROUP INC CL A 12504L109 2,628 99,255 SH   DFND 2 99,255 0 0
CBRE GROUP INC CL A 12504L109 520 19,641 SH   DFND 3 19,641 0 0
CBRE GROUP INC CL A 12504L109 4,214 159,140 SH   DFND 6 159,140 0 0
CBRE GROUP INC CL A 12504L109 15,229 575,120 SH   DFND 7 570,220 0 4,900
CBS CORP NEW CL B 124857202 130,844 2,403,458 SH   DFND 1,5 19,258 0 2,384,200
CBS CORP NEW CL B 124857202 7,690 141,254 SH   DFND 2 141,254 0 0
CBS CORP NEW CL B 124857202 17,859 328,044 SH   DFND 3 328,044 0 0
CBS CORP NEW CL B 124857202 229 4,210 SH   DFND 6 4,210 0 0
CBS CORP NEW CL B 124857202 5,422 99,600 SH   DFND 7 99,600 0 0
CDK GLOBAL INC COM 12508E101 2,924 52,689 SH   DFND 1,5 11,343 0 41,346
CDK GLOBAL INC COM 12508E101 317 5,721 SH   DFND 3 5,721 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 342 4,550 SH   DFND 7 4,550 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 44,216 588,680 SH   DFND 11 588,680 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,487 19,800 SH   DFND   19,800 0 0
CDW CORP COM 12514G108 645,992 16,117,560 SH   DFND 1,5 1,167,048 0 14,950,512
CDW CORP COM 12514G108 75,649 1,887,450 SH   DFND 6 1,887,450 0 0
CDW CORP COM 12514G108 12,169 303,610 SH   DFND 7 303,610 0 0
CDW CORP COM 12514G108 48,657 1,214,000 SH   DFND 11 1,214,000 0 0
CEB INC COM 125134106 108,798 1,763,913 SH   DFND 1,5 0 0 1,763,913
CECO ENVIRONMENTAL CORP COM 125141101 8,955 1,024,600 SH   DFND 1,5 94,600 0 930,000
CEDAR FAIR L P DEPOSITRY UNIT 150185106 97,289 1,682,622 SH   DFND 1,5 150 0 1,682,472
CEDAR REALTY TRUST INC COM NEW 150602209 79,577 10,710,263 SH   DFND 1,5 3,533,038 0 7,177,225
CEDAR REALTY TRUST INC COM NEW 150602209 11,244 1,513,292 SH   DFND 6 1,513,292 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,293 577,751 SH   DFND 7 66,870 0 510,881
CELADON GROUP INC COM 150838100 6,253 765,400 SH   DFND 1,5 24,600 0 740,800
CELANESE CORP DEL COM SER A 150870103 6,483 99,050 SH   DFND 1,5 218 0 98,832
CELANESE CORP DEL COM SER A 150870103 1,138 17,381 SH   DFND 3 17,381 0 0
CELATOR PHARMACEUTICALS INC COM 15089R102 23,890 791,600 SH   DFND 6 791,600 0 0
CELATOR PHARMACEUTICALS INC COM 15089R102 7,053 233,700 SH   DFND 7 233,700 0 0
CELGENE CORP COM 151020104 2,657,107 26,940,153 SH   DFND 1,5 932,324 0 26,007,829
CELGENE CORP COM 151020104 25,984 263,452 SH   DFND 2 263,452 0 0
CELGENE CORP COM 151020104 29,314 297,215 SH   DFND 3 297,215 0 0
CELGENE CORP COM 151020104 17,024 172,600 SH   DFND 6 172,600 0 0
CELGENE CORP COM 151020104 7,659 77,651 SH   DFND 7 0 0 77,651
CELLCOM ISRAEL LTD SHS M2196U109 10,018 1,504,376 SH   DFND 1,5 1,076,218 0 428,158
CELLDEX THERAPEUTICS INC NEW COM 15117B103 60,922 13,877,416 SH   DFND 1,5 1,361,866 0 12,515,550
CELLECTIS S A SPONSORED ADS 15117K103 93,853 3,529,634 SH   DFND 1,5 263,291 0 3,266,343
CEMEX SAB DE CV SPON ADR NEW 151290889 29,027 4,704,532 SH   DFND 1,5 157,456 0 4,547,076
CEMPRA INC COM 15130J109 103,093 6,251,823 SH   DFND 1,5 94,100 0 6,157,723
CEMPRA INC COM 15130J109 14,917 904,619 SH   DFND 6 904,619 0 0
CEMPRA INC COM 15130J109 1,214 73,640 SH   DFND 7 73,640 0 0
CENOVUS ENERGY INC COM 15135U109 439,555 31,778,600 SH   DFND 1,5 1,154,358 0 30,624,242
CENOVUS ENERGY INC COM 15135U109 42,276 3,056,400 SH   DFND 1,10 63,000 0 2,993,400
CENOVUS ENERGY INC COM 15135U109 4,316 312,014 SH   DFND 6 312,014 0 0
CENTENE CORP DEL COM 15135B101 28,847 404,184 SH   DFND 1,5 84 0 404,100
CENTENE CORP DEL COM 15135B101 4,138 57,979 SH   DFND 2 57,979 0 0
CENTENE CORP DEL COM 15135B101 297 4,161 SH   DFND 3 4,161 0 0
CENTERPOINT ENERGY INC COM 15189T107 197,022 8,209,269 SH   DFND 1,5 337,491 0 7,871,778
CENTERPOINT ENERGY INC COM 15189T107 3,515 146,459 SH   DFND 2 146,459 0 0
CENTERPOINT ENERGY INC COM 15189T107 826 34,415 SH   DFND 3 34,415 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,790 74,600 SH   DFND 6 74,600 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 367 167,300 SH   DFND 1,10 42,300 0 125,000
CENTRAL GARDEN & PET CO COM 153527106 6,865 300,705 SH   DFND 1,5 705 0 300,000
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 7,552 347,857 SH   DFND 1,5 2,557 0 345,300
CENTRAL VALLEY CMNTY BANCORP COM 155685100 1,191 85,100 SH   DFND 1,5 60,100 0 25,000
CENTURYLINK INC COM 156700106 66,966 2,308,384 SH   DFND 1,5 171 0 2,308,213
CENTURYLINK INC COM 156700106 5,388 185,720 SH   DFND 2 185,720 0 0
CENTURYLINK INC COM 156700106 1,951 67,238 SH   DFND 3 67,238 0 0
CEPHEID COM 15670R107 58,707 1,909,155 SH   DFND 1,5 273,700 0 1,635,455
CERNER CORP COM 156782104 86,914 1,483,180 SH   DFND 1,5 131,400 0 1,351,780
CERNER CORP COM 156782104 5,997 102,338 SH   DFND 2 102,338 0 0
CERNER CORP COM 156782104 11,404 194,607 SH   DFND 3 194,607 0 0
CERULEAN PHARMA INC COM 15708Q105 3,899 1,839,224 SH   DFND 1,5 0 0 1,839,224
CERUS CORP COM 157085101 5,869 940,617 SH   DFND 1,5 0 0 940,617
CF INDS HLDGS INC COM 125269100 565,422 23,461,507 SH   DFND 1,5 533,710 0 22,927,797
CF INDS HLDGS INC COM 125269100 1,911 79,278 SH   DFND 2 79,278 0 0
CF INDS HLDGS INC COM 125269100 9,310 386,291 SH   DFND 6 357,391 0 28,900
CF INDS HLDGS INC COM 125269100 12,541 520,390 SH   DFND 7 448,190 0 72,200
CHANNELADVISOR CORP COM 159179100 664 45,800 SH   DFND 1,9 0 0 45,800
CHARLES RIV LABS INTL INC COM 159864107 11,544 140,030 SH   DFND 1,5 30 0 140,000
CHARLES RIV LABS INTL INC COM 159864107 166,401 2,018,447 SH   DFND 11 2,018,447 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,897,739 8,300,119 SH   DFND 1,5 176,021 0 8,124,098
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,942 21,613 SH   DFND 3 21,613 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 18,113 79,222 SH   DFND 6 66,841 0 12,381
CHARTER COMMUNICATIONS INC N CL A 16119P108 37,499 164,010 SH   DFND 7 132,032 0 31,978
CHASE CORP COM 16150R104 76,936 1,302,454 SH   DFND 1,5 122,881 0 1,179,573
CHECK POINT SOFTWARE TECH LT ORD M22465104 332,316 4,170,635 SH   DFND 1,5 380,489 0 3,790,146
CHEFS WHSE INC COM 163086101 11,829 739,340 SH   DFND 1,5 0 0 739,340
CHEGG INC COM 163092109 4,681 936,200 SH   DFND 1,5 0 0 936,200
CHEMED CORP NEW COM 16359R103 112,913 828,351 SH   DFND 1,5 8,351 0 820,000
CHEMOURS CO COM 163851108 3,256 395,195 SH   DFND 1,5 0 0 395,195
CHEMTURA CORP COM NEW 163893209 17,258 654,200 SH   DFND 1,5 0 0 654,200
CHENIERE ENERGY INC COM NEW 16411R208 93,173 2,481,300 SH   DFND 1,5 0 0 2,481,300
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 24 43,000 PRN   DFND   0 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 17,432 581,461 SH   DFND 1,5 0 0 581,461
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 56,178 2,818,746 SH   DFND 1,5 0 0 2,818,746
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 6,038 6,545,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 851 198,912 SH   DFND 2 198,912 0 0
CHESAPEAKE ENERGY CORP COM 165167107 72 16,908 SH   DFND 3 16,908 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 10,223 439,700 SH   DFND 1,5 26,000 0 413,700
CHESAPEAKE LODGING TR SH BEN INT 165240102 4,420 190,100 SH   DFND 6 190,100 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,667 71,700 SH   DFND 7 8,200 0 63,500
CHEVRON CORP NEW COM 166764100 4,876,856 46,521,566 SH   DFND 1,5 1,499,130 0 45,022,436
CHEVRON CORP NEW COM 166764100 67,197 641,013 SH   DFND 2 641,013 0 0
CHEVRON CORP NEW COM 166764100 166,352 1,586,878 SH   DFND 3 1,586,878 0 0
CHEVRON CORP NEW COM 166764100 38,504 367,302 SH   DFND 6 359,092 0 8,210
CHEVRON CORP NEW COM 166764100 79,866 761,865 SH   DFND 7 258,147 0 503,718
CHIASMA INC COM 16706W102 9,119 3,155,193 SH   DFND 1,5 18,641 0 3,136,552
CHIASMA INC COM 16706W102 75 25,908 SH   DFND 6 25,908 0 0
CHICOS FAS INC COM 168615102 16,522 1,542,670 SH   DFND 1,5 142,670 0 1,400,000
CHILDRENS PL INC COM 168905107 95,032 1,185,235 SH   DFND 1,5 90,218 0 1,095,017
CHILDRENS PL INC COM 168905107 369 4,600 SH   DFND 6 4,600 0 0
CHIMERA INVT CORP COM NEW 16934Q208 7,657 487,686 SH   DFND 1,5 406 0 487,280
CHIMERIX INC COM 16934W106 27,227 6,928,070 SH   DFND 1,5 1,063,808 0 5,864,262
CHINA BIOLOGIC PRODS INC COM 16938C106 140,851 1,324,787 SH   DFND 1,5 48,205 0 1,276,582
CHINA BIOLOGIC PRODS INC COM 16938C106 7,062 66,419 SH   DFND 1,9 419 0 66,000
CHINA BIOLOGIC PRODS INC COM 16938C106 2,594 24,400 SH   DFND 7 24,400 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 24,751 679,400 SH   DFND 1,5 140,100 0 539,300
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 229,543 3,964,469 SH   DFND 1,5 140,787 0 3,823,682
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 6,545 330,050 SH   DFND 1,9 0 0 330,050
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 492 75,900 SH   DFND 1,9 0 0 75,900
CHIPMOS TECH BERMUDA LTD SHS G2110R114 27,203 1,502,102 SH   DFND 1,9 0 0 1,502,102
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,218,395 3,025,115 SH   DFND 1,5 222,565 0 2,802,550
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,000 9,932 SH   DFND 2 9,932 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,055 7,584 SH   DFND 3 7,584 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 12,141 30,145 SH   DFND 6 30,145 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,124 7,756 SH   DFND 7 7,756 0 0
CHUBB LIMITED COM H1467J104 3,807,408 29,128,666 SH   DFND 1,5 1,315,752 0 27,812,914
CHUBB LIMITED COM H1467J104 20,649 157,975 SH   DFND 2 157,975 0 0
CHUBB LIMITED COM H1467J104 93,956 718,814 SH   DFND 3 718,814 0 0
CHUBB LIMITED COM H1467J104 23,302 178,270 SH   DFND 6 148,370 0 29,900
CHUBB LIMITED COM H1467J104 28,293 216,459 SH   DFND 7 113,176 0 103,283
CHUBB LIMITED COM H1467J104 23,561 180,252 SH   DFND 11 180,252 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,597 44,000 SH   DFND 1,5 0 0 44,000
CHURCH & DWIGHT INC COM 171340102 144,342 1,402,873 SH   DFND 1,5 173,300 0 1,229,573
CHURCH & DWIGHT INC COM 171340102 4,491 43,647 SH   DFND 2 43,647 0 0
CHURCH & DWIGHT INC COM 171340102 1,085 10,544 SH   DFND 3 10,544 0 0
CHUYS HLDGS INC COM 171604101 72,493 2,094,567 SH   DFND 1,5 443,425 0 1,651,142
CIDARA THERAPEUTICS INC COM 171757107 14,398 1,396,553 SH   DFND 1,5 0 0 1,396,553
CIENA CORP COM NEW 171779309 6,988 372,700 SH   DFND 1,9 0 0 372,700
CIENA CORP COM NEW 171779309 15,926 849,400 SH   DFND 6 849,400 0 0
CIENA CORP COM NEW 171779309 4,466 238,200 SH   DFND 7 238,200 0 0
CIGNA CORPORATION COM 125509109 1,061,042 8,290,041 SH   DFND 1,5 17,564 0 8,272,477
CIGNA CORPORATION COM 125509109 11,166 87,244 SH   DFND 2 87,244 0 0
CIGNA CORPORATION COM 125509109 8,755 68,404 SH   DFND 3 68,404 0 0
CIGNA CORPORATION COM 125509109 987 7,714 SH   DFND 6 7,714 0 0
CIGNA CORPORATION COM 125509109 4,557 35,602 SH   DFND 7 0 0 35,602
CIGNA CORPORATION COM 125509109 56,866 444,300 SH   DFND 11 444,300 0 0
CIMAREX ENERGY CO COM 171798101 645,830 5,412,588 SH   DFND 1,5 76,163 0 5,336,425
CIMAREX ENERGY CO COM 171798101 3,848 32,248 SH   DFND 2 32,248 0 0
CIMAREX ENERGY CO COM 171798101 1,844 15,458 SH   DFND 3 15,458 0 0
CIMAREX ENERGY CO COM 171798101 1,984 16,625 SH   DFND 6 16,625 0 0
CIMAREX ENERGY CO COM 171798101 2,888 24,200 SH   DFND 11 24,200 0 0
CIMPRESS N V SHS EURO N20146101 197,907 2,140,000 SH   DFND 1,5 0 0 2,140,000
CINCINNATI BELL INC NEW COM 171871106 20,654 4,519,500 SH   DFND 1,5 0 0 4,519,500
CINCINNATI FINL CORP COM 172062101 3,768 50,309 SH   DFND 2 50,309 0 0
CINCINNATI FINL CORP COM 172062101 1,679 22,415 SH   DFND 3 22,415 0 0
CINEMARK HOLDINGS INC COM 17243V102 133,083 3,650,100 SH   DFND 1,5 13,900 0 3,636,200
CINEMARK HOLDINGS INC COM 17243V102 18,337 502,922 SH   DFND 6 502,922 0 0
CINEMARK HOLDINGS INC COM 17243V102 4,918 134,900 SH   DFND 7 134,900 0 0
CINTAS CORP COM 172908105 2,893 29,478 SH   DFND 2 29,478 0 0
CINTAS CORP COM 172908105 2,423 24,690 SH   DFND 3 24,690 0 0
CIRCOR INTL INC COM 17273K109 8,598 150,865 SH   DFND 6 150,865 0 0
CIRCOR INTL INC COM 17273K109 3,687 64,700 SH   DFND 7 64,700 0 0
CIRRUS LOGIC INC COM 172755100 355,747 9,171,103 SH   DFND 1,5 969,715 0 8,201,388
CIRRUS LOGIC INC COM 172755100 4,025 103,766 SH   DFND 1,9 0 0 103,766
CIRRUS LOGIC INC COM 172755100 2,773 71,496 SH   DFND 6 71,496 0 0
CISCO SYS INC COM 17275R102 2,581,069 89,964,058 SH   DFND 1,5 3,357,742 0 86,606,316
CISCO SYS INC COM 17275R102 49,079 1,710,674 SH   DFND 2 1,710,674 0 0
CISCO SYS INC COM 17275R102 137,254 4,784,028 SH   DFND 3 4,784,028 0 0
CISCO SYS INC COM 17275R102 25,767 898,115 SH   DFND 6 797,655 0 100,460
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CIVEO CORP CDA COM 17878Y108 24,460 13,589,139 SH   DFND 1,5 1,114,200 0 12,474,939
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COCA COLA BOTTLING CO CONS COM 191098102 30,425 206,316 SH   DFND 6 191,316 0 15,000
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CREDIT ACCEP CORP MICH COM 225310101 11,803 63,775 SH   DFND 1,5 0 0 63,775
CREE INC COM 225447101 258,270 10,567,528 SH   DFND 1,5 1,860,491 0 8,707,037
CRESCENT PT ENERGY CORP COM 22576C101 7,302 462,200 SH   DFND 1,5 0 0 462,200
CRESCENT PT ENERGY CORP COM 22576C101 43,373 2,745,522 SH   DFND 11 2,745,522 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 5,544 275,000 SH   DFND 1,5 0 0 275,000
CRH PLC ADR 12626K203 238,092 8,049,100 SH   DFND 1,5 232,200 0 7,816,900
CRH PLC ADR 12626K203 8,495 287,200 SH   DFND 7 287,200 0 0
CRITEO S A SPONS ADS 226718104 278,791 6,071,241 SH   DFND 1,5 226,100 0 5,845,141
CRITEO S A SPONS ADS 226718104 5,784 125,952 SH   DFND 6 125,952 0 0
CRITEO S A SPONS ADS 226718104 2,291 49,895 SH   DFND 7 49,895 0 0
CROSS TIMBERS RTY TR TR UNIT 22757R109 285 15,700 SH   DFND 1,5 15,700 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 8,811 72,900 SH   DFND 1,5 17,300 0 55,600
CROWN CASTLE INTL CORP NEW COM 22822V101 274,637 2,707,653 SH   DFND 1,5 89,478 0 2,618,175
CROWN CASTLE INTL CORP NEW COM 22822V101 11,622 114,583 SH   DFND 2 114,583 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 28,740 283,346 SH   DFND 3 283,346 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,008 19,800 SH   DFND 6 19,800 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 47,439 467,700 SH   DFND 11 467,700 0 0
CROWN HOLDINGS INC COM 228368106 2,261 44,624 SH   DFND 3 44,624 0 0
CROWN HOLDINGS INC COM 228368106 2,758 54,439 SH   DFND 7 54,439 0 0
CSG SYS INTL INC COM 126349109 14,978 371,570 SH   DFND 1,5 0 0 371,570
CSG SYS INTL INC COM 126349109 61,376 1,522,598 SH   DFND 11 1,522,598 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 5,199 637,190 SH   DFND 1,5 0 0 637,190
CSRA INC COM 12650T104 127,462 5,440,100 SH   DFND 1,5 433,200 0 5,006,900
CSRA INC COM 12650T104 1,093 46,654 SH   DFND 2 46,654 0 0
CSRA INC COM 12650T104 20,108 858,200 SH   DFND 6 858,200 0 0
CSRA INC COM 12650T104 5,328 227,400 SH   DFND 7 227,400 0 0
CST BRANDS INC COM 12646R105 128,378 2,980,000 SH   DFND 1,5 283,700 0 2,696,300
CSX CORP COM 126408103 412,726 15,825,377 SH   DFND 1,5 318,034 0 15,507,343
CSX CORP COM 126408103 8,479 325,103 SH   DFND 2 325,103 0 0
CSX CORP COM 126408103 7,715 295,809 SH   DFND 3 295,809 0 0
CSX CORP COM 126408103 15,833 607,108 SH   DFND 6 486,439 0 120,669
CSX CORP COM 126408103 36,394 1,395,478 SH   DFND 7 867,990 0 527,488
CTI BIOPHARMA CORP COM 12648L106 3,891 11,445,259 SH   DFND 1,5 0 0 11,445,259
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 171,773 4,169,239 SH   DFND 1,5 681,020 0 3,488,219
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 90,751 2,202,687 SH   DFND 1,9 1,387 0 2,201,300
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 13,209 320,600 SH   DFND 1,10 6,900 0 313,700
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,300 31,546 SH   DFND 6 31,546 0 0
CUBESMART COM 229663109 25,874 837,900 SH   DFND 1,5 0 0 837,900
CUBESMART COM 229663109 1,705 55,200 SH   DFND 6 55,200 0 0
CUBESMART COM 229663109 3,591 116,300 SH   DFND 7 72,800 0 43,500
CULLEN FROST BANKERS INC COM 229899109 311,790 4,892,360 SH   DFND 1,5 0 0 4,892,360
CULLEN FROST BANKERS INC COM 229899109 4,112 64,525 SH   DFND 3 64,525 0 0
CULLEN FROST BANKERS INC COM 229899109 242 3,800 SH   DFND 6 3,800 0 0
CUMMINS INC COM 231021106 97,976 871,360 SH   DFND 1,5 81,100 0 790,260
CUMMINS INC COM 231021106 6,059 53,886 SH   DFND 2 53,886 0 0
CUMMINS INC COM 231021106 8,830 78,534 SH   DFND 3 78,534 0 0
CUMULUS MEDIA INC CL A 231082108 1,397 4,505,268 SH   DFND 1,5 3,242,400 0 1,262,868
CURIS INC COM 231269101 24,834 15,919,370 SH   DFND 1,5 0 0 15,919,370
CURRENCYSHARES EURO TR EURO SHS 23130C108 4,814 44,500 SH   DFND 1,5 0 0 44,500
CURTISS WRIGHT CORP COM 231561101 103,709 1,230,965 SH   DFND 1,5 213 0 1,230,752
CUTERA INC COM 232109108 2,910 259,600 SH   DFND 1,5 50,100 0 209,500
CVB FINL CORP COM 126600105 109,264 6,666,510 SH   DFND 1,5 1,000 0 6,665,510
CVB FINL CORP COM 126600105 1,283 78,300 SH   DFND 6 78,300 0 0
CVB FINL CORP COM 126600105 3,734 227,800 SH   DFND 7 161,600 0 66,200
CVENT INC COM 23247G109 7,866 220,200 SH   DFND 1,5 0 0 220,200
CVR ENERGY INC COM 12662P108 3,732 240,764 SH   DFND 1,5 546 0 240,218
CVS HEALTH CORP COM 126650100 3,734,768 39,009,488 SH   DFND 1,5 1,674,864 0 37,334,624
CVS HEALTH CORP COM 126650100 34,973 365,290 SH   DFND 2 365,290 0 0
CVS HEALTH CORP COM 126650100 106,476 1,112,134 SH   DFND 3 1,112,134 0 0
CVS HEALTH CORP COM 126650100 53,330 557,034 SH   DFND 6 430,657 0 126,377
CVS HEALTH CORP COM 126650100 165,075 1,724,197 SH   DFND 7 1,073,007 0 651,190
CVS HEALTH CORP COM 126650100 128,522 1,342,408 SH   DFND 11 1,342,408 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 133,861 2,754,900 SH   DFND 1,5 484,600 0 2,270,300
CYBERARK SOFTWARE LTD SHS M2682V108 28,004 576,323 SH   DFND 1,9 0 0 576,323
CYPRESS SEMICONDUCTOR CORP COM 232806109 44,502 4,218,243 SH   DFND 1,5 453,691 0 3,764,552
CYS INVTS INC COM 12673A108 8,689 1,038,119 SH   DFND 1,5 0 0 1,038,119
CYTOKINETICS INC COM NEW 23282W605 31,391 3,307,822 SH   DFND 1,5 700 0 3,307,122
CYTOMX THERAPEUTICS INC COM 23284F105 55,037 5,387,902 SH   DFND 1,5 446,032 0 4,941,870
CYTOMX THERAPEUTICS INC COM 23284F105 258 25,263 SH   DFND 6 25,263 0 0
D R HORTON INC COM 23331A109 436,338 13,860,787 SH   DFND 1,5 693,926 0 13,166,861
D R HORTON INC COM 23331A109 3,535 112,279 SH   DFND 2 112,279 0 0
D R HORTON INC COM 23331A109 1,596 50,705 SH   DFND 3 50,705 0 0
D R HORTON INC COM 23331A109 41,075 1,304,800 SH   DFND 11 1,304,800 0 0
DANAHER CORP DEL COM 235851102 3,478,479 34,440,391 SH   DFND 1,5 1,508,284 0 32,932,107
DANAHER CORP DEL COM 235851102 20,582 203,784 SH   DFND 2 203,784 0 0
DANAHER CORP DEL COM 235851102 15,789 156,324 SH   DFND 3 156,324 0 0
DANAHER CORP DEL COM 235851102 26,523 262,606 SH   DFND 6 205,250 0 57,356
DANAHER CORP DEL COM 235851102 68,745 680,645 SH   DFND 7 589,216 0 91,429
DANAHER CORP DEL COM 235851102 24,634 243,900 SH   DFND 11 243,900 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 1,580 69,984 SH   DFND 1,9 0 0 69,984
DARDEN RESTAURANTS INC COM 237194105 2,457 38,791 SH   DFND 2 38,791 0 0
DARDEN RESTAURANTS INC COM 237194105 6,345 100,166 SH   DFND 3 100,166 0 0
DARLING INGREDIENTS INC COM 237266101 139,058 9,332,729 SH   DFND 1,5 19,000 0 9,313,729
DARLING INGREDIENTS INC COM 237266101 7,086 475,537 SH   DFND 6 475,537 0 0
DARLING INGREDIENTS INC COM 237266101 3,132 210,200 SH   DFND 7 210,200 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 288,812 6,172,518 SH   DFND 1,5 123,696 0 6,048,822
DAVE & BUSTERS ENTMT INC COM 238337109 4,258 91,000 SH   DFND 6 91,000 0 0
DAVIDSTEA INC COM 238661102 23,489 1,723,300 SH   DFND 1,5 359,200 0 1,364,100
DAVIDSTEA INC COM 238661102 21,955 1,610,800 SH   DFND 11 1,610,800 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 252,013 3,259,350 SH   DFND 1,5 3,700 0 3,255,650
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,290 55,484 SH   DFND 2 55,484 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,540 32,846 SH   DFND 3 32,846 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 926 11,972 SH   DFND 6 11,972 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 3,679 47,577 SH   DFND 7 47,577 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 55,766 721,240 SH   DFND 11 721,240 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 55,672 1,706,688 SH   DFND 1,5 1,546 0 1,705,142
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 68,133 2,088,679 SH   DFND 6 2,088,679 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 13,049 400,030 SH   DFND 7 342,330 0 57,700
DCT INDUSTRIAL TRUST INC COM NEW 233153204 561,137 11,680,615 SH   DFND 1,5 5,701,127 0 5,979,488
DCT INDUSTRIAL TRUST INC COM NEW 233153204 59,908 1,247,038 SH   DFND 6 1,231,524 0 15,514
DCT INDUSTRIAL TRUST INC COM NEW 233153204 27,026 562,579 SH   DFND 7 259,854 0 302,725
DDR CORP COM 23317H102 477,711 26,334,686 SH   DFND 1,5 18,810,419 0 7,524,267
DEAN FOODS CO NEW COM NEW 242370203 2,358 130,335 SH   DFND 1,5 130,335 0 0
DEAN FOODS CO NEW COM NEW 242370203 9,103 503,232 SH   DFND 6 468,800 0 34,432
DEAN FOODS CO NEW COM NEW 242370203 6,487 358,572 SH   DFND 7 358,572 0 0
DECKERS OUTDOOR CORP COM 243537107 172,888 3,005,700 SH   DFND 1,5 1,155,451 0 1,850,249
DEERE & CO COM 244199105 692,028 8,539,339 SH   DFND 1,5 473,261 0 8,066,078
DEERE & CO COM 244199105 225 2,775 SH   DFND 1,10 2,775 0 0
DEERE & CO COM 244199105 8,229 101,540 SH   DFND 2 101,540 0 0
DEERE & CO COM 244199105 4,596 56,708 SH   DFND 3 56,708 0 0
DEERE & CO COM 244199105 12,222 150,809 SH   DFND 6 113,709 0 37,100
DEERE & CO COM 244199105 23,347 288,088 SH   DFND 7 103,200 0 184,888
DEL FRISCOS RESTAURANT GROUP COM 245077102 5,431 379,252 SH   DFND 1,5 0 0 379,252
DEL TACO RESTAURANTS INC COM 245496104 23,240 2,553,800 SH   DFND 1,5 526,700 0 2,027,100
DEL TACO RESTAURANTS INC COM 245496104 586 64,400 SH   DFND 6 64,400 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 8,825 330,390 SH   DFND 1,5 0 0 330,390
DELPHI AUTOMOTIVE PLC SHS G27823106 356,889 5,701,102 SH   DFND 1,5 299,796 0 5,401,306
DELPHI AUTOMOTIVE PLC SHS G27823106 5,812 92,843 SH   DFND 2 92,843 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 3,134 50,057 SH   DFND 3 50,057 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 8,095 129,320 SH   DFND 6 119,920 0 9,400
DELPHI AUTOMOTIVE PLC SHS G27823106 31,703 506,441 SH   DFND 7 506,441 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 569,178 15,623,872 SH   DFND 1,5 729,826 0 14,894,046
DELTA AIR LINES INC DEL COM NEW 247361702 9,560 262,429 SH   DFND 2 262,429 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 8,691 238,573 SH   DFND 3 238,573 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,824 132,415 SH   DFND 6 132,415 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 8,311 228,136 SH   DFND 7 228,136 0 0
DELUXE CORP COM 248019101 256,459 3,864,080 SH   DFND 1,5 56,439 0 3,807,641
DELUXE CORP COM 248019101 28,521 429,733 SH   DFND 6 423,873 0 5,860
DELUXE CORP COM 248019101 10,964 165,188 SH   DFND 7 165,188 0 0
DEMANDWARE INC COM 24802Y105 28,750 383,850 SH   DFND 1,5 0 0 383,850
DEMANDWARE INC COM 24802Y105 457 6,100 SH   DFND 1,9 0 0 6,100
DEMANDWARE INC COM 24802Y105 3,438 45,900 SH   DFND 6 45,900 0 0
DEMANDWARE INC COM 24802Y105 307 4,100 SH   DFND 7 4,100 0 0
DEMANDWARE INC COM 24802Y105 86,472 1,154,500 SH   DFND 11 1,154,500 0 0
DENBURY RES INC COM NEW 247916208 65,024 18,112,600 SH   DFND 1,5 2,389,000 0 15,723,600
DENBURY RES INC COM NEW 247916208 330 91,972 SH   DFND 3 91,972 0 0
DENNYS CORP COM 24869P104 8,127 757,370 SH   DFND 6 757,370 0 0
DENNYS CORP COM 24869P104 3,682 343,120 SH   DFND 7 343,120 0 0
DENTSPLY SIRONA INC COM 24906P109 393,875 6,348,723 SH   DFND 1,5 385,142 0 5,963,581
DENTSPLY SIRONA INC COM 24906P109 4,942 79,665 SH   DFND 2 79,665 0 0
DENTSPLY SIRONA INC COM 24906P109 13,953 224,910 SH   DFND 3 224,910 0 0
DENTSPLY SIRONA INC COM 24906P109 1,055 17,000 SH   DFND 6 17,000 0 0
DENTSPLY SIRONA INC COM 24906P109 1,618 26,075 SH   DFND 11 26,075 0 0
DEPOMED INC COM 249908104 11,656 594,103 SH   DFND 1,5 59,353 0 534,750
DERMIRA INC COM 24983L104 118,440 4,049,236 SH   DFND 1,5 61,252 0 3,987,984
DERMIRA INC COM 24983L104 407 13,900 SH   DFND 6 13,900 0 0
DESCARTES SYS GROUP INC COM 249906108 1,496 78,200 SH   DFND 1,9 0 0 78,200
DESTINATION MATERNITY CORP COM 25065D100 1,720 292,450 SH   DFND 1,5 27,450 0 265,000
DEVON ENERGY CORP NEW COM 25179M103 417,143 11,507,387 SH   DFND 1,5 52,441 0 11,454,946
DEVON ENERGY CORP NEW COM 25179M103 6,460 178,220 SH   DFND 2 178,220 0 0
DEVON ENERGY CORP NEW COM 25179M103 10,676 294,501 SH   DFND 3 294,501 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,618 154,975 SH   DFND 6 125,975 0 29,000
DEVON ENERGY CORP NEW COM 25179M103 9,778 269,742 SH   DFND 7 194,342 0 75,400
DEVRY ED GROUP INC COM 251893103 956 53,600 SH   DFND 1,5 0 0 53,600
DEXCOM INC COM 252131107 629,870 7,939,871 SH   DFND 1,5 493,870 0 7,446,001
DEXCOM INC COM 252131107 17,232 217,219 SH   DFND 3 217,219 0 0
DEXCOM INC COM 252131107 341 4,300 SH   DFND 6 4,300 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 352 70,000 SH   DFND 1,5 70,000 0 0
DHX MEDIA LTD SHS VAR VTG 252406608 3,995 779,710 SH   DFND 1,5 0 0 779,710
DIAGEO P L C SPON ADR NEW 25243Q205 24,676 218,600 SH   DFND 1,5 3,900 0 214,700
DIAGEO P L C SPON ADR NEW 25243Q205 1,044 9,251 SH   DFND 3 9,251 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 40,047 212,540 SH   DFND 1,5 50,903 0 161,637
DIAMOND OFFSHORE DRILLING IN COM 25271C102 533 21,927 SH   DFND 2 21,927 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 219 8,990 SH   DFND 3 8,990 0 0
DIAMONDBACK ENERGY INC COM 25278X109 706,022 7,740,624 SH   DFND 1,5 336,120 0 7,404,504
DIAMONDBACK ENERGY INC COM 25278X109 1,777 19,482 SH   DFND 3 19,482 0 0
DIAMONDBACK ENERGY INC COM 25278X109 24,868 272,650 SH   DFND 6 248,450 0 24,200
DIAMONDBACK ENERGY INC COM 25278X109 14,436 158,272 SH   DFND 7 128,872 0 29,400
DIAMONDBACK ENERGY INC COM 25278X109 26,346 288,850 SH   DFND 11 288,850 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 141,924 15,716,906 SH   DFND 1,5 11,326,106 0 4,390,800
DICERNA PHARMACEUTICALS INC COM 253031108 9,327 3,108,916 SH   DFND 1,5 295,222 0 2,813,694
DICKS SPORTING GOODS INC COM 253393102 22,514 499,635 SH   DFND 1,5 1,635 0 498,000
DIEBOLD INC COM 253651103 5,766 232,221 SH   DFND 1,5 0 0 232,221
DIGITAL RLTY TR INC COM 253868103 553,138 5,075,123 SH   DFND 1,5 3,234,323 0 1,840,800
DIGITAL RLTY TR INC COM 253868103 5,442 49,935 SH   DFND 2 49,935 0 0
DIGITAL RLTY TR INC COM 253868103 1,600 14,682 SH   DFND 3 14,682 0 0
DIGITAL RLTY TR INC COM 253868103 14,681 134,700 SH   DFND 6 123,100 0 11,600
DIGITAL RLTY TR INC COM 253868103 10,877 99,800 SH   DFND 7 36,500 0 63,300
DILLARDS INC CL A 254067101 188,746 3,114,624 SH   DFND 1,5 0 0 3,114,624
DIMENSION THERAPEUTICS INC COM 25433V105 29,360 4,893,322 SH   DFND 4 4,893,322 0 0
DINEEQUITY INC COM 254423106 82,458 972,608 SH   DFND 1,5 8 0 972,600
DIODES INC COM 254543101 11,590 616,800 SH   DFND 1,5 0 0 616,800
DIPLOMAT PHARMACY INC COM 25456K101 31,643 904,087 SH   DFND 1,5 14,139 0 889,948
DIPLOMAT PHARMACY INC COM 25456K101 5,254 150,100 SH   DFND 6 150,100 0 0
DIPLOMAT PHARMACY INC COM 25456K101 2,230 63,700 SH   DFND 7 63,700 0 0
DISCOVER FINL SVCS COM 254709108 503,182 9,389,482 SH   DFND 1,5 166,628 0 9,222,854
DISCOVER FINL SVCS COM 254709108 7,513 140,203 SH   DFND 2 140,203 0 0
DISCOVER FINL SVCS COM 254709108 8,834 164,852 SH   DFND 3 164,852 0 0
DISCOVER FINL SVCS COM 254709108 10,819 201,884 SH   DFND 6 172,484 0 29,400
DISCOVER FINL SVCS COM 254709108 44,104 822,984 SH   DFND 7 822,984 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,780 158,500 SH   DFND 1,5 0 0 158,500
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 58,238 2,308,303 SH   DFND 1,5 102,856 0 2,205,447
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,937 81,203 SH   DFND 2 81,203 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,291 51,180 SH   DFND 2 51,180 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 259 10,246 SH   DFND 3 10,246 0 0
DISH NETWORK CORP CL A 25470M109 96,495 1,841,502 SH   DFND 1,5 47,865 0 1,793,637
DISNEY WALT CO COM DISNEY 254687106 3,455,698 35,327,115 SH   DFND 1,5 2,276,518 0 33,050,597
DISNEY WALT CO COM DISNEY 254687106 49,660 507,669 SH   DFND 2 507,669 0 0
DISNEY WALT CO COM DISNEY 254687106 35,849 366,480 SH   DFND 3 366,480 0 0
DISNEY WALT CO COM DISNEY 254687106 2,224 22,731 SH   DFND 6 22,731 0 0
DISNEY WALT CO COM DISNEY 254687106 8,253 84,373 SH   DFND 7 0 0 84,373
DOLLAR GEN CORP NEW COM 256677105 483,083 5,139,181 SH   DFND 1,5 231,214 0 4,907,967
DOLLAR GEN CORP NEW COM 256677105 9,073 96,517 SH   DFND 2 96,517 0 0
DOLLAR GEN CORP NEW COM 256677105 10,932 116,293 SH   DFND 3 116,293 0 0
DOLLAR GEN CORP NEW COM 256677105 1,109 11,800 SH   DFND 11 11,800 0 0
DOLLAR TREE INC COM 256746108 776,984 8,244,738 SH   DFND 1,5 634,000 0 7,610,738
DOLLAR TREE INC COM 256746108 7,550 80,119 SH   DFND 2 80,119 0 0
DOLLAR TREE INC COM 256746108 11,380 120,759 SH   DFND 3 120,759 0 0
DOLLAR TREE INC COM 256746108 3,698 39,237 SH   DFND 6 39,237 0 0
DOLLAR TREE INC COM 256746108 396 4,200 SH   DFND 7 4,200 0 0
DOMINION DIAMOND CORP COM 257287102 6,419 725,495 SH   DFND 6 273,795 0 451,700
DOMINION DIAMOND CORP COM 257287102 4,881 551,690 SH   DFND 7 408,890 0 142,800
DOMINION DIAMOND CORP COM 257287102 96 10,900 SH   DFND   10,900 0 0
DOMINION RES INC VA NEW COM 25746U109 467,170 5,994,740 SH   DFND 1,5 50 0 5,994,690
DOMINION RES INC VA NEW COM 25746U109 16,333 209,584 SH   DFND 2 209,584 0 0
DOMINION RES INC VA NEW COM 25746U109 9,737 124,940 SH   DFND 3 124,940 0 0
DOMINOS PIZZA INC COM 25754A201 745,237 5,672,378 SH   DFND 1,5 234,931 0 5,437,447
DOMINOS PIZZA INC COM 25754A201 1,466 11,159 SH   DFND 6 11,159 0 0
DOMINOS PIZZA INC COM 25754A201 4,495 34,214 SH   DFND 7 34,214 0 0
DONALDSON INC COM 257651109 69,971 2,036,400 SH   DFND 1,5 54,900 0 1,981,500
DONNELLEY R R & SONS CO COM 257867101 10,502 620,686 SH   DFND 1,5 2,191 0 618,495
DOUGLAS EMMETT INC COM 25960P109 370,459 10,429,578 SH   DFND 1,5 3,755,293 0 6,674,285
DOUGLAS EMMETT INC COM 25960P109 23,794 669,867 SH   DFND 6 669,867 0 0
DOUGLAS EMMETT INC COM 25960P109 11,006 309,856 SH   DFND 7 83,056 0 226,800
DOVER CORP COM 260003108 3,658 52,768 SH   DFND 2 52,768 0 0
DOVER CORP COM 260003108 3,725 53,741 SH   DFND 3 53,741 0 0
DOW CHEM CO COM 260543103 972,212 19,557,672 SH   DFND 1,5 946,987 0 18,610,685
DOW CHEM CO COM 260543103 18,984 381,889 SH   DFND 2 381,889 0 0
DOW CHEM CO COM 260543103 49,307 991,898 SH   DFND 3 991,898 0 0
DOW CHEM CO COM 260543103 4,056 81,584 SH   DFND 6 62,590 0 18,994
DOW CHEM CO COM 260543103 6,811 137,009 SH   DFND 7 137,009 0 0
DOW CHEM CO COM 260543103 6,353 127,800 SH   DFND 11 127,800 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 313,918 3,248,664 SH   DFND 1,5 240,141 0 3,008,523
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,107 63,197 SH   DFND 2 63,197 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,216 53,974 SH   DFND 3 53,974 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 794 8,218 SH   DFND 6 8,218 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,949 61,568 SH   DFND 7 61,568 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 7,209 176,400 SH   DFND 1,5 16,400 0 160,000
DREAMWORKS ANIMATION SKG INC CL A 26153C103 260,587 6,376,000 SH   DFND 11 6,376,000 0 0
DREW INDS INC COM NEW 26168L205 8,484 100,000 SH   DFND 1,5 0 0 100,000
DRIL-QUIP INC COM 262037104 292,624 5,008,116 SH   DFND 1,5 94 0 5,008,022
DRIL-QUIP INC COM 262037104 1,665 28,500 SH   DFND 6 13,800 0 14,700
DRIL-QUIP INC COM 262037104 2,266 38,790 SH   DFND 7 23,590 0 15,200
DRIL-QUIP INC COM 262037104 584 10,000 SH   DFND 11 10,000 0 0
DST SYS INC DEL COM 233326107 4,856 41,711 SH   DFND 1,5 111 0 41,600
DST SYS INC DEL COM 233326107 89,022 764,600 SH   DFND 11 764,600 0 0
DSW INC CL A 23334L102 121,447 5,734,045 SH   DFND 1,5 1,034,045 0 4,700,000
DTE ENERGY CO COM 233331107 296,097 2,987,258 SH   DFND 1,5 22 0 2,987,236
DTE ENERGY CO COM 233331107 6,049 61,028 SH   DFND 2 61,028 0 0
DTE ENERGY CO COM 233331107 8,933 90,125 SH   DFND 3 90,125 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,557,754 24,039,415 SH   DFND 1,5 723,363 0 23,316,052
DU PONT E I DE NEMOURS & CO COM 263534109 19,252 297,093 SH   DFND 2 297,093 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 16,887 260,599 SH   DFND 3 260,599 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 10,022 154,662 SH   DFND 6 115,562 0 39,100
DU PONT E I DE NEMOURS & CO COM 263534109 24,725 381,564 SH   DFND 7 108,600 0 272,964
DUKE ENERGY CORP NEW COM NEW 26441C204 24,605 286,800 SH   DFND 1,5 0 0 286,800
DUKE ENERGY CORP NEW COM NEW 26441C204 20,101 234,306 SH   DFND 2 234,306 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 19,020 221,706 SH   DFND 3 221,706 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,076 35,854 SH   DFND 6 10,774 0 25,080
DUKE ENERGY CORP NEW COM NEW 26441C204 4,538 52,896 SH   DFND 7 52,896 0 0
DUKE REALTY CORP COM NEW 264411505 1,074,225 40,293,509 SH   DFND 1,5 22,224,209 0 18,069,300
DUKE REALTY CORP COM NEW 264411505 11,777 441,750 SH   DFND 3 441,750 0 0
DUKE REALTY CORP COM NEW 264411505 1,228 46,055 SH   DFND 6 46,055 0 0
DULUTH HLDGS INC COM CL B 26443V101 13,671 558,900 SH   DFND 1,5 0 0 558,900
DUN & BRADSTREET CORP DEL NE COM 26483E100 247,538 2,031,662 SH   DFND 1,5 25 0 2,031,637
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,503 12,332 SH   DFND 2 12,332 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,547 20,905 SH   DFND 3 20,905 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 52,519 431,047 SH   DFND 6 431,047 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 4,800 39,400 SH   DFND 7 39,400 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 118,296 970,910 SH   DFND 11 970,910 0 0
DUNKIN BRANDS GROUP INC COM 265504100 311,884 7,150,012 SH   DFND 1,5 539,172 0 6,610,840
DUNKIN BRANDS GROUP INC COM 265504100 24,771 567,888 SH   DFND 3 567,888 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,954 44,800 SH   DFND 6 44,800 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 25,367 533,584 SH   DFND 1,5 34,484 0 499,100
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 25,235 530,810 SH   DFND 6 530,810 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 9,211 193,760 SH   DFND 7 108,760 0 85,000
DYCOM INDS INC COM 267475101 105,113 1,171,044 SH   DFND 1,5 17,250 0 1,153,794
DYCOM INDS INC COM 267475101 3,483 38,800 SH   DFND 6 38,800 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 28,518 1,955,960 SH   DFND 1,5 500 0 1,955,460
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 62,273 578,100 PRN   DFND 1,5 0 0 0
DYNEGY INC NEW DEL COM 26817R108 94,480 5,480,276 SH   DFND 1,5 943 0 5,479,333
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 49,472 798,572 SH   DFND 1,5 226,897 0 571,675
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 3,401 54,900 SH   DFND 6 0 0 54,900
DYNEGY INC NEW DEL COM 26817R108 1,854 107,539 SH   DFND 6 107,539 0 0
DYNEX CAP INC COM NEW 26817Q506 13,014 1,875,186 SH   DFND 1,5 0 0 1,875,186
E M C CORP MASS COM 268648102 1,429,951 52,629,791 SH   DFND 1,5 1,335,542 0 51,294,249
E M C CORP MASS COM 268648102 18,538 682,300 SH   DFND 1,9 0 0 682,300
E M C CORP MASS COM 268648102 18,049 664,309 SH   DFND 2 664,309 0 0
E M C CORP MASS COM 268648102 56,386 2,075,292 SH   DFND 3 2,075,292 0 0
E M C CORP MASS COM 268648102 13,829 508,966 SH   DFND 6 473,888 0 35,078
E M C CORP MASS COM 268648102 25,098 923,723 SH   DFND 7 134,706 0 789,017
E TRADE FINANCIAL CORP COM NEW 269246401 368,129 15,671,736 SH   DFND 1,5 12,380 0 15,659,356
E TRADE FINANCIAL CORP COM NEW 269246401 2,227 94,800 SH   DFND 2 94,800 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 61,788 2,630,401 SH   DFND 6 2,630,401 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 15,657 666,530 SH   DFND 7 666,530 0 0
EAGLE BANCORP INC MD COM 268948106 21,239 441,460 SH   DFND 1,5 41,460 0 400,000
EAGLE BANCORP INC MD COM 268948106 215 4,474 SH   DFND 3 4,474 0 0
EAGLE MATERIALS INC COM 26969P108 203,523 2,638,013 SH   DFND 1,5 218 0 2,637,795
EAGLE MATERIALS INC COM 26969P108 22,718 294,468 SH   DFND 6 294,468 0 0
EAGLE MATERIALS INC COM 26969P108 9,994 129,536 SH   DFND 7 112,436 0 17,100
EAST WEST BANCORP INC COM 27579R104 81,202 2,375,703 SH   DFND 1,5 106,300 0 2,269,403
EAST WEST BANCORP INC COM 27579R104 8,938 261,500 SH   DFND 6 261,500 0 0
EAST WEST BANCORP INC COM 27579R104 2,557 74,800 SH   DFND 7 74,800 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 23,899 1,211,300 SH   DFND 1,5 0 0 1,211,300
EASTERN CO COM 276317104 244 14,704 SH   DFND 1,5 14,704 0 0
EASTGROUP PPTY INC COM 277276101 12,654 183,600 SH   DFND 1,5 0 0 183,600
EASTMAN CHEM CO COM 277432100 524,946 7,731,161 SH   DFND 1,5 501 0 7,730,660
EASTMAN CHEM CO COM 277432100 3,433 50,561 SH   DFND 2 50,561 0 0
EASTMAN CHEM CO COM 277432100 5,364 79,000 SH   DFND 3 79,000 0 0
EASTMAN CHEM CO COM 277432100 313 4,606 SH   DFND 6 4,606 0 0
EASTMAN CHEM CO COM 277432100 6,592 97,080 SH   DFND 7 97,080 0 0
EASTMAN KODAK CO COM NEW 277461406 10,007 622,336 SH   DFND 1,5 0 0 622,336
EATON CORP PLC SHS G29183103 534,797 8,953,570 SH   DFND 1,5 469,914 0 8,483,656
EATON CORP PLC SHS G29183103 9,304 155,772 SH   DFND 2 155,772 0 0
EATON CORP PLC SHS G29183103 30,540 511,305 SH   DFND 3 511,305 0 0
EATON CORP PLC SHS G29183103 9,025 151,100 SH   DFND 6 123,500 0 27,600
EATON CORP PLC SHS G29183103 13,154 220,228 SH   DFND 7 77,300 0 142,928
EATON CORP PLC SHS G29183103 1,104 18,480 SH   DFND 11 18,480 0 0
EATON VANCE CORP COM NON VTG 278265103 58,158 1,645,660 SH   DFND 11 1,645,660 0 0
EBAY INC COM 278642103 454,457 19,412,960 SH   DFND 1,5 1,368,701 0 18,044,259
EBAY INC COM 278642103 1,494 63,800 SH   DFND 1,9 0 0 63,800
EBAY INC COM 278642103 8,416 359,497 SH   DFND 2 359,497 0 0
EBAY INC COM 278642103 6,318 269,891 SH   DFND 3 269,891 0 0
EBAY INC COM 278642103 10,397 444,120 SH   DFND 6 330,150 0 113,970
EBAY INC COM 278642103 19,951 852,250 SH   DFND 7 307,923 0 544,327
EBIX INC COM NEW 278715206 172,115 3,593,211 SH   DFND 1,5 317,533 0 3,275,678
EBIX INC COM NEW 278715206 66,076 1,379,452 SH   DFND 6 1,379,452 0 0
EBIX INC COM NEW 278715206 3,482 72,700 SH   DFND 7 72,700 0 0
ECHOSTAR CORP CL A 278768106 486 12,250 SH   DFND 1,5 0 0 12,250
ECOLAB INC COM 278865100 575,970 4,856,405 SH   DFND 1,5 33,400 0 4,823,005
ECOLAB INC COM 278865100 10,648 89,781 SH   DFND 2 89,781 0 0
ECOLAB INC COM 278865100 3,827 32,266 SH   DFND 3 32,266 0 0
ECOLAB INC COM 278865100 8,244 69,507 SH   DFND 6 69,507 0 0
ECOLAB INC COM 278865100 36,773 310,060 SH   DFND 7 310,060 0 0
ECOLAB INC COM 278865100 2,826 23,830 SH   DFND 11 23,830 0 0
EDGE THERAPEUTICS INC COM 279870109 2,114 209,078 SH   DFND 1,5 0 0 209,078
EDGEWELL PERS CARE CO COM 28035Q102 94,835 1,123,500 SH   DFND 1,5 0 0 1,123,500
EDISON INTL COM 281020107 634,375 8,167,568 SH   DFND 1,5 65 0 8,167,503
EDISON INTL COM 281020107 8,607 110,813 SH   DFND 2 110,813 0 0
EDISON INTL COM 281020107 4,525 58,254 SH   DFND 3 58,254 0 0
EDISON INTL COM 281020107 9,049 116,511 SH   DFND 6 87,311 0 29,200
EDISON INTL COM 281020107 27,086 348,734 SH   DFND 7 273,034 0 75,700
EDITAS MEDICINE INC COM 28106W103 132,361 5,424,637 SH   DFND 1,5 460,432 0 4,964,205
EDITAS MEDICINE INC COM 28106W103 669 27,424 SH   DFND 6 27,424 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,220,671 12,239,759 SH   DFND 1,5 495,727 0 11,744,032
EDWARDS LIFESCIENCES CORP COM 28176E108 7,183 72,023 SH   DFND 2 72,023 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,256 52,706 SH   DFND 3 52,706 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 209 2,100 SH   DFND 6 2,100 0 0
EGAIN CORP COM NEW 28225C806 869 308,100 SH   DFND 1,9 0 0 308,100
EGALET CORP COM 28226B104 18,644 3,758,921 SH   DFND 1,5 0 0 3,758,921
EHI CAR SVCS LTD SPON ADS CL A 26853A100 1,074 106,250 SH   DFND 1,9 0 0 106,250
EL PASO ELEC CO COM NEW 283677854 102,789 2,174,500 SH   DFND 1,5 0 0 2,174,500
EL POLLO LOCO HLDGS INC COM 268603107 17,854 1,373,400 SH   DFND 1,5 123,400 0 1,250,000
ELBIT SYS LTD ORD M3760D101 3,281 36,100 SH   DFND 1,5 0 0 36,100
ELBIT SYS LTD ORD M3760D101 506 5,600 SH   DFND 1,10 0 0 5,600
ELDORADO GOLD CORP NEW COM 284902103 41,508 9,229,935 SH   DFND 1,5 2,300 0 9,227,635
ELDORADO GOLD CORP NEW COM 284902103 9,247 2,056,200 SH   DFND 6 1,199,600 0 856,600
ELDORADO GOLD CORP NEW COM 284902103 5,610 1,247,500 SH   DFND 7 980,700 0 266,800
ELDORADO GOLD CORP NEW COM 284902103 155,383 34,552,000 SH   DFND 11 34,552,000 0 0
ELECTRONIC ARTS INC COM 285512109 2,135,975 28,193,966 SH   DFND 1,5 1,480,469 0 26,713,497
ELECTRONIC ARTS INC COM 285512109 34,887 460,500 SH   DFND 1,9 0 0 460,500
ELECTRONIC ARTS INC COM 285512109 7,772 102,582 SH   DFND 2 102,582 0 0
ELECTRONIC ARTS INC COM 285512109 2,722 35,927 SH   DFND 3 35,927 0 0
ELECTRONIC ARTS INC COM 285512109 21,904 289,130 SH   DFND 6 263,730 0 25,400
ELECTRONIC ARTS INC COM 285512109 34,190 451,300 SH   DFND 7 385,600 0 65,700
ELECTRONIC ARTS INC COM 285512109 20,758 274,002 SH   DFND 11 274,002 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 41,657 967,876 SH   DFND 1,5 0 0 967,876
ELECTRONICS FOR IMAGING INC COM 286082102 27,512 639,226 SH   DFND 6 620,026 0 19,200
ELECTRONICS FOR IMAGING INC COM 286082102 13,545 314,710 SH   DFND 7 284,110 0 30,600
ELLIE MAE INC COM 28849P100 15,008 163,753 SH   DFND 1,5 453 0 163,300
ELLIE MAE INC COM 28849P100 220 2,400 SH   DFND 6 2,400 0 0
ELLINGTON FINANCIAL LLC COM 288522303 21,032 1,227,784 SH   DFND 1,5 0 0 1,227,784
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,396 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 11,551 600,689 SH   DFND 1,5 0 0 600,689
EMBRAER S A SP ADR REP 4 COM 29082A107 6,727 309,700 SH   DFND 1,5 0 0 309,700
EMCOR GROUP INC COM 29084Q100 126,738 2,572,830 SH   DFND 1,5 25,100 0 2,547,730
EMCOR GROUP INC COM 29084Q100 6,660 135,210 SH   DFND 6 109,510 0 25,700
EMCOR GROUP INC COM 29084Q100 5,556 112,796 SH   DFND 7 88,626 0 24,170
EMERGENT BIOSOLUTIONS INC COM 29089Q105 14,179 504,247 SH   DFND 1,5 25 0 504,222
EMERSON ELEC CO COM 291011104 390,182 7,480,474 SH   DFND 1,5 301,774 0 7,178,700
EMERSON ELEC CO COM 291011104 11,413 218,812 SH   DFND 2 218,812 0 0
EMERSON ELEC CO COM 291011104 44,765 858,223 SH   DFND 3 858,223 0 0
EMERSON ELEC CO COM 291011104 8,461 162,220 SH   DFND 6 89,700 0 72,520
EMERSON ELEC CO COM 291011104 9,195 176,284 SH   DFND 7 0 0 176,284
EMPIRE DIST ELEC CO COM 291641108 129,256 3,805,000 SH   DFND 11 3,805,000 0 0
EMPIRE ST RLTY TR INC CL A 292104106 169,978 8,950,900 SH   DFND 1,5 5,399,900 0 3,551,000
EMPIRE ST RLTY TR INC CL A 292104106 41,743 2,198,150 SH   DFND 6 2,198,150 0 0
EMPIRE ST RLTY TR INC CL A 292104106 14,870 783,020 SH   DFND 7 352,820 0 430,200
EMPLOYERS HOLDINGS INC COM 292218104 30,268 1,043,017 SH   DFND 1,5 66,717 0 976,300
EMPLOYERS HOLDINGS INC COM 292218104 5,433 187,200 SH   DFND 6 187,200 0 0
EMPLOYERS HOLDINGS INC COM 292218104 3,076 105,990 SH   DFND 7 82,990 0 23,000
ENANTA PHARMACEUTICALS INC COM 29251M106 15,449 700,653 SH   DFND 1,5 45 0 700,608
ENBRIDGE INC COM 29250N105 50,206 1,185,167 SH   DFND 1,5 147 0 1,185,020
ENBRIDGE INC COM 29250N105 2,985 70,469 SH   DFND 6 7,900 0 62,569
