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 7,871 254,960 SH   DFND 1,5 0 0 254,960
2U INC COM 90214J101 167,860 5,999,269 SH   DFND 1,5 27,200 0 5,972,069
2U INC COM 90214J101 23,424 837,178 SH   DFND 11 837,178 0 0
3-D SYS CORP DEL COM NEW 88554D205 674 77,600 SH   DFND 1,5 0 0 77,600
3M CO COM 88579Y101 1,257,932 8,350,584 SH   DFND 1,5 887,197 0 7,463,387
3M CO COM 88579Y101 30,914 205,217 SH   DFND 2 205,217 0 0
3M CO COM 88579Y101 19,342 128,396 SH   DFND 3 128,396 0 0
500 COM LTD SPON ADR REP A 33829R100 28,467 1,416,252 SH   DFND 1,9 0 0 1,416,252
51JOB INC SP ADR REP COM 316827104 28,700 974,200 SH   DFND 1,5 34,000 0 940,200
58 COM INC SPON ADR REP A 31680Q104 335,947 5,093,191 SH   DFND 1,5 124,462 0 4,968,729
58 COM INC SPON ADR REP A 31680Q104 259,718 3,937,514 SH   DFND 1,9 32,500 0 3,905,014
58 COM INC SPON ADR REP A 31680Q104 8,014 121,500 SH   DFND 6 88,300 0 33,200
58 COM INC SPON ADR REP A 31680Q104 3,621 54,900 SH   DFND 7 54,900 0 0
8X8 INC NEW COM 282914100 23,827 2,080,950 SH   DFND 1,5 0 0 2,080,950
8X8 INC NEW COM 282914100 6,096 532,400 SH   DFND 1,9 0 0 532,400
AARONS INC COM PAR $0.50 002535300 243,795 10,888,561 SH   DFND 1,5 45,461 0 10,843,100
ABB LTD SPONSORED ADR 000375204 1,032 58,231 SH   DFND 3 58,231 0 0
ABBOTT LABS COM 002824100 667,496 14,862,965 SH   DFND 1,5 203,998 0 14,658,967
ABBOTT LABS COM 002824100 22,329 497,189 SH   DFND 2 497,189 0 0
ABBOTT LABS COM 002824100 20,324 452,540 SH   DFND 3 452,540 0 0
ABBOTT LABS COM 002824100 2,568 57,170 SH   DFND 6 57,170 0 0
ABBOTT LABS COM 002824100 13,402 298,420 SH   DFND 7 0 0 298,420
ABBVIE INC COM 00287Y109 2,537,840 42,839,969 SH   DFND 1,5 576,692 0 42,263,277
ABBVIE INC COM 00287Y109 32,278 544,860 SH   DFND 2 544,860 0 0
ABBVIE INC COM 00287Y109 23,428 395,471 SH   DFND 3 395,471 0 0
ABBVIE INC COM 00287Y109 10,063 169,864 SH   DFND 6 151,694 0 18,170
ABBVIE INC COM 00287Y109 12,271 207,140 SH   DFND 7 23,280 0 183,860
ABERCROMBIE & FITCH CO CL A 002896207 211,596 7,836,900 SH   DFND 1,5 769,500 0 7,067,400
ABM INDS INC COM 000957100 328 11,527 SH   DFND 1,5 1,027 0 10,500
ABRAXAS PETE CORP COM 003830106 433 408,100 SH   DFND 1,5 0 0 408,100
ACACIA RESH CORP ACACIA TCH COM 003881307 9,912 2,310,567 SH   DFND 1,5 0 0 2,310,567
ACACIA RESH CORP ACACIA TCH COM 003881307 66 15,305 SH   DFND 6 15,305 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,290 20,650 SH   DFND 1,5 450 0 20,200
ACADIA PHARMACEUTICALS INC COM 004225108 539,625 15,136,743 SH   DFND 1,5 872,214 0 14,264,529
ACADIA RLTY TR COM SH BEN INT 004239109 291,230 8,785,233 SH   DFND 1,5 3,054,340 0 5,730,893
ACCELERATE DIAGNOSTICS INC COM 00430H102 12,679 590,000 SH   DFND 1,5 0 0 590,000
ACCELERON PHARMA INC COM 00434H108 243,214 4,987,985 SH   DFND 1,5 4,857 0 4,983,128
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 542,165 5,188,180 SH   DFND 1,5 193,790 0 4,994,390
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 21,762 208,247 SH   DFND 2 208,247 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 17,426 166,752 SH   DFND 3 166,752 0 0
ACCESS NATL CORP COM 004337101 218 10,676 SH   DFND 3 10,676 0 0
ACE LTD SHS H0023R105 2,027,078 17,347,696 SH   DFND 1,5 672,681 0 16,675,015
ACE LTD SHS H0023R105 12,626 108,049 SH   DFND 2 108,049 0 0
ACE LTD SHS H0023R105 32,552 278,581 SH   DFND 3 278,581 0 0
ACE LTD SHS H0023R105 18,259 156,256 SH   DFND 6 128,956 0 27,300
ACE LTD SHS H0023R105 23,006 196,883 SH   DFND 7 91,600 0 105,283
ACELRX PHARMACEUTICALS INC COM 00444T100 3,812 990,014 SH   DFND 1,5 0 0 990,014
ACETO CORP COM 004446100 56,442 2,092,000 SH   DFND 1,5 29,800 0 2,062,200
ACHAOGEN INC COM 004449104 13,569 2,363,997 SH   DFND 1,5 26,643 0 2,337,354
ACHAOGEN INC COM 004449104 124 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 95,707 8,869,972 SH   DFND 1,5 0 0 8,869,972
ACLARIS THERAPEUTICS INC COM 00461U105 102,487 3,804,279 SH   DFND 4 3,804,279 0 0
ACNB CORP COM 000868109 2,854 131,700 SH   DFND 1,5 12,100 0 119,600
ACORDA THERAPEUTICS INC COM 00484M106 276,928 6,473,305 SH   DFND 1,5 0 0 6,473,305
ACTIVISION BLIZZARD INC COM 00507V109 1,968,103 50,842,229 SH   DFND 1,5 2,963,862 0 47,878,367
ACTIVISION BLIZZARD INC COM 00507V109 48,663 1,257,110 SH   DFND 1,9 0 0 1,257,110
ACTIVISION BLIZZARD INC COM 00507V109 6,451 166,640 SH   DFND 2 166,640 0 0
ACTIVISION BLIZZARD INC COM 00507V109 41,919 1,082,896 SH   DFND 6 743,586 0 339,310
ACTIVISION BLIZZARD INC COM 00507V109 73,874 1,908,399 SH   DFND 7 941,089 0 967,310
ACTUA CORP COM 005094107 69,696 6,087,012 SH   DFND 1,5 1,135,800 0 4,951,212
ACTUA CORP COM 005094107 411 35,900 SH   DFND 6 35,900 0 0
ACUITY BRANDS INC COM 00508Y102 552,705 2,364,008 SH   DFND 1,5 92,258 0 2,271,750
ACUITY BRANDS INC COM 00508Y102 4,756 20,343 SH   DFND 3 20,343 0 0
ACUITY BRANDS INC COM 00508Y102 7,973 34,100 SH   DFND 6 27,600 0 6,500
ACUITY BRANDS INC COM 00508Y102 7,458 31,900 SH   DFND 7 13,300 0 18,600
ACXIOM CORP COM 005125109 7,190 343,700 SH   DFND 1,5 0 0 343,700
ADAMAS PHARMACEUTICALS INC COM 00548A106 78,180 2,760,581 SH   DFND 1,5 0 0 2,760,581
ADAMS RES & ENERGY INC COM NEW 006351308 6,641 172,952 SH   DFND 1,5 29,001 0 143,951
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 60,463 5,013,518 SH   DFND 1,5 249,500 0 4,764,018
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 19,040 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 9,941 427,000 SH   DFND 6 427,000 0 0
ADDUS HOMECARE CORP COM 006739106 4,403 189,140 SH   DFND 7 189,140 0 0
ADEPTUS HEALTH INC CL A 006855100 70,108 1,285,917 SH   DFND 1,5 6,985 0 1,278,932
ADEPTUS HEALTH INC CL A 006855100 889 16,300 SH   DFND 6 16,300 0 0
ADMA BIOLOGICS INC COM 000899104 3,431 423,100 SH   DFND 1,5 0 0 423,100
ADOBE SYS INC COM 00724F101 2,752,066 29,295,999 SH   DFND 1,5 1,696,001 0 27,599,998
ADOBE SYS INC COM 00724F101 69,117 735,762 SH   DFND 1,9 0 0 735,762
ADOBE SYS INC COM 00724F101 15,617 166,249 SH   DFND 2 166,249 0 0
ADOBE SYS INC COM 00724F101 19,060 202,895 SH   DFND 3 202,895 0 0
ADOBE SYS INC COM 00724F101 30,131 320,747 SH   DFND 6 290,947 0 29,800
ADOBE SYS INC COM 00724F101 52,765 561,688 SH   DFND 7 371,560 0 190,128
ADTRAN INC COM 00738A106 2,299 133,521 SH   DFND 1,5 221 0 133,300
ADTRAN INC COM 00738A106 503 29,200 SH   DFND 1,9 0 0 29,200
ADTRAN INC COM 00738A106 610 35,400 SH   DFND 6 9,200 0 26,200
ADTRAN INC COM 00738A106 583 33,854 SH   DFND 7 33,313 0 541
ADURO BIOTECH INC COM 00739L101 171,248 6,085,562 SH   DFND 1,5 47,031 0 6,038,531
ADVANCE AUTO PARTS INC COM 00751Y106 3,674 24,410 SH   DFND 2 24,410 0 0
ADVANCED MICRO DEVICES INC COM 007903107 6,271 2,184,945 SH   DFND 1,5 24,749 0 2,160,196
ADVANCED MICRO DEVICES INC COM 007903107 199 69,400 SH   DFND 6 69,400 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 31,024 5,471,609 SH   DFND 1,9 0 0 5,471,609
ADVANTAGE OIL & GAS LTD COM 00765F101 2,893 569,400 SH   DFND 1,5 0 0 569,400
ADVANTAGE OIL & GAS LTD COM 00765F101 363 71,500 SH   DFND 6 71,500 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 766 150,800 SH   DFND 7 106,700 0 44,100
ADVAXIS INC COM NEW 007624208 24,848 2,469,999 SH   DFND 1,5 0 0 2,469,999
ADVISORY BRD CO COM 00762W107 2,257 45,500 SH   DFND 6 21,600 0 23,900
ADVISORY BRD CO COM 00762W107 3,968 79,990 SH   DFND 7 59,790 0 20,200
AECOM COM 00766T100 667,340 22,222,431 SH   DFND 1,5 799,229 0 21,423,202
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 7,655 915,623 SH   DFND 6 915,623 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 3,328 398,070 SH   DFND 7 398,070 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 43,241 4,281,264 SH   DFND 1,5 357 0 4,280,907
AEP INDS INC COM 001031103 4,966 64,373 SH   DFND 1,5 14,373 0 50,000
AERCAP HOLDINGS NV SHS N00985106 383,137 8,877,131 SH   DFND 1,5 1,075,299 0 7,801,832
AERCAP HOLDINGS NV SHS N00985106 107,525 2,491,302 SH   DFND 1,10 42,302 0 2,449,000
AERCAP HOLDINGS NV SHS N00985106 1,955 45,300 SH   DFND 6 45,300 0 0
AERCAP HOLDINGS NV SHS N00985106 4,656 107,872 SH   DFND 7 107,872 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 68,978 4,404,701 SH   DFND 1,5 119,769 0 4,284,932
AES CORP COM 00130H105 19,626 2,050,786 SH   DFND 1,5 286 0 2,050,500
AES CORP COM 00130H105 2,146 224,264 SH   DFND 2 224,264 0 0
AES CORP COM 00130H105 1,606 167,820 SH   DFND 3 167,820 0 0
AETNA INC NEW COM 00817Y108 1,186,907 10,977,681 SH   DFND 1,5 714,963 0 10,262,718
AETNA INC NEW COM 00817Y108 12,566 116,221 SH   DFND 2 116,221 0 0
AETNA INC NEW COM 00817Y108 4,811 44,495 SH   DFND 3 44,495 0 0
AETNA INC NEW COM 00817Y108 28,686 265,319 SH   DFND 6 230,919 0 34,400
AETNA INC NEW COM 00817Y108 58,476 540,847 SH   DFND 7 484,947 0 55,900
AFFILIATED MANAGERS GROUP COM 008252108 65,273 408,571 SH   DFND 1,5 115 0 408,456
AFFILIATED MANAGERS GROUP COM 008252108 2,877 18,010 SH   DFND 2 18,010 0 0
AFFILIATED MANAGERS GROUP COM 008252108 938 5,871 SH   DFND 3 5,871 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3,403 21,300 SH   DFND 7 21,300 0 0
AFFIMED N V COM N01045108 10,154 1,426,173 SH   DFND 1,5 700 0 1,425,473
AFLAC INC COM 001055102 432,922 7,227,419 SH   DFND 1,5 443,575 0 6,783,844
AFLAC INC COM 001055102 8,520 142,232 SH   DFND 2 142,232 0 0
AFLAC INC COM 001055102 6,697 111,807 SH   DFND 3 111,807 0 0
AFLAC INC COM 001055102 13,299 222,022 SH   DFND 6 186,622 0 35,400
AFLAC INC COM 001055102 44,827 748,361 SH   DFND 7 748,361 0 0
AG MTG INVT TR INC COM 001228105 10,037 781,700 SH   DFND 1,5 0 0 781,700
AGCO CORP COM 001084102 149,089 3,284,619 SH   DFND 1,5 25,320 0 3,259,299
AGCO CORP COM 001084102 5,602 123,424 SH   DFND 6 93,024 0 30,400
AGCO CORP COM 001084102 6,654 146,600 SH   DFND 7 59,200 0 87,400
AGENUS INC COM NEW 00847G705 12,663 2,789,278 SH   DFND 1,5 0 0 2,789,278
AGILENT TECHNOLOGIES INC COM 00846U101 813,806 19,464,376 SH   DFND 1,5 18,286 0 19,446,090
AGILENT TECHNOLOGIES INC COM 00846U101 4,618 110,456 SH   DFND 2 110,456 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 985 23,566 SH   DFND 3 23,566 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 15,124 361,730 SH   DFND 6 217,050 0 144,680
AGILENT TECHNOLOGIES INC COM 00846U101 45,045 1,077,362 SH   DFND 7 497,852 0 579,510
AGIOS PHARMACEUTICALS INC COM 00847X104 366,317 5,642,595 SH   DFND 1,5 585,248 0 5,057,347
AGIOS PHARMACEUTICALS INC COM 00847X104 227 3,500 SH   DFND 6 3,500 0 0
AGL RES INC COM 001204106 2,557 40,076 SH   DFND 2 40,076 0 0
AGL RES INC COM 001204106 4,095 64,174 SH   DFND 3 64,174 0 0
AGL RES INC COM 001204106 55,898 876,000 SH   DFND 11 876,000 0 0
AGNICO EAGLE MINES LTD COM 008474108 59,966 2,281,421 SH   DFND 1,5 0 0 2,281,421
AGNICO EAGLE MINES LTD COM 008474108 629 23,913 SH   DFND 6 23,913 0 0
AGNICO EAGLE MINES LTD COM 008474108 3,627 138,000 SH   DFND 7 138,000 0 0
AGNICO EAGLE MINES LTD COM 008474108 48,548 1,847,000 SH   DFND 11 1,847,000 0 0
AGREE REALTY CORP COM 008492100 4,524 133,100 SH   DFND 1,5 25,100 0 108,000
AGREE REALTY CORP COM 008492100 4,871 143,310 SH   DFND 6 143,310 0 0
AGREE REALTY CORP COM 008492100 2,053 60,400 SH   DFND 7 6,400 0 54,000
AGRIUM INC COM 008916108 118,225 1,322,782 SH   DFND 1,5 68,733 0 1,254,049
AGRIUM INC COM 008916108 14,247 159,408 SH   DFND 6 86,972 0 72,436
AGRIUM INC COM 008916108 12,271 137,300 SH   DFND 7 110,700 0 26,600
AGRIUM INC COM 008916108 166,519 1,863,117 SH   DFND 11 1,463,287 0 399,830
AGRIUM INC COM 008916108 392 4,387 SH   DFND   0 0 4,387
AGROFRESH SOLUTIONS COM 00856G109 4,692 741,181 SH   DFND 1,5 0 0 741,181
AIMMUNE THERAPEUTICS INC COM 00900T107 116,591 6,319,314 SH   DFND 1,5 89,143 0 6,230,171
AIMMUNE THERAPEUTICS INC COM 00900T107 334 18,100 SH   DFND 6 18,100 0 0
AIR LEASE CORP CL A 00912X302 491,503 14,680,493 SH   DFND 1,5 630,545 0 14,049,948
AIR LEASE CORP CL A 00912X302 268 8,000 SH   DFND 7 8,000 0 0
AIR METHODS CORP COM PAR $.06 009128307 53,919 1,285,931 SH   DFND 1,5 13,000 0 1,272,931
AIR METHODS CORP COM PAR $.06 009128307 111,649 2,662,738 SH   DFND 6 2,583,038 0 79,700
AIR METHODS CORP COM PAR $.06 009128307 25,471 607,462 SH   DFND 7 486,062 0 121,400
AIR METHODS CORP COM PAR $.06 009128307 41,399 987,336 SH   DFND 11 987,336 0 0
AIR PRODS & CHEMS INC COM 009158106 32,707 251,382 SH   DFND 1,5 1,596 0 249,786
AIR PRODS & CHEMS INC COM 009158106 8,408 64,621 SH   DFND 2 64,621 0 0
AIR PRODS & CHEMS INC COM 009158106 4,757 36,559 SH   DFND 3 36,559 0 0
AIR T INC COM 009207101 5,985 244,600 SH   DFND 1,5 23,100 0 221,500
AIR TRANSPORT SERVICES GRP I COM 00922R105 9,117 904,509 SH   DFND 6 904,509 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 3,928 389,640 SH   DFND 7 389,640 0 0
AIRCASTLE LTD COM G0129K104 13,088 626,500 SH   DFND 1,5 0 0 626,500
AIRGAS INC COM 009363102 167,893 1,213,800 SH   DFND 1,5 13,000 0 1,200,800
AIRGAS INC COM 009363102 2,990 21,615 SH   DFND 2 21,615 0 0
AIRGAS INC COM 009363102 1,177 8,513 SH   DFND 3 8,513 0 0
AIRGAS INC COM 009363102 131,238 948,800 SH   DFND 11 948,800 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 267,226 5,077,441 SH   DFND 1,5 463,241 0 4,614,200
AKAMAI TECHNOLOGIES INC COM 00971T101 3,121 59,307 SH   DFND 2 59,307 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 376 7,138 SH   DFND 3 7,138 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 25,396 1,965,600 SH   DFND 1,5 0 0 1,965,600
AKORN INC COM 009728106 16,125 432,200 SH   DFND 1,5 600 0 431,600
AKORN INC NOTE 3.500% 6/0 009728AB2 21,203 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 114,314 3,063,893 SH   DFND 6 3,063,893 0 0
AKORN INC COM 009728106 43,358 1,162,110 SH   DFND 7 1,123,310 0 38,800
ALAMOS GOLD INC NEW COM CL A 011532108 6,718 2,042,887 SH   DFND 1,5 0 0 2,042,887
ALAMOS GOLD INC NEW COM CL A 011532108 1,686 512,600 SH   DFND 6 126,200 0 386,400
ALAMOS GOLD INC NEW COM CL A 011532108 709 215,600 SH   DFND 7 191,400 0 24,200
ALASKA AIR GROUP INC COM 011659109 194,796 2,419,528 SH   DFND 1,5 243,447 0 2,176,081
ALASKA AIR GROUP INC COM 011659109 314 3,899 SH   DFND 3 3,899 0 0
ALASKA AIR GROUP INC COM 011659109 16,044 199,283 SH   DFND 6 199,283 0 0
ALASKA AIR GROUP INC COM 011659109 3,369 41,850 SH   DFND 7 41,850 0 0
ALBEMARLE CORP COM 012653101 225,857 4,032,444 SH   DFND 1,5 658 0 4,031,786
ALBEMARLE CORP COM 012653101 21,716 387,710 SH   DFND 6 387,710 0 0
ALBEMARLE CORP COM 012653101 20,395 364,140 SH   DFND 7 337,840 0 26,300
ALCATEL-LUCENT SPONSORED ADR 013904305 9,512 2,463,500 SH   DFND 1,5 0 0 2,463,500
ALCOA INC COM 013817101 1,812 183,600 SH   DFND 1,5 0 0 183,600
ALCOA INC DEP SHS 1/10TH 013817309 37,947 1,139,200 SH   DFND 1,5 468,400 0 670,800
ALCOA INC COM 013817101 4,310 436,665 SH   DFND 2 436,665 0 0
ALCOA INC COM 013817101 1,889 191,393 SH   DFND 3 191,393 0 0
ALCOA INC DEP SHS 1/10TH 013817309 2,308 69,300 SH   DFND 6 0 0 69,300
ALDER BIOPHARMACEUTICALS INC COM 014339105 162,040 4,905,856 SH   DFND 1,5 170,700 0 4,735,156
ALDER BIOPHARMACEUTICALS INC COM 014339105 41,324 1,251,118 SH   DFND 6 1,225,218 0 25,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 9,485 287,150 SH   DFND 7 261,050 0 26,100
ALDEYRA THERAPEUTICS INC COM 01438T106 9,748 1,437,811 SH   DFND 1,5 0 0 1,437,811
ALERE INC COM 01449J105 87,465 2,237,518 SH   DFND 1,5 0 0 2,237,518
ALERE INC PERP PFD CONV SE 01449J204 149,701 543,006 SH   DFND 1,5 31,404 0 511,602
ALERE INC NOTE 3.000% 5/1 01449JAA3 31,891 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC COM 01449J105 7,386 188,956 SH   DFND 6 188,956 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 126,063 1,395,124 SH   DFND 1,5 590,752 0 804,372
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 7,613 277,000 SH   DFND 1,5 9,000 0 268,000
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 939 34,150 SH   DFND 6 0 0 34,150
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 12,383 137,043 SH   DFND 6 137,043 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5,320 58,871 SH   DFND 7 6,100 0 52,771
ALEXION PHARMACEUTICALS INC COM 015351109 2,743,619 14,383,326 SH   DFND 1,5 808,047 0 13,575,279
ALEXION PHARMACEUTICALS INC COM 015351109 14,325 75,100 SH   DFND 2 75,100 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 16,249 85,186 SH   DFND 3 85,186 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 20,017 104,940 SH   DFND 6 104,940 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 43,925 230,273 SH   DFND 7 230,273 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,942,514 23,901,986 SH   DFND 1,5 913,824 0 22,988,162
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 565,750 6,961,359 SH   DFND 1,9 123,259 0 6,838,100
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 33,946 417,700 SH   DFND 1,10 5,400 0 412,300
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,802 157,528 SH   DFND 3 157,528 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 223,850 2,754,397 SH   DFND 4 2,754,397 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,628 192,300 SH   DFND 6 157,500 0 34,800
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,799 120,579 SH   DFND 7 120,579 0 0
ALIGN TECHNOLOGY INC COM 016255101 101,659 1,543,789 SH   DFND 1,5 105,058 0 1,438,731
ALKERMES PLC SHS G01767105 1,783,037 22,462,045 SH   DFND 1,5 3,258,340 0 19,203,705
ALKERMES PLC SHS G01767105 3,704 46,663 SH   DFND 6 46,663 0 0
ALLEGHANY CORP DEL COM 017175100 1,977 4,137 SH   DFND 1,5 12 0 4,125
ALLEGHANY CORP DEL COM 017175100 4,047 8,469 SH   DFND 3 8,469 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 27,153 1,148,100 SH   DFND 1,5 60,400 0 1,087,700
ALLEGIANT TRAVEL CO COM 01748X102 155,036 923,770 SH   DFND 1,5 155,770 0 768,000
ALLEGION PUB LTD CO ORD SHS G0176J109 121,343 1,840,767 SH   DFND 1,5 8,169 0 1,832,598
ALLEGION PUB LTD CO ORD SHS G0176J109 2,107 31,967 SH   DFND 2 31,967 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,374 20,839 SH   DFND 3 20,839 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 259,290 251,694 SH   DFND 1,5 74,644 0 177,050
ALLERGAN PLC SHS G0177J108 4,692,455 15,015,856 SH   DFND 1,5 381,632 0 14,634,224
ALLERGAN PLC SHS G0177J108 41,051 131,362 SH   DFND 2 131,362 0 0
ALLERGAN PLC SHS G0177J108 21,644 69,260 SH   DFND 3 69,260 0 0
ALLERGAN PLC SHS G0177J108 37,650 120,481 SH   DFND 6 105,389 0 15,092
ALLERGAN PLC PFD CONV SER A G0177J116 4,687 4,550 SH   DFND 6 0 0 4,550
ALLERGAN PLC SHS G0177J108 35,017 112,054 SH   DFND 7 48,964 0 63,090
ALLERGAN PLC SHS G0177J108 1,234 3,950 SH   DFND 11 3,950 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 549,812 1,987,967 SH   DFND 1,5 46,390 0 1,941,577
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,636 20,377 SH   DFND 2 20,377 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,275 8,227 SH   DFND 3 8,227 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 17,864 64,590 SH   DFND 6 35,590 0 29,000
ALLIANCE DATA SYSTEMS CORP COM 018581108 67,643 244,577 SH   DFND 7 124,257 0 120,320
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 15,860 665,000 SH   DFND 1,5 0 0 665,000
ALLIANT ENERGY CORP COM 018802108 75,422 1,207,722 SH   DFND 1,5 25,322 0 1,182,400
ALLIANT ENERGY CORP COM 018802108 296 4,744 SH   DFND 3 4,744 0 0
ALLIANT ENERGY CORP COM 018802108 13,506 216,271 SH   DFND 6 216,271 0 0
ALLIANT ENERGY CORP COM 018802108 5,779 92,541 SH   DFND 7 92,541 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 273,034 7,341,596 SH   DFND 1,5 34,102 0 7,307,494
ALLISON TRANSMISSION HLDGS I COM 01973R101 58,273 2,250,811 SH   DFND 1,5 59,983 0 2,190,828
ALLISON TRANSMISSION HLDGS I COM 01973R101 828 32,000 SH   DFND 11 32,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 8,214 1,411,400 SH   DFND 1,9 0 0 1,411,400
ALLOT COMMUNICATIONS LTD SHS M0854Q105 7,748 1,331,276 SH   DFND 11 1,331,276 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 6,610 429,774 SH   DFND 1,5 33,194 0 396,580
ALLSTATE CORP COM 020002101 291,924 4,701,623 SH   DFND 1,5 210 0 4,701,413
ALLSTATE CORP COM 020002101 8,015 129,089 SH   DFND 2 129,089 0 0
ALLSTATE CORP COM 020002101 12,502 201,351 SH   DFND 3 201,351 0 0
ALLY FINL INC COM 02005N100 10,231 548,892 SH   DFND 1,5 953 0 547,939
ALLY FINL INC COM 02005N100 1,847 99,070 SH   DFND 3 99,070 0 0
ALLY FINL INC COM 02005N100 12,261 657,780 SH   DFND 6 657,780 0 0
ALLY FINL INC COM 02005N100 2,120 113,720 SH   DFND 7 113,720 0 0
ALMOST FAMILY INC COM 020409108 45,154 1,181,124 SH   DFND 1,5 78,024 0 1,103,100
ALMOST FAMILY INC COM 020409108 8,243 215,622 SH   DFND 6 215,622 0 0
ALMOST FAMILY INC COM 020409108 2,933 76,723 SH   DFND 7 67,792 0 8,931
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,191,611 12,657,856 SH   DFND 1,5 1,598,883 0 11,058,973
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,942 52,500 SH   DFND 6 52,500 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 25,635 2,789,418 SH   DFND 1,5 368,000 0 2,421,418
ALPHABET INC CAP STK CL C 02079K107 11,103,830 14,631,866 SH   DFND 1,5 884,848 0 13,747,018
ALPHABET INC CAP STK CL A 02079K305 13,137,918 16,886,567 SH   DFND 1,5 1,200,044 0 15,686,523
ALPHABET INC CAP STK CL A 02079K305 454,951 584,763 SH   DFND 1,9 0 0 584,763
ALPHABET INC CAP STK CL C 02079K107 488,417 643,602 SH   DFND 1,9 0 0 643,602
ALPHABET INC CAP STK CL C 02079K107 75,155 99,034 SH   DFND 2 99,034 0 0
ALPHABET INC CAP STK CL A 02079K305 75,544 97,099 SH   DFND 2 97,099 0 0
ALPHABET INC CAP STK CL A 02079K305 53,727 69,057 SH   DFND 3 69,057 0 0
ALPHABET INC CAP STK CL C 02079K107 47,553 62,662 SH   DFND 3 62,662 0 0
ALPHABET INC CAP STK CL C 02079K107 66,096 87,097 SH   DFND 6 61,826 0 25,271
ALPHABET INC CAP STK CL A 02079K305 143,582 184,550 SH   DFND 6 159,000 0 25,550
ALPHABET INC CAP STK CL A 02079K305 300,603 386,374 SH   DFND 7 228,958 0 157,416
ALPHABET INC CAP STK CL C 02079K107 180,903 238,381 SH   DFND 7 84,439 0 153,942
ALPHABET INC CAP STK CL A 02079K305 76,948 98,903 SH   DFND 11 98,903 0 0
ALPHABET INC CAP STK CL C 02079K107 94,481 124,500 SH   DFND 11 124,500 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 565 46,900 SH   DFND 1,5 46,900 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 39,886 3,310,056 SH   DFND 3 3,310,056 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 94,390 7,605,980 SH   DFND 1,5 0 0 7,605,980
ALTRIA GROUP INC COM 02209S103 1,248,705 21,451,725 SH   DFND 1,5 1,194,941 0 20,256,784
ALTRIA GROUP INC COM 02209S103 38,040 653,493 SH   DFND 2 653,493 0 0
ALTRIA GROUP INC COM 02209S103 29,272 502,867 SH   DFND 3 502,867 0 0
ALTRIA GROUP INC COM 02209S103 469 8,051 SH   DFND 6 8,051 0 0
ALTRIA GROUP INC COM 02209S103 8,026 137,873 SH   DFND 7 137,873 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 157,157 5,205,588 SH   DFND 1,5 0 0 5,205,588
AMARIN CORP PLC SPONS ADR NEW 023111206 10,777 5,702,069 SH   DFND 1,5 0 0 5,702,069
AMAYA INC COM 02314M108 1,907 151,400 SH   DFND   151,400 0 0
AMAZON COM INC COM 023135106 12,173,139 18,010,533 SH   DFND 1,5 1,257,673 0 16,752,860
AMAZON COM INC COM 023135106 11,152 16,500 SH   DFND 1,9 0 0 16,500
AMAZON COM INC COM 023135106 86,592 128,115 SH   DFND 2 128,115 0 0
AMAZON COM INC COM 023135106 69,520 102,856 SH   DFND 3 102,856 0 0
AMAZON COM INC COM 023135106 79,009 116,896 SH   DFND 6 110,196 0 6,700
AMAZON COM INC COM 023135106 83,422 123,426 SH   DFND 7 104,926 0 18,500
AMAZON COM INC COM 023135106 33,930 50,200 SH   DFND 11 50,200 0 0
AMBAC FINL GROUP INC COM NEW 023139884 31,565 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 11,756 210,900 SH   DFND 1,9 0 0 210,900
AMBER RD INC COM 02318Y108 102 20,000 SH   DFND 1,9 0 0 20,000
AMBEV SA SPONSORED ADR 02319V103 45,154 10,124,207 SH   DFND 1,5 716,772 0 9,407,435
AMBEV SA SPONSORED ADR 02319V103 23,652 5,303,078 SH   DFND 1,10 326,928 0 4,976,150
AMC ENTMT HLDGS INC CL A COM 00165C104 292 12,185 SH   DFND 1,5 0 0 12,185
AMC NETWORKS INC CL A 00164V103 253,008 3,387,900 SH   DFND 1,5 105,300 0 3,282,600
AMC NETWORKS INC CL A 00164V103 3,532 47,300 SH   DFND 6 25,100 0 22,200
AMC NETWORKS INC CL A 00164V103 6,593 88,280 SH   DFND 7 59,680 0 28,600
AMDOCS LTD SHS G02602103 552,463 10,123,940 SH   DFND 1,5 832,490 0 9,291,450
AMEDISYS INC COM 023436108 137,423 3,495,000 SH   DFND 1,5 25,000 0 3,470,000
AMEREN CORP COM 023608102 7,143 165,236 SH   DFND 1,5 36 0 165,200
AMEREN CORP COM 023608102 3,496 80,870 SH   DFND 2 80,870 0 0
AMEREN CORP COM 023608102 1,348 31,192 SH   DFND 3 31,192 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 74,014 5,264,149 SH   DFND 1,5 184,699 0 5,079,450
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 17,243 1,226,400 SH   DFND 1,10 59,127 0 1,167,273
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 255 18,127 SH   DFND 3 18,127 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 378,317 8,933,115 SH   DFND 1,5 401,967 0 8,531,148
AMERICAN AIRLS GROUP INC COM 02376R102 8,897 210,087 SH   DFND 2 210,087 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,166 51,149 SH   DFND 3 51,149 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 9,131 215,603 SH   DFND 6 200,443 0 15,160
AMERICAN AIRLS GROUP INC COM 02376R102 17,205 406,260 SH   DFND 7 406,260 0 0