ENBRIDGE INC COM 29250N105 24,677 582,520 SH   DFND 7 515,020 0 67,500
ENBRIDGE INC COM 29250N105 1,110,397 26,211,900 SH   DFND 11 23,202,200 0 3,009,700
ENCANA CORP COM 292505104 30,177 3,879,346 SH   DFND 1,5 6,246 0 3,873,100
ENCORE CAP GROUP INC COM 292554102 4,407 187,290 SH   DFND 1,5 39,817 0 147,473
ENDO INTL PLC SHS G30401106 502,407 32,226,225 SH   DFND 1,5 438,525 0 31,787,700
ENDO INTL PLC SHS G30401106 1,086 69,672 SH   DFND 2 69,672 0 0
ENDO INTL PLC SHS G30401106 1,506 96,600 SH   DFND 6 96,600 0 0
ENDO INTL PLC SHS G30401106 490 31,410 SH   DFND 7 31,410 0 0
ENDO INTL PLC SHS G30401106 15,068 966,500 SH   DFND 11 966,500 0 0
ENDOCYTE INC COM 29269A102 11,167 3,478,712 SH   DFND 1,5 693,500 0 2,785,212
ENDOLOGIX INC COM 29266S106 15,949 1,279,999 SH   DFND 1,5 0 0 1,279,999
ENDURANCE INTL GROUP HLDGS I COM 29272B105 161,726 17,989,545 SH   DFND 1,5 400,111 0 17,589,434
ENDURANCE INTL GROUP HLDGS I COM 29272B105 27,661 3,076,820 SH   DFND 1,9 0 0 3,076,820
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 228,344 3,400,000 SH   DFND 1,5 261,200 0 3,138,800
ENERGEN CORP COM 29265N108 38,898 806,849 SH   DFND 1,5 3,000 0 803,849
ENERGEN CORP COM 29265N108 405 8,398 SH   DFND 3 8,398 0 0
ENERGEN CORP COM 29265N108 328 6,800 SH   DFND 6 6,800 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 24,237 470,720 SH   DFND 1,5 5,979 0 464,741
ENERGY RECOVERY INC COM 29270J100 194 21,800 SH   DFND 1,5 0 0 21,800
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 370,520 25,784,300 SH   DFND 1,5 0 0 25,784,300
ENERSYS COM 29275Y102 155,995 2,623,094 SH   DFND 1,5 28,434 0 2,594,660
ENERSYS COM 29275Y102 4,482 75,370 SH   DFND 6 75,370 0 0
ENERSYS COM 29275Y102 2,149 36,138 SH   DFND 7 36,138 0 0
ENGILITY HLDGS INC NEW COM 29286C107 75,035 3,552,799 SH   DFND 1,5 285,699 0 3,267,100
ENGILITY HLDGS INC NEW COM 29286C107 16,538 783,037 SH   DFND 6 782,637 0 400
ENGILITY HLDGS INC NEW COM 29286C107 3,177 150,409 SH   DFND 7 150,116 0 293
ENI S P A SPONSORED ADR 26874R108 2,918 90,200 SH   DFND 1,5 0 0 90,200
ENNIS INC COM 293389102 974 50,800 SH   DFND 1,5 50,800 0 0
ENOVA INTL INC COM 29357K103 1,978 268,767 SH   DFND 1,5 0 0 268,767
ENSCO PLC SHS CLASS A G3157S106 17,067 1,757,637 SH   DFND 1,5 73,379 0 1,684,258
ENSCO PLC SHS CLASS A G3157S106 511 52,603 SH   DFND 3 52,603 0 0
ENSCO PLC SHS CLASS A G3157S106 329 33,860 SH   DFND 6 33,860 0 0
ENSIGN GROUP INC COM 29358P101 90,601 4,312,300 SH   DFND 1,5 141,000 0 4,171,300
ENSTAR GROUP LIMITED SHS G3075P101 25,512 157,491 SH   DFND 1,5 291 0 157,200
ENSTAR GROUP LIMITED SHS G3075P101 632 3,900 SH   DFND 6 3,900 0 0
ENTEGRA FINL CORP COM 29363J108 8,915 509,719 SH   DFND 6 509,719 0 0
ENTEGRA FINL CORP COM 29363J108 1,252 71,608 SH   DFND 7 71,608 0 0
ENTEGRIS INC COM 29362U104 807 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 13,094 716,700 SH   DFND 1,5 148,200 0 568,500
ENTERGY CORP NEW COM 29364G103 166,336 2,044,700 SH   DFND 1,5 117,500 0 1,927,200
ENTERGY CORP NEW COM 29364G103 4,945 60,792 SH   DFND 2 60,792 0 0
ENTERGY CORP NEW COM 29364G103 32,331 397,434 SH   DFND 3 397,434 0 0
ENTERGY CORP NEW COM 29364G103 1,904 23,400 SH   DFND 6 23,400 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 139,034 4,751,670 SH   DFND 1,5 347 0 4,751,323
ENVESTNET INC COM 29404K106 37,321 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 116,084 4,575,643 SH   DFND 1,5 0 0 4,575,643
ENVISION HEALTHCARE HLDGS IN COM 29413U103 73,097 2,881,236 SH   DFND 6 2,881,236 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 17,051 672,110 SH   DFND 7 672,110 0 0
ENZYMOTEC LTD SHS M4059L101 710 84,900 SH   DFND 1,5 0 0 84,900
EOG RES INC COM 26875P101 1,618,105 19,397,091 SH   DFND 1,5 1,293,213 0 18,103,878
EOG RES INC COM 26875P101 15,613 187,157 SH   DFND 2 187,157 0 0
EOG RES INC COM 26875P101 23,045 276,256 SH   DFND 3 276,256 0 0
EOG RES INC COM 26875P101 8,357 100,174 SH   DFND 6 100,174 0 0
EOG RES INC COM 26875P101 18,911 226,700 SH   DFND 7 226,700 0 0
EOG RES INC COM 26875P101 71,500 857,107 SH   DFND 11 857,107 0 0
EPAM SYS INC COM 29414B104 148,583 2,310,413 SH   DFND 1,5 850 0 2,309,563
EPAM SYS INC COM 29414B104 6,309 98,100 SH   DFND 1,9 0 0 98,100
EPAM SYS INC COM 29414B104 14,951 232,490 SH   DFND 6 232,490 0 0
EPAM SYS INC COM 29414B104 4,707 73,200 SH   DFND 7 73,200 0 0
EPIZYME INC COM 29428V104 83,622 8,166,247 SH   DFND 1,5 0 0 8,166,247
EQT CORP COM 26884L109 119,241 1,539,984 SH   DFND 1,5 0 0 1,539,984
EQT CORP COM 26884L109 4,549 58,750 SH   DFND 2 58,750 0 0
EQT CORP COM 26884L109 5,123 66,167 SH   DFND 3 66,167 0 0
EQT CORP COM 26884L109 9,560 123,470 SH   DFND 6 109,070 0 14,400
EQT CORP COM 26884L109 24,958 322,327 SH   DFND 7 283,727 0 38,600
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 43,004 535,543 SH   DFND 1,5 41 0 535,502
EQUIFAX INC COM 294429105 938,070 7,305,839 SH   DFND 1,5 435,101 0 6,870,738
EQUIFAX INC COM 294429105 5,197 40,478 SH   DFND 2 40,478 0 0
EQUIFAX INC COM 294429105 2,766 21,540 SH   DFND 3 21,540 0 0
EQUIFAX INC COM 294429105 218 1,700 SH   DFND 6 1,700 0 0
EQUINIX INC COM PAR $0.001 29444U700 792,636 2,044,300 SH   DFND 1,5 1,445,000 0 599,300
EQUINIX INC COM PAR $0.001 29444U700 9,156 23,614 SH   DFND 2 23,614 0 0
EQUINIX INC COM PAR $0.001 29444U700 5,862 15,120 SH   DFND 3 15,120 0 0
EQUINIX INC COM PAR $0.001 29444U700 22,217 57,300 SH   DFND 6 57,300 0 0
EQUINIX INC COM PAR $0.001 29444U700 8,472 21,850 SH   DFND 7 2,550 0 19,300
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 822 31,237 SH   DFND 1,5 0 0 31,237
EQUITY LIFESTYLE PPTYS INC COM 29472R108 981,352 12,259,241 SH   DFND 1,5 4,315,423 0 7,943,818
EQUITY LIFESTYLE PPTYS INC COM 29472R108 23,974 299,485 SH   DFND 6 299,485 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 10,420 130,170 SH   DFND 7 99,461 0 30,709
EQUITY RESIDENTIAL SH BEN INT 29476L107 649,715 9,432,560 SH   DFND 1,5 3,707,387 0 5,725,173
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,563 124,312 SH   DFND 2 124,312 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,814 69,896 SH   DFND 3 69,896 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 19,516 283,334 SH   DFND 6 283,334 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,450 108,154 SH   DFND 7 12,400 0 95,754
EQUITY RESIDENTIAL SH BEN INT 29476L107 14,411 209,220 SH   DFND 11 209,220 0 0
ERA GROUP INC COM 26885G109 4,571 486,300 SH   DFND 1,5 0 0 486,300
ERICSSON ADR B SEK 10 294821608 9,341 1,216,310 SH   DFND 1,5 0 0 1,216,310
ESPERION THERAPEUTICS INC NE COM 29664W105 10,561 1,068,950 SH   DFND 1,5 0 0 1,068,950
ESSENDANT INC COM 296689102 171,327 5,606,242 SH   DFND 1,5 228,300 0 5,377,942
ESSENT GROUP LTD COM G3198U102 131,935 6,049,278 SH   DFND 1,5 2,900 0 6,046,378
ESSENT GROUP LTD COM G3198U102 22,160 1,016,048 SH   DFND 6 960,548 0 55,500
ESSENT GROUP LTD COM G3198U102 8,845 405,550 SH   DFND 7 362,050 0 43,500
ESSEX PPTY TR INC COM 297178105 719,658 3,155,148 SH   DFND 1,5 1,264,252 0 1,890,896
ESSEX PPTY TR INC COM 297178105 5,076 22,254 SH   DFND 2 22,254 0 0
ESSEX PPTY TR INC COM 297178105 1,424 6,245 SH   DFND 3 6,245 0 0
ESSEX PPTY TR INC COM 297178105 38,569 169,097 SH   DFND 6 169,097 0 0
ESSEX PPTY TR INC COM 297178105 15,058 66,017 SH   DFND 7 9,504 0 56,513
ESTERLINE TECHNOLOGIES CORP COM 297425100 59,038 951,604 SH   DFND 1,5 0 0 951,604
ETHAN ALLEN INTERIORS INC COM 297602104 54,600 1,652,546 SH   DFND 1,5 332 0 1,652,214
ETHAN ALLEN INTERIORS INC COM 297602104 8,680 262,700 SH   DFND 6 262,700 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 3,662 110,840 SH   DFND 7 110,840 0 0
ETSY INC COM 29786A106 38,711 4,036,608 SH   DFND 1,5 213,289 0 3,823,319
EURONAV NV ANTWERPEN SHS B38564108 12,717 1,377,110 SH   DFND 6 798,110 0 579,000
EURONAV NV ANTWERPEN SHS B38564108 7,578 820,640 SH   DFND 7 674,640 0 146,000
EURONET WORLDWIDE INC COM 298736109 168,000 2,428,098 SH   DFND 1,5 848 0 2,427,250
EURONET WORLDWIDE INC COM 298736109 75,694 1,094,000 SH   DFND 11 1,094,000 0 0
EVERBANK FINL CORP COM 29977G102 635 42,700 SH   DFND 1,5 0 0 42,700
EVERBANK FINL CORP COM 29977G102 69,214 4,657,749 SH   DFND 6 4,563,049 0 94,700
EVERBANK FINL CORP COM 29977G102 20,516 1,380,640 SH   DFND 7 1,279,940 0 100,700
EVERCORE PARTNERS INC CLASS A 29977A105 1,834 41,500 SH   DFND 1,5 0 0 41,500
EVEREST RE GROUP LTD COM G3223R108 592 3,241 SH   DFND 1,5 41 0 3,200
EVERI HLDGS INC COM 30034T103 1,385 1,204,700 SH   DFND 1,5 0 0 1,204,700
EVERSOURCE ENERGY COM 30040W108 6,462 107,886 SH   DFND 2 107,886 0 0
EVERSOURCE ENERGY COM 30040W108 3,879 64,756 SH   DFND 3 64,756 0 0
EVERSOURCE ENERGY COM 30040W108 919 15,348 SH   DFND 6 15,348 0 0
EVERSOURCE ENERGY COM 30040W108 3,701 61,787 SH   DFND 7 61,787 0 0
EVERTEC INC COM 30040P103 138,388 8,905,246 SH   DFND 1,5 210,000 0 8,695,246
EVERTEC INC COM 30040P103 157 10,100 SH   DFND 1,9 0 0 10,100
EVERTEC INC COM 30040P103 35,409 2,278,597 SH   DFND 6 2,278,597 0 0
EVERTEC INC COM 30040P103 3,455 222,310 SH   DFND 7 222,310 0 0
EVOLENT HEALTH INC CL A 30050B101 35,823 1,865,791 SH   DFND 1,5 3,328 0 1,862,463
EVOLUTION PETROLEUM CORP COM 30049A107 1,614 295,100 SH   DFND 1,5 0 0 295,100
EXA CORP COM 300614500 30,427 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 29,208 2,384,361 SH   DFND 1,5 0 0 2,384,361
EXACTECH INC COM 30064E109 4,443 166,167 SH   DFND 1,5 16,167 0 150,000
EXAR CORP COM 300645108 468 58,100 SH   DFND 1,5 0 0 58,100
EXELIXIS INC COM 30161Q104 266,943 34,179,580 SH   DFND 1,5 5,028,425 0 29,151,155
EXELIXIS INC COM 30161Q104 1,026 131,368 SH   DFND 6 131,368 0 0
EXELON CORP UNIT 99/99/9999 30161N127 21,251 430,700 SH   DFND 1,5 123,100 0 307,600
EXELON CORP COM 30161N101 1,673,005 46,012,237 SH   DFND 1,5 1,564,674 0 44,447,563
EXELON CORP COM 30161N101 11,399 313,517 SH   DFND 2 313,517 0 0
EXELON CORP COM 30161N101 59,390 1,633,401 SH   DFND 3 1,633,401 0 0
EXELON CORP COM 30161N101 22,203 610,632 SH   DFND 6 526,932 0 83,700
EXELON CORP COM 30161N101 32,235 886,550 SH   DFND 7 301,733 0 584,817
EXFO INC SUB VTG SHS 302046107 1,384 400,000 SH   DFND 11 400,000 0 0
EXIDE TECHNOLOGIES DEBT 7.000% 4/3 302051AU1 2,115 4,699,571 PRN   DFND 1,5 0 0 0
EXLSERVICE HOLDINGS INC COM 302081104 116,088 2,214,997 SH   DFND 1,5 20,232 0 2,194,765
EXLSERVICE HOLDINGS INC COM 302081104 75,282 1,436,400 SH   DFND 6 1,407,300 0 29,100
EXLSERVICE HOLDINGS INC COM 302081104 15,331 292,523 SH   DFND 7 257,923 0 34,600
EXPEDIA INC DEL COM NEW 30212P303 376,436 3,541,265 SH   DFND 1,5 396,189 0 3,145,076
EXPEDIA INC DEL COM NEW 30212P303 4,238 39,869 SH   DFND 2 39,869 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,276 21,408 SH   DFND 3 21,408 0 0
EXPEDIA INC DEL COM NEW 30212P303 8,448 79,475 SH   DFND 6 53,625 0 25,850
EXPEDIA INC DEL COM NEW 30212P303 14,535 136,731 SH   DFND 7 14,031 0 122,700
EXPEDITORS INTL WASH INC COM 302130109 3,958 80,700 SH   DFND 1,5 0 0 80,700
EXPEDITORS INTL WASH INC COM 302130109 3,037 61,921 SH   DFND 2 61,921 0 0
EXPEDITORS INTL WASH INC COM 302130109 12,686 258,691 SH   DFND 3 258,691 0 0
EXPRESS INC COM 30219E103 367 25,268 SH   DFND 1,5 25,268 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 193,583 2,553,869 SH   DFND 1,5 153,140 0 2,400,729
EXPRESS SCRIPTS HLDG CO COM 30219G108 16,314 215,225 SH   DFND 2 215,225 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 20,552 271,130 SH   DFND 3 271,130 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 9,311 122,834 SH   DFND 6 79,467 0 43,367
EXPRESS SCRIPTS HLDG CO COM 30219G108 36,506 481,616 SH   DFND 7 116,082 0 365,534
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 146,097 9,772,385 SH   DFND 1,5 1,887,900 0 7,884,485
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 326 21,800 SH   DFND 6 21,800 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 253 16,900 SH   DFND 7 16,900 0 0
EXTERRAN CORP COM 30227H106 28,439 2,213,155 SH   DFND 1,5 192,490 0 2,020,665
EXTRA SPACE STORAGE INC COM 30225T102 825,729 8,922,939 SH   DFND 1,5 2,238,584 0 6,684,355
EXTRA SPACE STORAGE INC COM 30225T102 3,941 42,586 SH   DFND 2 42,586 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,845 19,938 SH   DFND 3 19,938 0 0
EXTRA SPACE STORAGE INC COM 30225T102 78,316 846,297 SH   DFND 6 804,258 0 42,039
EXTRA SPACE STORAGE INC COM 30225T102 43,427 469,276 SH   DFND 7 199,092 0 270,184
EXTREME NETWORKS INC COM 30226D106 78 23,100 SH   DFND 1,5 0 0 23,100
EXXON MOBIL CORP COM 30231G102 1,135,369 12,111,897 SH   DFND 1,5 315,453 0 11,796,444
EXXON MOBIL CORP COM 30231G102 132,203 1,410,319 SH   DFND 2 1,410,319 0 0
EXXON MOBIL CORP COM 30231G102 86,882 926,841 SH   DFND 3 926,841 0 0
EXXON MOBIL CORP COM 30231G102 12,875 137,352 SH   DFND 6 82,672 0 54,680
EXXON MOBIL CORP COM 30231G102 46,729 498,499 SH   DFND 7 498,499 0 0
EZCORP INC CL A NON VTG 302301106 8,634 1,142,000 SH   DFND 1,5 96,100 0 1,045,900
F M C CORP COM NEW 302491303 190,686 4,117,590 SH   DFND 1,5 319,089 0 3,798,501
F M C CORP COM NEW 302491303 2,107 45,491 SH   DFND 2 45,491 0 0
F M C CORP COM NEW 302491303 2,531 54,662 SH   DFND 3 54,662 0 0
F M C CORP COM NEW 302491303 27,260 588,651 SH   DFND 6 558,091 0 30,560
F M C CORP COM NEW 302491303 21,203 457,857 SH   DFND 7 312,387 0 145,470
F5 NETWORKS INC COM 315616102 147,175 1,292,825 SH   DFND 1,5 22,045 0 1,270,780
F5 NETWORKS INC COM 315616102 19,387 170,300 SH   DFND 1,9 0 0 170,300
F5 NETWORKS INC COM 315616102 2,593 22,781 SH   DFND 2 22,781 0 0
F5 NETWORKS INC COM 315616102 386 3,392 SH   DFND 3 3,392 0 0
FABRINET SHS G3323L100 54,749 1,474,931 SH   DFND 1,5 51,000 0 1,423,931
FACEBOOK INC CL A 30303M102 16,025,853 140,233,228 SH   DFND 1,5 9,235,526 0 130,997,702
FACEBOOK INC CL A 30303M102 467,886 4,094,210 SH   DFND 1,9 473 0 4,093,737
FACEBOOK INC CL A 30303M102 89,858 786,297 SH   DFND 2 786,297 0 0
FACEBOOK INC CL A 30303M102 97,493 853,109 SH   DFND 3 853,109 0 0
FACEBOOK INC CL A 30303M102 75,865 663,851 SH   DFND 6 612,651 0 51,200
FACEBOOK INC CL A 30303M102 129,615 1,134,185 SH   DFND 7 876,582 0 257,603
FACEBOOK INC CL A 30303M102 15,428 135,000 SH   DFND 11 135,000 0 0
FACTSET RESH SYS INC COM 303075105 85,752 531,238 SH   DFND 1,5 88 0 531,150
FACTSET RESH SYS INC COM 303075105 7,988 49,486 SH   DFND 3 49,486 0 0
FAIR ISAAC CORP COM 303250104 58,777 520,100 SH   DFND 1,5 0 0 520,100
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 171,583 8,644,000 SH   DFND 11 8,644,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 15,848 1,079,541 SH   DFND 1,5 0 0 1,079,541
FASTENAL CO COM 311900104 4,361 98,253 SH   DFND 2 98,253 0 0
FASTENAL CO COM 311900104 829 18,684 SH   DFND 3 18,684 0 0
FATE THERAPEUTICS INC COM 31189P102 7,323 4,307,485 SH   DFND 1,5 410,436 0 3,897,049
FEDERAL AGRIC MTG CORP CL C 313148306 21,113 606,355 SH   DFND 1,5 56,355 0 550,000
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 88,952 537,310 SH   DFND 1,5 20,252 0 517,058
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,992 24,115 SH   DFND 2 24,115 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 6,038 36,472 SH   DFND 3 36,472 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 24,523 148,133 SH   DFND 6 148,133 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 9,380 56,659 SH   DFND 7 6,400 0 50,259
FEDERAL SIGNAL CORP COM 313855108 2,732 212,150 SH   DFND 1,5 102,047 0 110,103
FEDERATED INVS INC PA CL B 314211103 246,789 8,575,000 SH   DFND 1,5 36,100 0 8,538,900
FEDERATED INVS INC PA CL B 314211103 1,400 48,637 SH   DFND 3 48,637 0 0
FEDEX CORP COM 31428X106 632,994 4,170,470 SH   DFND 1,5 234,274 0 3,936,196
FEDEX CORP COM 31428X106 12,887 84,904 SH   DFND 2 84,904 0 0
FEDEX CORP COM 31428X106 14,899 98,160 SH   DFND 3 98,160 0 0
FEDEX CORP COM 31428X106 21,286 140,240 SH   DFND 6 98,340 0 41,900
FEDEX CORP COM 31428X106 89,187 587,609 SH   DFND 7 393,396 0 194,213
FEI CO COM 30241L109 210,393 1,968,500 SH   DFND 11 1,968,500 0 0
FELCOR LODGING TR INC COM 31430F101 93,547 15,015,572 SH   DFND 1,5 2,332,867 0 12,682,705
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 4,159 165,100 SH   DFND 1,5 29,900 0 135,200
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 678 26,900 SH   DFND 6 0 0 26,900
FELCOR LODGING TR INC COM 31430F101 25,018 4,015,782 SH   DFND 6 4,015,782 0 0
FELCOR LODGING TR INC COM 31430F101 10,550 1,693,482 SH   DFND 7 660,810 0 1,032,672
FERRARI N V COM N3167Y103 4,822 117,800 SH   DFND 1,5 0 0 117,800
FERRO CORP COM 315405100 30,304 2,264,909 SH   DFND 1,5 0 0 2,264,909
FERRO CORP COM 315405100 6,983 521,876 SH   DFND 6 452,476 0 69,400
FERRO CORP COM 315405100 3,580 267,530 SH   DFND 7 188,430 0 79,100
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 6,470 1,051,100 SH   DFND 1,5 51,100 0 1,000,000
FIBROCELL SCIENCE INC COM NEW 315721209 2,997 2,606,440 SH   DFND 1,5 0 0 2,606,440
FIBROGEN INC COM 31572Q808 14,341 873,903 SH   DFND 1,5 8,101 0 865,802
FIBROGEN INC COM 31572Q808 207 12,600 SH   DFND 6 12,600 0 0
FIDELITY MSCI HLTH CARE I 316092600 252 7,458 SH   DFND 3 7,458 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 611 3,214 SH   DFND 3 3,214 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 5,138 447,924 SH   DFND 1,5 0 0 447,924
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 19,914 9,750,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 398,781 10,634,173 SH   DFND 1,5 102,012 0 10,532,161
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 619 16,494 SH   DFND 3 16,494 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 828 22,070 SH   DFND 6 237 0 21,833
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 485 12,923 SH   DFND 7 12,923 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 452,687 6,143,958 SH   DFND 1,5 111,224 0 6,032,734
FIDELITY NATL INFORMATION SV COM 31620M106 13,852 188,000 SH   DFND 1,9 0 0 188,000
FIDELITY NATL INFORMATION SV COM 31620M106 6,954 94,376 SH   DFND 2 94,376 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 7,427 100,798 SH   DFND 3 100,798 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 30,433 413,040 SH   DFND 6 261,080 0 151,960
FIDELITY NATL INFORMATION SV COM 31620M106 119,578 1,622,937 SH   DFND 7 974,137 0 648,800
FIESTA RESTAURANT GROUP INC COM 31660B101 19,717 904,015 SH   DFND 1,5 145,750 0 758,265
FIESTA RESTAURANT GROUP INC COM 31660B101 8,728 400,178 SH   DFND 6 400,178 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 3,367 154,363 SH   DFND 7 154,363 0 0
FIFTH THIRD BANCORP COM 316773100 61,270 3,483,213 SH   DFND 1,5 14,456 0 3,468,757
FIFTH THIRD BANCORP COM 316773100 4,593 261,111 SH   DFND 2 261,111 0 0
FIFTH THIRD BANCORP COM 316773100 10,654 605,670 SH   DFND 3 605,670 0 0
FIFTH THIRD BANCORP COM 316773100 588 33,400 SH   DFND 6 33,400 0 0
FINANCIAL ENGINES INC COM 317485100 991 38,300 SH   DFND 1,5 0 0 38,300
FINANCIAL INSTNS INC COM 317585404 6,575 252,200 SH   DFND 6 252,200 0 0
FINANCIAL INSTNS INC COM 317585404 2,683 102,900 SH   DFND 7 102,900 0 0
FINISAR CORP COM NEW 31787A507 2,950 168,500 SH   DFND 1,5 0 0 168,500
FINISH LINE INC CL A 317923100 83,284 4,125,000 SH   DFND 1,5 0 0 4,125,000
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 16,756 19,000,000 PRN   DFND 1,5 0 0 0
FIRST AMERN FINL CORP COM 31847R102 366,038 9,100,888 SH   DFND 1,5 269,588 0 8,831,300
FIRST AMERN FINL CORP COM 31847R102 15,927 396,009 SH   DFND 6 396,009 0 0
FIRST AMERN FINL CORP COM 31847R102 6,777 168,500 SH   DFND 7 168,500 0 0
FIRST BANCORP P R COM NEW 318672706 29,491 7,428,572 SH   DFND 1,5 0 0 7,428,572
FIRST BUSEY CORP COM NEW 319383204 422 19,750 SH   DFND 1,5 19,750 0 0
FIRST CASH FINL SVCS INC COM 31942D107 45,562 887,624 SH   DFND 1,5 26,961 0 860,663
FIRST CASH FINL SVCS INC COM 31942D107 296 5,767 SH   DFND 1,10 5,767 0 0
FIRST CASH FINL SVCS INC COM 31942D107 15,011 292,446 SH   DFND 6 292,446 0 0
FIRST CASH FINL SVCS INC COM 31942D107 3,855 75,100 SH   DFND 7 75,100 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 585 26,077 SH   DFND 1,5 26,077 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 15,447 1,679,000 SH   DFND 1,5 0 0 1,679,000
FIRST CTZNS BANCSHARES INC N CL A 31946M103 386,442 1,492,573 SH   DFND 1,5 80 0 1,492,493
FIRST CTZNS BANCSHARES INC N CL A 31946M103 28,496 110,060 SH   DFND 6 110,060 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 4,549 17,570 SH   DFND 7 17,570 0 0
FIRST DATA CORP NEW COM CL A 32008D106 284,930 25,738,903 SH   DFND 1,5 1,652,532 0 24,086,371
FIRST DATA CORP NEW COM CL A 32008D106 2,585 233,500 SH   DFND 6 233,500 0 0
FIRST DATA CORP NEW COM CL A 32008D106 2,360 213,215 SH   DFND 7 0 0 213,215
FIRST FNDTN INC COM 32026V104 7,819 363,665 SH   DFND 6 363,665 0 0
FIRST FNDTN INC COM 32026V104 2,301 107,000 SH   DFND 7 107,000 0 0
FIRST NBC BK HLDG CO COM 32115D106 2,236 133,168 SH   DFND 1,5 39,812 0 93,356
FIRST NIAGARA FINL GP INC COM 33582V108 185,379 19,032,708 SH   DFND 1,5 980,751 0 18,051,957
FIRST NIAGARA FINL GP INC COM 33582V108 11,010 1,130,367 SH   DFND 3 1,130,367 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,751 179,792 SH   DFND 6 179,792 0 0
FIRST NORTHWEST BANCORP COM 335834107 12,227 959,722 SH   DFND 6 959,722 0 0
FIRST NORTHWEST BANCORP COM 335834107 2,721 213,600 SH   DFND 7 213,600 0 0
FIRST POTOMAC RLTY TR COM 33610F109 72,105 7,837,534 SH   DFND 1,5 326,372 0 7,511,162
FIRST POTOMAC RLTY TR COM 33610F109 671 72,958 SH   DFND 6 72,958 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 292,036 4,172,542 SH   DFND 1,5 147,842 0 4,024,700
FIRST SOLAR INC COM 336433107 7,715 159,130 SH   DFND 1,5 358 0 158,772
FIRST SOLAR INC COM 336433107 1,264 26,081 SH   DFND 2 26,081 0 0
FIRSTENERGY CORP COM 337932107 199,125 5,703,958 SH   DFND 1,5 54,914 0 5,649,044
FIRSTENERGY CORP COM 337932107 5,043 144,450 SH   DFND 2 144,450 0 0
FIRSTENERGY CORP COM 337932107 845 24,216 SH   DFND 3 24,216 0 0
FIRSTENERGY CORP COM 337932107 394 11,300 SH   DFND 6 11,300 0 0
FIRSTMERIT CORP COM 337915102 177,025 8,733,360 SH   DFND 1,5 286,885 0 8,446,475
FIRSTMERIT CORP COM 337915102 12,105 597,205 SH   DFND 6 597,205 0 0
FIRSTMERIT CORP COM 337915102 4,648 229,290 SH   DFND 7 229,290 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 306 6,700 SH   DFND 1,5 0 0 6,700
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 528 11,550 SH   DFND 7 11,550 0 0
FISERV INC COM 337738108 1,052,615 9,681,002 SH   DFND 1,5 478,210 0 9,202,792
FISERV INC COM 337738108 46,613 428,700 SH   DFND 1,9 0 0 428,700
FISERV INC COM 337738108 8,222 75,617 SH   DFND 2 75,617 0 0
FISERV INC COM 337738108 13,738 126,350 SH   DFND 3 126,350 0 0
FITBIT INC CL A 33812L102 152,544 12,483,125 SH   DFND 1,5 1,219,116 0 11,264,009
FITBIT INC CL A 33812L102 1,555 127,257 SH   DFND 6 127,257 0 0
FITBIT INC CL A 33812L102 4,289 351,000 SH   DFND 11 351,000 0 0
FIVE BELOW INC COM 33829M101 104,326 2,247,911 SH   DFND 1,5 365,699 0 1,882,212
FIVE OAKS INVT CORP COM 33830W106 2,727 497,700 SH   DFND 1,5 0 0 497,700
FIVE PRIME THERAPEUTICS INC COM 33830X104 116,492 2,817,208 SH   DFND 1,5 401,694 0 2,415,514
FLANIGANS ENTERPRISES INC COM 338517105 2,345 113,408 SH   DFND 1,5 46,598 0 66,810
FLEETCOR TECHNOLOGIES INC COM 339041105 251,427 1,756,632 SH   DFND 1,5 11,800 0 1,744,832
FLEETCOR TECHNOLOGIES INC COM 339041105 2,705 18,900 SH   DFND 1,9 0 0 18,900
FLEETCOR TECHNOLOGIES INC COM 339041105 9,982 69,738 SH   DFND 3 69,738 0 0
FLEETMATICS GROUP PLC COM G35569105 42,355 977,500 SH   DFND 1,5 2,409 0 975,091
FLEETMATICS GROUP PLC COM G35569105 78,084 1,802,080 SH   DFND 1,9 268 0 1,801,812
FLEX PHARMA INC COM 33938A105 2,571 251,834 SH   DFND 1,5 0 0 251,834
FLEXSHARES TR MORNSTAR UPSTR 33939L407 102,294 3,882,134 SH   DFND 3 3,882,134 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 17,432 1,477,293 SH   DFND 1,5 1,393 0 1,475,900
FLEXTRONICS INTL LTD ORD Y2573F102 4,767 403,958 SH   DFND 3 403,958 0 0
FLIR SYS INC COM 302445101 13,618 440,000 SH   DFND 1,5 40,000 0 400,000
FLIR SYS INC COM 302445101 1,449 46,811 SH   DFND 2 46,811 0 0
FLIR SYS INC COM 302445101 290 9,358 SH   DFND 3 9,358 0 0
FLOWERS FOODS INC COM 343498101 9,295 495,733 SH   DFND 1,5 30,733 0 465,000
FLOWSERVE CORP COM 34354P105 135,073 2,990,319 SH   DFND 1,5 30,341 0 2,959,978
FLOWSERVE CORP COM 34354P105 2,003 44,340 SH   DFND 2 44,340 0 0
FLOWSERVE CORP COM 34354P105 2,985 66,086 SH   DFND 3 66,086 0 0
FLUOR CORP NEW COM 343412102 24,372 494,565 SH   DFND 1,5 53,165 0 441,400
FLUOR CORP NEW COM 343412102 2,334 47,354 SH   DFND 2 47,354 0 0
FLUOR CORP NEW COM 343412102 1,354 27,485 SH   DFND 3 27,485 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 7,153 720,300 SH   DFND 6 720,300 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 4,021 404,970 SH   DFND 7 306,370 0 98,600
FMC TECHNOLOGIES INC COM 30249U101 60,240 2,258,733 SH   DFND 1,5 169,663 0 2,089,070
FMC TECHNOLOGIES INC COM 30249U101 2,053 76,986 SH   DFND 2 76,986 0 0
FMC TECHNOLOGIES INC COM 30249U101 229 8,598 SH   DFND 3 8,598 0 0
FNB CORP PA COM 302520101 48,574 3,873,500 SH   DFND 1,5 152,800 0 3,720,700
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 92,225 997,139 SH   DFND 1,5 26,854 0 970,285
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,108 33,600 SH   DFND 7 33,600 0 0
FOOT LOCKER INC COM 344849104 306,250 5,582,388 SH   DFND 1,5 62,318 0 5,520,070
FOOT LOCKER INC COM 344849104 2,539 46,287 SH   DFND 2 46,287 0 0
FOOT LOCKER INC COM 344849104 12,756 232,511 SH   DFND 3 232,511 0 0
FOOT LOCKER INC COM 344849104 1,553 28,300 SH   DFND 6 28,300 0 0
FOOT LOCKER INC COM 344849104 3,530 64,339 SH   DFND 7 64,339 0 0
FORBES ENERGY SVCS LTD COM 345143101 405 2,190,141 SH   DFND 1,5 0 0 2,190,141
FORD MTR CO DEL COM PAR $0.01 345370860 231,431 18,411,339 SH   DFND 1,5 664,708 0 17,746,631
FORD MTR CO DEL COM PAR $0.01 345370860 16,682 1,327,118 SH   DFND 2 1,327,118 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 26,885 2,138,816 SH   DFND 3 2,138,816 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,546 282,121 SH   DFND 6 282,121 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 447,798 20,071,620 SH   DFND 1,5 10,175,343 0 9,896,277
FOREST CITY RLTY TR INC COM CL A 345605109 53,074 2,378,936 SH   DFND 6 2,378,936 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 19,932 893,391 SH   DFND 7 540,200 0 353,191
FORRESTER RESH INC COM 346563109 4,807 130,400 SH   DFND 1,5 0 0 130,400
FORTINET INC COM 34959E109 7,536 238,545 SH   DFND 1,5 45 0 238,500
FORTIVE CORP COM 34959J108 26,625 540,500 SH   DFND 1,5 0 0 540,500
FORTRESS INVESTMENT GROUP LL CL A 34958B106 20,207 4,571,639 SH   DFND 1,5 1,300 0 4,570,339
FORTRESS INVESTMENT GROUP LL CL A 34958B106 156 35,400 SH   DFND 7 35,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 367,832 6,345,216 SH   DFND 1,5 316,727 0 6,028,489
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,022 52,137 SH   DFND 2 52,137 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 377 6,511 SH   DFND 3 6,511 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 28,591 493,195 SH   DFND 6 478,595 0 14,600
FORTUNE BRANDS HOME & SEC IN COM 34964C106 34,028 586,990 SH   DFND 7 586,990 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2,483 143,448 SH   DFND 1,5 348 0 143,100
FORWARD AIR CORP COM 349853101 9,271 208,200 SH   DFND 1,5 0 0 208,200
FOSSIL GROUP INC COM 34988V106 205,870 7,215,923 SH   DFND 1,5 1,790,923 0 5,425,000
FOUNDATION MEDICINE INC COM 350465100 6,621 354,800 SH   DFND 1,5 0 0 354,800
FOUR CORNERS PPTY TR INC COM 35086T109 1,882 91,410 SH   DFND 1,5 19,258 0 72,152
FRANCO NEVADA CORP COM 351858105 874,813 11,504,624 SH   DFND 1,5 680,230 0 10,824,394
FRANCO NEVADA CORP COM 351858105 24,628 323,800 SH   DFND 1,10 6,700 0 317,100
FRANCO NEVADA CORP COM 351858105 2,427 31,922 SH   DFND 6 1,222 0 30,700
FRANCO NEVADA CORP COM 351858105 6,106 80,300 SH   DFND 7 72,100 0 8,200
FRANCO NEVADA CORP COM 351858105 469,136 6,169,582 SH   DFND 11 4,875,268 0 1,294,314
FRANCO NEVADA CORP COM 351858105 217 2,855 SH   DFND   2,855 0 0
FRANKLIN ELEC INC COM 353514102 8,454 255,787 SH   DFND 6 255,787 0 0
FRANKLIN ELEC INC COM 353514102 3,583 108,400 SH   DFND 7 108,400 0 0
FRANKLIN RES INC COM 354613101 266,771 7,994,340 SH   DFND 1,5 308,000 0 7,686,340
FRANKLIN RES INC COM 354613101 4,182 125,334 SH   DFND 2 125,334 0 0
FRANKLIN RES INC COM 354613101 4,366 130,824 SH   DFND 3 130,824 0 0
FRANKLIN RES INC COM 354613101 614 18,400 SH   DFND 6 18,400 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 42,945 3,500,000 SH   DFND 1,5 0 0 3,500,000
FRANKS INTL N V COM N33462107 87,988 6,022,429 SH   DFND 1,5 301 0 6,022,128
FRANKS INTL N V COM N33462107 641 43,900 SH   DFND 6 43,900 0 0
FREEPORT-MCMORAN INC CL B 35671D857 142,041 12,750,504 SH   DFND 1,5 474,158 0 12,276,346
FREEPORT-MCMORAN INC CL B 35671D857 4,603 413,200 SH   DFND 1,10 0 0 413,200
FREEPORT-MCMORAN INC CL B 35671D857 4,744 425,870 SH   DFND 2 425,870 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,299 385,927 SH   DFND 3 385,927 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,219 288,994 SH   DFND 6 178,714 0 110,280
FREEPORT-MCMORAN INC CL B 35671D857 12,358 1,109,311 SH   DFND 7 591,171 0 518,140
FRESH DEL MONTE PRODUCE INC ORD G36738105 417,037 7,661,900 SH   DFND 1,5 1,156,300 0 6,505,600
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 46,519 490,600 SH   DFND 1,5 133,700 0 356,900
FRONTIER COMMUNICATIONS CORP COM 35906A108 161,787 32,750,322 SH   DFND 1,5 39,322 0 32,711,000
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,971 398,981 SH   DFND 2 398,981 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 434 87,823 SH   DFND 3 87,823 0 0
FTD COS INC COM 30281V108 19,646 787,100 SH   DFND 11 787,100 0 0
FTI CONSULTING INC COM 302941109 114,614 2,817,442 SH   DFND 1,5 0 0 2,817,442
FULLER H B CO COM 359694106 1,144 26,000 SH   DFND 1,5 0 0 26,000
FUNCTIONX INC NEW COM NEW 36077T108 16 56,268 SH   DFND 1,5 0 0 56,268
FUTUREFUEL CORPORATION COM 36116M106 383 35,210 SH   DFND 1,5 35,210 0 0
G & K SVCS INC CL A 361268105 21,149 276,200 SH   DFND 1,5 0 0 276,200
G-III APPAREL GROUP LTD COM 36237H101 275,957 6,035,807 SH   DFND 1,5 16,799 0 6,019,008
G-III APPAREL GROUP LTD COM 36237H101 2,207 48,279 SH   DFND 6 48,279 0 0
GALAPAGOS NV SPON ADR 36315X101 255,769 4,610,950 SH   DFND 1,5 414,000 0 4,196,950
GALLAGHER ARTHUR J & CO COM 363576109 36,576 768,400 SH   DFND 1,5 0 0 768,400
GALLAGHER ARTHUR J & CO COM 363576109 2,868 60,244 SH   DFND 2 60,244 0 0
GALLAGHER ARTHUR J & CO COM 363576109 323 6,783 SH   DFND 3 6,783 0 0
GALLAGHER ARTHUR J & CO COM 363576109 17,090 359,030 SH   DFND 6 359,030 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,590 117,440 SH   DFND 7 117,440 0 0
GAMCO INVESTORS INC CL A COM 361438104 819 25,000 SH   DFND 1,5 25,000 0 0
GAMESTOP CORP NEW CL A 36467W109 381,188 14,341,175 SH   DFND 1,5 1,191,116 0 13,150,059
GAMESTOP CORP NEW CL A 36467W109 33,225 1,250,000 SH   DFND 11 1,250,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 244,524 7,091,770 SH   DFND 1,5 6,122,669 0 969,101
GAMING & LEISURE PPTYS INC COM 36467J108 8,266 239,721 SH   DFND 6 239,721 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,093 89,700 SH   DFND 7 10,100 0 79,600
GANNETT CO INC COM 36473H104 22,851 1,654,657 SH   DFND 1,5 170,184 0 1,484,473
GAP INC DEL COM 364760108 2,556 120,430 SH   DFND 1,5 5,430 0 115,000
GAP INC DEL COM 364760108 1,637 77,151 SH   DFND 2 77,151 0 0
GAP INC DEL COM 364760108 298 14,050 SH   DFND 3 14,050 0 0
GARMIN LTD SHS H2906T109 1,692 39,895 SH   DFND 2 39,895 0 0
GARMIN LTD SHS H2906T109 536 12,624 SH   DFND 3 12,624 0 0
GARTNER INC COM 366651107 206,109 2,115,896 SH   DFND 1,5 130,619 0 1,985,277
GARTNER INC COM 366651107 224 2,297 SH   DFND 3 2,297 0 0
GASLOG LTD SHS G37585109 84,728 6,527,551 SH   DFND 1,5 418,718 0 6,108,833
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 9,944 523,900 SH   DFND 1,5 0 0 523,900
GATX CORP COM 361448103 8,654 196,814 SH   DFND 1,5 0 0 196,814
GENCOR INDS INC COM 368678108 3,244 209,000 SH   DFND 1,5 19,900 0 189,100
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 85 14,937 SH   DFND 1,5 0 0 14,937
GENER8 MARITIME INC COM Y26889108 2,957 462,100 SH   DFND 1,5 0 0 462,100
GENERAC HLDGS INC COM 368736104 60,376 1,727,015 SH   DFND 1,5 40,800 0 1,686,215
GENERAC HLDGS INC COM 368736104 41,791 1,195,400 SH   DFND 11 1,195,400 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 1,907 3,328,000 PRN   DFND 1,5 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 7,642 483,669 SH   DFND 1,5 0 0 483,669
GENERAL DYNAMICS CORP COM 369550108 1,041,800 7,482,046 SH   DFND 1,5 191,082 0 7,290,964
GENERAL DYNAMICS CORP COM 369550108 13,606 97,717 SH   DFND 2 97,717 0 0
GENERAL DYNAMICS CORP COM 369550108 40,726 292,485 SH   DFND 3 292,485 0 0
GENERAL DYNAMICS CORP COM 369550108 2,825 20,288 SH   DFND 6 20,288 0 0
GENERAL DYNAMICS CORP COM 369550108 7,213 51,803 SH   DFND 7 44,981 0 6,822
GENERAL ELECTRIC CO COM 369604103 4,293,809 136,397,987 SH   DFND 1,5 4,426,107 0 131,971,880
GENERAL ELECTRIC CO COM 369604103 98,456 3,127,568 SH   DFND 2 3,127,568 0 0
GENERAL ELECTRIC CO COM 369604103 140,851 4,474,306 SH   DFND 3 4,474,306 0 0
GENERAL ELECTRIC CO COM 369604103 61,477 1,952,888 SH   DFND 6 1,677,063 0 275,825
GENERAL ELECTRIC CO COM 369604103 112,592 3,576,633 SH   DFND 7 817,737 0 2,758,896
GENERAL GROWTH PPTYS INC NEW COM 370023103 681,122 22,841,097 SH   DFND 1,5 13,207,079 0 9,634,018
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,912 198,256 SH   DFND 2 198,256 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 16,284 546,088 SH   DFND 6 546,088 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 6,161 206,600 SH   DFND 7 23,400 0 183,200
GENERAL GROWTH PPTYS INC NEW COM 370023103 16,189 542,900 SH   DFND 11 542,900 0 0
GENERAL MLS INC COM 370334104 116,245 1,629,908 SH   DFND 1,5 352,008 0 1,277,900
GENERAL MLS INC COM 370334104 14,418 202,164 SH   DFND 2 202,164 0 0
GENERAL MLS INC COM 370334104 15,909 223,060 SH   DFND 3 223,060 0 0
GENERAL MLS INC COM 370334104 1,030 14,437 SH   DFND 6 14,437 0 0
GENERAL MLS INC COM 370334104 4,085 57,274 SH   DFND 7 57,274 0 0
GENERAL MTRS CO COM 37045V100 1,074,877 37,981,502 SH   DFND 1,5 2,647,953 0 35,333,549
GENERAL MTRS CO *W EXP 07/10/201 37045V118 21,574 1,171,243 SH   DFND 1,5 80,844 0 1,090,399
GENERAL MTRS CO *W EXP 07/10/201 37045V126 10,271 983,794 SH   DFND 1,5 80,844 0 902,950
GENERAL MTRS CO COM 37045V100 13,487 476,581 SH   DFND 2 476,581 0 0
GENERAL MTRS CO COM 37045V100 36,700 1,296,819 SH   DFND 3 1,296,819 0 0
GENERAL MTRS CO COM 37045V100 19,634 693,784 SH   DFND 6 446,230 0 247,554
GENERAL MTRS CO COM 37045V100 52,127 1,841,959 SH   DFND 7 892,588 0 949,371
GENESCO INC COM 371532102 199,843 3,107,501 SH   DFND 1,5 0 0 3,107,501
GENESEE & WYO INC CL A 371559105 355,117 6,024,029 SH   DFND 1,5 143,888 0 5,880,141
GENESEE & WYO INC CL A 371559105 23,340 395,925 SH   DFND 6 395,925 0 0
GENESEE & WYO INC CL A 371559105 6,879 116,689 SH   DFND 7 116,689 0 0
GENMARK DIAGNOSTICS INC COM 372309104 55,838 6,418,138 SH   DFND 1,5 474,748 0 5,943,390
GENOCEA BIOSCIENCES INC COM 372427104 17,357 4,233,337 SH   DFND 1,5 204,600 0 4,028,737
GENOCEA BIOSCIENCES INC COM 372427104 44 10,700 SH   DFND 6 10,700 0 0
GENOMIC HEALTH INC COM 37244C101 13,599 525,148 SH   DFND 1,5 0 0 525,148
GENPACT LIMITED SHS G3922B107 185,957 6,928,350 SH   DFND 1,5 44,885 0 6,883,465
GENPACT LIMITED SHS G3922B107 51,222 1,908,427 SH   DFND 6 1,908,427 0 0
GENPACT LIMITED SHS G3922B107 8,040 299,571 SH   DFND 7 299,571 0 0
GENTEX CORP COM 371901109 190,264 12,314,818 SH   DFND 1,5 1,240,946 0 11,073,872
GENTHERM INC COM 37253A103 4,502 131,450 SH   DFND 6 131,450 0 0
GENTHERM INC COM 37253A103 2,071 60,470 SH   DFND 7 60,470 0 0
GENUINE PARTS CO COM 372460105 5,153 50,889 SH   DFND 2 50,889 0 0
GENUINE PARTS CO COM 372460105 4,032 39,826 SH   DFND 3 39,826 0 0
GENWORTH FINL INC COM CL A 37247D106 76,273 29,563,300 SH   DFND 1,5 1,532,400 0 28,030,900
GEO GROUP INC NEW COM 36162J106 122,322 3,578,750 SH   DFND 1,5 0 0 3,578,750
GEOSPACE TECHNOLOGIES CORP COM 37364X109 32,277 1,971,700 SH   DFND 1,5 136,400 0 1,835,300
GERMAN AMERN BANCORP INC COM 373865104 20,054 627,277 SH   DFND 1,5 987 0 626,290
GERON CORP COM 374163103 63,541 23,709,425 SH   DFND 1,5 0 0 23,709,425
GIBRALTAR INDS INC COM 374689107 35,682 1,130,244 SH   DFND 1,5 1,322 0 1,128,922
GILDAN ACTIVEWEAR INC COM 375916103 314,737 10,745,880 SH   DFND 1,5 903,700 0 9,842,180
GILDAN ACTIVEWEAR INC COM 375916103 34,444 1,174,979 SH   DFND 6 1,001,925 0 173,054
GILDAN ACTIVEWEAR INC COM 375916103 21,706 740,881 SH   DFND 7 692,081 0 48,800
GILDAN ACTIVEWEAR INC COM 375916103 253,621 8,659,253 SH   DFND 11 7,868,053 0 791,200
GILEAD SCIENCES INC COM 375558103 5,435,947 65,163,589 SH   DFND 1,5 4,309,749 0 60,853,840
GILEAD SCIENCES INC COM 375558103 37,787 452,971 SH   DFND 2 452,971 0 0
GILEAD SCIENCES INC COM 375558103 63,683 763,396 SH   DFND 3 763,396 0 0
GILEAD SCIENCES INC COM 375558103 58,902 706,092 SH   DFND 6 500,269 0 205,823
GILEAD SCIENCES INC COM 375558103 169,063 2,026,652 SH   DFND 7 1,106,384 0 920,268
GILEAD SCIENCES INC COM 375558103 66,736 800,000 SH   DFND 11 800,000 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 816,962 18,850,068 SH   DFND 1,5 267,453 0 18,582,615
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 34,954 806,513 SH   DFND 3 806,513 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 11,415 263,380 SH   DFND 6 263,380 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 33,867 781,417 SH   DFND 7 0 0 781,417
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 85,373 5,146,047 SH   DFND 1,5 226,891 0 4,919,156
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 3,675 221,545 SH   DFND 6 202,645 0 18,900
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,752 165,869 SH   DFND 7 110,669 0 55,200
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 19,121 700,648 SH   DFND 1,5 200,263 0 500,385
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,753 174,160 SH   DFND 6 174,160 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,315 84,840 SH   DFND 7 84,840 0 0
GLOBAL PMTS INC COM 37940X102 989,590 13,863,690 SH   DFND 1,5 182,160 0 13,681,530
GLOBAL PMTS INC COM 37940X102 44,584 624,600 SH   DFND 1,9 0 0 624,600
GLOBAL PMTS INC COM 37940X102 36,175 506,800 SH   DFND 1,10 10,400 0 496,400
GLOBAL PMTS INC COM 37940X102 3,739 52,377 SH   DFND 2 52,377 0 0
GLOBAL PMTS INC COM 37940X102 891 12,486 SH   DFND 3 12,486 0 0
GLOBAL PMTS INC COM 37940X102 12,530 175,538 SH   DFND 6 151,838 0 23,700
GLOBAL PMTS INC COM 37940X102 15,177 212,625 SH   DFND 7 151,425 0 61,200
GLOBAL X FDS GLB X FTSE PT 20 37950E192 124 13,200 SH   DFND 1,5 13,200 0 0
GLOBALSTAR INC COM 378973408 5,309 4,387,317 SH   DFND 1,5 0 0 4,387,317
GLOBANT S A COM L44385109 12,587 319,871 SH   DFND 1,5 0 0 319,871
GNC HLDGS INC COM CL A 36191G107 276,070 11,365,588 SH   DFND 1,5 715,764 0 10,649,824
GNC HLDGS INC COM CL A 36191G107 1,060 43,649 SH   DFND 3 43,649 0 0
GNC HLDGS INC COM CL A 36191G107 17,039 701,483 SH   DFND 6 684,683 0 16,800
GNC HLDGS INC COM CL A 36191G107 1,290 53,100 SH   DFND 7 27,900 0 25,200
GODADDY INC CL A 380237107 381,719 12,238,511 SH   DFND 1,5 425,279 0 11,813,232
GOGO INC COM 38046C109 30,420 3,625,700 SH   DFND 1,5 39,658 0 3,586,042
GOGO INC COM 38046C109 14,885 1,774,088 SH   DFND 6 1,676,388 0 97,700
GOGO INC COM 38046C109 7,098 846,030 SH   DFND 7 777,430 0 68,600
GOLAR LNG LTD BERMUDA SHS G9456A100 144,577 9,327,566 SH   DFND 1,5 227,100 0 9,100,466
GOLAR LNG LTD BERMUDA SHS G9456A100 420 27,100 SH   DFND 6 27,100 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 14,343 782,500 SH   DFND 1,5 0 0 782,500
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 23,571 4,810,326 SH   DFND 1,5 0 0 4,810,326
GOLD STD VENTURES CORP COM 380738104 4,625 2,489,500 SH   DFND 1,5 0 0 2,489,500
GOLDCORP INC NEW COM 380956409 129,307 6,758,024 SH   DFND 1,5 126,184 0 6,631,840
GOLDCORP INC NEW COM 380956409 5,184 270,923 SH   DFND 3 270,923 0 0
GOLDCORP INC NEW COM 380956409 16,787 877,355 SH   DFND 6 467,374 0 409,981
GOLDCORP INC NEW COM 380956409 11,073 578,707 SH   DFND 7 478,807 0 99,900
GOLDCORP INC NEW COM 380956409 191,190 9,992,240 SH   DFND 11 6,959,540 0 3,032,700
GOLDMAN SACHS GROUP INC COM 38141G104 830,136 5,587,133 SH   DFND 1,5 4,573 0 5,582,560
GOLDMAN SACHS GROUP INC COM 38141G104 19,522 131,391 SH   DFND 2 131,391 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,019 74,159 SH   DFND 3 74,159 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,820 39,171 SH   DFND 6 31,190 0 7,981
GOLDMAN SACHS GROUP INC COM 38141G104 17,962 120,893 SH   DFND 7 77,270 0 43,623
GOODYEAR TIRE & RUBR CO COM 382550101 2,321 90,451 SH   DFND 2 90,451 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 207 8,077 SH   DFND 3 8,077 0 0
GP STRATEGIES CORP COM 36225V104 4,370 201,464 SH   DFND 1,5 907 0 200,557
GRACE W R & CO DEL NEW COM 38388F108 340,395 4,649,563 SH   DFND 1,5 73,164 0 4,576,399
GRACE W R & CO DEL NEW COM 38388F108 1,892 25,839 SH   DFND 6 25,839 0 0
GRAHAM HLDGS CO COM 384637104 677 1,382 SH   DFND 3 1,382 0 0
GRAINGER W W INC COM 384802104 26,338 115,900 SH   DFND 1,5 0 0 115,900
GRAINGER W W INC COM 384802104 4,360 19,188 SH   DFND 2 19,188 0 0
GRAINGER W W INC COM 384802104 6,508 28,639 SH   DFND 3 28,639 0 0
GRAMERCY PPTY TR COM 385002100 221,895 24,066,753 SH   DFND 1,5 19,557,987 0 4,508,766
GRAMERCY PPTY TR COM 385002100 242 26,229 SH   DFND 3 26,229 0 0
GRAN TIERRA ENERGY INC COM 38500T101 7,388 2,199,400 SH   DFND 1,5 0 0 2,199,400
GRAND CANYON ED INC COM 38526M106 32,455 813,011 SH   DFND 1,5 1,011 0 812,000
GRAND CANYON ED INC COM 38526M106 13,685 342,800 SH   DFND 6 342,800 0 0
GRAND CANYON ED INC COM 38526M106 1,792 44,900 SH   DFND 7 44,900 0 0
GRANITE CONSTR INC COM 387328107 10,253 225,100 SH   DFND 1,5 100 0 225,000
GRAPHIC PACKAGING HLDG CO COM 388689101 397,487 31,697,552 SH   DFND 1,5 227 0 31,697,325
GRAPHIC PACKAGING HLDG CO COM 388689101 23,910 1,906,709 SH   DFND 6 1,906,709 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 6,425 512,340 SH   DFND 7 512,340 0 0
GRAY TELEVISION INC COM 389375106 31,688 2,920,597 SH   DFND 1,5 9,100 0 2,911,497
GRAY TELEVISION INC COM 389375106 253 23,300 SH   DFND 7 23,300 0 0
GREAT AJAX CORP COM 38983D300 21,435 1,545,413 SH   DFND 1,5 0 0 1,545,413
GREAT PLAINS ENERGY INC COM 391164100 22,620 744,075 SH   DFND 1,5 75 0 744,000
GREAT WESTN BANCORP INC COM 391416104 51,644 1,637,428 SH   DFND 6 1,637,428 0 0
GREAT WESTN BANCORP INC COM 391416104 17,327 549,360 SH   DFND 7 489,960 0 59,400
GREEN DOT CORP CL A 39304D102 12,645 550,000 SH   DFND 1,5 50,000 0 500,000
GREENHILL & CO INC COM 395259104 13,295 825,805 SH   DFND 1,5 112,862 0 712,943
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 15,098 748,920 SH   DFND 1,5 0 0 748,920
GRIFOLS S A SP ADR REP B NVT 398438408 38,257 2,294,960 SH   DFND 1,5 0 0 2,294,960
GROUPE CGI INC CL A SUB VTG 39945C109 223,792 5,238,780 SH   DFND 1,5 530,300 0 4,708,480
GROUPE CGI INC CL A SUB VTG 39945C109 1,659 38,844 SH   DFND 6 10,444 0 28,400
GROUPE CGI INC CL A SUB VTG 39945C109 8,582 200,901 SH   DFND 7 182,001 0 18,900
GROUPE CGI INC CL A SUB VTG 39945C109 675,709 15,817,755 SH   DFND 11 13,475,870 0 2,341,885