AMERICAN ASSETS TR INC COM 024013104 78,256 2,040,583 SH   DFND 1,5 2,040,583 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 343,180 8,301,400 SH   DFND 1,5 5,249,697 0 3,051,703
AMERICAN CAP LTD COM 02503Y103 22,346 1,620,430 SH   DFND 1,5 33,400 0 1,587,030
AMERICAN CAPITAL AGENCY CORP COM 02503X105 140,132 8,081,403 SH   DFND 1,5 207,224 0 7,874,179
AMERICAN CAPITAL AGENCY CORP COM 02503X105 5,306 305,979 SH   DFND 3 305,979 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 882 50,863 SH   DFND 6 50,863 0 0
AMERICAN ELEC PWR INC COM 025537101 267,357 4,588,240 SH   DFND 1,5 149,077 0 4,439,163
AMERICAN ELEC PWR INC COM 025537101 9,532 163,589 SH   DFND 2 163,589 0 0
AMERICAN ELEC PWR INC COM 025537101 19,181 329,167 SH   DFND 3 329,167 0 0
AMERICAN ELEC PWR INC COM 025537101 22,334 383,283 SH   DFND 6 346,753 0 36,530
AMERICAN ELEC PWR INC COM 025537101 45,920 788,049 SH   DFND 7 788,049 0 0
AMERICAN EXPRESS CO COM 025816109 294,927 4,240,508 SH   DFND 1,5 99,760 0 4,140,748
AMERICAN EXPRESS CO COM 025816109 19,393 278,841 SH   DFND 2 278,841 0 0
AMERICAN EXPRESS CO COM 025816109 10,747 154,525 SH   DFND 3 154,525 0 0
AMERICAN EXPRESS CO COM 025816109 865 12,433 SH   DFND 7 0 0 12,433
AMERICAN FINL GROUP INC OHIO COM 025932104 23,716 329,025 SH   DFND 1,5 5,025 0 324,000
AMERICAN HOMES 4 RENT CL A 02665T306 1,013 60,822 SH   DFND 3 60,822 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 528,027 8,520,680 SH   DFND 1,5 302,880 0 8,217,800
AMERICAN INTL GROUP INC COM NEW 026874784 25,550 412,296 SH   DFND 2 412,296 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 14,916 240,694 SH   DFND 3 240,694 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,999 80,667 SH   DFND 6 49,507 0 31,160
AMERICAN INTL GROUP INC COM NEW 026874784 8,669 139,896 SH   DFND 7 12,810 0 127,086
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,617 86,900 SH   DFND 1,5 39,821 0 47,079
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 14,674 143,500 SH   DFND 1,5 57,800 0 85,700
AMERICAN TOWER CORP NEW COM 03027X100 1,460,875 15,068,330 SH   DFND 1,5 538,599 0 14,529,731
AMERICAN TOWER CORP NEW COM 03027X100 13,687 141,176 SH   DFND 2 141,176 0 0
AMERICAN TOWER CORP NEW COM 03027X100 9,086 93,717 SH   DFND 3 93,717 0 0
AMERICAN TOWER CORP NEW COM 03027X100 6,983 72,027 SH   DFND 6 55,627 0 16,400
AMERICAN TOWER CORP NEW COM 03027X100 10,680 110,165 SH   DFND 7 32,300 0 77,865
AMERICAN WOODMARK CORP COM 030506109 5,785 72,330 SH   DFND 6 62,230 0 10,100
AMERICAN WOODMARK CORP COM 030506109 4,912 61,420 SH   DFND 7 46,720 0 14,700
AMERICAN WTR WKS CO INC NEW COM 030420103 552 9,245 SH   DFND 3 9,245 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 973 16,283 SH   DFND 6 16,283 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,721 79,020 SH   DFND 7 79,020 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 11,114 186,000 SH   DFND 11 186,000 0 0
AMERIPRISE FINL INC COM 03076C106 263,323 2,474,372 SH   DFND 1,5 100 0 2,474,272
AMERIPRISE FINL INC COM 03076C106 6,176 58,031 SH   DFND 2 58,031 0 0
AMERIPRISE FINL INC COM 03076C106 3,205 30,116 SH   DFND 3 30,116 0 0
AMERIPRISE FINL INC COM 03076C106 2,788 26,200 SH   DFND 6 16,020 0 10,180
AMERIPRISE FINL INC COM 03076C106 446 4,190 SH   DFND 7 4,190 0 0
AMERIPRISE FINL INC COM 03076C106 17,421 163,700 SH   DFND 11 163,700 0 0
AMERISAFE INC COM 03071H100 51,671 1,015,141 SH   DFND 1,5 15,141 0 1,000,000
AMERISOURCEBERGEN CORP COM 03073E105 459,833 4,433,832 SH   DFND 1,5 270,444 0 4,163,388
AMERISOURCEBERGEN CORP COM 03073E105 6,753 65,110 SH   DFND 2 65,110 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,078 97,177 SH   DFND 3 97,177 0 0
AMERISOURCEBERGEN CORP COM 03073E105 498 4,800 SH   DFND 6 4,800 0 0
AMETEK INC NEW COM 031100100 1,356,804 25,318,239 SH   DFND 1,5 68,581 0 25,249,658
AMETEK INC NEW COM 031100100 4,249 79,286 SH   DFND 2 79,286 0 0
AMETEK INC NEW COM 031100100 989 18,462 SH   DFND 3 18,462 0 0
AMETEK INC NEW COM 031100100 10,027 187,100 SH   DFND 6 150,800 0 36,300
AMETEK INC NEW COM 031100100 9,507 177,400 SH   DFND 7 73,000 0 104,400
AMGEN INC COM 031162100 4,711,303 29,022,998 SH   DFND 1,5 1,418,829 0 27,604,169
AMGEN INC COM 031162100 40,813 251,417 SH   DFND 2 251,417 0 0
AMGEN INC COM 031162100 43,943 270,703 SH   DFND 3 270,703 0 0
AMGEN INC COM 031162100 21,781 134,176 SH   DFND 6 134,176 0 0
AMGEN INC COM 031162100 16,737 103,107 SH   DFND 7 0 0 103,107
AMICUS THERAPEUTICS INC COM 03152W109 143,990 14,844,285 SH   DFND 1,5 0 0 14,844,285
AMICUS THERAPEUTICS INC COM 03152W109 31,249 3,221,570 SH   DFND 6 3,221,570 0 0
AMICUS THERAPEUTICS INC COM 03152W109 6,490 669,060 SH   DFND 7 608,960 0 60,100
AMIRA NATURE FOODS LTD SHS G0335L102 24,985 2,742,543 SH   DFND 1,5 314,335 0 2,428,208
AMKOR TECHNOLOGY INC COM 031652100 9,472 1,557,867 SH   DFND 1,5 0 0 1,557,867
AMKOR TECHNOLOGY INC COM 031652100 11,667 1,918,852 SH   DFND 1,9 0 0 1,918,852
AMN HEALTHCARE SERVICES INC COM 001744101 2,192 70,600 SH   DFND 1,5 600 0 70,000
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 29,911 2,101,956 SH   DFND 1,5 3,481 0 2,098,475
AMPHENOL CORP NEW CL A 032095101 2,280,294 43,658,699 SH   DFND 1,5 2,683,548 0 40,975,151
AMPHENOL CORP NEW CL A 032095101 18,406 352,400 SH   DFND 1,9 0 0 352,400
AMPHENOL CORP NEW CL A 032095101 5,366 102,743 SH   DFND 2 102,743 0 0
AMPHENOL CORP NEW CL A 032095101 2,356 45,117 SH   DFND 3 45,117 0 0
AMPLIFY SNACK BRANDS COM 03211L102 57,136 4,959,724 SH   DFND 1,5 409,147 0 4,550,577
AMSURG CORP PFD CNV SR A-1 % 03232P504 42,797 297,975 SH   DFND 1,5 155,200 0 142,775
AMSURG CORP COM 03232P405 384,053 5,053,334 SH   DFND 1,5 10,462 0 5,042,872
AMSURG CORP COM 03232P405 108,323 1,425,309 SH   DFND 6 1,360,109 0 65,200
AMSURG CORP PFD CNV SR A-1 % 03232P504 2,140 14,900 SH   DFND 6 0 0 14,900
AMSURG CORP COM 03232P405 24,166 317,980 SH   DFND 7 212,380 0 105,600
AMTRUST FINL SVCS INC COM 032359309 73,342 1,191,008 SH   DFND 1,5 120,453 0 1,070,555
AMTRUST FINL SVCS INC COM 032359309 1,016 16,500 SH   DFND 6 16,500 0 0
AMTRUST FINL SVCS INC COM 032359309 1,822 29,590 SH   DFND 7 12,890 0 16,700
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 15,938 15,000,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM 03236M101 6,479 3,999,244 SH   DFND 1,5 0 0 3,999,244
AMYRIS INC COM 03236M101 649 400,845 SH   DFND 6 400,845 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 747,560 6,617,335 SH   DFND 1,5 48,761 0 6,568,574
ANADARKO PETE CORP UNIT 99/99/9999 032511404 8,963 264,000 SH   DFND 1,5 0 0 264,000
ANADARKO PETE CORP COM 032511107 799,512 16,457,639 SH   DFND 1,5 279,254 0 16,178,385
ANADARKO PETE CORP COM 032511107 8,228 169,364 SH   DFND 2 169,364 0 0
ANADARKO PETE CORP COM 032511107 7,615 156,757 SH   DFND 3 156,757 0 0
ANADARKO PETE CORP COM 032511107 1,924 39,604 SH   DFND 6 39,604 0 0
ANADARKO PETE CORP COM 032511107 3,668 75,512 SH   DFND 7 0 0 75,512
ANALOG DEVICES INC COM 032654105 595,543 10,765,426 SH   DFND 1,5 355,659 0 10,409,767
ANALOG DEVICES INC COM 032654105 6,799 122,900 SH   DFND 1,9 0 0 122,900
ANALOG DEVICES INC COM 032654105 5,754 104,010 SH   DFND 2 104,010 0 0
ANALOG DEVICES INC COM 032654105 4,113 74,352 SH   DFND 3 74,352 0 0
ANALOG DEVICES INC COM 032654105 35,228 636,802 SH   DFND 6 471,652 0 165,150
ANALOG DEVICES INC COM 032654105 92,358 1,669,518 SH   DFND 7 987,408 0 682,110
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 27,664 3,896,350 SH   DFND 1,5 544,238 0 3,352,112
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 178,909 1,431,271 SH   DFND 1,5 47,897 0 1,383,374
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 6,715 53,718 SH   DFND 3 53,718 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,614 20,909 SH   DFND 6 20,909 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 7,474 7,680,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 339,588 36,203,393 SH   DFND 1,5 2,075,779 0 34,127,614
ANNALY CAP MGMT INC COM 035710409 4,958 528,536 SH   DFND 3 528,536 0 0
ANNALY CAP MGMT INC COM 035710409 1,885 200,909 SH   DFND 6 200,909 0 0
ANNALY CAP MGMT INC COM 035710409 4,059 432,700 SH   DFND 7 432,700 0 0
ANSYS INC COM 03662Q105 574,228 6,207,870 SH   DFND 1,5 586,670 0 5,621,200
ANSYS INC COM 03662Q105 851 9,200 SH   DFND 1,9 0 0 9,200
ANTERO RES CORP COM 03674X106 131,595 6,036,456 SH   DFND 1,5 236,600 0 5,799,856
ANTHEM INC UNIT 05/01/20188 036752202 54,270 1,173,400 SH   DFND 1,5 285,500 0 887,900
ANTHEM INC COM 036752103 1,049,822 7,528,844 SH   DFND 1,5 1,908,564 0 5,620,280
ANTHEM INC COM 036752103 12,133 87,014 SH   DFND 2 87,014 0 0
ANTHEM INC COM 036752103 6,591 47,271 SH   DFND 3 47,271 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 10,233 2,205,407 SH   DFND 6 2,205,407 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 1,765 380,300 SH   DFND 7 380,300 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 6,468 1,486,910 SH   DFND 1,5 110,000 0 1,376,910
AON PLC SHS CL A G0408V102 64,870 703,500 SH   DFND 1,5 0 0 703,500
AON PLC SHS CL A G0408V102 8,418 91,296 SH   DFND 2 91,296 0 0
AON PLC SHS CL A G0408V102 3,247 35,218 SH   DFND 3 35,218 0 0
APACHE CORP COM 037411105 725,149 16,306,474 SH   DFND 1,5 275,428 0 16,031,046
APACHE CORP COM 037411105 5,603 125,992 SH   DFND 2 125,992 0 0
APACHE CORP COM 037411105 16,064 361,231 SH   DFND 3 361,231 0 0
APACHE CORP COM 037411105 23,537 529,289 SH   DFND 6 395,229 0 134,060
APACHE CORP COM 037411105 59,780 1,344,281 SH   DFND 7 501,771 0 842,510
APARTMENT INVT & MGMT CO CL A 03748R101 291,877 7,291,448 SH   DFND 1,5 3,438,774 0 3,852,674
APARTMENT INVT & MGMT CO CL A 03748R101 2,087 52,136 SH   DFND 2 52,136 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,288 32,170 SH   DFND 3 32,170 0 0
APOGEE ENTERPRISES INC COM 037598109 7,373 169,448 SH   DFND 1,5 0 0 169,448
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 7,013 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 3,959 516,161 SH   DFND 1,5 144,861 0 371,300
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 37,909 2,497,280 SH   DFND 1,5 0 0 2,497,280
APOLLO INVT CORP COM 03761U106 69,760 13,363,944 SH   DFND 1,5 864,823 0 12,499,121
APOLLO INVT CORP COM 03761U106 629 120,495 SH   DFND 6 120,495 0 0
APPLE INC COM 037833100 14,849,568 141,075,129 SH   DFND 1,5 10,027,947 0 131,047,182
APPLE INC COM 037833100 686,423 6,521,211 SH   DFND 1,9 0 0 6,521,211
APPLE INC COM 037833100 195,600 1,858,254 SH   DFND 2 1,858,254 0 0
APPLE INC COM 037833100 134,343 1,276,299 SH   DFND 3 1,276,299 0 0
APPLE INC COM 037833100 177,374 1,685,104 SH   DFND 6 1,314,164 0 370,940
APPLE INC COM 037833100 432,905 4,112,717 SH   DFND 7 1,968,005 0 2,144,712
APPLIED GENETIC TECHNOL CORP COM 03820J100 35,866 1,758,130 SH   DFND 1,5 0 0 1,758,130
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,112 52,161 SH   DFND 1,5 151 0 52,010
APPLIED MATLS INC COM 038222105 308,281 16,512,089 SH   DFND 1,5 800,773 0 15,711,316
APPLIED MATLS INC COM 038222105 7,151 383,005 SH   DFND 2 383,005 0 0
APPLIED MATLS INC COM 038222105 17,253 924,089 SH   DFND 3 924,089 0 0
APPLIED MATLS INC COM 038222105 3,221 172,500 SH   DFND 6 172,500 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 72,329 11,354,688 SH   DFND 1,5 2,011,200 0 9,343,488
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 80 12,600 SH   DFND 1,9 0 0 12,600
APTARGROUP INC COM 038336103 30,848 424,617 SH   DFND 1,5 0 0 424,617
AQUA AMERICA INC COM 03836W103 302 10,125 SH   DFND 3 10,125 0 0
ARADIGM CORP COM NO PAR NEW 038505400 671 169,040 SH   DFND 1,5 300 0 168,740
ARAMARK COM 03852U106 581,937 18,044,547 SH   DFND 1,5 1,801,167 0 16,243,380
ARAMARK COM 03852U106 22,217 688,893 SH   DFND 6 688,893 0 0
ARAMARK COM 03852U106 2,200 68,215 SH   DFND 7 68,215 0 0
ARBOR RLTY TR INC COM 038923108 23,900 3,342,675 SH   DFND 1,5 0 0 3,342,675
ARBOR RLTY TR INC COM 038923108 107 15,000 SH   DFND 3 15,000 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 85 19,200 SH   DFND 7 19,200 0 0
ARCBEST CORP COM 03937C105 942 44,047 SH   DFND 1,5 58 0 43,989
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 491 116,300 SH   DFND 1,5 0 0 116,300
ARCH CAP GROUP LTD ORD G0450A105 106,134 1,521,633 SH   DFND 1,5 94,833 0 1,426,800
ARCH CAP GROUP LTD ORD G0450A105 3,939 56,473 SH   DFND 3 56,473 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 23,298 635,162 SH   DFND 1,5 62 0 635,100
ARCHER DANIELS MIDLAND CO COM 039483102 7,295 198,893 SH   DFND 2 198,893 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,506 68,323 SH   DFND 3 68,323 0 0
ARCTIC CAT INC COM 039670104 8,993 549,000 SH   DFND 1,5 56,200 0 492,800
ARCTIC CAT INC COM 039670104 3,040 185,600 SH   DFND 6 185,600 0 0
ARCTIC CAT INC COM 039670104 1,315 80,300 SH   DFND 7 80,300 0 0
ARDELYX INC COM 039697107 59,867 3,303,912 SH   DFND 1,5 0 0 3,303,912
ARDMORE SHIPPING CORP COM Y0207T100 19,687 1,547,729 SH   DFND 1,5 0 0 1,547,729
ARDMORE SHIPPING CORP COM Y0207T100 5,469 429,960 SH   DFND 6 429,960 0 0
ARDMORE SHIPPING CORP COM Y0207T100 2,374 186,658 SH   DFND 7 186,658 0 0
ARENA PHARMACEUTICALS INC COM 040047102 26,835 14,123,752 SH   DFND 1,5 0 0 14,123,752
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4,997 5,000,000 PRN   DFND 1,5 0 0 0
ARES CAP CORP COM 04010L103 137,679 9,661,659 SH   DFND 1,5 330,051 0 9,331,608
ARES CAP CORP COM 04010L103 854 59,934 SH   DFND 6 59,934 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 27,348 2,115,059 SH   DFND 1,5 0 0 2,115,059
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,211 20,230 SH   DFND 1,5 320 0 19,910
ARIAD PHARMACEUTICALS INC COM 04033A100 39,745 6,359,246 SH   DFND 1,5 0 0 6,359,246
ARISTA NETWORKS INC COM 040413106 33,744 433,500 SH   DFND 1,5 24,400 0 409,100
ARK RESTAURANTS CORP COM 040712101 4,858 210,300 SH   DFND 1,5 19,200 0 191,100
ARM HLDGS PLC SPONSORED ADR 042068106 3,986 88,098 SH   DFND 3 88,098 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 10,229 976,040 SH   DFND 6 976,040 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 5,050 481,824 SH   DFND 7 481,824 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 26,970 589,756 SH   DFND 1,5 15,666 0 574,090
ARQULE INC COM 04269E107 2,051 945,353 SH   DFND 1,5 353 0 945,000
ARRAY BIOPHARMA INC COM 04269X105 78,830 18,680,097 SH   DFND 1,5 888,282 0 17,791,815
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 495 90,300 SH   DFND 1,5 7,700 0 82,600
ARRIS GROUP INC NEW COM 04270V106 2,857 93,470 SH   DFND 1,5 0 0 93,470
ARROW ELECTRS INC COM 042735100 131,709 2,430,961 SH   DFND 1,5 29,463 0 2,401,498
ARROW ELECTRS INC COM 042735100 664 12,257 SH   DFND 3 12,257 0 0
ARROW ELECTRS INC COM 042735100 2,347 43,317 SH   DFND 7 43,317 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 58,874 1,632,680 SH   DFND 1,5 0 0 1,632,680
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 38,847 1,077,280 SH   DFND 6 1,077,280 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 5,813 161,201 SH   DFND 7 161,201 0 0
ASANKO GOLD INC COM 04341Y105 288 196,000 SH   DFND 1,5 0 0 196,000
ASBURY AUTOMOTIVE GROUP INC COM 043436104 10,086 149,558 SH   DFND 1,5 258 0 149,300
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 42,093 2,297,641 SH   DFND 1,5 5,649 0 2,291,992
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 240 13,100 SH   DFND 6 13,100 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 37,401 2,579,368 SH   DFND 1,5 1,275,038 0 1,304,330
ASHFORD HOSPITALITY PRIME IN COM 044102101 5,937 409,444 SH   DFND 6 409,444 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 2,591 178,695 SH   DFND 7 18,400 0 160,295
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 4,479 176,699 SH   DFND 1,5 0 0 176,699
ASHFORD INC COM 044104107 1,769 33,226 SH   DFND 1,5 5,786 0 27,440
ASHLAND INC NEW COM 044209104 136,584 1,329,931 SH   DFND 1,5 1,617 0 1,328,314
ASHLAND INC NEW COM 044209104 66,650 648,976 SH   DFND 6 552,256 0 96,720
ASHLAND INC NEW COM 044209104 86,685 844,057 SH   DFND 7 430,800 0 413,257
ASML HOLDING N V N Y REGISTRY SHS N07059210 32,185 362,561 SH   DFND 1,5 64,300 0 298,261
ASPEN AEROGELS INC COM 04523Y105 12,587 2,073,667 SH   DFND 1,5 0 0 2,073,667
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 157,987 3,270,958 SH   DFND 1,5 258 0 3,270,700
ASPEN TECHNOLOGY INC COM 045327103 47,790 1,265,614 SH   DFND 1,5 76,414 0 1,189,200
ASPEN TECHNOLOGY INC COM 045327103 2,647 70,100 SH   DFND 7 45,500 0 24,600
ASSEMBLY BIOSCIENCES INC COM 045396108 1,480 197,100 SH   DFND 1,5 0 0 197,100
ASSOCIATED BANC CORP COM 045487105 253,200 13,504,021 SH   DFND 1,5 650 0 13,503,371
ASSURANT INC COM 04621X108 444,573 5,519,900 SH   DFND 1,5 490,800 0 5,029,100
ASSURANT INC COM 04621X108 1,767 21,944 SH   DFND 2 21,944 0 0
ASSURANT INC COM 04621X108 603 7,492 SH   DFND 3 7,492 0 0
ASSURANT INC COM 04621X108 21,950 272,530 SH   DFND 6 272,530 0 0
ASSURANT INC COM 04621X108 6,609 82,060 SH   DFND 7 82,060 0 0
ASSURED GUARANTY LTD COM G0585R106 15,015 568,092 SH   DFND 1,5 852 0 567,240
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 3,821 972,165 SH   DFND 1,5 0 0 972,165
ASTORIA FINL CORP COM 046265104 117,346 7,403,525 SH   DFND 1,5 30,325 0 7,373,200
ASTRAZENECA PLC SPONSORED ADR 046353108 76,965 2,267,000 SH   DFND 1,5 0 0 2,267,000
ASTRAZENECA PLC SPONSORED ADR 046353108 648 19,089 SH   DFND 3 19,089 0 0
ASTRONICS CORP COM 046433108 9,673 237,600 SH   DFND 1,5 200 0 237,400
ASURE SOFTWARE INC COM 04649U102 1,248 276,744 SH   DFND 6 276,744 0 0
AT&T INC COM 00206R102 2,275,384 66,125,649 SH   DFND 1,5 1,428,520 0 64,697,129
AT&T INC COM 00206R102 70,556 2,050,457 SH   DFND 2 2,050,457 0 0
AT&T INC COM 00206R102 59,075 1,716,787 SH   DFND 3 1,716,787 0 0
AT&T INC COM 00206R102 16,806 488,399 SH   DFND 6 423,199 0 65,200
AT&T INC COM 00206R102 12,266 356,452 SH   DFND 7 169,152 0 187,300
ATARA BIOTHERAPEUTICS INC COM 046513107 55,086 2,085,790 SH   DFND 1,5 0 0 2,085,790
ATENTO S A SHS L0427L105 2,326 238,798 SH   DFND 1,10 0 0 238,798
ATHENAHEALTH INC COM 04685W103 886,228 5,505,545 SH   DFND 1,5 319,702 0 5,185,843
ATHENAHEALTH INC COM 04685W103 50,649 314,650 SH   DFND 1,9 0 0 314,650
ATHENAHEALTH INC COM 04685W103 692 4,300 SH   DFND 6 4,300 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 17,148 219,200 SH   DFND 1,5 0 0 219,200
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 85,442 2,066,800 SH   DFND 1,5 167,900 0 1,898,900
ATLASSIAN CORP PLC CL A G06242104 51,735 1,719,900 SH   DFND 1,5 165,579 0 1,554,321
ATLASSIAN CORP PLC CL A G06242104 659 21,900 SH   DFND 1,9 0 0 21,900
ATMEL CORP COM 049513104 22,264 2,585,813 SH   DFND 1,5 1,080 0 2,584,733
ATMOS ENERGY CORP COM 049560105 214,051 3,395,481 SH   DFND 1,5 26,800 0 3,368,681
ATMOS ENERGY CORP COM 049560105 33,777 535,800 SH   DFND 6 535,800 0 0
ATMOS ENERGY CORP COM 049560105 15,266 242,158 SH   DFND 7 223,458 0 18,700
ATMOS ENERGY CORP COM 049560105 18,672 296,200 SH   DFND 11 296,200 0 0
ATRICURE INC COM 04963C209 41,211 1,836,504 SH   DFND 1,5 0 0 1,836,504
ATRION CORP COM 049904105 7,069 18,543 SH   DFND 1,5 9,373 0 9,170
ATWOOD OCEANICS INC COM 050095108 89,661 8,764,500 SH   DFND 1,5 1,818,400 0 6,946,100
ATYR PHARMA INC COM 002120103 34,870 3,547,261 SH   DFND 1,5 189,905 0 3,357,356
AUDIOCODES LTD ORD M15342104 367 94,200 SH   DFND 1,5 0 0 94,200
AURIS MED HLDG AG COM H03579101 8,150 1,666,667 SH   DFND 1,5 0 0 1,666,667
AUTODESK INC COM 052769106 539,269 8,850,640 SH   DFND 1,5 213,400 0 8,637,240
AUTODESK INC COM 052769106 27,693 454,500 SH   DFND 1,9 0 0 454,500
AUTODESK INC COM 052769106 4,594 75,392 SH   DFND 2 75,392 0 0
AUTODESK INC COM 052769106 6,013 98,683 SH   DFND 3 98,683 0 0
AUTODESK INC COM 052769106 1,938 31,800 SH   DFND 6 31,800 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 4,400 126,000 SH   DFND 1,5 0 0 126,000
AUTOHOME INC SP ADR RP CL A 05278C107 29,469 843,900 SH   DFND 1,9 18,600 0 825,300
AUTOLIV INC COM 052800109 214,511 1,719,250 SH   DFND 1,5 48,500 0 1,670,750
AUTOLIV INC COM 052800109 6,688 53,600 SH   DFND 7 53,600 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,599 101,500 SH   DFND 1,5 0 0 101,500
AUTOMATIC DATA PROCESSING IN COM 053015103 13,023 153,720 SH   DFND 2 153,720 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 17,703 208,963 SH   DFND 3 208,963 0 0
AUTONATION INC COM 05329W102 126,105 2,113,721 SH   DFND 1,5 250,368 0 1,863,353
AUTONATION INC COM 05329W102 1,518 25,441 SH   DFND 2 25,441 0 0
AUTONATION INC COM 05329W102 476 7,971 SH   DFND 3 7,971 0 0
AUTONATION INC COM 05329W102 270 4,527 SH   DFND 6 4,527 0 0
AUTONATION INC COM 05329W102 4,290 71,906 SH   DFND 7 71,906 0 0
AUTOZONE INC COM 053332102 2,192,642 2,955,401 SH   DFND 1,5 162,074 0 2,793,327
AUTOZONE INC COM 053332102 7,539 10,161 SH   DFND 2 10,161 0 0
AUTOZONE INC COM 053332102 7,159 9,649 SH   DFND 3 9,649 0 0
AUTOZONE INC COM 053332102 22,130 29,828 SH   DFND 6 17,638 0 12,190
AUTOZONE INC COM 053332102 83,951 113,155 SH   DFND 7 63,255 0 49,900
AUTOZONE INC COM 053332102 128,399 173,065 SH   DFND 11 173,065 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,410,009 16,603,576 SH   DFND 1,5 624,962 0 15,978,614
AVAGO TECHNOLOGIES LTD SHS Y0486S104 12,685 87,391 SH   DFND 2 87,391 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 5,010 34,516 SH   DFND 3 34,516 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 32,016 220,569 SH   DFND 6 206,969 0 13,600
AVAGO TECHNOLOGIES LTD SHS Y0486S104 32,949 227,000 SH   DFND 7 188,400 0 38,600
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 36,738 3,858,999 SH   DFND 1,5 348,121 0 3,510,878
AVALONBAY CMNTYS INC COM 053484101 349,600 1,898,661 SH   DFND 1,5 577,667 0 1,320,994
AVALONBAY CMNTYS INC COM 053484101 8,400 45,621 SH   DFND 2 45,621 0 0
AVALONBAY CMNTYS INC COM 053484101 4,387 23,823 SH   DFND 3 23,823 0 0
AVALONBAY CMNTYS INC COM 053484101 23,985 130,263 SH   DFND 6 130,263 0 0
AVALONBAY CMNTYS INC COM 053484101 10,436 56,675 SH   DFND 7 5,850 0 50,825
AVALONBAY CMNTYS INC COM 053484101 9,391 51,000 SH   DFND 11 51,000 0 0
AVANGRID INC COM 05351W103 130,264 3,392,300 SH   DFND 1,5 0 0 3,392,300
AVERY DENNISON CORP COM 053611109 59,257 945,695 SH   DFND 1,5 2,437 0 943,258
AVERY DENNISON CORP COM 053611109 1,903 30,364 SH   DFND 2 30,364 0 0
AVERY DENNISON CORP COM 053611109 3,001 47,888 SH   DFND 3 47,888 0 0
AVG TECHNOLOGIES N V SHS N07831105 12,044 600,700 SH   DFND 1,5 51,300 0 549,400
AVID TECHNOLOGY INC COM 05367P100 9,150 1,255,200 SH   DFND 1,5 109,700 0 1,145,500
AVID TECHNOLOGY INC COM 05367P100 12,546 1,720,966 SH   DFND 11 1,720,966 0 0
AVIS BUDGET GROUP COM 053774105 34,044 938,100 SH   DFND 1,5 0 0 938,100
AVNET INC COM 053807103 97,788 2,282,644 SH   DFND 1,5 4,144 0 2,278,500
AVNET INC COM 053807103 4,640 108,306 SH   DFND 3 108,306 0 0
AVON PRODS INC COM 054303102 92,763 22,904,489 SH   DFND 1,5 1,072,918 0 21,831,571
AVON PRODS INC COM 054303102 2,393 590,842 SH   DFND 3 590,842 0 0
AVON PRODS INC COM 054303102 908 224,100 SH   DFND 6 224,100 0 0
AXALTA COATING SYS LTD COM G0750C108 46,880 1,759,115 SH   DFND 1,5 0 0 1,759,115
AXIALL CORP COM 05463D100 41,537 2,697,208 SH   DFND 1,5 500,000 0 2,197,208
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 482,286 8,578,547 SH   DFND 1,5 707,882 0 7,870,665
AXOVANT SCIENCES LTD COM G0750W104 26,769 1,484,670 SH   DFND 1,5 0 0 1,484,670
AXSOME THERAPEUTICS INC COM 05464T104 26,208 2,870,570 SH   DFND 1,5 0 0 2,870,570
AZZ INC COM 002474104 123,803 2,227,881 SH   DFND 1,5 210,281 0 2,017,600
AZZ INC COM 002474104 955 17,184 SH   DFND 7 17,184 0 0
B & G FOODS INC NEW COM 05508R106 66,498 1,898,866 SH   DFND 1,5 102,881 0 1,795,985
B & G FOODS INC NEW COM 05508R106 684 19,519 SH   DFND 6 19,519 0 0
B/E AEROSPACE INC COM 073302101 12,469 294,300 SH   DFND 1,5 0 0 294,300
B/E AEROSPACE INC COM 073302101 11,898 280,812 SH   DFND 6 280,812 0 0
B/E AEROSPACE INC COM 073302101 3,439 81,160 SH   DFND 7 61,160 0 20,000
B2GOLD CORP COM 11777Q209 134,437 132,871,672 SH   DFND 1,5 5,286,439 0 127,585,233
B2GOLD CORP COM 11777Q209 15 14,459 SH   DFND 6 14,459 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 3,776 180,926 SH   DFND 1,5 33,083 0 147,843
BAIDU INC SPON ADR REP A 056752108 164,692 871,200 SH   DFND 1,5 63,036 0 808,164
BAIDU INC SPON ADR REP A 056752108 16,744 88,573 SH   DFND 1,9 5,273 0 83,300
BAIDU INC SPON ADR REP A 056752108 457 2,415 SH   DFND 3 2,415 0 0
BAKER HUGHES INC COM 057224107 825,976 17,897,643 SH   DFND 1,5 51,557 0 17,846,086
BAKER HUGHES INC COM 057224107 6,708 145,347 SH   DFND 2 145,347 0 0
BAKER HUGHES INC COM 057224107 3,302 71,548 SH   DFND 3 71,548 0 0
BAKER HUGHES INC COM 057224107 998 21,620 SH   DFND 6 21,620 0 0
BAKER HUGHES INC COM 057224107 8,346 180,841 SH   DFND 7 0 0 180,841
BALL CORP COM 058498106 364,589 5,012,914 SH   DFND 1,5 130,389 0 4,882,525
BALL CORP COM 058498106 3,305 45,436 SH   DFND 2 45,436 0 0
BALL CORP COM 058498106 1,032 14,190 SH   DFND 3 14,190 0 0
BALL CORP COM 058498106 276 3,800 SH   DFND 6 3,800 0 0
BALL CORP COM 058498106 860 11,820 SH   DFND 11 11,820 0 0
BANCFIRST CORP COM 05945F103 37,855 645,761 SH   DFND 1,5 0 0 645,761
BANCO BRADESCO S A SP ADR PFD NEW 059460303 23,697 4,926,630 SH   DFND 1,5 175,300 0 4,751,330