GROUPON INC COM CL A 399473107 231,407 71,202,026 SH   DFND 1,5 2,418,231 0 68,783,795
GROUPON INC COM CL A 399473107 2,970 913,800 SH   DFND 1,9 0 0 913,800
GROUPON INC COM CL A 399473107 432 133,000 SH   DFND 6 133,000 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 29,998 982,259 SH   DFND 1,5 106,351 0 875,908
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,013 33,172 SH   DFND 1,10 33,172 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 4,602 150,700 SH   DFND 6 110,200 0 40,500
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 3,622 118,600 SH   DFND 7 118,600 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 15,098 1,180,456 SH   DFND 1,5 24,504 0 1,155,952
GSI TECHNOLOGY COM 36241U106 255 61,185 SH   DFND 1,5 0 0 61,185
GTT COMMUNICATIONS INC COM 362393100 2,645 143,125 SH   DFND 1,5 0 0 143,125
GUESS INC COM 401617105 188,035 12,494,000 SH   DFND 1,5 1,440,000 0 11,054,000
GULFMARK OFFSHORE INC CL A NEW 402629208 10,155 3,244,530 SH   DFND 1,5 69,800 0 3,174,730
GULFPORT ENERGY CORP COM NEW 402635304 33,149 1,060,432 SH   DFND 1,5 382 0 1,060,050
GW PHARMACEUTICALS PLC ADS 36197T103 145,705 1,591,183 SH   DFND 1,5 6,655 0 1,584,528
GW PHARMACEUTICALS PLC ADS 36197T103 784 8,565 SH   DFND 6 8,565 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 200 12,200 SH   DFND 1,5 0 0 12,200
HACKETT GROUP INC COM 404609109 7,337 528,967 SH   DFND 6 528,967 0 0
HACKETT GROUP INC COM 404609109 979 70,600 SH   DFND 7 70,600 0 0
HAEMONETICS CORP COM 405024100 495 17,079 SH   DFND 3 17,079 0 0
HAEMONETICS CORP COM 405024100 722 24,900 SH   DFND 6 24,900 0 0
HAEMONETICS CORP COM 405024100 38,125 1,315,100 SH   DFND 11 1,315,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 187,166 3,762,137 SH   DFND 1,5 195,060 0 3,567,077
HAIN CELESTIAL GROUP INC COM 405217100 291 5,842 SH   DFND 3 5,842 0 0
HAIN CELESTIAL GROUP INC COM 405217100 2,915 58,600 SH   DFND 6 58,600 0 0
HALLIBURTON CO COM 406216101 485,408 10,717,780 SH   DFND 1,5 437,056 0 10,280,724
HALLIBURTON CO COM 406216101 13,236 292,248 SH   DFND 2 292,248 0 0
HALLIBURTON CO COM 406216101 25,582 564,840 SH   DFND 3 564,840 0 0
HALLIBURTON CO COM 406216101 17,714 391,113 SH   DFND 6 211,893 0 179,220
HALLIBURTON CO COM 406216101 63,759 1,407,788 SH   DFND 7 882,388 0 525,400
HALOZYME THERAPEUTICS INC COM 40637H109 57,745 6,691,247 SH   DFND 1,5 600 0 6,690,647
HALYARD HEALTH INC COM 40650V100 2,819 86,682 SH   DFND 1,5 18,428 0 68,254
HANDY & HARMAN LTD COM 410315105 8,328 318,000 SH   DFND 1,5 80,850 0 237,150
HANESBRANDS INC COM 410345102 20,202 803,900 SH   DFND 1,5 0 0 803,900
HANESBRANDS INC COM 410345102 3,227 128,399 SH   DFND 2 128,399 0 0
HANESBRANDS INC COM 410345102 310 12,350 SH   DFND 3 12,350 0 0
HANESBRANDS INC COM 410345102 10,888 433,250 SH   DFND 6 433,250 0 0
HANESBRANDS INC COM 410345102 3,589 142,830 SH   DFND 7 142,830 0 0
HANESBRANDS INC COM 410345102 177,267 7,054,000 SH   DFND 11 7,054,000 0 0
HANMI FINL CORP COM NEW 410495204 47,821 2,035,799 SH   DFND 6 2,035,799 0 0
HANMI FINL CORP COM NEW 410495204 11,740 499,787 SH   DFND 7 431,287 0 68,500
HANOVER INS GROUP INC COM 410867105 34,957 413,100 SH   DFND 1,5 3,300 0 409,800
HARLEY DAVIDSON INC COM 412822108 15,335 338,520 SH   DFND 1,5 25,000 0 313,520
HARLEY DAVIDSON INC COM 412822108 2,790 61,591 SH   DFND 2 61,591 0 0
HARLEY DAVIDSON INC COM 412822108 1,495 32,994 SH   DFND 3 32,994 0 0
HARLEY DAVIDSON INC COM 412822108 331 7,300 SH   DFND 6 7,300 0 0
HARLEY DAVIDSON INC COM 412822108 906 20,000 SH   DFND 11 20,000 0 0
HARMAN INTL INDS INC COM 413086109 135,024 1,880,040 SH   DFND 1,5 2,500 0 1,877,540
HARMAN INTL INDS INC COM 413086109 1,723 23,997 SH   DFND 2 23,997 0 0
HARMAN INTL INDS INC COM 413086109 358 4,988 SH   DFND 3 4,988 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 6,898 1,910,900 SH   DFND 1,5 0 0 1,910,900
HARRIS CORP DEL COM 413875105 124,517 1,492,297 SH   DFND 1,5 13,660 0 1,478,637
HARRIS CORP DEL COM 413875105 3,540 42,421 SH   DFND 2 42,421 0 0
HARRIS CORP DEL COM 413875105 2,823 33,827 SH   DFND 3 33,827 0 0
HARTE-HANKS INC COM 416196103 1,417 891,000 SH   DFND 1,5 86,500 0 804,500
HARTFORD FINL SVCS GROUP INC COM 416515104 308,479 6,950,850 SH   DFND 1,5 661,850 0 6,289,000
HARTFORD FINL SVCS GROUP INC COM 416515104 5,938 133,796 SH   DFND 2 133,796 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,361 98,262 SH   DFND 3 98,262 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,018 90,530 SH   DFND 6 57,529 0 33,001
HARTFORD FINL SVCS GROUP INC COM 416515104 14,767 332,729 SH   DFND 7 332,729 0 0
HASBRO INC COM 418056107 187,925 2,237,471 SH   DFND 1,5 92,177 0 2,145,294
HASBRO INC COM 418056107 3,206 38,172 SH   DFND 2 38,172 0 0
HASBRO INC COM 418056107 3,513 41,826 SH   DFND 3 41,826 0 0
HATTERAS FINL CORP COM 41902R103 10,980 669,500 SH   DFND 1,5 0 0 669,500
HAWAIIAN HOLDINGS INC COM 419879101 8,761 230,800 SH   DFND 1,5 0 0 230,800
HAYNES INTERNATIONAL INC COM NEW 420877201 44,912 1,400,000 SH   DFND 1,5 0 0 1,400,000
HCA HOLDINGS INC COM 40412C101 507,705 6,592,712 SH   DFND 1,5 794,012 0 5,798,700
HCA HOLDINGS INC COM 40412C101 7,887 102,412 SH   DFND 2 102,412 0 0
HCA HOLDINGS INC COM 40412C101 38,141 495,270 SH   DFND 3 495,270 0 0
HCA HOLDINGS INC COM 40412C101 13,837 179,678 SH   DFND 6 143,978 0 35,700
HCA HOLDINGS INC COM 40412C101 47,811 620,840 SH   DFND 7 567,840 0 53,000
HCA HOLDINGS INC COM 40412C101 67,191 872,500 SH   DFND 11 872,500 0 0
HCP INC COM 40414L109 167,087 4,722,628 SH   DFND 1,5 2,853,728 0 1,868,900
HCP INC COM 40414L109 5,621 158,863 SH   DFND 2 158,863 0 0
HCP INC COM 40414L109 1,010 28,534 SH   DFND 3 28,534 0 0
HD SUPPLY HLDGS INC COM 40416M105 723,025 20,764,657 SH   DFND 1,5 580,099 0 20,184,558
HD SUPPLY HLDGS INC COM 40416M105 268 7,690 SH   DFND 3 7,690 0 0
HD SUPPLY HLDGS INC COM 40416M105 3,381 97,100 SH   DFND 6 97,100 0 0
HD SUPPLY HLDGS INC COM 40416M105 533 15,300 SH   DFND 7 15,300 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 974,209 14,682,877 SH   DFND 1,5 1,385,155 0 13,297,722
HDFC BANK LTD ADR REPS 3 SHS 40415F101 97,487 1,469,277 SH   DFND 1,10 88,800 0 1,380,477
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,671 40,250 SH   DFND 6 30,800 0 9,450
HDFC BANK LTD ADR REPS 3 SHS 40415F101 301 4,534 SH   DFND 7 4,534 0 0
HEADWATERS INC COM 42210P102 5,486 305,800 SH   DFND 1,5 500 0 305,300
HEALTHCARE RLTY TR COM 421946104 140,138 4,005,100 SH   DFND 1,5 147,100 0 3,858,000
HEALTHCARE RLTY TR COM 421946104 37,943 1,084,400 SH   DFND 6 1,084,400 0 0
HEALTHCARE RLTY TR COM 421946104 14,388 411,200 SH   DFND 7 46,600 0 364,600
HEALTHCARE TR AMER INC CL A NEW 42225P501 7,798 241,130 SH   DFND 1,5 36,910 0 204,220
HEALTHCARE TR AMER INC CL A NEW 42225P501 8,722 269,710 SH   DFND 6 269,710 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,312 102,420 SH   DFND 7 11,810 0 90,610
HEALTHEQUITY INC COM 42226A107 3,073 101,147 SH   DFND 1,5 647 0 100,500
HEALTHEQUITY INC COM 42226A107 1,623 53,400 SH   DFND 1,9 0 0 53,400
HEALTHSOUTH CORP COM NEW 421924309 68,114 1,754,610 SH   DFND 1,5 1,718 0 1,752,892
HEALTHSOUTH CORP *W EXP 01/17/201 421924127 523 309,546 SH   DFND 1,5 673 0 308,873
HEALTHSOUTH CORP COM NEW 421924309 9,275 238,919 SH   DFND 6 238,919 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,658 42,700 SH   DFND 7 42,700 0 0
HEALTHSTREAM INC COM 42222N103 126,219 4,759,404 SH   DFND 1,5 153,700 0 4,605,704
HEARTLAND EXPRESS INC COM 422347104 6,878 395,500 SH   DFND 1,5 36,900 0 358,600
HEARTLAND EXPRESS INC COM 422347104 12,617 725,520 SH   DFND 6 725,520 0 0
HEARTLAND EXPRESS INC COM 422347104 5,989 344,380 SH   DFND 7 307,480 0 36,900
HEARTWARE INTL INC COM 422368100 52,019 900,757 SH   DFND 1,5 78,793 0 821,964
HEICO CORP NEW CL A 422806208 26,178 487,932 SH   DFND 1,5 0 0 487,932
HEICO CORP NEW COM 422806109 23,667 354,247 SH   DFND 1,5 0 0 354,247
HELEN OF TROY CORP LTD COM G4388N106 381,770 3,712,270 SH   DFND 1,5 276,190 0 3,436,080
HELEN OF TROY CORP LTD COM G4388N106 41,677 405,261 SH   DFND 6 405,261 0 0
HELEN OF TROY CORP LTD COM G4388N106 5,934 57,700 SH   DFND 7 57,700 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 14,260 2,109,541 SH   DFND 6 2,109,541 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,723 698,680 SH   DFND 7 698,680 0 0
HELMERICH & PAYNE INC COM 423452101 166,038 2,473,385 SH   DFND 1,5 148,985 0 2,324,400
HELMERICH & PAYNE INC COM 423452101 2,467 36,746 SH   DFND 2 36,746 0 0
HELMERICH & PAYNE INC COM 423452101 577 8,598 SH   DFND 3 8,598 0 0
HELMERICH & PAYNE INC COM 423452101 980 14,600 SH   DFND 6 14,600 0 0
HENRY JACK & ASSOC INC COM 426281101 11,247 128,876 SH   DFND 1,5 276 0 128,600
HENRY JACK & ASSOC INC COM 426281101 221 2,534 SH   DFND 3 2,534 0 0
HERBALIFE LTD COM USD SHS G4412G101 501,099 8,561,402 SH   DFND 1,5 1,014,889 0 7,546,513
HERBALIFE LTD COM USD SHS G4412G101 5,376 91,845 SH   DFND 6 91,845 0 0
HERC HLDGS INC COM 42704L104 108,157 9,770,287 SH   DFND 1,5 16,594 0 9,753,693
HERON THERAPEUTICS INC COM 427746102 99,156 5,493,420 SH   DFND 1,5 339,318 0 5,154,102
HERSHEY CO COM 427866108 440,249 3,879,184 SH   DFND 1,5 329,284 0 3,549,900
HERSHEY CO COM 427866108 5,424 47,797 SH   DFND 2 47,797 0 0
HERSHEY CO COM 427866108 36,740 323,729 SH   DFND 3 323,729 0 0
HERSHEY CO COM 427866108 5,230 46,084 SH   DFND 6 46,084 0 0
HERSHEY CO COM 427866108 4,233 37,297 SH   DFND 7 37,297 0 0
HESS CORP COM 42809H107 379,899 6,321,112 SH   DFND 1,5 137,269 0 6,183,843
HESS CORP COM 42809H107 5,388 89,657 SH   DFND 2 89,657 0 0
HESS CORP COM 42809H107 15,521 258,253 SH   DFND 3 258,253 0 0
HESS CORP COM 42809H107 25,203 419,350 SH   DFND 6 336,463 0 82,887
HESS CORP COM 42809H107 74,804 1,244,660 SH   DFND 7 1,118,860 0 125,800
HEWLETT PACKARD ENTERPRISE C COM 42824C109 432,042 23,647,626 SH   DFND 1,5 918,100 0 22,729,526
HEWLETT PACKARD ENTERPRISE C COM 42824C109 10,326 565,172 SH   DFND 2 565,172 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 10,034 549,205 SH   DFND 3 549,205 0 0
HEXCEL CORP NEW COM 428291108 74,611 1,791,800 SH   DFND 1,5 0 0 1,791,800
HFF INC CL A 40418F108 595 20,600 SH   DFND 1,5 10,600 0 10,000
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 24,672 1,887,665 SH   DFND 1,5 0 0 1,887,665
HIBBETT SPORTS INC COM 428567101 117,006 3,363,207 SH   DFND 1,5 157,300 0 3,205,907
HIGHWOODS PPTYS INC COM 431284108 161,680 3,062,127 SH   DFND 1,5 1,682,204 0 1,379,923
HIGHWOODS PPTYS INC COM 431284108 8,664 164,100 SH   DFND 6 164,100 0 0
HIGHWOODS PPTYS INC COM 431284108 3,252 61,600 SH   DFND 7 7,100 0 54,500
HILL ROM HLDGS INC COM 431475102 244,852 4,853,350 SH   DFND 1,5 550 0 4,852,800
HILL ROM HLDGS INC COM 431475102 5,843 115,827 SH   DFND 6 115,827 0 0
HILL ROM HLDGS INC COM 431475102 2,462 48,800 SH   DFND 7 48,800 0 0
HILLENBRAND INC COM 431571108 112,893 3,758,099 SH   DFND 1,5 48,000 0 3,710,099
HILLTOP HOLDINGS INC COM 432748101 86,206 4,106,983 SH   DFND 1,5 1,486 0 4,105,497
HILTON WORLDWIDE HLDGS INC COM 43300A104 561,724 24,932,272 SH   DFND 1,5 100,963 0 24,831,309
HILTON WORLDWIDE HLDGS INC COM 43300A104 13,550 601,400 SH   DFND 6 601,400 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 4,803 213,200 SH   DFND 7 24,100 0 189,100
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 391 47,300 SH   DFND 1,5 47,300 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 34,922 4,227,797 SH   DFND 1,9 951 0 4,226,846
HINGHAM INSTN SVGS MASS COM 433323102 2,471 20,100 SH   DFND 1,5 10,000 0 10,100
HISTOGENICS CORP COM 43358V109 2,958 1,729,620 SH   DFND 1,5 0 0 1,729,620
HNI CORP COM 404251100 94,900 2,041,294 SH   DFND 1,5 0 0 2,041,294
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 5,130 287,400 SH   DFND 1,5 0 0 287,400
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 13,947 781,355 SH   DFND 1,10 15,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 42,264 1,778,047 SH   DFND 1,5 113,973 0 1,664,074
HOLOGIC INC COM 436440101 93,235 2,694,666 SH   DFND 1,5 142 0 2,694,524
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 24,260 18,916,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 2,855 82,505 SH   DFND 2 82,505 0 0
HOLOGIC INC COM 436440101 214 6,199 SH   DFND 3 6,199 0 0
HOLOGIC INC COM 436440101 319 9,210 SH   DFND 7 9,210 0 0
HOME DEPOT INC COM 437076102 4,871,008 38,147,139 SH   DFND 1,5 1,787,074 0 36,360,065
HOME DEPOT INC COM 437076102 54,026 423,104 SH   DFND 2 423,104 0 0
HOME DEPOT INC COM 437076102 49,632 388,688 SH   DFND 3 388,688 0 0
HOME DEPOT INC COM 437076102 67,013 524,812 SH   DFND 6 373,962 0 150,850
HOME DEPOT INC COM 437076102 205,140 1,606,545 SH   DFND 7 947,515 0 659,030
HOMETRUST BANCSHARES INC COM 437872104 604 32,659 SH   DFND 6 32,659 0 0
HONDA MOTOR LTD AMERN SHS 438128308 438 17,295 SH   DFND 1,5 0 0 17,295
HONEYWELL INTL INC COM 438516106 1,416,308 12,175,965 SH   DFND 1,5 766,216 0 11,409,749
HONEYWELL INTL INC COM 438516106 30,151 259,206 SH   DFND 2 259,206 0 0
HONEYWELL INTL INC COM 438516106 38,674 332,477 SH   DFND 3 332,477 0 0
HONEYWELL INTL INC COM 438516106 19,319 166,085 SH   DFND 6 154,185 0 11,900
HONEYWELL INTL INC COM 438516106 91,654 787,949 SH   DFND 7 449,579 0 338,370
HORIZON BANCORP IND COM 440407104 1,508 60,000 SH   DFND 1,5 60,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 21,388 23,600,000 PRN   DFND 1,5 0 0 0
HORIZON PHARMA PLC SHS G4617B105 379,966 23,070,190 SH   DFND 1,5 408,300 0 22,661,890
HORIZON PHARMA PLC SHS G4617B105 4,281 259,926 SH   DFND 6 259,926 0 0
HORIZON PHARMA PLC SHS G4617B105 384 23,300 SH   DFND 7 23,300 0 0
HORMEL FOODS CORP COM 440452100 3,364 91,908 SH   DFND 2 91,908 0 0
HORMEL FOODS CORP COM 440452100 1,088 29,726 SH   DFND 3 29,726 0 0
HORMEL FOODS CORP COM 440452100 797 21,780 SH   DFND 6 21,780 0 0
HORMEL FOODS CORP COM 440452100 3,023 82,606 SH   DFND 7 82,606 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 26,831 3,217,170 SH   DFND 1,5 0 0 3,217,170
HORTONWORKS INC COM 440894103 38,311 3,583,800 SH   DFND 1,5 734,700 0 2,849,100
HORTONWORKS INC COM 440894103 10,770 1,007,500 SH   DFND 1,9 0 0 1,007,500
HOST HOTELS & RESORTS INC COM 44107P104 772,055 47,628,323 SH   DFND 1,5 29,493,175 0 18,135,148
HOST HOTELS & RESORTS INC COM 44107P104 4,120 254,172 SH   DFND 2 254,172 0 0
HOST HOTELS & RESORTS INC COM 44107P104 18,593 1,147,038 SH   DFND 6 1,147,038 0 0
HOST HOTELS & RESORTS INC COM 44107P104 6,931 427,587 SH   DFND 7 48,400 0 379,187
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 176,265 11,277,342 SH   DFND 1,5 145,400 0 11,131,942
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 5,225 334,300 SH   DFND 6 334,300 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 519 33,200 SH   DFND 7 33,200 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 7,815 500,000 SH   DFND 11 500,000 0 0
HOULIHAN LOKEY INC CL A 441593100 3,033 135,600 SH   DFND 1,5 0 0 135,600
HOUSTON WIRE & CABLE CO COM 44244K109 7,484 1,425,583 SH   DFND 1,5 290,983 0 1,134,600
HOWARD HUGHES CORP COM 44267D107 11,150 97,529 SH   DFND 1,5 0 0 97,529
HOWARD HUGHES CORP COM 44267D107 3,121 27,300 SH   DFND 6 15,800 0 11,500
HOWARD HUGHES CORP COM 44267D107 3,653 31,952 SH   DFND 7 16,852 0 15,100
HP INC COM 40434L105 577,417 46,009,333 SH   DFND 1,5 1,263,656 0 44,745,677
HP INC COM 40434L105 468 37,317 SH   DFND 1,9 0 0 37,317
HP INC COM 40434L105 7,302 581,801 SH   DFND 2 581,801 0 0
HP INC COM 40434L105 4,598 366,372 SH   DFND 3 366,372 0 0
HP INC COM 40434L105 12,693 1,011,392 SH   DFND 6 657,299 0 354,093
HP INC COM 40434L105 23,032 1,835,183 SH   DFND 7 1,093,383 0 741,800
HSBC HLDGS PLC SPON ADR NEW 404280406 220,426 7,040,122 SH   DFND 1,5 0 0 7,040,122
HSN INC COM 404303109 138,377 2,828,070 SH   DFND 1,5 1,270 0 2,826,800
HSN INC COM 404303109 17,439 356,408 SH   DFND 6 356,408 0 0
HSN INC COM 404303109 2,731 55,821 SH   DFND 7 55,821 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 1,751 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 117,970 3,074,537 SH   DFND 1,5 141,451 0 2,933,086
HUB GROUP INC CL A 443320106 9,309 242,620 SH   DFND 6 210,820 0 31,800
HUB GROUP INC CL A 443320106 7,193 187,460 SH   DFND 7 139,360 0 48,100
HUBBELL INC COM 443510607 96,586 915,770 SH   DFND 1,5 0 0 915,770
HUBBELL INC COM 443510607 1,582 15,000 SH   DFND 6 15,000 0 0
HUBSPOT INC COM 443573100 225,451 5,192,325 SH   DFND 1,5 585,971 0 4,606,354
HUBSPOT INC COM 443573100 2,045 47,100 SH   DFND 1,9 0 0 47,100
HUDSON PAC PPTYS INC COM 444097109 92,218 3,160,300 SH   DFND 1,5 3,160,300 0 0
HUGOTON RTY TR TEX UNIT BEN INT 444717102 59 25,000 SH   DFND 1,5 25,000 0 0
HUMANA INC COM 444859102 255,933 1,422,800 SH   DFND 1,5 2,000 0 1,420,800
HUMANA INC COM 444859102 9,118 50,690 SH   DFND 2 50,690 0 0
HUMANA INC COM 444859102 4,542 25,251 SH   DFND 3 25,251 0 0
HUMANA INC COM 444859102 12,736 70,802 SH   DFND 6 63,853 0 6,949
HUMANA INC COM 444859102 55,215 306,954 SH   DFND 7 306,954 0 0
HUNT J B TRANS SVCS INC COM 445658107 600,360 7,418,257 SH   DFND 1,5 121,618 0 7,296,639
HUNT J B TRANS SVCS INC COM 445658107 2,450 30,269 SH   DFND 2 30,269 0 0
HUNT J B TRANS SVCS INC COM 445658107 500 6,179 SH   DFND 3 6,179 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,706 45,787 SH   DFND 6 45,787 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,451 42,643 SH   DFND 7 42,643 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,012 12,500 SH   DFND 11 12,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 586,443 65,597,675 SH   DFND 1,5 406,246 0 65,191,429
HUNTINGTON BANCSHARES INC COM 446150104 2,429 271,706 SH   DFND 2 271,706 0 0
HUNTINGTON BANCSHARES INC COM 446150104 527 58,903 SH   DFND 3 58,903 0 0
HUNTINGTON BANCSHARES INC COM 446150104 164 18,400 SH   DFND 6 18,400 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 501,366 2,983,791 SH   DFND 1,5 1,764 0 2,982,027
HUNTINGTON INGALLS INDS INC COM 446413106 204 1,216 SH   DFND 3 1,216 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 244 1,455 SH   DFND 6 1,455 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 5,790 34,461 SH   DFND 7 34,461 0 0
HUNTSMAN CORP COM 447011107 2,253 167,488 SH   DFND 3 167,488 0 0
HURCO COMPANIES INC COM 447324104 17,338 623,007 SH   DFND 1,5 101,107 0 521,900
HURON CONSULTING GROUP INC COM 447462102 11,244 186,100 SH   DFND 6 186,100 0 0
HURON CONSULTING GROUP INC COM 447462102 4,696 77,720 SH   DFND 7 77,720 0 0
HURON CONSULTING GROUP INC COM 447462102 74,889 1,239,466 SH   DFND 11 1,239,466 0 0
HYATT HOTELS CORP COM CL A 448579102 19,820 403,340 SH   DFND 1,5 70,500 0 332,840
HYSTER YALE MATLS HANDLING I CL A 449172105 15,170 255,000 SH   DFND 1,5 29,800 0 225,200
IAMGOLD CORP COM 450913108 2,645 638,650 SH   DFND 1,5 1,550 0 637,100
ICF INTL INC COM 44925C103 59,122 1,445,532 SH   DFND 1,5 31,319 0 1,414,213
ICF INTL INC COM 44925C103 6,372 155,800 SH   DFND 1,9 0 0 155,800
ICF INTL INC COM 44925C103 33,242 812,766 SH   DFND 6 812,766 0 0
ICF INTL INC COM 44925C103 8,001 195,626 SH   DFND 7 195,626 0 0
ICON PLC SHS G4705A100 18,218 260,222 SH   DFND 1,5 125,222 0 135,000
ICU MED INC COM 44930G107 67,967 602,812 SH   DFND 1,5 312 0 602,500
IDACORP INC COM 451107106 368,714 4,532,446 SH   DFND 1,5 118,165 0 4,414,281
IDEX CORP COM 45167R104 170,895 2,081,545 SH   DFND 1,5 100 0 2,081,445
IDEX CORP COM 45167R104 23,140 281,846 SH   DFND 6 281,846 0 0
IDEX CORP COM 45167R104 8,685 105,782 SH   DFND 7 105,782 0 0
IDEXX LABS INC COM 45168D104 37,402 402,781 SH   DFND 1,5 8,977 0 393,804
IDEXX LABS INC COM 45168D104 277 2,987 SH   DFND 3 2,987 0 0
IDREAMSKY TECHNOLOGY LIMITED SPONSORED ADS 45173K101 955 70,100 SH   DFND 1,9 0 0 70,100
IDT CORP CL B NEW 448947507 1,794 126,430 SH   DFND 1,5 330 0 126,100
IGNYTA INC COM 451731103 7,469 1,378,131 SH   DFND 1,5 0 0 1,378,131
IHS INC CL A 451734107 28,348 245,204 SH   DFND 1,5 14,109 0 231,095
IHS INC CL A 451734107 208 1,800 SH   DFND 6 1,800 0 0
II VI INC COM 902104108 1,179 62,860 SH   DFND 1,5 40,100 0 22,760
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 475 25,900 SH   DFND 1,9 0 0 25,900
ILLINOIS TOOL WKS INC COM 452308109 302,171 2,901,024 SH   DFND 1,5 250,927 0 2,650,097
ILLINOIS TOOL WKS INC COM 452308109 11,458 110,004 SH   DFND 2 110,004 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,432 100,150 SH   DFND 3 100,150 0 0
ILLUMINA INC COM 452327109 103,832 739,652 SH   DFND 1,5 96,439 0 643,213
ILLUMINA INC COM 452327109 7,028 50,065 SH   DFND 2 50,065 0 0
ILLUMINA INC COM 452327109 7,530 53,639 SH   DFND 3 53,639 0 0
IMAGE SENSING SYS INC COM 45244C104 197 88,000 SH   DFND 1,5 8,100 0 79,900
IMMUNE DESIGN CORP COM 45252L103 5,995 734,641 SH   DFND 1,5 0 0 734,641
IMMUNOGEN INC COM 45253H101 9,917 3,219,829 SH   DFND 1,5 0 0 3,219,829
IMMUNOMEDICS INC COM 452907108 2,628 1,132,648 SH   DFND 1,5 0 0 1,132,648
IMPAX LABORATORIES INC COM 45256B101 6,805 236,126 SH   DFND 1,5 26 0 236,100
IMPERIAL OIL LTD COM NEW 453038408 551,057 17,415,318 SH   DFND 1,5 768,318 0 16,647,000
IMPERIAL OIL LTD COM NEW 453038408 5,575 176,177 SH   DFND 6 157,977 0 18,200
IMPERIAL OIL LTD COM NEW 453038408 15,869 501,530 SH   DFND 7 54,566 0 446,964
IMPERIAL OIL LTD COM NEW 453038408 314,965 9,954,000 SH   DFND 11 9,282,300 0 671,700
IMPERVA INC COM 45321L100 52,069 1,210,619 SH   DFND 1,5 194,800 0 1,015,819
IMPERVA INC COM 45321L100 13,288 308,952 SH   DFND 1,9 0 0 308,952
IMPERVA INC COM 45321L100 23,006 534,888 SH   DFND 6 508,288 0 26,600
IMPERVA INC COM 45321L100 11,483 266,990 SH   DFND 7 243,790 0 23,200
IMPERVA INC COM 45321L100 19,058 443,100 SH   DFND 11 443,100 0 0
INCONTACT INC COM 45336E109 9,814 708,556 SH   DFND 1,5 0 0 708,556
INCYTE CORP COM 45337C102 397,633 4,971,659 SH   DFND 1,5 0 0 4,971,659
INDEPENDENCE CONTRACT DRIL I COM 453415309 23,768 4,377,091 SH   DFND 1,5 0 0 4,377,091
INDEPENDENT BANK CORP MICH COM NEW 453838609 10,138 698,694 SH   DFND 6 698,694 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,684 253,880 SH   DFND 7 186,180 0 67,700
INFINERA CORPORATION COM 45667G103 239,188 21,204,635 SH   DFND 1,5 4,321,900 0 16,882,735
INFINERA CORPORATION COM 45667G103 153 13,600 SH   DFND 1,9 0 0 13,600
INFINITY PHARMACEUTICALS INC COM 45665G303 1,445 1,086,500 SH   DFND 1,5 1,500 0 1,085,000
INFOBLOX INC COM 45672H104 2,497 133,100 SH   DFND 1,5 0 0 133,100
INFOSYS LTD SPONSORED ADR 456788108 248 13,896 SH   DFND 1,5 13,896 0 0
ING GROEP N V SPONSORED ADR 456837103 613 59,300 SH   DFND 1,5 0 0 59,300
INGERSOLL-RAND PLC SHS G47791101 327,486 5,142,680 SH   DFND 1,5 44,529 0 5,098,151
INGERSOLL-RAND PLC SHS G47791101 5,576 87,567 SH   DFND 2 87,567 0 0
INGERSOLL-RAND PLC SHS G47791101 2,229 35,008 SH   DFND 3 35,008 0 0
INGERSOLL-RAND PLC SHS G47791101 18,551 291,312 SH   DFND 6 235,765 0 55,547
INGERSOLL-RAND PLC SHS G47791101 49,894 783,515 SH   DFND 7 695,410 0 88,105
INGEVITY CORP COM 45688C107 135,367 3,976,697 SH   DFND 1,5 19,229 0 3,957,468
INGEVITY CORP COM 45688C107 203 5,967 SH   DFND 3 5,967 0 0
INGEVITY CORP COM 45688C107 643 18,887 SH   DFND 6 14,731 0 4,156
INGRAM MICRO INC CL A 457153104 205,798 5,917,125 SH   DFND 1,5 20,428 0 5,896,697
INGRAM MICRO INC CL A 457153104 2,885 82,961 SH   DFND 7 82,961 0 0
INGRAM MICRO INC CL A 457153104 119,415 3,433,433 SH   DFND 11 3,433,433 0 0
INGREDION INC COM 457187102 33,012 255,100 SH   DFND 1,5 0 0 255,100
INGREDION INC COM 457187102 409 3,160 SH   DFND 3 3,160 0 0
INNERWORKINGS INC COM 45773Y105 4,551 550,291 SH   DFND 6 550,291 0 0
INNERWORKINGS INC COM 45773Y105 2,067 249,940 SH   DFND 7 249,940 0 0
INNOCOLL HLDGS PLC SHS G4783X105 5,118 928,881 SH   DFND 1,5 0 0 928,881
INNOSPEC INC COM 45768S105 87,205 1,896,183 SH   DFND 1,5 210,324 0 1,685,859
INNOSPEC INC COM 45768S105 11,430 248,530 SH   DFND 6 248,530 0 0
INNOSPEC INC COM 45768S105 3,776 82,103 SH   DFND 7 82,103 0 0
INNOVIVA INC COM 45781M101 179,829 17,077,772 SH   DFND 1,5 1 0 17,077,771
INOGEN INC COM 45780L104 20,069 400,500 SH   DFND 1,5 500 0 400,000
INOVALON HLDGS INC COM CL A 45781D101 17,508 972,100 SH   DFND 1,9 0 0 972,100
INPHI CORP COM 45772F107 2,232 69,700 SH   DFND 1,9 0 0 69,700
INSIGHT ENTERPRISES INC COM 45765U103 96,859 3,725,350 SH   DFND 1,5 124,150 0 3,601,200
INSMED INC COM PAR $.01 457669307 82,786 8,396,174 SH   DFND 1,5 9,800 0 8,386,374
INSMED INC COM PAR $.01 457669307 361 36,600 SH   DFND 6 36,600 0 0
INSPERITY INC COM 45778Q107 4,381 56,727 SH   DFND 1,5 12,228 0 44,499
INSTALLED BLDG PRODS INC COM 45780R101 16,016 441,326 SH   DFND 6 441,326 0 0
INSTALLED BLDG PRODS INC COM 45780R101 6,701 184,660 SH   DFND 7 184,660 0 0
INSTRUCTURE INC COM 45781U103 8,327 438,257 SH   DFND 1,9 0 0 438,257
INSULET CORP COM 45784P101 182,210 6,025,467 SH   DFND 1,5 588,600 0 5,436,867
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 10,283 794,645 SH   DFND 1,5 61 0 794,584
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 389,633 4,883,849 SH   DFND 1,5 75 0 4,883,774
INTEGRATED DEVICE TECHNOLOGY COM 458118106 6,933 344,400 SH   DFND 1,9 0 0 344,400
INTEL CORP SDCV 3.250% 8/0 458140AF7 21,639 13,311,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 322,030 9,818,003 SH   DFND 1,5 139,054 0 9,678,949
INTEL CORP COM 458140100 52,677 1,606,017 SH   DFND 2 1,606,017 0 0
INTEL CORP COM 458140100 36,515 1,113,276 SH   DFND 3 1,113,276 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 488 300,000 PRN   DFND 6 0 0 0
INTELIQUENT INC COM 45825N107 1,370 68,900 SH   DFND 6 68,900 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 111,790 5,236,039 SH   DFND 1,5 489,947 0 4,746,092
INTELLIA THERAPEUTICS INC COM 45826J105 392 18,368 SH   DFND 6 18,368 0 0
INTELSAT S A COM L5140P101 4,765 1,846,948 SH   DFND 1,5 4,100 0 1,842,848
INTER PARFUMS INC COM 458334109 28,564 999,800 SH   DFND 1,5 15,200 0 984,600
INTERACTIVE BROKERS GROUP IN COM 45841N107 20,929 591,227 SH   DFND 1,5 560 0 590,667
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,947 54,991 SH   DFND 6 30,291 0 24,700
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,803 79,185 SH   DFND 7 38,685 0 40,500
INTERACTIVE INTELLIGENCE GRO COM 45841V109 46,323 1,130,117 SH   DFND 1,5 4,900 0 1,125,217
INTERCEPT PHARMACEUTICALS IN COM 45845P108 518,387 3,633,214 SH   DFND 1,5 90,704 0 3,542,510
INTERCEPT PHARMACEUTICALS IN COM 45845P108 6,137 43,010 SH   DFND 6 43,010 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,969 13,800 SH   DFND 7 0 0 13,800
INTERCONTINENTAL EXCHANGE IN COM 45866F104 125,165 489,003 SH   DFND 1,5 12,974 0 476,029
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,364 40,489 SH   DFND 2 40,489 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 11,821 46,183 SH   DFND 3 46,183 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 302,417 8,062,292 SH   DFND 1,5 214,886 0 7,847,406
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 9,851 262,616 SH   DFND 7 262,616 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 98,760 95,248,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC COM 45867G101 43,634 783,656 SH   DFND 1,5 112,893 0 670,763
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 498 480,000 PRN   DFND 6 0 0 0
INTERFACE INC COM 458665304 29,849 1,957,332 SH   DFND 1,5 1,132 0 1,956,200
INTERNATIONAL BANCSHARES COR COM 459044103 1,702 65,250 SH   DFND 1,5 65,250 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,085,154 7,149,516 SH   DFND 1,5 312,574 0 6,836,942
INTERNATIONAL BUSINESS MACHS COM 459200101 45,591 300,376 SH   DFND 2 300,376 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 82,580 544,076 SH   DFND 3 544,076 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,756 77,451 SH   DFND 6 77,451 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 22,323 147,078 SH   DFND 7 0 0 147,078
INTERNATIONAL BUSINESS MACHS COM 459200101 77,104 508,000 SH   DFND 11 508,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 33,371 264,703 SH   DFND 1,5 25,713 0 238,990
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,418 27,112 SH   DFND 2 27,112 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 658 5,219 SH   DFND 3 5,219 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 7,311 390,141 SH   DFND 1,5 1,609 0 388,532
INTEROIL CORP COM 460951106 1,148 25,500 SH   DFND 1,5 0 0 25,500
INTEROIL CORP COM 460951106 1,995 44,339 SH   DFND 6 44,339 0 0
INTEROIL CORP COM 460951106 414 9,200 SH   DFND 7 9,200 0 0
INTERPUBLIC GROUP COS INC COM 460690100 652,671 28,254,136 SH   DFND 1,5 530,291 0 27,723,845
INTERPUBLIC GROUP COS INC COM 460690100 3,162 136,863 SH   DFND 2 136,863 0 0
INTERPUBLIC GROUP COS INC COM 460690100 687 29,750 SH   DFND 3 29,750 0 0
INTERPUBLIC GROUP COS INC COM 460690100 23,362 1,011,352 SH   DFND 6 921,752 0 89,600
INTERPUBLIC GROUP COS INC COM 460690100 36,260 1,569,712 SH   DFND 7 1,335,512 0 234,200
INTERSIL CORP CL A 46069S109 184,604 13,633,967 SH   DFND 1,5 10,300 0 13,623,667
INTERSIL CORP CL A 46069S109 18,573 1,371,696 SH   DFND 1,9 0 0 1,371,696
INTERVAL LEISURE GROUP INC COM 46113M108 41,890 2,634,600 SH   DFND 1,5 123,100 0 2,511,500
INTERVAL LEISURE GROUP INC COM 46113M108 12,277 772,112 SH   DFND 6 772,112 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 6,959 437,660 SH   DFND 7 372,360 0 65,300
INTERVAL LEISURE GROUP INC COM 46113M108 40,388 2,540,100 SH   DFND 11 2,540,100 0 0
INTL FCSTONE INC COM 46116V105 1,969 72,151 SH   DFND 1,5 0 0 72,151
INTL PAPER CO COM 460146103 3,188 75,230 SH   DFND 1,5 30 0 75,200
INTL PAPER CO COM 460146103 5,927 139,846 SH   DFND 2 139,846 0 0
INTL PAPER CO COM 460146103 6,327 149,299 SH   DFND 3 149,299 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 251,383 6,475,597 SH   DFND 1,5 756,255 0 5,719,342
INTRA CELLULAR THERAPIES INC COM 46116X101 361 9,300 SH   DFND 6 9,300 0 0
INTRALINKS HLDGS INC COM 46118H104 6,191 952,438 SH   DFND 6 952,438 0 0
INTRALINKS HLDGS INC COM 46118H104 2,610 401,490 SH   DFND 7 401,490 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 9,654 743,735 SH   DFND 1,5 16,900 0 726,835
INTREPID POTASH INC COM 46121Y102 2,119 1,471,205 SH   DFND 1,5 0 0 1,471,205
INTREPID POTASH INC COM 46121Y102 228 158,195 SH   DFND 6 158,195 0 0
INTREXON CORP COM 46122T102 173,084 7,033,077 SH   DFND 1,5 538,279 0 6,494,798
INTREXON CORP COM 46122T102 480 19,500 SH   DFND 6 19,500 0 0
INTUIT COM 461202103 384,315 3,443,378 SH   DFND 1,5 280,316 0 3,163,062
INTUIT COM 461202103 51,162 458,400 SH   DFND 1,9 0 0 458,400
INTUIT COM 461202103 9,713 87,025 SH   DFND 2 87,025 0 0
INTUIT COM 461202103 11,318 101,407 SH   DFND 3 101,407 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,406,429 2,126,411 SH   DFND 1,5 86,660 0 2,039,751
INTUITIVE SURGICAL INC COM NEW 46120E602 8,562 12,945 SH   DFND 2 12,945 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,787 5,726 SH   DFND 3 5,726 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 5,921 8,952 SH   DFND 6 8,952 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,958 5,984 SH   DFND 7 5,984 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 20,305 30,700 SH   DFND 11 30,700 0 0
INVENSENSE INC COM 46123D205 4,306 702,500 SH   DFND 1,5 0 0 702,500
INVENSENSE INC COM 46123D205 5,588 911,600 SH   DFND 1,9 0 0 911,600
INVENTURE FOODS INC COM 461212102 6,381 817,085 SH   DFND 1,5 77,085 0 740,000
INVENTURE FOODS INC COM 461212102 3,337 427,300 SH   DFND 6 427,300 0 0
INVENTURE FOODS INC COM 461212102 1,371 175,600 SH   DFND 7 175,600 0 0
INVENTURE FOODS INC COM 461212102 3,594 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 169,160 6,623,354 SH   DFND 1,5 285 0 6,623,069
INVESCO LTD SHS G491BT108 3,625 141,919 SH   DFND 2 141,919 0 0
INVESCO LTD SHS G491BT108 4,804 188,082 SH   DFND 6 160,582 0 27,500
INVESCO LTD SHS G491BT108 32,799 1,284,215 SH   DFND 7 1,284,215 0 0
INVESCO LTD SHS G491BT108 944 36,950 SH   DFND 11 36,950 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 13,928 1,017,368 SH   DFND 1,5 111 0 1,017,257
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 11,843 708,300 SH   DFND 1,5 0 0 708,300
INVESTORS BANCORP INC NEW COM 46146L101 221,200 19,963,873 SH   DFND 1,5 230,774 0 19,733,099
INVESTORS BANCORP INC NEW COM 46146L101 25,977 2,344,507 SH   DFND 6 2,282,407 0 62,100
INVESTORS BANCORP INC NEW COM 46146L101 8,637 779,517 SH   DFND 7 779,517 0 0
INVUITY INC COM NEW 46187J205 18,956 1,989,100 SH   DFND 1,5 6,989 0 1,982,111
INVUITY INC COM NEW 46187J205 193 20,200 SH   DFND 6 20,200 0 0
IONIS PHARMACEUTICALS INC COM 462222100 421,755 18,108,848 SH   DFND 1,5 2,856,888 0 15,251,960
IONIS PHARMACEUTICALS INC COM 462222100 200 8,600 SH   DFND 6 8,600 0 0
IPG PHOTONICS CORP COM 44980X109 337,873 4,223,410 SH   DFND 1,5 233,085 0 3,990,325
IRIDIUM COMMUNICATIONS INC COM 46269C102 40,613 4,573,529 SH   DFND 1,5 50,500 0 4,523,029
IROBOT CORP COM 462726100 16,198 461,747 SH   DFND 1,5 0 0 461,747
IRON MTN INC NEW COM 46284V101 3,238 81,292 SH   DFND 2 81,292 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 251,033 19,199,466 SH   DFND 1,5 2,012,452 0 17,187,014
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 944 72,203 SH   DFND 6 72,203 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 508 30,200 SH   DFND 1,5 3,200 0 27,000
ISHARES MSCI SPAN CP ETF 464286764 217 8,700 SH   DFND 1,5 8,700 0 0
ISHARES MSCI BRZ CAP ETF 464286400 170,274 5,651,300 SH   DFND 1,5 0 0 5,651,300
ISHARES MSCI MEX CAP ETF 464286822 21,433 425,600 SH   DFND 1,5 0 0 425,600
ISHARES MSCI GERMANY ETF 464286806 2,398 99,700 SH   DFND 1,5 21,900 0 77,800
ISHARES MODERT ALLOC ETF 464289875 301 8,570 SH   DFND 3 8,570 0 0
ISHARES MSCI ITALCPD ETF 464286855 159,890 14,736,400 SH   DFND 3 14,736,400 0 0
ISHARES MSCI JAPAN ETF 464286848 707,164 61,492,531 SH   DFND 3 61,492,531 0 0
ISHARES GRWT ALLOCAT ETF 464289867 574 14,457 SH   DFND 3 14,457 0 0
ISHARES MSCI AUST ETF 464286103 189,995 9,768,383 SH   DFND 3 9,768,383 0 0
ISHARES MSCI CDA ETF 464286509 202 8,254 SH   DFND 3 8,254 0 0
ISHARES MSCI STH KOR ETF 464286772 122,130 2,345,501 SH   DFND 3 2,345,501 0 0
ISHARES MSCI SPAN CP ETF 464286764 128,625 5,149,100 SH   DFND 3 5,149,100 0 0
ISHARES MIN VOL EMRG MKT 464286533 2,735 53,011 SH   DFND 6 6,258 0 46,753
ISHARES MSCI CDA ETF 464286509 541 22,074 SH   DFND 6 0 0 22,074
ISHARES MIN VOL EMRG MKT 464286533 14,775 286,384 SH   DFND 7 286,384 0 0
ISHARES GOLD TRUST ISHARES 464285105 3,133 245,519 SH   DFND 3 245,519 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,949 46,600 SH   DFND 1,5 0 0 46,600
ISHARES INC CORE MSCI EMKT 46434G103 419,278 10,023,376 SH   DFND 3 10,023,376 0 0
ISHARES TR CORE S&P500 ETF 464287200 463,703 2,200,772 SH   DFND 1,5 34,976 0 2,165,796
ISHARES TR RUSSELL 3000 ETF 464287689 423 3,407 SH   DFND 1,5 207 0 3,200
ISHARES TR CHINA LG-CAP ETF 464287184 84,612 2,472,600 SH   DFND 1,5 0 0 2,472,600
ISHARES TR 10-20 YR TRS ETF 464288653 5,541 37,800 SH   DFND 1,5 0 0 37,800
ISHARES TR 7-10 Y TR BD ETF 464287440 5,101 45,152 SH   DFND 1,5 0 0 45,152
ISHARES TR 3-7 YR TR BD ETF 464288661 33,501 263,061 SH   DFND 1,5 689 0 262,372
ISHARES TR JP MOR EM MK ETF 464288281 495 4,301 SH   DFND 1,5 102 0 4,199
ISHARES TR 20 YR TR BD ETF 464287432 244,073 1,757,183 SH   DFND 1,5 355,414 0 1,401,769
ISHARES TR MSCI EAFE ETF 464287465 6,696 119,985 SH   DFND 1,5 44,931 0 75,054
ISHARES TR TIPS BD ETF 464287176 82,191 704,477 SH   DFND 1,5 543,277 0 161,200
ISHARES TR MSCI EMG MKT ETF 464287234 229,512 6,679,639 SH   DFND 1,5 13,457 0 6,666,182
ISHARES TR CORE US VAL ETF 464287663 2,911 21,978 SH   DFND 3 21,978 0 0
ISHARES TR SP SMCP600GR ETF 464287887 119,518 930,755 SH   DFND 3 930,755 0 0
ISHARES TR MIN VOL USA ETF 46429B697 753 16,288 SH   DFND 3 16,288 0 0
ISHARES TR NATIONAL MUN ETF 464288414 8,328 73,091 SH   DFND 3 73,091 0 0
ISHARES TR CORE S&P MCP ETF 464287507 3,827 26,135 SH   DFND 3 26,135 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 141,603 1,214,643 SH   DFND 3 1,214,643 0 0
ISHARES TR CORE US AGGBD ET 464287226 133,557 1,186,438 SH   DFND 3 1,186,438 0 0
ISHARES TR COHEN&STEER REIT 464287564 1,084 10,019 SH   DFND 3 10,019 0 0
ISHARES TR IBOXX HI YD ETF 464288513 130,115 1,536,372 SH   DFND 3 1,536,372 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,567,193 15,177,152 SH   DFND 3 15,177,152 0 0
ISHARES TR US HLTHCARE ETF 464287762 264 1,797 SH   DFND 3 1,797 0 0
ISHARES TR CHINA ETF 46429B671 194,158 4,580,270 SH   DFND 3 4,580,270 0 0
ISHARES TR S&P 100 ETF 464287101 21,068 226,782 SH   DFND 3 226,782 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 209 1,855 SH   DFND 3 1,855 0 0
ISHARES TR TIPS BD ETF 464287176 12,558 107,637 SH   DFND 3 107,637 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 218 1,518 SH   DFND 3 1,518 0 0
ISHARES TR MSCI EAFE ETF 464287465 29,332 525,560 SH   DFND 3 525,560 0 0
ISHARES TR U.S. PFD STK ETF 464288687 195,843 4,909,583 SH   DFND 3 4,909,583 0 0
ISHARES TR CORE S&P TTL STK 464287150 725 7,714 SH   DFND 3 7,714 0 0
ISHARES TR RUS MID-CAP ETF 464287499 38,690 230,105 SH   DFND 3 230,105 0 0
ISHARES TR U.S. FINLS ETF 464287788 83,337 969,257 SH   DFND 3 969,257 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 17,180 149,434 SH   DFND 3 149,434 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 71,039 2,951,368 SH   DFND 3 2,951,368 0 0
ISHARES TR EAFE VALUE ETF 464288877 214 4,990 SH   DFND 3 4,990 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 73,837 538,250 SH   DFND 3 538,250 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 187,139 2,278,018 SH   DFND 3 2,278,018 0 0
ISHARES TR CORE S&P SCP ETF 464287804 135,000 1,161,686 SH   DFND 3 1,161,686 0 0
ISHARES TR S&P 500 VAL ETF 464287408 205,830 2,215,606 SH   DFND 3 2,215,606 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 96,295 2,078,021 SH   DFND 3 2,078,021 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 173,725 5,056,016 SH   DFND 3 5,056,016 0 0
ISHARES TR EUROPE ETF 464287861 224,222 5,933,356 SH   DFND 3 5,933,356 0 0
ISHARES TR U.S. REAL ES ETF 464287739 39,438 479,199 SH   DFND 3 479,199 0 0
ISHARES TR EAFE GRWTH ETF 464288885 25,177 384,859 SH   DFND 3 384,859 0 0
ISHARES TR RUS 1000 ETF 464287622 663,938 5,679,538 SH   DFND 3 5,679,538 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 715 2,791 SH   DFND 3 2,791 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 386,874 5,207,622 SH   DFND 3 5,207,622 0 0
ISHARES TR SP SMCP600VL ETF 464287879 123,239 1,054,858 SH   DFND 3 1,054,858 0 0
ISHARES TR 20 YR TR BD ETF 464287432 39,343 283,248 SH   DFND 3 283,248 0 0
ISHARES TR CORE S&P500 ETF 464287200 27,477 130,408 SH   DFND 3 130,408 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 45,958 907,909 SH   DFND 3 907,909 0 0
ISHARES TR DOW JONES US ETF 464287846 615 5,873 SH   DFND 3 5,873 0 0
ISHARES TR U.S. TECH ETF 464287721 349 3,312 SH   DFND 3 3,312 0 0
ISHARES TR GLB CNSM STP ETF 464288737 219 2,236 SH   DFND 3 2,236 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 8,130 83,558 SH   DFND 3 83,558 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,447,910 14,427,158 SH   DFND 3 14,427,158 0 0
ISHARES TR IBOXX INV CP ETF 464287242 111,189 905,968 SH   DFND 3 905,968 0 0
ISHARES TR CORE US GRW ETF 464287671 33,798 418,701 SH   DFND 3 418,701 0 0
ISHARES TR SELECT DIVID ETF 464287168 3,595 42,158 SH   DFND 3 42,158 0 0
ISHARES TR EAFE SML CP ETF 464288273 365,236 7,568,082 SH   DFND 3 7,568,082 0 0
ISHARES TR RUS MD CP GR ETF 464287481 173,391 1,852,859 SH   DFND 3 1,852,859 0 0
ISHARES TR MSCI ACWI ETF 464288257 579 10,302 SH   DFND 3 10,302 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 25,171 329,469 SH   DFND 3 329,469 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 250 3,771 SH   DFND 3 3,771 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,735 13,552 SH   DFND 3 13,552 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,334 10,760 SH   DFND 3 10,760 0 0
ISHARES TR S&P MC 400GR ETF 464287606 2,483 14,682 SH   DFND 3 14,682 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 389,819 3,674,416 SH   DFND 3 3,674,416 0 0
ISHARES TR INTL DEV RE ETF 464288489 36,970 1,267,824 SH   DFND 3 1,267,824 0 0
ISHARES TR EAFE SML CP ETF 464288273 1,023 21,208 SH   DFND 6 3,149 0 18,059
ISHARES TR CORE US AGGBD ET 464287226 42,510 377,635 SH   DFND 6 174,648 0 202,987
ISHARES TR JP MOR EM MK ETF 464288281 867 7,527 SH   DFND 6 0 0 7,527
ISHARES TR MSCI EAFE ETF 464287465 524 9,389 SH   DFND 6 0 0 9,389
ISHARES TR RUSSELL 2000 ETF 464287655 1,583 13,770 SH   DFND 6 0 0 13,770
ISHARES TR MIN VOL EAFE ETF 46429B689 6,574 99,028 SH   DFND 6 36,324 0 62,704
ISHARES TR MIN VOL USA ETF 46429B697 13,409 290,184 SH   DFND 6 78,096 0 212,088
ISHARES TR MIN VOL USA ETF 46429B697 161,847 3,502,433 SH   DFND 7 3,502,433 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 9,590 118,970 SH   DFND 7 118,970 0 0
ISHARES TR MSCI ACWI ETF 464288257 113,909 2,025,762 SH   DFND 7 2,025,762 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 84,792 1,277,186 SH   DFND 7 1,277,186 0 0
ISHARES TR U.S. TECH ETF 464287721 15,987 151,855 SH   DFND 7 151,855 0 0
ISHARES TR JP MOR EM MK ETF 464288281 3,149 27,344 SH   DFND 7 27,344 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 842 7,322 SH   DFND 7 7,322 0 0
ISHARES TR CORE US AGGBD ET 464287226 60,997 541,855 SH   DFND 7 541,855 0 0
ISHARES TR 20 YR TR BD ETF 464287432 16,175 116,452 SH   DFND 7 116,452 0 0
ISHARES TR TIPS BD ETF 464287176 18,463 158,252 SH   DFND 7 158,252 0 0
ISHARES TR MSCI INDIA ETF 46429B598 7,293 261,200 SH   DFND 7 261,200 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 11,758 342,191 SH   DFND 7 207,551 0 134,640
ISTAR INC COM 45031U101 45,022 4,694,631 SH   DFND 1,5 0 0 4,694,631
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 221,914 23,507,836 SH   DFND 1,5 855,390 0 22,652,446
ITC HLDGS CORP COM 465685105 57,205 1,221,799 SH   DFND 1,5 0 0 1,221,799
ITT INC COM 45073V108 39,376 1,231,258 SH   DFND 1,5 41,500 0 1,189,758
ITT INC COM 45073V108 11,181 349,635 SH   DFND 6 349,635 0 0
ITT INC COM 45073V108 4,685 146,500 SH   DFND 7 146,500 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 28,775 1,268,176 SH   DFND 1,5 0 0 1,268,176
IXIA COM 45071R109 4,066 414,088 SH   DFND 1,5 0 0 414,088
J & J SNACK FOODS CORP COM 466032109 30,136 252,673 SH   DFND 1,5 373 0 252,300
J2 GLOBAL INC COM 48123V102 230,314 3,645,934 SH   DFND 1,5 865 0 3,645,069
J2 GLOBAL INC COM 48123V102 24,896 394,117 SH   DFND 6 394,117 0 0
J2 GLOBAL INC COM 48123V102 3,506 55,500 SH   DFND 7 55,500 0 0
JABIL CIRCUIT INC COM 466313103 301,313 16,313,644 SH   DFND 1,5 24,650 0 16,288,994
JABIL CIRCUIT INC COM 466313103 709 38,400 SH   DFND 6 38,400 0 0
JACK IN THE BOX INC COM 466367109 37,368 434,914 SH   DFND 1,5 100 0 434,814
JACOBS ENGR GROUP INC DEL COM 469814107 244,747 4,913,602 SH   DFND 1,5 254,295 0 4,659,307
JACOBS ENGR GROUP INC DEL COM 469814107 2,066 41,468 SH   DFND 2 41,468 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 5,445 109,307 SH   DFND 3 109,307 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,121 22,500 SH   DFND 11 22,500 0 0
JAKKS PAC INC COM 47012E106 6,288 794,898 SH   DFND 1,5 147,998 0 646,900
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 19,825 1,292,400 SH   DFND 1,5 19,100 0 1,273,300
JAMES RIV GROUP LTD COM G5005R107 87,004 2,561,954 SH   DFND 1,5 49,200 0 2,512,754