BANCO MACRO SA SPON ADR B 05961W105 877 15,088 SH   DFND 1,10 15,088 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3,528 200,000 SH   DFND 1,5 0 0 200,000
BANCOLOMBIA S A SPON ADR PREF 05968L102 34,234 1,279,766 SH   DFND 1,5 45,120 0 1,234,646
BANK AMER CORP COM 060505104 4,765,852 283,176,014 SH   DFND 1,5 8,536,085 0 274,639,929
BANK AMER CORP 7.25%CNV PFD L 060505682 115,842 105,959 SH   DFND 1,5 0 0 105,959
BANK AMER CORP COM 060505104 58,408 3,470,472 SH   DFND 2 3,470,472 0 0
BANK AMER CORP COM 060505104 42,358 2,516,793 SH   DFND 3 2,516,793 0 0
BANK AMER CORP COM 060505104 64,597 3,838,188 SH   DFND 6 3,426,498 0 411,690
BANK AMER CORP COM 060505104 152,996 9,090,670 SH   DFND 7 4,807,716 0 4,282,954
BANK AMER CORP 7.25%CNV PFD L 060505682 765 700 SH   DFND 7 700 0 0
BANK MONTREAL QUE COM 063671101 4,190 74,260 SH   DFND 6 46,800 0 27,460
BANK MONTREAL QUE COM 063671101 140,688 2,493,210 SH   DFND 11 2,136,500 0 356,710
BANK MONTREAL QUE COM 063671101 480 8,501 SH   DFND   8,501 0 0
BANK N S HALIFAX COM 064149107 18,190 449,690 SH   DFND 1,5 0 0 449,690
BANK N S HALIFAX COM 064149107 3,665 90,597 SH   DFND 6 79,700 0 10,897
BANK N S HALIFAX COM 064149107 122,617 3,031,353 SH   DFND 11 2,659,453 0 371,900
BANK NEW YORK MELLON CORP COM 064058100 126,576 3,070,747 SH   DFND 1,5 0 0 3,070,747
BANK NEW YORK MELLON CORP COM 064058100 15,016 364,280 SH   DFND 2 364,280 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,283 249,471 SH   DFND 3 249,471 0 0
BANK OF THE OZARKS INC COM 063904106 148,027 2,992,855 SH   DFND 1,5 845 0 2,992,010
BANK OF THE OZARKS INC COM 063904106 11,499 232,490 SH   DFND 11 232,490 0 0
BANKRATE INC DEL COM 06647F102 70,012 5,264,040 SH   DFND 1,5 107,660 0 5,156,380
BANKRATE INC DEL COM 06647F102 5,009 376,630 SH   DFND 6 376,630 0 0
BANKRATE INC DEL COM 06647F102 2,272 170,850 SH   DFND 7 170,850 0 0
BANNER CORP COM NEW 06652V208 75,559 1,647,603 SH   DFND 1,5 703 0 1,646,900
BAOZUN INC SPONSORED ADR 06684L103 1,574 191,674 SH   DFND 1,9 0 0 191,674
BAR HBR BANKSHARES COM 066849100 4,476 130,037 SH   DFND 1,5 130,037 0 0
BARCLAYS BANK PLC ETN DJUBS GRNS37 06739H305 2,979 98,166 SH   DFND 1,5 0 0 98,166
BARCLAYS PLC ADR 06738E204 91,207 7,037,579 SH   DFND 1,5 124,800 0 6,912,779
BARD C R INC COM 067383109 153,541 810,498 SH   DFND 1,5 52,725 0 757,773
BARD C R INC COM 067383109 4,665 24,626 SH   DFND 2 24,626 0 0
BARD C R INC COM 067383109 2,486 13,125 SH   DFND 3 13,125 0 0
BARD C R INC COM 067383109 28,577 150,848 SH   DFND 6 150,848 0 0
BARD C R INC COM 067383109 49,393 260,732 SH   DFND 7 260,732 0 0
BARNES & NOBLE ED INC COM 06777U101 3,606 362,411 SH   DFND 1,5 67,460 0 294,951
BARRICK GOLD CORP COM 067901108 32,324 4,367,869 SH   DFND 1,5 0 0 4,367,869
BARRICK GOLD CORP COM 067901108 2,736 369,750 SH   DFND 3 369,750 0 0
BARRICK GOLD CORP COM 067901108 203 27,401 SH   DFND   27,401 0 0
BAXALTA INC COM 07177M103 456,465 11,695,227 SH   DFND 1,5 754,282 0 10,940,945
BAXALTA INC COM 07177M103 7,061 180,912 SH   DFND 2 180,912 0 0
BAXALTA INC COM 07177M103 2,846 72,915 SH   DFND 3 72,915 0 0
BAXALTA INC COM 07177M103 613 15,700 SH   DFND 6 15,700 0 0
BAXTER INTL INC COM 071813109 48,550 1,272,600 SH   DFND 1,5 257,800 0 1,014,800
BAXTER INTL INC COM 071813109 6,956 182,321 SH   DFND 2 182,321 0 0
BAXTER INTL INC COM 071813109 2,429 63,676 SH   DFND 3 63,676 0 0
BAYTEX ENERGY CORP COM 07317Q105 1,586 490,000 SH   DFND 11 490,000 0 0
BAZAARVOICE INC COM 073271108 5,168 1,179,900 SH   DFND 1,5 0 0 1,179,900
BB&T CORP COM 054937107 3,880 102,606 SH   DFND 1,5 0 0 102,606
BB&T CORP COM 054937107 9,831 260,023 SH   DFND 2 260,023 0 0
BB&T CORP COM 054937107 5,973 157,976 SH   DFND 3 157,976 0 0
BBCN BANCORP INC COM 073295107 115,851 6,727,691 SH   DFND 1,5 237,695 0 6,489,996
BBCN BANCORP INC COM 073295107 2,104 122,183 SH   DFND 6 122,183 0 0
BCE INC COM NEW 05534B760 4,736 122,581 SH   DFND 6 104,477 0 18,104
BCE INC COM NEW 05534B760 4,034 104,419 SH   DFND 7 104,419 0 0
BCE INC COM NEW 05534B760 299,573 7,753,810 SH   DFND 11 7,211,980 0 541,830
BCE INC COM NEW 05534B760 900 23,300 SH   DFND   23,300 0 0
BECTON DICKINSON & CO COM 075887109 363,821 2,361,097 SH   DFND 1,5 126,328 0 2,234,769
BECTON DICKINSON & CO COM 075887109 10,823 70,238 SH   DFND 2 70,238 0 0
BECTON DICKINSON & CO COM 075887109 8,656 56,176 SH   DFND 3 56,176 0 0
BECTON DICKINSON & CO COM 075887109 754 4,891 SH   DFND 6 4,891 0 0
BECTON DICKINSON & CO COM 075887109 3,744 24,300 SH   DFND 7 24,300 0 0
BED BATH & BEYOND INC COM 075896100 489,800 10,151,285 SH   DFND 1,5 1,553,585 0 8,597,700
BED BATH & BEYOND INC COM 075896100 2,684 55,625 SH   DFND 2 55,625 0 0
BED BATH & BEYOND INC COM 075896100 869 18,006 SH   DFND 3 18,006 0 0
BEL FUSE INC CL A 077347201 3,130 215,000 SH   DFND 1,5 18,500 0 196,500
BEL FUSE INC CL B 077347300 357 20,635 SH   DFND 1,5 20,635 0 0
BELDEN INC COM 077454106 128,989 2,705,300 SH   DFND 1,5 3,600 0 2,701,700
BELLATRIX EXPLORATION LTD COM 078314101 1,268 1,070,200 SH   DFND 1,5 0 0 1,070,200
BELLEROPHON THERAPEUTICS INC COM 078771102 3,854 1,302,070 SH   DFND 1,5 0 0 1,302,070
BELLICUM PHARMACEUTICALS INC COM 079481107 38,441 1,896,454 SH   DFND 1,5 22,200 0 1,874,254
BENCHMARK ELECTRS INC COM 08160H101 5,677 274,628 SH   DFND 1,5 228 0 274,400
BENEFICIAL BANCORP INC COM 08171T102 12,221 917,524 SH   DFND 1,5 0 0 917,524
BENEFICIAL BANCORP INC COM 08171T102 10,551 792,100 SH   DFND 6 792,100 0 0
BENEFICIAL BANCORP INC COM 08171T102 4,636 348,075 SH   DFND 7 348,075 0 0
BENEFITFOCUS INC COM 08180D106 1,820 50,000 SH   DFND 1,9 0 0 50,000
BERKLEY W R CORP COM 084423102 18,556 338,930 SH   DFND 1,5 30 0 338,900
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,775,958 29,201 SH   DFND 1,5 2,317 0 26,884
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,786,232 13,527,958 SH   DFND 1,5 30,908 0 13,497,050
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 82,448 624,416 SH   DFND 2 624,416 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 50,518 382,594 SH   DFND 3 382,594 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 593 3 SH   DFND 3 3 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,725 81,224 SH   DFND 6 63,024 0 18,200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 36,496 276,401 SH   DFND 7 225,201 0 51,200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 45,208 342,380 SH   DFND 11 342,380 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 228 7,837 SH   DFND 3 7,837 0 0
BERRY PLASTICS GROUP INC COM 08579W103 85,099 2,352,100 SH   DFND 1,5 0 0 2,352,100
BEST BUY INC COM 086516101 1,230,734 40,418,193 SH   DFND 1,5 3,255,208 0 37,162,985
BEST BUY INC COM 086516101 3,026 99,379 SH   DFND 2 99,379 0 0
BEST BUY INC COM 086516101 266 8,725 SH   DFND 3 8,725 0 0
BGC PARTNERS INC CL A 05541T101 13,790 1,405,700 SH   DFND 1,5 0 0 1,405,700
BIG LOTS INC COM 089302103 48,176 1,250,019 SH   DFND 1,5 19 0 1,250,000
BIOCRYST PHARMACEUTICALS COM 09058V103 76,771 7,439,027 SH   DFND 1,5 83,198 0 7,355,829
BIOCRYST PHARMACEUTICALS COM 09058V103 506 49,000 SH   DFND 6 49,000 0 0
BIODEL INC COM NEW 09064M204 1,370 4,000,000 SH   DFND 1,5 0 0 4,000,000
BIODELIVERY SCIENCES INTL IN COM 09060J106 12,949 2,703,352 SH   DFND 1,5 1,500 0 2,701,852
BIOGEN INC COM 09062X103 3,887,411 12,689,445 SH   DFND 1,5 658,492 0 12,030,953
BIOGEN INC COM 09062X103 22,760 74,293 SH   DFND 2 74,293 0 0
BIOGEN INC COM 09062X103 20,765 67,783 SH   DFND 3 67,783 0 0
BIOGEN INC COM 09062X103 13,128 42,854 SH   DFND 6 42,854 0 0
BIOGEN INC COM 09062X103 15,814 51,620 SH   DFND 7 2,800 0 48,820
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 13,002 9,730,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,366,543 13,044,515 SH   DFND 1,5 32,247 0 13,012,268
BIOMARIN PHARMACEUTICAL INC COM 09061G101 54,781 522,920 SH   DFND 6 439,260 0 83,660
BIOMARIN PHARMACEUTICAL INC COM 09061G101 109,202 1,042,404 SH   DFND 7 703,942 0 338,462
BIOMED REALTY TRUST INC COM 09063H107 254,170 10,729,000 SH   DFND 11 10,729,000 0 0
BIOTA PHARMACEUTIALS INC COM 090694100 1,870 963,882 SH   DFND 1,5 1,000 0 962,882
BIOTIE THERAPIES OYJ SPONSORED ADR 09074D103 15,228 1,076,187 SH   DFND 1,5 0 0 1,076,187
BIOTIME INC *W EXP 10/01/201 09066L162 136 128,178 SH   DFND 1,5 0 0 128,178
BITAUTO HLDGS LTD SPONSORED ADS 091727107 1,722 60,900 SH   DFND 1,5 0 0 60,900
BITAUTO HLDGS LTD SPONSORED ADS 091727107 25,825 913,200 SH   DFND 1,9 16,800 0 896,400
BLACK BOX CORP DEL COM 091826107 18,062 1,895,328 SH   DFND 1,5 249,128 0 1,646,200
BLACK HILLS CORP COM 092113109 21,447 461,926 SH   DFND 1,5 0 0 461,926
BLACK KNIGHT FINL SVCS INC CL A 09214X100 202 6,100 SH   DFND 1,5 0 0 6,100
BLACK STONE MINERALS L P COM UNIT 09225M101 42,925 2,974,686 SH   DFND 1,5 0 0 2,974,686
BLACKBAUD INC COM 09227Q100 25,027 380,000 SH   DFND 1,5 0 0 380,000
BLACKBAUD INC COM 09227Q100 4,696 71,300 SH   DFND 1,9 0 0 71,300
BLACKBERRY LTD COM 09228F103 4,045 435,900 SH   DFND 1,5 0 0 435,900
BLACKBERRY LTD COM 09228F103 66,859 7,205,051 SH   DFND 11 7,205,051 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 362,266 8,194,218 SH   DFND 1,5 191,137 0 8,003,081
BLACKROCK INC COM 09247X101 1,665,854 4,892,088 SH   DFND 1,5 309,999 0 4,582,089
BLACKROCK INC COM 09247X101 14,331 42,087 SH   DFND 2 42,087 0 0
BLACKROCK INC COM 09247X101 10,268 30,154 SH   DFND 3 30,154 0 0
BLACKROCK INC COM 09247X101 10,515 30,879 SH   DFND 6 25,079 0 5,800
BLACKROCK INC COM 09247X101 9,466 27,800 SH   DFND 7 11,200 0 16,600
BLACKROCK INC COM 09247X101 32,315 94,900 SH   DFND 11 94,900 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,249,119 42,719,517 SH   DFND 1,5 958 0 42,718,559
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 11,193 11,000,000 PRN   DFND 1,5 0 0 0
BLOCK H & R INC COM 093671105 371,825 11,162,562 SH   DFND 1,5 177,676 0 10,984,886
BLOCK H & R INC COM 093671105 2,619 78,612 SH   DFND 2 78,612 0 0
BLOCK H & R INC COM 093671105 939 28,203 SH   DFND 3 28,203 0 0
BLOCK H & R INC COM 093671105 63,289 1,900,000 SH   DFND 11 1,900,000 0 0
BLOOMIN BRANDS INC COM 094235108 29,257 1,732,200 SH   DFND 1,5 0 0 1,732,200
BLUCORA INC COM 095229100 37,763 3,853,387 SH   DFND 1,5 0 0 3,853,387
BLUE BUFFALO PET PRODS INC COM 09531U102 50,780 2,714,062 SH   DFND 1,5 120,822 0 2,593,240
BLUE HILLS BANCORP INC COM 095573101 10,795 705,106 SH   DFND 6 705,106 0 0
BLUE NILE INC COM 09578R103 1,188 32,000 SH   DFND 11 32,000 0 0
BLUEBIRD BIO INC COM 09609G100 352,660 5,491,437 SH   DFND 1,5 802,315 0 4,689,122
BLUEBIRD BIO INC COM 09609G100 649 10,100 SH   DFND 6 10,100 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 74,835 2,841,100 SH   DFND 1,5 25,578 0 2,815,522
BLUEPRINT MEDICINES CORP COM 09627Y109 6,977 264,898 SH   DFND 4 264,898 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 7,625 289,475 SH   DFND 6 289,475 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 3,187 121,000 SH   DFND 7 121,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 65,569 5,051,512 SH   DFND 1,5 1,371 0 5,050,141
BOEING CO COM 097023105 2,433,102 16,827,595 SH   DFND 1,5 801,162 0 16,026,433
BOEING CO COM 097023105 30,350 209,907 SH   DFND 2 209,907 0 0
BOEING CO COM 097023105 32,891 227,481 SH   DFND 3 227,481 0 0
BOEING CO COM 097023105 37,630 260,250 SH   DFND 6 252,310 0 7,940
BOEING CO COM 097023105 77,861 538,495 SH   DFND 7 357,979 0 180,516
BOFI HLDG INC COM 05566U108 75,668 3,594,700 SH   DFND 1,5 51,100 0 3,543,600
BOISE CASCADE CO DEL COM 09739D100 36,954 1,447,477 SH   DFND 1,5 113 0 1,447,364
BOISE CASCADE CO DEL COM 09739D100 845 33,100 SH   DFND 6 33,100 0 0
BOISE CASCADE CO DEL COM 09739D100 1,531 59,980 SH   DFND 7 26,780 0 33,200
BONA FILM GROUP LTD SPONSORED ADS 09777B107 9,506 718,500 SH   DFND 1,9 0 0 718,500
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 214,443 6,951,142 SH   DFND 1,5 1,818 0 6,949,324
BORGWARNER INC COM 099724106 7,196 166,447 SH   DFND 1,5 137 0 166,310
BORGWARNER INC COM 099724106 3,230 74,707 SH   DFND 2 74,707 0 0
BORGWARNER INC COM 099724106 1,160 26,839 SH   DFND 3 26,839 0 0
BOSTON BEER INC CL A 100557107 224,862 1,113,673 SH   DFND 1,5 53,717 0 1,059,956
BOSTON PRIVATE FINL HLDGS IN COM 101119105 26,138 2,304,931 SH   DFND 1,5 0 0 2,304,931
BOSTON PRIVATE FINL HLDGS IN COM 101119105 42,953 3,787,725 SH   DFND 6 3,614,825 0 172,900
BOSTON PRIVATE FINL HLDGS IN COM 101119105 16,174 1,426,236 SH   DFND 7 1,203,136 0 223,100
BOSTON PROPERTIES INC COM 101121101 927,701 7,273,802 SH   DFND 1,5 2,509,955 0 4,763,847
BOSTON PROPERTIES INC COM 101121101 6,528 51,187 SH   DFND 2 51,187 0 0
BOSTON PROPERTIES INC COM 101121101 5,517 43,256 SH   DFND 3 43,256 0 0
BOSTON PROPERTIES INC COM 101121101 83,963 658,328 SH   DFND 6 638,728 0 19,600
BOSTON PROPERTIES INC COM 101121101 71,000 556,692 SH   DFND 7 318,350 0 238,342
BOSTON PROPERTIES INC COM 101121101 20,775 162,890 SH   DFND 11 162,890 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,123,559 169,390,385 SH   DFND 1,5 3,385,790 0 166,004,595
BOSTON SCIENTIFIC CORP COM 101137107 8,268 448,353 SH   DFND 2 448,353 0 0
BOSTON SCIENTIFIC CORP COM 101137107 615 33,354 SH   DFND 3 33,354 0 0
BOSTON SCIENTIFIC CORP COM 101137107 22,816 1,237,336 SH   DFND 6 1,092,436 0 144,900
BOSTON SCIENTIFIC CORP COM 101137107 20,734 1,124,424 SH   DFND 7 730,624 0 393,800
BOTTOMLINE TECH DEL INC COM 101388106 1,519 51,100 SH   DFND 6 51,100 0 0
BOTTOMLINE TECH DEL INC COM 101388106 2,250 75,680 SH   DFND 7 29,380 0 46,300
BOX INC CL A 10316T104 44,548 3,191,100 SH   DFND 1,5 0 0 3,191,100
BOX INC CL A 10316T104 2,435 174,450 SH   DFND 1,9 0 0 174,450
BOYD GAMING CORP COM 103304101 9,873 496,881 SH   DFND 1,5 33,911 0 462,970
BP PLC SPONSORED ADR 055622104 240,042 7,678,880 SH   DFND 1,5 799 0 7,678,081
BP PLC SPONSORED ADR 055622104 393 12,562 SH   DFND 3 12,562 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 139,755 10,230,993 SH   DFND 1,5 6,938,493 0 3,292,500
BRIGHT HORIZONS FAM SOL IN D COM 109194100 172,263 2,578,790 SH   DFND 1,5 107,580 0 2,471,210
BRINKER INTL INC COM 109641100 5,588 116,538 SH   DFND 1,5 13 0 116,525
BRINKER INTL INC COM 109641100 8,893 185,470 SH   DFND 6 185,470 0 0
BRINKER INTL INC COM 109641100 1,522 31,750 SH   DFND 7 31,750 0 0
BRINKS CO COM 109696104 5,793 200,744 SH   DFND 1,5 29,787 0 170,957
BRISTOL MYERS SQUIBB CO COM 110122108 3,297,363 47,933,761 SH   DFND 1,5 2,323,256 0 45,610,505
BRISTOL MYERS SQUIBB CO COM 110122108 38,250 556,039 SH   DFND 2 556,039 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 32,216 468,325 SH   DFND 3 468,325 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 22,151 322,002 SH   DFND 6 254,902 0 67,100
BRISTOL MYERS SQUIBB CO COM 110122108 22,431 326,086 SH   DFND 7 147,767 0 178,319
BRISTOL MYERS SQUIBB CO COM 110122108 30,900 449,200 SH   DFND 11 449,200 0 0
BRISTOW GROUP INC COM 110394103 31,305 1,208,700 SH   DFND 1,5 15,900 0 1,192,800
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,228,353 11,121,351 SH   DFND 1,5 144,743 0 10,976,608
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 3,556 32,196 SH   DFND 6 32,196 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 13,950 126,301 SH   DFND 7 0 0 126,301
BROADCOM CORP CL A 111320107 928,235 16,053,867 SH   DFND 1,5 1,013,443 0 15,040,424
BROADCOM CORP CL A 111320107 21,927 379,225 SH   DFND 1,9 0 0 379,225
BROADCOM CORP CL A 111320107 10,811 186,981 SH   DFND 2 186,981 0 0
BROADCOM CORP CL A 111320107 5,907 102,153 SH   DFND 3 102,153 0 0
BROADCOM CORP CL A 111320107 2,418 41,819 SH   DFND 6 41,819 0 0
BROADCOM CORP CL A 111320107 9,418 162,885 SH   DFND 7 57,500 0 105,385
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 75,594 1,406,928 SH   DFND 1,5 188 0 1,406,740
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 309 5,750 SH   DFND 3 5,750 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,250 97,715 SH   DFND 6 97,715 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 54,642 1,016,970 SH   DFND 11 1,016,970 0 0
BROADSOFT INC COM 11133B409 15,761 445,734 SH   DFND 1,5 300 0 445,434
BROADSOFT INC COM 11133B409 810 22,900 SH   DFND 1,9 0 0 22,900
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 115,833 12,617,975 SH   DFND 1,5 536,419 0 12,081,556
BROOKDALE SR LIVING INC COM 112463104 62,474 3,384,265 SH   DFND 1,5 0 0 3,384,265
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 49,271 1,561,900 SH   DFND 1,5 30,750 0 1,531,150
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 288 9,131 SH   DFND 3 9,131 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 21,983 696,859 SH   DFND 6 371,505 0 325,354
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 27,742 879,422 SH   DFND 7 721,722 0 157,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 734,597 23,286,637 SH   DFND 11 20,057,994 0 3,228,643
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,779 56,400 SH   DFND   0 0 56,400
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 17,542 463,410 SH   DFND 11 463,410 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 295,383 12,685,349 SH   DFND 11 12,685,349 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 27,609 1,053,300 SH   DFND 11 1,053,300 0 0
BROWN & BROWN INC COM 115236101 187,363 5,836,845 SH   DFND 1,5 16,500 0 5,820,345
BROWN FORMAN CORP CL B 115637209 6,044 60,878 SH   DFND 1,5 70 0 60,808
BROWN FORMAN CORP CL B 115637209 3,363 33,874 SH   DFND 2 33,874 0 0
BROWN FORMAN CORP CL B 115637209 668 6,732 SH   DFND 3 6,732 0 0
BRUKER CORP COM 116794108 337,449 13,903,953 SH   DFND 1,5 128 0 13,903,825
BRUKER CORP COM 116794108 36,223 1,492,515 SH   DFND 6 1,373,215 0 119,300
BRUKER CORP COM 116794108 20,863 859,606 SH   DFND 7 711,206 0 148,400
BRUNSWICK CORP COM 117043109 245,411 4,858,652 SH   DFND 1,5 12,752 0 4,845,900
BRUNSWICK CORP COM 117043109 33,186 657,010 SH   DFND 6 629,910 0 27,100
BRUNSWICK CORP COM 117043109 16,219 321,100 SH   DFND 7 288,900 0 32,200
BT GROUP PLC ADR 05577E101 8,639 249,600 SH   DFND 1,5 0 0 249,600
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1,656 25,099 SH   DFND 1,5 0 0 25,099
BUCKLE INC COM 118440106 101,245 3,289,300 SH   DFND 1,5 614,300 0 2,675,000
BUFFALO WILD WINGS INC COM 119848109 438,183 2,744,649 SH   DFND 1,5 250,918 0 2,493,731
BUFFALO WILD WINGS INC COM 119848109 13,498 84,548 SH   DFND 6 84,548 0 0
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BUILDERS FIRSTSOURCE INC COM 12008R107 13,320 1,202,200 SH   DFND 6 1,202,200 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 3,750 338,476 SH   DFND 7 281,876 0 56,600
BUNGE LIMITED COM G16962105 160,909 2,356,605 SH   DFND 1,5 54 0 2,356,551
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BWX TECHNOLOGIES INC COM 05605H100 461,580 14,528,801 SH   DFND 1,5 464,337 0 14,064,464
BWX TECHNOLOGIES INC COM 05605H100 10,600 333,652 SH   DFND 6 248,252 0 85,400
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 471,447 7,601,528 SH   DFND 1,5 222,500 0 7,379,028
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,969 47,870 SH   DFND 2 47,870 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,365 86,510 SH   DFND 3 86,510 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,092 33,725 SH   DFND 6 33,725 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,292 69,200 SH   DFND 7 69,200 0 0
C&J ENERGY SVCS LTD SHS G3164Q101 6,221 1,307,000 SH   DFND 1,5 0 0 1,307,000
CA INC COM 12673P105 2,965 103,825 SH   DFND 2 103,825 0 0
CA INC COM 12673P105 393 13,748 SH   DFND 3 13,748 0 0
CABLE ONE INC COM 12685J105 2,280 5,257 SH   DFND 1,5 1,011 0 4,246
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 27,653 866,869 SH   DFND 1,5 69 0 866,800
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,366 74,179 SH   DFND 2 74,179 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 393 12,305 SH   DFND 3 12,305 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 14,077 441,300 SH   DFND 6 441,300 0 0
CABOT CORP COM 127055101 1,071 26,200 SH   DFND 7 0 0 26,200
CABOT OIL & GAS CORP COM 127097103 366,677 20,727,952 SH   DFND 1,5 643,106 0 20,084,846
CABOT OIL & GAS CORP COM 127097103 2,440 137,944 SH   DFND 2 137,944 0 0
CABOT OIL & GAS CORP COM 127097103 314 17,740 SH   DFND 3 17,740 0 0
CABOT OIL & GAS CORP COM 127097103 1,495 84,493 SH   DFND 6 84,493 0 0
CACI INTL INC CL A 127190304 242,330 2,611,875 SH   DFND 1,5 41 0 2,611,834
CADENCE DESIGN SYSTEM INC COM 127387108 112,611 5,411,400 SH   DFND 1,5 0 0 5,411,400
CADENCE DESIGN SYSTEM INC COM 127387108 1,401 67,300 SH   DFND 1,9 0 0 67,300
CAE INC COM 124765108 309 27,830 SH   DFND 6 0 0 27,830
CAE INC COM 124765108 42,603 3,840,400 SH   DFND 11 3,840,400 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 151,797 3,502,459 SH   DFND 1,5 392,883 0 3,109,576
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 1,136 26,200 SH   DFND 6 26,200 0 0
CALATLANTIC GROUP INC COM 128195104 53,887 1,421,072 SH   DFND 1,5 0 0 1,421,072
CALATLANTIC GROUP INC COM 128195104 4,107 108,320 SH   DFND 6 58,691 0 49,629
CALATLANTIC GROUP INC COM 128195104 6,374 168,093 SH   DFND 7 116,323 0 51,770
CALAVO GROWERS INC COM 128246105 15,249 311,200 SH   DFND 1,5 0 0 311,200
CALIFORNIA RES CORP COM 13057Q107 40,084 17,203,423 SH   DFND 1,5 34 0 17,203,389
CALITHERA BIOSCIENCES INC COM 13089P101 20,522 2,679,158 SH   DFND 1,5 4,256 0 2,674,902
CALITHERA BIOSCIENCES INC COM 13089P101 98 12,800 SH   DFND 6 12,800 0 0
CALIX INC COM 13100M509 146 18,500 SH   DFND 1,5 0 0 18,500
CALIX INC COM 13100M509 2,884 366,500 SH   DFND 6 366,500 0 0
CALIX INC COM 13100M509 1,305 165,800 SH   DFND 7 165,800 0 0
CALLIDUS SOFTWARE INC COM 13123E500 6,512 350,700 SH   DFND 1,5 700 0 350,000
CALLIDUS SOFTWARE INC COM 13123E500 28,285 1,523,135 SH   DFND 6 1,523,135 0 0
CALLIDUS SOFTWARE INC COM 13123E500 5,878 316,540 SH   DFND 7 316,540 0 0
CALLON PETE CO DEL COM 13123X102 12,928 1,550,100 SH   DFND 6 1,550,100 0 0
CALLON PETE CO DEL COM 13123X102 2,428 291,080 SH   DFND 7 291,080 0 0
CALPINE CORP COM NEW 131347304 163,184 11,277,412 SH   DFND 1,5 15,272 0 11,262,140
CAMDEN NATL CORP COM 133034108 30,960 702,210 SH   DFND 1,5 78,133 0 624,077
CAMDEN PPTY TR SH BEN INT 133131102 220,353 2,870,680 SH   DFND 1,5 1,889,080 0 981,600
CAMECO CORP COM 13321L108 14,348 1,163,091 SH   DFND 1,5 15,791 0 1,147,300
CAMERON INTERNATIONAL CORP COM 13342B105 167,066 2,643,456 SH   DFND 1,5 662 0 2,642,794
CAMERON INTERNATIONAL CORP COM 13342B105 4,026 63,698 SH   DFND 2 63,698 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,244 19,680 SH   DFND 3 19,680 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 270 4,272 SH   DFND 6 4,272 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 4,768 75,439 SH   DFND 7 75,439 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 4,108 65,000 SH   DFND 11 65,000 0 0
CAMPBELL SOUP CO COM 134429109 23,103 439,640 SH   DFND 1,5 56,240 0 383,400
CAMPBELL SOUP CO COM 134429109 3,146 59,861 SH   DFND 2 59,861 0 0
CAMPBELL SOUP CO COM 134429109 7,068 134,496 SH   DFND 3 134,496 0 0
CANADIAN NAT RES LTD COM 136385101 109,391 5,008,728 SH   DFND 1,5 259,070 0 4,749,658
CANADIAN NAT RES LTD COM 136385101 2,670 122,242 SH   DFND 3 122,242 0 0
CANADIAN NAT RES LTD COM 136385101 21,534 985,978 SH   DFND 6 526,605 0 459,373
CANADIAN NAT RES LTD COM 136385101 21,451 982,200 SH   DFND 7 796,200 0 186,000
CANADIAN NAT RES LTD COM 136385101 666,567 30,520,459 SH   DFND 11 27,753,965 0 2,766,494
CANADIAN NAT RES LTD COM 136385101 769 35,199 SH   DFND   0 0 35,199
CANADIAN NATL RY CO COM 136375102 74,675 1,335,840 SH   DFND 1,5 0 0 1,335,840
CANADIAN NATL RY CO COM 136375102 232 4,148 SH   DFND 3 4,148 0 0
CANADIAN NATL RY CO COM 136375102 1,632 29,186 SH   DFND 6 10,602 0 18,584
CANADIAN NATL RY CO COM 136375102 17,230 308,229 SH   DFND 7 259,429 0 48,800
CANADIAN NATL RY CO COM 136375102 376,148 6,728,836 SH   DFND 11 6,472,736 0 256,100
CANADIAN NATL RY CO COM 136375102 1,727 30,900 SH   DFND   6,500 0 24,400
CANADIAN PAC RY LTD COM 13645T100 481,303 3,768,340 SH   DFND 1,5 258,391 0 3,509,949
CANADIAN PAC RY LTD COM 13645T100 1,958 15,330 SH   DFND 6 230 0 15,100
CANADIAN PAC RY LTD COM 13645T100 476,834 3,733,352 SH   DFND 11 3,303,445 0 429,907
CANADIAN PAC RY LTD COM 13645T100 1,175 9,200 SH   DFND   9,200 0 0
CANON INC SPONSORED ADR 138006309 7,475 248,100 SH   DFND 1,5 0 0 248,100
CAPITAL ONE FINL CORP COM 14040H105 1,771,880 24,548,079 SH   DFND 1,5 253,323 0 24,294,756
CAPITAL ONE FINL CORP COM 14040H105 12,800 177,330 SH   DFND 2 177,330 0 0
CAPITAL ONE FINL CORP COM 14040H105 13,426 186,012 SH   DFND 3 186,012 0 0
CAPITAL ONE FINL CORP COM 14040H105 44,079 610,682 SH   DFND 6 411,810 0 198,872
CAPITAL ONE FINL CORP COM 14040H105 148,614 2,058,936 SH   DFND 7 1,352,756 0 706,180
CAPITAL SR LIVING CORP COM 140475104 14,632 701,430 SH   DFND 1,5 143,330 0 558,100
CAPITAL SR LIVING CORP COM 140475104 8,394 402,400 SH   DFND 6 402,400 0 0
CAPITAL SR LIVING CORP COM 140475104 3,642 174,600 SH   DFND 7 174,600 0 0
CAPITOL FED FINL INC COM 14057J101 389 31,000 SH   DFND 1,5 0 0 31,000
CAPSTEAD MTG CORP COM NO PAR 14067E506 326 37,300 SH   DFND 1,5 0 0 37,300
CAPSTEAD MTG CORP COM NO PAR 14067E506 90 10,282 SH   DFND 3 10,282 0 0
CARA THERAPEUTICS INC COM 140755109 65,350 3,876,023 SH   DFND 1,5 0 0 3,876,023
CARBO CERAMICS INC COM 140781105 60,066 3,492,200 SH   DFND 1,5 1,347,900 0 2,144,300
CARBYLAN THERAPEUTICS INC COM 141384107 12,182 3,365,147 SH   DFND 1,5 0 0 3,365,147
CARDINAL FINL CORP COM 14149F109 246 10,829 SH   DFND 3 10,829 0 0
CARDINAL HEALTH INC COM 14149Y108 409,158 4,583,371 SH   DFND 1,5 291,680 0 4,291,691
CARDINAL HEALTH INC COM 14149Y108 9,788 109,649 SH   DFND 2 109,649 0 0
CARDINAL HEALTH INC COM 14149Y108 6,133 68,697 SH   DFND 3 68,697 0 0
CARDINAL HEALTH INC COM 14149Y108 2,242 25,117 SH   DFND 6 25,117 0 0
CARDINAL HEALTH INC COM 14149Y108 9,115 102,108 SH   DFND 7 102,108 0 0
CARDINAL HEALTH INC COM 14149Y108 57,571 644,914 SH   DFND 11 644,914 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 5,088 627,363 SH   DFND 1,5 0 0 627,363
CARDIOVASCULAR SYS INC DEL COM 141619106 6,048 400,000 SH   DFND 1,5 0 0 400,000
CARDTRONICS INC COM 14161H108 84,795 2,519,900 SH   DFND 1,5 42,400 0 2,477,500
CARE CAP PPTYS INC COM 141624106 9,716 317,832 SH   DFND 1,5 0 0 317,832
CARLISLE COS INC COM 142339100 19,451 219,315 SH   DFND 6 219,315 0 0
CARLISLE COS INC COM 142339100 6,397 72,126 SH   DFND 7 59,126 0 13,000
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 9,848 630,500 SH   DFND 1,5 0 0 630,500
CARMAX INC COM 143130102 146,588 2,716,107 SH   DFND 1,5 477,238 0 2,238,869
CARMAX INC COM 143130102 3,645 67,538 SH   DFND 2 67,538 0 0
CARMAX INC COM 143130102 452 8,369 SH   DFND 3 8,369 0 0
CARNIVAL CORP PAIRED CTF 143658300 8,358 153,413 SH   DFND 2 153,413 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,273 133,506 SH   DFND 3 133,506 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 65,326 2,158,099 SH   DFND 1,5 0 0 2,158,099
CARPENTER TECHNOLOGY CORP COM 144285103 739 24,400 SH   DFND 6 24,400 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 657 21,700 SH   DFND 7 11,500 0 10,200
CARRIAGE SVCS INC COM 143905107 33,549 1,392,094 SH   DFND 1,5 0 0 1,392,094
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 11,169 9,480,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 21,525 893,142 SH   DFND 6 893,142 0 0
CARRIAGE SVCS INC COM 143905107 3,012 124,988 SH   DFND 7 124,988 0 0
CARRIZO OIL & GAS INC COM 144577103 9,522 321,900 SH   DFND 1,5 600 0 321,300
CARRIZO OIL & GAS INC COM 144577103 32,492 1,098,459 SH   DFND 6 1,098,459 0 0
CARRIZO OIL & GAS INC COM 144577103 7,275 245,940 SH   DFND 7 245,940 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 6,874 585,550 SH   DFND 6 585,550 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 2,975 253,430 SH   DFND 7 253,430 0 0
CASEYS GEN STORES INC COM 147528103 61,851 513,500 SH   DFND 1,5 0 0 513,500
CASH AMER INTL INC COM 14754D100 722 24,119 SH   DFND 1,5 12,200 0 11,919
CASTLIGHT HEALTH INC CL B 14862Q100 25,401 5,948,764 SH   DFND 1,5 813,690 0 5,135,074
CASTLIGHT HEALTH INC CL B 14862Q100 230 53,900 SH   DFND 6 53,900 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 11,391 1,436,498 SH   DFND 1,5 4,907 0 1,431,591
CATABASIS PHARMACEUTICALS IN COM 14875P107 165 20,800 SH   DFND 6 20,800 0 0
CATALENT INC COM 148806102 126,401 5,049,970 SH   DFND 1,5 178,700 0 4,871,270
CATERPILLAR INC DEL COM 149123101 70,218 1,033,225 SH   DFND 1,5 94,200 0 939,025
CATERPILLAR INC DEL COM 149123101 13,188 194,058 SH   DFND 2 194,058 0 0
CATERPILLAR INC DEL COM 149123101 5,875 86,454 SH   DFND 3 86,454 0 0
CATERPILLAR INC DEL COM 149123101 5,608 82,520 SH   DFND 6 37,980 0 44,540
CATERPILLAR INC DEL COM 149123101 21,205 312,022 SH   DFND 7 167,515 0 144,507
CATHAY GEN BANCORP COM 149150104 167,929 5,360,000 SH   DFND 1,5 260,000 0 5,100,000
CAVIUM INC COM 14964U108 384,501 5,851,478 SH   DFND 1,5 938,182 0 4,913,296
CAVIUM INC COM 14964U108 21,414 325,891 SH   DFND 1,9 0 0 325,891
CAVIUM INC COM 14964U108 66,004 1,004,468 SH   DFND 6 968,768 0 35,700
CAVIUM INC COM 14964U108 26,891 409,240 SH   DFND 7 356,740 0 52,500
CBIZ INC COM 124805102 46,664 4,732,700 SH   DFND 1,5 47,600 0 4,685,100
CBIZ INC COM 124805102 8,998 912,551 SH   DFND 6 912,551 0 0
CBIZ INC COM 124805102 4,888 495,754 SH   DFND 7 495,754 0 0
CBL & ASSOC PPTYS INC COM 124830100 66,005 5,335,871 SH   DFND 1,5 0 0 5,335,871
CBRE GROUP INC CL A 12504L109 516,821 14,945,666 SH   DFND 1,5 69,425 0 14,876,241
CBRE GROUP INC CL A 12504L109 3,351 96,899 SH   DFND 2 96,899 0 0
CBRE GROUP INC CL A 12504L109 891 25,757 SH   DFND 3 25,757 0 0
CBRE GROUP INC CL A 12504L109 9,751 281,984 SH   DFND 6 281,984 0 0
CBRE GROUP INC CL A 12504L109 28,922 836,372 SH   DFND 7 827,772 0 8,600
CBS CORP NEW CL B 124857202 62,931 1,335,258 SH   DFND 1,5 58 0 1,335,200
CBS CORP NEW CL B 124857202 6,813 144,553 SH   DFND 2 144,553 0 0
CBS CORP NEW CL B 124857202 10,001 212,191 SH   DFND 3 212,191 0 0
CDK GLOBAL INC COM 12508E101 2,366 49,849 SH   DFND 1,5 9,153 0 40,696
CDK GLOBAL INC COM 12508E101 228 4,808 SH   DFND 3 4,808 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,654 25,100 SH   DFND 6 25,100 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 45,070 683,880 SH   DFND 11 683,880 0 0
CDW CORP COM 12514G108 657,316 15,635,492 SH   DFND 1,5 1,087,701 0 14,547,791
CDW CORP COM 12514G108 71,556 1,702,100 SH   DFND 6 1,702,100 0 0
CDW CORP COM 12514G108 6,487 154,300 SH   DFND 7 154,300 0 0
CEB INC COM 125134106 83,184 1,355,013 SH   DFND 1,5 0 0 1,355,013
CECO ENVIRONMENTAL CORP COM 125141101 6,119 796,800 SH   DFND 1,5 69,600 0 727,200
CEDAR FAIR L P DEPOSITRY UNIT 150185106 26,286 470,743 SH   DFND 1,5 0 0 470,743
CEDAR REALTY TRUST INC COM NEW 150602209 74,894 10,578,297 SH   DFND 1,5 3,514,376 0 7,063,921
CEDAR REALTY TRUST INC COM NEW 150602209 10,726 1,514,992 SH   DFND 6 1,514,992 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,701 664,051 SH   DFND 7 66,070 0 597,981
CELADON GROUP INC COM 150838100 2,605 263,427 SH   DFND 1,5 4,427 0 259,000
CELANESE CORP DEL COM SER A 150870103 63,528 943,534 SH   DFND 1,5 288 0 943,246
CELANESE CORP DEL COM SER A 150870103 1,435 21,312 SH   DFND 3 21,312 0 0
CELESTICA INC SUB VTG SHS 15101Q108 663 60,000 SH   DFND 1,5 60,000 0 0
CELGENE CORP COM 151020104 3,657,940 30,543,918 SH   DFND 1,5 1,077,776 0 29,466,142
CELGENE CORP COM 151020104 31,360 261,858 SH   DFND 2 261,858 0 0
CELGENE CORP COM 151020104 27,847 232,524 SH   DFND 3 232,524 0 0
CELGENE CORP COM 151020104 15,054 125,700 SH   DFND 6 125,700 0 0
CELLCOM ISRAEL LTD SHS M2196U109 11,820 1,898,076 SH   DFND 1,5 1,135,518 0 762,558
CELLDEX THERAPEUTICS INC NEW COM 15117B103 225,735 14,396,363 SH   DFND 1,5 1,336,113 0 13,060,250
CELLDEX THERAPEUTICS INC NEW COM 15117B103 6,103 389,220 SH   DFND 6 389,220 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 177 11,270 SH   DFND 7 6,070 0 5,200
CELLECTIS S A SPONSORED ADS 15117K103 108,846 3,507,761 SH   DFND 1,5 136,189 0 3,371,572
CEMPRA INC COM 15130J109 175,310 5,631,552 SH   DFND 1,5 500 0 5,631,052
CEMPRA INC COM 15130J109 27,713 890,219 SH   DFND 6 890,219 0 0
CEMPRA INC COM 15130J109 2,280 73,240 SH   DFND 7 73,240 0 0
CENOVUS ENERGY INC COM 15135U109 108,209 8,555,917 SH   DFND 1,5 159,277 0 8,396,640
CENOVUS ENERGY INC COM 15135U109 1,379 108,997 SH   DFND 6 108,997 0 0
CENTENE CORP DEL COM 15135B101 11,969 181,872 SH   DFND 1,5 86 0 181,786
CENTERPOINT ENERGY INC COM 15189T107 82,348 4,485,160 SH   DFND 1,5 269,660 0 4,215,500
CENTERPOINT ENERGY INC COM 15189T107 2,633 143,406 SH   DFND 2 143,406 0 0
CENTERPOINT ENERGY INC COM 15189T107 600 32,707 SH   DFND 3 32,707 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,050 57,200 SH   DFND 6 57,200 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 2,721 220,138 SH   DFND 1,5 0 0 220,138
CENTURYLINK INC COM 156700106 101,371 4,029,044 SH   DFND 1,5 1,357 0 4,027,687
CENTURYLINK INC COM 156700106 4,604 182,983 SH   DFND 2 182,983 0 0
CENTURYLINK INC COM 156700106 4,206 167,182 SH   DFND 3 167,182 0 0
CEPHEID COM 15670R107 103,583 2,835,555 SH   DFND 1,5 449,100 0 2,386,455
CERNER CORP COM 156782104 542,385 9,014,211 SH   DFND 1,5 683,821 0 8,330,390
CERNER CORP COM 156782104 6,106 101,481 SH   DFND 2 101,481 0 0
CERNER CORP COM 156782104 5,008 83,231 SH   DFND 3 83,231 0 0
CERULEAN PHARMA INC COM 15708Q105 11,005 3,930,414 SH   DFND 1,5 0 0 3,930,414
CF INDS HLDGS INC COM 125269100 707,710 17,341,571 SH   DFND 1,5 519,484 0 16,822,087
CF INDS HLDGS INC COM 125269100 3,170 77,684 SH   DFND 2 77,684 0 0
CF INDS HLDGS INC COM 125269100 581 14,242 SH   DFND 3 14,242 0 0
CF INDS HLDGS INC COM 125269100 12,439 304,805 SH   DFND 6 304,805 0 0
CF INDS HLDGS INC COM 125269100 13,875 340,000 SH   DFND 7 340,000 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 1,449 58,400 SH   DFND 1,9 0 0 58,400
CHANNELADVISOR CORP COM 159179100 9,110 657,756 SH   DFND 1,9 0 0 657,756
CHARLES RIV LABS INTL INC COM 159864107 149,700 1,862,176 SH   DFND 11 1,862,176 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,136,923 6,209,300 SH   DFND 1,5 119,174 0 6,090,126
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,044 5,700 SH   DFND 6 5,700 0 0
CHASE CORP COM 16150R104 38,312 940,623 SH   DFND 1,5 117,623 0 823,000
CHECK POINT SOFTWARE TECH LT ORD M22465104 273,371 3,359,197 SH   DFND 1,5 272,091 0 3,087,106
CHEETAH MOBILE INC ADR 163075104 1,362 85,000 SH   DFND   85,000 0 0
CHEFS WHSE INC COM 163086101 11,875 711,935 SH   DFND 1,5 0 0 711,935
CHEGG INC COM 163092109 6,301 936,200 SH   DFND 1,5 0 0 936,200
CHEMED CORP NEW COM 16359R103 239,680 1,600,000 SH   DFND 1,5 0 0 1,600,000
CHEMOURS CO COM 163851108 2,854 532,475 SH   DFND 1,5 10,000 0 522,475
CHEMTURA CORP COM NEW 163893209 16,640 610,200 SH   DFND 1,5 0 0 610,200
CHENIERE ENERGY INC COM NEW 16411R208 28,757 772,000 SH   DFND 1,5 0 0 772,000
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 21,818 836,900 SH   DFND 1,5 0 0 836,900
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 58,902 3,385,175 SH   DFND 1,5 0 0 3,385,175
CHESAPEAKE ENERGY CORP COM 165167107 445 98,900 SH   DFND 1,5 0 0 98,900
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 4,956 10,545,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 776 172,492 SH   DFND 2 172,492 0 0
CHESAPEAKE ENERGY CORP COM 165167107 109 24,131 SH   DFND 3 24,131 0 0
CHEVRON CORP NEW COM 166764100 4,603,535 51,173,137 SH   DFND 1,5 1,691,677 0 49,481,460
CHEVRON CORP NEW COM 166764100 83,096 923,700 SH   DFND 1,10 14,400 0 909,300
CHEVRON CORP NEW COM 166764100 56,430 627,282 SH   DFND 2 627,282 0 0
CHEVRON CORP NEW COM 166764100 74,909 832,693 SH   DFND 3 832,693 0 0
CHEVRON CORP NEW COM 166764100 46,412 515,916 SH   DFND 6 474,506 0 41,410
CHEVRON CORP NEW COM 166764100 87,215 969,482 SH   DFND 7 452,833 0 516,649
CHIASMA INC COM 16706W102 60,690 3,101,175 SH   DFND 1,5 30,448 0 3,070,727
CHIASMA INC COM 16706W102 492 25,150 SH   DFND 6 25,150 0 0
CHICOS FAS INC COM 168615102 34,441 3,227,830 SH   DFND 1,5 183,070 0 3,044,760
CHILDRENS PL INC COM 168905107 553 10,011 SH   DFND 1,5 10,011 0 0
CHIMERA INVT CORP COM NEW 16934Q208 5,048 370,080 SH   DFND 1,5 0 0 370,080
CHIMERIX INC COM 16934W106 61,916 6,918,015 SH   DFND 1,5 841,158 0 6,076,857
CHINA BIOLOGIC PRODS INC COM 16938C106 159,127 1,116,993 SH   DFND 1,5 32,761 0 1,084,232
CHINA BIOLOGIC PRODS INC COM 16938C106 7,778 54,600 SH   DFND 1,9 0 0 54,600
CHINA BIOLOGIC PRODS INC COM 16938C106 3,077 21,600 SH   DFND 7 21,600 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 16,593 530,800 SH   DFND 1,5 108,700 0 422,100
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 183,503 3,257,636 SH   DFND 1,5 114,496 0 3,143,140
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 20,596 1,707,796 SH   DFND 1,5 60,890 0 1,646,906
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 625 75,900 SH   DFND 1,9 0 0 75,900
CHIPMOS TECH BERMUDA LTD SHS G2110R114 14,692 742,023 SH   DFND 1,9 0 0 742,023
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,748,451 3,643,744 SH   DFND 1,5 259,494 0 3,384,250
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,988 10,395 SH   DFND 2 10,395 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,305 4,804 SH   DFND 3 4,804 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,871 12,235 SH   DFND 6 12,235 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,728 7,770 SH   DFND 7 7,770 0 0
CHUBB CORP COM 171232101 2,285,923 17,234,039 SH   DFND 1,5 673,731 0 16,560,308
CHUBB CORP COM 171232101 10,038 75,678 SH   DFND 2 75,678 0 0
CHUBB CORP COM 171232101 32,454 244,680 SH   DFND 3 244,680 0 0
CHUBB CORP COM 171232101 7,282 54,900 SH   DFND 6 54,900 0 0
CHUBB CORP COM 171232101 52,592 396,500 SH   DFND 11 396,500 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,375 79,100 SH   DFND 1,5 0 0 79,100
CHURCH & DWIGHT INC COM 171340102 163,207 1,922,800 SH   DFND 1,5 184,900 0 1,737,900
CHURCH & DWIGHT INC COM 171340102 3,701 43,600 SH   DFND 2 43,600 0 0
CHURCH & DWIGHT INC COM 171340102 443 5,215 SH   DFND 3 5,215 0 0
CHUYS HLDGS INC COM 171604101 68,850 2,196,867 SH   DFND 1,5 448,525 0 1,748,342
CIBER INC COM 17163B102 2,132 607,500 SH   DFND 1,5 0 0 607,500
CIDARA THERAPEUTICS INC COM 171757107 33,743 1,966,401 SH   DFND 1,5 33,939 0 1,932,462
CIENA CORP COM NEW 171779309 6,428 310,700 SH   DFND 1,5 0 0 310,700
CIENA CORP COM NEW 171779309 16,109 778,600 SH   DFND 1,9 0 0 778,600
CIGNA CORPORATION COM 125509109 1,481,082 10,121,521 SH   DFND 1,5 160,770 0 9,960,751
CIGNA CORPORATION COM 125509109 12,564 85,858 SH   DFND 2 85,858 0 0
CIGNA CORPORATION COM 125509109 11,002 75,190 SH   DFND 3 75,190 0 0
CIGNA CORPORATION COM 125509109 57,317 391,700 SH   DFND 11 391,700 0 0
CIMAREX ENERGY CO COM 171798101 473,346 5,295,888 SH   DFND 1,5 61,726 0 5,234,162
CIMAREX ENERGY CO COM 171798101 2,817 31,517 SH   DFND 2 31,517 0 0
CIMAREX ENERGY CO COM 171798101 225 2,522 SH   DFND 3 2,522 0 0
CIMAREX ENERGY CO COM 171798101 1,241 13,888 SH   DFND 6 13,888 0 0
CIMAREX ENERGY CO COM 171798101 16,178 181,000 SH   DFND 11 181,000 0 0
CIMPRESS N V SHS EURO N20146101 223,541 2,755,000 SH   DFND 1,5 0 0 2,755,000
CINCINNATI BELL INC NEW COM 171871106 6,010 1,669,500 SH   DFND 1,5 0 0 1,669,500
CINCINNATI FINL CORP COM 172062101 2,908 49,151 SH   DFND 2 49,151 0 0
CINCINNATI FINL CORP COM 172062101 1,136 19,207 SH   DFND 3 19,207 0 0
CINEMARK HOLDINGS INC COM 17243V102 121,989 3,649,100 SH   DFND 1,5 12,900 0 3,636,200
CINEMARK HOLDINGS INC COM 17243V102 12,627 377,722 SH   DFND 6 377,722 0 0
CINEMARK HOLDINGS INC COM 17243V102 2,360 70,600 SH   DFND 7 70,600 0 0
CINER RES LP COM UNIT LTD 172464109 4,687 209,988 SH   DFND 1,5 0 0 209,988
CINTAS CORP COM 172908105 2,654 29,146 SH   DFND 2 29,146 0 0
CINTAS CORP COM 172908105 2,230 24,496 SH   DFND 3 24,496 0 0
CIRRUS LOGIC INC COM 172755100 200,627 6,793,994 SH   DFND 1,5 174,811 0 6,619,183
CIRRUS LOGIC INC COM 172755100 3,064 103,766 SH   DFND 1,9 0 0 103,766
CIRRUS LOGIC INC COM 172755100 61,830 2,093,806 SH   DFND 6 2,020,506 0 73,300
CIRRUS LOGIC INC COM 172755100 16,607 562,390 SH   DFND 7 512,890 0 49,500
CISCO SYS INC COM 17275R102 1,914,365 70,497,715 SH   DFND 1,5 2,596,233 0 67,901,482
CISCO SYS INC COM 17275R102 109,693 4,039,500 SH   DFND 1,9 0 0 4,039,500
CISCO SYS INC COM 17275R102 45,942 1,691,853 SH   DFND 2 1,691,853 0 0
CISCO SYS INC COM 17275R102 66,269 2,440,406 SH   DFND 3 2,440,406 0 0
CISCO SYS INC COM 17275R102 25,102 924,392 SH   DFND 6 823,932 0 100,460
CISCO SYS INC COM 17275R102 46,890 1,726,760 SH   DFND 7 537,920 0 1,188,840
CIT GROUP INC COM NEW 125581801 278,337 7,011,001 SH   DFND 1,5 957,799 0 6,053,202
CITI TRENDS INC COM 17306X102 28,135 1,324,000 SH   DFND 1,5 138,934 0 1,185,066
CITIGROUP INC COM NEW 172967424 4,263,245 82,381,537 SH   DFND 1,5 2,239,500 0 80,142,037
CITIGROUP INC COM NEW 172967424 51,382 992,895 SH   DFND 2 992,895 0 0
CITIGROUP INC COM NEW 172967424 32,712 632,110 SH   DFND 3 632,110 0 0
CITIGROUP INC COM NEW 172967424 65,679 1,269,159 SH   DFND 6 1,143,099 0 126,060
CITIGROUP INC COM NEW 172967424 164,975 3,187,914 SH   DFND 7 1,999,999 0 1,187,915
CITIGROUP INC COM NEW 172967424 52,185 1,008,414 SH   DFND 11 1,008,414 0 0
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CLECO CORP NEW COM 12561W105 61,542 1,178,743 SH   DFND 11 1,178,743 0 0
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CLOROX CO DEL COM 189054109 5,457 43,026 SH   DFND 2 43,026 0 0
CLOROX CO DEL COM 189054109 5,125 40,407 SH   DFND 3 40,407 0 0
CLOVIS ONCOLOGY INC COM 189464100 95,456 2,727,310 SH   DFND 1,5 178,900 0 2,548,410
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CNOOC LTD SPONSORED ADR 126132109 15,991 153,200 SH   DFND 1,9 0 0 153,200
CNOVA N V SHS N20947102 4,782 1,984,152 SH   DFND 1,5 70,680 0 1,913,472
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COCA COLA ENTERPRISES INC NE COM 19122T109 10,833 220,000 SH   DFND 1,5 0 0 220,000
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CODEXIS INC COM 192005106 6,342 1,499,310 SH   DFND 1,5 2,200 0 1,497,110
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COHERUS BIOSCIENCES INC COM 19249H103 104,682 4,559,311 SH   DFND 1,5 506,411 0 4,052,900
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COLGATE PALMOLIVE CO COM 194162103 2,946,229 44,224,389 SH   DFND 1,5 2,942,538 0 41,281,851
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COLLEGIUM PHARMACEUTICAL INC COM 19459J104 15,950 580,000 SH   DFND 1,5 0 0 580,000
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COLUMBIA PIPELINE GROUP INC COM 198280109 2,594 129,692 SH   DFND 2 129,692 0 0
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COLUMBIA SPORTSWEAR CO COM 198516106 164,792 3,379,650 SH   DFND 1,5 573,746 0 2,805,904
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COLUMBUS MCKINNON CORP N Y COM 199333105 41,939 2,219,000 SH   DFND 1,5 0 0 2,219,000
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COMERICA INC COM 200340107 538,451 12,872,368 SH   DFND 1,5 270,538 0 12,601,830
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CONNECTONE BANCORP INC NEW COM 20786W107 49,459 2,646,300 SH   DFND 1,5 75,000 0 2,571,300
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CONSOL ENERGY INC COM 20854P109 43,596 5,518,420 SH   DFND 1,5 276,369 0 5,242,051
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CONTANGO OIL & GAS COMPANY COM NEW 21075N204 5,821 908,171 SH   DFND 1,5 70,965 0 837,206
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CRA INTL INC COM 12618T105 5,076 272,150 SH   DFND 1,5 100,150 0 172,000
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CROWN CASTLE INTL CORP NEW COM 22822V101 9,983 115,479 SH   DFND 3 115,479 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,271 14,700 SH   DFND 6 14,700 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 50,444 583,500 SH   DFND 11 583,500 0 0
CROWN HOLDINGS INC COM 228368106 2,810 55,427 SH   DFND 3 55,427 0 0
CROWN MEDIA HLDGS INC CL A 228411104 18,130 3,231,762 SH   DFND 1,5 347,162 0 2,884,600
CSG SYS INTL INC COM 126349109 15,834 440,070 SH   DFND 1,5 0 0 440,070
CSG SYS INTL INC COM 126349109 54,833 1,523,998 SH   DFND 11 1,523,998 0 0
CSRA INC COM 12650T104 141,927 4,730,900 SH   DFND 1,5 401,200 0 4,329,700
CSRA INC COM 12650T104 1,377 45,896 SH   DFND 2 45,896 0 0
CSRA INC COM 12650T104 327 10,890 SH   DFND 3 10,890 0 0
CST BRANDS INC COM 12646R105 112,277 2,868,600 SH   DFND 1,5 262,100 0 2,606,500
CSX CORP COM 126408103 407,185 15,691,141 SH   DFND 1,5 179,385 0 15,511,756
CSX CORP COM 126408103 8,432 324,948 SH   DFND 2 324,948 0 0
CSX CORP COM 126408103 3,717 143,243 SH   DFND 3 143,243 0 0
CSX CORP COM 126408103 18,908 728,649 SH   DFND 6 631,939 0 96,710
CSX CORP COM 126408103 37,414 1,441,761 SH   DFND 7 878,490 0 563,271
CTI BIOPHARMA CORP COM 12648L106 34,341 27,919,722 SH   DFND 1,5 0 0 27,919,722
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 167,368 3,612,514 SH   DFND 1,5 492,795 0 3,119,719
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 35,017 755,818 SH   DFND 1,9 14,418 0 741,400
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 14,853 320,600 SH   DFND 1,10 5,200 0 315,400
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,350 29,146 SH   DFND 6 29,146 0 0
CUBESMART COM 229663109 1,598 52,200 SH   DFND 6 52,200 0 0
CUBESMART COM 229663109 4,302 140,500 SH   DFND 7 89,400 0 51,100
CUMMINS INC COM 231021106 115,562 1,313,051 SH   DFND 1,5 3,886 0 1,309,165
CUMMINS INC COM 231021106 4,818 54,747 SH   DFND 2 54,747 0 0
CUMMINS INC COM 231021106 2,956 33,593 SH   DFND 3 33,593 0 0
CUMMINS INC COM 231021106 2,024 22,993 SH   DFND 6 16,753 0 6,240
CUMMINS INC COM 231021106 2,384 27,091 SH   DFND 7 2,530 0 24,561
CUMULUS MEDIA INC CL A 231082108 1,487 4,505,268 SH   DFND 1,5 3,242,400 0 1,262,868
CURIS INC COM 231269101 56,044 19,259,199 SH   DFND 1,5 0 0 19,259,199
CURRENCYSHARES EURO TR EURO SHS 23130C108 4,735 44,500 SH   DFND 1,5 0 0 44,500
CURTISS WRIGHT CORP COM 231561101 77,936 1,137,755 SH   DFND 1,5 0 0 1,137,755
CUTERA INC COM 232109108 5,716 446,900 SH   DFND 1,5 86,000 0 360,900
CVB FINL CORP COM 126600105 140,538 8,306,057 SH   DFND 1,5 401,812 0 7,904,245
CVB FINL CORP COM 126600105 13,632 805,673 SH   DFND 6 805,673 0 0
CVB FINL CORP COM 126600105 7,594 448,840 SH   DFND 7 358,940 0 89,900
CVENT INC COM 23247G109 208,745 5,979,510 SH   DFND 1,5 7,400 0 5,972,110
CVENT INC COM 23247G109 10,936 313,259 SH   DFND 1,9 0 0 313,259
CVS HEALTH CORP COM 126650100 4,289,880 43,877,265 SH   DFND 1,5 1,974,366 0 41,902,899
CVS HEALTH CORP COM 126650100 36,084 369,068 SH   DFND 2 369,068 0 0
CVS HEALTH CORP COM 126650100 47,610 486,960 SH   DFND 3 486,960 0 0
CVS HEALTH CORP COM 126650100 66,496 680,131 SH   DFND 6 539,779 0 140,352
CVS HEALTH CORP COM 126650100 169,469 1,733,343 SH   DFND 7 1,071,942 0 661,401
CVS HEALTH CORP COM 126650100 166,132 1,699,208 SH   DFND 11 1,699,208 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 128,543 2,847,650 SH   DFND 1,5 418,450 0 2,429,200
CYPRESS SEMICONDUCTOR CORP COM 232806109 118,523 12,081,809 SH   DFND 1,5 1,103,691 0 10,978,118
CYPRESS SEMICONDUCTOR CORP COM 232806109 21,882 2,230,600 SH   DFND 1,9 0 0 2,230,600
CYRUSONE INC COM 23283R100 1,674 44,700 SH   DFND 1,5 0 0 44,700
CYS INVTS INC COM 12673A108 15,064 2,112,819 SH   DFND 1,5 0 0 2,112,819
CYTOKINETICS INC COM NEW 23282W605 22,470 2,148,197 SH   DFND 1,5 700 0 2,147,497
CYTOMX THERAPEUTICS INC COM 23284F105 112,246 5,378,380 SH   DFND 1,5 429,732 0 4,948,648
CYTOMX THERAPEUTICS INC COM 23284F105 527 25,263 SH   DFND 6 25,263 0 0
D R HORTON INC COM 23331A109 569,886 17,792,250 SH   DFND 1,5 897,070 0 16,895,180
D R HORTON INC COM 23331A109 3,503 109,370 SH   DFND 2 109,370 0 0
D R HORTON INC COM 23331A109 1,248 38,960 SH   DFND 3 38,960 0 0
DANAHER CORP DEL COM 235851102 3,422,204 36,845,432 SH   DFND 1,5 1,447,518 0 35,397,914
DANAHER CORP DEL COM 235851102 18,456 198,712 SH   DFND 2 198,712 0 0
DANAHER CORP DEL COM 235851102 12,536 134,970 SH   DFND 3 134,970 0 0
DANAHER CORP DEL COM 235851102 39,013 420,039 SH   DFND 6 365,635 0 54,404
DANAHER CORP DEL COM 235851102 70,996 764,385 SH   DFND 7 658,356 0 106,029
DANAHER CORP DEL COM 235851102 18,362 197,700 SH   DFND 11 197,700 0 0
DARDEN RESTAURANTS INC COM 237194105 2,398 37,680 SH   DFND 1,5 7,150 0 30,530
DARDEN RESTAURANTS INC COM 237194105 2,446 38,438 SH   DFND 2 38,438 0 0
DARDEN RESTAURANTS INC COM 237194105 5,818 91,418 SH   DFND 3 91,418 0 0
DARLING INGREDIENTS INC COM 237266101 99,040 9,414,407 SH   DFND 1,5 17,700 0 9,396,707
DAVE & BUSTERS ENTMT INC COM 238337109 141,574 3,391,807 SH   DFND 1,5 85,187 0 3,306,620
DAVE & BUSTERS ENTMT INC COM 238337109 3,281 78,600 SH   DFND 6 78,600 0 0
DAVIDSTEA INC COM 238661102 18,318 1,478,457 SH   DFND 1,5 290,700 0 1,187,757
DAVIDSTEA INC COM 238661102 26,105 2,106,938 SH   DFND 11 1,882,538 0 224,400
DAVITA HEALTHCARE PARTNERS I COM 23918K108 370,854 5,319,957 SH   DFND 1,5 4,233 0 5,315,724
DAVITA HEALTHCARE PARTNERS I COM 23918K108 3,873 55,558 SH   DFND 2 55,558 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,402 20,116 SH   DFND 3 20,116 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 901 12,922 SH   DFND 6 12,922 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,441 63,700 SH   DFND 7 63,700 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 41,257 591,840 SH   DFND 11 591,840 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 62,115 1,710,688 SH   DFND 1,5 1,046 0 1,709,642
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 73,779 2,031,918 SH   DFND 6 2,031,918 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 13,756 378,850 SH   DFND 7 321,150 0 57,700
DBX ETF TR DBXTR HAR CS 300 233051879 795 28,400 SH   DFND 7 28,400 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 371,853 9,950,582 SH   DFND 1,5 4,484,384 0 5,466,198
DCT INDUSTRIAL TRUST INC COM NEW 233153204 36,116 966,450 SH   DFND 6 966,450 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 15,511 415,075 SH   DFND 7 43,350 0 371,725
DDR CORP COM 23317H102 433,063 25,716,332 SH   DFND 1,5 17,221,465 0 8,494,867
DEAN FOODS CO NEW COM NEW 242370203 33,050 1,927,095 SH   DFND 1,5 179,035 0 1,748,060