JAMES RIV GROUP LTD COM G5005R107 6,157 181,290 SH   DFND 6 181,290 0 0
JAMES RIV GROUP LTD COM G5005R107 2,598 76,500 SH   DFND 7 76,500 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 12,130 11,330,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,203,187 8,514,518 SH   DFND 1,5 190,088 0 8,324,430
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 38,049 269,259 SH   DFND 6 269,259 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,925 20,700 SH   DFND 7 20,700 0 0
JD COM INC SPON ADR CL A 47215P106 88,497 4,168,466 SH   DFND 1,5 317,766 0 3,850,700
JD COM INC SPON ADR CL A 47215P106 51,582 2,429,698 SH   DFND 1,9 798 0 2,428,900
JD COM INC SPON ADR CL A 47215P106 3,397 160,000 SH   DFND 6 117,000 0 43,000
JD COM INC SPON ADR CL A 47215P106 2,654 125,000 SH   DFND 7 125,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 29,649 8,725,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 344,860 20,824,877 SH   DFND 1,5 3,428,254 0 17,396,623
JETBLUE AIRWAYS CORP COM 477143101 7,839 473,397 SH   DFND 6 473,397 0 0
JETBLUE AIRWAYS CORP COM 477143101 8,949 540,407 SH   DFND 7 540,407 0 0
JIVE SOFTWARE INC COM 47760A108 40 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 2,694 496,200 SH   DFND 1,5 0 0 496,200
JOHN BEAN TECHNOLOGIES CORP COM 477839104 16,269 265,741 SH   DFND 1,5 0 0 265,741
JOHNSON & JOHNSON COM 478160104 4,400,781 36,280,142 SH   DFND 1,5 1,789,871 0 34,490,271
JOHNSON & JOHNSON COM 478160104 113,480 935,532 SH   DFND 2 935,532 0 0
JOHNSON & JOHNSON COM 478160104 238,184 1,963,594 SH   DFND 3 1,963,594 0 0
JOHNSON & JOHNSON COM 478160104 52,770 435,034 SH   DFND 6 372,129 0 62,905
JOHNSON & JOHNSON COM 478160104 98,208 809,630 SH   DFND 7 270,933 0 538,697
JOHNSON & JOHNSON COM 478160104 365,252 3,011,150 SH   DFND 11 3,011,150 0 0
JOHNSON CTLS INC COM 478366107 436,913 9,871,502 SH   DFND 1,5 1,024,116 0 8,847,386
JOHNSON CTLS INC COM 478366107 9,760 220,519 SH   DFND 2 220,519 0 0
JOHNSON CTLS INC COM 478366107 3,656 82,594 SH   DFND 3 82,594 0 0
JOHNSON CTLS INC COM 478366107 758 17,115 SH   DFND 6 17,115 0 0
JOHNSON CTLS INC COM 478366107 5,226 118,082 SH   DFND 7 75,653 0 42,429
JOHNSON OUTDOORS INC CL A 479167108 2,331 90,700 SH   DFND 11 90,700 0 0
JONES LANG LASALLE INC COM 48020Q107 91,419 938,115 SH   DFND 1,5 160 0 937,955
JONES LANG LASALLE INC COM 48020Q107 3,606 37,000 SH   DFND 6 22,100 0 14,900
JONES LANG LASALLE INC COM 48020Q107 4,668 47,897 SH   DFND 7 31,897 0 16,000
JOY GLOBAL INC COM 481165108 11,996 567,463 SH   DFND 1,5 103,706 0 463,757
JOY GLOBAL INC COM 481165108 8,218 388,722 SH   DFND 3 388,722 0 0
JOY GLOBAL INC COM 481165108 1,053 49,800 SH   DFND 6 49,800 0 0
JPMORGAN CHASE & CO COM 46625H100 4,690,620 75,484,718 SH   DFND 1,5 3,009,262 0 72,475,456
JPMORGAN CHASE & CO COM 46625H100 77,282 1,243,680 SH   DFND 2 1,243,680 0 0
JPMORGAN CHASE & CO COM 46625H100 150,445 2,421,062 SH   DFND 3 2,421,062 0 0
JPMORGAN CHASE & CO COM 46625H100 65,654 1,056,556 SH   DFND 6 854,148 0 202,408
JPMORGAN CHASE & CO COM 46625H100 189,813 3,054,605 SH   DFND 7 1,158,589 0 1,896,016
JPMORGAN CHASE & CO COM 46625H100 12,055 194,000 SH   DFND 11 194,000 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 10,551 2,554,634 SH   DFND 1,9 0 0 2,554,634
JUNIPER NETWORKS INC COM 48203R104 123,656 5,498,281 SH   DFND 1,5 340,421 0 5,157,860
JUNIPER NETWORKS INC COM 48203R104 2,702 120,138 SH   DFND 2 120,138 0 0
JUNIPER NETWORKS INC COM 48203R104 223 9,894 SH   DFND 3 9,894 0 0
JUNO THERAPEUTICS INC COM 48205A109 219,048 5,698,435 SH   DFND 1,5 626,816 0 5,071,619
JUNO THERAPEUTICS INC COM 48205A109 338 8,800 SH   DFND 6 8,800 0 0
K2M GROUP HLDGS INC COM 48273J107 340 21,900 SH   DFND 1,5 0 0 21,900
KADANT INC COM 48282T104 884 17,171 SH   DFND 1,5 17,171 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,550 28,200 SH   DFND 6 13,300 0 14,900
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,958 32,720 SH   DFND 7 23,320 0 9,400
KAMAN CORP COM 483548103 51,955 1,221,889 SH   DFND 1,5 609 0 1,221,280
KANSAS CITY SOUTHERN COM NEW 485170302 255,217 2,832,912 SH   DFND 1,5 279,407 0 2,553,505
KANSAS CITY SOUTHERN COM NEW 485170302 3,309 36,728 SH   DFND 2 36,728 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,346 14,937 SH   DFND 3 14,937 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,477 27,500 SH   DFND 6 27,500 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 25,275 1,942,700 SH   DFND 1,5 7,300 0 1,935,400
KAR AUCTION SVCS INC COM 48238T109 379,622 9,094,927 SH   DFND 1,5 254,077 0 8,840,850
KAR AUCTION SVCS INC COM 48238T109 28,161 674,666 SH   DFND 3 674,666 0 0
KAR AUCTION SVCS INC COM 48238T109 20,932 501,486 SH   DFND 6 466,486 0 35,000
KAR AUCTION SVCS INC COM 48238T109 7,255 173,820 SH   DFND 7 158,820 0 15,000
KARYOPHARM THERAPEUTICS INC COM 48576U106 35,964 5,359,831 SH   DFND 1,5 15,500 0 5,344,331
KATE SPADE & CO COM 485865109 372,154 18,056,973 SH   DFND 1,5 2,367,505 0 15,689,468
KATE SPADE & CO COM 485865109 816 39,600 SH   DFND 6 39,600 0 0
KB HOME COM 48666K109 187,577 12,332,500 SH   DFND 1,5 44,100 0 12,288,400
KB HOME COM 48666K109 2,666 175,300 SH   DFND 6 175,300 0 0
KCG HLDGS INC CL A 48244B100 2,004 150,644 SH   DFND 1,5 0 0 150,644
KEARNY FINL CORP MD COM 48716P108 552 43,900 SH   DFND 1,5 0 0 43,900
KEARNY FINL CORP MD COM 48716P108 45,440 3,612,070 SH   DFND 6 3,494,470 0 117,600
KEARNY FINL CORP MD COM 48716P108 15,170 1,205,910 SH   DFND 7 1,205,910 0 0
KELLOGG CO COM 487836108 72,595 889,100 SH   DFND 1,5 185,800 0 703,300
KELLOGG CO COM 487836108 6,999 85,720 SH   DFND 2 85,720 0 0
KELLOGG CO COM 487836108 6,372 78,044 SH   DFND 3 78,044 0 0
KELLOGG CO COM 487836108 11,004 134,770 SH   DFND 6 61,040 0 73,730
KELLOGG CO COM 487836108 57,444 703,545 SH   DFND 7 353,375 0 350,170
KENNAMETAL INC COM 489170100 6,785 306,866 SH   DFND 1,5 28,000 0 278,866
KENNEDY-WILSON HLDGS INC COM 489398107 75,594 3,987,016 SH   DFND 1,5 1,411 0 3,985,605
KERYX BIOPHARMACEUTICALS INC COM 492515101 20,977 3,168,664 SH   DFND 1,5 0 0 3,168,664
KEYCORP NEW COM 493267108 115,804 10,480,019 SH   DFND 1,5 708,919 0 9,771,100
KEYCORP NEW COM 493267108 3,166 286,503 SH   DFND 2 286,503 0 0
KEYCORP NEW COM 493267108 14,510 1,313,087 SH   DFND 3 1,313,087 0 0
KEYCORP NEW COM 493267108 10,565 956,134 SH   DFND 6 861,758 0 94,376
KEYCORP NEW COM 493267108 31,802 2,878,020 SH   DFND 7 2,878,020 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 219,078 7,531,027 SH   DFND 1,5 475,900 0 7,055,127
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,108 38,105 SH   DFND 3 38,105 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,078 105,805 SH   DFND 6 42,125 0 63,680
KEYSIGHT TECHNOLOGIES INC COM 49338L103 16,314 560,828 SH   DFND 7 261,623 0 299,205
KEYW HLDG CORP COM 493723100 58,802 5,915,655 SH   DFND 1,5 575,165 0 5,340,490
KEYW HLDG CORP COM 493723100 619 62,244 SH   DFND 6 62,244 0 0
KIMBALL ELECTRONICS INC COM 49428J109 8,017 643,909 SH   DFND 1,5 139,506 0 504,403
KIMBERLY CLARK CORP COM 494368103 157,689 1,146,998 SH   DFND 1,5 118,000 0 1,028,998
KIMBERLY CLARK CORP COM 494368103 16,839 122,484 SH   DFND 2 122,484 0 0
KIMBERLY CLARK CORP COM 494368103 18,219 132,522 SH   DFND 3 132,522 0 0
KIMCO RLTY CORP COM 49446R109 470,031 14,978,674 SH   DFND 1,5 10,377,084 0 4,601,590
KIMCO RLTY CORP COM 49446R109 4,479 142,728 SH   DFND 2 142,728 0 0
KIMCO RLTY CORP COM 49446R109 1,217 38,776 SH   DFND 3 38,776 0 0
KINDER MORGAN INC DEL COM 49456B101 677,797 36,207,120 SH   DFND 1,5 667,020 0 35,540,100
KINDER MORGAN INC DEL PFD SER A 49456B200 25,831 528,784 SH   DFND 1,5 151,000 0 377,784
KINDER MORGAN INC DEL COM 49456B101 11,651 622,366 SH   DFND 2 622,366 0 0
KINDER MORGAN INC DEL COM 49456B101 25,199 1,346,116 SH   DFND 3 1,346,116 0 0
KINDER MORGAN INC DEL COM 49456B101 9,817 524,400 SH   DFND 6 524,400 0 0
KINDER MORGAN INC DEL COM 49456B101 20,589 1,099,832 SH   DFND 7 0 0 1,099,832
KINDRED BIOSCIENCES INC COM 494577109 779 219,950 SH   DFND 1,5 250 0 219,700
KINROSS GOLD CORP COM NO PAR 496902404 13,345 2,719,391 SH   DFND 1,5 1,200 0 2,718,191
KINROSS GOLD CORP COM NO PAR 496902404 870 177,253 SH   DFND 3 177,253 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,241 456,700 SH   DFND 7 388,300 0 68,400
KINROSS GOLD CORP COM NO PAR 496902404 44,359 9,039,400 SH   DFND 11 8,561,700 0 477,700
KITE PHARMA INC COM 49803L109 115,796 2,315,928 SH   DFND 1,5 400 0 2,315,528
KITE RLTY GROUP TR COM NEW 49803T300 306,742 10,943,353 SH   DFND 1,5 5,796,263 0 5,147,090
KITE RLTY GROUP TR COM NEW 49803T300 6,157 219,658 SH   DFND 6 219,658 0 0
KITE RLTY GROUP TR COM NEW 49803T300 2,347 83,737 SH   DFND 7 9,725 0 74,012
KKR & CO L P DEL COM UNITS 48248M102 498,384 40,387,661 SH   DFND 1,5 0 0 40,387,661
KLA-TENCOR CORP COM 482480100 37,761 515,512 SH   DFND 1,5 102,379 0 413,133
KLA-TENCOR CORP COM 482480100 3,879 52,958 SH   DFND 2 52,958 0 0
KLA-TENCOR CORP COM 482480100 4,269 58,280 SH   DFND 3 58,280 0 0
KLONDEX MNS LTD COM 498696103 942 259,500 SH   DFND 1,5 0 0 259,500
KLX INC COM 482539103 27,060 872,905 SH   DFND 1,5 16,495 0 856,410
KNIGHT TRANSN INC COM 499064103 1,462 55,000 SH   DFND 1,5 5,000 0 50,000
KNOLL INC COM NEW 498904200 65,279 2,688,589 SH   DFND 1,5 159 0 2,688,430
KOHLS CORP COM 500255104 133,994 3,533,589 SH   DFND 1,5 175,215 0 3,358,374
KOHLS CORP COM 500255104 2,369 62,482 SH   DFND 2 62,482 0 0
KOHLS CORP COM 500255104 13,093 345,284 SH   DFND 3 345,284 0 0
KOHLS CORP COM 500255104 1,954 51,540 SH   DFND 6 51,540 0 0
KOSMOS ENERGY LTD SHS G5315B107 653 119,900 SH   DFND 1,5 0 0 119,900
KRAFT HEINZ CO COM 500754106 424,421 4,796,800 SH   DFND 1,5 415,463 0 4,381,337
KRAFT HEINZ CO COM 500754106 17,930 202,646 SH   DFND 2 202,646 0 0
KRAFT HEINZ CO COM 500754106 28,481 321,891 SH   DFND 3 321,891 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 4,420 158,260 SH   DFND 1,5 0 0 158,260
KRISPY KREME DOUGHNUTS INC COM 501014104 4,821 230,000 SH   DFND 6 230,000 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 2,769 132,100 SH   DFND 7 132,100 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 91,783 4,378,975 SH   DFND 11 4,378,975 0 0
KROGER CO COM 501044101 1,011,084 27,482,580 SH   DFND 1,5 804,404 0 26,678,176
KROGER CO COM 501044101 11,935 324,396 SH   DFND 2 324,396 0 0
KROGER CO COM 501044101 13,404 364,341 SH   DFND 3 364,341 0 0
KROGER CO COM 501044101 3,492 94,924 SH   DFND 6 77,229 0 17,695
KROGER CO COM 501044101 12,651 343,878 SH   DFND 7 343,878 0 0
KROGER CO COM 501044101 90,780 2,467,520 SH   DFND 11 2,467,520 0 0
KT CORP SPONSORED ADR 48268K101 4,197 294,300 SH   DFND 1,5 10,400 0 283,900
KURA ONCOLOGY INC COM 50127T109 7,631 2,815,919 SH   DFND 1,5 0 0 2,815,919
L BRANDS INC COM 501797104 1,012,465 15,082,158 SH   DFND 1,5 437,355 0 14,644,803
L BRANDS INC COM 501797104 5,776 86,049 SH   DFND 2 86,049 0 0
L BRANDS INC COM 501797104 3,009 44,823 SH   DFND 3 44,823 0 0
L BRANDS INC COM 501797104 10,461 155,829 SH   DFND 6 132,829 0 23,000
L BRANDS INC COM 501797104 9,311 138,700 SH   DFND 7 79,000 0 59,700
L-3 COMMUNICATIONS HLDGS INC COM 502424104 57,821 394,171 SH   DFND 1,5 11 0 394,160
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,839 26,173 SH   DFND 2 26,173 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 6,647 45,313 SH   DFND 3 45,313 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 41,925 2,620,326 SH   DFND 1,5 400 0 2,619,926
LABORATORY CORP AMER HLDGS COM NEW 50540R409 264,290 2,028,788 SH   DFND 1,5 65,628 0 1,963,160
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,537 34,828 SH   DFND 2 34,828 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,067 38,896 SH   DFND 3 38,896 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 881 6,764 SH   DFND 6 6,764 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,484 26,746 SH   DFND 7 26,746 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 25,142 193,000 SH   DFND 11 193,000 0 0
LADDER CAP CORP CL A 505743104 28,280 2,318,018 SH   DFND 1,5 0 0 2,318,018
LAKE SUNAPEE BK GROUP COM 510866106 3,598 210,300 SH   DFND 1,5 20,000 0 190,300
LAKELAND FINL CORP COM 511656100 56,533 1,202,577 SH   DFND 1,5 1,900 0 1,200,677
LAM RESEARCH CORP COM 512807108 785,902 9,349,298 SH   DFND 1,5 444,110 0 8,905,188
LAM RESEARCH CORP COM 512807108 7,456 88,700 SH   DFND 1,9 0 0 88,700
LAM RESEARCH CORP COM 512807108 4,563 54,282 SH   DFND 2 54,282 0 0
LAM RESEARCH CORP COM 512807108 63,412 754,369 SH   DFND 3 754,369 0 0
LAM RESEARCH CORP COM 512807108 1,395 16,600 SH   DFND 6 16,600 0 0
LAM RESEARCH CORP COM 512807108 4,531 53,900 SH   DFND 7 53,900 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 56,815 856,942 SH   DFND 1,5 0 0 856,942
LANDSTAR SYS INC COM 515098101 38,685 563,425 SH   DFND 1,5 25 0 563,400
LAS VEGAS SANDS CORP COM 517834107 906,619 20,846,607 SH   DFND 1,5 523,657 0 20,322,950
LAS VEGAS SANDS CORP COM 517834107 2,227 51,200 SH   DFND 1,9 0 0 51,200
LAS VEGAS SANDS CORP COM 517834107 4,392 101,000 SH   DFND 6 78,200 0 22,800
LAS VEGAS SANDS CORP COM 517834107 8,884 204,267 SH   DFND 7 62,300 0 141,967
LATTICE SEMICONDUCTOR CORP COM 518415104 2,777 519,011 SH   DFND 1,5 0 0 519,011
LAUDER ESTEE COS INC CL A 518439104 2,720,033 29,883,900 SH   DFND 1,5 1,828,890 0 28,055,010
LAUDER ESTEE COS INC CL A 518439104 6,890 75,702 SH   DFND 2 75,702 0 0
LAUDER ESTEE COS INC CL A 518439104 5,846 64,231 SH   DFND 3 64,231 0 0
LAUDER ESTEE COS INC CL A 518439104 21,809 239,609 SH   DFND 6 210,409 0 29,200
LAUDER ESTEE COS INC CL A 518439104 59,846 657,506 SH   DFND 7 568,350 0 89,156
LAZARD LTD SHS A G54050102 33,924 1,139,155 SH   DFND 1,5 30,000 0 1,109,155
LAZARD LTD SHS A G54050102 8,626 289,650 SH   DFND 6 289,650 0 0
LCNB CORP COM 50181P100 12,949 819,555 SH   DFND 1,5 124,934 0 694,621
LDR HLDG CORP COM 50185U105 3,399 92,000 SH   DFND 6 92,000 0 0
LDR HLDG CORP COM 50185U105 1,988 53,800 SH   DFND 7 53,800 0 0
LDR HLDG CORP COM 50185U105 51,730 1,400,000 SH   DFND 11 1,400,000 0 0
LEAR CORP COM NEW 521865204 63,681 625,794 SH   DFND 1,5 6,094 0 619,700
LEAR CORP COM NEW 521865204 3,131 30,772 SH   DFND 3 30,772 0 0
LEGACY RESVS LP UNIT LP INT 524707304 16,889 10,425,417 SH   DFND 1,5 0 0 10,425,417
LEGG MASON INC COM 524901105 65,596 2,224,343 SH   DFND 1,5 66 0 2,224,277
LEGG MASON INC COM 524901105 1,057 35,849 SH   DFND 2 35,849 0 0
LEGG MASON INC COM 524901105 1,715 58,158 SH   DFND 3 58,158 0 0
LEGGETT & PLATT INC COM 524660107 83,831 1,640,200 SH   DFND 1,5 0 0 1,640,200
LEGGETT & PLATT INC COM 524660107 2,335 45,686 SH   DFND 2 45,686 0 0
LEGGETT & PLATT INC COM 524660107 1,236 24,192 SH   DFND 3 24,192 0 0
LEIDOS HLDGS INC COM 525327102 43,885 916,759 SH   DFND 1,5 125,396 0 791,363
LENNAR CORP CL A 526057104 299,262 6,491,573 SH   DFND 1,5 31,722 0 6,459,851
LENNAR CORP CL A 526057104 2,876 62,379 SH   DFND 2 62,379 0 0
LENNAR CORP CL A 526057104 2,267 49,180 SH   DFND 3 49,180 0 0
LENNAR CORP CL A 526057104 664 14,401 SH   DFND 6 0 0 14,401
LENNAR CORP CL A 526057104 415 9,000 SH   DFND 7 9,000 0 0
LENNOX INTL INC COM 526107107 147,565 1,034,816 SH   DFND 1,5 100 0 1,034,716
LENNOX INTL INC COM 526107107 359 2,517 SH   DFND 3 2,517 0 0
LENNOX INTL INC COM 526107107 659 4,619 SH   DFND 6 4,619 0 0
LEUCADIA NATL CORP COM 527288104 43,144 2,489,578 SH   DFND 1,5 56,538 0 2,433,040
LEUCADIA NATL CORP COM 527288104 1,965 113,375 SH   DFND 2 113,375 0 0
LEUCADIA NATL CORP COM 527288104 584 33,695 SH   DFND 3 33,695 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 375,703 7,296,611 SH   DFND 1,5 252,411 0 7,044,200
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,077 98,607 SH   DFND 2 98,607 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 465 9,023 SH   DFND 3 9,023 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 223,476 15,573,212 SH   DFND 1,5 1,840,805 0 13,732,407
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 27,949 554,661 SH   DFND 1,5 0 0 554,661
LEXINGTON REALTY TRUST COM 529043101 60,825 6,016,282 SH   DFND 1,5 0 0 6,016,282
LEXMARK INTL INC CL A 529771107 113,832 3,015,425 SH   DFND 1,5 229,700 0 2,785,725
LEXMARK INTL INC CL A 529771107 5,417 143,500 SH   DFND 11 143,500 0 0
LHC GROUP INC COM 50187A107 70,116 1,620,050 SH   DFND 1,5 126,750 0 1,493,300
LIBBEY INC COM 529898108 14,009 881,600 SH   DFND 1,5 81,600 0 800,000
LIBERTY BROADBAND CORP COM SER C 530307305 165,716 2,761,926 SH   DFND 1,5 111,892 0 2,650,034
LIBERTY BROADBAND CORP COM SER A 530307107 52,369 881,633 SH   DFND 1,5 56,650 0 824,983
LIBERTY BROADBAND CORP COM SER C 530307305 347 5,790 SH   DFND 3 5,790 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 216,393 7,446,414 SH   DFND 1,5 359,486 0 7,086,928
LIBERTY GLOBAL PLC SHS CL C G5480U120 58,229 2,032,432 SH   DFND 1,5 59,385 0 1,973,047
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 15,983 491,949 SH   DFND 1,5 31,575 0 460,374
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 53,927 1,671,652 SH   DFND 1,5 166,745 0 1,504,907
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 8,081 217,992 SH   DFND 1,5 1,272 0 216,720
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 162,495 6,404,997 SH   DFND 1,5 101,317 0 6,303,680
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 1,113 30,018 SH   DFND 3 30,018 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,368 53,939 SH   DFND 3 53,939 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 7,371 198,840 SH   DFND 6 198,840 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 2,428 65,510 SH   DFND 7 65,510 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 16,011 14,357,360 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 40,916 79,068,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,084 5,960,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 29,972 1,579,970 SH   DFND 1,5 125,541 0 1,454,429
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 195,168 6,322,244 SH   DFND 1,5 502,323 0 5,819,921
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 9,272 632,438 SH   DFND 1,5 50,688 0 581,750
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 23,041 23,200,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,396 45,230 SH   DFND 3 45,230 0 0
LIBERTY PPTY TR SH BEN INT 531172104 79,265 1,995,594 SH   DFND 1,5 58,386 0 1,937,208
LIBERTY PPTY TR SH BEN INT 531172104 16,976 427,400 SH   DFND 6 427,400 0 0
LIBERTY PPTY TR SH BEN INT 531172104 6,554 165,005 SH   DFND 7 22,505 0 142,500
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,941 88,708 SH   DFND 1,5 18,997 0 69,711
LIFEPOINT HEALTH INC COM 53219L109 7,195 110,067 SH   DFND 1,5 67 0 110,000
LIFEWAY FOODS INC COM 531914109 3,285 339,664 SH   DFND 1,5 30,306 0 309,358
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 125,885 1,055,463 SH   DFND 1,5 150 0 1,055,313
LILLY ELI & CO COM 532457108 194,085 2,464,569 SH   DFND 1,5 1,100 0 2,463,469
LILLY ELI & CO COM 532457108 26,017 330,378 SH   DFND 2 330,378 0 0
LILLY ELI & CO COM 532457108 19,713 250,324 SH   DFND 3 250,324 0 0
LILLY ELI & CO COM 532457108 16,764 212,872 SH   DFND 6 184,472 0 28,400
LILLY ELI & CO COM 532457108 56,844 721,828 SH   DFND 7 647,428 0 74,400
LINCOLN NATL CORP IND COM 534187109 336,035 8,667,400 SH   DFND 1,5 745,800 0 7,921,600
LINCOLN NATL CORP IND COM 534187109 3,152 81,290 SH   DFND 2 81,290 0 0
LINCOLN NATL CORP IND COM 534187109 5,692 146,821 SH   DFND 3 146,821 0 0
LINEAR TECHNOLOGY CORP COM 535678106 55,380 1,190,210 SH   DFND 1,5 60,400 0 1,129,810
LINEAR TECHNOLOGY CORP COM 535678106 3,784 81,320 SH   DFND 2 81,320 0 0
LINEAR TECHNOLOGY CORP COM 535678106 7,704 165,571 SH   DFND 3 165,571 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 45,890 46,500,000 PRN   DFND 1,5 0 0 0
LINKEDIN CORP COM CL A 53578A108 95,911 506,795 SH   DFND 1,5 29,295 0 477,500
LINKEDIN CORP COM CL A 53578A108 5,213 27,543 SH   DFND 3 27,543 0 0
LINKEDIN CORP COM CL A 53578A108 814 4,300 SH   DFND 6 4,300 0 0
LINKEDIN CORP COM CL A 53578A108 345,533 1,825,800 SH   DFND 11 1,825,800 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 45,725 5,645,114 SH   DFND 1,5 66,954 0 5,578,160
LIONBRIDGE TECHNOLOGIES INC COM 536252109 13,573 3,436,225 SH   DFND 1,5 0 0 3,436,225
LIONBRIDGE TECHNOLOGIES INC COM 536252109 523 132,300 SH   DFND 1,9 0 0 132,300
LIONS GATE ENTMNT CORP COM NEW 535919203 133,548 6,601,469 SH   DFND 1,5 97,435 0 6,504,034
LIONS GATE ENTMNT CORP COM NEW 535919203 700 34,600 SH   DFND 6 34,600 0 0
LIQUIDITY SERVICES INC COM 53635B107 3,827 488,200 SH   DFND 1,5 97,400 0 390,800
LITTELFUSE INC COM 537008104 5,023 42,500 SH   DFND 1,5 0 0 42,500
LIVANOVA PLC SHS G5509L101 80,761 1,608,618 SH   DFND 1,5 50 0 1,608,568
LIVE NATION ENTERTAINMENT IN COM 538034109 114,709 4,881,251 SH   DFND 1,5 113,156 0 4,768,095
LKQ CORP COM 501889208 43,007 1,356,675 SH   DFND 1,5 575 0 1,356,100
LKQ CORP COM 501889208 3,307 104,306 SH   DFND 2 104,306 0 0
LKQ CORP COM 501889208 53,053 1,673,600 SH   DFND 11 1,673,600 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 43,543 44,890,000 PRN   DFND 1,5 0 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 1,232 1,270,000 PRN   DFND 6 0 0 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 815 840,000 PRN   DFND 7 0 0 0
LOCKHEED MARTIN CORP COM 539830109 426,651 1,719,187 SH   DFND 1,5 201,103 0 1,518,084
LOCKHEED MARTIN CORP COM 539830109 22,100 89,052 SH   DFND 2 89,052 0 0
LOCKHEED MARTIN CORP COM 539830109 54,219 218,475 SH   DFND 3 218,475 0 0
LOCKHEED MARTIN CORP COM 539830109 11,875 47,850 SH   DFND 6 47,850 0 0
LOCKHEED MARTIN CORP COM 539830109 41,750 168,230 SH   DFND 7 168,230 0 0
LOEWS CORP COM 540424108 4,734 115,200 SH   DFND 1,5 0 0 115,200
LOEWS CORP COM 540424108 3,743 91,091 SH   DFND 2 91,091 0 0
LOEWS CORP COM 540424108 5,764 140,270 SH   DFND 3 140,270 0 0
LOGMEIN INC COM 54142L109 64,651 1,019,256 SH   DFND 1,5 76,289 0 942,967
LOGMEIN INC COM 54142L109 5,848 92,191 SH   DFND 1,9 0 0 92,191
LOWES COS INC COM 548661107 526,435 6,649,431 SH   DFND 1,5 8,818 0 6,640,613
LOWES COS INC COM 548661107 23,860 301,376 SH   DFND 2 301,376 0 0
LOWES COS INC COM 548661107 22,087 278,986 SH   DFND 3 278,986 0 0
LOWES COS INC COM 548661107 9,173 115,870 SH   DFND 6 115,870 0 0
LOWES COS INC COM 548661107 29,369 370,963 SH   DFND 7 0 0 370,963
LOXO ONCOLOGY INC COM 548862101 52,150 2,249,769 SH   DFND 1,5 0 0 2,249,769
LOXO ONCOLOGY INC COM 548862101 17,457 753,114 SH   DFND 6 753,114 0 0
LOXO ONCOLOGY INC COM 548862101 4,566 196,973 SH   DFND 7 196,973 0 0
LULULEMON ATHLETICA INC COM 550021109 1,404,115 19,010,490 SH   DFND 1,5 3,064,086 0 15,946,404
LULULEMON ATHLETICA INC COM 550021109 4,847 65,623 SH   DFND 6 65,623 0 0
LUMENTUM HLDGS INC COM 55024U109 931 38,480 SH   DFND 1,5 0 0 38,480
LUMOS NETWORKS CORP COM 550283105 28,113 2,323,402 SH   DFND 1,5 0 0 2,323,402
LUMOS NETWORKS CORP COM 550283105 5,645 466,500 SH   DFND 6 466,500 0 0
LUMOS NETWORKS CORP COM 550283105 2,416 199,700 SH   DFND 7 199,700 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 10,552 877,109 SH   DFND 1,5 181,600 0 695,509
LUXFER HLDGS PLC SPONSORED ADR 550678106 3,394 282,115 SH   DFND 6 282,115 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 59,014 1,134,450 SH   DFND 1,5 10,600 0 1,123,850
LUXOFT HLDG INC ORD SHS CL A G57279104 3,657 70,300 SH   DFND 1,9 0 0 70,300
LYON WILLIAM HOMES CL A NEW 552074700 6,526 404,811 SH   DFND 1,5 0 0 404,811
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,685,856 22,653,269 SH   DFND 1,5 787,131 0 21,866,138
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8,641 116,109 SH   DFND 2 116,109 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 27,625 371,210 SH   DFND 3 371,210 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 15,309 205,709 SH   DFND 6 145,809 0 59,900
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 34,107 458,305 SH   DFND 7 250,717 0 207,588
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,136 28,700 SH   DFND 11 28,700 0 0
M & T BK CORP COM 55261F104 1,258,279 10,642,636 SH   DFND 1,5 389,400 0 10,253,236
M & T BK CORP COM 55261F104 6,394 54,078 SH   DFND 2 54,078 0 0
M & T BK CORP COM 55261F104 56,423 477,234 SH   DFND 3 477,234 0 0
M & T BK CORP COM 55261F104 15,565 131,653 SH   DFND 6 115,753 0 15,900
M & T BK CORP COM 55261F104 11,733 99,240 SH   DFND 7 57,840 0 41,400
M D C HLDGS INC COM 552676108 90,974 3,737,616 SH   DFND 1,5 192,316 0 3,545,300
M D C HLDGS INC COM 552676108 11,100 456,036 SH   DFND 3 456,036 0 0
M D C HLDGS INC COM 552676108 1,064 43,700 SH   DFND 6 43,700 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 14,124 14,495,000 PRN   DFND 1,5 0 0 0
MACERICH CO COM 554382101 490,202 5,740,738 SH   DFND 1,5 4,061,838 0 1,678,900
MACERICH CO COM 554382101 3,666 42,929 SH   DFND 2 42,929 0 0
MACERICH CO COM 554382101 1,907 22,338 SH   DFND 3 22,338 0 0
MACERICH CO COM 554382101 3,820 44,740 SH   DFND 11 44,740 0 0
MACK CALI RLTY CORP COM 554489104 239,790 8,881,113 SH   DFND 1,5 206,537 0 8,674,576
MACK CALI RLTY CORP COM 554489104 59,895 2,218,341 SH   DFND 6 2,183,433 0 34,908
MACK CALI RLTY CORP COM 554489104 27,971 1,035,960 SH   DFND 7 526,960 0 509,000
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 9,274 281,200 SH   DFND 1,9 0 0 281,200
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,851 38,500 SH   DFND 1,5 0 0 38,500
MACROGENICS INC COM 556099109 134,356 4,977,997 SH   DFND 1,5 598 0 4,977,399
MACYS INC COM 55616P104 173,199 5,153,200 SH   DFND 1,5 215,800 0 4,937,400
MACYS INC COM 55616P104 4,897 145,700 SH   DFND 1,10 0 0 145,700
MACYS INC COM 55616P104 3,525 104,889 SH   DFND 2 104,889 0 0
MACYS INC COM 55616P104 16,383 487,445 SH   DFND 3 487,445 0 0
MACYS INC COM 55616P104 2,343 69,700 SH   DFND 6 69,700 0 0
MADDEN STEVEN LTD COM 556269108 125,909 3,683,706 SH   DFND 1,5 104,776 0 3,578,930
MADDEN STEVEN LTD COM 556269108 20,081 587,495 SH   DFND 6 587,495 0 0
MADDEN STEVEN LTD COM 556269108 8,718 255,060 SH   DFND 7 221,260 0 33,800
MADISON SQUARE GARDEN CO NEW CL A 55825T103 18,566 107,623 SH   DFND 1,5 8,969 0 98,654
MAG SILVER CORP COM 55903Q104 5,443 431,700 SH   DFND 1,5 0 0 431,700
MAG SILVER CORP COM 55903Q104 17,115 1,357,400 SH   DFND 11 1,357,400 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 23,113 304,114 SH   DFND 1,5 0 0 304,114
MAGNA INTL INC COM 559222401 67,609 1,926,088 SH   DFND 1,5 103,700 0 1,822,388
MAGNA INTL INC COM 559222401 25,449 725,000 SH   DFND 11 725,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 2,968 524,298 SH   DFND 1,5 0 0 524,298
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 4,018 709,816 SH   DFND 1,9 0 0 709,816
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 3,440 231,500 SH   DFND 1,5 46,800 0 184,700
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 18,562 1,249,100 SH   DFND 1,9 0 0 1,249,100
MALIBU BOATS INC COM CL A 56117J100 4,834 400,199 SH   DFND 1,5 0 0 400,199
MALLINCKRODT PUB LTD CO SHS G5785G107 40,277 662,673 SH   DFND 1,5 166 0 662,507
MALLINCKRODT PUB LTD CO SHS G5785G107 2,260 37,183 SH   DFND 2 37,183 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 767 12,613 SH   DFND 3 12,613 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 38,813 2,436,475 SH   DFND 1,5 0 0 2,436,475
MANHATTAN ASSOCS INC COM 562750109 55,780 869,802 SH   DFND 1,5 783 0 869,019
MANHATTAN ASSOCS INC COM 562750109 330 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC FOODSERVICE INC COM 563568104 19,284 1,094,425 SH   DFND 1,5 0 0 1,094,425
MANNING & NAPIER INC CL A 56382Q102 3,695 388,991 SH   DFND 1,5 388,991 0 0
MANNING & NAPIER INC CL A 56382Q102 829 87,300 SH   DFND 6 87,300 0 0
MANPOWERGROUP INC COM 56418H100 9,011 140,060 SH   DFND 1,5 10,539 0 129,521
MANPOWERGROUP INC COM 56418H100 15,609 242,607 SH   DFND 6 242,607 0 0
MANPOWERGROUP INC COM 56418H100 11,307 175,745 SH   DFND 7 175,745 0 0
MANTECH INTL CORP CL A 564563104 54,026 1,428,491 SH   DFND 1,5 41,311 0 1,387,180
MANULIFE FINL CORP COM 56501R106 3,443 251,700 SH   DFND 1,5 0 0 251,700
MANULIFE FINL CORP COM 56501R106 331 24,198 SH   DFND 6 0 0 24,198
MANULIFE FINL CORP COM 56501R106 254 18,580 SH   DFND 7 18,580 0 0
MANULIFE FINL CORP COM 56501R106 317,704 23,229,071 SH   DFND 11 22,884,721 0 344,350
MARATHON OIL CORP COM 565849106 253,360 16,879,446 SH   DFND 1,5 396,784 0 16,482,662
MARATHON OIL CORP COM 565849106 4,327 288,297 SH   DFND 2 288,297 0 0
MARATHON OIL CORP COM 565849106 5,984 398,695 SH   DFND 3 398,695 0 0
MARATHON PETE CORP COM 56585A102 47,505 1,251,458 SH   DFND 1,5 30 0 1,251,428
MARATHON PETE CORP COM 56585A102 6,841 180,204 SH   DFND 2 180,204 0 0
MARATHON PETE CORP COM 56585A102 5,297 139,553 SH   DFND 3 139,553 0 0
MARATHON PETE CORP COM 56585A102 887 23,354 SH   DFND 6 464 0 22,890
MARATHON PETE CORP COM 56585A102 1,107 29,160 SH   DFND 7 29,160 0 0
MARCUS & MILLICHAP INC COM 566324109 9,237 363,500 SH   DFND 1,5 33,500 0 330,000
MARINEMAX INC COM 567908108 12,368 728,800 SH   DFND 1,5 2,600 0 726,200
MARKEL CORP COM 570535104 9,064 9,513 SH   DFND 1,5 13 0 9,500
MARKEL CORP COM 570535104 514 539 SH   DFND 3 539 0 0
MARKETAXESS HLDGS INC COM 57060D108 34,896 240,000 SH   DFND 1,5 18,800 0 221,200
MARKETO INC COM 57063L107 15,883 456,150 SH   DFND 1,5 0 0 456,150
MARKIT LTD SHS G58249106 70,025 2,148,000 SH   DFND 1,5 110,800 0 2,037,200
MARKIT LTD SHS G58249106 290 8,900 SH   DFND 6 8,900 0 0
MARRIOTT INTL INC NEW CL A 571903202 461,786 6,948,332 SH   DFND 1,5 485,196 0 6,463,136
MARRIOTT INTL INC NEW CL A 571903202 4,310 64,851 SH   DFND 2 64,851 0 0
MARRIOTT INTL INC NEW CL A 571903202 3,572 53,749 SH   DFND 3 53,749 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,052,449 15,373,194 SH   DFND 1,5 361,227 0 15,011,967
MARSH & MCLENNAN COS INC COM 571748102 12,136 177,278 SH   DFND 2 177,278 0 0
MARSH & MCLENNAN COS INC COM 571748102 18,411 268,936 SH   DFND 3 268,936 0 0
MARSH & MCLENNAN COS INC COM 571748102 10,918 159,474 SH   DFND 6 159,474 0 0
MARSH & MCLENNAN COS INC COM 571748102 48,004 701,194 SH   DFND 7 561,700 0 139,494
MARTEN TRANS LTD COM 573075108 2,954 149,200 SH   DFND 1,5 0 0 149,200
MARTIN MARIETTA MATLS INC COM 573284106 426,027 2,218,893 SH   DFND 1,5 116,217 0 2,102,676
MARTIN MARIETTA MATLS INC COM 573284106 4,148 21,606 SH   DFND 2 21,606 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,929 10,046 SH   DFND 3 10,046 0 0
MARTIN MARIETTA MATLS INC COM 573284106 11,735 61,120 SH   DFND 6 61,120 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,561 39,380 SH   DFND 7 39,380 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,112 11,000 SH   DFND 11 11,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 281,106 29,496,986 SH   DFND 1,5 172,603 0 29,324,383
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 136,360 14,308,454 SH   DFND 1,9 0 0 14,308,454
MASCO CORP COM 574599106 418,004 13,510,136 SH   DFND 1,5 971,512 0 12,538,624
MASCO CORP COM 574599106 3,502 113,171 SH   DFND 2 113,171 0 0
MASCO CORP COM 574599106 1,570 50,739 SH   DFND 3 50,739 0 0
MASCO CORP COM 574599106 475 15,349 SH   DFND 6 15,349 0 0
MASCO CORP COM 574599106 2,730 88,230 SH   DFND 7 88,230 0 0
MASIMO CORP COM 574795100 17,330 330,000 SH   DFND 1,5 0 0 330,000
MASONITE INTL CORP NEW COM 575385109 711 10,749 SH   DFND 1,5 0 0 10,749
MASTERCARD INC CL A 57636Q104 4,218,751 47,907,692 SH   DFND 1,5 3,060,122 0 44,847,570
MASTERCARD INC CL A 57636Q104 29,076 330,182 SH   DFND 2 330,182 0 0
MASTERCARD INC CL A 57636Q104 47,835 543,210 SH   DFND 3 543,210 0 0
MASTERCARD INC CL A 57636Q104 25,390 288,331 SH   DFND 6 260,131 0 28,200
MASTERCARD INC CL A 57636Q104 45,517 516,889 SH   DFND 7 183,200 0 333,689
MASTERCARD INC CL A 57636Q104 1,013 11,500 SH   DFND 11 11,500 0 0
MATADOR RES CO COM 576485205 2,293 115,800 SH   DFND 1,5 0 0 115,800
MATSON INC COM 57686G105 4,425 137,050 SH   DFND 1,5 50 0 137,000
MATTEL INC COM 577081102 501,248 16,019,439 SH   DFND 1,5 766,745 0 15,252,694
MATTEL INC COM 577081102 3,623 115,790 SH   DFND 2 115,790 0 0
MATTEL INC COM 577081102 19,881 635,394 SH   DFND 3 635,394 0 0
MATTEL INC COM 577081102 8,799 281,200 SH   DFND 6 231,000 0 50,200
MATTEL INC COM 577081102 8,398 268,400 SH   DFND 7 138,800 0 129,600
MATTERSIGHT CORP COM 577097108 4,848 1,252,657 SH   DFND 1,5 0 0 1,252,657
MATTHEWS INTL CORP CL A 577128101 55,208 992,236 SH   DFND 1,5 28,712 0 963,524
MATTHEWS INTL CORP CL A 577128101 13,733 246,816 SH   DFND 6 246,816 0 0
MATTHEWS INTL CORP CL A 577128101 1,936 34,800 SH   DFND 7 34,800 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 693,319 19,426,133 SH   DFND 1,5 330,269 0 19,095,864
MAXIM INTEGRATED PRODS INC COM 57772K101 46,757 1,310,100 SH   DFND 1,9 0 0 1,310,100
MAXIM INTEGRATED PRODS INC COM 57772K101 22,236 623,031 SH   DFND 3 623,031 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,245 62,900 SH   DFND 6 62,900 0 0
MAXIMUS INC COM 577933104 158,316 2,859,232 SH   DFND 1,5 650 0 2,858,582
MAXIMUS INC COM 577933104 35,025 632,561 SH   DFND 6 632,561 0 0
MAXIMUS INC COM 577933104 7,710 139,254 SH   DFND 7 139,254 0 0
MAXIMUS INC COM 577933104 90,724 1,638,500 SH   DFND 11 1,638,500 0 0
MAXLINEAR INC CL A 57776J100 2,889 160,700 SH   DFND 1,9 0 0 160,700
MAXPOINT INTERACTIVE INC COM NEW 57777M201 1,102 102,002 SH   DFND 6 102,002 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 545 50,455 SH   DFND 7 50,455 0 0
MB FINANCIAL INC NEW COM 55264U108 94,422 2,602,600 SH   DFND 1,5 0 0 2,602,600
MBIA INC COM 55262C100 661 96,808 SH   DFND 1,5 808 0 96,000
MCCORMICK & CO INC COM NON VTG 579780206 4,182 39,205 SH   DFND 2 39,205 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,123 29,280 SH   DFND 3 29,280 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,003 9,401 SH   DFND 6 9,401 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,934 36,881 SH   DFND 7 36,881 0 0
MCDONALDS CORP COM 580135101 1,595,624 13,259,297 SH   DFND 1,5 1,494,341 0 11,764,956
MCDONALDS CORP COM 580135101 35,930 298,571 SH   DFND 2 298,571 0 0
MCDONALDS CORP COM 580135101 33,452 277,980 SH   DFND 3 277,980 0 0
MCDONALDS CORP COM 580135101 22,617 187,945 SH   DFND 6 128,795 0 59,150
MCDONALDS CORP COM 580135101 58,635 487,243 SH   DFND 7 206,533 0 280,710
MCEWEN MNG INC COM 58039P107 2,230 579,110 SH   DFND 1,5 0 0 579,110
MCKESSON CORP COM 58155Q103 1,650,954 8,845,188 SH   DFND 1,5 260,394 0 8,584,794
MCKESSON CORP COM 58155Q103 21,590 115,670 SH   DFND 1,10 115,670 0 0
MCKESSON CORP COM 58155Q103 14,285 76,533 SH   DFND 2 76,533 0 0
MCKESSON CORP COM 58155Q103 22,708 121,659 SH   DFND 3 121,659 0 0
MCKESSON CORP COM 58155Q103 12,957 69,417 SH   DFND 6 59,117 0 10,300
MCKESSON CORP COM 58155Q103 38,718 207,439 SH   DFND 7 55,059 0 152,380
MCKESSON CORP COM 58155Q103 56,322 301,750 SH   DFND 11 301,750 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 120,503 6,588,440 SH   DFND 1,5 0 0 6,588,440
MDC PARTNERS INC CL A SUB VTG 552697104 5,191 283,800 SH   DFND 1,10 0 0 283,800
MDC PARTNERS INC CL A SUB VTG 552697104 11,487 628,060 SH   DFND 6 628,060 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 4,526 247,460 SH   DFND 7 247,460 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,139,720 12,558,893 SH   DFND 1,5 620,149 0 11,938,744
MEAD JOHNSON NUTRITION CO COM 582839106 5,761 63,487 SH   DFND 2 63,487 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 4,095 45,123 SH   DFND 3 45,123 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 15,151 166,954 SH   DFND 6 126,760 0 40,194
MEAD JOHNSON NUTRITION CO COM 582839106 19,113 210,610 SH   DFND 7 126,510 0 84,100
MEDICAL PPTYS TRUST INC COM 58463J304 237,470 15,612,782 SH   DFND 1,5 12,447,936 0 3,164,846
MEDICAL PPTYS TRUST INC COM 58463J304 13,962 917,919 SH   DFND 6 917,919 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,723 376,290 SH   DFND 7 316,600 0 59,690
MEDICINES CO COM 584688105 341,887 10,166,128 SH   DFND 1,5 670,977 0 9,495,151
MEDICINES CO NOTE 2.500% 1/1 584688AE5 6,162 5,230,000 PRN   DFND 1,5 0 0 0
MEDICINES CO COM 584688105 5,435 161,600 SH   DFND 6 161,600 0 0
MEDICINES CO COM 584688105 1,692 50,300 SH   DFND 7 50,300 0 0
MEDICINOVA INC COM NEW 58468P206 13,798 1,827,500 SH   DFND 1,5 0 0 1,827,500
MEDIDATA SOLUTIONS INC COM 58471A105 266,996 5,696,525 SH   DFND 1,5 89,985 0 5,606,540
MEDIDATA SOLUTIONS INC COM 58471A105 56,784 1,211,521 SH   DFND 1,9 221 0 1,211,300
MEDIVATION INC COM 58501N101 823,083 13,649,799 SH   DFND 1,5 369,810 0 13,279,989
MEDIVATION INC COM 58501N101 53,352 884,780 SH   DFND 6 809,680 0 75,100
MEDIVATION INC COM 58501N101 59,198 981,722 SH   DFND 7 833,822 0 147,900
MEDNAX INC COM 58502B106 215,717 2,978,277 SH   DFND 1,5 63,712 0 2,914,565
MEDNAX INC COM 58502B106 63,186 872,375 SH   DFND 6 872,375 0 0
MEDNAX INC COM 58502B106 19,529 269,623 SH   DFND 7 269,623 0 0
MEDNAX INC COM 58502B106 67,967 938,380 SH   DFND 11 938,380 0 0
MEDTRONIC PLC SHS G5960L103 6,147,286 70,845,750 SH   DFND 1,5 1,662,945 0 69,182,805
MEDTRONIC PLC SHS G5960L103 41,498 478,253 SH   DFND 2 478,253 0 0
MEDTRONIC PLC SHS G5960L103 112,405 1,295,434 SH   DFND 3 1,295,434 0 0
MEDTRONIC PLC SHS G5960L103 63,545 732,336 SH   DFND 6 532,535 0 199,801
MEDTRONIC PLC SHS G5960L103 202,006 2,328,066 SH   DFND 7 1,398,752 0 929,314
MEDTRONIC PLC SHS G5960L103 31,548 363,585 SH   DFND 11 363,585 0 0
MEI PHARMA INC COM NEW 55279B202 420 308,629 SH   DFND 1,5 500 0 308,129
MELLANOX TECHNOLOGIES LTD SHS M51363113 80,992 1,688,739 SH   DFND 1,5 295,850 0 1,392,889
MELLANOX TECHNOLOGIES LTD SHS M51363113 465 9,700 SH   DFND 6 9,700 0 0
MENTOR GRAPHICS CORP COM 587200106 12,042 566,395 SH   DFND 1,5 225 0 566,170
MENTOR GRAPHICS CORP COM 587200106 13,302 625,696 SH   DFND 6 625,696 0 0
MENTOR GRAPHICS CORP COM 587200106 986 46,400 SH   DFND 7 46,400 0 0
MERCADOLIBRE INC COM 58733R102 60,432 429,602 SH   DFND 1,5 54,743 0 374,859
MERCADOLIBRE INC COM 58733R102 8,360 59,427 SH   DFND 3 59,427 0 0
MERCADOLIBRE INC COM 58733R102 295 2,100 SH   DFND 6 2,100 0 0
MERCHANTS BANCSHARES COM 588448100 305 10,000 SH   DFND 1,5 0 0 10,000
MERCK & CO INC COM 58933Y105 549,713 9,541,972 SH   DFND 1,5 200,516 0 9,341,456
MERCK & CO INC COM 58933Y105 54,237 941,443 SH   DFND 2 941,443 0 0
MERCK & CO INC COM 58933Y105 90,824 1,576,529 SH   DFND 3 1,576,529 0 0
MERCK & CO INC COM 58933Y105 16,763 290,976 SH   DFND 6 121,409 0 169,567
MERCK & CO INC COM 58933Y105 73,003 1,267,193 SH   DFND 7 680,783 0 586,410
MERCURY SYS INC COM 589378108 1,176 47,300 SH   DFND 1,5 0 0 47,300
MERIDIAN BANCORP INC MD COM 58958U103 66,570 4,504,029 SH   DFND 1,5 116,156 0 4,387,873
MERIDIAN BANCORP INC MD COM 58958U103 3,013 203,869 SH   DFND 6 203,869 0 0
MERIDIAN BANCORP INC MD COM 58958U103 432 29,200 SH   DFND 7 29,200 0 0
MERIT MED SYS INC COM 589889104 8,912 449,413 SH   DFND 6 449,413 0 0
MERIT MED SYS INC COM 589889104 5,296 267,080 SH   DFND 7 191,580 0 75,500
MERITAGE HOMES CORP COM 59001A102 190,367 5,071,042 SH   DFND 1,5 0 0 5,071,042
MERRIMACK PHARMACEUTICALS IN COM 590328100 102,908 19,092,469 SH   DFND 1,5 2,788,633 0 16,303,836
MERRIMACK PHARMACEUTICALS IN COM 590328100 357 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 37,392 304,000 SH   DFND 1,5 30,700 0 273,300
METHANEX CORP COM 59151K108 1,910 65,635 SH   DFND 3 65,635 0 0
METHANEX CORP COM 59151K108 16,762 576,087 SH   DFND 11 576,087 0 0
METHODE ELECTRS INC COM 591520200 24,584 718,200 SH   DFND 1,5 0 0 718,200
METLIFE INC COM 59156R108 989,076 24,832,426 SH   DFND 1,5 929,159 0 23,903,267
METLIFE INC COM 59156R108 14,883 373,672 SH   DFND 2 373,672 0 0
METLIFE INC COM 59156R108 46,134 1,158,263 SH   DFND 3 1,158,263 0 0
METLIFE INC COM 59156R108 11,023 276,740 SH   DFND 6 244,134 0 32,606
METLIFE INC COM 59156R108 17,500 439,359 SH   DFND 7 213,125 0 226,234
METTLER TOLEDO INTERNATIONAL COM 592688105 944,043 2,586,986 SH   DFND 1,5 185,038 0 2,401,948
MFA FINL INC COM 55272X102 199,831 27,487,019 SH   DFND 1,5 211 0 27,486,808
MGIC INVT CORP WIS COM 552848103 86,991 14,620,389 SH   DFND 1,5 876,968 0 13,743,421
MGIC INVT CORP WIS COM 552848103 2,050 344,500 SH   DFND 6 344,500 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 13,197 494,625 SH   DFND 1,5 10,525 0 484,100
MGM GROWTH PPTYS LLC CL A COM 55303A105 1,902 71,300 SH   DFND 6 71,300 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 731 27,400 SH   DFND 7 3,200 0 24,200
MGM RESORTS INTERNATIONAL COM 552953101 57,372 2,535,200 SH   DFND 1,5 28,858 0 2,506,342
MGM RESORTS INTERNATIONAL COM 552953101 1,344 59,400 SH   DFND 6 59,400 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 221,579 4,478,161 SH   DFND 1,5 1,062,131 0 3,416,030
MICHAEL KORS HLDGS LTD SHS G60754101 2,970 60,021 SH   DFND 2 60,021 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 437 8,831 SH   DFND 3 8,831 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 539 10,900 SH   DFND 6 10,900 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 4,948 100,000 SH   DFND 11 100,000 0 0
MICHAELS COS INC COM 59408Q106 7,126 250,546 SH   DFND 1,5 546 0 250,000
MICROCHIP TECHNOLOGY INC COM 595017104 43,680 860,514 SH   DFND 1,5 0 0 860,514
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 76,640 69,240,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,709 73,063 SH   DFND 2 73,063 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 25,285 498,120 SH   DFND 3 498,120 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 15,351 10,610,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 240,636 17,488,066 SH   DFND 1,5 345,886 0 17,142,180
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 15,792 11,250,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 42,621 55,805,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 177,271 12,883,100 SH   DFND 1,9 0 0 12,883,100
MICRON TECHNOLOGY INC COM 595112103 4,853 352,711 SH   DFND 2 352,711 0 0
MICRON TECHNOLOGY INC COM 595112103 2,197 159,683 SH   DFND 3 159,683 0 0
MICRON TECHNOLOGY INC COM 595112103 409 29,700 SH   DFND 6 29,700 0 0
MICROSEMI CORP COM 595137100 25,758 788,182 SH   DFND 1,9 0 0 788,182
MICROSOFT CORP COM 594918104 5,800,788 113,363,057 SH   DFND 1,5 7,066,353 0 106,296,704
MICROSOFT CORP COM 594918104 308,501 6,028,940 SH   DFND 1,9 0 0 6,028,940
MICROSOFT CORP COM 594918104 136,801 2,673,452 SH   DFND 2 2,673,452 0 0
MICROSOFT CORP COM 594918104 149,060 2,913,035 SH   DFND 3 2,913,035 0 0
MICROSOFT CORP COM 594918104 39,545 772,811 SH   DFND 6 712,711 0 60,100
MICROSOFT CORP COM 594918104 91,232 1,782,914 SH   DFND 7 378,013 0 1,404,901
MICROSOFT CORP COM 594918104 31,981 625,000 SH   DFND 11 625,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 372,583 3,501,724 SH   DFND 1,5 51,669 0 3,450,055
MID-AMER APT CMNTYS INC COM 59522J103 40,570 381,301 SH   DFND 6 381,301 0 0
MID-AMER APT CMNTYS INC COM 59522J103 15,300 143,800 SH   DFND 7 16,200 0 127,600
MIDDLEBY CORP COM 596278101 10,076 87,430 SH   DFND 1,5 90 0 87,340
MIDLAND STS BANCORP INC ILL COM 597742105 9,069 418,100 SH   DFND 6 418,100 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 2,826 130,300 SH   DFND 7 130,300 0 0
MILLER HERMAN INC COM 600544100 11,890 397,800 SH   DFND 1,5 100 0 397,700
MILLER INDS INC TENN COM NEW 600551204 727 35,300 SH   DFND 1,5 35,300 0 0
MIMEDX GROUP INC COM 602496101 9,335 1,169,777 SH   DFND 1,5 1,000 0 1,168,777
MINDBODY INC COM CL A 60255W105 9,142 566,400 SH   DFND 1,9 0 0 566,400