DEAN FOODS CO NEW COM NEW 242370203 6,239 363,800 SH   DFND 6 363,800 0 0
DEAN FOODS CO NEW COM NEW 242370203 2,761 161,000 SH   DFND 7 161,000 0 0
DECKERS OUTDOOR CORP COM 243537107 113,988 2,415,000 SH   DFND 1,5 305,200 0 2,109,800
DEERE & CO COM 244199105 386,342 5,065,454 SH   DFND 1,5 303,342 0 4,762,112
DEERE & CO COM 244199105 212 2,775 SH   DFND 1,10 2,775 0 0
DEERE & CO COM 244199105 7,925 103,909 SH   DFND 2 103,909 0 0
DEERE & CO COM 244199105 3,108 40,752 SH   DFND 3 40,752 0 0
DEERE & CO COM 244199105 12,120 158,911 SH   DFND 6 125,611 0 33,300
DEERE & CO COM 244199105 18,682 244,946 SH   DFND 7 68,100 0 176,846
DEL FRISCOS RESTAURANT GROUP COM 245077102 3,415 213,200 SH   DFND 1,5 0 0 213,200
DEL TACO RESTAURANTS INC COM 245496104 26,968 2,532,200 SH   DFND 1,5 494,400 0 2,037,800
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 16,735 468,900 SH   DFND 1,5 0 0 468,900
DELPHI AUTOMOTIVE PLC SHS G27823106 947,430 11,051,322 SH   DFND 1,5 301,387 0 10,749,935
DELPHI AUTOMOTIVE PLC SHS G27823106 8,003 93,353 SH   DFND 2 93,353 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 4,029 46,995 SH   DFND 3 46,995 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 26,610 310,394 SH   DFND 6 275,594 0 34,800
DELPHI AUTOMOTIVE PLC SHS G27823106 49,849 581,463 SH   DFND 7 508,663 0 72,800
DELTA AIR LINES INC DEL COM NEW 247361702 844,827 16,666,533 SH   DFND 1,5 897,659 0 15,768,874
DELTA AIR LINES INC DEL COM NEW 247361702 13,287 262,131 SH   DFND 2 262,131 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 12,957 255,622 SH   DFND 3 255,622 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,667 111,792 SH   DFND 6 111,792 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 11,666 230,136 SH   DFND 7 230,136 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 735 14,503 SH   DFND 11 14,503 0 0
DELUXE CORP COM 248019101 213,592 3,916,245 SH   DFND 1,5 12,445 0 3,903,800
DELUXE CORP COM 248019101 2,481 45,492 SH   DFND 7 45,492 0 0
DEMANDWARE INC COM 24802Y105 124,707 2,310,666 SH   DFND 1,5 231,596 0 2,079,070
DEMANDWARE INC COM 24802Y105 27,611 511,600 SH   DFND 1,9 0 0 511,600
DEMANDWARE INC COM 24802Y105 6,331 117,300 SH   DFND 6 92,700 0 24,600
DEMANDWARE INC COM 24802Y105 5,759 106,700 SH   DFND 7 82,800 0 23,900
DENBURY RES INC COM NEW 247916208 32,861 16,267,600 SH   DFND 1,5 2,122,700 0 14,144,900
DENBURY RES INC COM NEW 247916208 797 394,508 SH   DFND 3 394,508 0 0
DENNYS CORP COM 24869P104 9,449 961,270 SH   DFND 6 961,270 0 0
DENNYS CORP COM 24869P104 4,093 416,420 SH   DFND 7 416,420 0 0
DENTSPLY INTL INC NEW COM 249030107 325,446 5,348,336 SH   DFND 1,5 259,193 0 5,089,143
DENTSPLY INTL INC NEW COM 249030107 2,837 46,617 SH   DFND 2 46,617 0 0
DENTSPLY INTL INC NEW COM 249030107 4,628 76,054 SH   DFND 3 76,054 0 0
DENTSPLY INTL INC NEW COM 249030107 694 11,400 SH   DFND 6 11,400 0 0
DEPOMED INC COM 249908104 13,567 748,321 SH   DFND 1,5 1,721 0 746,600
DEPOMED INC COM 249908104 4,360 240,500 SH   DFND 6 240,500 0 0
DERMIRA INC COM 24983L104 145,844 4,213,936 SH   DFND 1,5 6,752 0 4,207,184
DERMIRA INC COM 24983L104 585 16,900 SH   DFND 6 16,900 0 0
DESCARTES SYS GROUP INC COM 249906108 1,573 78,200 SH   DFND 1,9 0 0 78,200
DESTINATION MATERNITY CORP COM 25065D100 2,676 306,850 SH   DFND 1,5 26,850 0 280,000
DEUTSCHE BANK AG NAMEN AKT D18190898 2,625 108,101 SH   DFND 1,5 1,860 0 106,241
DEVON ENERGY CORP NEW COM 25179M103 87,643 2,738,851 SH   DFND 1,5 1,323 0 2,737,528
DEVON ENERGY CORP NEW COM 25179M103 4,121 128,767 SH   DFND 2 128,767 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,965 123,918 SH   DFND 3 123,918 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,473 139,790 SH   DFND 6 105,790 0 34,000
DEVON ENERGY CORP NEW COM 25179M103 5,277 164,900 SH   DFND 7 66,400 0 98,500
DEVRY ED GROUP INC COM 251893103 19,909 786,600 SH   DFND 1,5 68,700 0 717,900
DEXCOM INC COM 252131107 394,594 4,817,997 SH   DFND 1,5 412,120 0 4,405,877
DEXCOM INC COM 252131107 2,097 25,608 SH   DFND 3 25,608 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 659 81,500 SH   DFND 1,5 81,500 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,718 583,200 SH   DFND 6 583,200 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 2,060 254,600 SH   DFND 7 254,600 0 0
DHX MEDIA LTD SHS VAR VTG 252406608 1,229 200,500 SH   DFND 7 166,200 0 34,300
DHX MEDIA LTD SHS VAR VTG 252406608 721 117,700 SH   DFND 11 7,300 0 110,400
DIAGEO P L C SPON ADR NEW 25243Q205 23,083 211,635 SH   DFND 1,5 4,200 0 207,435
DIAGEO P L C SPON ADR NEW 25243Q205 1,066 9,776 SH   DFND 3 9,776 0 0
DIAMOND FOODS INC COM 252603105 10,799 280,128 SH   DFND 6 225,828 0 54,300
DIAMOND FOODS INC COM 252603105 10,008 259,600 SH   DFND 7 203,600 0 56,000
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 35,548 188,084 SH   DFND 1,5 43,003 0 145,081
DIAMOND OFFSHORE DRILLING IN COM 25271C102 453 21,486 SH   DFND 2 21,486 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 416 19,728 SH   DFND 3 19,728 0 0
DIAMONDBACK ENERGY INC COM 25278X109 346,539 5,179,959 SH   DFND 1,5 101,143 0 5,078,816
DIAMONDBACK ENERGY INC COM 25278X109 22,680 339,012 SH   DFND 6 314,812 0 24,200
DIAMONDBACK ENERGY INC COM 25278X109 11,557 172,750 SH   DFND 7 147,950 0 24,800
DIAMONDBACK ENERGY INC COM 25278X109 19,495 291,400 SH   DFND 11 291,400 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 113,680 11,780,296 SH   DFND 1,5 8,072,096 0 3,708,200
DICERNA PHARMACEUTICALS INC COM 253031108 36,538 3,078,167 SH   DFND 1,5 358,838 0 2,719,329
DICERNA PHARMACEUTICALS INC COM 253031108 128 10,800 SH   DFND 6 10,800 0 0
DICKS SPORTING GOODS INC COM 253393102 26,599 752,435 SH   DFND 1,5 10,035 0 742,400
DIEBOLD INC COM 253651103 7,014 233,100 SH   DFND 1,5 0 0 233,100
DIGITAL RLTY TR INC COM 253868103 770,732 10,192,174 SH   DFND 1,5 6,123,274 0 4,068,900
DILLARDS INC CL A 254067101 176,238 2,682,059 SH   DFND 1,5 2,929 0 2,679,130
DILLARDS INC CL A 254067101 3,818 58,100 SH   DFND 6 43,800 0 14,300
DILLARDS INC CL A 254067101 4,547 69,200 SH   DFND 7 27,800 0 41,400
DIMENSION THERAPEUTICS INC COM 25433V105 78,961 7,000,106 SH   DFND 4 7,000,106 0 0
DINEEQUITY INC COM 254423106 206,297 2,436,480 SH   DFND 1,5 76 0 2,436,404
DIODES INC COM 254543101 3,973 172,900 SH   DFND 1,5 0 0 172,900
DIPLOMAT PHARMACY INC COM 25456K101 35,012 1,023,135 SH   DFND 1,5 13,935 0 1,009,200
DIPLOMAT PHARMACY INC COM 25456K101 4,726 138,100 SH   DFND 6 138,100 0 0
DIPLOMAT PHARMACY INC COM 25456K101 2,118 61,900 SH   DFND 7 61,900 0 0
DISCOVER FINL SVCS COM 254709108 450,068 8,393,666 SH   DFND 1,5 386,831 0 8,006,835
DISCOVER FINL SVCS COM 254709108 7,640 142,480 SH   DFND 2 142,480 0 0
DISCOVER FINL SVCS COM 254709108 9,304 173,525 SH   DFND 3 173,525 0 0
DISCOVER FINL SVCS COM 254709108 15,477 288,634 SH   DFND 6 259,234 0 29,400
DISCOVER FINL SVCS COM 254709108 31,834 593,705 SH   DFND 7 593,705 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 14,419 540,450 SH   DFND 1,5 48,600 0 491,850
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,328 92,300 SH   DFND 1,5 0 0 92,300
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,168 85,982 SH   DFND 2 85,982 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,329 49,830 SH   DFND 2 49,830 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,365 51,145 SH   DFND 3 51,145 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 835 33,123 SH   DFND 3 33,123 0 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 672 3,143,576 SH   DFND 1,5 252,000 0 2,891,576
DISCOVERY LABORATORIES INC N COM NEW 254668403 65 301,714 SH   DFND 6 301,714 0 0
DISH NETWORK CORP CL A 25470M109 9,149 160,000 SH   DFND 1,5 0 0 160,000
DISNEY WALT CO COM DISNEY 254687106 4,767,596 45,371,111 SH   DFND 1,5 2,615,873 0 42,755,238
DISNEY WALT CO COM DISNEY 254687106 53,267 506,923 SH   DFND 2 506,923 0 0
DISNEY WALT CO COM DISNEY 254687106 31,653 301,227 SH   DFND 3 301,227 0 0
DISNEY WALT CO COM DISNEY 254687106 22,976 218,652 SH   DFND 6 184,752 0 33,900
DISNEY WALT CO COM DISNEY 254687106 25,761 245,159 SH   DFND 7 64,900 0 180,259
DIVERSICARE HEALTHCARE SVCS COM 255104101 267 32,800 SH   DFND 1,5 2,900 0 29,900
DOLBY LABORATORIES INC COM 25659T107 363 10,800 SH   DFND 1,5 928 0 9,872
DOLLAR GEN CORP NEW COM 256677105 196,663 2,736,374 SH   DFND 1,5 96,374 0 2,640,000
DOLLAR GEN CORP NEW COM 256677105 6,969 96,968 SH   DFND 2 96,968 0 0
DOLLAR GEN CORP NEW COM 256677105 3,663 50,964 SH   DFND 3 50,964 0 0
DOLLAR GEN CORP NEW COM 256677105 9,444 131,400 SH   DFND 6 131,400 0 0
DOLLAR GEN CORP NEW COM 256677105 24,490 340,750 SH   DFND 7 340,750 0 0
DOLLAR TREE INC COM 256746108 451,883 5,851,889 SH   DFND 1,5 389,724 0 5,462,165
DOLLAR TREE INC COM 256746108 6,043 78,257 SH   DFND 2 78,257 0 0
DOLLAR TREE INC COM 256746108 7,579 98,146 SH   DFND 3 98,146 0 0
DOLLAR TREE INC COM 256746108 2,811 36,400 SH   DFND 6 36,400 0 0
DOMINION DIAMOND CORP COM 257287102 7,423 726,395 SH   DFND 6 274,695 0 451,700
DOMINION DIAMOND CORP COM 257287102 5,852 572,690 SH   DFND 7 435,290 0 137,400
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 7,861 163,500 SH   DFND 1,5 103,600 0 59,900
DOMINION RES INC VA NEW COM 25746U109 345,407 5,106,544 SH   DFND 1,5 50 0 5,106,494
DOMINION RES INC VA NEW COM 25746U109 13,421 198,424 SH   DFND 2 198,424 0 0
DOMINION RES INC VA NEW COM 25746U109 6,862 101,443 SH   DFND 3 101,443 0 0
DOMINOS PIZZA INC COM 25754A201 892,807 8,025,235 SH   DFND 1,5 330,620 0 7,694,615
DOMINOS PIZZA INC COM 25754A201 1,902 17,100 SH   DFND 6 17,100 0 0
DOMINOS PIZZA INC COM 25754A201 2,238 20,114 SH   DFND 7 20,114 0 0
DOMTAR CORP COM NEW 257559203 25,349 686,031 SH   DFND 1,5 1,188 0 684,843
DONALDSON INC COM 257651109 61,997 2,163,200 SH   DFND 1,5 26,500 0 2,136,700
DONNELLEY R R & SONS CO COM 257867101 1,416 96,182 SH   DFND 1,5 1,483 0 94,699
DORMAN PRODUCTS INC COM 258278100 8,241 173,600 SH   DFND 1,5 0 0 173,600
DOUGLAS EMMETT INC COM 25960P109 170,247 5,460,130 SH   DFND 1,5 2,872,770 0 2,587,360
DOUGLAS EMMETT INC COM 25960P109 1,802 57,800 SH   DFND 7 18,600 0 39,200
DOVER CORP COM 260003108 3,167 51,650 SH   DFND 2 51,650 0 0
DOVER CORP COM 260003108 3,156 51,469 SH   DFND 3 51,469 0 0
DOW CHEM CO COM 260543103 504,607 9,802,006 SH   DFND 1,5 199,800 0 9,602,206
DOW CHEM CO COM 260543103 19,295 374,800 SH   DFND 2 374,800 0 0
DOW CHEM CO COM 260543103 14,541 282,463 SH   DFND 3 282,463 0 0
DOW CHEM CO COM 260543103 7,017 136,310 SH   DFND 6 136,310 0 0
DOW CHEM CO COM 260543103 16,629 323,010 SH   DFND 7 323,010 0 0
DOW CHEM CO COM 260543103 51,310 996,700 SH   DFND 11 996,700 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 265,165 2,845,121 SH   DFND 1,5 229,931 0 2,615,190
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,868 62,958 SH   DFND 2 62,958 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,145 44,471 SH   DFND 3 44,471 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 562 6,031 SH   DFND 6 6,031 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,147 33,770 SH   DFND 7 33,770 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 83,028 3,221,900 SH   DFND 1,5 232,771 0 2,989,129
DREAMWORKS ANIMATION SKG INC CL A 26153C103 451 17,503 SH   DFND 6 17,503 0 0
DRIL-QUIP INC COM 262037104 295,833 4,994,649 SH   DFND 1,5 92 0 4,994,557
DRIL-QUIP INC COM 262037104 3,978 67,160 SH   DFND 6 52,460 0 14,700
DRIL-QUIP INC COM 262037104 3,577 60,390 SH   DFND 7 45,790 0 14,600
DRIL-QUIP INC COM 262037104 1,007 17,000 SH   DFND 11 17,000 0 0
DST SYS INC DEL COM 233326107 4,745 41,600 SH   DFND 1,5 0 0 41,600
DST SYS INC DEL COM 233326107 75,496 661,900 SH   DFND 11 661,900 0 0
DSW INC CL A 23334L102 116,113 4,866,445 SH   DFND 1,5 724,045 0 4,142,400
DTE ENERGY CO COM 233331107 177,269 2,210,608 SH   DFND 1,5 22 0 2,210,586
DTE ENERGY CO COM 233331107 4,797 59,819 SH   DFND 2 59,819 0 0
DTE ENERGY CO COM 233331107 4,031 50,273 SH   DFND 3 50,273 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,243,333 18,668,658 SH   DFND 1,5 426,864 0 18,241,794
DU PONT E I DE NEMOURS & CO COM 263534109 19,454 292,106 SH   DFND 2 292,106 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 11,433 171,665 SH   DFND 3 171,665 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 11,517 172,930 SH   DFND 6 136,930 0 36,000
DU PONT E I DE NEMOURS & CO COM 263534109 22,892 343,718 SH   DFND 7 68,800 0 274,918
DUKE ENERGY CORP NEW COM NEW 26441C204 16,378 229,421 SH   DFND 2 229,421 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,060 140,918 SH   DFND 3 140,918 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 7,660 107,304 SH   DFND 6 70,104 0 37,200
DUKE ENERGY CORP NEW COM NEW 26441C204 5,174 72,470 SH   DFND 7 72,470 0 0
DUKE REALTY CORP COM NEW 264411505 727,412 34,605,728 SH   DFND 1,5 16,620,828 0 17,984,900
DUKE REALTY CORP COM NEW 264411505 2,629 125,085 SH   DFND 3 125,085 0 0
DUKE REALTY CORP COM NEW 264411505 4,605 219,100 SH   DFND 6 177,600 0 41,500
DUKE REALTY CORP COM NEW 264411505 4,158 197,800 SH   DFND 7 80,300 0 117,500
DUN & BRADSTREET CORP DEL NE COM 26483E100 224,558 2,160,662 SH   DFND 1,5 25 0 2,160,637
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,252 12,043 SH   DFND 2 12,043 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,078 10,369 SH   DFND 3 10,369 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 41,317 397,547 SH   DFND 6 397,547 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 82,064 789,610 SH   DFND 11 789,610 0 0
DUNKIN BRANDS GROUP INC COM 265504100 310,378 7,287,581 SH   DFND 1,5 755,851 0 6,531,730
DUNKIN BRANDS GROUP INC COM 265504100 4,285 100,618 SH   DFND 3 100,618 0 0
DUNKIN BRANDS GROUP INC COM 265504100 935 21,946 SH   DFND 6 21,946 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 214,775 6,756,045 SH   DFND 1,5 3,133,945 0 3,622,100
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 29,609 931,400 SH   DFND 6 931,400 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 12,834 403,700 SH   DFND 7 41,700 0 362,000
DYAX CORP COM 26746E103 74,555 1,981,800 SH   DFND 1,5 0 0 1,981,800
DYAX CORP COM 26746E103 46,437 1,234,369 SH   DFND 6 1,234,369 0 0
DYAX CORP COM 26746E103 22,534 599,000 SH   DFND 11 599,000 0 0
DYCOM INDS INC COM 267475101 6,058 86,594 SH   DFND 1,5 0 0 86,594
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 63,709 2,636,982 SH   DFND 1,5 500 0 2,636,482
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 28,107 560,675 SH   DFND 1,5 166,300 0 394,375
DYNEGY INC NEW DEL COM 26817R108 126,932 9,472,548 SH   DFND 1,5 8,700 0 9,463,848
DYNEGY INC NEW DEL COM 26817R108 649 48,445 SH   DFND 6 48,445 0 0
DYNEX CAP INC COM NEW 26817Q506 14,912 2,348,386 SH   DFND 1,5 0 0 2,348,386
E HOUSE CHINA HLDGS LTD ADR 26852W103 279 44,400 SH   DFND 1,5 0 0 44,400
E M C CORP MASS COM 268648102 1,441,260 56,123,817 SH   DFND 1,5 1,311,650 0 54,812,167
E M C CORP MASS COM 268648102 34,606 1,347,600 SH   DFND 1,9 0 0 1,347,600
E M C CORP MASS COM 268648102 16,595 646,213 SH   DFND 2 646,213 0 0
E M C CORP MASS COM 268648102 27,859 1,084,856 SH   DFND 3 1,084,856 0 0
E M C CORP MASS COM 268648102 11,930 464,576 SH   DFND 6 464,576 0 0
E M C CORP MASS COM 268648102 26,641 1,037,431 SH   DFND 7 202,173 0 835,258
E TRADE FINANCIAL CORP COM NEW 269246401 705,914 23,816,263 SH   DFND 1,5 438,618 0 23,377,645
E TRADE FINANCIAL CORP COM NEW 269246401 2,894 97,625 SH   DFND 2 97,625 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 214 7,214 SH   DFND 3 7,214 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 38,660 1,304,321 SH   DFND 6 1,304,321 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,893 300,030 SH   DFND 7 300,030 0 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 1,711 238,019 SH   DFND 1,9 0 0 238,019
EAGLE BANCORP INC MD COM 268948106 35,231 698,060 SH   DFND 1,5 48,060 0 650,000
EAGLE BANCORP INC MD COM 268948106 226 4,474 SH   DFND 3 4,474 0 0
EAGLE MATERIALS INC COM 26969P108 185,250 3,065,537 SH   DFND 1,5 5,426 0 3,060,111
EAGLE MATERIALS INC COM 26969P108 14,441 238,963 SH   DFND 6 238,963 0 0
EAGLE MATERIALS INC COM 26969P108 2,919 48,304 SH   DFND 7 48,304 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 4,039 45,550 SH   DFND 1,5 150 0 45,400
EAST WEST BANCORP INC COM 27579R104 49,532 1,191,819 SH   DFND 1,5 77,816 0 1,114,003
EASTERLY GOVT PPTYS INC COM 27616P103 15,354 893,700 SH   DFND 1,5 0 0 893,700
EASTERN CO COM 276317104 276 14,704 SH   DFND 1,5 14,704 0 0
EASTMAN CHEM CO COM 277432100 561,912 8,323,392 SH   DFND 1,5 587 0 8,322,805
EASTMAN CHEM CO COM 277432100 3,344 49,531 SH   DFND 2 49,531 0 0
EASTMAN CHEM CO COM 277432100 2,568 38,036 SH   DFND 3 38,036 0 0
EATON CORP PLC SHS G29183103 493,248 9,478,252 SH   DFND 1,5 476,001 0 9,002,251
EATON CORP PLC SHS G29183103 8,027 154,251 SH   DFND 2 154,251 0 0
EATON CORP PLC SHS G29183103 11,328 217,680 SH   DFND 3 217,680 0 0
EATON CORP PLC SHS G29183103 16,078 308,960 SH   DFND 6 265,160 0 43,800
EATON CORP PLC SHS G29183103 24,072 462,570 SH   DFND 7 247,400 0 215,170
EATON CORP PLC SHS G29183103 988 18,980 SH   DFND 11 18,980 0 0
EATON VANCE CORP COM NON VTG 278265103 48,598 1,498,560 SH   DFND 11 1,498,560 0 0
EBAY INC COM 278642103 430,418 15,662,942 SH   DFND 1,5 1,458,859 0 14,204,083
EBAY INC COM 278642103 3,660 133,200 SH   DFND 1,9 0 0 133,200
EBAY INC COM 278642103 10,117 368,163 SH   DFND 2 368,163 0 0
EBAY INC COM 278642103 5,142 187,101 SH   DFND 3 187,101 0 0
EBAY INC COM 278642103 5,875 213,776 SH   DFND 6 80,666 0 133,110
EBAY INC COM 278642103 28,065 1,021,273 SH   DFND 7 417,966 0 603,307
EBIX INC COM NEW 278715206 118,569 3,616,011 SH   DFND 1,5 300,233 0 3,315,778
EBIX INC COM NEW 278715206 44,933 1,370,335 SH   DFND 6 1,370,335 0 0
EBIX INC COM NEW 278715206 2,581 78,717 SH   DFND 7 78,717 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4,735 232,200 SH   DFND 1,5 0 0 232,200
ECHOSTAR CORP CL A 278768106 293 7,500 SH   DFND 1,5 0 0 7,500
ECOLAB INC COM 278865100 1,281,613 11,204,866 SH   DFND 1,5 251,557 0 10,953,309
ECOLAB INC COM 278865100 10,132 88,582 SH   DFND 2 88,582 0 0
ECOLAB INC COM 278865100 6,168 53,927 SH   DFND 3 53,927 0 0
ECOLAB INC COM 278865100 6,198 54,187 SH   DFND 6 54,187 0 0
ECOLAB INC COM 278865100 14,728 128,760 SH   DFND 7 128,760 0 0
ECOLAB INC COM 278865100 17,401 152,130 SH   DFND 11 152,130 0 0
EDGE THERAPEUTICS INC COM 279870109 36,111 2,888,896 SH   DFND 1,5 3,161 0 2,885,735
EDGE THERAPEUTICS INC COM 279870109 173 13,800 SH   DFND 6 13,800 0 0
EDGEWELL PERS CARE CO COM 28035Q102 106,956 1,364,756 SH   DFND 1,5 5,696 0 1,359,060
EDGEWELL PERS CARE CO COM 28035Q102 11,682 149,060 SH   DFND 6 149,060 0 0
EDGEWELL PERS CARE CO COM 28035Q102 3,764 48,030 SH   DFND 7 48,030 0 0
EDISON INTL COM 281020107 520,291 8,787,222 SH   DFND 1,5 37 0 8,787,185
EDISON INTL COM 281020107 6,430 108,593 SH   DFND 2 108,593 0 0
EDISON INTL COM 281020107 3,699 62,479 SH   DFND 3 62,479 0 0
EDISON INTL COM 281020107 8,922 150,677 SH   DFND 6 119,377 0 31,300
EDISON INTL COM 281020107 23,394 395,107 SH   DFND 7 304,307 0 90,800
EDUCATIONAL DEV CORP COM 281479105 3,044 275,000 SH   DFND 1,5 25,000 0 250,000
EDWARDS LIFESCIENCES CORP COM 28176E108 724,209 9,169,522 SH   DFND 1,5 214,598 0 8,954,924
EDWARDS LIFESCIENCES CORP COM 28176E108 5,678 71,896 SH   DFND 2 71,896 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,245 28,422 SH   DFND 3 28,422 0 0
EGAIN CORP COM NEW 28225C806 1,322 308,100 SH   DFND 1,9 0 0 308,100
EGALET CORP COM 28226B104 41,423 3,758,921 SH   DFND 1,5 0 0 3,758,921
EHI CAR SVCS LTD SPON ADS CL A 26853A100 1,338 106,250 SH   DFND 1,9 0 0 106,250
EL PASO ELEC CO COM NEW 283677854 84,447 2,193,421 SH   DFND 1,5 0 0 2,193,421
EL POLLO LOCO HLDGS INC COM 268603107 11,756 930,826 SH   DFND 1,5 70,300 0 860,526
ELBIT SYS LTD ORD M3760D101 379 4,300 SH   DFND 1,5 0 0 4,300
ELDORADO GOLD CORP NEW COM 284902103 34,023 11,482,425 SH   DFND 1,5 1,100 0 11,481,325
ELDORADO GOLD CORP NEW COM 284902103 11,940 4,029,771 SH   DFND 6 2,358,171 0 1,671,600
ELDORADO GOLD CORP NEW COM 284902103 6,265 2,114,400 SH   DFND 7 1,602,500 0 511,900
ELDORADO GOLD CORP NEW COM 284902103 84,397 28,483,000 SH   DFND 11 28,483,000 0 0
ELECTRONIC ARTS INC COM 285512109 1,706,831 24,837,466 SH   DFND 1,5 930,892 0 23,906,574
ELECTRONIC ARTS INC COM 285512109 23,935 348,300 SH   DFND 1,9 0 0 348,300
ELECTRONIC ARTS INC COM 285512109 7,119 103,592 SH   DFND 2 103,592 0 0
ELECTRONIC ARTS INC COM 285512109 1,346 19,594 SH   DFND 3 19,594 0 0
ELECTRONIC ARTS INC COM 285512109 8,631 125,600 SH   DFND 6 125,600 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 91,667 1,961,215 SH   DFND 1,5 0 0 1,961,215
ELECTRONICS FOR IMAGING INC COM 286082102 19,628 419,949 SH   DFND 1,9 0 0 419,949
ELECTRONICS FOR IMAGING INC COM 286082102 39,629 847,857 SH   DFND 6 811,057 0 36,800
ELECTRONICS FOR IMAGING INC COM 286082102 18,364 392,900 SH   DFND 7 350,700 0 42,200
ELEVEN BIOTHERAPEUTICS INC COM 286221106 8,619 2,863,594 SH   DFND 1,5 382,343 0 2,481,251
ELIZABETH ARDEN INC COM 28660G106 451 45,600 SH   DFND 1,5 0 0 45,600
ELLIE MAE INC COM 28849P100 17,771 295,050 SH   DFND 1,5 4,353 0 290,697
ELLIE MAE INC COM 28849P100 626 10,400 SH   DFND 6 10,400 0 0
ELLINGTON FINANCIAL LLC COM 288522303 20,549 1,224,600 SH   DFND 1,5 0 0 1,224,600
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,211 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 10,593 650,689 SH   DFND 1,5 0 0 650,689
EMBRAER S A SP ADR REP 4 COM 29082A107 2,118 71,700 SH   DFND 1,5 0 0 71,700
EMCOR GROUP INC COM 29084Q100 124,963 2,601,230 SH   DFND 1,5 25,100 0 2,576,130
EMCOR GROUP INC COM 29084Q100 16,112 335,379 SH   DFND 6 309,679 0 25,700
EMCOR GROUP INC COM 29084Q100 9,685 201,596 SH   DFND 7 179,326 0 22,270
EMERGENT BIOSOLUTIONS INC COM 29089Q105 21,917 547,783 SH   DFND 1,5 42 0 547,741
EMERSON ELEC CO COM 291011104 377,573 7,894,056 SH   DFND 1,5 329,737 0 7,564,319
EMERSON ELEC CO COM 291011104 10,435 218,163 SH   DFND 2 218,163 0 0
EMERSON ELEC CO COM 291011104 18,837 393,840 SH   DFND 3 393,840 0 0
EMERSON ELEC CO COM 291011104 8,052 168,350 SH   DFND 6 88,300 0 80,050
EMERSON ELEC CO COM 291011104 9,955 208,133 SH   DFND 7 0 0 208,133
EMPIRE ST RLTY TR INC CL A 292104106 157,359 8,708,300 SH   DFND 1,5 4,591,800 0 4,116,500
EMPIRE ST RLTY TR INC CL A 292104106 19,745 1,092,700 SH   DFND 6 1,092,700 0 0
EMPIRE ST RLTY TR INC CL A 292104106 8,583 475,000 SH   DFND 7 49,300 0 425,700
EMPLOYERS HOLDINGS INC COM 292218104 18,942 693,830 SH   DFND 1,5 47,530 0 646,300
EMPLOYERS HOLDINGS INC COM 292218104 554 20,300 SH   DFND 6 20,300 0 0
EMPLOYERS HOLDINGS INC COM 292218104 977 35,790 SH   DFND 7 14,690 0 21,100
ENANTA PHARMACEUTICALS INC COM 29251M106 24,396 738,815 SH   DFND 1,5 0 0 738,815
ENBRIDGE INC COM 29250N105 39,723 1,194,897 SH   DFND 1,5 147 0 1,194,750
ENBRIDGE INC COM 29250N105 2,443 73,474 SH   DFND 6 14,105 0 59,369
ENBRIDGE INC COM 29250N105 612,540 18,425,467 SH   DFND 11 16,418,667 0 2,006,800
ENBRIDGE INC COM 29250N105 844 25,402 SH   DFND   25,402 0 0
ENCANA CORP COM 292505104 127,868 25,167,968 SH   DFND 1,5 5,368 0 25,162,600
ENCANA CORP COM 292505104 265,983 52,352,931 SH   DFND 11 52,352,931 0 0
ENCANA CORP COM 292505104 619 121,900 SH   DFND   121,900 0 0
ENCORE CAP GROUP INC COM 292554102 2,092 71,950 SH   DFND 1,5 13,197 0 58,753
ENDO INTL PLC SHS G30401106 803,983 13,132,690 SH   DFND 1,5 8,038 0 13,124,652
ENDO INTL PLC SHS G30401106 4,248 69,381 SH   DFND 2 69,381 0 0
ENDO INTL PLC SHS G30401106 577 9,424 SH   DFND 3 9,424 0 0
ENDO INTL PLC SHS G30401106 129,040 2,107,812 SH   DFND 6 2,068,812 0 39,000
ENDO INTL PLC SHS G30401106 51,963 848,798 SH   DFND 7 802,498 0 46,300
ENDOCYTE INC COM 29269A102 14,338 3,575,595 SH   DFND 1,5 652,280 0 2,923,315
ENDOLOGIX INC COM 29266S106 8,910 900,000 SH   DFND 1,5 0 0 900,000
ENDURANCE INTL GROUP HLDGS I COM 29272B105 188,175 17,216,343 SH   DFND 1,5 337,567 0 16,878,776
ENDURANCE INTL GROUP HLDGS I COM 29272B105 33,630 3,076,820 SH   DFND 1,9 0 0 3,076,820
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 224,119 3,502,400 SH   DFND 1,5 247,000 0 3,255,400
ENERGEN CORP COM 29265N108 62,301 1,519,918 SH   DFND 1,5 0 0 1,519,918
ENERGEN CORP COM 29265N108 866 21,129 SH   DFND 3 21,129 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 28,869 847,580 SH   DFND 1,5 62,642 0 784,938
ENERGY RECOVERY INC COM 29270J100 154 21,800 SH   DFND 1,5 0 0 21,800
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 5,411 393,800 SH   DFND 1,5 0 0 393,800
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 11,795 349,700 SH   DFND 1,5 0 0 349,700
ENERSYS COM 29275Y102 318,587 5,696,174 SH   DFND 1,5 26,924 0 5,669,250
ENERSYS COM 29275Y102 12,320 220,282 SH   DFND 6 220,282 0 0
ENERSYS COM 29275Y102 5,427 97,038 SH   DFND 7 97,038 0 0
ENGILITY HLDGS INC NEW COM 29286C107 70,995 2,185,805 SH   DFND 1,5 205,033 0 1,980,772
ENGILITY HLDGS INC NEW COM 29286C107 36,335 1,118,703 SH   DFND 6 1,071,203 0 47,500
ENGILITY HLDGS INC NEW COM 29286C107 10,055 309,590 SH   DFND 7 279,690 0 29,900
ENI S P A SPONSORED ADR 26874R108 2,688 90,200 SH   DFND 1,5 0 0 90,200