MINERVA NEUROSCIENCES INC COM 603380106 50,854 4,980,794 SH   DFND 1,5 0 0 4,980,794
MIRATI THERAPEUTICS INC COM 60468T105 8,698 1,593,092 SH   DFND 1,5 400 0 1,592,692
MIRNA THERAPEUTICS INC COM 60470J103 5,710 1,340,395 SH   DFND 1,5 0 0 1,340,395
MITEL NETWORKS CORP COM 60671Q104 441 70,110 SH   DFND 1,5 0 0 70,110
MKS INSTRUMENT INC COM 55306N104 458 10,643 SH   DFND 1,5 63 0 10,580
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 419,939 9,101,403 SH   DFND 1,5 128,826 0 8,972,577
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 51,279 1,111,372 SH   DFND 1,9 1,172 0 1,110,200
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 9,244 200,356 SH   DFND 3 200,356 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4,116 89,200 SH   DFND 6 89,200 0 0
MODINE MFG CO COM 607828100 110 12,480 SH   DFND 1,5 0 0 12,480
MOELIS & CO CL A 60786M105 2,880 128,000 SH   DFND 7 128,000 0 0
MOHAWK INDS INC COM 608190104 486,422 2,563,354 SH   DFND 1,5 122,477 0 2,440,877
MOHAWK INDS INC COM 608190104 4,112 21,671 SH   DFND 2 21,671 0 0
MOHAWK INDS INC COM 608190104 1,642 8,655 SH   DFND 3 8,655 0 0
MOHAWK INDS INC COM 608190104 16,206 85,404 SH   DFND 6 81,004 0 4,400
MOHAWK INDS INC COM 608190104 30,039 158,300 SH   DFND 7 158,300 0 0
MOLINA HEALTHCARE INC COM 60855R100 17,903 358,771 SH   DFND 1,5 71 0 358,700
MOLINA HEALTHCARE INC COM 60855R100 10,407 208,550 SH   DFND 6 208,550 0 0
MOLINA HEALTHCARE INC COM 60855R100 4,360 87,370 SH   DFND 7 87,370 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,191,661 11,783,454 SH   DFND 1,5 465,097 0 11,318,357
MOLSON COORS BREWING CO CL B 60871R209 6,333 62,624 SH   DFND 2 62,624 0 0
MOLSON COORS BREWING CO CL B 60871R209 19,233 190,178 SH   DFND 3 190,178 0 0
MOLSON COORS BREWING CO CL B 60871R209 13,447 132,968 SH   DFND 6 108,618 0 24,350
MOLSON COORS BREWING CO CL B 60871R209 16,749 165,614 SH   DFND 7 122,114 0 43,500
MOMENTA PHARMACEUTICALS INC COM 60877T100 114,835 10,632,879 SH   DFND 1,5 1,976,449 0 8,656,430
MONARCH CASINO & RESORT INC COM 609027107 569 25,900 SH   DFND 6 25,900 0 0
MONDELEZ INTL INC CL A 609207105 1,110,809 24,408,025 SH   DFND 1,5 1,141,620 0 23,266,405
MONDELEZ INTL INC CL A 609207105 24,024 527,877 SH   DFND 2 527,877 0 0
MONDELEZ INTL INC CL A 609207105 27,493 604,118 SH   DFND 3 604,118 0 0
MONDELEZ INTL INC CL A 609207105 23,465 515,600 SH   DFND 6 359,706 0 155,894
MONDELEZ INTL INC CL A 609207105 79,530 1,747,519 SH   DFND 7 1,203,759 0 543,760
MONEYGRAM INTL INC COM NEW 60935Y208 10,362 1,512,649 SH   DFND 1,5 21,500 0 1,491,149
MONMOUTH REAL ESTATE INVT CO CL A 609720107 7,917 597,073 SH   DFND 1,5 0 0 597,073
MONOGRAM RESIDENTIAL TR INC COM 60979P105 98,703 9,667,252 SH   DFND 1,5 5,455,646 0 4,211,606
MONOLITHIC PWR SYS INC COM 609839105 107,068 1,567,152 SH   DFND 1,5 5,961 0 1,561,191
MONOLITHIC PWR SYS INC COM 609839105 29,658 434,101 SH   DFND 1,9 154 0 433,947
MONOLITHIC PWR SYS INC COM 609839105 85,287 1,248,347 SH   DFND 6 1,211,947 0 36,400
MONOLITHIC PWR SYS INC COM 609839105 33,526 490,713 SH   DFND 7 456,513 0 34,200
MONSANTO CO NEW COM 61166W101 1,466,901 14,185,289 SH   DFND 1,5 668,911 0 13,516,378
MONSANTO CO NEW COM 61166W101 34,804 336,563 SH   DFND 1,10 10,963 0 325,600
MONSANTO CO NEW COM 61166W101 15,364 148,577 SH   DFND 2 148,577 0 0
MONSANTO CO NEW COM 61166W101 14,056 135,927 SH   DFND 3 135,927 0 0
MONSANTO CO NEW COM 61166W101 35,706 345,286 SH   DFND 6 230,216 0 115,070
MONSANTO CO NEW COM 61166W101 138,271 1,337,115 SH   DFND 7 612,540 0 724,575
MONSANTO CO NEW COM 61166W101 10,858 105,000 SH   DFND 11 105,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,555,555 15,901,653 SH   DFND 1,5 1,556,659 0 14,344,994
MONSTER BEVERAGE CORP NEW COM 61174X109 7,695 47,881 SH   DFND 2 47,881 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 34,176 212,658 SH   DFND 3 212,658 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 28,985 180,359 SH   DFND 6 158,359 0 22,000
MONSTER BEVERAGE CORP NEW COM 61174X109 55,845 347,491 SH   DFND 7 293,591 0 53,900
MONSTER WORLDWIDE INC COM 611742107 13,145 5,500,000 SH   DFND 1,5 0 0 5,500,000
MOODYS CORP COM 615369105 255,340 2,724,784 SH   DFND 1,5 54,764 0 2,670,020
MOODYS CORP COM 615369105 5,388 57,493 SH   DFND 2 57,493 0 0
MOODYS CORP COM 615369105 2,657 28,351 SH   DFND 3 28,351 0 0
MOODYS CORP COM 615369105 2,849 30,400 SH   DFND 7 30,400 0 0
MOODYS CORP COM 615369105 21,586 230,352 SH   DFND 11 230,352 0 0
MOOG INC CL A 615394202 208,595 3,868,604 SH   DFND 1,5 422 0 3,868,182
MOOG INC CL A 615394202 23,493 435,700 SH   DFND 6 435,700 0 0
MOOG INC CL A 615394202 6,859 127,200 SH   DFND 7 127,200 0 0
MORGAN STANLEY COM NEW 617446448 594,656 22,888,992 SH   DFND 1,5 861,165 0 22,027,827
MORGAN STANLEY COM NEW 617446448 13,350 513,870 SH   DFND 2 513,870 0 0
MORGAN STANLEY COM NEW 617446448 21,166 814,714 SH   DFND 3 814,714 0 0
MORGAN STANLEY COM NEW 617446448 9,878 380,227 SH   DFND 6 380,227 0 0
MORGAN STANLEY COM NEW 617446448 17,236 663,452 SH   DFND 7 0 0 663,452
MOSAIC CO NEW COM 61945C103 21,137 807,378 SH   DFND 1,5 106,717 0 700,661
MOSAIC CO NEW COM 61945C103 3,115 118,977 SH   DFND 2 118,977 0 0
MOSAIC CO NEW COM 61945C103 4,775 182,395 SH   DFND 3 182,395 0 0
MOTORCAR PTS AMER INC COM 620071100 17,633 648,731 SH   DFND 6 648,731 0 0
MOTORCAR PTS AMER INC COM 620071100 4,827 177,600 SH   DFND 7 177,600 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 14,266 216,246 SH   DFND 1,5 1,965 0 214,281
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,565 54,039 SH   DFND 2 54,039 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,260 34,264 SH   DFND 3 34,264 0 0
MOVADO GROUP INC COM 624580106 12,691 585,357 SH   DFND 1,5 346,415 0 238,942
MPLX LP COM UNIT REP LTD 55336V100 136,142 4,048,237 SH   DFND 1,5 0 0 4,048,237
MRC GLOBAL INC COM 55345K103 8,159 574,200 SH   DFND 1,5 38,770 0 535,430
MRC GLOBAL INC COM 55345K103 1,304 91,800 SH   DFND 6 44,100 0 47,700
MRC GLOBAL INC COM 55345K103 1,874 131,870 SH   DFND 7 86,670 0 45,200
MSC INDL DIRECT INC CL A 553530106 30,174 427,629 SH   DFND 1,5 229 0 427,400
MSCI INC COM 55354G100 871,906 11,305,834 SH   DFND 1,5 618,525 0 10,687,309
MSCI INC COM 55354G100 11,738 152,200 SH   DFND 1,9 0 0 152,200
MSCI INC COM 55354G100 49,056 636,100 SH   DFND 1,10 13,100 0 623,000
MSCI INC COM 55354G100 5,957 77,239 SH   DFND 6 55,439 0 21,800
MSCI INC COM 55354G100 11,522 149,400 SH   DFND 7 92,800 0 56,600
MSCI INC COM 55354G100 21,717 281,600 SH   DFND 11 281,600 0 0
MTS SYS CORP COM 553777103 1,716 39,133 SH   DFND 1,5 81 0 39,052
MUELLER INDS INC COM 624756102 164,359 5,155,550 SH   DFND 1,5 50 0 5,155,500
MULTI COLOR CORP COM 625383104 37,136 585,746 SH   DFND 1,5 6,040 0 579,706
MULTI COLOR CORP COM 625383104 87,425 1,378,950 SH   DFND 6 1,348,550 0 30,400
MULTI COLOR CORP COM 625383104 18,012 284,095 SH   DFND 7 259,095 0 25,000
MULTI FINELINE ELECTRONIX IN COM 62541B101 7,656 330,000 SH   DFND 1,5 30,400 0 299,600
MURPHY OIL CORP COM 626717102 396,426 12,485,870 SH   DFND 1,5 1,976,750 0 10,509,120
MURPHY OIL CORP COM 626717102 1,748 55,052 SH   DFND 2 55,052 0 0
MURPHY OIL CORP COM 626717102 3,857 121,482 SH   DFND 3 121,482 0 0
MURPHY USA INC COM 626755102 60,456 815,206 SH   DFND 1,5 96 0 815,110
MYLAN N V SHS EURO N59465109 240,966 5,572,758 SH   DFND 1,5 347,335 0 5,225,423
MYLAN N V SHS EURO N59465109 6,280 145,238 SH   DFND 2 145,238 0 0
MYLAN N V SHS EURO N59465109 3,298 76,265 SH   DFND 3 76,265 0 0
MYOKARDIA INC COM 62857M105 46,609 3,758,770 SH   DFND 1,5 0 0 3,758,770
MYOS RENS TECHNOLOGY INC COM 62857P108 156 80,000 SH   DFND 1,5 0 0 80,000
MYR GROUP INC DEL COM 55405W104 366 15,190 SH   DFND 1,5 15,190 0 0
MYRIAD GENETICS INC COM 62855J104 27,479 898,000 SH   DFND 1,5 0 0 898,000
NABORS INDUSTRIES LTD SHS G6359F103 118,529 11,793,900 SH   DFND 1,5 90,077 0 11,703,823
NABORS INDUSTRIES LTD SHS G6359F103 652 64,924 SH   DFND 3 64,924 0 0
NACCO INDS INC CL A 629579103 18,519 330,694 SH   DFND 1,5 36,394 0 294,300
NANOMETRICS INC COM 630077105 2,805 134,900 SH   DFND 1,9 0 0 134,900
NANTHEALTH INC COM 630104107 11,250 900,000 SH   DFND 1,5 0 0 900,000
NANTKWEST INC COM 63016Q102 14,185 2,280,577 SH   DFND 1,5 57,231 0 2,223,346
NASDAQ INC COM 631103108 8,844 136,761 SH   DFND 1,5 11,661 0 125,100
NASDAQ INC COM 631103108 2,533 39,168 SH   DFND 2 39,168 0 0
NASDAQ INC COM 631103108 756 11,690 SH   DFND 3 11,690 0 0
NASDAQ INC COM 631103108 88,734 1,372,103 SH   DFND 6 1,357,792 0 14,311
NASDAQ INC COM 631103108 22,884 353,853 SH   DFND 7 353,853 0 0
NASDAQ INC COM 631103108 44,965 695,300 SH   DFND 11 695,300 0 0
NATIONAL BANKSHARES INC VA COM 634865109 702 20,100 SH   DFND 1,5 20,100 0 0
NATIONAL FUEL GAS CO N J COM 636180101 10,165 178,711 SH   DFND 1,5 0 0 178,711
NATIONAL GRID PLC SPON ADR NEW 636274300 684 9,205 SH   DFND 3 9,205 0 0
NATIONAL HEALTH INVS INC COM 63633D104 124,687 1,660,500 SH   DFND 1,5 1,265,000 0 395,500
NATIONAL HEALTHCARE CORP COM 635906100 2,052 31,700 SH   DFND 1,5 689 0 31,011
NATIONAL HOLDINGS CORP COM NEW 636375206 1,474 491,374 SH   DFND 6 491,374 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 749 249,777 SH   DFND 7 249,777 0 0
NATIONAL INSTRS CORP COM 636518102 1,143 41,700 SH   DFND 1,5 0 0 41,700
NATIONAL INTERSTATE CORP COM 63654U100 26,696 882,500 SH   DFND 1,5 82,500 0 800,000
NATIONAL OILWELL VARCO INC COM 637071101 248,474 7,384,059 SH   DFND 1,5 66,534 0 7,317,525
NATIONAL OILWELL VARCO INC COM 637071101 4,315 128,244 SH   DFND 2 128,244 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,751 52,035 SH   DFND 3 52,035 0 0
NATIONAL OILWELL VARCO INC COM 637071101 3,992 118,630 SH   DFND 6 118,630 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 106,046 2,050,383 SH   DFND 1,5 76,247 0 1,974,136
NATIONAL RETAIL PPTYS INC COM 637417106 28,760 556,079 SH   DFND 6 556,079 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 10,913 211,000 SH   DFND 7 24,200 0 186,800
NATIONAL WESTN LIFE GROUP IN CL A 638517102 36,612 187,495 SH   DFND 1,5 35,275 0 152,220
NATIONAL WESTN LIFE GROUP IN CL A 638517102 6,200 31,753 SH   DFND 6 31,753 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 2,441 12,500 SH   DFND 7 12,500 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,378 122,395 SH   DFND 1,5 9,700 0 112,695
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 205 18,570 SH   DFND 1,5 18,570 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 166 12,700 SH   DFND 1,5 0 0 12,700
NATURAL GROCERS BY VITAMIN C COM 63888U108 10,100 773,969 SH   DFND 6 710,369 0 63,600
NATURAL GROCERS BY VITAMIN C COM 63888U108 5,357 410,480 SH   DFND 7 350,880 0 59,600
NATUS MEDICAL INC DEL COM 639050103 17,388 460,000 SH   DFND 1,5 0 0 460,000
NAVIENT CORP COM 63938C108 159,652 13,359,985 SH   DFND 1,5 9,403 0 13,350,582
NAVIENT CORP COM 63938C108 1,343 112,412 SH   DFND 2 112,412 0 0
NAVIENT CORP COM 63938C108 973 81,449 SH   DFND 3 81,449 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 625 771,100 SH   DFND 1,5 0 0 771,100
NCI INC CL A 62886K104 11,123 791,700 SH   DFND 1,5 96,000 0 695,700
NCI INC CL A 62886K104 393 28,000 SH   DFND 6 28,000 0 0
NCR CORP NEW COM 62886E108 96,602 3,478,633 SH   DFND 1,5 7,899 0 3,470,734
NCR CORP NEW COM 62886E108 1,909 68,733 SH   DFND 3 68,733 0 0
NCR CORP NEW COM 62886E108 5,726 206,190 SH   DFND 6 82,480 0 123,710
NCR CORP NEW COM 62886E108 34,493 1,242,099 SH   DFND 7 656,039 0 586,060
NEENAH PAPER INC COM 640079109 66,541 919,455 SH   DFND 1,5 1,955 0 917,500
NEKTAR THERAPEUTICS COM 640268108 19,622 1,378,903 SH   DFND 1,5 0 0 1,378,903
NELNET INC CL A 64031N108 784 22,556 SH   DFND 1,5 56 0 22,500
NEOVASC INC COM 64065J106 2,060 4,000,000 SH   DFND 1,5 0 0 4,000,000
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 6,321 632,773 SH   DFND 1,5 132,773 0 500,000
NETAPP INC COM 64110D104 6,491 263,949 SH   DFND 1,5 0 0 263,949
NETAPP INC COM 64110D104 2,418 98,321 SH   DFND 2 98,321 0 0
NETAPP INC COM 64110D104 261 10,633 SH   DFND 3 10,633 0 0
NETEASE INC SPONSORED ADR 64110W102 4,756 24,615 SH   DFND 1,5 1,140 0 23,475
NETFLIX INC COM 64110L106 1,826,901 19,970,492 SH   DFND 1,5 1,501,301 0 18,469,191
NETFLIX INC COM 64110L106 13,326 145,671 SH   DFND 2 145,671 0 0
NETFLIX INC COM 64110L106 8,956 97,902 SH   DFND 3 97,902 0 0
NETFLIX INC COM 64110L106 5,287 57,793 SH   DFND 6 57,793 0 0
NETGEAR INC COM 64111Q104 136,290 2,866,848 SH   DFND 1,5 234,492 0 2,632,356
NETSCOUT SYS INC COM 64115T104 6,014 270,300 SH   DFND 1,5 0 0 270,300
NETSUITE INC COM 64118Q107 73,272 1,006,486 SH   DFND 1,5 397 0 1,006,089
NETSUITE INC COM 64118Q107 47,497 652,429 SH   DFND 1,9 129 0 652,300
NEUROCRINE BIOSCIENCES INC COM 64125C109 532,988 11,726,916 SH   DFND 1,5 304,462 0 11,422,454
NEUROCRINE BIOSCIENCES INC COM 64125C109 37,020 814,521 SH   DFND 6 814,521 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,062 155,370 SH   DFND 7 155,370 0 0
NEUSTAR INC CL A 64126X201 32,354 1,376,200 SH   DFND 1,5 135,600 0 1,240,600
NEVRO CORP COM 64157F103 307,341 4,166,777 SH   DFND 1,5 75,449 0 4,091,328
NEVRO CORP COM 64157F103 1,579 21,410 SH   DFND 6 21,410 0 0
NEW GOLD INC CDA COM 644535106 55,507 12,692,459 SH   DFND 1,5 900 0 12,691,559
NEW HOME CO INC COM 645370107 14,086 1,476,522 SH   DFND 1,5 0 0 1,476,522
NEW JERSEY RES COM 646025106 22,818 591,900 SH   DFND 1,5 0 0 591,900
NEW JERSEY RES COM 646025106 17,239 447,183 SH   DFND 6 413,254 0 33,929
NEW JERSEY RES COM 646025106 7,243 187,880 SH   DFND 7 187,880 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 89,990 2,148,760 SH   DFND 1,5 99,615 0 2,049,145
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 91,503 2,184,892 SH   DFND 1,9 504 0 2,184,388
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 65,890 1,573,300 SH   DFND 1,10 32,800 0 1,540,500
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 10,039 239,700 SH   DFND 6 181,700 0 58,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 7,115 169,900 SH   DFND 7 169,900 0 0
NEW RELIC INC COM 64829B100 202,044 6,876,939 SH   DFND 1,5 226,111 0 6,650,828
NEW RELIC INC COM 64829B100 18,545 631,200 SH   DFND 1,9 0 0 631,200
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 29,599 2,138,650 SH   DFND 1,5 0 0 2,138,650
NEW SR INVT GROUP INC COM 648691103 23,278 2,179,556 SH   DFND 1,5 0 0 2,179,556
NEW YORK CMNTY BANCORP INC COM 649445103 1,277 85,200 SH   DFND 1,5 0 0 85,200
NEW YORK MTG TR INC PFD-C CONV 649604808 8,164 352,493 SH   DFND 1,5 0 0 352,493
NEW YORK REIT INC COM 64976L109 144,984 15,673,989 SH   DFND 1,5 10,588,486 0 5,085,503
NEW YORK REIT INC COM 64976L109 3,032 327,825 SH   DFND 6 327,825 0 0
NEW YORK REIT INC COM 64976L109 1,154 124,800 SH   DFND 7 14,200 0 110,600
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 9,407 2,049,361 SH   DFND 1,5 0 0 2,049,361
NEWELL BRANDS INC COM 651229106 466,943 9,613,810 SH   DFND 1,5 213,032 0 9,400,778
NEWELL BRANDS INC COM 651229106 7,544 155,323 SH   DFND 2 155,323 0 0
NEWELL BRANDS INC COM 651229106 8,568 176,409 SH   DFND 3 176,409 0 0
NEWELL BRANDS INC COM 651229106 17,344 357,092 SH   DFND 6 357,092 0 0
NEWELL BRANDS INC COM 651229106 40,264 828,994 SH   DFND 7 828,994 0 0
NEWFIELD EXPL CO COM 651290108 607,830 13,758,038 SH   DFND 1,5 43,939 0 13,714,099
NEWFIELD EXPL CO COM 651290108 2,956 66,902 SH   DFND 2 66,902 0 0
NEWFIELD EXPL CO COM 651290108 422 9,562 SH   DFND 3 9,562 0 0
NEWLINK GENETICS CORP COM 651511107 10,690 949,395 SH   DFND 1,5 69 0 949,326
NEWMARKET CORP COM 651587107 29,278 70,656 SH   DFND 1,5 3 0 70,653
NEWMONT MINING CORP COM 651639106 145,065 3,708,193 SH   DFND 1,5 127 0 3,708,066
NEWMONT MINING CORP COM 651639106 7,059 180,440 SH   DFND 2 180,440 0 0
NEWMONT MINING CORP COM 651639106 1,857 47,480 SH   DFND 3 47,480 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 49,713 8,586,025 SH   DFND 1,5 0 0 8,586,025
NEWS CORP NEW CL A 65249B109 13,929 1,227,200 SH   DFND 1,5 0 0 1,227,200
NEWS CORP NEW CL B 65249B208 428 36,664 SH   DFND 2 36,664 0 0
NEWS CORP NEW CL A 65249B109 1,469 129,439 SH   DFND 2 129,439 0 0
NEWS CORP NEW CL A 65249B109 339 29,878 SH   DFND 3 29,878 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 34,764 4,064,300 SH   DFND 1,5 0 0 4,064,300
NEXPOINT RESIDENTIAL TR INC COM 65341D102 455 25,000 SH   DFND 1,5 0 0 25,000
NEXSTAR BROADCASTING GROUP I CL A 65336K103 58,992 1,239,852 SH   DFND 1,5 1,200 0 1,238,652
NEXTERA ENERGY INC COM 65339F101 1,051,244 8,061,686 SH   DFND 1,5 337 0 8,061,349
NEXTERA ENERGY INC COM 65339F101 20,465 156,944 SH   DFND 2 156,944 0 0
NEXTERA ENERGY INC COM 65339F101 19,388 148,683 SH   DFND 3 148,683 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 90,714 2,985,965 SH   DFND 1,5 0 0 2,985,965
NIC INC COM 62914B100 12,123 552,540 SH   DFND 1,5 240 0 552,300
NICE LTD SPONSORED ADR 653656108 10,293 161,200 SH   DFND 6 139,600 0 21,600
NICE LTD SPONSORED ADR 653656108 7,867 123,210 SH   DFND 7 101,610 0 21,600
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,284 319,428 SH   DFND 1,5 84,128 0 235,300
NIELSEN HLDGS PLC SHS EUR G6518L108 14,381 276,722 SH   DFND 1,5 722 0 276,000
NIELSEN HLDGS PLC SHS EUR G6518L108 6,377 122,715 SH   DFND 2 122,715 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 460 8,849 SH   DFND 3 8,849 0 0
NIKE INC CL B 654106103 3,926,363 71,129,771 SH   DFND 1,5 4,910,731 0 66,219,040
NIKE INC CL B 654106103 24,997 452,851 SH   DFND 2 452,851 0 0
NIKE INC CL B 654106103 24,081 436,252 SH   DFND 3 436,252 0 0
NIKE INC CL B 654106103 21,343 386,642 SH   DFND 6 332,142 0 54,500
NIKE INC CL B 654106103 43,395 786,140 SH   DFND 7 645,140 0 141,000
NIMBLE STORAGE INC COM 65440R101 51,219 6,434,591 SH   DFND 1,5 636,688 0 5,797,903
NIMBLE STORAGE INC COM 65440R101 314 39,400 SH   DFND 1,9 0 0 39,400
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,825 60,000 SH   DFND 1,5 0 0 60,000
NISKA GAS STORAGE PARTNERS L UNIT LTD LIABI 654678101 3,412 812,408 SH   DFND 1,5 0 0 812,408
NISOURCE INC COM 65473P105 54,155 2,042,036 SH   DFND 1,5 828 0 2,041,208
NISOURCE INC COM 65473P105 2,900 109,361 SH   DFND 2 109,361 0 0
NISOURCE INC COM 65473P105 1,031 38,883 SH   DFND 3 38,883 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 460 100,000 SH   DFND 1,5 0 0 100,000
NMI HLDGS INC CL A 629209305 2,887 526,900 SH   DFND 1,5 26,900 0 500,000
NN INC COM 629337106 13,385 956,777 SH   DFND 6 956,777 0 0
NN INC COM 629337106 3,861 276,000 SH   DFND 7 276,000 0 0
NOBLE ENERGY INC COM 655044105 614,620 17,134,649 SH   DFND 1,5 473,364 0 16,661,285
NOBLE ENERGY INC COM 655044105 5,229 145,763 SH   DFND 2 145,763 0 0
NOBLE ENERGY INC COM 655044105 2,029 56,559 SH   DFND 3 56,559 0 0
NOBLE ENERGY INC COM 655044105 905 25,237 SH   DFND 6 25,237 0 0
NOKIA CORP SPONSORED ADR 654902204 10,472 1,840,423 SH   DFND 1,5 0 0 1,840,423
NOMAD HLDGS LTD USD ORD SHS G6564A105 18,266 2,288,935 SH   DFND 1,5 0 0 2,288,935
NOODLES & CO CL A 65540B105 38,439 3,930,369 SH   DFND 1,5 419,311 0 3,511,058
NORBORD INC COM NEW 65548P403 10,222 522,800 SH   DFND 11 522,800 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 18,297 865,532 SH   DFND 1,5 3,127 0 862,405
NORDSTROM INC COM 655664100 1,661 43,651 SH   DFND 2 43,651 0 0
NORDSTROM INC COM 655664100 1,560 40,997 SH   DFND 3 40,997 0 0
NORFOLK SOUTHERN CORP COM 655844108 309,838 3,639,585 SH   DFND 1,5 197,660 0 3,441,925
NORFOLK SOUTHERN CORP COM 655844108 8,563 100,585 SH   DFND 2 100,585 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,996 46,945 SH   DFND 3 46,945 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,173 25,520 SH   DFND 6 25,520 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,423 75,448 SH   DFND 7 0 0 75,448
NORFOLK SOUTHERN CORP COM 655844108 1,149 13,500 SH   DFND 11 13,500 0 0
NORTEK INC COM NEW 656559309 14,865 250,625 SH   DFND 1,5 0 0 250,625
NORTHERN OIL & GAS INC NEV COM 665531109 28,063 6,074,233 SH   DFND 1,5 0 0 6,074,233
NORTHERN TR CORP COM 665859104 554,405 8,367,120 SH   DFND 1,5 12,888 0 8,354,232
NORTHERN TR CORP COM 665859104 4,833 72,946 SH   DFND 2 72,946 0 0
NORTHERN TR CORP COM 665859104 2,883 43,503 SH   DFND 3 43,503 0 0
NORTHERN TR CORP COM 665859104 6,623 99,950 SH   DFND 6 99,950 0 0
NORTHROP GRUMMAN CORP COM 666807102 908,080 4,085,299 SH   DFND 1,5 154,043 0 3,931,256
NORTHROP GRUMMAN CORP COM 666807102 13,642 61,374 SH   DFND 2 61,374 0 0
NORTHROP GRUMMAN CORP COM 666807102 13,143 59,129 SH   DFND 3 59,129 0 0
NORTHROP GRUMMAN CORP COM 666807102 5,610 25,239 SH   DFND 6 19,339 0 5,900
NORTHROP GRUMMAN CORP COM 666807102 6,980 31,400 SH   DFND 7 16,200 0 15,200
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 56,156 5,500,064 SH   DFND 1,5 109,808 0 5,390,256
NORTHSTAR REALTY EUROPE CORP COM 66706L101 1,489 161,018 SH   DFND 1,5 0 0 161,018
NORTHSTAR REALTY EUROPE CORP COM 66706L101 897 96,965 SH   DFND 6 96,965 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 491 53,060 SH   DFND 7 42,610 0 10,450
NORTHSTAR RLTY FIN CORP COM 66704R803 98,450 8,613,321 SH   DFND 1,5 2,298,200 0 6,315,121
NORTHSTAR RLTY FIN CORP COM 66704R803 9,720 850,400 SH   DFND 6 850,400 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 4,159 363,890 SH   DFND 7 160,840 0 203,050
NORWOOD FINANCIAL CORP COM 669549107 5,827 208,110 SH   DFND 1,5 19,900 0 188,210
NOVADAQ TECHNOLOGIES INC COM 66987G102 26,545 2,697,700 SH   DFND 1,5 136,100 0 2,561,600
NOVAGOLD RES INC COM NEW 66987E206 166,654 27,219,842 SH   DFND 1,5 2,073,119 0 25,146,723
NOVARTIS A G SPONSORED ADR 66987V109 80,973 981,366 SH   DFND 1,5 36 0 981,330
NOVARTIS A G SPONSORED ADR 66987V109 15,349 186,031 SH   DFND 3 186,031 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,382 40,987 SH   DFND 7 0 0 40,987
NOVAVAX INC COM 670002104 294,636 40,527,655 SH   DFND 1,5 274,796 0 40,252,859
NOVAVAX INC COM 670002104 129 17,700 SH   DFND 6 17,700 0 0
NOVO-NORDISK A S ADR 670100205 509,782 9,479,030 SH   DFND 1,5 247,559 0 9,231,471
NOVO-NORDISK A S ADR 670100205 21,036 391,145 SH   DFND 3 391,145 0 0
NOVOCURE LTD ORD SHS G6674U108 58,304 4,996,021 SH   DFND 1,5 587,053 0 4,408,968
NOW INC COM 67011P100 909 50,089 SH   DFND 1,5 2,799 0 47,290
NRG ENERGY INC COM NEW 629377508 31,045 2,071,025 SH   DFND 1,5 958 0 2,070,067
NRG ENERGY INC COM NEW 629377508 1,606 107,105 SH   DFND 2 107,105 0 0
NRG ENERGY INC COM NEW 629377508 1,325 88,399 SH   DFND 3 88,399 0 0
NRG YIELD INC CL C 62942X405 54,733 3,510,779 SH   DFND 1,5 1,685,300 0 1,825,479
NU SKIN ENTERPRISES INC CL A 67018T105 235,671 5,102,210 SH   DFND 1,5 98,195 0 5,004,015
NU SKIN ENTERPRISES INC CL A 67018T105 5,963 129,100 SH   DFND 6 129,100 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 47,777 3,056,764 SH   DFND 1,5 145,442 0 2,911,322
NUCOR CORP COM 670346105 1,823 36,892 SH   DFND 1,5 0 0 36,892
NUCOR CORP COM 670346105 5,343 108,132 SH   DFND 2 108,132 0 0
NUCOR CORP COM 670346105 5,125 103,733 SH   DFND 3 103,733 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 30,827 1,331,603 SH   DFND 1,5 302,899 0 1,028,704
NUTRI SYS INC NEW COM 67069D108 10,829 427,000 SH   DFND 1,5 2,200 0 424,800
NVIDIA CORP COM 67066G104 3,753,043 79,834,982 SH   DFND 1,5 12,207,893 0 67,627,089
NVIDIA CORP COM 67066G104 7,991 169,987 SH   DFND 2 169,987 0 0
NVIDIA CORP COM 67066G104 782 16,630 SH   DFND 3 16,630 0 0
NVIDIA CORP COM 67066G104 4,819 102,513 SH   DFND 6 102,513 0 0
NVR INC COM 62944T105 214,486 120,475 SH   DFND 1,5 2,528 0 117,947
NXP SEMICONDUCTORS N V COM N6596X109 1,610,754 20,561,073 SH   DFND 1,5 854,634 0 19,706,439
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 92,754 85,340,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 82,052 1,047,383 SH   DFND 1,9 0 0 1,047,383
NXP SEMICONDUCTORS N V COM N6596X109 34,750 443,575 SH   DFND 6 443,575 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 4,717 4,340,000 PRN   DFND 6 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 40,887 521,922 SH   DFND 7 521,922 0 0
NXSTAGE MEDICAL INC COM 67072V103 162,479 7,494,411 SH   DFND 1,5 0 0 7,494,411
NXSTAGE MEDICAL INC COM 67072V103 941 43,400 SH   DFND 6 43,400 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,274,091 4,699,707 SH   DFND 1,5 290,709 0 4,408,998
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,894 32,806 SH   DFND 2 32,806 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 27,754 102,377 SH   DFND 3 102,377 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 470 1,735 SH   DFND 6 1,735 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 253,210 5,657,059 SH   DFND 1,5 0 0 5,657,059
OASIS PETE INC NEW COM 674215108 26,336 2,819,683 SH   DFND 1,5 14,483 0 2,805,200
OASIS PETE INC NEW COM 674215108 291 31,200 SH   DFND 6 31,200 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 55,097 729,186 SH   DFND 1,5 86 0 729,100
OCCIDENTAL PETE CORP DEL COM 674599105 19,627 259,759 SH   DFND 2 259,759 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 16,846 222,953 SH   DFND 3 222,953 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 11,015 145,779 SH   DFND 6 98,917 0 46,862
OCCIDENTAL PETE CORP DEL COM 674599105 52,776 698,467 SH   DFND 7 642,667 0 55,800
OCCIDENTAL PETE CORP DEL COM 674599105 5,909 78,200 SH   DFND 11 78,200 0 0
OCEANEERING INTL INC COM 675232102 426,497 14,283,224 SH   DFND 1,5 503,061 0 13,780,163
OCEANEERING INTL INC COM 675232102 4,733 158,500 SH   DFND 6 133,100 0 25,400
OCEANEERING INTL INC COM 675232102 4,631 155,100 SH   DFND 7 79,700 0 75,400
OCLARO INC COM NEW 67555N206 726 148,800 SH   DFND 1,5 0 0 148,800
OCULAR THERAPEUTIX INC COM 67576A100 18,372 3,711,552 SH   DFND 1,5 0 0 3,711,552
OFFICE DEPOT INC COM 676220106 18,020 5,444,183 SH   DFND 1,5 230,000 0 5,214,183
OFG BANCORP COM 67103X102 21,190 2,553,042 SH   DFND 1,5 154,800 0 2,398,242
OGE ENERGY CORP COM 670837103 245,117 7,484,492 SH   DFND 1,5 164,500 0 7,319,992
OGE ENERGY CORP COM 670837103 238 7,270 SH   DFND 3 7,270 0 0
OIL STS INTL INC COM 678026105 245,720 7,473,230 SH   DFND 1,5 272,645 0 7,200,585
OLD DOMINION FGHT LINES INC COM 679580100 64,920 1,076,436 SH   DFND 1,5 336 0 1,076,100
OLD DOMINION FGHT LINES INC COM 679580100 14,502 240,454 SH   DFND 6 240,454 0 0
OLD DOMINION FGHT LINES INC COM 679580100 4,330 71,800 SH   DFND 7 71,800 0 0
OLIN CORP COM PAR $1 680665205 76,769 3,090,553 SH   DFND 1,5 742 0 3,089,811
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 85,551 3,437,161 SH   DFND 1,5 216,881 0 3,220,280
OM ASSET MGMT PLC SHS G67506108 139,922 10,481,026 SH   DFND 1,5 600 0 10,480,426
OM ASSET MGMT PLC SHS G67506108 17,810 1,334,085 SH   DFND 6 1,334,085 0 0
OM ASSET MGMT PLC SHS G67506108 2,579 193,220 SH   DFND 7 193,220 0 0
OMEGA FLEX INC COM 682095104 901 23,679 SH   DFND 1,5 0 0 23,679
OMEGA HEALTHCARE INVS INC COM 681936100 526 15,488 SH   DFND 3 15,488 0 0
OMNICOM GROUP INC COM 681919106 142,682 1,750,911 SH   DFND 1,5 96 0 1,750,815
OMNICOM GROUP INC COM 681919106 6,589 80,862 SH   DFND 2 80,862 0 0
OMNICOM GROUP INC COM 681919106 14,466 177,518 SH   DFND 3 177,518 0 0
OMNICOM GROUP INC COM 681919106 8,462 103,840 SH   DFND 6 41,620 0 62,220
OMNICOM GROUP INC COM 681919106 46,402 569,416 SH   DFND 7 273,906 0 295,510
ON DECK CAP INC COM 682163100 15,285 2,967,958 SH   DFND 1,5 0 0 2,967,958
ON SEMICONDUCTOR CORP COM 682189105 169,008 19,161,895 SH   DFND 1,5 53,757 0 19,108,138
ON SEMICONDUCTOR CORP COM 682189105 14,216 1,611,800 SH   DFND 1,9 0 0 1,611,800
ONCOMED PHARMACEUTICALS INC COM 68234X102 11,218 911,303 SH   DFND 1,5 0 0 911,303
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,599 115,900 SH   DFND 1,5 0 0 115,900
ONEMAIN HLDGS INC COM 68268W103 228,438 10,010,438 SH   DFND 1,5 128,616 0 9,881,822
ONEOK INC NEW COM 682680103 2,270 47,833 SH   DFND 1,5 133 0 47,700
ONEOK INC NEW COM 682680103 3,391 71,460 SH   DFND 2 71,460 0 0
ONEOK INC NEW COM 682680103 1,789 37,700 SH   DFND 3 37,700 0 0
ONVIA INC COM NEW 68338T403 623 175,000 SH   DFND 11 175,000 0 0
OPEN TEXT CORP COM 683715106 24,268 410,431 SH   DFND 1,5 259 0 410,172
OPEN TEXT CORP COM 683715106 281,238 4,756,446 SH   DFND 11 4,756,446 0 0
OPHTHOTECH CORP COM 683745103 188,627 3,696,385 SH   DFND 1,5 450 0 3,695,935
OPKO HEALTH INC COM 68375N103 19,405 2,077,660 SH   DFND 1,5 0 0 2,077,660
ORACLE CORP COM 68389X105 1,174,363 28,691,992 SH   DFND 1,5 2,286,161 0 26,405,831
ORACLE CORP COM 68389X105 729 17,800 SH   DFND 1,9 0 0 17,800
ORACLE CORP COM 68389X105 43,327 1,058,569 SH   DFND 2 1,058,569 0 0
ORACLE CORP COM 68389X105 62,848 1,535,497 SH   DFND 3 1,535,497 0 0
ORACLE CORP COM 68389X105 34,654 846,657 SH   DFND 6 546,957 0 299,700
ORACLE CORP COM 68389X105 154,890 3,784,265 SH   DFND 7 2,190,593 0 1,593,672
ORACLE CORP COM 68389X105 78,047 1,906,850 SH   DFND 11 1,906,850 0 0
ORAGENICS INC COM NEW 684023203 1,259 2,468,400 SH   DFND 1,5 0 0 2,468,400
ORBITAL ATK INC COM 68557N103 228,797 2,687,305 SH   DFND 1,5 0 0 2,687,305
ORBITAL ATK INC COM 68557N103 241 2,833 SH   DFND 3 2,833 0 0
ORBITAL ATK INC COM 68557N103 20,308 238,519 SH   DFND 11 238,519 0 0
ORBOTECH LTD ORD M75253100 32,244 1,262,000 SH   DFND 1,5 65,900 0 1,196,100
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 3,388 10,000,000 PRN   DFND 1,5 0 0 0
ORION ENGINEERED CARBONS S A COM L72967109 22,574 1,420,621 SH   DFND 1,5 0 0 1,420,621
ORITANI FINL CORP DEL COM 68633D103 18,462 1,154,600 SH   DFND 1,5 0 0 1,154,600
OSHKOSH CORP COM 688239201 105,105 2,203,000 SH   DFND 1,5 203,000 0 2,000,000
OSIRIS THERAPEUTICS INC NEW COM 68827R108 9,710 1,907,666 SH   DFND 1,5 0 0 1,907,666
OTONOMY INC COM 68906L105 11,593 730,029 SH   DFND 1,5 0 0 730,029
OUTERWALL INC COM 690070107 12,688 302,098 SH   DFND 1,5 124,998 0 177,100
OUTFRONT MEDIA INC COM 69007J106 310,709 12,855,157 SH   DFND 1,5 2,662,886 0 10,192,271
OUTFRONT MEDIA INC COM 69007J106 21,911 906,525 SH   DFND 6 906,525 0 0
OUTFRONT MEDIA INC COM 69007J106 5,818 240,700 SH   DFND 7 48,900 0 191,800
OVASCIENCE INC COM 69014Q101 26,945 5,171,816 SH   DFND 1,5 151,571 0 5,020,245
OWENS & MINOR INC NEW COM 690732102 93,450 2,500,000 SH   DFND 1,5 0 0 2,500,000
OWENS ILL INC COM NEW 690768403 1,998 110,934 SH   DFND 1,5 23,823 0 87,111
OWENS ILL INC COM NEW 690768403 992 55,071 SH   DFND 2 55,071 0 0
OWENS ILL INC COM NEW 690768403 205 11,361 SH   DFND 3 11,361 0 0
OXFORD INDS INC COM 691497309 3,148 55,600 SH   DFND 6 55,600 0 0
OXFORD INDS INC COM 691497309 1,427 25,195 SH   DFND 7 25,195 0 0
P & F INDS INC CL A NEW 692830508 4,518 483,206 SH   DFND 1,5 142,306 0 340,900
PACCAR INC COM 693718108 102,130 1,968,954 SH   DFND 1,5 150,880 0 1,818,074
PACCAR INC COM 693718108 6,183 119,197 SH   DFND 2 119,197 0 0
PACCAR INC COM 693718108 7,352 141,748 SH   DFND 3 141,748 0 0
PACIFIC PREMIER BANCORP COM 69478X105 21,828 909,500 SH   DFND 1,5 86,700 0 822,800
PACIRA PHARMACEUTICALS INC COM 695127100 186,651 5,533,688 SH   DFND 1,5 14,651 0 5,519,037
PACIRA PHARMACEUTICALS INC COM 695127100 1,127 33,400 SH   DFND 6 33,400 0 0
PACKAGING CORP AMER COM 695156109 106,030 1,584,188 SH   DFND 1,5 70,688 0 1,513,500
PACKAGING CORP AMER COM 695156109 8,439 126,084 SH   DFND 3 126,084 0 0
PACKAGING CORP AMER COM 695156109 15,514 231,800 SH   DFND 6 231,800 0 0
PACKAGING CORP AMER COM 695156109 3,982 59,500 SH   DFND 7 59,500 0 0
PACWEST BANCORP DEL COM 695263103 192,719 4,844,618 SH   DFND 1,5 1,315 0 4,843,303
PALO ALTO NETWORKS INC COM 697435105 22,100 180,200 SH   DFND 1,5 32,660 0 147,540
PALO ALTO NETWORKS INC COM 697435105 3,585 29,229 SH   DFND 1,9 129 0 29,100
PALO ALTO NETWORKS INC COM 697435105 5,257 42,863 SH   DFND 3 42,863 0 0
PAN AMERICAN SILVER CORP COM 697900108 72,287 4,394,337 SH   DFND 1,5 155,537 0 4,238,800
PANDORA MEDIA INC COM 698354107 14,690 1,179,894 SH   DFND 1,5 0 0 1,179,894
PANERA BREAD CO CL A 69840W108 211,230 996,648 SH   DFND 1,5 128,991 0 867,657
PANERA BREAD CO CL A 69840W108 207 979 SH   DFND 3 979 0 0
PANERA BREAD CO CL A 69840W108 1,335 6,300 SH   DFND 6 6,300 0 0
PAPA JOHNS INTL INC COM 698813102 168,465 2,477,430 SH   DFND 1,5 334,587 0 2,142,843
PAPA JOHNS INTL INC COM 698813102 5,758 84,670 SH   DFND 6 50,870 0 33,800
PAPA JOHNS INTL INC COM 698813102 6,249 91,900 SH   DFND 7 62,000 0 29,900
PARAMOUNT GROUP INC COM 69924R108 106,734 6,696,000 SH   DFND 1,5 6,696,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 29,420 2,114,992 SH   DFND 1,5 0 0 2,114,992
PAREXEL INTL CORP COM 699462107 62,946 1,001,051 SH   DFND 1,5 751 0 1,000,300
PARK CITY GROUP INC COM NEW 700215304 8,459 942,988 SH   DFND 6 942,988 0 0
PARK CITY GROUP INC COM NEW 700215304 1,836 204,630 SH   DFND 7 204,630 0 0
PARK OHIO HLDGS CORP COM 700666100 5,604 198,160 SH   DFND 1,5 0 0 198,160
PARKER HANNIFIN CORP COM 701094104 2,357 21,810 SH   DFND 1,5 0 0 21,810
PARKER HANNIFIN CORP COM 701094104 4,949 45,807 SH   DFND 2 45,807 0 0
PARKER HANNIFIN CORP COM 701094104 4,773 44,173 SH   DFND 3 44,173 0 0
PARKWAY PPTYS INC COM 70159Q104 128,880 7,703,515 SH   DFND 1,5 2,276,815 0 5,426,700
PARKWAY PPTYS INC COM 70159Q104 7,452 445,400 SH   DFND 6 445,400 0 0
PARKWAY PPTYS INC COM 70159Q104 2,792 166,900 SH   DFND 7 19,300 0 147,600
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 1,330 816,051 SH   DFND 1,5 0 0 816,051
PARSLEY ENERGY INC CL A 701877102 139,332 5,149,001 SH   DFND 1,5 484 0 5,148,517
PARTY CITY HOLDCO INC COM 702149105 10,277 738,800 SH   DFND 1,5 0 0 738,800
PATTERN ENERGY GROUP INC CL A 70338P100 23,070 1,004,374 SH   DFND 1,5 0 0 1,004,374
PATTERSON COMPANIES INC COM 703395103 78,160 1,632,083 SH   DFND 1,5 0 0 1,632,083
PATTERSON COMPANIES INC COM 703395103 1,356 28,309 SH   DFND 2 28,309 0 0
PATTERSON COMPANIES INC COM 703395103 864 18,050 SH   DFND 3 18,050 0 0
PATTERSON UTI ENERGY INC COM 703481101 3,881 182,025 SH   DFND 1,5 325 0 181,700
PAYCHEX INC COM 704326107 505,318 8,492,746 SH   DFND 1,5 338,319 0 8,154,427
PAYCHEX INC COM 704326107 6,486 109,009 SH   DFND 2 109,009 0 0
PAYCHEX INC COM 704326107 42,738 718,278 SH   DFND 3 718,278 0 0
PAYCHEX INC COM 704326107 7,049 118,476 SH   DFND 6 118,476 0 0
PAYCOM SOFTWARE INC COM 70432V102 78,255 1,811,048 SH   DFND 1,5 10,435 0 1,800,613
PAYCOM SOFTWARE INC COM 70432V102 36,302 840,135 SH   DFND 6 840,135 0 0
PAYCOM SOFTWARE INC COM 70432V102 13,970 323,300 SH   DFND 7 323,300 0 0
PAYLOCITY HLDG CORP COM 70438V106 35,104 812,600 SH   DFND 1,5 80,200 0 732,400
PAYLOCITY HLDG CORP COM 70438V106 20,184 467,219 SH   DFND 1,9 0 0 467,219
PAYLOCITY HLDG CORP COM 70438V106 7,629 176,600 SH   DFND 6 176,600 0 0
PAYLOCITY HLDG CORP COM 70438V106 3,296 76,300 SH   DFND 7 76,300 0 0
PAYPAL HLDGS INC COM 70450Y103 1,503,919 41,191,966 SH   DFND 1,5 3,488,683 0 37,703,283
PAYPAL HLDGS INC COM 70450Y103 814 22,300 SH   DFND 1,9 0 0 22,300
PAYPAL HLDGS INC COM 70450Y103 13,696 375,126 SH   DFND 2 375,126 0 0
PAYPAL HLDGS INC COM 70450Y103 15,120 414,126 SH   DFND 3 414,126 0 0
PAYPAL HLDGS INC COM 70450Y103 15,112 413,913 SH   DFND 6 302,843 0 111,070
PAYPAL HLDGS INC COM 70450Y103 61,341 1,680,107 SH   DFND 7 1,010,933 0 669,174
PB BANCORP INC COM 70454T100 4,431 526,200 SH   DFND 6 526,200 0 0
PB BANCORP INC COM 70454T100 1,534 182,200 SH   DFND 7 182,200 0 0
PBF ENERGY INC CL A 69318G106 9,510 399,910 SH   DFND 1,5 1,371 0 398,539
PDC ENERGY INC COM 69327R101 282,819 4,909,200 SH   DFND 1,5 105,162 0 4,804,038
PDC ENERGY INC COM 69327R101 13,335 231,478 SH   DFND 6 214,878 0 16,600
PDC ENERGY INC COM 69327R101 5,717 99,240 SH   DFND 7 84,540 0 14,700
PDF SOLUTIONS INC COM 693282105 3,499 250,100 SH   DFND 1,5 0 0 250,100
PDL BIOPHARMA INC COM 69329Y104 2,550 812,000 SH   DFND 1,5 102,000 0 710,000
PEGASYSTEMS INC COM 705573103 40,917 1,518,245 SH   DFND 1,5 13,500 0 1,504,745
PEMBINA PIPELINE CORP COM 706327103 492 16,200 SH   DFND 7 16,200 0 0
PEMBINA PIPELINE CORP COM 706327103 51,326 1,689,000 SH   DFND 11 1,689,000 0 0
PEMBINA PIPELINE CORP COM 706327103 356 11,700 SH   DFND   11,700 0 0
PENDRELL CORP COM 70686R104 19 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 9,213 660,400 SH   DFND 1,5 2,400 0 658,000
PENNEY J C INC COM 708160106 120,065 13,520,780 SH   DFND 1,5 1,300 0 13,519,480
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 45,579 2,124,901 SH   DFND 1,5 65,300 0 2,059,601
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 19,395 904,200 SH   DFND 6 904,200 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 7,883 367,500 SH   DFND 7 207,200 0 160,300
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 32,825 34,990,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 474 29,200 SH   DFND 1,5 0 0 29,200
PENNYMAC MTG INVT TR COM 70931T103 1,071 66,000 SH   DFND 7 25,900 0 40,100
PENTAIR PLC SHS G7S00T104 313,700 5,381,706 SH   DFND 1,5 49,691 0 5,332,015
PENTAIR PLC SHS G7S00T104 3,583 61,464 SH   DFND 2 61,464 0 0
PENTAIR PLC SHS G7S00T104 2,846 48,821 SH   DFND 3 48,821 0 0
PENUMBRA INC COM 70975L107 267,439 4,494,768 SH   DFND 1,5 280,488 0 4,214,280
PEOPLES UNITED FINANCIAL INC COM 712704105 1,550 105,728 SH   DFND 2 105,728 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 836 57,016 SH   DFND 3 57,016 0 0
PEPSICO INC COM 713448108 1,013,720 9,568,808 SH   DFND 1,5 808,579 0 8,760,229
PEPSICO INC COM 713448108 52,045 491,266 SH   DFND 2 491,266 0 0
PEPSICO INC COM 713448108 53,220 502,356 SH   DFND 3 502,356 0 0
PEPSICO INC COM 713448108 23,064 217,711 SH   DFND 6 94,641 0 123,070
PEPSICO INC COM 713448108 131,626 1,242,461 SH   DFND 7 503,697 0 738,764
PEPSICO INC COM 713448108 8,369 79,000 SH   DFND 11 79,000 0 0
PERFICIENT INC COM 71375U101 67,180 3,307,733 SH   DFND 1,5 30,991 0 3,276,742
PERFICIENT INC COM 71375U101 17,389 856,194 SH   DFND 6 856,194 0 0
PERFICIENT INC COM 71375U101 4,066 200,193 SH   DFND 7 200,193 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 26,286 976,800 SH   DFND 1,5 0 0 976,800
PERFORMANT FINL CORP COM 71377E105 3,773 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 14,588 278,300 SH   DFND 1,5 0 0 278,300
PERKINELMER INC COM 714046109 1,944 37,083 SH   DFND 2 37,083 0 0
PERKINELMER INC COM 714046109 948 18,076 SH   DFND 3 18,076 0 0
PERRIGO CO PLC SHS G97822103 45,072 497,103 SH   DFND 1,5 0 0 497,103
PERRIGO CO PLC SHS G97822103 4,417 48,712 SH   DFND 2 48,712 0 0
PERRIGO CO PLC SHS G97822103 1,382 15,246 SH   DFND 3 15,246 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 78,889 13,578,100 SH   DFND 1,5 471,294 0 13,106,806
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,586 500,850 SH   DFND 6 366,350 0 134,500
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,830 395,300 SH   DFND 7 395,300 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 138 19,302 SH   DFND   19,302 0 0
PFENEX INC COM 717071104 2,142 255,858 SH   DFND 1,5 0 0 255,858
PFIZER INC COM 717081103 690,384 19,607,622 SH   DFND 1,5 604,043 0 19,003,579
PFIZER INC COM 717081103 72,629 2,062,738 SH   DFND 2 2,062,738 0 0
PFIZER INC COM 717081103 83,413 2,369,027 SH   DFND 3 2,369,027 0 0
PFIZER INC COM 717081103 12,171 345,663 SH   DFND 6 235,292 0 110,371
PFIZER INC COM 717081103 58,467 1,660,526 SH   DFND 7 1,136,614 0 523,912
PG&E CORP COM 69331C108 421,773 6,598,450 SH   DFND 1,5 496 0 6,597,954
PG&E CORP COM 69331C108 10,784 168,710 SH   DFND 2 168,710 0 0
PG&E CORP COM 69331C108 3,758 58,795 SH   DFND 3 58,795 0 0
PG&E CORP COM 69331C108 14,590 228,261 SH   DFND 6 196,781 0 31,480
PG&E CORP COM 69331C108 54,646 854,919 SH   DFND 7 854,919 0 0
PHARMERICA CORP COM 71714F104 9,524 386,226 SH   DFND 1,5 36,226 0 350,000
PHARMERICA CORP COM 71714F104 19,164 777,130 SH   DFND 6 777,130 0 0
PHARMERICA CORP COM 71714F104 5,902 239,340 SH   DFND 7 239,340 0 0
PHARMERICA CORP COM 71714F104 25,750 1,044,191 SH   DFND 11 1,044,191 0 0
PHASERX INC COM 71723F103 4,260 1,000,000 SH   DFND 1,5 204,600 0 795,400
PHH CORP COM NEW 693320202 240 18,000 SH   DFND 1,5 0 0 18,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 7,713 413,329 SH   DFND 1,5 38,329 0 375,000
PHILIP MORRIS INTL INC COM 718172109 1,469,089 14,442,482 SH   DFND 1,5 514,041 0 13,928,441
PHILIP MORRIS INTL INC COM 718172109 53,668 527,606 SH   DFND 2 527,606 0 0
PHILIP MORRIS INTL INC COM 718172109 40,149 394,697 SH   DFND 3 394,697 0 0
PHILIP MORRIS INTL INC COM 718172109 25,621 251,874 SH   DFND 6 239,574 0 12,300
PHILIP MORRIS INTL INC COM 718172109 184,685 1,815,626 SH   DFND 7 977,111 0 838,515
PHILLIPS 66 COM 718546104 579,525 7,304,317 SH   DFND 1,5 125,637 0 7,178,680
PHILLIPS 66 COM 718546104 12,623 159,094 SH   DFND 2 159,094 0 0
PHILLIPS 66 COM 718546104 21,657 272,967 SH   DFND 3 272,967 0 0
PHILLIPS 66 COM 718546104 1,818 22,910 SH   DFND 7 22,910 0 0
PHILLIPS 66 COM 718546104 4,027 50,750 SH   DFND 11 50,750 0 0
PHYSICIANS RLTY TR COM 71943U104 6,118 291,200 SH   DFND 6 220,400 0 70,800
PHYSICIANS RLTY TR COM 71943U104 4,395 209,200 SH   DFND 7 138,300 0 70,900
PICO HLDGS INC COM NEW 693366205 459 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT NAT GAS INC COM 720186105 13,112 218,100 SH   DFND 1,5 0 0 218,100
PIEDMONT NAT GAS INC COM 720186105 206,717 3,438,400 SH   DFND 11 3,438,400 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 309,218 14,355,526 SH   DFND 1,5 6,264,630 0 8,090,896
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 6,777 314,628 SH   DFND 6 178,028 0 136,600
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 7,087 329,000 SH   DFND 7 211,000 0 118,000
PILGRIMS PRIDE CORP NEW COM 72147K108 10,179 399,491 SH   DFND 1,5 1,625 0 397,866
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 6,583 344,100 SH   DFND 1,5 0 0 344,100
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 125,801 1,243,460 SH   DFND 3 1,243,460 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 4,702 34,697 SH   DFND 7 34,697 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 2,652 38,152 SH   DFND 7 38,152 0 0
PINNACLE FOODS INC DEL COM 72348P104 2,870 62,000 SH   DFND 6 29,300 0 32,700
PINNACLE FOODS INC DEL COM 72348P104 4,083 88,200 SH   DFND 7 55,300 0 32,900
PINNACLE WEST CAP CORP COM 723484101 13,482 166,319 SH   DFND 1,5 19 0 166,300
PINNACLE WEST CAP CORP COM 723484101 3,064 37,800 SH   DFND 2 37,800 0 0
PINNACLE WEST CAP CORP COM 723484101 6,876 84,831 SH   DFND 3 84,831 0 0
PIONEER NAT RES CO COM 723787107 843,426 5,577,843 SH   DFND 1,5 362,774 0 5,215,069
PIONEER NAT RES CO COM 723787107 8,412 55,628 SH   DFND 2 55,628 0 0
PIONEER NAT RES CO COM 723787107 5,429 35,902 SH   DFND 3 35,902 0 0
PIONEER NAT RES CO COM 723787107 2,533 16,749 SH   DFND 6 16,749 0 0
PIONEER NAT RES CO COM 723787107 3,916 25,900 SH   DFND 11 25,900 0 0
PITNEY BOWES INC COM 724479100 1,142 64,152 SH   DFND 2 64,152 0 0
PITNEY BOWES INC COM 724479100 707 39,738 SH   DFND 3 39,738 0 0
PJT PARTNERS INC COM CL A 69343T107 5,137 223,350 SH   DFND 1,5 1,400 0 221,950
PLANET PAYMENT INC SHS U72603118 6,796 1,513,542 SH   DFND 1,5 13,542 0 1,500,000
PLANTRONICS INC NEW COM 727493108 1,620 36,810 SH   DFND 1,5 0 0 36,810
PLATFORM SPECIALTY PRODS COR COM 72766Q105 4,331 487,769 SH   DFND 1,5 0 0 487,769
PLEXUS CORP COM 729132100 1,449 33,546 SH   DFND 1,5 33,546 0 0
PLY GEM HLDGS INC COM 72941W100 600 41,200 SH   DFND 1,5 0 0 41,200
PNC FINL SVCS GROUP INC COM 693475105 416,009 5,111,306 SH   DFND 1,5 117,055 0 4,994,251
PNC FINL SVCS GROUP INC COM 693475105 13,822 169,827 SH   DFND 2 169,827 0 0
PNC FINL SVCS GROUP INC COM 693475105 10,188 125,175 SH   DFND 3 125,175 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,872 23,004 SH   DFND 6 23,004 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,070 136,009 SH   DFND 7 0 0 136,009
PNM RES INC COM 69349H107 60,793 1,715,366 SH   DFND 1,5 0 0 1,715,366
POINTS INTL LTD COM NEW 730843208 1,242 137,250 SH   DFND 6 137,250 0 0
POINTS INTL LTD COM NEW 730843208 601 66,431 SH   DFND 7 66,431 0 0
POLARIS INDS INC COM 731068102 238,267 2,914,219 SH   DFND 1,5 89,333 0 2,824,886
POLARIS INDS INC COM 731068102 1,635 20,000 SH   DFND 6 20,000 0 0
POLYCOM INC COM 73172K104 1,758 156,282 SH   DFND 1,5 0 0 156,282
POLYONE CORP COM 73179P106 143,098 4,060,676 SH   DFND 1,5 52,696 0 4,007,980
POOL CORPORATION COM 73278L105 150,586 1,601,470 SH   DFND 1,5 115,469 0 1,486,001
POPEYES LA KITCHEN INC COM 732872106 25,449 465,766 SH   DFND 1,5 1,666 0 464,100
POPULAR INC COM NEW 733174700 136,078 4,644,305 SH   DFND 1,5 180,909 0 4,463,396
PORTLAND GEN ELEC CO COM NEW 736508847 96,084 2,177,789 SH   DFND 1,5 220 0 2,177,569
PORTLAND GEN ELEC CO COM NEW 736508847 5,109 115,806 SH   DFND 6 115,806 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,098 47,559 SH   DFND 7 47,559 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 148,894 6,309,071 SH   DFND 1,5 63,495 0 6,245,576
PORTOLA PHARMACEUTICALS INC COM 737010108 304 12,900 SH   DFND 6 12,900 0 0
POST HLDGS INC COM 737446104 335,686 4,059,573 SH   DFND 1,5 80,773 0 3,978,800
POST PPTYS INC COM 737464107 106,268 1,740,668 SH   DFND 1,5 1,204,968 0 535,700
POTASH CORP SASK INC COM 73755L107 292,133 17,972,428 SH   DFND 1,5 266,138 0 17,706,290
POTASH CORP SASK INC COM 73755L107 383 23,582 SH   DFND 1,10 17,582 0 6,000
POTASH CORP SASK INC COM 73755L107 18,256 1,123,142 SH   DFND 6 751,742 0 371,400
POTASH CORP SASK INC COM 73755L107 7,607 468,000 SH   DFND 7 360,400 0 107,600
POTASH CORP SASK INC COM 73755L107 46,891 2,884,800 SH   DFND 11 2,884,800 0 0
POTLATCH CORP NEW COM 737630103 131,727 3,862,976 SH   DFND 1,5 1,486 0 3,861,490
POTLATCH CORP NEW COM 737630103 9,161 268,654 SH   DFND 6 268,654 0 0
POTLATCH CORP NEW COM 737630103 2,281 66,900 SH   DFND 7 66,900 0 0
POWELL INDS INC COM 739128106 47,208 1,200,000 SH   DFND 1,5 0 0 1,200,000
POWER INTEGRATIONS INC COM 739276103 11,547 230,614 SH   DFND 1,9 0 0 230,614
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 686 44,698 SH   DFND 1,5 0 0 44,698
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 3,251 211,821 SH   DFND 7 211,821 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 496 21,599 SH   DFND 6 21,599 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 11,633 108,177 SH   DFND 3 108,177 0 0
PPG INDS INC COM 693506107 1,730,304 16,613,579 SH   DFND 1,5 849,920 0 15,763,659
PPG INDS INC COM 693506107 9,425 90,492 SH   DFND 2 90,492 0 0
PPG INDS INC COM 693506107 18,936 181,812 SH   DFND 3 181,812 0 0
PPG INDS INC COM 693506107 506 4,858 SH   DFND 6 4,858 0 0
PPG INDS INC COM 693506107 9,904 95,097 SH   DFND 7 76,240 0 18,857
PPL CORP COM 69351T106 588,101 15,578,842 SH   DFND 1,5 668,470 0 14,910,372
PPL CORP COM 69351T106 8,691 230,238 SH   DFND 2 230,238 0 0
PPL CORP COM 69351T106 35,874 950,307 SH   DFND 3 950,307 0 0
PPL CORP COM 69351T106 6,327 167,600 SH   DFND 6 167,600 0 0
PPL CORP COM 69351T106 3,144 83,287 SH   DFND 7 83,287 0 0
PRA HEALTH SCIENCES INC COM 69354M108 76,534 1,832,700 SH   DFND 1,5 4,600 0 1,828,100
PRAXAIR INC COM 74005P104 51,639 459,460 SH   DFND 1,5 80,160 0 379,300
PRAXAIR INC COM 74005P104 10,904 97,023 SH   DFND 2 97,023 0 0
PRAXAIR INC COM 74005P104 10,981 97,707 SH   DFND 3 97,707 0 0
PRECISION DRILLING CORP COM 2010 74022D308 8,165 1,540,000 SH   DFND 1,5 141,900 0 1,398,100
PRECISION DRILLING CORP COM 2010 74022D308 98 18,500 SH   DFND 6 2,300 0 16,200
PRECISION DRILLING CORP COM 2010 74022D308 819 154,500 SH   DFND 7 134,600 0 19,900
PRECISION DRILLING CORP COM 2010 74022D308 180,957 34,129,474 SH   DFND 11 33,180,674 0 948,800
PREFERRED BK LOS ANGELES CA COM NEW 740367404 9,833 340,530 SH   DFND 1,5 400 0 340,130
PREFORMED LINE PRODS CO COM 740444104 1,142 28,281 SH   DFND 1,5 28,281 0 0
PREFORMED LINE PRODS CO COM 740444104 2,748 68,033 SH   DFND 6 68,033 0 0
PREFORMED LINE PRODS CO COM 740444104 1,184 29,310 SH   DFND 7 29,310 0 0
PRESBIA PLC SHS G7234P100 9,066 2,005,716 SH   DFND 1,5 404,886 0 1,600,830
PRESS GANEY HLDGS INC COM 74113L102 21,777 553,411 SH   DFND 1,5 300 0 553,111
PRESTIGE BRANDS HLDGS INC COM 74112D101 184,194 3,324,803 SH   DFND 1,5 227,941 0 3,096,862
PRETIUM RES INC COM 74139C102 19,960 1,783,383 SH   DFND 1,5 0 0 1,783,383
PRETIUM RES INC COM 74139C102 29,209 2,609,700 SH   DFND 11 2,609,700 0 0
PRICE T ROWE GROUP INC COM 74144T108 76,108 1,043,000 SH   DFND 1,5 180,600 0 862,400
PRICE T ROWE GROUP INC COM 74144T108 6,160 84,416 SH   DFND 2 84,416 0 0
PRICE T ROWE GROUP INC COM 74144T108 3,231 44,281 SH   DFND 3 44,281 0 0
PRICELINE GRP INC COM NEW 741503403 2,301,650 1,843,665 SH   DFND 1,5 138,609 0 1,705,056
PRICELINE GRP INC COM NEW 741503403 21,077 16,883 SH   DFND 2 16,883 0 0
PRICELINE GRP INC COM NEW 741503403 28,552 22,870 SH   DFND 3 22,870 0 0
PRICELINE GRP INC COM NEW 741503403 9,113 7,300 SH   DFND 6 7,300 0 0
PRICELINE GRP INC COM NEW 741503403 1,373 1,100 SH   DFND 11 1,100 0 0
PRICESMART INC COM 741511109 121,089 1,294,103 SH   DFND 1,5 23,683 0 1,270,420
PRICESMART INC COM 741511109 2,826 30,200 SH   DFND 7 30,200 0 0
PRIMERICA INC COM 74164M108 172,650 3,016,242 SH   DFND 1,5 48,400 0 2,967,842
PRIMERO MNG CORP COM 74164W106 5,897 2,832,100 SH   DFND 1,5 0 0 2,832,100
PRIMERO MNG CORP COM 74164W106 55 26,600 SH   DFND   26,600 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 212,455 5,167,957 SH   DFND 1,5 557 0 5,167,400
PRINCIPAL FINL GROUP INC COM 74251V102 3,769 91,682 SH   DFND 2 91,682 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 6,174 150,183 SH   DFND 3 150,183 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,552 37,760 SH   DFND 6 37,760 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 5,021 122,145 SH   DFND 7 122,145 0 0
PRIVATEBANCORP INC COM 742962103 148,961 3,383,176 SH   DFND 1,5 666,750 0 2,716,426
PROASSURANCE CORP COM 74267C106 103,452 1,931,873 SH   DFND 1,5 0 0 1,931,873
PROCTER & GAMBLE CO COM 742718109 3,625,239 42,816,093 SH   DFND 1,5 1,149,284 0 41,666,809
PROCTER & GAMBLE CO COM 742718109 76,654 905,332 SH   DFND 2 905,332 0 0
PROCTER & GAMBLE CO COM 742718109 178,702 2,110,571 SH   DFND 3 2,110,571 0 0
PROCTER & GAMBLE CO COM 742718109 54,870 648,050 SH   DFND 6 494,445 0 153,605
PROCTER & GAMBLE CO COM 742718109 76,842 907,544 SH   DFND 7 241,355 0 666,189
PROGENICS PHARMACEUTICALS IN COM 743187106 14,108 3,343,223 SH   DFND 1,5 0 0 3,343,223
PROGRESS SOFTWARE CORP COM 743312100 6,494 236,500 SH   DFND 1,9 0 0 236,500
PROGRESS SOFTWARE CORP COM 743312100 3,751 136,600 SH   DFND 6 71,700 0 64,900
PROGRESS SOFTWARE CORP COM 743312100 5,741 209,073 SH   DFND 7 144,573 0 64,500
PROGRESSIVE CORP OHIO COM 743315103 146,921 4,385,700 SH   DFND 1,5 137,700 0 4,248,000
PROGRESSIVE CORP OHIO COM 743315103 6,643 198,286 SH   DFND 2 198,286 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,285 98,067 SH   DFND 3 98,067 0 0
PROLOGIS INC COM 74340W103 882,505 17,995,610 SH   DFND 1,5 12,028,003 0 5,967,607
PROLOGIS INC COM 74340W103 8,763 178,684 SH   DFND 2 178,684 0 0
PROLOGIS INC COM 74340W103 2,746 55,988 SH   DFND 3 55,988 0 0
PROLOGIS INC COM 74340W103 8,297 169,193 SH   DFND 6 169,193 0 0
PROLOGIS INC COM 74340W103 3,122 63,667 SH   DFND 7 7,300 0 56,367
PRONAI THERAPEUTICS INC COM 74346L101 392 197,100 SH   DFND 1,5 3,900 0 193,200
PROOFPOINT INC COM 743424103 9,861 156,300 SH   DFND 1,5 21,100 0 135,200
PROOFPOINT INC COM 743424103 45,125 715,245 SH   DFND 1,9 345 0 714,900
PROQR THRAPEUTICS N V SHS EURO N71542109 1,152 237,916 SH   DFND 1,5 0 0 237,916
PROSHARES TR PSHS ULTSH 20YRS 74347B201 239 7,500 SH   DFND   7,500 0 0
PROSHARES TR SHORT S&P 500 NE 74347B425 2,419 60,200 SH   DFND   60,200 0 0
PROSHARES TR PSHS ULTRUSS2000 74347R842 311 4,000 SH   DFND   4,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 128,020 2,510,685 SH   DFND 1,5 57,539 0 2,453,146
PROSPERITY BANCSHARES INC COM 743606105 291 5,700 SH   DFND 6 5,700 0 0
PROTEON THERAPEUTICS INC COM 74371L109 1,264 157,421 SH   DFND 1,5 0 0 157,421
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 22,778 1,877,812 SH   DFND 4 1,877,812 0 0
PROTHENA CORP PLC SHS G72800108 179,959 5,147,581 SH   DFND 1,5 693,050 0 4,454,531
PROVIDENCE SVC CORP COM 743815102 49,739 1,108,263 SH   DFND 1,5 531 0 1,107,732
PROVIDENCE SVC CORP COM 743815102 24,334 542,207 SH   DFND 6 542,207 0 0
PROVIDENCE SVC CORP COM 743815102 5,581 124,360 SH   DFND 7 124,360 0 0
PRUDENTIAL FINL INC COM 744320102 246,693 3,457,996 SH   DFND 1,5 219,748 0 3,238,248
PRUDENTIAL FINL INC COM 744320102 10,725 150,330 SH   DFND 2 150,330 0 0
PRUDENTIAL FINL INC COM 744320102 32,520 455,847 SH   DFND 3 455,847 0 0
PRUDENTIAL FINL INC COM 744320102 3,453 48,400 SH   DFND 6 48,400 0 0
PTC INC COM 69370C100 87,407 2,325,900 SH   DFND 1,5 0 0 2,325,900
PTC INC COM 69370C100 395 10,500 SH   DFND 1,9 0 0 10,500
PTC THERAPEUTICS INC COM 69366J200 7,976 1,136,211 SH   DFND 1,5 0 0 1,136,211
PUBLIC STORAGE COM 74460D109 1,798,101 7,035,100 SH   DFND 1,5 2,864,197 0 4,170,903
PUBLIC STORAGE COM 74460D109 12,811 50,124 SH   DFND 2 50,124 0 0
PUBLIC STORAGE COM 74460D109 21,695 84,882 SH   DFND 3 84,882 0 0
PUBLIC STORAGE COM 74460D109 53,093 207,726 SH   DFND 6 196,526 0 11,200
PUBLIC STORAGE COM 74460D109 36,213 141,685 SH   DFND 7 57,543 0 84,142
PUBLIC STORAGE COM 74460D109 19,300 75,510 SH   DFND 11 75,510 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 19,675 422,112 SH   DFND 1,5 12 0 422,100
PUBLIC SVC ENTERPRISE GROUP COM 744573106 8,020 172,073 SH   DFND 2 172,073 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,003 42,977 SH   DFND 3 42,977 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 830 17,800 SH   DFND 6 17,800 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,326 71,366 SH   DFND 7 71,366 0 0
PULTE GROUP INC COM 745867101 176,515 9,056,692 SH   DFND 1,5 0 0 9,056,692
PULTE GROUP INC COM 745867101 2,087 107,098 SH   DFND 2 107,098 0 0
PULTE GROUP INC COM 745867101 3,502 179,662 SH   DFND 3 179,662 0 0
PULTE GROUP INC COM 745867101 41,712 2,140,200 SH   DFND 11 2,140,200 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 145,195 4,873,963 SH   DFND 1,5 17,277 0 4,856,686
PURE STORAGE INC CL A 74624M102 83,944 7,701,276 SH   DFND 1,5 1,393,979 0 6,307,297
PVH CORP COM 693656100 369,010 3,916,058 SH   DFND 1,5 28,059 0 3,887,999
PVH CORP COM 693656100 2,597 27,563 SH   DFND 2 27,563 0 0
PVH CORP COM 693656100 3,462 36,737 SH   DFND 3 36,737 0 0
PVH CORP COM 693656100 6,643 70,500 SH   DFND 6 58,600 0 11,900
PVH CORP COM 693656100 6,436 68,300 SH   DFND 7 35,400 0 32,900
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 3,164 415,776 SH   DFND 1,5 0 0 415,776
Q2 HLDGS INC COM 74736L109 11,410 407,220 SH   DFND 1,5 0 0 407,220
QEP RES INC COM 74733V100 87,841 4,982,500 SH   DFND 1,5 6,600 0 4,975,900
QEP RES INC COM 74733V100 870 49,328 SH   DFND 3 49,328 0 0
QLIK TECHNOLOGIES INC COM 74733T105 38,336 1,295,995 SH   DFND 1,5 34,500 0 1,261,495
QLIK TECHNOLOGIES INC COM 74733T105 61,572 2,081,551 SH   DFND 6 2,081,551 0 0
QLIK TECHNOLOGIES INC COM 74733T105 15,067 509,380 SH   DFND 7 509,380 0 0
QLOGIC CORP COM 747277101 9,818 666,059 SH   DFND 1,5 0 0 666,059
QLOGIC CORP COM 747277101 8,217 557,440 SH   DFND 6 557,440 0 0
QLOGIC CORP COM 747277101 2,712 183,970 SH   DFND 7 183,970 0 0
QORVO INC COM 74736K101 973,515 17,616,993 SH   DFND 1,5 64,996 0 17,551,997
QORVO INC COM 74736K101 83,111 1,504,006 SH   DFND 1,9 0 0 1,504,006
QORVO INC COM 74736K101 2,397 43,375 SH   DFND 2 43,375 0 0
QORVO INC COM 74736K101 324 5,865 SH   DFND 7 5,865 0 0
QUALCOMM INC COM 747525103 2,624,990 49,001,122 SH   DFND 1,5 2,491,323 0 46,509,799
QUALCOMM INC COM 747525103 153,296 2,861,600 SH   DFND 1,9 0 0 2,861,600
QUALCOMM INC COM 747525103 26,763 499,598 SH   DFND 2 499,598 0 0
QUALCOMM INC COM 747525103 91,838 1,714,354 SH   DFND 3 1,714,354 0 0
QUALCOMM INC COM 747525103 39,658 740,305 SH   DFND 6 530,415 0 209,890
QUALCOMM INC COM 747525103 116,065 2,166,603 SH   DFND 7 626,133 0 1,540,470
QUANTA SVCS INC COM 74762E102 21,476 928,900 SH   DFND 1,5 0 0 928,900
QUANTA SVCS INC COM 74762E102 1,188 51,369 SH   DFND 2 51,369 0 0
QUANTA SVCS INC COM 74762E102 222 9,594 SH   DFND 3 9,594 0 0
QUANTUM CORP COM DSSG 747906204 1,004 2,390,733 SH   DFND 1,5 507,281 0 1,883,452
QUEST DIAGNOSTICS INC COM 74834L100 75,743 930,393 SH   DFND 1,5 116,693 0 813,700
QUEST DIAGNOSTICS INC COM 74834L100 3,917 48,111 SH   DFND 2 48,111 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,225 27,334 SH   DFND 3 27,334 0 0
QUESTAR CORP COM 748356102 305,744 12,051,400 SH   DFND 11 12,051,400 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 9,965 334,500 SH   DFND 1,5 65,500 0 269,000
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 40,448 1,357,763 SH   DFND 1,9 0 0 1,357,763
QUORUM HEALTH CORP COM 74909E106 1,017 94,968 SH   DFND 1,5 43 0 94,925
RACKSPACE HOSTING INC COM 750086100 337,778 16,192,631 SH   DFND 1,5 690,793 0 15,501,838
RACKSPACE HOSTING INC COM 750086100 19,806 949,456 SH   DFND 1,9 0 0 949,456
RACKSPACE HOSTING INC COM 750086100 3,022 144,892 SH   DFND 6 144,892 0 0
RADIAN GROUP INC COM 750236101 194,803 18,695,152 SH   DFND 1,5 1,001,859 0 17,693,293
RADIAN GROUP INC COM 750236101 2,620 251,444 SH   DFND 6 251,444 0 0
RADIUS HEALTH INC COM NEW 750469207 194,357 5,288,621 SH   DFND 1,5 1,515 0 5,287,106
RADIUS HEALTH INC COM NEW 750469207 36,402 990,540 SH   DFND 6 958,140 0 32,400
RADIUS HEALTH INC COM NEW 750469207 6,486 176,490 SH   DFND 7 146,090 0 30,400
RADWARE LTD ORD M81873107 2,984 265,000 SH   DFND 1,5 0 0 265,000
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 42,781 47,800,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 126 40,100 SH   DFND 7 18,000 0 22,100
RALPH LAUREN CORP CL A 751212101 50,299 561,253 SH   DFND 1,5 15,453 0 545,800
RALPH LAUREN CORP CL A 751212101 1,738 19,394 SH   DFND 2 19,394 0 0
RALPH LAUREN CORP CL A 751212101 1,348 15,037 SH   DFND 3 15,037 0 0
RAMBUS INC DEL COM 750917106 88,026 7,286,900 SH   DFND 1,5 1,435,300 0 5,851,600
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 219,598 11,198,279 SH   DFND 1,5 3,593,212 0 7,605,067
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 9,744 496,900 SH   DFND 6 496,900 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3,719 189,658 SH   DFND 7 21,958 0 167,700
RANDGOLD RES LTD ADR 752344309 382,406 3,413,119 SH   DFND 1,5 131,063 0 3,282,056
RANDGOLD RES LTD ADR 752344309 29,475 263,074 SH   DFND 1,10 5,450 0 257,624
RANDGOLD RES LTD ADR 752344309 179,431 1,601,495 SH   DFND 11 1,601,495 0 0
RANGE RES CORP COM 75281A109 193,733 4,490,797 SH   DFND 1,5 497,500 0 3,993,297
RANGE RES CORP COM 75281A109 2,491 57,733 SH   DFND 2 57,733 0 0
RANGE RES CORP COM 75281A109 3,704 85,858 SH   DFND 3 85,858 0 0
RAPID7 INC COM 753422104 152 12,100 SH   DFND 1,9 0 0 12,100
RAPTOR PHARMACEUTICAL CORP COM 75382F106 23,968 4,463,302 SH   DFND 1,5 0 0 4,463,302
RAYMOND JAMES FINANCIAL INC COM 754730109 108,985 2,210,640 SH   DFND 1,5 436 0 2,210,204
RAYMOND JAMES FINANCIAL INC COM 754730109 1,528 31,000 SH   DFND 6 21,400 0 9,600
RAYMOND JAMES FINANCIAL INC COM 754730109 12,883 261,322 SH   DFND 7 240,722 0 20,600
RAYTHEON CO COM NEW 755111507 900,142 6,621,123 SH   DFND 1,5 195,573 0 6,425,550
RAYTHEON CO COM NEW 755111507 13,732 101,007 SH   DFND 2 101,007 0 0
RAYTHEON CO COM NEW 755111507 50,076 368,341 SH   DFND 3 368,341 0 0
RAYTHEON CO COM NEW 755111507 3,411 25,092 SH   DFND 6 25,092 0 0
RAYTHEON CO COM NEW 755111507 4,504 33,128 SH   DFND 7 33,128 0 0
RE MAX HLDGS INC CL A 75524W108 4,201 104,343 SH   DFND 1,5 200 0 104,143
REACHLOCAL INC COM 75525F104 66 14,600 SH   DFND 1,9 0 0 14,600
REAL IND INC COM 75601W104 2,514 323,600 SH   DFND 6 323,600 0 0
REAL IND INC COM 75601W104 992 127,700 SH   DFND 7 127,700 0 0
REALOGY HLDGS CORP COM 75605Y106 374,172 12,893,606 SH   DFND 1,5 177,372 0 12,716,234
REALPAGE INC COM 75606N109 137,612 6,162,660 SH   DFND 1,5 135,025 0 6,027,635
REALPAGE INC COM 75606N109 898 40,200 SH   DFND 1,9 0 0 40,200
REALTY INCOME CORP COM 756109104 6,078 87,624 SH   DFND 2 87,624 0 0
REALTY INCOME CORP COM 756109104 2,094 30,196 SH   DFND 3 30,196 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 10,863 550,000 SH   DFND 1,5 0 0 550,000
RED HAT INC COM 756577102 826,041 11,377,975 SH   DFND 1,5 1,740,648 0 9,637,327
RED HAT INC COM 756577102 4,480 61,709 SH   DFND 2 61,709 0 0
RED HAT INC COM 756577102 478 6,591 SH   DFND 3 6,591 0 0
RED HAT INC COM 756577102 1,241 17,100 SH   DFND 6 17,100 0 0
RED ROCK RESORTS INC CL A 75700L108 175,734 7,995,178 SH   DFND 1,5 1,786 0 7,993,392
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 17,045 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 32,658 2,364,786 SH   DFND 1,5 0 0 2,364,786
REDWOOD TR INC COM 758075402 12,157 880,340 SH   DFND 6 758,340 0 122,000
REDWOOD TR INC COM 758075402 7,882 570,710 SH   DFND 7 458,210 0 112,500
REGAL BELOIT CORP COM 758750103 266,790 4,846,325 SH   DFND 1,5 18,385 0 4,827,940
REGAL BELOIT CORP COM 758750103 3,969 72,100 SH   DFND 6 43,800 0 28,300
REGAL BELOIT CORP COM 758750103 4,387 79,700 SH   DFND 7 44,200 0 35,500
REGAL ENTMT GROUP CL A 758766109 9,777 443,600 SH   DFND 1,5 0 0 443,600
REGAL ENTMT GROUP CL A 758766109 1,351 61,300 SH   DFND 7 3,300 0 58,000
REGENERON PHARMACEUTICALS COM 75886F107 3,263,554 9,344,999 SH   DFND 1,5 630,356 0 8,714,643
REGENERON PHARMACEUTICALS COM 75886F107 9,264 26,528 SH   DFND 2 26,528 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,606 13,188 SH   DFND 3 13,188 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,751 27,921 SH   DFND 6 27,921 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,467 4,200 SH   DFND 7 0 0 4,200
REGENXBIO INC COM 75901B107 15,381 1,922,582 SH   DFND 1,5 0 0 1,922,582
REGIONS FINL CORP NEW COM 7591EP100 899,412 105,688,845 SH   DFND 1,5 2,408,673 0 103,280,172
REGIONS FINL CORP NEW COM 7591EP100 3,666 430,826 SH   DFND 2 430,826 0 0
REGIONS FINL CORP NEW COM 7591EP100 14,179 1,666,214 SH   DFND 3 1,666,214 0 0
REGIONS FINL CORP NEW COM 7591EP100 16,091 1,890,885 SH   DFND 6 1,765,320 0 125,565
REGIONS FINL CORP NEW COM 7591EP100 35,140 4,129,209 SH   DFND 7 4,129,209 0 0
REGULUS THERAPEUTICS INC COM 75915K101 22,881 7,917,151 SH   DFND 1,5 1,144,548 0 6,772,603
REINSURANCE GROUP AMER INC COM NEW 759351604 316,399 3,262,179 SH   DFND 1,5 2,642 0 3,259,537
REINSURANCE GROUP AMER INC COM NEW 759351604 101,390 1,045,369 SH   DFND 6 1,004,943 0 40,426
REINSURANCE GROUP AMER INC COM NEW 759351604 33,376 344,119 SH   DFND 7 306,319 0 37,800
RELYPSA INC COM 759531106 29,689 1,604,800 SH   DFND 1,5 12,200 0 1,592,600
RENAISSANCERE HOLDINGS LTD COM G7496G103 364,064 3,100,000 SH   DFND 1,5 311,200 0 2,788,800
RENREN INC SPONSORED ADR 759892102 2,425 1,354,500 SH   DFND 1,9 0 0 1,354,500
RENT A CTR INC NEW COM 76009N100 27,630 2,250,000 SH   DFND 1,5 0 0 2,250,000
REPLIGEN CORP COM 759916109 41,693 1,523,873 SH   DFND 1,5 1,231 0 1,522,642
REPROS THERAPEUTICS INC COM NEW 76028H209 2,695 1,673,644 SH   DFND 1,5 0 0 1,673,644
REPUBLIC SVCS INC COM 760759100 49,139 957,683 SH   DFND 1,5 90,162 0 867,521
REPUBLIC SVCS INC COM 760759100 4,141 80,706 SH   DFND 2 80,706 0 0
REPUBLIC SVCS INC COM 760759100 1,233 24,027 SH   DFND 3 24,027 0 0
REPUBLIC SVCS INC COM 760759100 1,026 19,990 SH   DFND 6 19,990 0 0
RESEARCH FRONTIERS INC COM 760911107 882 241,750 SH   DFND 1,5 0 0 241,750
RESMED INC COM 761152107 341,857 5,406,560 SH   DFND 1,5 89,670 0 5,316,890
RESMED INC COM 761152107 925 14,635 SH   DFND 6 14,635 0 0
RESMED INC COM 761152107 7,079 111,960 SH   DFND 7 111,960 0 0
RESMED INC COM 761152107 23,790 376,240 SH   DFND 11 376,240 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 4,150 4,300,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 18,562 19,000,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 33,647 2,276,503 SH   DFND 1,5 102,919 0 2,173,584
RESOURCES CONNECTION INC COM 76122Q105 1,086 73,500 SH   DFND 1,10 0 0 73,500
RESTAURANT BRANDS INTL INC COM 76131D103 25,609 615,200 SH   DFND 1,5 0 0 615,200
RESTAURANT BRANDS INTL INC COM 76131D103 14,612 351,024 SH   DFND 6 199,024 0 152,000
RESTAURANT BRANDS INTL INC COM 76131D103 11,035 265,086 SH   DFND 7 216,042 0 49,044
RESTAURANT BRANDS INTL INC COM 76131D103 428,226 10,287,218 SH   DFND 11 9,606,543 0 680,675
RESTORATION HARDWARE HLDGS I COM 761283100 172,320 6,008,368 SH   DFND 1,5 754,100 0 5,254,268
RESTORATION HARDWARE HLDGS I COM 761283100 2,369 82,597 SH   DFND 6 82,597 0 0
RETAIL PPTYS AMER INC CL A 76131V202 219 12,969 SH   DFND 3 12,969 0 0
RETROPHIN INC COM 761299106 35,575 1,997,470 SH   DFND 1,5 0 0 1,997,470
REVLON INC CL A NEW 761525609 47,807 1,485,600 SH   DFND 1,5 3,800 0 1,481,800
REXNORD CORP NEW COM 76169B102 177,224 9,028,210 SH   DFND 1,5 0 0 9,028,210
REXNORD CORP NEW COM 76169B102 1,893 96,430 SH   DFND 6 96,430 0 0
REYNOLDS AMERICAN INC COM 761713106 1,615,739 29,959,938 SH   DFND 1,5 890,675 0 29,069,263
REYNOLDS AMERICAN INC COM 761713106 15,185 281,566 SH   DFND 2 281,566 0 0
REYNOLDS AMERICAN INC COM 761713106 17,289 320,584 SH   DFND 3 320,584 0 0
REYNOLDS AMERICAN INC COM 761713106 32,884 609,748 SH   DFND 6 570,505 0 39,243
REYNOLDS AMERICAN INC COM 761713106 82,820 1,535,686 SH   DFND 7 1,304,286 0 231,400
REYNOLDS AMERICAN INC COM 761713106 42,450 787,124 SH   DFND 11 787,124 0 0
RICE ENERGY INC COM 762760106 75,921 3,444,714 SH   DFND 1,5 0 0 3,444,714
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 15,682 767,600 SH   DFND 1,5 0 0 767,600
RICHMONT MINES INC COM 76547T106 4,067 438,200 SH   DFND 1,5 0 0 438,200
RIGEL PHARMACEUTICALS INC COM NEW 766559603 30,822 13,821,657 SH   DFND 1,5 2,660,685 0 11,160,972
RIGNET INC COM 766582100 24,930 1,861,830 SH   DFND 1,5 0 0 1,861,830
RING ENERGY INC COM 76680V108 14,329 1,624,548 SH   DFND 1,5 0 0 1,624,548
RINGCENTRAL INC CL A 76680R206 6,009 304,700 SH   DFND 1,5 0 0 304,700
RIO TINTO PLC SPONSORED ADR 767204100 21,447 685,200 SH   DFND 1,5 0 0 685,200
RITCHIE BROS AUCTIONEERS COM 767744105 1,686 49,900 SH   DFND 7 43,200 0 6,700
RITCHIE BROS AUCTIONEERS COM 767744105 57,206 1,692,800 SH   DFND 11 1,634,900 0 57,900
RITE AID CORP COM 767754104 18,204 2,430,400 SH   DFND 1,5 0 0 2,430,400
RITE AID CORP COM 767754104 253 33,763 SH   DFND 3 33,763 0 0
RITE AID CORP COM 767754104 132,805 17,731,000 SH   DFND 11 17,731,000 0 0
RLJ LODGING TR COM 74965L101 176,356 8,221,724 SH   DFND 1,5 5,876,024 0 2,345,700
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 23,085 3,094,495 SH   DFND 1,5 297,500 0 2,796,995
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 786 105,300 SH   DFND 6 105,300 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 296 39,700 SH   DFND 7 39,700 0 0
ROBERT HALF INTL INC COM 770323103 71,300 1,868,450 SH   DFND 1,5 73,800 0 1,794,650
ROBERT HALF INTL INC COM 770323103 1,704 44,663 SH   DFND 2 44,663 0 0
ROBERT HALF INTL INC COM 770323103 374 9,813 SH   DFND 3 9,813 0 0
ROCKWELL AUTOMATION INC COM 773903109 119,258 1,038,650 SH   DFND 1,5 168,832 0 869,818
ROCKWELL AUTOMATION INC COM 773903109 5,087 44,303 SH   DFND 2 44,303 0 0
ROCKWELL AUTOMATION INC COM 773903109 743 6,475 SH   DFND 3 6,475 0 0
ROCKWELL COLLINS INC COM 774341101 221,221 2,598,316 SH   DFND 1,5 10,600 0 2,587,716
ROCKWELL COLLINS INC COM 774341101 3,770 44,281 SH   DFND 2 44,281 0 0
ROCKWELL COLLINS INC COM 774341101 1,503 17,658 SH   DFND 3 17,658 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 5,425 534,499 SH   DFND 1,5 112,099 0 422,400
ROFIN SINAR TECHNOLOGIES INC COM 775043102 46,343 1,450,945 SH   DFND 11 1,450,945 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 57,503 1,420,486 SH   DFND 1,5 16 0 1,420,470
ROGERS COMMUNICATIONS INC CL B 775109200 19,850 490,338 SH   DFND 6 284,972 0 205,366
ROGERS COMMUNICATIONS INC CL B 775109200 16,616 410,468 SH   DFND 7 360,168 0 50,300
ROGERS COMMUNICATIONS INC CL B 775109200 963,788 23,808,150 SH   DFND 11 22,089,450 0 1,718,700
ROPER TECHNOLOGIES INC COM 776696106 1,302,748 7,638,064 SH   DFND 1,5 41,630 0 7,596,434
ROPER TECHNOLOGIES INC COM 776696106 5,871 34,420 SH   DFND 2 34,420 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,321 19,469 SH   DFND 3 19,469 0 0
ROPER TECHNOLOGIES INC COM 776696106 561 3,287 SH   DFND 6 3,287 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,098 12,300 SH   DFND 7 12,300 0 0
ROSS STORES INC COM 778296103 2,031,971 35,843,555 SH   DFND 1,5 2,118,378 0 33,725,177
ROSS STORES INC COM 778296103 7,747 136,659 SH   DFND 2 136,659 0 0
ROSS STORES INC COM 778296103 2,834 49,992 SH   DFND 3 49,992 0 0
ROSS STORES INC COM 778296103 2,352 41,493 SH   DFND 6 41,493 0 0
ROSS STORES INC COM 778296103 7,550 133,181 SH   DFND 7 133,181 0 0
ROUSE PPTYS INC COM 779287101 93,276 5,111,000 SH   DFND 11 5,111,000 0 0
ROVI CORP COM 779376102 6,938 443,589 SH   DFND 1,5 41,689 0 401,900
ROVI CORP COM 779376102 44,116 2,820,690 SH   DFND 6 2,820,690 0 0
ROVI CORP COM 779376102 5,809 371,430 SH   DFND 7 371,430 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 12,801 724,879 SH   DFND 1,5 99 0 724,780
ROYAL BK CDA MONTREAL QUE COM 780087102 165,412 2,799,380 SH   DFND 1,5 0 0 2,799,380
ROYAL BK CDA MONTREAL QUE COM 780087102 24,847 420,503 SH   DFND 1,10 103 0 420,400
ROYAL BK CDA MONTREAL QUE COM 780087102 17,249 291,910 SH   DFND 6 111,310 0 180,600
ROYAL BK CDA MONTREAL QUE COM 780087102 40,357 682,995 SH   DFND 7 588,095 0 94,900
ROYAL BK CDA MONTREAL QUE COM 780087102 1,538,375 26,034,895 SH   DFND 11 22,031,140 0 4,003,755
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 56,926 62,525,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 2,293 2,520,000 PRN   DFND 6 0 0 0
ROYAL BK SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 419 460,000 PRN   DFND 7 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 42,644 46,060,000 PRN   DFND 1,5 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 916 990,000 PRN   DFND 6 0 0 0
ROYAL BK SCOTLAND PLC NOTE 8.000%12/3 780099CK1 185 200,000 PRN   DFND 7 0 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 61,071 909,466 SH   DFND 1,5 268 0 909,198
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,834 57,101 SH   DFND 2 57,101 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 254 3,790 SH   DFND 3 3,790 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,780 71,188 SH   DFND 6 71,188 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 15,741 234,410 SH   DFND 7 234,410 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 719,198 13,024,235 SH   DFND 2 13,024,235 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 4,969 89,981 SH   DFND 3 89,981 0 0
ROYAL GOLD INC COM 780287108 49,990 694,113 SH   DFND 1,5 0 0 694,113
RPM INTL INC COM 749685103 220 4,412 SH   DFND 3 4,412 0 0
RSP PERMIAN INC COM 74978Q105 49,048 1,405,800 SH   DFND 1,5 0 0 1,405,800
RSP PERMIAN INC COM 74978Q105 14,375 412,023 SH   DFND 6 412,023 0 0
RSP PERMIAN INC COM 74978Q105 3,904 111,890 SH   DFND 7 111,890 0 0
RTI SURGICAL INC COM 74975N105 440 122,462 SH   DFND 7 55,300 0 67,162
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 47,783 48,820,000 PRN   DFND 1,5 0 0 0
RUBICON TECHNOLOGY INC COM 78112T107 1,853 2,725,406 SH   DFND 1,9 0 0 2,725,406
RUSH ENTERPRISES INC CL A 781846209 24,865 1,153,826 SH   DFND 1,5 116,626 0 1,037,200
RUTHS HOSPITALITY GROUP INC COM 783332109 23,033 1,444,078 SH   DFND 1,5 0 0 1,444,078
RUTHS HOSPITALITY GROUP INC COM 783332109 6,487 406,690 SH   DFND 6 406,690 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 2,909 182,352 SH   DFND 7 182,352 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,094,934 15,745,380 SH   DFND 1,5 1,173,324 0 14,572,056
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 62,952 905,265 SH   DFND 1,10 15,680 0 889,585
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,947 28,000 SH   DFND 6 1,300 0 26,700
RYDER SYS INC COM 783549108 9,691 158,500 SH   DFND 1,5 0 0 158,500
RYDER SYS INC COM 783549108 1,117 18,265 SH   DFND 2 18,265 0 0
RYDER SYS INC COM 783549108 1,438 23,519 SH   DFND 3 23,519 0 0
RYDER SYS INC COM 783549108 1,724 28,200 SH   DFND 6 14,100 0 14,100
RYDER SYS INC COM 783549108 3,588 58,690 SH   DFND 7 25,590 0 33,100
S&P GLOBAL INC COM 78409V104 1,693,156 15,785,526 SH   DFND 1,5 1,036,981 0 14,748,545
S&P GLOBAL INC COM 78409V104 53,995 503,400 SH   DFND 1,10 10,343 0 493,057
S&P GLOBAL INC COM 78409V104 9,653 89,994 SH   DFND 2 89,994 0 0
S&P GLOBAL INC COM 78409V104 8,034 74,903 SH   DFND 3 74,903 0 0
S&P GLOBAL INC COM 78409V104 3,969 37,000 SH   DFND 7 37,000 0 0
S&P GLOBAL INC COM 78409V104 22,267 207,600 SH   DFND 11 207,600 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 164,434 7,968,675 SH   DFND 1,5 201,259 0 7,767,416
SABRA HEALTH CARE REIT INC COM 78573L106 28,694 1,390,538 SH   DFND 6 1,390,538 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,910 431,769 SH   DFND 7 165,200 0 266,569
SABRE CORP COM 78573M104 116,445 4,346,586 SH   DFND 1,5 3,638 0 4,342,948
SABRE CORP COM 78573M104 6,746 251,800 SH   DFND 1,9 0 0 251,800
SABRE CORP COM 78573M104 211 7,860 SH   DFND 3 7,860 0 0
SAEXPLORATION HLDGS INC COM 78636X105 267 2,179,044 SH   DFND 1,5 0 0 2,179,044
SAGA COMMUNICATIONS INC CL A NEW 786598300 17,930 453,457 SH   DFND 1,5 55,857 0 397,600
SAGE THERAPEUTICS INC COM 78667J108 144,758 4,804,432 SH   DFND 1,5 498,108 0 4,306,324
SAGENT PHARMACEUTICALS INC COM 786692103 3,445 230,000 SH   DFND 1,5 0 0 230,000
SAGENT PHARMACEUTICALS INC COM 786692103 2,002 133,640 SH   DFND 6 133,640 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 1,014 67,720 SH   DFND 7 67,720 0 0
SAIA INC COM 78709Y105 31,107 1,237,366 SH   DFND 1,5 0 0 1,237,366
SALESFORCE COM INC COM 79466L302 7,663,114 96,500,620 SH   DFND 1,5 9,505,850 0 86,994,770
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 38,743 29,990,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 139,355 1,754,880 SH   DFND 1,9 0 0 1,754,880
SALESFORCE COM INC COM 79466L302 17,200 216,601 SH   DFND 2 216,601 0 0
SALESFORCE COM INC COM 79466L302 1,623 20,433 SH   DFND 3 20,433 0 0
SALESFORCE COM INC COM 79466L302 31,300 394,159 SH   DFND 6 394,159 0 0
SALESFORCE COM INC COM 79466L302 49,513 623,507 SH   DFND 7 602,929 0 20,578
SALLY BEAUTY HLDGS INC COM 79546E104 310,567 10,559,895 SH   DFND 1,5 746,388 0 9,813,507
SALLY BEAUTY HLDGS INC COM 79546E104 1,341 45,600 SH   DFND 6 45,600 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,203 40,900 SH   DFND 7 2,000 0 38,900
SANCHEZ ENERGY CORP COM 79970Y105 2,052 290,600 SH   DFND 1,5 0 0 290,600
SANDERSON FARMS INC COM 800013104 38,263 441,637 SH   DFND 1,5 34,037 0 407,600
SANDERSON FARMS INC COM 800013104 606 7,000 SH   DFND 6 7,000 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 6,368 1,415,975 SH   DFND 1,5 0 0 1,415,975
SANDY SPRING BANCORP INC COM 800363103 221 7,593 SH   DFND 3 7,593 0 0
SANGAMO BIOSCIENCES INC COM 800677106 17,542 3,029,683 SH   DFND 1,5 0 0 3,029,683
SANOFI SPONSORED ADR 80105N105 314,323 7,510,701 SH   DFND 1,5 557 0 7,510,144
SANOFI SPONSORED ADR 80105N105 13,829 330,442 SH   DFND 3 330,442 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 49,623 4,803,800 SH   DFND 1,5 437,500 0 4,366,300
SAP SE SPON ADR 803054204 40,968 546,100 SH   DFND 1,5 4,100 0 542,000
SAP SE SPON ADR 803054204 277 3,686 SH   DFND 3 3,686 0 0
SAP SE SPON ADR 803054204 615 8,200 SH   DFND 6 8,200 0 0
SAREPTA THERAPEUTICS INC COM 803607100 34,381 1,802,897 SH   DFND 1,5 0 0 1,802,897
SBA COMMUNICATIONS CORP COM 78388J106 287,844 2,666,706 SH   DFND 1,5 874 0 2,665,832
SBA COMMUNICATIONS CORP COM 78388J106 14,543 134,730 SH   DFND 6 120,830 0 13,900
SBA COMMUNICATIONS CORP COM 78388J106 8,960 83,010 SH   DFND 7 46,610 0 36,400
SCANA CORP NEW COM 80589M102 57,081 754,446 SH   DFND 1,5 0 0 754,446
SCANA CORP NEW COM 80589M102 3,678 48,608 SH   DFND 2 48,608 0 0
SCANA CORP NEW COM 80589M102 7,507 99,222 SH   DFND 3 99,222 0 0
SCANSOURCE INC COM 806037107 116,433 3,137,513 SH   DFND 1,5 905,413 0 2,232,100
SCHEIN HENRY INC COM 806407102 1,344,873 7,606,745 SH   DFND 1,5 392,134 0 7,214,611
SCHEIN HENRY INC COM 806407102 4,935 27,912 SH   DFND 2 27,912 0 0
SCHEIN HENRY INC COM 806407102 5,764 32,600 SH   DFND 3 32,600 0 0
SCHEIN HENRY INC COM 806407102 1,104 6,245 SH   DFND 6 6,245 0 0
SCHEIN HENRY INC COM 806407102 4,190 23,700 SH   DFND 7 23,700 0 0
SCHLUMBERGER LTD COM 806857108 2,562,245 32,400,669 SH   DFND 1,5 1,147,968 0 31,252,701
SCHLUMBERGER LTD COM 806857108 37,373 472,594 SH   DFND 2 472,594 0 0
SCHLUMBERGER LTD COM 806857108 53,398 675,236 SH   DFND 3 675,236 0 0
SCHLUMBERGER LTD COM 806857108 36,194 457,684 SH   DFND 6 372,306 0 85,378
SCHLUMBERGER LTD COM 806857108 104,448 1,320,789 SH   DFND 7 1,023,247 0 297,542
SCHLUMBERGER LTD COM 806857108 11,071 140,000 SH   DFND 11 140,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 561,902 22,200,775 SH   DFND 1,5 2,146,290 0 20,054,485
SCHWAB CHARLES CORP NEW COM 808513105 10,354 409,068 SH   DFND 2 409,068 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,854 152,253 SH   DFND 3 152,253 0 0
SCHWAB CHARLES CORP NEW COM 808513105 4,440 175,416 SH   DFND 6 175,416 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9,749 385,187 SH   DFND 7 0 0 385,187
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 3,650 74,340 SH   DFND 3 74,340 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 20,310 575,686 SH   DFND 1,5 0 0 575,686
SCIENCE APPLICATNS INTL CP N COM 808625107 207,643 3,558,574 SH   DFND 1,5 53,469 0 3,505,105
SCIENCE APPLICATNS INTL CP N COM 808625107 6,699 114,799 SH   DFND 6 114,799 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 770 13,200 SH   DFND 7 13,200 0 0
SCIQUEST INC NEW COM 80908T101 5,612 317,757 SH   DFND 1,5 0 0 317,757
SCIQUEST INC NEW COM 80908T101 3,926 222,315 SH   DFND 1,9 0 0 222,315
SCORPIO TANKERS INC SHS Y7542C106 31,732 7,555,147 SH   DFND 1,5 381,702 0 7,173,445
SCOTTS MIRACLE GRO CO CL A 810186106 21,598 308,935 SH   DFND 1,5 0 0 308,935
SCOTTS MIRACLE GRO CO CL A 810186106 9,012 128,902 SH   DFND 6 128,902 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 5,194 74,300 SH   DFND 7 49,100 0 25,200
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 182,090 2,924,196 SH   DFND 1,5 0 0 2,924,196
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,013 32,319 SH   DFND 2 32,319 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,325 69,452 SH   DFND 3 69,452 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,873 62,200 SH   DFND 6 62,200 0 0
SCYNEXIS INC COM 811292101 3,758 1,731,989 SH   DFND 1,5 0 0 1,731,989
SEABOARD CORP COM 811543107 182,934 63,726 SH   DFND 1,5 17,774 0 45,952
SEABRIDGE GOLD INC COM 811916105 14,009 954,307 SH   DFND 1,5 0 0 954,307
SEADRILL LIMITED SHS G7945E105 35 10,718 SH   DFND 3 10,718 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 870,429 35,731,916 SH   DFND 1,5 3,723,485 0 32,008,431
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,473 101,518 SH   DFND 2 101,518 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,101 209,395 SH   DFND 3 209,395 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 414 17,000 SH   DFND 6 17,000 0 0
SEALED AIR CORP NEW COM 81211K100 90,985 1,979,227 SH   DFND 1,5 29,327 0 1,949,900
SEALED AIR CORP NEW COM 81211K100 3,082 67,050 SH   DFND 2 67,050 0 0
SEALED AIR CORP NEW COM 81211K100 535 11,642 SH   DFND 3 11,642 0 0
SEATTLE GENETICS INC COM 812578102 588,929 14,573,849 SH   DFND 1,5 1,455,407 0 13,118,442
SEATTLE GENETICS INC COM 812578102 574 14,200 SH   DFND 6 14,200 0 0
SEI INVESTMENTS CO COM 784117103 10,537 219,010 SH   DFND 3 219,010 0 0
SELECT COMFORT CORP COM 81616X103 114,615 5,360,873 SH   DFND 1,5 278,300 0 5,082,573
SELECT INCOME REIT COM SH BEN INT 81618T100 13,381 514,866 SH   DFND 1,5 0 0 514,866
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,270 143,223 SH   DFND 1,5 47,223 0 96,000
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,408 43,665 SH   DFND 1,5 13,665 0 30,000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,200 32,239 SH   DFND 1,5 8,463 0 23,776
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 819 14,850 SH   DFND 1,5 14,850 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 959 20,697 SH   DFND 1,5 5,797 0 14,900
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,239 40,019 SH   DFND 1,5 13,119 0 26,900
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 269 5,131 SH   DFND 1,5 5,131 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,468 126,101 SH   DFND 1,5 38,301 0 87,800
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,197 16,689 SH   DFND 1,5 16,689 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 668,228 29,269,720 SH   DFND 3 29,269,720 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,622 37,397 SH   DFND 3 37,397 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 52,879 774,894 SH   DFND 3 774,894 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 514 9,193 SH   DFND 3 9,193 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,214 15,558 SH   DFND 3 15,558 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,459 20,339 SH   DFND 3 20,339 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 903 16,366 SH   DFND 3 16,366 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 884 16,845 SH   DFND 3 16,845 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3,063 44,889 SH   DFND 7 44,889 0 0
SELECTA BIOSCIENCES INC COM 816212104 3,997 285,700 SH   DFND 1,5 0 0 285,700
SELECTIVE INS GROUP INC COM 816300107 913 23,900 SH   DFND 1,5 0 0 23,900
SEMPRA ENERGY COM 816851109 991,614 8,696,846 SH   DFND 1,5 26 0 8,696,820
SEMPRA ENERGY COM 816851109 9,192 80,615 SH   DFND 2 80,615 0 0
SEMPRA ENERGY COM 816851109 8,971 78,683 SH   DFND 3 78,683 0 0
SEMPRA ENERGY COM 816851109 830 7,277 SH   DFND 6 7,277 0 0
SEMPRA ENERGY COM 816851109 3,110 27,280 SH   DFND 7 27,280 0 0
SEMTECH CORP COM 816850101 142,852 5,987,104 SH   DFND 1,5 6,400 0 5,980,704
SEMTECH CORP COM 816850101 51,649 2,164,680 SH   DFND 1,9 0 0 2,164,680
SEMTECH CORP COM 816850101 313 13,100 SH   DFND 6 13,100 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 89,644 4,303,600 SH   DFND 1,5 0 0 4,303,600
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,822 135,500 SH   DFND 7 93,800 0 41,700
SENSEONICS HLDGS INC COM 81727U105 13,789 3,508,771 SH   DFND 1,5 0 0 3,508,771
SENSIENT TECHNOLOGIES CORP COM 81725T100 62,693 882,506 SH   DFND 1,5 0 0 882,506
SERES THERAPEUTICS INC COM 81750R102 153,941 5,299,184 SH   DFND 1,5 418,025 0 4,881,159
SERES THERAPEUTICS INC COM 81750R102 11,036 379,898 SH   DFND 6 349,198 0 30,700
SERES THERAPEUTICS INC COM 81750R102 7,230 248,894 SH   DFND 7 159,851 0 89,043
SERVICE CORP INTL COM 817565104 668,620 24,727,071 SH   DFND 1,5 54,700 0 24,672,371
SERVICE CORP INTL COM 817565104 59,134 2,186,924 SH   DFND 6 2,186,924 0 0
SERVICE CORP INTL COM 817565104 8,354 308,960 SH   DFND 7 308,960 0 0
SERVICE CORP INTL COM 817565104 49,635 1,835,600 SH   DFND 11 1,835,600 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 325,169 8,170,064 SH   DFND 1,5 6,292 0 8,163,772
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 51,739 1,299,979 SH   DFND 6 1,252,579 0 47,400
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 19,744 496,080 SH   DFND 7 411,180 0 84,900
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 71,725 1,802,145 SH   DFND 11 1,802,145 0 0
SERVICENOW INC COM 81762P102 153,347 2,309,437 SH   DFND 1,5 449,237 0 1,860,200
SERVICENOW INC COM 81762P102 757 11,400 SH   DFND 1,9 0 0 11,400
SERVICENOW INC COM 81762P102 7,020 105,720 SH   DFND 3 105,720 0 0
SERVICENOW INC COM 81762P102 11,775 177,340 SH   DFND 6 177,340 0 0
SERVICENOW INC COM 81762P102 3,886 58,530 SH   DFND 7 58,530 0 0
SERVICESOURCE INTL INC COM 81763U100 90 22,300 SH   DFND 1,9 0 0 22,300
SERVOTRONICS INC COM 817732100 1,595 163,256 SH   DFND 1,5 15,656 0 147,600
SHAW COMMUNICATIONS INC CL B CONV 82028K200 544 28,351 SH   DFND 6 28,351 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 13,619 709,500 SH   DFND 11 709,500 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 17,280 511,400 SH   DFND 1,5 0 0 511,400
SHENANDOAH TELECOMMUNICATION COM 82312B106 18,784 480,900 SH   DFND 1,5 0 0 480,900
SHERWIN WILLIAMS CO COM 824348106 1,359,109 4,628,016 SH   DFND 1,5 278,483 0 4,349,533
SHERWIN WILLIAMS CO COM 824348106 7,853 26,740 SH   DFND 2 26,740 0 0
SHERWIN WILLIAMS CO COM 824348106 13,678 46,575 SH   DFND 3 46,575 0 0
SHERWIN WILLIAMS CO COM 824348106 711 2,421 SH   DFND 6 2,421 0 0
SHERWIN WILLIAMS CO COM 824348106 6,949 23,664 SH   DFND 7 23,664 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 12,136 11,510,000 PRN   DFND 1,5 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 433,682 2,355,945 SH   DFND 1,5 63,464 0 2,292,481
SHIRE PLC SPONSORED ADR 82481R106 1,819 9,883 SH   DFND 3 9,883 0 0
SHIRE PLC SPONSORED ADR 82481R106 10,611 57,645 SH   DFND 6 49,451 0 8,194
SHIRE PLC SPONSORED ADR 82481R106 44,185 240,033 SH   DFND 7 240,033 0 0
SHOPIFY INC CL A 82509L107 225,460 7,329,665 SH   DFND 1,5 1,188,879 0 6,140,786
SHOPIFY INC CL A 82509L107 5,279 171,609 SH   DFND 1,9 318 0 171,291
SHOPIFY INC CL A 82509L107 560 18,200 SH   DFND 6 7,500 0 10,700
SHOPIFY INC CL A 82509L107 775 25,200 SH   DFND 7 21,700 0 3,500
SHOPIFY INC CL A 82509L107 62,818 2,042,209 SH   DFND 11 1,637,209 0 405,000
SIBANYE GOLD LTD SPONSORED ADR 825724206 18,552 1,362,106 SH   DFND 1,5 0 0 1,362,106
SIGMATRON INTL INC COM 82661L101 1,935 318,319 SH   DFND 1,5 59,519 0 258,800
SIGNATURE BK NEW YORK N Y COM 82669G104 117,038 936,905 SH   DFND 1,5 118,320 0 818,585
SIGNET JEWELERS LIMITED SHS G81276100 22,368 271,424 SH   DFND 1,5 3,877 0 267,547
SIGNET JEWELERS LIMITED SHS G81276100 2,186 26,531 SH   DFND 2 26,531 0 0
SIGNET JEWELERS LIMITED SHS G81276100 274 3,328 SH   DFND 3 3,328 0 0
SIGNET JEWELERS LIMITED SHS G81276100 11,938 144,861 SH   DFND 6 139,570 0 5,291
SIGNET JEWELERS LIMITED SHS G81276100 16,852 204,495 SH   DFND 7 204,495 0 0
SILGAN HOLDINGS INC COM 827048109 314,567 6,112,850 SH   DFND 1,5 148,466 0 5,964,384
SILICON GRAPHICS INTL CORP COM 82706L108 15,658 3,112,834 SH   DFND 1,5 69,850 0 3,042,984
SILICON GRAPHICS INTL CORP COM 82706L108 5,189 1,031,700 SH   DFND 1,9 0 0 1,031,700
SILICON LABORATORIES INC COM 826919102 293,316 6,017,968 SH   DFND 1,5 1,095,000 0 4,922,968
SILICON LABORATORIES INC COM 826919102 11,927 244,700 SH   DFND 1,9 0 0 244,700
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 4,505 94,252 SH   DFND 1,5 0 0 94,252
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 21,806 456,188 SH   DFND 1,9 0 0 456,188
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 2,776 362,382 SH   DFND 1,9 0 0 362,382
SILVER WHEATON CORP COM 828336107 33,304 1,414,890 SH   DFND 1,5 0 0 1,414,890
SILVER WHEATON CORP COM 828336107 436 18,510 SH   DFND 7 18,510 0 0