ENNIS INC COM 293389102 978 50,800 SH   DFND 1,5 50,800 0 0
ENOVA INTL INC COM 29357K103 5,579 844,062 SH   DFND 1,5 0 0 844,062
ENSCO PLC SHS CLASS A G3157S106 145,508 9,454,702 SH   DFND 1,5 289,841 0 9,164,861
ENSCO PLC SHS CLASS A G3157S106 1,208 78,500 SH   DFND 2 78,500 0 0
ENSCO PLC SHS CLASS A G3157S106 5,586 362,984 SH   DFND 3 362,984 0 0
ENSCO PLC SHS CLASS A G3157S106 2,913 189,303 SH   DFND 6 189,303 0 0
ENSIGN GROUP INC COM 29358P101 93,145 4,116,000 SH   DFND 1,5 115,400 0 4,000,600
ENSTAR GROUP LIMITED SHS G3075P101 26,427 176,130 SH   DFND 1,5 130 0 176,000
ENTEGRA FINL CORP COM 29363J108 9,582 502,711 SH   DFND 6 502,711 0 0
ENTEGRA FINL CORP COM 29363J108 1,636 85,808 SH   DFND 7 85,808 0 0
ENTEGRIS INC COM 29362U104 9,144 689,056 SH   DFND 1,5 0 0 689,056
ENTEGRIS INC COM 29362U104 740 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 15,147 898,400 SH   DFND 1,5 181,300 0 717,100
ENTERGY CORP NEW COM 29364G103 131,718 1,926,826 SH   DFND 1,5 109,126 0 1,817,700
ENTERGY CORP NEW COM 29364G103 4,064 59,456 SH   DFND 2 59,456 0 0
ENTERGY CORP NEW COM 29364G103 13,333 195,044 SH   DFND 3 195,044 0 0
ENTERGY CORP NEW COM 29364G103 1,429 20,900 SH   DFND 6 20,900 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 77,308 3,022,223 SH   DFND 1,5 0 0 3,022,223
ENVESTNET INC COM 29404K106 33,444 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 78,154 3,009,400 SH   DFND 1,5 0 0 3,009,400
ENZYMOTEC LTD SHS M4059L101 832 84,900 SH   DFND 1,5 0 0 84,900
EOG RES INC COM 26875P101 1,224,637 17,299,573 SH   DFND 1,5 891,278 0 16,408,295
EOG RES INC COM 26875P101 12,970 183,217 SH   DFND 2 183,217 0 0
EOG RES INC COM 26875P101 11,244 158,831 SH   DFND 3 158,831 0 0
EOG RES INC COM 26875P101 2,445 34,542 SH   DFND 6 34,542 0 0
EOG RES INC COM 26875P101 5,451 77,001 SH   DFND 7 77,001 0 0
EOG RES INC COM 26875P101 19,443 274,657 SH   DFND 11 274,657 0 0
EP ENERGY CORP CL A 268785102 3,140 716,800 SH   DFND 1,5 0 0 716,800
EPAM SYS INC COM 29414B104 93,857 1,193,811 SH   DFND 1,5 11,511 0 1,182,300
EPAM SYS INC COM 29414B104 1,054 13,400 SH   DFND 1,9 0 0 13,400
EPAM SYS INC COM 29414B104 13,170 167,520 SH   DFND 6 167,520 0 0
EPAM SYS INC COM 29414B104 3,294 41,900 SH   DFND 7 41,900 0 0
EPIRUS BIOPHARMACEUTICALS IN COM 29428P107 4,557 1,474,800 SH   DFND 1,5 0 0 1,474,800
EPIZYME INC COM 29428V104 99,015 6,180,700 SH   DFND 1,5 0 0 6,180,700
EPLUS INC COM 294268107 13,523 145,000 SH   DFND 1,5 0 0 145,000
EPR PPTYS COM SH BEN INT 26884U109 22,626 387,100 SH   DFND 1,5 0 0 387,100
EQT CORP COM 26884L109 103,618 1,987,686 SH   DFND 1,5 35 0 1,987,651
EQT CORP COM 26884L109 2,650 50,841 SH   DFND 2 50,841 0 0
EQT CORP COM 26884L109 2,096 40,210 SH   DFND 3 40,210 0 0
EQT CORP COM 26884L109 3,006 57,667 SH   DFND 6 44,367 0 13,300
EQT CORP COM 26884L109 3,347 64,200 SH   DFND 7 25,700 0 38,500
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 67,703 897,202 SH   DFND 1,5 0 0 897,202
EQUIFAX INC COM 294429105 448,734 4,029,216 SH   DFND 1,5 223,479 0 3,805,737
EQUIFAX INC COM 294429105 4,398 39,488 SH   DFND 2 39,488 0 0
EQUIFAX INC COM 294429105 1,009 9,057 SH   DFND 3 9,057 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 8,889 2,250,000 PRN   DFND 1,5 0 0 0
EQUINIX INC COM PAR $0.001 29444U700 6,246 20,655 SH   DFND 2 20,655 0 0
EQUINIX INC COM PAR $0.001 29444U700 991 3,277 SH   DFND 3 3,277 0 0
EQUITY COMWLTH CUM PFD E 7.25% 294628409 21,729 849,112 SH   DFND 1,5 0 0 849,112
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 773 31,237 SH   DFND 1,5 0 0 31,237
EQUITY LIFESTYLE PPTYS INC COM 29472R108 824,148 12,361,605 SH   DFND 1,5 3,371,438 0 8,990,167
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,780 191,687 SH   DFND 6 191,687 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 6,097 91,450 SH   DFND 7 79,750 0 11,700
EQUITY RESIDENTIAL SH BEN INT 29476L107 841,376 10,312,243 SH   DFND 1,5 3,544,730 0 6,767,513
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,906 121,408 SH   DFND 2 121,408 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,082 50,032 SH   DFND 3 50,032 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 28,114 344,572 SH   DFND 6 344,572 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 12,178 149,254 SH   DFND 7 15,500 0 133,754
EQUITY RESIDENTIAL SH BEN INT 29476L107 16,581 203,220 SH   DFND 11 203,220 0 0
ERA GROUP INC COM 26885G109 2,630 235,900 SH   DFND 1,5 0 0 235,900
ERICSSON ADR B SEK 10 294821608 8,668 902,010 SH   DFND 1,5 0 0 902,010
ESPERION THERAPEUTICS INC NE COM 29664W105 41,854 1,880,250 SH   DFND 1,5 651 0 1,879,599
ESSENDANT INC COM 296689102 183,426 5,642,142 SH   DFND 1,5 217,000 0 5,425,142
ESSENT GROUP LTD COM G3198U102 112,746 5,150,578 SH   DFND 1,5 3,400 0 5,147,178
ESSENT GROUP LTD COM G3198U102 17,524 800,548 SH   DFND 6 745,048 0 55,500
ESSENT GROUP LTD COM G3198U102 5,180 236,650 SH   DFND 7 196,650 0 40,000
ESSEX PPTY TR INC COM 297178105 716,762 2,993,868 SH   DFND 1,5 1,146,500 0 1,847,368
ESSEX PPTY TR INC COM 297178105 5,269 22,009 SH   DFND 2 22,009 0 0
ESSEX PPTY TR INC COM 297178105 1,901 7,941 SH   DFND 3 7,941 0 0
ESSEX PPTY TR INC COM 297178105 50,567 211,216 SH   DFND 6 211,216 0 0
ESSEX PPTY TR INC COM 297178105 21,837 91,213 SH   DFND 7 9,400 0 81,813
ESTERLINE TECHNOLOGIES CORP COM 297425100 169,055 2,087,093 SH   DFND 1,5 56,814 0 2,030,279
ETHAN ALLEN INTERIORS INC COM 297602104 50,765 1,824,759 SH   DFND 1,5 245 0 1,824,514
ETHAN ALLEN INTERIORS INC COM 297602104 7,481 268,900 SH   DFND 6 268,900 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 3,225 115,940 SH   DFND 7 115,940 0 0
ETSY INC COM 29786A106 33,523 4,058,508 SH   DFND 1,5 216,089 0 3,842,419
EURONAV NV ANTWERPEN SHS B38564108 16,207 1,176,110 SH   DFND 6 617,510 0 558,600
EURONAV NV ANTWERPEN SHS B38564108 9,837 713,840 SH   DFND 7 574,940 0 138,900
EURONET WORLDWIDE INC COM 298736109 137,180 1,893,964 SH   DFND 1,5 448 0 1,893,516
EURONET WORLDWIDE INC COM 298736109 8,728 120,500 SH   DFND 1,9 0 0 120,500
EURONET WORLDWIDE INC COM 298736109 44,110 609,000 SH   DFND 11 609,000 0 0
EVERBANK FINL CORP COM 29977G102 791 49,500 SH   DFND 1,5 700 0 48,800
EVERBANK FINL CORP COM 29977G102 62,611 3,918,095 SH   DFND 6 3,836,495 0 81,600
EVERBANK FINL CORP COM 29977G102 11,610 726,560 SH   DFND 7 667,260 0 59,300
EVEREST RE GROUP LTD COM G3223R108 593 3,241 SH   DFND 1,5 41 0 3,200
EVERI HLDGS INC COM 30034T103 19,298 4,395,900 SH   DFND 1,5 0 0 4,395,900
EVERI HLDGS INC COM 30034T103 2,725 620,700 SH   DFND 6 620,700 0 0
EVERI HLDGS INC COM 30034T103 1,234 281,160 SH   DFND 7 281,160 0 0
EVERSOURCE ENERGY COM 30040W108 5,399 105,720 SH   DFND 2 105,720 0 0
EVERSOURCE ENERGY COM 30040W108 2,556 50,054 SH   DFND 3 50,054 0 0
EVERSOURCE ENERGY COM 30040W108 322 6,300 SH   DFND 6 6,300 0 0
EVERSOURCE ENERGY COM 30040W108 1,878 36,770 SH   DFND 7 36,770 0 0
EVERTEC INC COM 30040P103 148,219 8,854,184 SH   DFND 1,5 199,500 0 8,654,684
EVERTEC INC COM 30040P103 169 10,100 SH   DFND 1,9 0 0 10,100
EVERTEC INC COM 30040P103 35,728 2,134,297 SH   DFND 6 2,134,297 0 0
EVERTEC INC COM 30040P103 3,839 229,310 SH   DFND 7 229,310 0 0
EVOLENT HEALTH INC CL A 30050B101 19,888 1,642,279 SH   DFND 1,5 2,228 0 1,640,051
EVOLUTION PETROLEUM CORP COM 30049A107 1,419 295,100 SH   DFND 1,5 0 0 295,100
EXA CORP COM 300614500 24,447 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 24,208 2,622,761 SH   DFND 1,5 0 0 2,622,761
EXACTECH INC COM 30064E109 4,262 234,827 SH   DFND 1,5 37,227 0 197,600
EXAR CORP COM 300645108 6,649 1,084,600 SH   DFND 1,5 0 0 1,084,600
EXCO RESOURCES INC COM 269279402 47 37,814 SH   DFND 3 37,814 0 0
EXELIXIS INC COM 30161Q104 191,484 33,951,114 SH   DFND 1,5 4,515,084 0 29,436,030
EXELIXIS INC COM 30161Q104 741 131,368 SH   DFND 6 131,368 0 0
EXELON CORP UNIT 99/99/9999 30161N127 20,219 499,600 SH   DFND 1,5 202,000 0 297,600
EXELON CORP COM 30161N101 1,420,231 51,142,632 SH   DFND 1,5 1,413,618 0 49,729,014
EXELON CORP COM 30161N101 8,511 306,490 SH   DFND 2 306,490 0 0
EXELON CORP COM 30161N101 17,136 617,070 SH   DFND 3 617,070 0 0
EXELON CORP COM 30161N101 9,206 331,497 SH   DFND 6 331,497 0 0
EXELON CORP COM 30161N101 11,741 422,800 SH   DFND 7 130,900 0 291,900
EXFO INC SUB VTG SHS 302046107 1,113 400,000 SH   DFND 11 400,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 119,427 2,658,071 SH   DFND 1,5 32,797 0 2,625,274
EXLSERVICE HOLDINGS INC COM 302081104 66,360 1,476,955 SH   DFND 6 1,476,955 0 0
EXLSERVICE HOLDINGS INC COM 302081104 3,822 85,070 SH   DFND 7 85,070 0 0
EXPEDIA INC DEL COM NEW 30212P303 363,255 2,922,408 SH   DFND 1,5 262,051 0 2,660,357
EXPEDIA INC DEL COM NEW 30212P303 4,876 39,227 SH   DFND 2 39,227 0 0
EXPEDIA INC DEL COM NEW 30212P303 772 6,208 SH   DFND 3 6,208 0 0
EXPEDIA INC DEL COM NEW 30212P303 9,196 73,985 SH   DFND 6 45,445 0 28,540
EXPEDIA INC DEL COM NEW 30212P303 19,739 158,801 SH   DFND 7 29,568 0 129,233
EXPEDITORS INTL WASH INC COM 302130109 2,913 64,600 SH   DFND 1,5 0 0 64,600
EXPEDITORS INTL WASH INC COM 302130109 2,802 62,131 SH   DFND 2 62,131 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,051 111,993 SH   DFND 3 111,993 0 0
EXPONENT INC COM 30214U102 9,990 200,000 SH   DFND 1,5 0 0 200,000
EXPRESS INC COM 30219E103 315 18,250 SH   DFND 1,5 18,250 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 418,999 4,793,490 SH   DFND 1,5 180,838 0 4,612,652
EXPRESS SCRIPTS HLDG CO COM 30219G108 19,702 225,402 SH   DFND 2 225,402 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 19,880 227,433 SH   DFND 3 227,433 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 12,488 142,867 SH   DFND 6 95,000 0 47,867
EXPRESS SCRIPTS HLDG CO COM 30219G108 51,761 592,167 SH   DFND 7 158,386 0 433,781
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 144,467 9,085,977 SH   DFND 1,5 1,887,376 0 7,198,601
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 355 22,300 SH   DFND 6 22,300 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 269 16,900 SH   DFND 7 16,900 0 0
EXTERRAN CORP COM 30227H106 7,360 458,590 SH   DFND 1,5 43,380 0 415,210
EXTRA SPACE STORAGE INC COM 30225T102 688,795 7,808,579 SH   DFND 1,5 1,794,582 0 6,013,997
EXTRA SPACE STORAGE INC COM 30225T102 57,615 653,158 SH   DFND 6 624,058 0 29,100
EXTRA SPACE STORAGE INC COM 30225T102 31,913 361,784 SH   DFND 7 79,600 0 282,184
EXXON MOBIL CORP COM 30231G102 1,554,144 19,937,710 SH   DFND 1,5 344,840 0 19,592,870
EXXON MOBIL CORP COM 30231G102 108,156 1,387,505 SH   DFND 2 1,387,505 0 0
EXXON MOBIL CORP COM 30231G102 50,706 650,492 SH   DFND 3 650,492 0 0
EXXON MOBIL CORP COM 30231G102 11,433 146,666 SH   DFND 6 91,986 0 54,680
EXXON MOBIL CORP COM 30231G102 12,256 157,228 SH   DFND 7 112,593 0 44,635
EXXON MOBIL CORP COM 30231G102 9,335 119,750 SH   DFND 11 119,750 0 0
EZCORP INC CL A NON VTG 302301106 13,423 2,689,932 SH   DFND 1,5 110,782 0 2,579,150
F M C CORP COM NEW 302491303 117,378 2,999,700 SH   DFND 1,5 279,800 0 2,719,900
F M C CORP COM NEW 302491303 1,743 44,536 SH   DFND 2 44,536 0 0
F M C CORP COM NEW 302491303 1,208 30,883 SH   DFND 3 30,883 0 0
F M C CORP COM NEW 302491303 14,723 376,256 SH   DFND 6 333,806 0 42,450
F M C CORP COM NEW 302491303 18,651 476,636 SH   DFND 7 284,126 0 192,510
F5 NETWORKS INC COM 315616102 131,923 1,360,597 SH   DFND 1,5 6,397 0 1,354,200
F5 NETWORKS INC COM 315616102 2,274 23,457 SH   DFND 2 23,457 0 0
F5 NETWORKS INC COM 315616102 470 4,850 SH   DFND 3 4,850 0 0
FABRINET SHS G3323L100 31,843 1,336,831 SH   DFND 1,5 61,800 0 1,275,031
FACEBOOK INC CL A 30303M102 14,901,374 142,378,881 SH   DFND 1,5 9,034,930 0 133,343,951
FACEBOOK INC CL A 30303M102 384,943 3,678,037 SH   DFND 1,9 0 0 3,678,037
FACEBOOK INC CL A 30303M102 79,201 756,742 SH   DFND 2 756,742 0 0
FACEBOOK INC CL A 30303M102 58,395 557,950 SH   DFND 3 557,950 0 0
FACEBOOK INC CL A 30303M102 73,093 698,390 SH   DFND 6 655,790 0 42,600
FACEBOOK INC CL A 30303M102 102,672 981,005 SH   DFND 7 801,830 0 179,175
FACEBOOK INC CL A 30303M102 12,559 120,000 SH   DFND 11 120,000 0 0
FACTSET RESH SYS INC COM 303075105 59,250 364,460 SH   DFND 1,5 0 0 364,460
FACTSET RESH SYS INC COM 303075105 3,990 24,546 SH   DFND 3 24,546 0 0
FAIR ISAAC CORP COM 303250104 103,739 1,101,500 SH   DFND 1,5 0 0 1,101,500
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 29,851 1,441,400 SH   DFND 1,9 0 0 1,441,400
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 17,847 1,110,560 SH   DFND 1,5 0 0 1,110,560
FASTENAL CO COM 311900104 3,941 96,555 SH   DFND 2 96,555 0 0
FASTENAL CO COM 311900104 573 14,047 SH   DFND 3 14,047 0 0
FATE THERAPEUTICS INC COM 31189P102 14,516 4,307,485 SH   DFND 1,5 373,936 0 3,933,549
FEDERAL AGRIC MTG CORP CL C 313148306 21,621 684,855 SH   DFND 1,5 64,455 0 620,400
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 121,221 829,710 SH   DFND 1,5 39,352 0 790,358
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 31,796 217,633 SH   DFND 6 217,633 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13,859 94,859 SH   DFND 7 9,800 0 85,059
FEDERAL SIGNAL CORP COM 313855108 34,174 2,156,097 SH   DFND 1,5 37,697 0 2,118,400
FEDERATED INVS INC PA CL B 314211103 246,240 8,594,763 SH   DFND 1,5 34,000 0 8,560,763
FEDERATED INVS INC PA CL B 314211103 379 13,228 SH   DFND 3 13,228 0 0
FEDEX CORP COM 31428X106 904,793 6,072,841 SH   DFND 1,5 296,336 0 5,776,505
FEDEX CORP COM 31428X106 13,041 87,529 SH   DFND 2 87,529 0 0
FEDEX CORP COM 31428X106 7,106 47,698 SH   DFND 3 47,698 0 0
FEDEX CORP COM 31428X106 30,412 204,120 SH   DFND 6 159,730 0 44,390
FEDEX CORP COM 31428X106 95,363 640,060 SH   DFND 7 432,476 0 207,584
FELCOR LODGING TR INC COM 31430F101 110,658 15,158,585 SH   DFND 1,5 1,698,745 0 13,459,840
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 3,720 147,918 SH   DFND 1,5 30,000 0 117,918
FELCOR LODGING TR INC COM 31430F101 30,708 4,206,602 SH   DFND 6 4,206,602 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 1,685 67,000 SH   DFND 6 0 0 67,000
FELCOR LODGING TR INC COM 31430F101 12,128 1,661,362 SH   DFND 7 598,190 0 1,063,172
FERRO CORP COM 315405100 26,471 2,380,509 SH   DFND 1,5 0 0 2,380,509
FERRO CORP COM 315405100 11,863 1,066,834 SH   DFND 6 997,434 0 69,400
FERRO CORP COM 315405100 5,624 505,730 SH   DFND 7 433,130 0 72,600
FIBROCELL SCIENCE INC COM NEW 315721209 16,409 3,606,440 SH   DFND 1,5 0 0 3,606,440
FIBROGEN INC COM 31572Q808 31,442 1,031,903 SH   DFND 1,5 6,401 0 1,025,502
FIBROGEN INC COM 31572Q808 384 12,600 SH   DFND 6 12,600 0 0
FIDELITY MSCI HLTH CARE I 316092600 362 10,479 SH   DFND 3 10,479 0 0
FIDELITY MSCI INFO TECH I 316092808 274 8,344 SH   DFND 3 8,344 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 613 3,117 SH   DFND 3 3,117 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 291,655 8,412,315 SH   DFND 1,5 56,504 0 8,355,811
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 5,047 449,424 SH   DFND 1,5 0 0 449,424
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 26,237 13,750,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 279 8,060 SH   DFND 3 8,060 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 523,149 8,632,829 SH   DFND 1,5 87,295 0 8,545,534
FIDELITY NATL INFORMATION SV COM 31620M106 18,125 299,100 SH   DFND 1,9 0 0 299,100
FIDELITY NATL INFORMATION SV COM 31620M106 5,604 92,469 SH   DFND 2 92,469 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,337 22,069 SH   DFND 3 22,069 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 25,232 416,371 SH   DFND 6 282,881 0 133,490
FIDELITY NATL INFORMATION SV COM 31620M106 85,776 1,415,440 SH   DFND 7 860,355 0 555,085
FIESTA RESTAURANT GROUP INC COM 31660B101 124,238 3,697,546 SH   DFND 1,5 90,650 0 3,606,896
FIESTA RESTAURANT GROUP INC COM 31660B101 6,659 198,178 SH   DFND 6 198,178 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 4,321 128,613 SH   DFND 7 89,613 0 39,000
FIFTH THIRD BANCORP COM 316773100 105,389 5,243,256 SH   DFND 1,5 14,399 0 5,228,857
FIFTH THIRD BANCORP COM 316773100 5,321 264,750 SH   DFND 2 264,750 0 0
FIFTH THIRD BANCORP COM 316773100 5,431 270,189 SH   DFND 3 270,189 0 0
FIFTH THIRD BANCORP COM 316773100 1,383 68,800 SH   DFND 6 68,800 0 0
FINANCIAL ENGINES INC COM 317485100 4,805 142,700 SH   DFND 1,5 0 0 142,700
FINISAR CORP COM NEW 31787A507 2,856 196,400 SH   DFND 1,5 0 0 196,400
FINISH LINE INC CL A 317923100 9,265 512,466 SH   DFND 1,5 2,454 0 510,012
FIRST AMERN FINL CORP COM 31847R102 335,059 9,333,117 SH   DFND 1,5 214,788 0 9,118,329
FIRST AMERN FINL CORP COM 31847R102 10,795 300,685 SH   DFND 6 300,685 0 0
FIRST AMERN FINL CORP COM 31847R102 5,022 139,900 SH   DFND 7 139,900 0 0
FIRST BANCORP P R COM NEW 318672706 24,143 7,428,572 SH   DFND 1,5 0 0 7,428,572
FIRST CASH FINL SVCS INC COM 31942D107 25,002 667,971 SH   DFND 1,5 23,138 0 644,833
FIRST CASH FINL SVCS INC COM 31942D107 2,092 55,900 SH   DFND 1,10 3,134 0 52,766
FIRST CMNTY BANCSHARES INC N COM 31983A103 486 26,077 SH   DFND 1,5 26,077 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 15,321 1,689,200 SH   DFND 1,5 0 0 1,689,200
FIRST CTZNS BANCSHARES INC N CL A 31946M103 385,854 1,494,573 SH   DFND 1,5 80 0 1,494,493
FIRST CTZNS BANCSHARES INC N CL A 31946M103 26,426 102,360 SH   DFND 6 102,360 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 4,717 18,270 SH   DFND 7 18,270 0 0
FIRST DATA CORP NEW COM CL A 32008D106 223,976 13,981,039 SH   DFND 1,5 1,170,339 0 12,810,700
FIRST DATA CORP NEW COM CL A 32008D106 2,342 146,200 SH   DFND 6 146,200 0 0
FIRST DATA CORP NEW COM CL A 32008D106 3,116 194,515 SH   DFND 7 0 0 194,515
FIRST FNDTN INC COM 32026V104 5,546 235,100 SH   DFND 6 235,100 0 0
FIRST FNDTN INC COM 32026V104 1,033 43,800 SH   DFND 7 43,800 0 0
FIRST HORIZON NATL CORP COM 320517105 30,281 2,085,469 SH   DFND 11 2,085,469 0 0
FIRST NBC BK HLDG CO COM 32115D106 63,936 1,709,964 SH   DFND 1,5 72,900 0 1,637,064
FIRST NIAGARA FINL GP INC COM 33582V108 222,166 20,476,091 SH   DFND 1,5 1,016,527 0 19,459,564
FIRST NIAGARA FINL GP INC COM 33582V108 4,582 422,274 SH   DFND 3 422,274 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,842 169,792 SH   DFND 6 169,792 0 0
FIRST NORTHWEST BANCORP COM 335834107 13,233 935,222 SH   DFND 6 935,222 0 0
FIRST NORTHWEST BANCORP COM 335834107 3,431 242,500 SH   DFND 7 242,500 0 0
FIRST POTOMAC RLTY TR COM 33610F109 87,223 7,651,164 SH   DFND 1,5 326,462 0 7,324,702
FIRST POTOMAC RLTY TR COM 33610F109 832 72,958 SH   DFND 6 72,958 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 291,139 4,407,192 SH   DFND 1,5 149,992 0 4,257,200
FIRST SOLAR INC COM 336433107 1,665 25,227 SH   DFND 2 25,227 0 0
FIRSTENERGY CORP COM 337932107 105,803 3,334,468 SH   DFND 1,5 2,644 0 3,331,824
FIRSTENERGY CORP COM 337932107 4,474 141,000 SH   DFND 2 141,000 0 0
FIRSTENERGY CORP COM 337932107 1,118 35,226 SH   DFND 3 35,226 0 0
FIRSTMERIT CORP COM 337915102 143,057 7,670,612 SH   DFND 1,5 286,537 0 7,384,075
FIRSTMERIT CORP COM 337915102 40,867 2,191,255 SH   DFND 6 2,082,355 0 108,900
FIRSTMERIT CORP COM 337915102 14,335 768,630 SH   DFND 7 649,230 0 119,400
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 396 9,800 SH   DFND 6 9,800 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 20,401 505,000 SH   DFND 11 505,000 0 0
FISERV INC COM 337738108 855,589 9,354,786 SH   DFND 1,5 388,520 0 8,966,266
FISERV INC COM 337738108 18,960 207,300 SH   DFND 1,9 0 0 207,300
FISERV INC COM 337738108 6,967 76,172 SH   DFND 2 76,172 0 0
FISERV INC COM 337738108 6,205 67,843 SH   DFND 3 67,843 0 0
FISERV INC COM 337738108 7,929 86,697 SH   DFND 6 65,397 0 21,300
FISERV INC COM 337738108 9,329 102,000 SH   DFND 7 41,400 0 60,600
FITBIT INC CL A 33812L102 224,873 7,599,616 SH   DFND 1,5 306,148 0 7,293,468
FITBIT INC CL A 33812L102 3,512 118,694 SH   DFND 3 118,694 0 0
FITBIT INC CL A 33812L102 2,403 81,200 SH   DFND 6 81,200 0 0
FITBIT INC CL A 33812L102 17,914 605,400 SH   DFND 11 605,400 0 0
FIVE BELOW INC COM 33829M101 107,783 3,357,716 SH   DFND 1,5 410,900 0 2,946,816
FIVE OAKS INVT CORP COM 33830W106 2,717 497,700 SH   DFND 1,5 0 0 497,700
FLANIGANS ENTERPRISES INC COM 338517105 1,744 79,698 SH   DFND 1,5 33,998 0 45,700
FLEETCOR TECHNOLOGIES INC COM 339041105 404,506 2,830,098 SH   DFND 1,5 101,206 0 2,728,892
FLEETCOR TECHNOLOGIES INC COM 339041105 38,034 266,100 SH   DFND 1,9 0 0 266,100
FLEETMATICS GROUP PLC COM G35569105 205,038 4,036,983 SH   DFND 1,5 64,194 0 3,972,789
FLEETMATICS GROUP PLC COM G35569105 83,129 1,636,712 SH   DFND 1,9 0 0 1,636,712
FLEX PHARMA INC COM 33938A105 7,480 600,796 SH   DFND 1,5 11,900 0 588,896
FLEXTRONICS INTL LTD ORD Y2573F102 14,735 1,314,479 SH   DFND 1,5 379 0 1,314,100
FLEXTRONICS INTL LTD ORD Y2573F102 128 11,384 SH   DFND 3 11,384 0 0
FLIR SYS INC COM 302445101 22,142 788,800 SH   DFND 1,5 88,800 0 700,000
FLIR SYS INC COM 302445101 1,292 46,040 SH   DFND 2 46,040 0 0
FLIR SYS INC COM 302445101 346 12,321 SH   DFND 3 12,321 0 0
FLOWERS FOODS INC COM 343498101 1,024 47,666 SH   DFND 1,5 79 0 47,587
FLOWSERVE CORP COM 34354P105 20,782 493,870 SH   DFND 1,5 0 0 493,870
FLOWSERVE CORP COM 34354P105 1,835 43,619 SH   DFND 2 43,619 0 0
FLOWSERVE CORP COM 34354P105 2,737 65,053 SH   DFND 3 65,053 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 5,878 9,500,000 PRN   DFND 1,5 0 0 0
FLUOR CORP NEW COM 343412102 25,679 543,826 SH   DFND 1,5 58,826 0 485,000
FLUOR CORP NEW COM 343412102 2,229 47,199 SH   DFND 2 47,199 0 0
FLUOR CORP NEW COM 343412102 2,104 44,551 SH   DFND 3 44,551 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 8,216 601,940 SH   DFND 6 601,940 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 5,182 379,670 SH   DFND 7 288,970 0 90,700
FMC TECHNOLOGIES INC COM 30249U101 68,200 2,350,926 SH   DFND 1,5 132,295 0 2,218,631
FMC TECHNOLOGIES INC COM 30249U101 2,204 75,986 SH   DFND 2 75,986 0 0
FMC TECHNOLOGIES INC COM 30249U101 238 8,218 SH   DFND 3 8,218 0 0
FNB CORP PA COM 302520101 37,707 2,826,600 SH   DFND 1,5 59,300 0 2,767,300
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 84,933 919,681 SH   DFND 1,5 26,396 0 893,285
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 26,458 286,500 SH   DFND 1,10 16,195 0 270,305
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,641 28,600 SH   DFND 7 28,600 0 0
FOOT LOCKER INC COM 344849104 467,391 7,180,686 SH   DFND 1,5 151,284 0 7,029,402
FOOT LOCKER INC COM 344849104 4,612 70,863 SH   DFND 3 70,863 0 0
FOOT LOCKER INC COM 344849104 2,067 31,749 SH   DFND 6 31,749 0 0
FOOT LOCKER INC COM 344849104 7,044 108,218 SH   DFND 7 108,218 0 0
FORBES ENERGY SVCS LTD COM 345143101 635 2,190,141 SH   DFND 1,5 0 0 2,190,141
FORD MTR CO DEL COM PAR $0.01 345370860 474,898 33,704,593 SH   DFND 1,5 306,360 0 33,398,233
FORD MTR CO DEL COM PAR $0.01 345370860 18,305 1,299,127 SH   DFND 2 1,299,127 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,736 478,084 SH   DFND 3 478,084 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 867 61,508 SH   DFND 6 61,508 0 0
FORESIGHT ENERGY LP COM UNT RP INT 34552U104 14,801 4,192,830 SH   DFND 1,5 0 0 4,192,830
FOREST CITY ENTERPRISES INC CL A 345550107 225,730 10,293,192 SH   DFND 1,5 363,937 0 9,929,255
FOREST CITY ENTERPRISES INC CL A 345550107 32,526 1,483,190 SH   DFND 6 1,483,190 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 13,838 631,001 SH   DFND 7 273,210 0 357,791
FORRESTER RESH INC COM 346563109 3,714 130,400 SH   DFND 1,5 0 0 130,400
FORTINET INC COM 34959E109 2,048 65,719 SH   DFND 1,5 119 0 65,600
FORTRESS INVESTMENT GROUP LL CL A 34958B106 27,858 5,473,000 SH   DFND 1,5 0 0 5,473,000
FORTRESS INVESTMENT GROUP LL CL A 34958B106 180 35,400 SH   DFND 7 35,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 218,943 3,944,921 SH   DFND 1,5 182,651 0 3,762,270
FORTUNE BRANDS HOME & SEC IN COM 34964C106 295 5,323 SH   DFND 3 5,323 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 33,636 606,050 SH   DFND 6 591,450 0 14,600
FORTUNE BRANDS HOME & SEC IN COM 34964C106 28,205 508,190 SH   DFND 7 508,190 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 831 66,709 SH   DFND 1,5 409 0 66,300
FORWARD AIR CORP COM 349853101 1,996 46,400 SH   DFND 1,5 0 0 46,400
FORWARD PHARMA A/S SPONSORED ADR 34986J105 2,715 142,900 SH   DFND 1,5 0 0 142,900
FOSSIL GROUP INC COM 34988V106 263,364 7,203,608 SH   DFND 1,5 1,632,708 0 5,570,900
FOSSIL GROUP INC COM 34988V106 501 13,717 SH   DFND 2 13,717 0 0
FOUNDATION MEDICINE INC COM 350465100 24,889 1,181,811 SH   DFND 1,5 3,000 0 1,178,811
FOUR CORNERS PPTY TR INC COM 35086T109 3,734 154,548 SH   DFND 1,5 28,672 0 125,876
FOX FACTORY HLDG CORP COM 35138V102 486 29,400 SH   DFND 1,5 700 0 28,700
FRANCESCAS HLDGS CORP COM 351793104 2,385 137,000 SH   DFND 1,5 12,000 0 125,000
FRANCO NEVADA CORP COM 351858105 221,934 4,851,352 SH   DFND 1,5 238,878 0 4,612,474
FRANCO NEVADA CORP COM 351858105 2,653 57,998 SH   DFND 6 19,898 0 38,100
FRANCO NEVADA CORP COM 351858105 14,168 309,700 SH   DFND 7 277,500 0 32,200
FRANCO NEVADA CORP COM 351858105 331,789 7,252,712 SH   DFND 11 5,823,698 0 1,429,014
FRANCO NEVADA CORP COM 351858105 1,016 22,201 SH   DFND   1 0 22,200
FRANKLIN RES INC COM 354613101 272,497 7,400,795 SH   DFND 1,5 123,265 0 7,277,530
FRANKLIN RES INC COM 354613101 4,650 126,300 SH   DFND 2 126,300 0 0
FRANKLIN RES INC COM 354613101 3,257 88,449 SH   DFND 3 88,449 0 0
FRANKLIN RES INC COM 354613101 707 19,200 SH   DFND 6 19,200 0 0
FRANKLIN RES INC COM 354613101 2,329 63,258 SH   DFND 7 0 0 63,258
FRANKLIN STREET PPTYS CORP COM 35471R106 36,424 3,519,200 SH   DFND 1,5 0 0 3,519,200
FRANKS INTL N V COM N33462107 85,887 5,146,021 SH   DFND 1,5 293 0 5,145,728
FREEPORT-MCMORAN INC CL B 35671D857 80,771 11,930,688 SH   DFND 1,5 575,160 0 11,355,528
FREEPORT-MCMORAN INC CL B 35671D857 2,608 385,251 SH   DFND 2 385,251 0 0
FREEPORT-MCMORAN INC CL B 35671D857 317 46,878 SH   DFND 3 46,878 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,086 455,825 SH   DFND 6 299,885 0 155,940
FREEPORT-MCMORAN INC CL B 35671D857 10,009 1,478,381 SH   DFND 7 674,424 0 803,957
FRESH DEL MONTE PRODUCE INC ORD G36738105 304,726 7,837,600 SH   DFND 1,5 1,187,200 0 6,650,400
FRESH MKT INC COM 35804H106 9,895 422,484 SH   DFND 1,5 0 0 422,484
FRESH MKT INC COM 35804H106 14,356 613,000 SH   DFND 11 613,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 138,833 29,728,658 SH   DFND 1,5 37,222 0 29,691,436
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 36,504 398,600 SH   DFND 1,5 59,900 0 338,700
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,818 389,364 SH   DFND 2 389,364 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 676 144,768 SH   DFND 3 144,768 0 0
FTI CONSULTING INC COM 302941109 164,635 4,750,000 SH   DFND 1,5 0 0 4,750,000
FULLER H B CO COM 359694106 30,825 845,205 SH   DFND 1,5 3,000 0 842,205
FURMANITE CORPORATION COM 361086101 15,735 2,362,587 SH   DFND 6 2,362,587 0 0
FURMANITE CORPORATION COM 361086101 3,751 563,266 SH   DFND 7 563,266 0 0
G & K SVCS INC CL A 361268105 18,474 293,700 SH   DFND 1,5 0 0 293,700
G-III APPAREL GROUP LTD COM 36237H101 292,623 6,611,458 SH   DFND 1,5 8,299 0 6,603,159
G-III APPAREL GROUP LTD COM 36237H101 968 21,879 SH   DFND 6 21,879 0 0
GALAPAGOS NV SPON ADR 36315X101 245,712 3,907,634 SH   DFND 1,5 359,126 0 3,548,508
GALLAGHER ARTHUR J & CO COM 363576109 35,745 873,100 SH   DFND 1,5 0 0 873,100
GALLAGHER ARTHUR J & CO COM 363576109 15,847 387,080 SH   DFND 6 387,080 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,745 67,060 SH   DFND 7 67,060 0 0
GAMESTOP CORP NEW CL A 36467W109 408,360 14,563,474 SH   DFND 1,5 1,024,257 0 13,539,217
GAMESTOP CORP NEW CL A 36467W109 986 35,159 SH   DFND 2 35,159 0 0
GAMESTOP CORP NEW CL A 36467W109 30,844 1,100,000 SH   DFND 11 1,100,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 22,007 791,619 SH   DFND 1,5 2,669 0 788,950
GANNETT CO INC COM 36473H104 37,642 2,310,756 SH   DFND 1,5 178,868 0 2,131,888
GAP INC DEL COM 364760108 7,366 298,216 SH   DFND 1,5 916 0 297,300
GAP INC DEL COM 364760108 1,886 76,354 SH   DFND 2 76,354 0 0
GAP INC DEL COM 364760108 502 20,310 SH   DFND 3 20,310 0 0
GARMIN LTD SHS H2906T109 2,728 73,400 SH   DFND 1,5 0 0 73,400
GARMIN LTD SHS H2906T109 1,462 39,333 SH   DFND 2 39,333 0 0
GARMIN LTD SHS H2906T109 1,612 43,372 SH   DFND 3 43,372 0 0
GARTNER INC COM 366651107 250,533 2,762,213 SH   DFND 1,5 96,027 0 2,666,186
GARTNER INC COM 366651107 230 2,536 SH   DFND 3 2,536 0 0
GARTNER INC COM 366651107 1,137 12,541 SH   DFND 6 12,541 0 0
GARTNER INC COM 366651107 4,598 50,700 SH   DFND 7 50,700 0 0
GASLOG LTD SHS G37585109 20,196 2,433,200 SH   DFND 1,5 199,200 0 2,234,000
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 1,535 1,030,700 SH   DFND 1,5 0 0 1,030,700
GENCOR INDS INC COM 368678108 4,458 394,516 SH   DFND 1,5 35,000 0 359,516
GENER8 MARITIME INC COM Y26889108 4,367 462,100 SH   DFND 1,5 0 0 462,100
GENERAC HLDGS INC COM 368736104 51,413 1,727,015 SH   DFND 1,5 21,500 0 1,705,515
GENERAC HLDGS INC COM 368736104 35,146 1,180,600 SH   DFND 11 1,180,600 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 14,180 23,128,000 PRN   DFND 1,5 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 2,365 119,569 SH   DFND 1,5 0 0 119,569
GENERAL DYNAMICS CORP COM 369550108 733,484 5,339,863 SH   DFND 1,5 145,098 0 5,194,765
GENERAL DYNAMICS CORP COM 369550108 13,605 99,043 SH   DFND 2 99,043 0 0
GENERAL DYNAMICS CORP COM 369550108 18,421 134,107 SH   DFND 3 134,107 0 0
GENERAL DYNAMICS CORP COM 369550108 1,509 10,983 SH   DFND 6 10,983 0 0
GENERAL ELECTRIC CO COM 369604103 5,910,508 189,743,445 SH   DFND 1,5 5,678,241 0 184,065,204
GENERAL ELECTRIC CO COM 369604103 97,987 3,145,636 SH   DFND 2 3,145,636 0 0
GENERAL ELECTRIC CO COM 369604103 98,460 3,160,833 SH   DFND 3 3,160,833 0 0
GENERAL ELECTRIC CO COM 369604103 71,408 2,292,399 SH   DFND 6 2,077,099 0 215,300
GENERAL ELECTRIC CO COM 369604103 114,772 3,684,504 SH   DFND 7 569,337 0 3,115,167
GENERAL GROWTH PPTYS INC NEW COM 370023103 507,076 18,635,634 SH   DFND 1,5 9,706,834 0 8,928,800
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,281 194,074 SH   DFND 2 194,074 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 6,617 243,200 SH   DFND 6 243,200 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 2,871 105,500 SH   DFND 7 10,800 0 94,700
GENERAL MLS INC COM 370334104 103,211 1,790,000 SH   DFND 1,5 318,622 0 1,471,378
GENERAL MLS INC COM 370334104 11,486 199,209 SH   DFND 2 199,209 0 0
GENERAL MLS INC COM 370334104 10,564 183,205 SH   DFND 3 183,205 0 0
GENERAL MLS INC COM 370334104 913 15,827 SH   DFND 6 15,827 0 0
GENERAL MLS INC COM 370334104 4,398 76,270 SH   DFND 7 76,270 0 0
GENERAL MLS INC COM 370334104 13,291 230,500 SH   DFND 11 230,500 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 16,095 983,794 SH   DFND 1,5 80,844 0 902,950
GENERAL MTRS CO *W EXP 07/10/201 37045V118 28,555 1,171,243 SH   DFND 1,5 80,844 0 1,090,399
GENERAL MTRS CO COM 37045V100 1,346,181 39,581,915 SH   DFND 1,5 2,774,865 0 36,807,050
GENERAL MTRS CO COM 37045V100 16,052 471,992 SH   DFND 2 471,992 0 0
GENERAL MTRS CO COM 37045V100 26,530 780,076 SH   DFND 3 780,076 0 0
GENERAL MTRS CO COM 37045V100 25,810 758,896 SH   DFND 6 534,646 0 224,250
GENERAL MTRS CO COM 37045V100 52,848 1,553,905 SH   DFND 7 741,090 0 812,815
GENESCO INC COM 371532102 182,347 3,208,638 SH   DFND 1,5 0 0 3,208,638
GENESEE & WYO INC CL A 371559105 159,909 2,978,375 SH   DFND 1,5 17,101 0 2,961,274
GENESEE & WYO INC CL A 371559105 38,401 715,234 SH   DFND 6 715,234 0 0
GENESEE & WYO INC CL A 371559105 4,219 78,580 SH   DFND 7 78,580 0 0
GENMARK DIAGNOSTICS INC COM 372309104 49,401 6,366,108 SH   DFND 1,5 577,748 0 5,788,360
GENOCEA BIOSCIENCES INC COM 372427104 22,169 4,206,555 SH   DFND 1,5 222,700 0 3,983,855
GENOCEA BIOSCIENCES INC COM 372427104 56 10,700 SH   DFND 6 10,700 0 0
GENOMIC HEALTH INC COM 37244C101 20,076 570,348 SH   DFND 1,5 0 0 570,348
GENPACT LIMITED SHS G3922B107 165,362 6,619,788 SH   DFND 1,5 41,323 0 6,578,465
GENPACT LIMITED SHS G3922B107 61,673 2,468,885 SH   DFND 6 2,468,885 0 0
GENPACT LIMITED SHS G3922B107 5,769 230,930 SH   DFND 7 230,930 0 0
GENTEX CORP COM 371901109 82,171 5,132,472 SH   DFND 1,5 324,600 0 4,807,872
GENTHERM INC COM 37253A103 7,871 166,050 SH   DFND 6 166,050 0 0
GENTHERM INC COM 37253A103 3,416 72,070 SH   DFND 7 72,070 0 0
GENUINE PARTS CO COM 372460105 4,316 50,249 SH   DFND 2 50,249 0 0
GENUINE PARTS CO COM 372460105 2,759 32,128 SH   DFND 3 32,128 0 0
GENUINE PARTS CO COM 372460105 14,414 167,820 SH   DFND 6 167,820 0 0
GENUINE PARTS CO COM 372460105 7,148 83,218 SH   DFND 7 83,218 0 0
GENWORTH FINL INC COM CL A 37247D106 110,730 29,686,400 SH   DFND 1,5 1,441,200 0 28,245,200
GENWORTH FINL INC COM CL A 37247D106 46 12,390 SH   DFND 3 12,390 0 0
GEO GROUP INC NEW COM 36162J106 183,123 6,334,250 SH   DFND 1,5 2,750,300 0 3,583,950
GEO GROUP INC NEW COM 36162J106 7,953 275,100 SH   DFND 6 275,100 0 0
GEO GROUP INC NEW COM 36162J106 3,513 121,500 SH   DFND 7 12,500 0 109,000
GEOSPACE TECHNOLOGIES CORP COM 37364X109 27,742 1,971,700 SH   DFND 1,5 128,900 0 1,842,800
GERMAN AMERN BANCORP INC COM 373865104 4,717 141,565 SH   DFND 1,5 31,878 0 109,687
GERON CORP COM 374163103 114,809 23,720,825 SH   DFND 1,5 0 0 23,720,825
GIBRALTAR INDS INC COM 374689107 29,221 1,148,623 SH   DFND 1,5 4,554 0 1,144,069
GIBRALTAR INDS INC COM 374689107 221 8,700 SH   DFND 6 8,700 0 0
GILDAN ACTIVEWEAR INC COM 375916103 363,493 12,785,100 SH   DFND 1,5 1,015,400 0 11,769,700
GILDAN ACTIVEWEAR INC COM 375916103 37,624 1,323,666 SH   DFND 6 1,143,812 0 179,854
GILDAN ACTIVEWEAR INC COM 375916103 18,752 659,633 SH   DFND 7 584,133 0 75,500
GILDAN ACTIVEWEAR INC COM 375916103 377,595 13,281,081 SH   DFND 11 12,229,181 0 1,051,900
GILDAN ACTIVEWEAR INC COM 375916103 875 30,788 SH   DFND   19,600 0 11,188
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 7,640 1,710,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 7,223,352 71,384,048 SH   DFND 1,5 3,824,000 0 67,560,048
GILEAD SCIENCES INC COM 375558103 48,606 480,344 SH   DFND 2 480,344 0 0
GILEAD SCIENCES INC COM 375558103 42,073 415,783 SH   DFND 3 415,783 0 0
GILEAD SCIENCES INC COM 375558103 52,163 515,497 SH   DFND 6 339,817 0 175,680
GILEAD SCIENCES INC COM 375558103 136,315 1,347,115 SH   DFND 7 589,063 0 758,052
GLAUKOS CORP COM 377322102 9,371 379,549 SH   DFND 1,5 1,406 0 378,143
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 503,238 12,471,813 SH   DFND 1,5 31,398 0 12,440,415
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 10,899 270,107 SH   DFND 3 270,107 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 8,852 219,380 SH   DFND 6 219,380 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 29,978 742,943 SH   DFND 7 0 0 742,943
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 140,880 4,357,577 SH   DFND 1,5 50,691 0 4,306,886
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 4,547 140,645 SH   DFND 6 130,445 0 10,200
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,274 70,340 SH   DFND 7 45,440 0 24,900
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 23,337 1,095,648 SH   DFND 1,5 210,263 0 885,385
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 5,793 271,960 SH   DFND 6 271,960 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,516 118,140 SH   DFND 7 118,140 0 0
GLOBAL PMTS INC COM 37940X102 650,508 10,083,836 SH   DFND 1,5 67,188 0 10,016,648
GLOBAL PMTS INC COM 37940X102 606 9,400 SH   DFND 1,9 0 0 9,400
GLOBAL PMTS INC COM 37940X102 14,542 225,422 SH   DFND 6 225,422 0 0
GLOBAL PMTS INC COM 37940X102 9,373 145,292 SH   DFND 7 145,292 0 0
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 2,192 156,700 SH   DFND 1,5 19,900 0 136,800
GLOBAL X FDS GLB X FTSE PT 20 37950E192 133 13,200 SH   DFND 1,5 13,200 0 0
GLOBALSTAR INC COM 378973408 8,841 6,139,900 SH   DFND 1,5 0 0 6,139,900
GLOBANT S A COM L44385109 11,203 298,671 SH   DFND 1,5 0 0 298,671
GLYCOMIMETICS INC COM 38000Q102 853 149,192 SH   DFND 1,5 0 0 149,192
GNC HLDGS INC COM CL A 36191G107 359,362 11,584,853 SH   DFND 1,5 665,107 0 10,919,746
GNC HLDGS INC COM CL A 36191G107 1,529 49,292 SH   DFND 3 49,292 0 0
GNC HLDGS INC COM CL A 36191G107 21,791 702,483 SH   DFND 6 685,683 0 16,800
GNC HLDGS INC COM CL A 36191G107 1,895 61,100 SH   DFND 7 36,000 0 25,100
GODADDY INC CL A 380237107 251,347 7,839,900 SH   DFND 1,5 191,300 0 7,648,600
GOGO INC COM 38046C109 126,867 7,127,386 SH   DFND 1,5 30,858 0 7,096,528
GOGO INC COM 38046C109 31,670 1,779,218 SH   DFND 6 1,681,518 0 97,700
GOGO INC COM 38046C109 12,655 710,970 SH   DFND 7 647,970 0 63,000
GOLAR LNG LTD BERMUDA SHS G9456A100 146,870 9,301,445 SH   DFND 1,5 195,000 0 9,106,445
GOLAR LNG LTD BERMUDA SHS G9456A100 419 26,516 SH   DFND 6 26,516 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 14,778 5,334,926 SH   DFND 1,5 0 0 5,334,926
GOLD STD VENTURES CORP COM 380738104 1,480 2,155,400 SH   DFND 1,5 0 0 2,155,400
GOLDCORP INC NEW COM 380956409 72,764 6,296,670 SH   DFND 1,5 32,700 0 6,263,970
GOLDCORP INC NEW COM 380956409 3,024 261,694 SH   DFND 3 261,694 0 0
GOLDCORP INC NEW COM 380956409 610 52,815 SH   DFND 6 14,134 0 38,681
GOLDCORP INC NEW COM 380956409 59,770 5,172,240 SH   DFND 11 3,864,440 0 1,307,800
GOLDEN OCEAN GROUP LTD SHS G39637106 1,070 1,000,000 SH   DFND 1,5 0 0 1,000,000
GOLDMAN SACHS GROUP INC COM 38141G104 1,174,099 6,514,448 SH   DFND 1,5 44,471 0 6,469,977
GOLDMAN SACHS GROUP INC COM 38141G104 23,829 132,213 SH   DFND 2 132,213 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,954 71,876 SH   DFND 3 71,876 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,271 95,830 SH   DFND 6 80,930 0 14,900
GOLDMAN SACHS GROUP INC COM 38141G104 27,352 151,764 SH   DFND 7 131,910 0 19,854
GOODYEAR TIRE & RUBR CO COM 382550101 673 20,590 SH   DFND 1,5 20,590 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,928 89,627 SH   DFND 2 89,627 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 317 9,706 SH   DFND 3 9,706 0 0
GOPRO INC CL A 38268T103 8,585 476,700 SH   DFND 1,5 25,800 0 450,900
GP STRATEGIES CORP COM 36225V104 5,041 200,742 SH   DFND 1,5 185 0 200,557
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 3,125 35,400 SH   DFND 1,10 2,000 0 33,400
GRACE W R & CO DEL NEW COM 38388F108 222,614 2,235,308 SH   DFND 1,5 0 0 2,235,308
GRACE W R & CO DEL NEW COM 38388F108 518 5,200 SH   DFND 6 5,200 0 0
GRAHAM HLDGS CO COM 384637104 743 1,532 SH   DFND 3 1,532 0 0
GRAINGER W W INC COM 384802104 28,798 142,148 SH   DFND 1,5 148 0 142,000
GRAINGER W W INC COM 384802104 3,900 19,253 SH   DFND 2 19,253 0 0
GRAINGER W W INC COM 384802104 3,058 15,093 SH   DFND 3 15,093 0 0
GRAMERCY PPTY TR COM 385002100 134,278 17,393,587 SH   DFND 1,5 13,762,021 0 3,631,566
GRAN TIERRA ENERGY INC COM 38500T101 4,392 2,019,166 SH   DFND 1,5 366 0 2,018,800
GRAND CANYON ED INC COM 38526M106 23,350 582,000 SH   DFND 1,5 0 0 582,000
GRAPHIC PACKAGING HLDG CO COM 388689101 214,410 16,711,640 SH   DFND 1,5 106 0 16,711,534
GRAPHIC PACKAGING HLDG CO COM 388689101 21,919 1,708,453 SH   DFND 6 1,708,453 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,458 347,440 SH   DFND 7 347,440 0 0
GRAY TELEVISION INC COM 389375106 125,820 7,719,047 SH   DFND 1,5 23,950 0 7,695,097
GRAY TELEVISION INC COM 389375106 380 23,300 SH   DFND 7 23,300 0 0
GREAT AJAX CORP COM 38983D300 6,060 500,000 SH   DFND 1,5 0 0 500,000
GREAT PLAINS ENERGY INC COM 391164100 21,427 784,600 SH   DFND 1,5 0 0 784,600
GREAT PLAINS ENERGY INC COM 391164100 12,111 443,447 SH   DFND 6 443,447 0 0
GREAT PLAINS ENERGY INC COM 391164100 2,102 76,980 SH   DFND 7 76,980 0 0
GREAT WESTN BANCORP INC COM 391416104 54,306 1,871,347 SH   DFND 6 1,871,347 0 0
GREAT WESTN BANCORP INC COM 391416104 14,147 487,490 SH   DFND 7 431,290 0 56,200
GREEN DOT CORP CL A 39304D102 43,513 2,650,000 SH   DFND 1,5 250,000 0 2,400,000
GREENHILL & CO INC COM 395259104 13,474 470,937 SH   DFND 1,5 22,277 0 448,660
GREENHILL & CO INC COM 395259104 492 17,182 SH   DFND 3 17,182 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 14,332 766,010 SH   DFND 1,5 0 0 766,010
GRIFOLS S A SP ADR REP B NVT 398438408 20,011 617,620 SH   DFND 1,5 0 0 617,620
GROUPE CGI INC CL A SUB VTG 39945C109 209,479 5,232,060 SH   DFND 1,5 495,300 0 4,736,760
GROUPE CGI INC CL A SUB VTG 39945C109 1,974 49,300 SH   DFND 6 23,400 0 25,900
GROUPE CGI INC CL A SUB VTG 39945C109 8,028 200,500 SH   DFND 7 168,900 0 31,600
GROUPE CGI INC CL A SUB VTG 39945C109 663,246 16,565,582 SH   DFND 11 14,563,070 0 2,002,512
GROUPE CGI INC CL A SUB VTG 39945C109 788 19,673 SH   DFND   0 0 19,673
GROUPON INC COM CL A 399473107 252,769 82,335,081 SH   DFND 1,5 2,856,986 0 79,478,095
GROUPON INC COM CL A 399473107 28,029 9,130,100 SH   DFND 1,9 0 0 9,130,100
GROUPON INC COM CL A 399473107 977 318,400 SH   DFND 6 318,400 0 0
GRUBHUB INC COM 400110102 51,698 2,136,300 SH   DFND 1,5 41,800 0 2,094,500
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 429 15,854 SH   DFND 1,10 15,854 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 7,496 275,500 SH   DFND 1,10 16,300 0 259,200
GSI TECHNOLOGY COM 36241U106 224 60,285 SH   DFND 1,5 0 0 60,285
GTT COMMUNICATIONS INC COM 362393100 589 34,501 SH   DFND 6 34,501 0 0
GUESS INC COM 401617105 237,239 12,565,615 SH   DFND 1,5 1,465,615 0 11,100,000
GULFMARK OFFSHORE INC CL A NEW 402629208 17,919 3,836,947 SH   DFND 1,5 65,800 0 3,771,147
GULFPORT ENERGY CORP COM NEW 402635304 34,393 1,399,788 SH   DFND 1,5 438 0 1,399,350
GW PHARMACEUTICALS PLC ADS 36197T103 150,284 2,164,234 SH   DFND 1,5 7,555 0 2,156,679
GW PHARMACEUTICALS PLC ADS 36197T103 852 12,265 SH   DFND 6 12,265 0 0
HACKETT GROUP INC COM 404609109 7,580 471,667 SH   DFND 6 471,667 0 0
HAEMONETICS CORP COM 405024100 551 17,079 SH   DFND 3 17,079 0 0
HAEMONETICS CORP COM 405024100 19,283 598,112 SH   DFND 6 598,112 0 0
HAEMONETICS CORP COM 405024100 42,399 1,315,100 SH   DFND 11 1,315,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 117,169 2,900,939 SH   DFND 1,5 140,272 0 2,760,667
HAIN CELESTIAL GROUP INC COM 405217100 1,184 29,322 SH   DFND 6 29,322 0 0
HALLIBURTON CO COM 406216101 235,156 6,908,237 SH   DFND 1,5 8,124 0 6,900,113
HALLIBURTON CO COM 406216101 9,710 285,242 SH   DFND 2 285,242 0 0
HALLIBURTON CO COM 406216101 4,650 136,606 SH   DFND 3 136,606 0 0
HALLIBURTON CO COM 406216101 16,062 471,870 SH   DFND 6 282,710 0 189,160
HALLIBURTON CO COM 406216101 40,481 1,189,227 SH   DFND 7 641,887 0 547,340
HALOZYME THERAPEUTICS INC COM 40637H109 109,541 6,320,880 SH   DFND 1,5 600 0 6,320,280
HALYARD HEALTH INC COM 40650V100 2,763 82,694 SH   DFND 1,5 15,240 0 67,454
HANDY & HARMAN LTD COM 410315105 5,134 250,300 SH   DFND 1,5 72,600 0 177,700
HANESBRANDS INC COM 410345102 75,397 2,561,908 SH   DFND 1,5 508 0 2,561,400
HANESBRANDS INC COM 410345102 3,843 130,594 SH   DFND 2 130,594 0 0
HANESBRANDS INC COM 410345102 327 11,122 SH   DFND 3 11,122 0 0
HANESBRANDS INC COM 410345102 182,198 6,190,900 SH   DFND 11 6,190,900 0 0
HANGER INC COM NEW 41043F208 49,531 3,011,000 SH   DFND 1,5 271,100 0 2,739,900
HANGER INC COM NEW 41043F208 33,855 2,058,079 SH   DFND 6 2,015,779 0 42,300
HANGER INC COM NEW 41043F208 3,694 224,562 SH   DFND 7 177,462 0 47,100
HANMI FINL CORP COM NEW 410495204 50,197 2,116,244 SH   DFND 6 2,116,244 0 0
HANMI FINL CORP COM NEW 410495204 8,729 367,999 SH   DFND 7 305,099 0 62,900
HANOVER INS GROUP INC COM 410867105 42,243 519,342 SH   DFND 1,5 3,300 0 516,042
HARLEY DAVIDSON INC COM 412822108 70,995 1,564,120 SH   DFND 1,5 0 0 1,564,120
HARLEY DAVIDSON INC COM 412822108 2,903 63,947 SH   DFND 2 63,947 0 0
HARLEY DAVIDSON INC COM 412822108 660 14,543 SH   DFND 3 14,543 0 0
HARLEY DAVIDSON INC COM 412822108 8,469 186,590 SH   DFND 6 162,790 0 23,800
HARLEY DAVIDSON INC COM 412822108 12,741 280,700 SH   DFND 7 280,700 0 0
HARLEY DAVIDSON INC COM 412822108 908 20,000 SH   DFND 11 20,000 0 0
HARMAN INTL INDS INC COM 413086109 147,084 1,561,240 SH   DFND 1,5 2,300 0 1,558,940
HARMAN INTL INDS INC COM 413086109 2,232 23,691 SH   DFND 2 23,691 0 0
HARMAN INTL INDS INC COM 413086109 419 4,445 SH   DFND 3 4,445 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1,684 1,812,900 SH   DFND 1,5 0 0 1,812,900
HARRIS CORP DEL COM 413875105 214,157 2,464,408 SH   DFND 1,5 60 0 2,464,348
HARRIS CORP DEL COM 413875105 3,603 41,467 SH   DFND 2 41,467 0 0
HARRIS CORP DEL COM 413875105 3,911 45,010 SH   DFND 3 45,010 0 0
HARTE-HANKS INC COM 416196103 2,887 891,000 SH   DFND 1,5 81,700 0 809,300
HARTFORD FINL SVCS GROUP INC COM 416515104 303,114 6,974,562 SH   DFND 1,5 665,062 0 6,309,500
HARTFORD FINL SVCS GROUP INC COM 416515104 5,933 136,523 SH   DFND 2 136,523 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,087 48,023 SH   DFND 3 48,023 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 16,018 368,577 SH   DFND 6 324,617 0 43,960
HARTFORD FINL SVCS GROUP INC COM 416515104 32,267 742,458 SH   DFND 7 742,458 0 0
HARVARD BIOSCIENCE INC COM 416906105 332 95,784 SH   DFND 6 95,784 0 0
HASBRO INC COM 418056107 160,629 2,384,630 SH   DFND 1,5 72,097 0 2,312,533
HASBRO INC COM 418056107 2,518 37,383 SH   DFND 2 37,383 0 0
HASBRO INC COM 418056107 1,380 20,482 SH   DFND 3 20,482 0 0
HASBRO INC COM 418056107 1,522 22,600 SH   DFND 6 22,600 0 0
HATTERAS FINL CORP COM 41902R103 12,475 948,700 SH   DFND 1,5 0 0 948,700
HAWAIIAN HOLDINGS INC COM 419879101 1,865 52,800 SH   DFND 1,5 0 0 52,800
HAYNES INTERNATIONAL INC COM NEW 420877201 51,366 1,400,000 SH   DFND 1,5 0 0 1,400,000
HCA HOLDINGS INC COM 40412C101 694,917 10,275,271 SH   DFND 1,5 805,671 0 9,469,600
HCA HOLDINGS INC COM 40412C101 7,076 104,624 SH   DFND 2 104,624 0 0
HCA HOLDINGS INC COM 40412C101 1,865 27,570 SH   DFND 3 27,570 0 0
HCA HOLDINGS INC COM 40412C101 22,812 337,308 SH   DFND 6 293,708 0 43,600
HCA HOLDINGS INC COM 40412C101 45,611 674,426 SH   DFND 7 620,926 0 53,500
HCA HOLDINGS INC COM 40412C101 35,032 518,000 SH   DFND 11 518,000 0 0
HCP INC COM 40414L109 565,581 14,790,297 SH   DFND 1,5 8,578,766 0 6,211,531
HCP INC COM 40414L109 5,927 154,998 SH   DFND 2 154,998 0 0
HCP INC COM 40414L109 1,334 34,890 SH   DFND 3 34,890 0 0
HCP INC COM 40414L109 11,185 292,506 SH   DFND 6 292,506 0 0
HCP INC COM 40414L109 4,778 124,955 SH   DFND 7 13,400 0 111,555
HD SUPPLY HLDGS INC COM 40416M105 620,530 20,663,680 SH   DFND 1,5 357,396 0 20,306,284
HD SUPPLY HLDGS INC COM 40416M105 4,207 140,100 SH   DFND 6 140,100 0 0
HD SUPPLY HLDGS INC COM 40416M105 459 15,300 SH   DFND 7 15,300 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 902,048 14,643,630 SH   DFND 1,5 1,284,111 0 13,359,519
HDFC BANK LTD ADR REPS 3 SHS 40415F101 90,507 1,469,277 SH   DFND 1,10 81,200 0 1,388,077
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,837 46,050 SH   DFND 6 36,600 0 9,450
HDFC BANK LTD ADR REPS 3 SHS 40415F101 242 3,934 SH   DFND 7 3,934 0 0
HEALTH NET INC COM 42222G108 3,730 54,491 SH   DFND 1,5 591 0 53,900
HEALTHCARE RLTY TR COM 421946104 104,101 3,675,900 SH   DFND 1,5 194,500 0 3,481,400
HEALTHCARE RLTY TR COM 421946104 30,489 1,076,600 SH   DFND 6 1,076,600 0 0
HEALTHCARE RLTY TR COM 421946104 13,336 470,900 SH   DFND 7 48,800 0 422,100
HEALTHCARE TR AMER INC CL A NEW 42225P501 14,985 555,630 SH   DFND 1,5 47,210 0 508,420
HEALTHCARE TR AMER INC CL A NEW 42225P501 6,945 257,510 SH   DFND 6 257,510 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,094 114,720 SH   DFND 7 11,910 0 102,810
HEALTHEQUITY INC COM 42226A107 12,849 512,506 SH   DFND 1,5 600 0 511,906
HEALTHEQUITY INC COM 42226A107 1,339 53,400 SH   DFND 1,9 0 0 53,400
HEALTHSOUTH CORP COM NEW 421924309 72,896 2,094,125 SH   DFND 1,5 1,288 0 2,092,837
HEALTHSOUTH CORP COM NEW 421924309 48,848 1,403,281 SH   DFND 6 1,357,481 0 45,800
HEALTHSOUTH CORP COM NEW 421924309 10,342 297,100 SH   DFND 7 267,400 0 29,700
HEALTHSTREAM INC COM 42222N103 104,432 4,746,889 SH   DFND 1,5 133,500 0 4,613,389
HEARTLAND EXPRESS INC COM 422347104 3,400 199,767 SH   DFND 1,5 17,306 0 182,461
HEARTLAND EXPRESS INC COM 422347104 10,011 588,210 SH   DFND 6 588,210 0 0
HEARTLAND EXPRESS INC COM 422347104 5,133 301,580 SH   DFND 7 267,680 0 33,900
HEARTLAND PMT SYS INC COM 42235N108 131,904 1,391,100 SH   DFND 1,5 110,000 0 1,281,100
HEARTWARE INTL INC COM 422368100 104,692 2,077,213 SH   DFND 1,5 73,093 0 2,004,120
HEICO CORP NEW COM 422806109 17,169 315,847 SH   DFND 1,5 200 0 315,647
HEICO CORP NEW CL A 422806208 7,193 146,200 SH   DFND 1,5 0 0 146,200
HELEN OF TROY CORP LTD COM G4388N106 354,256 3,758,680 SH   DFND 1,5 262,000 0 3,496,680
HELEN OF TROY CORP LTD COM G4388N106 36,708 389,477 SH   DFND 6 389,477 0 0
HELEN OF TROY CORP LTD COM G4388N106 6,013 63,800 SH   DFND 7 63,800 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,039 767,850 SH   DFND 6 767,850 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 875 166,400 SH   DFND 7 166,400 0 0
HELMERICH & PAYNE INC COM 423452101 115,659 2,159,824 SH   DFND 1,5 117,424 0 2,042,400
HELMERICH & PAYNE INC COM 423452101 1,924 35,925 SH   DFND 2 35,925 0 0
HELMERICH & PAYNE INC COM 423452101 1,923 35,911 SH   DFND 3 35,911 0 0
HELMERICH & PAYNE INC COM 423452101 744 13,900 SH   DFND 6 13,900 0 0
HERBALIFE LTD COM USD SHS G4412G101 646,943 12,065,333 SH   DFND 1,5 1,298,252 0 10,767,081
HERBALIFE LTD COM USD SHS G4412G101 5,729 106,845 SH   DFND 6 106,845 0 0
HERON THERAPEUTICS INC COM 427746102 143,921 5,390,298 SH   DFND 1,5 323,187 0 5,067,111
HERSHEY CO COM 427866108 512,752 5,743,838 SH   DFND 1,5 321,239 0 5,422,599
HERSHEY CO COM 427866108 4,275 47,888 SH   DFND 2 47,888 0 0
HERSHEY CO COM 427866108 13,427 150,408 SH   DFND 3 150,408 0 0
HERSHEY CO COM 427866108 4,117 46,122 SH   DFND 6 46,122 0 0
HERSHEY CO COM 427866108 4,462 49,980 SH   DFND 7 49,980 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 95,191 6,689,437 SH   DFND 1,5 8,500 0 6,680,937
HESS CORP COM 42809H107 214,958 4,433,954 SH   DFND 1,5 95,074 0 4,338,880
HESS CORP COM 42809H107 3,883 80,099 SH   DFND 2 80,099 0 0
HESS CORP COM 42809H107 4,257 87,804 SH   DFND 3 87,804 0 0
HESS CORP COM 42809H107 8,360 172,441 SH   DFND 6 172,441 0 0
HESS CORP COM 42809H107 19,099 393,950 SH   DFND 7 393,950 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 404,321 26,600,059 SH   DFND 1,5 1,095,952 0 25,504,107