SILVER WHEATON CORP COM 828336107 280,108 11,900,200 SH   DFND 11 11,900,200 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,679,762 7,744,409 SH   DFND 1,5 3,377,016 0 4,367,393
SIMON PPTY GROUP INC NEW COM 828806109 22,825 105,234 SH   DFND 2 105,234 0 0
SIMON PPTY GROUP INC NEW COM 828806109 17,657 81,408 SH   DFND 3 81,408 0 0
SIMON PPTY GROUP INC NEW COM 828806109 125,244 577,426 SH   DFND 6 577,426 0 0
SIMON PPTY GROUP INC NEW COM 828806109 48,553 223,849 SH   DFND 7 29,880 0 193,969
SIMON PPTY GROUP INC NEW COM 828806109 53,112 244,870 SH   DFND 11 244,870 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 23,136 578,834 SH   DFND 1,5 134 0 578,700
SINA CORP ORD G81477104 7,869 151,698 SH   DFND 1,9 0 0 151,698
SINCLAIR BROADCAST GROUP INC CL A 829226109 142,767 4,781,222 SH   DFND 1,5 0 0 4,781,222
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,523 51,000 SH   DFND 6 51,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 257 8,600 SH   DFND 7 8,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 89,138 22,566,474 SH   DFND 1,5 1,087,773 0 21,478,701
SIRIUS XM HLDGS INC COM 82968B103 162 40,919 SH   DFND 3 40,919 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 252 4,342 SH   DFND 3 4,342 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 23,577 1,126,996 SH   DFND 1,5 39,836 0 1,087,160
SKECHERS U S A INC CL A 830566105 578,351 19,459,999 SH   DFND 1,5 3,430,447 0 16,029,552
SKECHERS U S A INC CL A 830566105 11,157 375,399 SH   DFND 6 375,399 0 0
SKECHERS U S A INC CL A 830566105 2,978 100,214 SH   DFND 7 100,214 0 0
SKYWEST INC COM 830879102 9,203 347,800 SH   DFND 1,5 0 0 347,800
SKYWORKS SOLUTIONS INC COM 83088M102 251,559 3,975,333 SH   DFND 1,5 50,090 0 3,925,243
SKYWORKS SOLUTIONS INC COM 83088M102 43,448 686,600 SH   DFND 1,9 0 0 686,600
SKYWORKS SOLUTIONS INC COM 83088M102 4,094 64,703 SH   DFND 2 64,703 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,093 17,278 SH   DFND 3 17,278 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,361 21,500 SH   DFND 7 21,500 0 0
SL GREEN RLTY CORP COM 78440X101 279,667 2,626,719 SH   DFND 1,5 1,516,825 0 1,109,894
SL GREEN RLTY CORP COM 78440X101 3,630 34,092 SH   DFND 2 34,092 0 0
SL GREEN RLTY CORP COM 78440X101 4,255 39,961 SH   DFND 3 39,961 0 0
SL GREEN RLTY CORP COM 78440X101 9,524 89,452 SH   DFND 6 89,452 0 0
SL GREEN RLTY CORP COM 78440X101 3,595 33,767 SH   DFND 7 3,800 0 29,967
SLM CORP COM 78442P106 224,593 36,341,931 SH   DFND 1,5 40,100 0 36,301,831
SM ENERGY CO COM 78454L100 272,918 10,108,076 SH   DFND 1,5 77,600 0 10,030,476
SM ENERGY CO COM 78454L100 2,799 103,680 SH   DFND 6 103,680 0 0
SMITH & WESSON HLDG CORP COM 831756101 3,088 113,625 SH   DFND 7 113,625 0 0
SMITH A O COM 831865209 349,403 3,965,527 SH   DFND 1,5 65,144 0 3,900,383
SMUCKER J M CO COM NEW 832696405 227,390 1,491,961 SH   DFND 1,5 23,053 0 1,468,908
SMUCKER J M CO COM NEW 832696405 6,204 40,705 SH   DFND 2 40,705 0 0
SMUCKER J M CO COM NEW 832696405 3,783 24,823 SH   DFND 3 24,823 0 0
SMUCKER J M CO COM NEW 832696405 1,199 7,866 SH   DFND 6 7,866 0 0
SMUCKER J M CO COM NEW 832696405 4,359 28,603 SH   DFND 7 28,603 0 0
SNAP ON INC COM 833034101 39,020 247,246 SH   DFND 1,5 6 0 247,240
SNAP ON INC COM 833034101 3,121 19,776 SH   DFND 2 19,776 0 0
SNAP ON INC COM 833034101 3,592 22,759 SH   DFND 3 22,759 0 0
SNAP ON INC COM 833034101 88,438 560,370 SH   DFND 11 560,370 0 0
SNYDERS-LANCE INC COM 833551104 44,488 1,312,728 SH   DFND 6 1,202,656 0 110,072
SNYDERS-LANCE INC COM 833551104 23,493 693,213 SH   DFND 7 589,841 0 103,372
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 106,979 4,327,649 SH   DFND 1,5 186,550 0 4,141,099
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,593 104,902 SH   DFND 6 82,802 0 22,100
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3,335 134,901 SH   DFND 11 134,901 0 0
SOLARCITY CORP COM 83416T100 278,900 11,654,826 SH   DFND 1,5 322,100 0 11,332,726
SOLAREDGE TECHNOLOGIES INC COM 83417M104 92,523 4,720,577 SH   DFND 1,5 54,700 0 4,665,877
SOLAREDGE TECHNOLOGIES INC COM 83417M104 5,625 287,000 SH   DFND 1,9 0 0 287,000
SONIC AUTOMOTIVE INC CL A 83545G102 19,904 1,163,300 SH   DFND 1,5 113,300 0 1,050,000
SONIC CORP COM 835451105 38,146 1,410,211 SH   DFND 1,5 686 0 1,409,525
SONOCO PRODS CO COM 835495102 29,715 598,378 SH   DFND 1,5 37,267 0 561,111
SONOCO PRODS CO COM 835495102 2,800 56,388 SH   DFND 3 56,388 0 0
SONUS NETWORKS INC COM NEW 835916503 916 105,382 SH   DFND 1,5 172 0 105,210
SONUS NETWORKS INC COM NEW 835916503 108 12,400 SH   DFND 1,9 0 0 12,400
SONY CORP ADR NEW 835699307 55,659 1,896,400 SH   DFND 1,5 21,525 0 1,874,875
SONY CORP ADR NEW 835699307 12,350 420,770 SH   DFND 1,9 2,770 0 418,000
SONY CORP ADR NEW 835699307 1,233 42,000 SH   DFND 6 42,000 0 0
SOTHEBYS COM 835898107 1,781 65,000 SH   DFND 1,5 15,000 0 50,000
SOUFUN HLDGS LTD ADR 836034108 977 194,300 SH   DFND 1,5 194,300 0 0
SOUFUN HLDGS LTD ADR 836034108 29,696 5,903,800 SH   DFND 1,9 0 0 5,903,800
SOUTH JERSEY INDS INC COM 838518108 52,518 1,660,904 SH   DFND 1,5 27,425 0 1,633,479
SOUTH JERSEY INDS INC COM 838518108 40,913 1,293,911 SH   DFND 6 1,181,758 0 112,153
SOUTH JERSEY INDS INC COM 838518108 24,224 766,086 SH   DFND 7 704,286 0 61,800
SOUTHERN CO COM 842587107 387,366 7,222,928 SH   DFND 1,5 461,463 0 6,761,465
SOUTHERN CO COM 842587107 17,119 319,214 SH   DFND 2 319,214 0 0
SOUTHERN CO COM 842587107 43,916 818,868 SH   DFND 3 818,868 0 0
SOUTHERN CO COM 842587107 5,259 98,056 SH   DFND 6 98,056 0 0
SOUTHWEST AIRLS CO COM 844741108 1,883,679 48,040,786 SH   DFND 1,5 3,303,268 0 44,737,518
SOUTHWEST AIRLS CO COM 844741108 8,517 217,226 SH   DFND 2 217,226 0 0
SOUTHWEST AIRLS CO COM 844741108 7,083 180,649 SH   DFND 3 180,649 0 0
SOUTHWEST AIRLS CO COM 844741108 6,920 176,498 SH   DFND 6 176,498 0 0
SOUTHWEST GAS CORP COM 844895102 73,902 938,920 SH   DFND 1,5 320 0 938,600
SOUTHWEST GAS CORP COM 844895102 2,541 32,286 SH   DFND 6 32,286 0 0
SOUTHWEST GAS CORP COM 844895102 3,432 43,600 SH   DFND 7 14,000 0 29,600
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 83,363 2,769,548 SH   DFND 1,5 961,515 0 1,808,033
SOUTHWESTERN ENERGY CO COM 845467109 97,385 7,741,239 SH   DFND 1,5 243,494 0 7,497,745
SOUTHWESTERN ENERGY CO COM 845467109 2,025 160,974 SH   DFND 2 160,974 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,083 86,111 SH   DFND 3 86,111 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 5,915 196,500 SH   DFND 6 95,900 0 100,600
SPAN AMER MED SYS INC COM 846396109 6,106 341,298 SH   DFND 1,5 72,898 0 268,400
SPARK THERAPEUTICS INC COM 84652J103 229,105 4,480,826 SH   DFND 1,5 122,035 0 4,358,791
SPARK THERAPEUTICS INC COM 84652J103 946 18,500 SH   DFND 6 18,500 0 0
SPARTANNASH CO COM 847215100 259 8,454 SH   DFND 1,5 8,454 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,163 12,244 SH   DFND 3 12,244 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 368 2,909 SH   DFND 3 2,909 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 309,911 2,449,500 SH   DFND 11 2,449,500 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 2,560 68,988 SH   DFND 3 68,988 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 83,957 1,201,273 SH   DFND 3 1,201,273 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 83,628 2,017,077 SH   DFND 3 2,017,077 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 18,767 505,720 SH   DFND 7 505,720 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,782 37,140 SH   DFND 1,5 37,140 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,291,781 6,165,136 SH   DFND 3 6,165,136 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,513 40,631 SH   DFND 6 0 0 40,631
SPDR S&P 500 ETF TR TR UNIT 78462F103 498 2,375 SH   DFND 7 2,375 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,902 10,852 SH   DFND 3 10,852 0 0
SPDR SER TR NUVN BRCLY MUNI 78468R721 5,558 109,865 SH   DFND 3 109,865 0 0
SPDR SER TR NUVN BR SHT MUNI 78468R739 282 5,755 SH   DFND 3 5,755 0 0
SPDR SER TR NUVN BR SHT MUNI 78468R739 1,509 30,749 SH   DFND 6 0 0 30,749
SPDR SER TR NUVN BRCLY MUNI 78468R721 1,967 38,884 SH   DFND 6 0 0 38,884
SPDR SERIES TRUST S&P REGL BKG 78464A698 4,410 114,989 SH   DFND 1,5 0 0 114,989
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 2,584 45,200 SH   DFND 1,5 4,300 0 40,900
SPDR SERIES TRUST S&P TELECOM 78464A540 342 5,900 SH   DFND 1,5 1,600 0 4,300
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 3,275 91,731 SH   DFND 1,5 7,092 0 84,639
SPDR SERIES TRUST DJ REIT ETF 78464A607 437 4,391 SH   DFND 3 4,391 0 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 1,322 22,105 SH   DFND 3 22,105 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 70,808 1,615,147 SH   DFND 3 1,615,147 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 2,929 34,907 SH   DFND 3 34,907 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,785 50,003 SH   DFND 6 0 0 50,003
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 7,415 207,712 SH   DFND 7 207,712 0 0
SPECTRA ENERGY CORP COM 847560109 3,737 102,016 SH   DFND 1,5 1,316 0 100,700
SPECTRA ENERGY CORP COM 847560109 8,524 232,709 SH   DFND 2 232,709 0 0
SPECTRA ENERGY CORP COM 847560109 5,930 161,880 SH   DFND 3 161,880 0 0
SPECTRANETICS CORP COM 84760C107 120,118 6,420,000 SH   DFND 1,5 0 0 6,420,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 321,382 2,693,671 SH   DFND 1,5 91,771 0 2,601,900
SPECTRUM BRANDS HLDGS INC COM 84763R101 1,670 14,000 SH   DFND 6 14,000 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 27,871 4,242,147 SH   DFND 1,5 0 0 4,242,147
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 8,908 9,650,000 PRN   DFND 1,5 0 0 0
SPIRE INC COM 84857L101 66,356 936,700 SH   DFND 1,5 15,000 0 921,700
SPIRE INC COM 84857L101 15,923 224,772 SH   DFND 6 224,772 0 0
SPIRE INC COM 84857L101 6,808 96,100 SH   DFND 7 96,100 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 40,394 939,393 SH   DFND 1,5 393 0 939,000
SPIRIT AIRLS INC COM 848577102 455,550 10,152,667 SH   DFND 1,5 1,226,289 0 8,926,378
SPIRIT AIRLS INC COM 848577102 1,242 27,688 SH   DFND 6 27,688 0 0
SPIRIT AIRLS INC COM 848577102 2,722 60,669 SH   DFND 11 60,669 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 186,111 14,574,100 SH   DFND 1,5 14,574,100 0 0
SPLUNK INC COM 848637104 70,342 1,298,300 SH   DFND 1,5 230,800 0 1,067,500
SPLUNK INC COM 848637104 18,523 341,879 SH   DFND 1,9 379 0 341,500
SPLUNK INC COM 848637104 8,148 150,393 SH   DFND 3 150,393 0 0
SPLUNK INC COM 848637104 390 7,200 SH   DFND 6 7,200 0 0
SPRINT CORP COM SER 1 85207U105 23,716 5,235,366 SH   DFND 1,5 70 0 5,235,296
SPROUTS FMRS MKT INC COM 85208M102 159,738 6,975,441 SH   DFND 1,5 530,135 0 6,445,306
SPROUTS FMRS MKT INC COM 85208M102 382 16,700 SH   DFND 6 16,700 0 0
SPS COMM INC COM 78463M107 5,036 83,100 SH   DFND 1,5 0 0 83,100
SPX FLOW INC COM 78469X107 12,656 485,446 SH   DFND 1,5 209 0 485,237
SQUARE INC CL A 852234103 10,777 1,190,800 SH   DFND 1,5 102,100 0 1,088,700
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 249,289 8,877,802 SH   DFND 1,5 128,526 0 8,749,276
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9,660 344,000 SH   DFND 1,9 0 0 344,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,939 104,672 SH   DFND 6 104,672 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 3,429 122,100 SH   DFND 7 122,100 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,842 386,100 SH   DFND 11 386,100 0 0
ST JUDE MED INC COM 790849103 407,555 5,225,069 SH   DFND 1,5 481,477 0 4,743,592
ST JUDE MED INC COM 790849103 7,542 96,686 SH   DFND 2 96,686 0 0
ST JUDE MED INC COM 790849103 14,562 186,693 SH   DFND 3 186,693 0 0
ST JUDE MED INC COM 790849103 1,108 14,200 SH   DFND 6 14,200 0 0
STAG INDL INC COM 85254J102 943 39,600 SH   DFND 6 39,600 0 0
STAG INDL INC COM 85254J102 1,074 45,100 SH   DFND 7 0 0 45,100
STAGE STORES INC COM NEW 85254C305 19,432 3,982,036 SH   DFND 1,5 367,002 0 3,615,034
STAGE STORES INC COM NEW 85254C305 383 78,400 SH   DFND 6 78,400 0 0
STAMPS COM INC COM NEW 852857200 221,188 2,530,178 SH   DFND 1,5 65,718 0 2,464,460
STANDARD MTR PRODS INC COM 853666105 67,736 1,702,756 SH   DFND 1,5 13,820 0 1,688,936
STANDEX INTL CORP COM 854231107 92,483 1,119,245 SH   DFND 1,5 745 0 1,118,500
STANLEY BLACK & DECKER INC COM 854502101 35,274 317,159 SH   DFND 1,5 359 0 316,800
STANLEY BLACK & DECKER INC COM 854502101 5,679 51,057 SH   DFND 2 51,057 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,639 23,729 SH   DFND 3 23,729 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 1,095 446,922 SH   DFND 1,5 43,000 0 403,922
STANTEC INC COM 85472N109 97,152 4,006,261 SH   DFND 1,5 340,191 0 3,666,070
STANTEC INC COM 85472N109 17,300 713,400 SH   DFND 6 423,600 0 289,800
STANTEC INC COM 85472N109 11,499 474,180 SH   DFND 7 381,980 0 92,200
STANTEC INC COM 85472N109 81,219 3,349,200 SH   DFND 11 3,283,630 0 65,570
STANTEC INC COM 85472N109 1,525 62,900 SH   DFND   62,900 0 0
STAPLES INC COM 855030102 265,402 30,789,074 SH   DFND 1,5 2,404,295 0 28,384,779
STAPLES INC COM 855030102 1,895 219,812 SH   DFND 2 219,812 0 0
STAPLES INC COM 855030102 142 16,495 SH   DFND 3 16,495 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 15,119 1,702,546 SH   DFND 1,5 1,746 0 1,700,800
STARBUCKS CORP COM 855244109 5,113,379 89,519,939 SH   DFND 1,5 5,497,746 0 84,022,193
STARBUCKS CORP COM 855244109 28,459 498,232 SH   DFND 2 498,232 0 0
STARBUCKS CORP COM 855244109 24,967 437,097 SH   DFND 3 437,097 0 0
STARBUCKS CORP COM 855244109 12,309 215,485 SH   DFND 6 215,485 0 0
STARBUCKS CORP COM 855244109 366 6,400 SH   DFND 7 6,400 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,239 57,326 SH   DFND 2 57,326 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,181 43,018 SH   DFND 3 43,018 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 12,098 12,000,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 9,508 9,126,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 332,945 11,127,833 SH   DFND 1,5 202,041 0 10,925,792
STARZ COM SER A 85571Q102 26,120 872,986 SH   DFND 6 797,382 0 75,604
STARZ COM SER A 85571Q102 8,735 291,930 SH   DFND 7 236,730 0 55,200
STATE STR CORP COM 857477103 686,605 12,733,766 SH   DFND 1,5 398,852 0 12,334,914
STATE STR CORP COM 857477103 7,261 134,665 SH   DFND 2 134,665 0 0
STATE STR CORP COM 857477103 29,412 545,467 SH   DFND 3 545,467 0 0
STATE STR CORP COM 857477103 13,163 244,120 SH   DFND 6 244,120 0 0
STATE STR CORP COM 857477103 39,982 741,500 SH   DFND 7 332,377 0 409,123
STATOIL ASA SPONSORED ADR 85771P102 14,559 841,100 SH   DFND 1,5 0 0 841,100
STEALTHGAS INC SHS Y81669106 14,495 3,834,634 SH   DFND 1,5 0 0 3,834,634
STEEL DYNAMICS INC COM 858119100 51,054 2,083,845 SH   DFND 1,5 444 0 2,083,401
STEMLINE THERAPEUTICS INC COM 85858C107 12,602 1,861,392 SH   DFND 1,5 0 0 1,861,392
STERICYCLE INC COM 858912108 50,030 480,500 SH   DFND 1,5 7,900 0 472,600
STERICYCLE INC DEP PFD A 1/10 858912207 95,574 1,149,000 SH   DFND 1,5 227,200 0 921,800
STERICYCLE INC COM 858912108 3,007 28,880 SH   DFND 2 28,880 0 0
STERICYCLE INC COM 858912108 806 7,743 SH   DFND 3 7,743 0 0
STERICYCLE INC COM 858912108 1,245 11,957 SH   DFND 6 11,957 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 2,213 26,600 SH   DFND 6 0 0 26,600
STERIS PLC SHS USD G84720104 131,504 1,912,782 SH   DFND 1,5 781 0 1,912,001
STERIS PLC SHS USD G84720104 10,108 147,022 SH   DFND 6 147,022 0 0
STERIS PLC SHS USD G84720104 1,012 14,715 SH   DFND 7 14,715 0 0
STERIS PLC SHS USD G84720104 37,194 541,000 SH   DFND 11 541,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 11,424 2,326,584 SH   DFND 1,5 220,000 0 2,106,584
STIFEL FINL CORP COM 860630102 36,725 1,167,722 SH   DFND 1,5 0 0 1,167,722
STOCK YDS BANCORP INC COM 861025104 3,774 133,692 SH   DFND 1,5 27,642 0 106,050
STONE ENERGY CORP COM NEW 861642304 603 50,000 SH   DFND 1,5 0 0 50,000
STONERIDGE INC COM 86183P102 925 61,940 SH   DFND 1,5 0 0 61,940
STORE CAP CORP COM 862121100 619,841 21,047,222 SH   DFND 1,5 95,330 0 20,951,892
STORE CAP CORP COM 862121100 36,201 1,229,248 SH   DFND 6 1,229,248 0 0
STORE CAP CORP COM 862121100 13,594 461,600 SH   DFND 7 228,100 0 233,500
STRATTEC SEC CORP COM 863111100 9,210 225,900 SH   DFND 1,5 67,000 0 158,900
STRAYER ED INC COM 863236105 1,353 27,535 SH   DFND 1,5 17,535 0 10,000
STRYKER CORP COM 863667101 470,717 3,928,209 SH   DFND 1,5 257,511 0 3,670,698
STRYKER CORP COM 863667101 12,803 106,845 SH   DFND 2 106,845 0 0
STRYKER CORP COM 863667101 14,562 121,524 SH   DFND 3 121,524 0 0
SUN CMNTYS INC COM 866674104 338,333 4,414,576 SH   DFND 1,5 2,777,060 0 1,637,516
SUN CMNTYS INC COM 866674104 30,586 399,088 SH   DFND 6 399,088 0 0
SUN CMNTYS INC COM 866674104 11,633 151,790 SH   DFND 7 151,790 0 0
SUN LIFE FINL INC COM 866796105 41,107 1,251,380 SH   DFND 1,5 0 0 1,251,380
SUN LIFE FINL INC COM 866796105 26,938 820,055 SH   DFND 6 471,055 0 349,000
SUN LIFE FINL INC COM 866796105 23,779 723,870 SH   DFND 7 589,170 0 134,700
SUN LIFE FINL INC COM 866796105 340,030 10,351,140 SH   DFND 11 8,480,840 0 1,870,300
SUNCOKE ENERGY INC COM 86722A103 15,995 2,748,304 SH   DFND 1,5 2,037 0 2,746,267
SUNCOR ENERGY INC NEW COM 867224107 1,574,418 56,754,165 SH   DFND 1,5 1,751,738 0 55,002,427
SUNCOR ENERGY INC NEW COM 867224107 20,276 730,900 SH   DFND 1,10 15,300 0 715,600
SUNCOR ENERGY INC NEW COM 867224107 32,831 1,183,473 SH   DFND 3 1,183,473 0 0
SUNCOR ENERGY INC NEW COM 867224107 44,621 1,608,472 SH   DFND 6 1,053,434 0 555,038
SUNCOR ENERGY INC NEW COM 867224107 55,058 1,984,724 SH   DFND 7 713,394 0 1,271,330
SUNCOR ENERGY INC NEW COM 867224107 734,971 26,494,035 SH   DFND 11 21,960,881 0 4,533,154
SUNCOR ENERGY INC NEW COM 867224107 2,580 93,001 SH   DFND   93,001 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 3,979 671,000 SH   DFND 1,5 0 0 671,000
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 174 29,300 SH   DFND 1,9 0 0 29,300
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 314 573,759 SH   DFND 1,5 0 0 573,759
SUNOPTA INC COM 8676EP108 3,662 874,000 SH   DFND 6 874,000 0 0
SUNOPTA INC COM 8676EP108 1,633 389,850 SH   DFND 7 389,850 0 0
SUNRUN INC COM 86771W105 69,821 11,774,200 SH   DFND 1,5 0 0 11,774,200
SUNTRUST BKS INC COM 867914103 1,214,319 29,559,864 SH   DFND 1,5 941,043 0 28,618,821
SUNTRUST BKS INC COM 867914103 7,002 170,441 SH   DFND 2 170,441 0 0
SUNTRUST BKS INC COM 867914103 41,708 1,015,289 SH   DFND 3 1,015,289 0 0
SUNTRUST BKS INC COM 867914103 15,576 379,161 SH   DFND 6 348,861 0 30,300
SUNTRUST BKS INC COM 867914103 6,737 164,000 SH   DFND 7 84,900 0 79,100
SUPER MICRO COMPUTER INC COM 86800U104 90,934 3,659,329 SH   DFND 1,5 177,200 0 3,482,129
SUPERIOR DRILLING PRODS INC COM 868153107 4,291 2,005,259 SH   DFND 1,5 0 0 2,005,259
SUPERIOR ENERGY SVCS INC COM 868157108 129,239 7,020,066 SH   DFND 1,5 0 0 7,020,066
SUPERNUS PHARMACEUTICALS INC COM 868459108 21,849 1,072,600 SH   DFND 1,5 700 0 1,071,900
SUPERVALU INC COM 868536103 4,131 875,300 SH   DFND 1,5 75,300 0 800,000
SURGICAL CARE AFFILIATES INC COM 86881L106 222,066 4,658,403 SH   DFND 1,5 22,069 0 4,636,334
SVB FINL GROUP COM 78486Q101 13,736 144,350 SH   DFND 1,5 150 0 144,200
SWIFT TRANSN CO CL A 87074U101 163,820 10,630,789 SH   DFND 1,5 12,800 0 10,617,989
SWIFT TRANSN CO CL A 87074U101 877 56,900 SH   DFND 6 56,900 0 0
SYKES ENTERPRISES INC COM 871237103 1,803 62,260 SH   DFND 1,5 25,060 0 37,200
SYMANTEC CORP COM 871503108 4,200 204,490 SH   DFND 1,5 1,590 0 202,900
SYMANTEC CORP COM 871503108 4,277 208,249 SH   DFND 2 208,249 0 0
SYMANTEC CORP COM 871503108 671 32,656 SH   DFND 3 32,656 0 0
SYMANTEC CORP COM 871503108 21,518 1,047,600 SH   DFND 11 1,047,600 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 47,916 1,503,949 SH   DFND 1,5 0 0 1,503,949
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 46,591 1,462,351 SH   DFND 6 1,397,051 0 65,300
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 14,933 468,700 SH   DFND 7 431,500 0 37,200
SYNCHRONY FINL COM 87165B103 430,396 17,025,148 SH   DFND 1,5 734,905 0 16,290,243
SYNCHRONY FINL COM 87165B103 7,170 283,628 SH   DFND 2 283,628 0 0
SYNCHRONY FINL COM 87165B103 2,001 79,148 SH   DFND 3 79,148 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 20,630 2,094,464 SH   DFND 1,5 0 0 2,094,464
SYNGENTA AG SPONSORED ADR 87160A100 2,480 32,300 SH   DFND 1,5 100 0 32,200
SYNNEX CORP COM 87162W100 555,306 5,856,418 SH   DFND 1,5 365,662 0 5,490,756
SYNOPSYS INC COM 871607107 127,484 2,357,316 SH   DFND 1,5 31,916 0 2,325,400
SYNOPSYS INC COM 871607107 19,231 355,600 SH   DFND 6 355,600 0 0
SYNOPSYS INC COM 871607107 2,439 45,100 SH   DFND 7 45,100 0 0
SYNOVUS FINL CORP COM NEW 87161C501 88,628 3,057,206 SH   DFND 1,5 0 0 3,057,206
SYNOVUS FINL CORP COM NEW 87161C501 7,585 261,637 SH   DFND 6 261,637 0 0
SYNOVUS FINL CORP COM NEW 87161C501 4,227 145,799 SH   DFND 7 105,671 0 40,128
SYNTEL INC COM 87162H103 102,514 2,264,999 SH   DFND 1,5 164,373 0 2,100,626
SYNTEL INC COM 87162H103 29,053 641,915 SH   DFND 6 641,915 0 0
SYNTEL INC COM 87162H103 4,055 89,600 SH   DFND 7 89,600 0 0
SYNTEL INC COM 87162H103 55,201 1,219,648 SH   DFND 11 1,219,648 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 37,841 3,027,285 SH   DFND 1,5 436,300 0 2,590,985
SYSCO CORP COM 871829107 213,329 4,204,353 SH   DFND 1,5 320,753 0 3,883,600
SYSCO CORP COM 871829107 9,044 178,243 SH   DFND 2 178,243 0 0
SYSCO CORP COM 871829107 9,617 189,525 SH   DFND 3 189,525 0 0
SYSCO CORP COM 871829107 995 19,604 SH   DFND 6 19,604 0 0
SYSCO CORP COM 871829107 3,889 76,643 SH   DFND 7 76,643 0 0
T MOBILE US INC COM 872590104 662,421 15,309,006 SH   DFND 1,5 874,646 0 14,434,360
T MOBILE US INC CONV PFD SER A 872590203 87,093 1,183,485 SH   DFND 1,5 303,600 0 879,885
T MOBILE US INC CONV PFD SER A 872590203 2,524 34,300 SH   DFND 6 0 0 34,300
T MOBILE US INC COM 872590104 15,954 368,708 SH   DFND 6 299,644 0 69,064
T MOBILE US INC COM 872590104 36,706 848,290 SH   DFND 7 730,590 0 117,700
TABLEAU SOFTWARE INC CL A 87336U105 85,305 1,743,764 SH   DFND 1,5 12,740 0 1,731,024
TABLEAU SOFTWARE INC CL A 87336U105 788 16,100 SH   DFND 1,9 200 0 15,900
TABLEAU SOFTWARE INC CL A 87336U105 1,203 24,600 SH   DFND 6 24,600 0 0
TAHOE RES INC COM 873868103 63,634 4,248,698 SH   DFND 1,5 3,100 0 4,245,598
TAHOE RES INC COM 873868103 16,047 1,071,435 SH   DFND 6 420,535 0 650,900
TAHOE RES INC COM 873868103 11,364 758,750 SH   DFND 7 591,050 0 167,700
TAHOE RES INC COM 873868103 306,664 20,475,167 SH   DFND 11 20,475,167 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 672,226 25,628,125 SH   DFND 1,5 2,714,553 0 22,913,572
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12,418 473,423 SH   DFND 1,9 0 0 473,423
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 629 23,966 SH   DFND 3 23,966 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10,492 400,000 SH   DFND 11 400,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 20,253 534,100 SH   DFND 1,9 0 0 534,100
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,048 54,000 SH   DFND 6 54,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 868 22,900 SH   DFND 7 22,900 0 0
TAL ED GROUP ADS REPSTG COM 874080104 35,442 571,098 SH   DFND 1,5 55,188 0 515,910
TAL ED GROUP ADS REPSTG COM 874080104 11,283 181,800 SH   DFND 1,9 0 0 181,800
TALEN ENERGY CORP COM 87422J105 39,305 2,900,757 SH   DFND 1,5 2,850,257 0 50,500
TALMER BANCORP INC COM 87482X101 1,085 56,600 SH   DFND 6 56,600 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 30,625 762,200 SH   DFND 1,5 0 0 762,200
TARGA RES CORP COM 87612G101 100,386 2,382,200 SH   DFND 1,5 4,100 0 2,378,100
TARGA RES CORP COM 87612G101 396 9,400 SH   DFND 6 9,400 0 0
TARGET CORP COM 87612E106 1,258,237 18,021,152 SH   DFND 1,5 756,594 0 17,264,558
TARGET CORP COM 87612E106 13,993 200,420 SH   DFND 2 200,420 0 0
TARGET CORP COM 87612E106 47,157 675,414 SH   DFND 3 675,414 0 0
TARGET CORP COM 87612E106 18,935 271,193 SH   DFND 6 271,193 0 0
TARGET CORP COM 87612E106 28,362 406,211 SH   DFND 7 0 0 406,211
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 10,483 72,000 SH   DFND 1,5 22,000 0 50,000
TATA MTRS LTD SPONSORED ADR 876568502 1,776 51,240 SH   DFND 1,5 0 0 51,240
TAUBMAN CTRS INC COM 876664103 44,336 597,522 SH   DFND 1,5 12,300 0 585,222
TAUBMAN CTRS INC COM 876664103 6,559 88,400 SH   DFND 6 88,400 0 0
TAUBMAN CTRS INC COM 876664103 2,489 33,550 SH   DFND 7 3,550 0 30,000
TAYLOR MORRISON HOME CORP CL A 87724P106 69,735 4,699,128 SH   DFND 1,5 19,400 0 4,679,728
TAYLOR MORRISON HOME CORP CL A 87724P106 1,244 83,800 SH   DFND 6 83,800 0 0
TCF FINL CORP COM 872275102 186,694 14,758,400 SH   DFND 1,5 0 0 14,758,400
TD AMERITRADE HLDG CORP COM 87236Y108 9,717 341,250 SH   DFND 1,5 450 0 340,800
TE CONNECTIVITY LTD REG SHS H84989104 246,425 4,314,919 SH   DFND 1,5 202,115 0 4,112,804
TE CONNECTIVITY LTD REG SHS H84989104 6,946 121,630 SH   DFND 2 121,630 0 0
TE CONNECTIVITY LTD REG SHS H84989104 22,918 401,291 SH   DFND 3 401,291 0 0
TE CONNECTIVITY LTD REG SHS H84989104 823 14,408 SH   DFND 6 14,408 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 271,626 6,678,777 SH   DFND 1,5 997 0 6,677,780
TEAM HEALTH HOLDINGS INC COM 87817A107 58,029 1,426,830 SH   DFND 6 1,426,830 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 8,193 201,460 SH   DFND 7 201,460 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 42,834 1,053,220 SH   DFND 11 1,053,220 0 0
TEAM INC COM 878155100 32,204 1,296,999 SH   DFND 1,5 64,729 0 1,232,270
TEAM INC COM 878155100 24,742 996,468 SH   DFND 6 945,468 0 51,000
TEAM INC COM 878155100 7,655 308,293 SH   DFND 7 270,793 0 37,500
TECH DATA CORP COM 878237106 290,588 4,044,370 SH   DFND 1,5 9,020 0 4,035,350
TECH DATA CORP COM 878237106 2,382 33,150 SH   DFND 7 33,150 0 0
TECK RESOURCES LTD CL B 878742204 8,355 634,620 SH   DFND 1,5 0 0 634,620
TECK RESOURCES LTD CL B 878742204 5,572 423,200 SH   DFND 7 360,100 0 63,100
TECK RESOURCES LTD CL B 878742204 67,463 5,124,000 SH   DFND 11 4,700,000 0 424,000
TECK RESOURCES LTD CL B 878742204 860 65,300 SH   DFND   65,300 0 0
TECO ENERGY INC COM 872375100 2,214 80,114 SH   DFND 2 80,114 0 0
TECO ENERGY INC COM 872375100 1,096 39,670 SH   DFND 3 39,670 0 0
TECO ENERGY INC COM 872375100 348,535 12,609,800 SH   DFND 11 12,609,800 0 0
TEEKAY CORPORATION COM Y8564W103 17,242 2,418,230 SH   DFND 1,5 230 0 2,418,000
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 89,495 7,955,100 SH   DFND 1,5 0 0 7,955,100
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 63,665 10,699,997 SH   DFND 1,5 0 0 10,699,997
TEEKAY TANKERS LTD CL A Y8565N102 1,967 660,058 SH   DFND 1,5 1,658 0 658,400
TEGNA INC COM 87901J105 20,459 883,000 SH   DFND 1,5 86,600 0 796,400
TEGNA INC COM 87901J105 1,715 74,005 SH   DFND 2 74,005 0 0
TEGNA INC COM 87901J105 468 20,200 SH   DFND 3 20,200 0 0
TEJON RANCH CO COM 879080109 9,314 394,000 SH   DFND 1,5 37,500 0 356,500
TELADOC INC COM 87918A105 11,228 700,900 SH   DFND 1,5 900 0 700,000
TELECOM ARGENTINA S A SPON ADR REP B 879273209 24,575 1,340,703 SH   DFND 1,5 48,396 0 1,292,307
TELEDYNE TECHNOLOGIES INC COM 879360105 331,245 3,344,222 SH   DFND 1,5 50,839 0 3,293,383
TELEDYNE TECHNOLOGIES INC COM 879360105 5,796 58,520 SH   DFND 6 58,520 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,756 27,820 SH   DFND 7 27,820 0 0
TELEFLEX INC COM 879369106 119,940 676,441 SH   DFND 1,5 22,441 0 654,000
TELEFLEX INC COM 879369106 11,949 67,393 SH   DFND 6 67,393 0 0
TELEFLEX INC COM 879369106 4,878 27,510 SH   DFND 7 27,510 0 0
TELEFONICA S A SPONSORED ADR 879382208 182 19,194 SH   DFND 1,5 0 0 19,194
TELEPHONE & DATA SYS INC COM NEW 879433829 82,649 2,786,532 SH   DFND 1,5 0 0 2,786,532
TELEPHONE & DATA SYS INC COM NEW 879433829 6,757 227,830 SH   DFND 6 227,830 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,518 84,880 SH   DFND 7 84,880 0 0
TELIGENT INC NEW COM 87960W104 5,532 774,800 SH   DFND 6 774,800 0 0
TELIGENT INC NEW COM 87960W104 2,286 320,130 SH   DFND 7 320,130 0 0
TELUS CORP COM 87971M103 50,745 1,575,960 SH   DFND 1,5 0 0 1,575,960
TELUS CORP COM 87971M103 3,479 108,048 SH   DFND 6 46,386 0 61,662
TELUS CORP COM 87971M103 9,157 284,381 SH   DFND 7 284,381 0 0
TELUS CORP COM 87971M103 695,123 21,588,076 SH   DFND 11 18,612,976 0 2,975,100
TEMPUR SEALY INTL INC COM 88023U101 101,163 1,828,689 SH   DFND 1,5 47,950 0 1,780,739
TENET HEALTHCARE CORP COM NEW 88033G407 164,255 5,942,657 SH   DFND 1,5 20,650 0 5,922,007
TENET HEALTHCARE CORP COM NEW 88033G407 312 11,296 SH   DFND 3 11,296 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 7,817 282,800 SH   DFND 6 282,800 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,333 120,600 SH   DFND 7 120,600 0 0
TENNECO INC COM 880349105 311,030 6,673,040 SH   DFND 1,5 126,923 0 6,546,117
TENNECO INC COM 880349105 11,873 254,740 SH   DFND 6 237,540 0 17,200
TENNECO INC COM 880349105 11,502 246,765 SH   DFND 7 229,065 0 17,700
TERADATA CORP DEL COM 88076W103 2,624 104,685 SH   DFND 1,5 328 0 104,357
TERADATA CORP DEL COM 88076W103 1,108 44,215 SH   DFND 2 44,215 0 0
TERADATA CORP DEL COM 88076W103 448 17,885 SH   DFND 3 17,885 0 0
TEREX CORP NEW COM 880779103 34,286 1,688,130 SH   DFND 1,5 162,500 0 1,525,630
TERRENO RLTY CORP COM 88146M101 151,195 5,844,407 SH   DFND 1,5 2,094,470 0 3,749,937
TERRENO RLTY CORP COM 88146M101 12,681 490,200 SH   DFND 6 490,200 0 0
TERRENO RLTY CORP COM 88146M101 4,844 187,236 SH   DFND 7 21,700 0 165,536
TESARO INC COM 881569107 491,028 5,842,099 SH   DFND 1,5 42,313 0 5,799,786
TESARO INC COM 881569107 17,010 202,380 SH   DFND 6 202,380 0 0
TESARO INC COM 881569107 4,452 52,970 SH   DFND 7 52,970 0 0
TESCO CORP COM 88157K101 45,236 6,761,794 SH   DFND 1,5 0 0 6,761,794
TESLA MTRS INC COM 88160R101 4,220,873 19,883,516 SH   DFND 1,5 1,317,034 0 18,566,482
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 13,183 16,040,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 101,555 478,399 SH   DFND 1,9 199 0 478,200
TESLA MTRS INC COM 88160R101 24,852 117,071 SH   DFND 6 109,071 0 8,000
TESLA MTRS INC COM 88160R101 10,193 48,018 SH   DFND 7 22,300 0 25,718
TESLA MTRS INC COM 88160R101 44,940 211,700 SH   DFND 11 211,700 0 0
TESORO CORP COM 881609101 129,182 1,724,266 SH   DFND 1,5 158,088 0 1,566,178
TESORO CORP COM 881609101 3,057 40,807 SH   DFND 2 40,807 0 0
TESORO CORP COM 881609101 1,335 17,825 SH   DFND 3 17,825 0 0
TESSCO TECHNOLOGIES INC COM 872386107 7,832 563,827 SH   DFND 1,5 75,197 0 488,630
TESSERA TECHNOLOGIES INC COM 88164L100 3,444 112,400 SH   DFND 1,9 200 0 112,200
TETRA TECHNOLOGIES INC DEL COM 88162F105 17,210 2,701,785 SH   DFND 1,5 0 0 2,701,785
TETRAPHASE PHARMACEUTICALS I COM 88165N105 8,466 1,968,906 SH   DFND 1,5 572 0 1,968,334
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 37,306 29,770,000 PRN   DFND 1,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,108,094 61,877,240 SH   DFND 1,5 2,470,068 0 59,407,172
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 82,859 1,649,600 SH   DFND 1,10 34,000 0 1,615,600
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 21,852 435,042 SH   DFND 3 435,042 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 84,302 1,678,317 SH   DFND 6 1,322,422 0 355,895
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 107,279 2,135,759 SH   DFND 7 1,041,291 0 1,094,468
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 28,857 574,500 SH   DFND 11 574,500 0 0
TEXAS INSTRS INC COM 882508104 528,501 8,435,764 SH   DFND 1,5 995,562 0 7,440,202
TEXAS INSTRS INC COM 882508104 21,398 341,551 SH   DFND 2 341,551 0 0
TEXAS INSTRS INC COM 882508104 25,006 399,136 SH   DFND 3 399,136 0 0
TEXAS ROADHOUSE INC COM 882681109 85,609 1,877,400 SH   DFND 1,5 0 0 1,877,400
TEXTRON INC COM 883203101 305,864 8,366,094 SH   DFND 1,5 189,112 0 8,176,982
TEXTRON INC COM 883203101 3,343 91,433 SH   DFND 2 91,433 0 0
TEXTRON INC COM 883203101 1,092 29,879 SH   DFND 3 29,879 0 0
TFS FINL CORP COM 87240R107 12,819 744,450 SH   DFND 1,5 0 0 744,450
TFS FINL CORP COM 87240R107 11,125 646,060 SH   DFND 6 646,060 0 0
TFS FINL CORP COM 87240R107 4,569 265,330 SH   DFND 7 265,330 0 0
TG THERAPEUTICS INC COM 88322Q108 29,450 4,859,764 SH   DFND 1,5 0 0 4,859,764
THERAPEUTICSMD INC COM 88338N107 248,674 29,255,755 SH   DFND 1,5 28,718 0 29,227,037
THERAPEUTICSMD INC COM 88338N107 1,562 183,800 SH   DFND 6 183,800 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 74,383 3,278,215 SH   DFND 1,5 0 0 3,278,215
THERMO FISHER SCIENTIFIC INC COM 883556102 1,072,922 7,261,245 SH   DFND 1,5 280,369 0 6,980,876
THERMO FISHER SCIENTIFIC INC COM 883556102 19,776 133,839 SH   DFND 2 133,839 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 25,963 175,708 SH   DFND 3 175,708 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 14,985 101,412 SH   DFND 6 38,430 0 62,982
THERMO FISHER SCIENTIFIC INC COM 883556102 71,897 486,579 SH   DFND 7 222,929 0 263,650
THERMO FISHER SCIENTIFIC INC COM 883556102 8,550 57,862 SH   DFND 11 57,862 0 0
THIRD PT REINS LTD COM G8827U100 543 46,300 SH   DFND 1,5 0 0 46,300
THOMSON REUTERS CORP COM 884903105 580 14,331 SH   DFND 6 12,831 0 1,500
THOMSON REUTERS CORP COM 884903105 44,702 1,104,900 SH   DFND 11 1,104,900 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 250 393,754 SH   DFND 1,5 0 0 393,754
TIDEWATER INC COM 886423102 31,068 7,045,000 SH   DFND 1,5 0 0 7,045,000
TIFFANY & CO NEW COM 886547108 107,951 1,780,200 SH   DFND 1,5 86,300 0 1,693,900
TIFFANY & CO NEW COM 886547108 2,261 37,289 SH   DFND 2 37,289 0 0
TIFFANY & CO NEW COM 886547108 389 6,408 SH   DFND 3 6,408 0 0
TIME INC NEW COM 887228104 21,336 1,296,214 SH   DFND 1,5 112,487 0 1,183,727
TIME WARNER INC COM NEW 887317303 618,010 8,403,727 SH   DFND 1,5 83,183 0 8,320,544
TIME WARNER INC COM NEW 887317303 19,669 267,463 SH   DFND 2 267,463 0 0
TIME WARNER INC COM NEW 887317303 24,550 333,827 SH   DFND 3 333,827 0 0
TIME WARNER INC COM NEW 887317303 26,692 362,960 SH   DFND 6 321,784 0 41,176
TIME WARNER INC COM NEW 887317303 87,445 1,189,084 SH   DFND 7 693,138 0 495,946
TIME WARNER INC COM NEW 887317303 22,944 312,000 SH   DFND 11 312,000 0 0
TITAN MACHY INC COM 88830R101 36,059 3,233,984 SH   DFND 1,5 113,000 0 3,120,984
TIVO INC NOTE 2.000%10/0 888706AF5 33,085 33,890,000 PRN   DFND 1,5 0 0 0
TJX COS INC NEW COM 872540109 3,399,109 44,012,801 SH   DFND 1,5 2,739,396 0 41,273,405
TJX COS INC NEW COM 872540109 17,365 224,843 SH   DFND 2 224,843 0 0
TJX COS INC NEW COM 872540109 27,733 359,098 SH   DFND 3 359,098 0 0
TJX COS INC NEW COM 872540109 22,008 284,973 SH   DFND 6 145,548 0 139,425
TJX COS INC NEW COM 872540109 89,842 1,163,301 SH   DFND 7 501,111 0 662,190
TOBIRA THERAPEUTICS INC COM 88883P101 16,258 1,294,448 SH   DFND 1,5 0 0 1,294,448
TOKAI PHARMACEUTICALS INC COM 88907J107 2,935 532,700 SH   DFND 1,5 0 0 532,700
TOLL BROTHERS INC COM 889478103 160,808 5,975,762 SH   DFND 1,5 272,312 0 5,703,450
TOLL BROTHERS INC COM 889478103 219 8,128 SH   DFND 3 8,128 0 0
TOLL BROTHERS INC COM 889478103 9,247 343,620 SH   DFND 6 343,620 0 0
TOLL BROTHERS INC COM 889478103 3,044 113,120 SH   DFND 7 113,120 0 0
TOLL BROTHERS INC COM 889478103 41,950 1,558,900 SH   DFND 11 1,558,900 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 39,487 607,499 SH   DFND 1,5 0 0 607,499
TOPBUILD CORP COM 89055F103 19,791 546,716 SH   DFND 1,5 46,360 0 500,356
TORCHMARK CORP COM 891027104 218,344 3,531,926 SH   DFND 1,5 192,762 0 3,339,164
TORCHMARK CORP COM 891027104 2,359 38,163 SH   DFND 2 38,163 0 0
TORCHMARK CORP COM 891027104 4,399 71,154 SH   DFND 3 71,154 0 0
TORCHMARK CORP COM 891027104 16,283 263,390 SH   DFND 6 263,390 0 0
TORCHMARK CORP COM 891027104 24,403 394,740 SH   DFND 7 394,740 0 0
TORO CO COM 891092108 25,585 290,083 SH   DFND 1,5 83 0 290,000
TORONTO DOMINION BK ONT COM NEW 891160509 176,254 4,104,376 SH   DFND 1,5 133,150 0 3,971,226
TORONTO DOMINION BK ONT COM NEW 891160509 24,139 562,128 SH   DFND 1,10 128 0 562,000
TORONTO DOMINION BK ONT COM NEW 891160509 53,406 1,243,657 SH   DFND 6 667,617 0 576,040
TORONTO DOMINION BK ONT COM NEW 891160509 60,709 1,413,726 SH   DFND 7 1,187,180 0 226,546
TORONTO DOMINION BK ONT COM NEW 891160509 2,157,640 50,244,477 SH   DFND 11 44,492,141 0 5,752,336
TOTAL S A SPONSORED ADR 89151E109 2,793 58,057 SH   DFND 1,5 0 0 58,057
TOTAL S A SPONSORED ADR 89151E109 2,671 55,531 SH   DFND 3 55,531 0 0
TOTAL SYS SVCS INC COM 891906109 469,904 8,847,742 SH   DFND 1,5 73,835 0 8,773,907
TOTAL SYS SVCS INC COM 891906109 8,859 166,800 SH   DFND 1,9 0 0 166,800
TOTAL SYS SVCS INC COM 891906109 3,051 57,452 SH   DFND 2 57,452 0 0
TOTAL SYS SVCS INC COM 891906109 2,616 49,264 SH   DFND 3 49,264 0 0
TOTAL SYS SVCS INC COM 891906109 13,952 262,700 SH   DFND 6 262,700 0 0
TOTAL SYS SVCS INC COM 891906109 4,599 86,599 SH   DFND 7 86,599 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 4,721 47,217 SH   DFND 1,5 0 0 47,217
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 488 4,877 SH   DFND 3 4,877 0 0
TPG SPECIALTY LENDING INC COM 87265K102 54,686 3,292,327 SH   DFND 1,5 99,270 0 3,193,057
TPG SPECIALTY LENDING INC COM 87265K102 406 24,414 SH   DFND 6 24,414 0 0
TRACTOR SUPPLY CO COM 892356106 21,601 236,900 SH   DFND 1,5 200 0 236,700
TRACTOR SUPPLY CO COM 892356106 4,138 45,380 SH   DFND 2 45,380 0 0
TRACTOR SUPPLY CO COM 892356106 605 6,639 SH   DFND 3 6,639 0 0
TRANSCANADA CORP COM 89353D107 7,842 173,300 SH   DFND 1,5 0 0 173,300
TRANSCANADA CORP COM 89353D107 681 15,043 SH   DFND 6 11,778 0 3,265
TRANSCANADA CORP COM 89353D107 3,649 80,650 SH   DFND 7 80,650 0 0
TRANSCANADA CORP COM 89353D107 285,497 6,309,400 SH   DFND 11 6,177,500 0 131,900
TRANSCANADA CORP COM 89353D107 1,507 33,300 SH   DFND   33,300 0 0
TRANSDIGM GROUP INC COM 893641100 541,852 2,054,884 SH   DFND 1,5 91,199 0 1,963,685
TRANSDIGM GROUP INC COM 893641100 4,751 18,019 SH   DFND 2 18,019 0 0
TRANSDIGM GROUP INC COM 893641100 863 3,273 SH   DFND 3 3,273 0 0
TRANSGENOMIC INC COM NEW 89365K305 138 250,000 SH   DFND 1,5 0 0 250,000
TRANSGLOBE ENERGY CORP COM 893662106 507 275,000 SH   DFND 1,5 275,000 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 7,646 5,250,356 SH   DFND 1,5 890,082 0 4,360,274
TRANSOCEAN LTD REG SHS H8817H100 1,388 116,758 SH   DFND 2 116,758 0 0
TRANSOCEAN LTD REG SHS H8817H100 503 42,279 SH   DFND 3 42,279 0 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 10,863 861,425 SH   DFND 1,5 325 0 861,100
TRANSUNION COM 89400J107 137,588 4,114,462 SH   DFND 1,5 254,011 0 3,860,451
TRAVELERS COMPANIES INC COM 89417E109 458,109 3,848,365 SH   DFND 1,5 87,879 0 3,760,486
TRAVELERS COMPANIES INC COM 89417E109 11,838 99,448 SH   DFND 2 99,448 0 0
TRAVELERS COMPANIES INC COM 89417E109 20,814 174,850 SH   DFND 3 174,850 0 0
TRAVELERS COMPANIES INC COM 89417E109 8,675 72,874 SH   DFND 6 49,874 0 23,000
TRAVELERS COMPANIES INC COM 89417E109 18,330 153,986 SH   DFND 7 94,386 0 59,600
TRAVELPORT WORLDWIDE LTD SHS G9019D104 209,685 16,267,262 SH   DFND 1,5 1,329 0 16,265,933
TRAVELPORT WORLDWIDE LTD SHS G9019D104 21,052 1,633,200 SH   DFND 1,9 0 0 1,633,200
TREEHOUSE FOODS INC COM 89469A104 437,946 4,266,400 SH   DFND 1,5 188,456 0 4,077,944
TREEHOUSE FOODS INC COM 89469A104 11,237 109,466 SH   DFND 6 92,666 0 16,800
TREEHOUSE FOODS INC COM 89469A104 7,719 75,200 SH   DFND 7 60,500 0 14,700
TREVENA INC COM 89532E109 48,594 7,713,348 SH   DFND 1,5 116,605 0 7,596,743
TREVENA INC COM 89532E109 256 40,600 SH   DFND 6 40,600 0 0
TRI POINTE GROUP INC COM 87265H109 15,254 1,290,560 SH   DFND 1,5 1,318 0 1,289,242
TRI POINTE GROUP INC COM 87265H109 42,045 3,557,132 SH   DFND 11 3,557,132 0 0
TRIBUNE MEDIA CO CL A 896047503 24,671 629,695 SH   DFND 1,5 5,000 0 624,695
TRICO BANCSHARES COM 896095106 11,065 400,901 SH   DFND 1,5 40,217 0 360,684
TRIMAS CORP COM NEW 896215209 38,612 2,145,136 SH   DFND 1,5 111,344 0 2,033,792
TRIMBLE NAVIGATION LTD COM 896239100 186,619 7,660,886 SH   DFND 1,5 486,785 0 7,174,101
TRIMBLE NAVIGATION LTD COM 896239100 140,783 5,779,286 SH   DFND 1,9 772 0 5,778,514
TRINET GROUP INC COM 896288107 48,012 2,309,401 SH   DFND 1,5 0 0 2,309,401
TRINITY INDS INC COM 896522109 2,621 141,145 SH   DFND 1,5 0 0 141,145
TRINSEO S A SHS L9340P101 30,123 701,678 SH   DFND 1,5 0 0 701,678
TRIO TECH INTL COM NEW 896712205 1,018 284,256 SH   DFND 1,5 29,200 0 255,056
TRIPADVISOR INC COM 896945201 321,410 4,998,602 SH   DFND 1,5 336,985 0 4,661,617
TRIPADVISOR INC COM 896945201 2,500 38,875 SH   DFND 2 38,875 0 0
TRIPLE-S MGMT CORP CL B 896749108 54,867 2,245,900 SH   DFND 1,5 255,000 0 1,990,900
TRIUMPH GROUP INC NEW COM 896818101 14,948 421,065 SH   DFND 1,5 40,830 0 380,235
TRIUMPH GROUP INC NEW COM 896818101 611 17,200 SH   DFND 6 17,200 0 0
TRIUMPH GROUP INC NEW COM 896818101 848 23,880 SH   DFND 7 7,280 0 16,600
TRONC INC COM 89703P107 203 14,693 SH   DFND 1,5 5,000 0 9,693
TRONOX LTD SHS CL A Q9235V101 11,977 2,715,978 SH   DFND 1,5 236,578 0 2,479,400
TRONOX LTD SHS CL A Q9235V101 220 49,805 SH   DFND 6 49,805 0 0
TRUEBLUE INC COM 89785X101 10,019 529,564 SH   DFND 1,5 93,593 0 435,971
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 2,111 450,000 SH   DFND 1,5 0 0 450,000
TTM TECHNOLOGIES INC COM 87305R109 68,910 9,151,340 SH   DFND 1,5 108,612 0 9,042,728
TUMI HLDGS INC COM 89969Q104 149,209 5,580,000 SH   DFND 11 5,580,000 0 0
TUNIU CORP SPONSORED ADS CL 89977P106 10,667 1,265,412 SH   DFND 1,9 0 0 1,265,412
TUPPERWARE BRANDS CORP COM 899896104 241,862 4,297,471 SH   DFND 1,5 160,135 0 4,137,336
TUPPERWARE BRANDS CORP COM 899896104 12,802 227,468 SH   DFND 3 227,468 0 0
TUPPERWARE BRANDS CORP COM 899896104 11,460 203,620 SH   DFND 6 203,620 0 0
TUPPERWARE BRANDS CORP COM 899896104 4,125 73,290 SH   DFND 7 54,490 0 18,800
TURQUOISE HILL RES LTD COM 900435108 2,638 780,000 SH   DFND 1,5 0 0 780,000
TUTOR PERINI CORP COM 901109108 2,616 111,100 SH   DFND 1,5 0 0 111,100
TWENTY FIRST CENTY FOX INC CL B 90130A200 30,723 1,127,444 SH   DFND 1,5 41,255 0 1,086,189
TWENTY FIRST CENTY FOX INC CL A 90130A101 251,708 9,305,286 SH   DFND 1,5 327,306 0 8,977,980
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,081 372,672 SH   DFND 2 372,672 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,996 146,657 SH   DFND 2 146,657 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 9,380 346,764 SH   DFND 3 346,764 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,262 119,711 SH   DFND 3 119,711 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,552 242,230 SH   DFND 6 104,440 0 137,790
TWENTY FIRST CENTY FOX INC CL A 90130A101 35,489 1,311,990 SH   DFND 7 661,190 0 650,800
TWILIO INC CL A 90138F102 24,167 662,100 SH   DFND 1,5 93,200 0 568,900
TWILIO INC CL A 90138F102 1,080 29,600 SH   DFND 1,9 0 0 29,600
TWITTER INC COM 90184L102 110,098 6,510,836 SH   DFND 1,5 1,097,981 0 5,412,855
TWITTER INC NOTE 1.000% 9/1 90184LAD4 108,847 122,300,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 47,205 51,520,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 2,247 132,900 SH   DFND 1,9 0 0 132,900
TWITTER INC COM 90184L102 1,011 59,800 SH   DFND 6 59,800 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 6,030 6,775,000 PRN   DFND 6 0 0 0
TWITTER INC COM 90184L102 2,632 155,672 SH   DFND 7 0 0 155,672
TWO HBRS INVT CORP COM 90187B101 64,722 7,561,002 SH   DFND 1,5 9,100 0 7,551,902
TYCO INTL PLC SHS G91442106 7,459 175,100 SH   DFND 1,5 0 0 175,100
TYCO INTL PLC SHS G91442106 6,165 144,718 SH   DFND 2 144,718 0 0
TYCO INTL PLC SHS G91442106 3,322 77,983 SH   DFND 3 77,983 0 0
TYLER TECHNOLOGIES INC COM 902252105 105,800 634,635 SH   DFND 1,5 4,943 0 629,692
TYLER TECHNOLOGIES INC COM 902252105 34,519 207,060 SH   DFND 6 207,060 0 0
TYLER TECHNOLOGIES INC COM 902252105 13,735 82,390 SH   DFND 7 82,390 0 0
TYSON FOODS INC CL A 902494103 57,744 864,562 SH   DFND 1,5 143,163 0 721,399
TYSON FOODS INC UNIT 99/99/9999 902494301 16,882 228,500 SH   DFND 1,5 61,900 0 166,600
TYSON FOODS INC CL A 902494103 6,827 102,217 SH   DFND 2 102,217 0 0
TYSON FOODS INC CL A 902494103 8,099 121,263 SH   DFND 3 121,263 0 0
TYSON FOODS INC CL A 902494103 227 3,400 SH   DFND 6 3,400 0 0
TYSON FOODS INC CL A 902494103 5,378 80,517 SH   DFND 7 80,517 0 0
U S CONCRETE INC COM NEW 90333L201 2,552 41,900 SH   DFND 1,5 800 0 41,100
U S PHYSICAL THERAPY INC COM 90337L108 15,276 253,708 SH   DFND 1,5 13,708 0 240,000
U S PHYSICAL THERAPY INC COM 90337L108 6,225 103,394 SH   DFND 6 103,394 0 0
U S PHYSICAL THERAPY INC COM 90337L108 2,702 44,880 SH   DFND 7 44,880 0 0
U S SILICA HLDGS INC COM 90346E103 39,976 1,159,730 SH   DFND 1,5 200,030 0 959,700
UBIQUITI NETWORKS INC COM 90347A100 2,474 64,000 SH   DFND 1,5 64,000 0 0
UBS GROUP AG SHS H42097107 328,397 25,321,760 SH   DFND 1,5 1,122,935 0 24,198,825
UBS GROUP AG SHS H42097107 52,156 4,019,510 SH   DFND 1,10 82,700 0 3,936,810
UDR INC COM 902653104 835,605 22,632,848 SH   DFND 1,5 12,192,207 0 10,440,641
UDR INC COM 902653104 3,354 90,857 SH   DFND 2 90,857 0 0
UDR INC COM 902653104 65,546 1,775,360 SH   DFND 6 1,733,116 0 42,244
UDR INC COM 902653104 62,677 1,697,641 SH   DFND 7 1,351,041 0 346,600
UFP TECHNOLOGIES INC COM 902673102 2,254 100,000 SH   DFND 1,5 100,000 0 0
UGI CORP NEW COM 902681105 6,584 145,500 SH   DFND 1,5 0 0 145,500
ULTA SALON COSMETCS & FRAG I COM 90384S303 424,771 1,743,438 SH   DFND 1,5 81,203 0 1,662,235
ULTA SALON COSMETCS & FRAG I COM 90384S303 5,175 21,242 SH   DFND 2 21,242 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 946 3,882 SH   DFND 3 3,882 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 268 1,100 SH   DFND 6 1,100 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 569,971 2,710,407 SH   DFND 1,5 165,905 0 2,544,502
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,115 5,300 SH   DFND 1,9 0 0 5,300
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 286,015 5,847,783 SH   DFND 1,5 308,580 0 5,539,203
ULTRAPETROL BAHAMAS LTD COM P94398107 1,357 4,284,794 SH   DFND 1,5 0 0 4,284,794
ULTRATECH INC COM 904034105 611 26,600 SH   DFND 1,9 0 0 26,600
UMB FINL CORP COM 902788108 205,896 3,869,492 SH   DFND 1,5 37,983 0 3,831,509
UMB FINL CORP COM 902788108 8,586 161,361 SH   DFND 6 161,361 0 0
UMB FINL CORP COM 902788108 2,822 53,030 SH   DFND 7 53,030 0 0
UMH PPTYS INC CV RED PFD-A 903002202 18,579 712,131 SH   DFND 1,5 0 0 712,131
UNDER ARMOUR INC CL C 904311206 404,773 11,120,128 SH   DFND 1,5 928,636 0 10,191,492
UNDER ARMOUR INC CL A 904311107 318,651 7,940,465 SH   DFND 1,5 777,193 0 7,163,272
UNDER ARMOUR INC CL A 904311107 2,500 62,289 SH   DFND 2 62,289 0 0
UNDER ARMOUR INC CL C 904311206 2,279 62,606 SH   DFND 2 62,606 0 0
UNDER ARMOUR INC CL C 904311206 1,472 40,427 SH   DFND 3 40,427 0 0
UNDER ARMOUR INC CL A 904311107 914 22,788 SH   DFND 3 22,788 0 0
UNDER ARMOUR INC CL C 904311206 1,599 43,922 SH   DFND 6 43,922 0 0
UNIFIRST CORP MASS COM 904708104 33,693 291,163 SH   DFND 1,5 63 0 291,100
UNILEVER N V N Y SHS NEW 904784709 58,525 1,246,800 SH   DFND 1,5 0 0 1,246,800
UNILEVER N V N Y SHS NEW 904784709 678 14,451 SH   DFND 3 14,451 0 0
UNILEVER PLC SPON ADR NEW 904767704 935 19,506 SH   DFND 3 19,506 0 0
UNION BANKSHARES CORP NEW COM 90539J109 316 12,783 SH   DFND 3 12,783 0 0
UNION PAC CORP COM 907818108 358,307 4,106,669 SH   DFND 1,5 382,594 0 3,724,075
UNION PAC CORP COM 907818108 24,958 286,047 SH   DFND 2 286,047 0 0
UNION PAC CORP COM 907818108 28,892 331,146 SH   DFND 3 331,146 0 0
UNION PAC CORP COM 907818108 960 11,000 SH   DFND 6 11,000 0 0
UNION PAC CORP COM 907818108 15,070 172,723 SH   DFND 7 0 0 172,723
UNIQURE NV SHS N90064101 7,332 994,819 SH   DFND 1,5 7,600 0 987,219
UNIQURE NV SHS N90064101 77 10,400 SH   DFND 7 10,400 0 0
UNISYS CORP COM NEW 909214306 48,173 6,617,170 SH   DFND 1,5 0 0 6,617,170
UNISYS CORP COM NEW 909214306 1,153 158,414 SH   DFND 6 158,414 0 0
UNIT CORP COM 909218109 100,423 6,453,900 SH   DFND 1,5 1,761,600 0 4,692,300
UNITED BANKSHARES INC WEST V COM 909907107 216 5,752 SH   DFND 3 5,752 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 15,486 846,683 SH   DFND 1,5 43,483 0 803,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 11,490 628,200 SH   DFND 6 628,200 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4,668 255,200 SH   DFND 7 255,200 0 0
UNITED CONTL HLDGS INC COM 910047109 395,714 9,642,166 SH   DFND 1,5 1,269,611 0 8,372,555
UNITED CONTL HLDGS INC COM 910047109 4,686 114,176 SH   DFND 2 114,176 0 0
UNITED CONTL HLDGS INC COM 910047109 1,816 44,257 SH   DFND 3 44,257 0 0
UNITED CONTL HLDGS INC COM 910047109 3,226 78,600 SH   DFND 6 78,600 0 0
UNITED NAT FOODS INC COM 911163103 155,082 3,313,727 SH   DFND 1,5 193,369 0 3,120,358
UNITED NAT FOODS INC COM 911163103 13,717 293,100 SH   DFND 6 293,100 0 0
UNITED NAT FOODS INC COM 911163103 3,009 64,300 SH   DFND 7 64,300 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,690,272 15,691,344 SH   DFND 1,5 878,400 0 14,812,944
UNITED PARCEL SERVICE INC CL B 911312106 25,296 234,832 SH   DFND 2 234,832 0 0
UNITED PARCEL SERVICE INC CL B 911312106 103,015 956,318 SH   DFND 3 956,318 0 0
UNITED PARCEL SERVICE INC CL B 911312106 36,169 335,773 SH   DFND 6 250,803 0 84,970
UNITED PARCEL SERVICE INC CL B 911312106 103,126 957,351 SH   DFND 7 315,907 0 641,444
UNITED RENTALS INC COM 911363109 395,426 5,893,082 SH   DFND 1,5 556,409 0 5,336,673
UNITED RENTALS INC COM 911363109 2,020 30,101 SH   DFND 2 30,101 0 0
UNITED RENTALS INC COM 911363109 280 4,180 SH   DFND 3 4,180 0 0
UNITED RENTALS INC COM 911363109 946 14,100 SH   DFND 6 14,100 0 0
UNITED RENTALS INC COM 911363109 389 5,800 SH   DFND 7 5,800 0 0
UNITED STATES CELLULAR CORP COM 911684108 7,705 196,200 SH   DFND 1,5 0 0 196,200
UNITED STATES STL CORP NEW COM 912909108 4,116 244,100 SH   DFND 1,5 0 0 244,100
UNITED TECHNOLOGIES CORP COM 913017109 1,961,831 19,130,480 SH   DFND 1,5 455,642 0 18,674,838
UNITED TECHNOLOGIES CORP COM 913017109 27,145 264,705 SH   DFND 2 264,705 0 0
UNITED TECHNOLOGIES CORP COM 913017109 70,509 687,561 SH   DFND 3 687,561 0 0
UNITED TECHNOLOGIES CORP COM 913017109 43,067 419,964 SH   DFND 6 284,504 0 135,460
UNITED TECHNOLOGIES CORP COM 913017109 150,817 1,470,669 SH   DFND 7 770,728 0 699,941
UNITED TECHNOLOGIES CORP COM 913017109 1,333 13,000 SH   DFND 11 13,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 430,179 4,061,354 SH   DFND 1,5 295,313 0 3,766,041
UNITEDHEALTH GROUP INC COM 91324P102 7,356,097 52,097,004 SH   DFND 1,5 3,797,563 0 48,299,441
UNITEDHEALTH GROUP INC COM 91324P102 45,661 323,381 SH   DFND 2 323,381 0 0
UNITEDHEALTH GROUP INC COM 91324P102 43,841 310,487 SH   DFND 3 310,487 0 0
UNITEDHEALTH GROUP INC COM 91324P102 33,591 237,900 SH   DFND 6 116,527 0 121,373
UNITEDHEALTH GROUP INC COM 91324P102 150,963 1,069,142 SH   DFND 7 547,559 0 521,583
UNIVAR INC COM 91336L107 12,617 667,215 SH   DFND 1,5 0 0 667,215
UNIVERSAL CORP VA COM 913456109 118,121 2,045,732 SH   DFND 1,5 127,442 0 1,918,290
UNIVERSAL DISPLAY CORP COM 91347P105 18,645 275,000 SH   DFND 1,5 56,600 0 218,400
UNIVERSAL DISPLAY CORP COM 91347P105 10,161 149,867 SH   DFND 1,9 167 0 149,700
UNIVERSAL ELECTRS INC COM 913483103 14,410 199,359 SH   DFND 1,5 150 0 199,209
UNIVERSAL FST PRODS INC COM 913543104 3,740 40,349 SH   DFND 1,5 349 0 40,000
UNIVERSAL HLTH SVCS INC CL B 913903100 599,860 4,473,226 SH   DFND 1,5 68,662 0 4,404,564
UNIVERSAL HLTH SVCS INC CL B 913903100 4,094 30,529 SH   DFND 2 30,529 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 7,884 58,790 SH   DFND 6 58,790 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 9,696 72,307 SH   DFND 7 72,307 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 5,259 283,050 SH   DFND 1,5 47,204 0 235,846
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 27,144 2,104,157 SH   DFND 1,5 362,067 0 1,742,090
UNIVERSAL SEC INSTRS INC COM NEW 913821302 293 82,500 SH   DFND 1,5 7,900 0 74,600
UNIVERSAL STAINLESS & ALLOY COM 913837100 911 83,600 SH   DFND 1,5 9,200 0 74,400
UNUM GROUP COM 91529Y106 676,829 21,290,623 SH   DFND 1,5 1,953,562 0 19,337,061
UNUM GROUP COM 91529Y106 2,488 78,275 SH   DFND 2 78,275 0 0
URBAN EDGE PPTYS COM 91704F104 273,948 9,174,399 SH   DFND 1,5 2,183,323 0 6,991,076
URBAN EDGE PPTYS COM 91704F104 38,995 1,305,933 SH   DFND 6 1,305,933 0 0
URBAN EDGE PPTYS COM 91704F104 14,908 499,275 SH   DFND 7 61,225 0 438,050
URBAN OUTFITTERS INC COM 917047102 137,348 4,994,481 SH   DFND 1,5 611,881 0 4,382,600
URBAN OUTFITTERS INC COM 917047102 811 29,476 SH   DFND 2 29,476 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,440 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 2,845,622 70,558,438 SH   DFND 1,5 2,503,109 0 68,055,329
US BANCORP DEL COM NEW 902973304 22,260 551,943 SH   DFND 2 551,943 0 0
US BANCORP DEL COM NEW 902973304 57,598 1,428,165 SH   DFND 3 1,428,165 0 0
US BANCORP DEL COM NEW 902973304 22,699 562,842 SH   DFND 6 495,342 0 67,500
US BANCORP DEL COM NEW 902973304 47,423 1,175,883 SH   DFND 7 253,600 0 922,283
US ECOLOGY INC COM 91732J102 33,502 729,092 SH   DFND 1,5 75,355 0 653,737
USANA HEALTH SCIENCES INC COM 90328M107 78,337 703,012 SH   DFND 1,5 303,012 0 400,000
UTAH MED PRODS INC COM 917488108 29,666 470,889 SH   DFND 1,5 79,689 0 391,200
V F CORP COM 918204108 556,445 9,049,351 SH   DFND 1,5 299,412 0 8,749,939
V F CORP COM 918204108 6,977 113,467 SH   DFND 2 113,467 0 0
V F CORP COM 918204108 5,293 86,072 SH   DFND 3 86,072 0 0
V F CORP COM 918204108 4,928 80,149 SH   DFND 6 54,849 0 25,300
V F CORP COM 918204108 10,879 176,920 SH   DFND 7 111,820 0 65,100
VAIL RESORTS INC COM 91879Q109 327,438 2,368,792 SH   DFND 1,5 36,771 0 2,332,021
VALE S A ADR 91912E105 12,901 2,549,600 SH   DFND 1,5 0 0 2,549,600
VALE S A ADR REPSTG PFD 91912E204 89,678 22,363,700 SH   DFND 1,5 722,400 0 21,641,300
VALE S A ADR REPSTG PFD 91912E204 3,221 803,143 SH   DFND 6 586,943 0 216,200
VALE S A ADR REPSTG PFD 91912E204 2,183 544,500 SH   DFND 7 544,500 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 301,152 14,952,939 SH   DFND 1,5 134,545 0 14,818,394
VALEANT PHARMACEUTICALS INTL COM 91911K102 435 21,600 SH   DFND 6 21,600 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 11,500 571,000 SH   DFND 11 571,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 149,456 2,930,500 SH   DFND 1,5 130,800 0 2,799,700
VALERO ENERGY CORP NEW COM 91913Y100 8,149 159,786 SH   DFND 2 159,786 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,350 85,289 SH   DFND 3 85,289 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 105,601 2,173,300 SH   DFND 1,5 200,400 0 1,972,900
VALIDUS HOLDINGS LTD COM SHS G9319H102 244 5,016 SH   DFND 3 5,016 0 0
VALLEY NATL BANCORP COM 919794107 14,153 1,551,866 SH   DFND 1,5 66 0 1,551,800
VALMONT INDS INC COM 920253101 71,732 530,290 SH   DFND 1,5 0 0 530,290
VALSPAR CORP COM 920355104 90,474 837,490 SH   DFND 1,5 0 0 837,490
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 179,901 6,494,605 SH   DFND 1,5 4,256,728 0 2,237,877
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 1,435 98,200 SH   DFND 1,5 0 0 98,200
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 4,197 151,507 SH   DFND   80,007 0 71,500
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 16,038 197,851 SH   DFND 6 197,851 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 3,089 36,348 SH   DFND 1,5 0 0 36,348
VANGUARD INDEX FDS VALUE ETF 922908744 669,196 7,873,825 SH   DFND 3 7,873,825 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 4,372 22,746 SH   DFND 3 22,746 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 70,007 695,895 SH   DFND 3 695,895 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 91,726 886,928 SH   DFND 3 886,928 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 3,750 30,727 SH   DFND 3 30,727 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 539 6,415 SH   DFND 3 6,415 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 524,280 4,890,673 SH   DFND 3 4,890,673 0 0
VANGUARD INDEX FDS REIT ETF 922908553 4,130 46,580 SH   DFND 3 46,580 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 79,194 684,596 SH   DFND 3 684,596 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 21,712 248,194 SH   DFND 3 248,194 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 1,358 11,162 SH   DFND 3 11,162 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 17,255 161,020 SH   DFND 3 161,020 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 294,936 3,119,032 SH   DFND 3 3,119,032 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,938 21,855 SH   DFND 6 0 0 21,855
VANGUARD INDEX FDS VALUE ETF 922908744 18,405 216,557 SH   DFND 7 216,557 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,064 58,589 SH   DFND 1,5 0 0 58,589
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3,388 72,600 SH   DFND 1,5 14,900 0 57,700
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 956 22,593 SH   DFND 3 22,593 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 304,864 6,533,730 SH   DFND 3 6,533,730 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 506 8,827 SH   DFND 3 8,827 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 787 22,338 SH   DFND 3 22,338 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 1,904 20,140 SH   DFND 6 0 0 20,140
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 2,760 33,159 SH   DFND 3 33,159 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 376 8,563 SH   DFND 3 8,563 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,217 34,429 SH   DFND 3 34,429 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,178 30,479 SH   DFND 3 30,479 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 236 2,827 SH   DFND 3 2,827 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 48,221 349,125 SH   DFND 7 349,125 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 768 7,223 SH   DFND 1,5 0 0 7,223
VANGUARD WORLD FDS TELCOMM ETF 92204A884 593 6,022 SH   DFND 1,5 0 0 6,022
VANGUARD WORLD FDS MATERIALS ETF 92204A801 454 4,437 SH   DFND 1,5 0 0 4,437
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 336 2,575 SH   DFND 1,5 0 0 2,575
VANGUARD WORLD FDS INF TECH ETF 92204A702 650 6,142 SH   DFND 3 6,142 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 501 3,840 SH   DFND 3 3,840 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 293 2,075 SH   DFND 3 2,075 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 291,055 6,145,596 SH   DFND 3 6,145,596 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 9,551 97,063 SH   DFND 7 97,063 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 9,123 74,792 SH   DFND 7 74,792 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 3,939 38,460 SH   DFND 7 38,460 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 12,908 91,411 SH   DFND 7 91,411 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 15,037 141,496 SH   DFND 7 141,496 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 4,127 36,048 SH   DFND 7 36,048 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 8,073 61,863 SH   DFND 7 61,863 0 0
VANTIV INC CL A 92210H105 193,663 3,421,602 SH   DFND 1,5 150,107 0 3,271,495
VANTIV INC CL A 92210H105 7,392 130,600 SH   DFND 1,9 0 0 130,600
VARIAN MED SYS INC COM 92220P105 10,838 131,807 SH   DFND 1,5 71,807 0 60,000
VARIAN MED SYS INC COM 92220P105 2,663 32,384 SH   DFND 2 32,384 0 0
VARIAN MED SYS INC COM 92220P105 11,291 137,307 SH   DFND 3 137,307 0 0
VARONIS SYS INC COM 922280102 33,817 1,407,881 SH   DFND 1,5 0 0 1,407,881
VASCULAR SOLUTIONS INC COM 92231M109 18,797 451,194 SH   DFND 1,5 1,194 0 450,000
VCA INC COM 918194101 104,307 1,542,771 SH   DFND 1,5 571 0 1,542,200
VECTOR GROUP LTD FRNT 1/1 92240MAY4 44,830 30,923,000 PRN   DFND 1,5 0 0 0
VECTOR GROUP LTD COM 92240M108 22,014 981,870 SH   DFND 6 981,870 0 0
VECTOR GROUP LTD COM 92240M108 5,244 233,910 SH   DFND 7 233,910 0 0
VEEVA SYS INC CL A COM 922475108 12,053 353,259 SH   DFND 1,5 600 0 352,659
VEEVA SYS INC CL A COM 922475108 10,828 317,364 SH   DFND 1,9 164 0 317,200
VENTAS INC COM 92276F100 1,290,101 17,716,302 SH   DFND 1,5 7,415,711 0 10,300,591
VENTAS INC COM 92276F100 8,375 115,003 SH   DFND 2 115,003 0 0
VENTAS INC COM 92276F100 7,299 100,235 SH   DFND 3 100,235 0 0
VENTAS INC COM 92276F100 69,857 959,304 SH   DFND 6 944,878 0 14,426
VENTAS INC COM 92276F100 32,912 451,962 SH   DFND 7 142,517 0 309,445
VERA BRADLEY INC COM 92335C106 13,167 929,190 SH   DFND 1,5 141,500 0 787,690
VERASTEM INC COM 92337C104 696 535,654 SH   DFND 1,5 600 0 535,054
VEREIT INC COM 92339V100 776,072 76,535,681 SH   DFND 1,5 29,173,723 0 47,361,958
VEREIT INC COM 92339V100 47,444 4,678,849 SH   DFND 6 4,678,849 0 0
VEREIT INC COM 92339V100 18,090 1,784,052 SH   DFND 7 218,552 0 1,565,500
VERISIGN INC COM 92343E102 38,764 448,341 SH   DFND 1,5 341 0 448,000
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 37,602 14,940,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 2,807 32,467 SH   DFND 2 32,467 0 0
VERISIGN INC COM 92343E102 2,328 26,931 SH   DFND 3 26,931 0 0
VERISK ANALYTICS INC COM 92345Y106 641,112 7,907,149 SH   DFND 1,5 45,319 0 7,861,830
VERISK ANALYTICS INC COM 92345Y106 4,266 52,620 SH   DFND 2 52,620 0 0
VERISK ANALYTICS INC COM 92345Y106 381 4,693 SH   DFND 3 4,693 0 0
VERISK ANALYTICS INC COM 92345Y106 2,795 34,477 SH   DFND 6 34,477 0 0
VERISK ANALYTICS INC COM 92345Y106 3,575 44,089 SH   DFND 7 44,089 0 0
VERITIV CORP COM 923454102 19,460 517,816 SH   DFND 1,5 27,857 0 489,959
VERIZON COMMUNICATIONS INC COM 92343V104 1,945,142 34,834,200 SH   DFND 1,5 1,511,744 0 33,322,456
VERIZON COMMUNICATIONS INC COM 92343V104 77,417 1,386,401 SH   DFND 2 1,386,401 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 129,050 2,311,066 SH   DFND 3 2,311,066 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 16,035 287,167 SH   DFND 6 250,497 0 36,670
VERIZON COMMUNICATIONS INC COM 92343V104 122,493 2,193,634 SH   DFND 7 1,640,356 0 553,278
VERIZON COMMUNICATIONS INC COM 92343V104 13,027 233,300 SH   DFND 11 233,300 0 0
VERMILION ENERGY INC COM 923725105 19,810 622,100 SH   DFND 11 622,100 0 0
VERMILLION INC COM NEW 92407M206 5,830 5,252,463 SH   DFND 1,5 0 0 5,252,463
VERSARTIS INC COM 92529L102 39,938 3,611,036 SH   DFND 1,5 176,763 0 3,434,273
VERTEX PHARMACEUTICALS INC COM 92532F100 1,835,376 21,336,625 SH   DFND 1,5 197,743 0 21,138,882
VERTEX PHARMACEUTICALS INC COM 92532F100 7,237 84,127 SH   DFND 2 84,127 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,546 110,974 SH   DFND 3 110,974 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 17,083 198,598 SH   DFND 6 184,698 0 13,900
VERTEX PHARMACEUTICALS INC COM 92532F100 42,733 496,780 SH   DFND 7 413,246 0 83,534
VIACOM INC NEW CL A 92553P102 20,889 450,000 SH   DFND 1,5 200,000 0 250,000
VIACOM INC NEW CL B 92553P201 231,892 5,591,790 SH   DFND 1,5 95,590 0 5,496,200
VIACOM INC NEW CL B 92553P201 4,889 117,887 SH   DFND 2 117,887 0 0
VIACOM INC NEW CL B 92553P201 3,860 93,085 SH   DFND 3 93,085 0 0
VIACOM INC NEW CL B 92553P201 12,270 295,875 SH   DFND 6 182,390 0 113,485
VIACOM INC NEW CL B 92553P201 53,650 1,293,695 SH   DFND 7 492,052 0 801,643
VIAVI SOLUTIONS INC COM 925550105 1,494 225,400 SH   DFND 1,5 0 0 225,400
VICAL INC COM NEW 925602203 4,391 969,379 SH   DFND 1,5 0 0 969,379
VIEWRAY INC COM 92672L107 32,679 7,989,923 SH   DFND 4 7,989,923 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 3,064 106,050 SH   DFND 1,5 66,205 0 39,845
VIMPELCOM LTD SPONSORED ADR 92719A106 7,406 1,908,829 SH   DFND 1,5 73,509 0 1,835,320
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 131,719 11,792,200 SH   DFND 1,5 2,429,700 0 9,362,500
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 128,550 11,508,500 SH   DFND 1,9 0 0 11,508,500
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,918 171,700 SH   DFND 6 125,400 0 46,300
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,514 135,500 SH   DFND 7 135,500 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,338 119,800 SH   DFND 11 119,800 0 0
VIRGIN AMER INC COM VTG 92765X208 2,473 44,000 SH   DFND 1,5 0 0 44,000
VIRGIN AMER INC COM VTG 92765X208 39,908 709,988 SH   DFND 11 709,988 0 0
VIRTU FINL INC CL A 928254101 29,912 1,661,800 SH   DFND 1,5 0 0 1,661,800
VIRTUS INVT PARTNERS INC COM 92828Q109 20,350 285,895 SH   DFND 1,5 0 0 285,895
VIRTUSA CORP COM 92827P102 68,545 2,373,448 SH   DFND 1,5 650 0 2,372,798
VIRTUSA CORP COM 92827P102 335 11,600 SH   DFND 1,9 0 0 11,600
VIRTUSA CORP COM 92827P102 36,832 1,275,332 SH   DFND 6 1,275,332 0 0
VIRTUSA CORP COM 92827P102 7,917 274,150 SH   DFND 7 274,150 0 0
VIRTUSA CORP COM 92827P102 16,002 554,070 SH   DFND 11 554,070 0 0
VISA INC COM CL A 92826C839 7,303,779 98,473,500 SH   DFND 1,5 6,015,751 0 92,457,749
VISA INC COM CL A 92826C839 175,449 2,365,500 SH   DFND 1,9 0 0 2,365,500
VISA INC COM CL A 92826C839 80,608 1,086,800 SH   DFND 1,10 22,700 0 1,064,100
VISA INC COM CL A 92826C839 48,051 647,845 SH   DFND 2 647,845 0 0
VISA INC COM CL A 92826C839 73,193 986,826 SH   DFND 3 986,826 0 0
VISA INC COM CL A 92826C839 47,776 644,144 SH   DFND 6 603,444 0 40,700
VISA INC COM CL A 92826C839 99,514 1,341,699 SH   DFND 7 828,865 0 512,834
VISA INC COM CL A 92826C839 16,100 217,069 SH   DFND 11 217,069 0 0
VISTA OUTDOOR INC COM 928377100 126,954 2,659,843 SH   DFND 1,5 17,912 0 2,641,931
VISTA OUTDOOR INC COM 928377100 9,408 197,100 SH   DFND 6 197,100 0 0
VISTA OUTDOOR INC COM 928377100 3,933 82,400 SH   DFND 7 82,400 0 0
VISTA OUTDOOR INC COM 928377100 9,594 200,998 SH   DFND 11 200,998 0 0
VISTEON CORP COM NEW 92839U206 132,978 2,020,637 SH   DFND 1,5 236 0 2,020,401
VITAE PHARMACEUTICALS INC COM 92847N103 45,097 4,179,473 SH   DFND 1,5 0 0 4,179,473
VITAL THERAPIES INC COM 92847R104 12,508 2,017,360 SH   DFND 1,5 0 0 2,017,360
VITAMIN SHOPPE INC COM 92849E101 28,659 937,500 SH   DFND 1,5 313,700 0 623,800
VIVINT SOLAR INC COM 92854Q106 19,309 6,289,603 SH   DFND 1,5 0 0 6,289,603
VMWARE INC CL A COM 928563402 42,122 736,134 SH   DFND 1,5 34 0 736,100
VMWARE INC CL A COM 928563402 5,705 99,695 SH   DFND 1,9 0 0 99,695
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 248,304 8,038,331 SH   DFND 1,5 0 0 8,038,331
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 216 6,993 SH   DFND 3 6,993 0 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 9,267 300,000 SH   DFND 11 300,000 0 0
VONAGE HLDGS CORP COM 92886T201 19,996 3,278,000 SH   DFND 1,5 0 0 3,278,000
VORNADO RLTY TR SH BEN INT 929042109 16,754 167,340 SH   DFND 1,5 0 0 167,340
VORNADO RLTY TR SH BEN INT 929042109 6,042 60,351 SH   DFND 2 60,351 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,095 30,911 SH   DFND 3 30,911 0 0
VOYA FINL INC COM 929089100 65,222 2,634,169 SH   DFND 1,5 220,054 0 2,414,115
VOYAGER THERAPEUTICS INC COM 92915B106 43,673 3,973,851 SH   DFND 1,5 0 0 3,973,851
VSE CORP COM 918284100 43,115 645,440 SH   DFND 1,5 52,646 0 592,794
VTV THERAPEUTICS INC CL A 918385105 2,119 365,400 SH   DFND 1,5 0 0 365,400
VULCAN MATLS CO COM 929160109 147,551 1,225,914 SH   DFND 1,5 73,889 0 1,152,025
VULCAN MATLS CO COM 929160109 5,452 45,299 SH   DFND 2 45,299 0 0
VULCAN MATLS CO COM 929160109 1,605 13,331 SH   DFND 3 13,331 0 0
VWR CORP COM 91843L103 72,816 2,519,600 SH   DFND 1,5 71,900 0 2,447,700
W & T OFFSHORE INC COM 92922P106 9,976 4,300,000 SH   DFND 1,5 0 0 4,300,000
W P CAREY INC COM 92936U109 282,748 4,073,001 SH   DFND 1,5 2,652,201 0 1,420,800
W P CAREY INC COM 92936U109 10,513 151,434 SH   DFND 6 151,434 0 0
W P CAREY INC COM 92936U109 3,949 56,881 SH   DFND 7 6,400 0 50,481
WABASH NATL CORP COM 929566107 582 45,859 SH   DFND 1,5 45,859 0 0
WABCO HLDGS INC COM 92927K102 14,170 154,740 SH   DFND 6 154,740 0 0
WABCO HLDGS INC COM 92927K102 5,502 60,090 SH   DFND 7 60,090 0 0
WABTEC CORP COM 929740108 301,382 4,291,362 SH   DFND 1,5 93,712 0 4,197,650
WABTEC CORP COM 929740108 6,103 86,900 SH   DFND 6 65,700 0 21,200
WABTEC CORP COM 929740108 8,055 114,700 SH   DFND 7 59,200 0 55,500
WADDELL & REED FINL INC CL A 930059100 32,460 1,885,016 SH   DFND 1,5 114,916 0 1,770,100
WAGEWORKS INC COM 930427109 247,033 4,130,296 SH   DFND 1,5 6,059 0 4,124,237
WAGEWORKS INC COM 930427109 15,212 254,332 SH   DFND 1,9 0 0 254,332
WAGEWORKS INC COM 930427109 1,573 26,300 SH   DFND 6 26,300 0 0
WAGEWORKS INC COM 930427109 2,218 37,090 SH   DFND 7 12,390 0 24,700
WAL-MART STORES INC COM 931142103 654,239 8,959,722 SH   DFND 1,5 236,837 0 8,722,885
WAL-MART STORES INC COM 931142103 37,927 519,407 SH   DFND 2 519,407 0 0
WAL-MART STORES INC COM 931142103 61,170 837,710 SH   DFND 3 837,710 0 0
WAL-MART STORES INC COM 931142103 3,740 51,218 SH   DFND 6 51,218 0 0
WAL-MART STORES INC COM 931142103 318,878 4,367,000 SH   DFND 11 4,367,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,160,946 13,941,942 SH   DFND 1,5 471,794 0 13,470,148
WALGREENS BOOTS ALLIANCE INC COM 931427108 24,475 293,925 SH   DFND 2 293,925 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 67,000 804,607 SH   DFND 3 804,607 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,667 68,060 SH   DFND 6 68,060 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 10,084 121,095 SH   DFND 7 0 0 121,095
WASHINGTON FED INC COM 938824109 199,688 8,231,166 SH   DFND 1,5 611 0 8,230,555
WASTE CONNECTIONS INC COM 94106B101 69,450 961,276 SH   DFND 1,5 1,011 0 960,265
WASTE CONNECTIONS INC COM 94106B101 2,772 38,367 SH   DFND 6 24,789 0 13,578
WASTE CONNECTIONS INC COM 94106B101 7,567 104,737 SH   DFND 7 72,418 0 32,319
WASTE CONNECTIONS INC COM 94106B101 177,772 2,460,600 SH   DFND 11 2,374,500 0 86,100
WASTE MGMT INC DEL COM 94106L109 9,312 140,523 SH   DFND 2 140,523 0 0
WASTE MGMT INC DEL COM 94106L109 4,357 65,739 SH   DFND 3 65,739 0 0
WATERS CORP COM 941848103 390,041 2,773,129 SH   DFND 1,5 200,626 0 2,572,503
WATERS CORP COM 941848103 3,872 27,529 SH   DFND 2 27,529 0 0
WATERS CORP COM 941848103 1,075 7,641 SH   DFND 3 7,641 0 0
WATSCO INC COM 942622200 143,088 1,017,046 SH   DFND 1,5 0 0 1,017,046
WAVE LIFE SCIENCES LTD SHS Y95308105 38,480 1,859,849 SH   DFND 1,5 0 0 1,859,849
WAYFAIR INC CL A 94419L101 276,630 7,093,073 SH   DFND 1,5 908,766 0 6,184,307
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 2,037 112,768 SH   DFND 1,5 112,768 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 17,710 16,290,000 PRN   DFND 1,5 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 11,880 2,140,515 SH   DFND 1,5 1,549 0 2,138,966
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 9,791 10,650,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 21,455 1,180,154 SH   DFND 1,5 0 0 1,180,154
WEB COM GROUP INC COM 94733A104 13,737 755,600 SH   DFND 1,9 0 0 755,600
WEB COM GROUP INC COM 94733A104 1,647 90,600 SH   DFND 6 50,800 0 39,800
WEB COM GROUP INC COM 94733A104 1,796 98,815 SH   DFND 7 56,515 0 42,300
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 16 17,000 PRN   DFND   0 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 9,140 7,200,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP COM 94770V102 49,021 843,589 SH   DFND 1,5 66,151 0 777,438
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 7,801 7,100,000 PRN   DFND 1,5 0 0 0
WEBSTER FINL CORP CONN COM 947890109 346 10,203 SH   DFND 3 10,203 0 0
WEC ENERGY GROUP INC COM 92939U106 7,010 107,356 SH   DFND 2 107,356 0 0
WEC ENERGY GROUP INC COM 92939U106 4,348 66,592 SH   DFND 3 66,592 0 0
WEIBO CORP SPONSORED ADR 948596101 685 24,100 SH   DFND 1,9 0 0 24,100
WEIGHT WATCHERS INTL INC NEW COM 948626106 111,289 9,569,152 SH   DFND 1,5 806,500 0 8,762,652
WELLCARE HEALTH PLANS INC COM 94946T106 8,087 75,381 SH   DFND 1,5 22,381 0 53,000
WELLS FARGO & CO NEW COM 949746101 5,490,870 116,012,475 SH   DFND 1,5 7,268,252 0 108,744,223
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 150,482 115,827 SH   DFND 1,5 32,815 0 83,012
WELLS FARGO & CO NEW COM 949746101 74,373 1,571,364 SH   DFND 2 1,571,364 0 0
WELLS FARGO & CO NEW COM 949746101 99,939 2,111,541 SH   DFND 3 2,111,541 0 0
WELLS FARGO & CO NEW COM 949746101 31,194 659,069 SH   DFND 6 485,968 0 173,101
WELLS FARGO & CO NEW COM 949746101 53,196 1,123,937 SH   DFND 7 418,363 0 705,574
WELLS FARGO & CO NEW COM 949746101 18,719 395,509 SH   DFND 11 395,509 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 4,195 61,867 SH   DFND 1,5 8,167 0 53,700
WELLTOWER INC COM 95040Q104 829,306 10,887,572 SH   DFND 1,5 6,699,834 0 4,187,738
WELLTOWER INC COM 95040Q104 9,248 121,419 SH   DFND 2 121,419 0 0
WELLTOWER INC COM 95040Q104 6,136 80,553 SH   DFND 3 80,553 0 0
WELLTOWER INC COM 95040Q104 18,970 249,051 SH   DFND 6 249,051 0 0
WELLTOWER INC COM 95040Q104 7,115 93,414 SH   DFND 7 10,550 0 82,864
WESBANCO INC COM 950810101 8,085 260,400 SH   DFND 1,5 0 0 260,400
WESCO AIRCRAFT HLDGS INC COM 950814103 7,661 570,900 SH   DFND 1,5 0 0 570,900
WESCO INTL INC COM 95082P105 316,628 6,149,315 SH   DFND 1,5 20,250 0 6,129,065
WESCO INTL INC COM 95082P105 2,925 56,800 SH   DFND 6 37,900 0 18,900
WESCO INTL INC COM 95082P105 4,739 92,043 SH   DFND 7 53,743 0 38,300
WEST CORP COM 952355204 178,306 9,069,490 SH   DFND 1,5 140,132 0 8,929,358
WESTAR ENERGY INC COM 95709T100 39,050 696,203 SH   DFND 1,5 0 0 696,203
WESTAR ENERGY INC COM 95709T100 240 4,270 SH   DFND 3 4,270 0 0
WESTERN ALLIANCE BANCORP COM 957638109 21,271 651,477 SH   DFND 6 651,477 0 0
WESTERN ALLIANCE BANCORP COM 957638109 5,669 173,640 SH   DFND 7 173,640 0 0
WESTERN DIGITAL CORP COM 958102105 407,684 8,626,417 SH   DFND 1,5 54,671 0 8,571,746
WESTERN DIGITAL CORP COM 958102105 4,524 95,721 SH   DFND 2 95,721 0 0
WESTERN DIGITAL CORP COM 958102105 3,930 83,167 SH   DFND 3 83,167 0 0
WESTERN DIGITAL CORP COM 958102105 4,239 89,700 SH   DFND 6 89,700 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 39,523 784,177 SH   DFND 1,5 118 0 784,059
WESTERN REFNG INC COM 959319104 20,878 1,012,012 SH   DFND 1,5 112 0 1,011,900
WESTERN UN CO COM 959802109 842,655 43,934,038 SH   DFND 1,5 2,505,618 0 41,428,420
WESTERN UN CO COM 959802109 3,204 167,042 SH   DFND 2 167,042 0 0
WESTERN UN CO COM 959802109 856 44,643 SH   DFND 3 44,643 0 0
WESTLAKE CHEM CORP COM 960413102 67,685 1,577,002 SH   DFND 1,5 12,207 0 1,564,795
WESTLAKE CHEM CORP COM 960413102 356 8,300 SH   DFND 6 8,300 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 7,992 400,000 SH   DFND 1,5 0 0 400,000
WESTROCK CO COM 96145D105 855,551 22,010,571 SH   DFND 1,5 235,330 0 21,775,241
WESTROCK CO COM 96145D105 3,340 85,916 SH   DFND 2 85,916 0 0
WESTROCK CO COM 96145D105 8,014 206,177 SH   DFND 3 206,177 0 0
WESTROCK CO COM 96145D105 12,444 320,145 SH   DFND 6 320,145 0 0
WESTROCK CO COM 96145D105 991 25,500 SH   DFND 7 25,500 0 0
WEX INC COM 96208T104 127,514 1,438,077 SH   DFND 1,5 177 0 1,437,900
WEYERHAEUSER CO PREF CONV SER A 962166872 49,750 987,700 SH   DFND 1,5 295,600 0 692,100
WEYERHAEUSER CO COM 962166104 7,564 254,090 SH   DFND 2 254,090 0 0
WEYERHAEUSER CO COM 962166104 2,754 92,522 SH   DFND 3 92,522 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,113 22,100 SH   DFND 6 0 0 22,100
WHIRLPOOL CORP COM 963320106 229,917 1,379,724 SH   DFND 1,5 8,390 0 1,371,334
WHIRLPOOL CORP COM 963320106 4,305 25,837 SH   DFND 2 25,837 0 0
WHIRLPOOL CORP COM 963320106 1,369 8,217 SH   DFND 3 8,217 0 0
WHIRLPOOL CORP COM 963320106 3,599 21,600 SH   DFND 6 21,600 0 0
WHIRLPOOL CORP COM 963320106 217 1,300 SH   DFND 7 1,300 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 338 402 SH   DFND 1,5 2 0 400
WHITEWAVE FOODS CO COM 966244105 156,108 3,325,698 SH   DFND 1,5 502,798 0 2,822,900
WHITEWAVE FOODS CO COM 966244105 11,948 254,547 SH   DFND 6 254,547 0 0
WHITEWAVE FOODS CO COM 966244105 6,431 137,000 SH   DFND 7 137,000 0 0
WHITING PETE CORP NEW DBCV 1.250% 4/0 966387AU6 33,080 37,064,000 PRN   DFND 1,5 0 0 0
WHITING PETE CORP NEW COM 966387102 244,789 26,435,138 SH   DFND 1,5 1,851,552 0 24,583,586
WHITING PETE CORP NEW COM 966387102 1,181 127,515 SH   DFND 6 127,515 0 0
WHITING PETE CORP NEW COM 966387102 374 40,344 SH   DFND 7 40,344 0 0
WHOLE FOODS MKT INC COM 966837106 340,215 10,625,065 SH   DFND 1,5 651,979 0 9,973,086
WHOLE FOODS MKT INC COM 966837106 3,496 109,186 SH   DFND 2 109,186 0 0
WHOLE FOODS MKT INC COM 966837106 13,863 432,950 SH   DFND 3 432,950 0 0
WHOLE FOODS MKT INC COM 966837106 2,976 92,930 SH   DFND 6 92,930 0 0
WHOLE FOODS MKT INC COM 966837106 20,480 639,600 SH   DFND 11 639,600 0 0
WILEY JOHN & SONS INC CL A 968223206 34,499 661,160 SH   DFND 1,5 60 0 661,100
WILEY JOHN & SONS INC CL A 968223206 50,699 971,621 SH   DFND 6 941,621 0 30,000
WILEY JOHN & SONS INC CL A 968223206 13,022 249,550 SH   DFND 7 226,550 0 23,000
WILLIAMS COS INC DEL COM 969457100 1,276,404 59,010,812 SH   DFND 1,5 3,365,534 0 55,645,278
WILLIAMS COS INC DEL COM 969457100 5,025 232,304 SH   DFND 2 232,304 0 0
WILLIAMS COS INC DEL COM 969457100 31,194 1,442,166 SH   DFND 3 1,442,166 0 0
WILLIAMS COS INC DEL COM 969457100 18,280 845,140 SH   DFND 6 845,140 0 0
WILLIAMS COS INC DEL COM 969457100 22,775 1,052,953 SH   DFND 7 0 0 1,052,953
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 1,317,348 38,029,664 SH   DFND 1,5 931 0 38,028,733
WILLIAMS SONOMA INC COM 969904101 48,658 933,406 SH   DFND 1,5 18,500 0 914,906
WILLIS LEASE FINANCE CORP COM 970646105 445 20,000 SH   DFND 1,5 2,005 0 17,995
WILLIS TOWERS WATSON PUB LTD SHS G96629103 71,432 574,628 SH   DFND 1,5 18,600 0 556,028
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,853 47,086 SH   DFND 2 47,086 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 3,220 25,906 SH   DFND 3 25,906 0 0
WILSHIRE BANCORP INC COM 97186T108 48,934 4,696,200 SH   DFND 1,5 232,800 0 4,463,400
WINDSTREAM HLDGS INC COM NEW 97382A200 11,139 1,201,658 SH   DFND 1,5 0 0 1,201,658
WINDTREE THERAPEUTICS INC COM 97382D105 396 204,940 SH   DFND 1,5 600 0 204,340
WINDTREE THERAPEUTICS INC COM 97382D105 42 21,551 SH   DFND 6 21,551 0 0
WINGSTOP INC COM 974155103 31,510 1,156,320 SH   DFND 1,5 97,670 0 1,058,650
WINMARK CORP COM 974250102 7,278 73,017 SH   DFND 1,5 660 0 72,357
WINTRUST FINL CORP COM 97650W108 14,156 277,575 SH   DFND 6 277,575 0 0
WINTRUST FINL CORP COM 97650W108 4,631 90,800 SH   DFND 7 90,800 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,905 235,000 SH   DFND 1,5 135,000 0 100,000
WIRELESS TELECOM GROUP INC COM 976524108 750 559,600 SH   DFND 1,5 52,300 0 507,300
WISDOMTREE TR JAPN HEDGE EQT 97717W851 3,845 99,144 SH   DFND 1,5 5,500 0 93,644
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 1,998 39,550 SH   DFND 1,5 2,900 0 36,650
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 273,611 5,414,830 SH   DFND 3 5,414,830 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 18,247 470,529 SH   DFND 3 470,529 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1,185 30,564 SH   DFND 7 30,564 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 5,719 113,171 SH   DFND 7 113,171 0 0
WIX COM LTD SHS M98068105 117,636 3,875,982 SH   DFND 1,5 388,642 0 3,487,340
WIX COM LTD SHS M98068105 625 20,600 SH   DFND 1,9 0 0 20,600
WMIH CORP COM 92936P100 49 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 90,064 3,335,691 SH   DFND 1,5 91,300 0 3,244,391
WNS HOLDINGS LTD SPON ADR 92932M101 46,483 1,721,610 SH   DFND 6 1,721,610 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 4,598 170,298 SH   DFND 7 170,298 0 0
WOODWARD INC COM 980745103 43,103 747,788 SH   DFND 1,5 0 0 747,788
WORKDAY INC CL A 98138H101 818,031 10,955,286 SH   DFND 1,5 621,861 0 10,333,425
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 9,922 8,500,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 23,479 314,432 SH   DFND 1,9 132 0 314,300
WORKDAY INC CL A 98138H101 2,927 39,200 SH   DFND 6 39,200 0 0
WORKIVA INC COM CL A 98139A105 2,289 167,600 SH   DFND 1,9 0 0 167,600
WORKIVA INC COM CL A 98139A105 4,957 362,857 SH   DFND 11 362,857 0 0
WORLD FUEL SVCS CORP COM 981475106 354,292 7,460,342 SH   DFND 1,5 359,152 0 7,101,190
WORLD FUEL SVCS CORP COM 981475106 6,286 132,373 SH   DFND 6 132,373 0 0
WORLD FUEL SVCS CORP COM 981475106 554 11,667 SH   DFND 7 11,667 0 0
WORLD FUEL SVCS CORP COM 981475106 12,647 266,304 SH   DFND 11 266,304 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 8,341 453,043 SH   DFND 1,5 43 0 453,000
WP GLIMCHER IN COM 92939N102 68,969 6,163,460 SH   DFND 1,5 131,351 0 6,032,109
WP GLIMCHER IN COM 92939N102 8,803 786,700 SH   DFND 6 786,700 0 0
WP GLIMCHER IN COM 92939N102 3,660 327,100 SH   DFND 7 250,800 0 76,300
WPX ENERGY INC COM 98212B103 32,806 3,523,700 SH   DFND 1,5 94,029 0 3,429,671
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 252,394 14,530,480 SH   DFND 1,5 0 0 14,530,480
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 10,825 623,202 SH   DFND 6 623,202 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 4,400 253,324 SH   DFND 7 253,324 0 0
WSFS FINL CORP COM 929328102 84,130 2,613,553 SH   DFND 1,5 358 0 2,613,195
WYNDHAM WORLDWIDE CORP COM 98310W108 363,027 5,096,551 SH   DFND 1,5 328 0 5,096,223
WYNDHAM WORLDWIDE CORP COM 98310W108 2,712 38,076 SH   DFND 2 38,076 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,498 21,032 SH   DFND 3 21,032 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 15,704 220,466 SH   DFND 6 187,041 0 33,425
WYNDHAM WORLDWIDE CORP COM 98310W108 22,401 314,485 SH   DFND 7 249,089 0 65,396
WYNDHAM WORLDWIDE CORP COM 98310W108 16,119 226,300 SH   DFND 11 226,300 0 0
WYNN RESORTS LTD COM 983134107 2,510 27,696 SH   DFND 2 27,696 0 0
WYNN RESORTS LTD COM 983134107 2,602 28,711 SH   DFND 3 28,711 0 0
XCEL ENERGY INC COM 98389B100 534,843 11,943,782 SH   DFND 1,5 210,732 0 11,733,050
XCEL ENERGY INC COM 98389B100 7,736 172,762 SH   DFND 2 172,762 0 0
XCEL ENERGY INC COM 98389B100 1,918 42,822 SH   DFND 3 42,822 0 0
XCEL ENERGY INC COM 98389B100 11,254 251,321 SH   DFND 6 189,621 0 61,700
XCEL ENERGY INC COM 98389B100 19,665 439,156 SH   DFND 7 275,756 0 163,400
XCEL ENERGY INC COM 98389B100 30,399 678,850 SH   DFND 11 678,850 0 0
XCERRA CORP COM 98400J108 2,129 370,300 SH   DFND 1,5 0 0 370,300
XENCOR INC COM 98401F105 83,530 4,398,618 SH   DFND 1,5 2,050 0 4,396,568
XEROX CORP COM 984121103 132,161 13,926,314 SH   DFND 1,5 1,160,214 0 12,766,100
XEROX CORP COM 984121103 3,073 323,863 SH   DFND 2 323,863 0 0
XEROX CORP COM 984121103 578 60,899 SH   DFND 3 60,899 0 0
XEROX CORP COM 984121103 723 76,206 SH   DFND 6 0 0 76,206
XEROX CORP COM 984121103 288 30,380 SH   DFND 7 30,380 0 0
XILINX INC COM 983919101 121,553 2,635,000 SH   DFND 1,5 151,000 0 2,484,000
XILINX INC NOTE 2.625% 6/1 983919AF8 19,811 12,310,000 PRN   DFND 1,5 0 0 0
XILINX INC COM 983919101 3,981 86,296 SH   DFND 2 86,296 0 0
XILINX INC COM 983919101 1,227 26,593 SH   DFND 3 26,593 0 0
XILINX INC COM 983919101 2,307 50,000 SH   DFND 7 50,000 0 0
XL GROUP PLC SHS G98290102 9,856 295,900 SH   DFND 1,5 0 0 295,900
XL GROUP PLC SHS G98290102 3,225 96,820 SH   DFND 2 96,820 0 0
XL GROUP PLC SHS G98290102 1,814 54,472 SH   DFND 3 54,472 0 0
XOMA CORP DEL COM 98419J107 842 1,527,508 SH   DFND 1,5 0 0 1,527,508
XUNLEI LTD SPONSORED ADR 98419E108 16,146 3,081,371 SH   DFND 1,9 0 0 3,081,371
XURA INC COM 98420V107 2,348 96,106 SH   DFND 1,5 22,085 0 74,021
XYLEM INC COM 98419M100 250,484 5,609,936 SH   DFND 1,5 320,670 0 5,289,266
XYLEM INC COM 98419M100 2,717 60,845 SH   DFND 2 60,845 0 0
XYLEM INC COM 98419M100 228 5,104 SH   DFND 3 5,104 0 0
XYLEM INC COM 98419M100 5,711 127,900 SH   DFND 6 99,700 0 28,200
XYLEM INC COM 98419M100 6,800 152,300 SH   DFND 7 78,400 0 73,900
YADKIN FINL CORP COM 984305102 10,814 431,020 SH   DFND 6 431,020 0 0
YADKIN FINL CORP COM 984305102 4,639 184,900 SH   DFND 7 184,900 0 0
YAHOO INC COM 984332106 570,026 15,176,414 SH   DFND 1,5 279,732 0 14,896,682
YAHOO INC NOTE 12/0 984332AF3 39,105 39,400,000 PRN   DFND 1,5 0 0 0
YAHOO INC COM 984332106 206,066 5,486,327 SH   DFND 1,9 0 0 5,486,327
YAHOO INC COM 984332106 11,164 297,234 SH   DFND 2 297,234 0 0
YAHOO INC COM 984332106 12,135 323,074 SH   DFND 3 323,074 0 0
YAHOO INC COM 984332106 2,800 74,557 SH   DFND 6 74,557 0 0
YAHOO INC COM 984332106 5,724 152,394 SH   DFND 7 0 0 152,394
YAMANA GOLD INC COM 98462Y100 31,499 6,055,920 SH   DFND 1,5 0 0 6,055,920
YAMANA GOLD INC COM 98462Y100 5,201 1,000,000 SH   DFND 11 1,000,000 0 0
YANDEX N V SHS CLASS A N97284108 122,172 5,591,397 SH   DFND 1,5 193,740 0 5,397,657
YANDEX N V SHS CLASS A N97284108 513 23,500 SH   DFND 6 23,500 0 0
YIRENDAI LTD SPONSORED ADR 98585L100 222 16,000 SH   DFND 1,5 0 0 16,000
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 36,519 1,902,018 SH   DFND 1,5 69,318 0 1,832,700
YUM BRANDS INC COM 988498101 309,257 3,729,582 SH   DFND 1,5 435,346 0 3,294,236
YUM BRANDS INC COM 988498101 11,491 138,576 SH   DFND 2 138,576 0 0
YUM BRANDS INC COM 988498101 18,683 225,316 SH   DFND 3 225,316 0 0
YUM BRANDS INC COM 988498101 2,642 31,868 SH   DFND 6 31,868 0 0
YUM BRANDS INC COM 988498101 7,010 84,542 SH   DFND 7 0 0 84,542
ZAFGEN INC COM 98885E103 24,370 4,068,520 SH   DFND 1,5 0 0 4,068,520
ZAYO GROUP HLDGS INC COM 98919V105 94,310 3,376,639 SH   DFND 1,5 0 0 3,376,639
ZEBRA TECHNOLOGIES CORP CL A 989207105 11,293 225,400 SH   DFND 1,5 300 0 225,100
ZELTIQ AESTHETICS INC COM 98933Q108 116,913 4,277,811 SH   DFND 1,5 140,300 0 4,137,511
ZENDESK INC COM 98936J101 325,582 12,342,019 SH   DFND 1,5 700,573 0 11,641,446
ZENDESK INC COM 98936J101 36,704 1,391,344 SH   DFND 1,9 0 0 1,391,344
ZENDESK INC COM 98936J101 741 28,100 SH   DFND 6 28,100 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 6,088 167,800 SH   DFND 1,5 0 0 167,800
ZILLOW GROUP INC CL A 98954M101 4,343 118,500 SH   DFND 1,5 0 0 118,500
ZIMMER BIOMET HLDGS INC COM 98956P102 825,157 6,854,598 SH   DFND 1,5 120,756 0 6,733,842
ZIMMER BIOMET HLDGS INC COM 98956P102 8,157 67,761 SH   DFND 2 67,761 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,837 65,104 SH   DFND 3 65,104 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 8,797 73,076 SH   DFND 6 73,076 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 21,327 177,168 SH   DFND 7 177,168 0 0
ZIONS BANCORPORATION COM 989701107 69,538 2,767,150 SH   DFND 1,5 0 0 2,767,150
ZIONS BANCORPORATION COM 989701107 1,749 69,595 SH   DFND 2 69,595 0 0
ZIONS BANCORPORATION COM 989701107 4,359 173,454 SH   DFND 3 173,454 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 10,732 1,954,862 SH   DFND 1,5 0 0 1,954,862
ZOETIS INC CL A 98978V103 5,673 119,523 SH   DFND 1,5 8,220 0 111,303
ZOETIS INC CL A 98978V103 7,369 155,263 SH   DFND 2 155,263 0 0
ZOETIS INC CL A 98978V103 5,663 119,322 SH   DFND 3 119,322 0 0
ZOGENIX INC COM NEW 98978L204 18,832 2,339,328 SH   DFND 1,5 0 0 2,339,328
ZOSANO PHARMA CORP COM 98979H103 2,344 1,776,019 SH   DFND 1,5 0 0 1,776,019
ZUMIEZ INC COM 989817101 37,493 2,620,069 SH   DFND 1,5 194,200 0 2,425,869