HEWLETT PACKARD ENTERPRISE C COM 42824C109 9,110 599,347 SH   DFND 2 599,347 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 5,893 387,708 SH   DFND 3 387,708 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,484 229,192 SH   DFND 6 140,952 0 88,240
HEWLETT PACKARD ENTERPRISE C COM 42824C109 550 36,200 SH   DFND 7 36,200 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 110,565 7,274,000 SH   DFND 11 7,274,000 0 0
HEXCEL CORP NEW COM 428291108 25,961 558,900 SH   DFND 1,5 0 0 558,900
HFF INC CL A 40418F108 21,619 695,800 SH   DFND 1,5 3,000 0 692,800
HIBBETT SPORTS INC COM 428567101 108,087 3,574,307 SH   DFND 1,5 156,500 0 3,417,807
HIGHER ONE HLDGS INC COM 42983D104 2,180 672,800 SH   DFND 1,5 0 0 672,800
HIGHWOODS PPTYS INC COM 431284108 99,916 2,291,643 SH   DFND 1,5 1,488,520 0 803,123
HILL ROM HLDGS INC COM 431475102 115,344 2,400,000 SH   DFND 1,5 0 0 2,400,000
HILLENBRAND INC COM 431571108 80,707 2,723,830 SH   DFND 1,5 45,944 0 2,677,886
HILLTOP HOLDINGS INC COM 432748101 43,116 2,243,280 SH   DFND 1,5 700 0 2,242,580
HILLTOP HOLDINGS INC COM 432748101 4,678 243,410 SH   DFND 6 243,410 0 0
HILLTOP HOLDINGS INC COM 432748101 801 41,660 SH   DFND 7 41,660 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 768,710 35,921,027 SH   DFND 1,5 400,872 0 35,520,155
HILTON WORLDWIDE HLDGS INC COM 43300A104 15,269 713,500 SH   DFND 6 713,500 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 5,177 241,900 SH   DFND 7 25,100 0 216,800
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 15,134 1,845,643 SH   DFND 1,9 0 0 1,845,643
HINGHAM INSTN SVGS MASS COM 433323102 2,408 20,100 SH   DFND 1,5 10,000 0 10,100
HISTOGENICS CORP COM 43358V109 6,697 1,913,520 SH   DFND 1,5 0 0 1,913,520
HNI CORP COM 404251100 100,305 2,781,617 SH   DFND 1,5 0 0 2,781,617
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 14,493 778,355 SH   DFND 1,10 12,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 67,860 1,701,181 SH   DFND 1,5 147,607 0 1,553,574
HOLOGIC INC COM 436440101 128,390 3,318,424 SH   DFND 1,5 0 0 3,318,424
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 30,354 22,716,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 269 6,960 SH   DFND 3 6,960 0 0
HOLOGIC INC COM 436440101 356 9,210 SH   DFND 7 9,210 0 0
HOME DEPOT INC COM 437076102 4,503,639 34,053,979 SH   DFND 1,5 1,613,582 0 32,440,397
HOME DEPOT INC COM 437076102 55,887 422,584 SH   DFND 2 422,584 0 0
HOME DEPOT INC COM 437076102 39,386 297,813 SH   DFND 3 297,813 0 0
HOME DEPOT INC COM 437076102 71,093 537,564 SH   DFND 6 386,494 0 151,070
HOME DEPOT INC COM 437076102 207,931 1,572,257 SH   DFND 7 911,220 0 661,037
HOME DEPOT INC COM 437076102 19,957 150,900 SH   DFND 11 150,900 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 139,653 4,088,200 SH   DFND 1,5 832,800 0 3,255,400
HOMETRUST BANCSHARES INC COM 437872104 581 28,690 SH   DFND 6 28,690 0 0
HONDA MOTOR LTD AMERN SHS 438128308 2,238 70,095 SH   DFND 1,5 0 0 70,095
HONEYWELL INTL INC COM 438516106 1,017,690 9,826,106 SH   DFND 1,5 746,172 0 9,079,934
HONEYWELL INTL INC COM 438516106 26,604 256,871 SH   DFND 2 256,871 0 0
HONEYWELL INTL INC COM 438516106 17,740 171,284 SH   DFND 3 171,284 0 0
HONEYWELL INTL INC COM 438516106 15,700 151,585 SH   DFND 6 80,075 0 71,510
HONEYWELL INTL INC COM 438516106 62,741 605,782 SH   DFND 7 281,956 0 323,826
HOOKER FURNITURE CORP COM 439038100 628 24,900 SH   DFND 1,5 0 0 24,900
HORIZON BANCORP IND COM 440407104 1,678 60,000 SH   DFND 1,5 60,000 0 0
HORIZON PHARMA PLC SHS G4617B105 481,581 22,223,388 SH   DFND 1,5 286,000 0 21,937,388
HORIZON PHARMA PLC SHS G4617B105 23,922 1,103,926 SH   DFND 6 1,103,926 0 0
HORIZON PHARMA PLC SHS G4617B105 2,778 128,200 SH   DFND 7 128,200 0 0
HORMEL FOODS CORP COM 440452100 1,266 16,012 SH   DFND 1,5 612 0 15,400
HORMEL FOODS CORP COM 440452100 3,556 44,963 SH   DFND 2 44,963 0 0
HORMEL FOODS CORP COM 440452100 1,238 15,653 SH   DFND 3 15,653 0 0
HORMEL FOODS CORP COM 440452100 813 10,283 SH   DFND 6 10,283 0 0
HORMEL FOODS CORP COM 440452100 4,521 57,170 SH   DFND 7 57,170 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 32,019 3,221,270 SH   DFND 1,5 0 0 3,221,270
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 1,227 5,000,000 PRN   DFND 1,5 0 0 0
HORTONWORKS INC COM 440894103 19,219 877,578 SH   DFND 1,5 172,534 0 705,044
HOST HOTELS & RESORTS INC COM 44107P104 618,225 40,301,530 SH   DFND 1,5 22,218,682 0 18,082,848
HOST HOTELS & RESORTS INC COM 44107P104 3,843 250,511 SH   DFND 2 250,511 0 0
HOST HOTELS & RESORTS INC COM 44107P104 293 19,124 SH   DFND 3 19,124 0 0
HOST HOTELS & RESORTS INC COM 44107P104 22,209 1,447,760 SH   DFND 6 1,447,760 0 0
HOST HOTELS & RESORTS INC COM 44107P104 9,621 627,187 SH   DFND 7 65,200 0 561,987
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 227,471 10,444,027 SH   DFND 1,5 134,600 0 10,309,427
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 17,470 802,100 SH   DFND 6 802,100 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 4,410 202,500 SH   DFND 7 202,500 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 7,527 1,425,583 SH   DFND 1,5 283,983 0 1,141,600
HOVNANIAN ENTERPRISES INC CL A 442487203 4,706 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 3,089 27,300 SH   DFND 6 15,800 0 11,500
HOWARD HUGHES CORP COM 44267D107 4,000 35,352 SH   DFND 7 21,452 0 13,900
HP INC COM 40434L105 767,600 64,831,108 SH   DFND 1,5 1,666,928 0 63,164,180
HP INC COM 40434L105 103,820 8,768,617 SH   DFND 1,9 0 0 8,768,617
HP INC COM 40434L105 7,129 602,077 SH   DFND 2 602,077 0 0
HP INC COM 40434L105 3,386 286,012 SH   DFND 3 286,012 0 0
HP INC COM 40434L105 12,236 1,033,461 SH   DFND 6 754,621 0 278,840
HP INC COM 40434L105 13,665 1,154,100 SH   DFND 7 423,400 0 730,700
HP INC COM 40434L105 78,783 6,654,000 SH   DFND 11 6,654,000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 261,165 6,616,786 SH   DFND 1,5 37,410 0 6,579,376
HSN INC COM 404303109 16,979 335,082 SH   DFND 1,5 782 0 334,300
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 2,936 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 114,471 3,474,087 SH   DFND 1,5 126,352 0 3,347,735
HUB GROUP INC CL A 443320106 12,502 379,420 SH   DFND 6 335,620 0 43,800
HUB GROUP INC CL A 443320106 7,894 239,560 SH   DFND 7 195,360 0 44,200
HUBBELL INC COM 443510607 119,921 1,186,870 SH   DFND 1,5 9,500 0 1,177,370
HUBBELL INC COM 443510607 1,364 13,500 SH   DFND 6 13,500 0 0
HUBSPOT INC COM 443573100 287,879 5,112,392 SH   DFND 1,5 435,096 0 4,677,296
HUDSON PAC PPTYS INC COM 444097109 36,377 1,292,704 SH   DFND 1,5 1,292,704 0 0
HUGOTON RTY TR TEX UNIT BEN INT 444717102 40 25,000 SH   DFND 1,5 25,000 0 0
HUMANA INC COM 444859102 136,703 765,800 SH   DFND 1,5 0 0 765,800
HUMANA INC COM 444859102 8,819 49,403 SH   DFND 2 49,403 0 0
HUMANA INC COM 444859102 2,521 14,121 SH   DFND 3 14,121 0 0
HUNT J B TRANS SVCS INC COM 445658107 910,527 12,411,758 SH   DFND 1,5 119,057 0 12,292,701
HUNT J B TRANS SVCS INC COM 445658107 2,214 30,175 SH   DFND 2 30,175 0 0
HUNT J B TRANS SVCS INC COM 445658107 207 2,816 SH   DFND 3 2,816 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,181 43,364 SH   DFND 6 43,364 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,194 57,170 SH   DFND 7 57,170 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,174 16,000 SH   DFND 11 16,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 523,762 47,356,381 SH   DFND 1,5 211,842 0 47,144,539
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 55,280 41,009 SH   DFND 1,5 0 0 41,009
HUNTINGTON BANCSHARES INC COM 446150104 2,937 265,526 SH   DFND 2 265,526 0 0
HUNTINGTON BANCSHARES INC COM 446150104 762 68,901 SH   DFND 3 68,901 0 0
HUNTINGTON BANCSHARES INC COM 446150104 69,741 6,305,700 SH   DFND 11 6,305,700 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 364,484 2,873,349 SH   DFND 1,5 1,894 0 2,871,455
HUNTINGTON INGALLS INDS INC COM 446413106 217 1,714 SH   DFND 3 1,714 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,194 33,061 SH   DFND 7 33,061 0 0
HUNTSMAN CORP COM 447011107 2,074 182,387 SH   DFND 3 182,387 0 0
HURCO COMPANIES INC COM 447324104 16,277 612,843 SH   DFND 1,5 96,743 0 516,100
HURON CONSULTING GROUP INC COM 447462102 523 8,800 SH   DFND 1,5 0 0 8,800
HURON CONSULTING GROUP INC COM 447462102 11,547 194,400 SH   DFND 6 194,400 0 0
HURON CONSULTING GROUP INC COM 447462102 5,074 85,420 SH   DFND 7 85,420 0 0
HURON CONSULTING GROUP INC COM 447462102 71,937 1,211,066 SH   DFND 11 1,211,066 0 0
HYATT HOTELS CORP COM CL A 448579102 45,080 958,740 SH   DFND 1,5 166,500 0 792,240
HYSTER YALE MATLS HANDLING I CL A 449172105 13,903 265,065 SH   DFND 1,5 38,565 0 226,500
IAC INTERACTIVECORP COM PAR $.001 44919P508 45,098 751,000 SH   DFND 1,5 40,500 0 710,500
IAMGOLD CORP COM 450913108 1,194 838,650 SH   DFND 1,5 1,550 0 837,100
ICF INTL INC COM 44925C103 88,558 2,490,393 SH   DFND 1,5 28,980 0 2,461,413
ICF INTL INC COM 44925C103 5,540 155,800 SH   DFND 1,9 0 0 155,800
ICF INTL INC COM 44925C103 6,912 194,362 SH   DFND 6 194,362 0 0
ICF INTL INC COM 44925C103 1,530 43,019 SH   DFND 7 43,019 0 0
ICICI BK LTD ADR 45104G104 297 37,900 SH   DFND 6 37,900 0 0
ICU MED INC COM 44930G107 66,531 589,922 SH   DFND 1,5 42,864 0 547,058
IDACORP INC COM 451107106 307,714 4,525,209 SH   DFND 1,5 92,261 0 4,432,948
IDERA PHARMACEUTICALS INC COM NEW 45168K306 5,248 1,698,521 SH   DFND 6 1,698,521 0 0
IDEX CORP COM 45167R104 173,047 2,258,800 SH   DFND 1,5 0 0 2,258,800
IDEX CORP COM 45167R104 22,458 293,148 SH   DFND 6 293,148 0 0
IDEX CORP COM 45167R104 4,801 62,670 SH   DFND 7 62,670 0 0
IDEXX LABS INC COM 45168D104 29,898 410,016 SH   DFND 1,5 9,112 0 400,904
IDEXX LABS INC COM 45168D104 275 3,776 SH   DFND 3 3,776 0 0
IDREAMSKY TECHNOLOGY LIMITED SPONSORED ADS 45173K101 939 70,100 SH   DFND 1,9 0 0 70,100
IDT CORP CL B NEW 448947507 3,895 334,030 SH   DFND 1,5 330 0 333,700
IGNYTA INC COM 451731103 26,292 1,962,081 SH   DFND 1,5 500 0 1,961,581
II VI INC COM 902104108 4,647 250,371 SH   DFND 1,5 102,885 0 147,486
ILLINOIS TOOL WKS INC COM 452308109 230,320 2,485,106 SH   DFND 1,5 171,036 0 2,314,070
ILLINOIS TOOL WKS INC COM 452308109 10,105 109,036 SH   DFND 2 109,036 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,812 73,499 SH   DFND 3 73,499 0 0
ILLUMINA INC COM 452327109 408,451 2,127,961 SH   DFND 1,5 233,246 0 1,894,715
ILLUMINA INC COM 452327109 9,366 48,795 SH   DFND 2 48,795 0 0
ILLUMINA INC COM 452327109 10,227 53,282 SH   DFND 3 53,282 0 0
ILLUMINA INC COM 452327109 927 4,827 SH   DFND 6 4,827 0 0
IMAGE SENSING SYS INC COM 45244C104 384 105,200 SH   DFND 1,5 11,000 0 94,200
IMMERSION CORP COM 452521107 948 81,300 SH   DFND 1,5 0 0 81,300
IMMUNE DESIGN CORP COM 45252L103 31,727 1,580,041 SH   DFND 1,5 0 0 1,580,041
IMMUNOGEN INC COM 45253H101 82,461 6,076,729 SH   DFND 1,5 0 0 6,076,729
IMMUNOMEDICS INC COM 452907108 40,288 13,123,198 SH   DFND 1,5 255,700 0 12,867,498
IMPAX LABORATORIES INC COM 45256B101 6,491 151,800 SH   DFND 1,5 0 0 151,800
IMPAX LABORATORIES INC COM 45256B101 2,714 63,480 SH   DFND 7 22,480 0 41,000
IMPERIAL OIL LTD COM NEW 453038408 662,284 20,328,347 SH   DFND 1,5 228,437 0 20,099,910
IMPERIAL OIL LTD COM NEW 453038408 43,982 1,350,000 SH   DFND 1,10 21,600 0 1,328,400
IMPERIAL OIL LTD COM NEW 453038408 11,386 349,500 SH   DFND 6 256,900 0 92,600
IMPERIAL OIL LTD COM NEW 453038408 18,415 565,237 SH   DFND 7 87,500 0 477,737
IMPERIAL OIL LTD COM NEW 453038408 250,418 7,686,420 SH   DFND 11 7,382,420 0 304,000
IMPERVA INC COM 45321L100 107,718 1,701,444 SH   DFND 1,5 266,190 0 1,435,254
IMPERVA INC COM 45321L100 24,064 380,092 SH   DFND 6 353,492 0 26,600
IMPERVA INC COM 45321L100 11,147 176,070 SH   DFND 7 154,770 0 21,300
INCONTACT INC COM 45336E109 88,198 9,245,089 SH   DFND 1,5 1,100 0 9,243,989
INCYTE CORP COM 45337C102 687,565 6,339,928 SH   DFND 1,5 77,054 0 6,262,874
INCYTE CORP COM 45337C102 380 3,500 SH   DFND 6 3,500 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 17,516 3,468,613 SH   DFND 1,5 0 0 3,468,613
INDEPENDENT BANK CORP MICH COM NEW 453838609 10,546 692,450 SH   DFND 6 692,450 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 4,668 306,480 SH   DFND 7 238,180 0 68,300
INFINERA CORPORATION COM 45667G103 379,692 20,954,313 SH   DFND 1,5 4,012,900 0 16,941,413
INFINERA CORPORATION COM 45667G103 246 13,600 SH   DFND 1,9 0 0 13,600
INFINITY PHARMACEUTICALS INC COM 45665G303 18,472 2,353,167 SH   DFND 1,5 200 0 2,352,967
INFOSYS LTD SPONSORED ADR 456788108 20,787 1,241,000 SH   DFND 1,5 114,000 0 1,127,000
INFRAREIT INC COM 45685L100 3,894 210,500 SH   DFND 1,5 0 0 210,500
ING GROEP N V SPONSORED ADR 456837103 798 59,300 SH   DFND 1,5 0 0 59,300
INGERSOLL-RAND PLC SHS G47791101 219,250 3,965,451 SH   DFND 1,5 4,600 0 3,960,851
INGERSOLL-RAND PLC SHS G47791101 4,811 87,007 SH   DFND 2 87,007 0 0
INGERSOLL-RAND PLC SHS G47791101 1,847 33,398 SH   DFND 3 33,398 0 0
INGERSOLL-RAND PLC SHS G47791101 22,606 408,861 SH   DFND 6 363,961 0 44,900
INGERSOLL-RAND PLC SHS G47791101 37,234 673,425 SH   DFND 7 584,420 0 89,005
INGRAM MICRO INC CL A 457153104 297,296 9,785,914 SH   DFND 1,5 25,214 0 9,760,700
INGRAM MICRO INC CL A 457153104 2,526 83,161 SH   DFND 7 83,161 0 0
INGRAM MICRO INC CL A 457153104 148,647 4,892,933 SH   DFND 11 4,892,933 0 0
INGREDION INC COM 457187102 28,388 296,200 SH   DFND 1,5 0 0 296,200
INLAND REAL ESTATE CORP COM NEW 457461200 9,461 890,906 SH   DFND 1,5 43,500 0 847,406
INLAND REAL ESTATE CORP REDM PFD SER B 457461507 7,539 300,100 SH   DFND 1,5 0 0 300,100
INLAND REAL ESTATE CORP COM NEW 457461200 2,483 233,800 SH   DFND 6 233,800 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 1,118 105,300 SH   DFND 7 11,000 0 94,300
INNERWORKINGS INC COM 45773Y105 6,522 869,591 SH   DFND 6 869,591 0 0
INNERWORKINGS INC COM 45773Y105 2,814 375,240 SH   DFND 7 375,240 0 0
INNOCOLL AG SPONSORED ADR 45780Q103 7,710 928,881 SH   DFND 1,5 0 0 928,881
INNOSPEC INC COM 45768S105 106,740 1,965,393 SH   DFND 1,5 167,386 0 1,798,007
INNOSPEC INC COM 45768S105 13,026 239,843 SH   DFND 6 239,843 0 0
INNOSPEC INC COM 45768S105 2,242 41,280 SH   DFND 7 41,280 0 0
INOGEN INC COM 45780L104 14,292 356,500 SH   DFND 1,5 1,300 0 355,200
INOVALON HLDGS INC COM CL A 45781D101 3,312 194,800 SH   DFND 1,9 0 0 194,800
INPHI CORP COM 45772F107 43,777 1,620,161 SH   DFND 1,5 101,737 0 1,518,424
INPHI CORP COM 45772F107 543 20,100 SH   DFND 1,9 0 0 20,100
INSIGHT ENTERPRISES INC COM 45765U103 100,447 3,998,685 SH   DFND 1,5 219,585 0 3,779,100
INSMED INC COM PAR $.01 457669307 167,725 9,241,062 SH   DFND 1,5 9,800 0 9,231,262
INSMED INC COM PAR $.01 457669307 535 29,500 SH   DFND 6 29,500 0 0
INSPERITY INC COM 45778Q107 2,599 53,987 SH   DFND 1,5 10,078 0 43,909
INSTALLED BLDG PRODS INC COM 45780R101 14,182 571,165 SH   DFND 6 571,165 0 0
INSTALLED BLDG PRODS INC COM 45780R101 6,850 275,860 SH   DFND 7 275,860 0 0
INSTRUCTURE INC COM 45781U103 10,664 512,213 SH   DFND 1,9 0 0 512,213
INSULET CORP COM 45784P101 105,516 2,790,700 SH   DFND 1,5 556,900 0 2,233,800
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 70,630 2,466,984 SH   DFND 1,5 0 0 2,466,984
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 375,992 5,547,236 SH   DFND 1,5 82 0 5,547,154
INTEGRATED DEVICE TECHNOLOGY COM 458118106 32,081 1,217,500 SH   DFND 1,5 225,702 0 991,798
INTEGRATED DEVICE TECHNOLOGY COM 458118106 8,680 329,400 SH   DFND 1,9 0 0 329,400
INTEL CORP SDCV 3.250% 8/0 458140AF7 22,954 13,802,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 235,500 6,835,995 SH   DFND 1,5 149,500 0 6,686,495
INTEL CORP COM 458140100 54,184 1,572,839 SH   DFND 2 1,572,839 0 0
INTEL CORP COM 458140100 33,310 966,908 SH   DFND 3 966,908 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 499 300,000 PRN   DFND 6 0 0 0
INTELIQUENT INC COM 45825N107 18,471 1,039,440 SH   DFND 1,5 350 0 1,039,090
INTELSAT S A COM L5140P101 38,672 9,296,200 SH   DFND 1,5 10,600 0 9,285,600
INTER PARFUMS INC COM 458334109 25,373 1,065,200 SH   DFND 1,5 14,400 0 1,050,800
INTERACTIVE BROKERS GROUP IN COM 45841N107 35,245 808,367 SH   DFND 1,5 766 0 807,601
INTERACTIVE BROKERS GROUP IN COM 45841N107 7,202 165,191 SH   DFND 6 92,291 0 72,900
INTERACTIVE BROKERS GROUP IN COM 45841N107 11,872 272,285 SH   DFND 7 162,385 0 109,900
INTERACTIVE INTELLIGENCE GRO COM 45841V109 30,433 968,587 SH   DFND 1,5 4,900 0 963,687
INTERACTIVE INTELLIGENCE GRO COM 45841V109 9,800 311,900 SH   DFND 1,9 0 0 311,900
INTERCEPT PHARMACEUTICALS IN COM 45845P108 536,722 3,593,718 SH   DFND 1,5 82,704 0 3,511,014
INTERCEPT PHARMACEUTICALS IN COM 45845P108 6,304 42,210 SH   DFND 6 42,210 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,061 13,800 SH   DFND 7 0 0 13,800
INTERCONTINENTAL EXCHANGE IN COM 45866F104 413,438 1,613,352 SH   DFND 1,5 36,474 0 1,576,878
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,141 39,575 SH   DFND 2 39,575 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,004 39,038 SH   DFND 3 39,038 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 314,508 8,118,440 SH   DFND 1,5 235,844 0 7,882,596
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 10,111 261,000 SH   DFND 7 261,000 0 0
INTERDIGITAL INC COM 45867G101 2,223 45,327 SH   DFND 1,5 27 0 45,300
INTERFACE INC COM 458665304 52,016 2,717,642 SH   DFND 1,5 16,913 0 2,700,729
INTERFACE INC COM 458665304 557 29,100 SH   DFND 6 29,100 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 1,537 59,821 SH   DFND 1,5 59,821 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,371,003 9,962,237 SH   DFND 1,5 603,966 0 9,358,271
INTERNATIONAL BUSINESS MACHS COM 459200101 40,938 297,470 SH   DFND 2 297,470 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 38,989 283,309 SH   DFND 3 283,309 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 13,546 98,427 SH   DFND 6 98,427 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 22,127 160,785 SH   DFND 7 0 0 160,785
INTERNATIONAL BUSINESS MACHS COM 459200101 274,772 1,996,600 SH   DFND 11 1,996,600 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 127,872 1,068,807 SH   DFND 1,5 13,162 0 1,055,645
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,200 26,747 SH   DFND 2 26,747 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 653 5,457 SH   DFND 3 5,457 0 0
INTEROIL CORP COM 460951106 1,760 56,000 SH   DFND 1,5 0 0 56,000
INTERPUBLIC GROUP COS INC COM 460690100 271,114 11,645,774 SH   DFND 1,5 49,448 0 11,596,326
INTERPUBLIC GROUP COS INC COM 460690100 3,153 135,435 SH   DFND 2 135,435 0 0
INTERPUBLIC GROUP COS INC COM 460690100 591 25,406 SH   DFND 3 25,406 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,256 268,728 SH   DFND 6 206,828 0 61,900
INTERPUBLIC GROUP COS INC COM 460690100 10,257 440,582 SH   DFND 7 259,582 0 181,000
INTERSIL CORP CL A 46069S109 203,329 15,934,867 SH   DFND 1,5 10,300 0 15,924,567
INTERSIL CORP CL A 46069S109 21,034 1,648,396 SH   DFND 1,9 0 0 1,648,396
INTERVAL LEISURE GROUP INC COM 46113M108 28,686 1,837,700 SH   DFND 1,5 95,800 0 1,741,900
INTERVAL LEISURE GROUP INC COM 46113M108 8,805 564,040 SH   DFND 6 564,040 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 6,657 426,460 SH   DFND 7 366,460 0 60,000
INTERVAL LEISURE GROUP INC COM 46113M108 27,163 1,740,100 SH   DFND 11 1,740,100 0 0
INTL PAPER CO COM 460146103 25,775 683,688 SH   DFND 1,5 188 0 683,500
INTL PAPER CO COM 460146103 5,209 138,175 SH   DFND 2 138,175 0 0
INTL PAPER CO COM 460146103 4,430 117,504 SH   DFND 3 117,504 0 0
INTL PAPER CO COM 460146103 234 6,203 SH   DFND 6 6,203 0 0
INTL PAPER CO COM 460146103 4,443 117,858 SH   DFND 7 117,858 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 346,837 6,447,982 SH   DFND 1,5 579,355 0 5,868,627
INTRA CELLULAR THERAPIES INC COM 46116X101 290 5,400 SH   DFND 6 5,400 0 0
INTRALINKS HLDGS INC COM 46118H104 7,962 877,799 SH   DFND 6 877,799 0 0
INTRALINKS HLDGS INC COM 46118H104 3,536 389,890 SH   DFND 7 389,890 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 5,816 743,735 SH   DFND 1,5 16,900 0 726,835
INTREPID POTASH INC COM 46121Y102 7,664 2,597,878 SH   DFND 1,5 83,318 0 2,514,560
INTREPID POTASH INC COM 46121Y102 484 163,926 SH   DFND 6 163,926 0 0
INTREXON CORP COM 46122T102 234,967 7,793,277 SH   DFND 1,5 516,379 0 7,276,898
INTREXON CORP COM 46122T102 570 18,900 SH   DFND 6 18,900 0 0
INTUIT COM 461202103 411,802 4,267,375 SH   DFND 1,5 297,047 0 3,970,328
INTUIT COM 461202103 79,960 828,600 SH   DFND 1,9 0 0 828,600
INTUIT COM 461202103 8,491 87,992 SH   DFND 2 87,992 0 0
INTUIT COM 461202103 5,531 57,320 SH   DFND 3 57,320 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 260,196 476,410 SH   DFND 1,5 35,039 0 441,371
INTUITIVE SURGICAL INC COM NEW 46120E602 6,802 12,454 SH   DFND 2 12,454 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,168 3,969 SH   DFND 3 3,969 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,345 4,293 SH   DFND 6 4,293 0 0
INVENSENSE INC COM 46123D205 3,494 341,500 SH   DFND 1,5 0 0 341,500
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 4,292 4,600,000 PRN   DFND 1,5 0 0 0
INVENTURE FOODS INC COM 461212102 4,937 695,385 SH   DFND 1,5 62,085 0 633,300
INVENTURE FOODS INC COM 461212102 2,799 394,200 SH   DFND 6 394,200 0 0
INVENTURE FOODS INC COM 461212102 1,208 170,200 SH   DFND 7 170,200 0 0
INVENTURE FOODS INC COM 461212102 3,268 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 480,423 14,349,543 SH   DFND 1,5 4,745 0 14,344,798
INVESCO LTD SHS G491BT108 4,730 141,273 SH   DFND 2 141,273 0 0
INVESCO LTD SHS G491BT108 440 13,144 SH   DFND 3 13,144 0 0
INVESCO LTD SHS G491BT108 19,920 594,972 SH   DFND 6 508,572 0 86,400
INVESCO LTD SHS G491BT108 54,950 1,641,290 SH   DFND 7 1,533,990 0 107,300
INVESCO LTD SHS G491BT108 1,237 36,950 SH   DFND 11 36,950 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 12,669 1,022,557 SH   DFND 1,5 0 0 1,022,557
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 15,311 899,600 SH   DFND 1,5 0 0 899,600
INVESTORS BANCORP INC NEW COM 46146L101 256,611 20,627,898 SH   DFND 1,5 207,500 0 20,420,398
INVESTORS BANCORP INC NEW COM 46146L101 21,996 1,768,207 SH   DFND 6 1,706,107 0 62,100
INVESTORS BANCORP INC NEW COM 46146L101 6,459 519,217 SH   DFND 7 519,217 0 0
INVUITY INC COM NEW 46187J205 14,444 1,637,600 SH   DFND 1,5 4,689 0 1,632,911
INVUITY INC COM NEW 46187J205 178 20,200 SH   DFND 6 20,200 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,096,307 17,702,357 SH   DFND 1,5 2,638,786 0 15,063,571
IONIS PHARMACEUTICALS INC COM 462222100 533 8,600 SH   DFND 6 8,600 0 0
IPG PHOTONICS CORP COM 44980X109 415,482 4,659,960 SH   DFND 1,5 241,924 0 4,418,036
IRIDIUM COMMUNICATIONS INC COM 46269C102 8,151 969,200 SH   DFND 1,5 0 0 969,200
IROBOT CORP COM 462726100 1,313 37,100 SH   DFND 1,5 0 0 37,100
IRON MTN INC NEW COM 46284V101 1,730 64,043 SH   DFND 2 64,043 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 223,817 19,311,214 SH   DFND 1,5 2,005,552 0 17,305,662
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 708 61,103 SH   DFND 6 61,103 0 0
ISHARES NW ZEALND CP ETF 464289123 2,492 66,500 SH   DFND 1,5 8,100 0 58,400
ISHARES ALL PERU CAP ETF 464289842 775 38,400 SH   DFND 1,5 11,000 0 27,400
ISHARES MSCI GERMANY ETF 464286806 2,611 99,700 SH   DFND 1,5 21,900 0 77,800
ISHARES MSCI SPAN CP ETF 464286764 246 8,700 SH   DFND 1,5 8,700 0 0
ISHARES MSCI JAPAN ETF 464286848 793,455 65,466,593 SH   DFND 3 65,466,593 0 0
ISHARES MSCI CDA ETF 464286509 213 9,929 SH   DFND 3 9,929 0 0
ISHARES MSCI AUST ETF 464286103 78,057 4,116,943 SH   DFND 3 4,116,943 0 0
ISHARES MSCI EURZONE ETF 464286608 226 6,454 SH   DFND 3 6,454 0 0
ISHARES MSCI ITALCPD ETF 464286855 202,479 14,736,498 SH   DFND 3 14,736,498 0 0
ISHARES MSCI GERMANY ETF 464286806 404 15,428 SH   DFND 3 15,428 0 0
ISHARES MSCI SPAN CP ETF 464286764 145,565 5,149,100 SH   DFND 3 5,149,100 0 0
ISHARES EM MK MINVOL ETF 464286533 4,699 96,573 SH   DFND 6 57,375 0 39,198
ISHARES GOLD TRUST ISHARES 464285105 2,319 226,734 SH   DFND 3 226,734 0 0
ISHARES INC CORE MSCI EMKT 46434G103 199,354 5,061,019 SH   DFND 3 5,061,019 0 0
ISHARES TR 3-7 YR TR BD ETF 464288661 33,502 273,239 SH   DFND 1,5 789 0 272,450
ISHARES TR MSCI EAFE ETF 464287465 5,889 100,232 SH   DFND 1,5 45,053 0 55,179
ISHARES TR TIPS BD ETF 464287176 6,755 61,587 SH   DFND 1,5 87 0 61,500
ISHARES TR JP MOR EM MK ETF 464288281 452 4,271 SH   DFND 1,5 72 0 4,199
ISHARES TR RUS 2000 GRW ETF 464287648 47,399 340,000 SH   DFND 1,5 0 0 340,000
ISHARES TR CORE S&P500 ETF 464287200 324,379 1,583,340 SH   DFND 1,5 0 0 1,583,340
ISHARES TR USA MIN VOL ETF 46429B697 16,109 385,208 SH   DFND 1,5 0 0 385,208
ISHARES TR 10-20 YR TRS ETF 464288653 6,791 50,600 SH   DFND 1,5 0 0 50,600
ISHARES TR MSCI EMG MKT ETF 464287234 206,260 6,407,568 SH   DFND 1,5 0 0 6,407,568
ISHARES TR RUSSELL 3000 ETF 464287689 385 3,200 SH   DFND 1,5 0 0 3,200
ISHARES TR 7-10 Y TR BD ETF 464287440 3,519 33,323 SH   DFND 1,5 0 0 33,323
ISHARES TR MSCI USAMOMFCT 46432F396 1,737 23,700 SH   DFND 1,5 2,300 0 21,400
ISHARES TR 20+ YR TR BD ETF 464287432 94,181 780,810 SH   DFND 1,5 343,747 0 437,063
ISHARES TR MSCI POL CAP ETF 46429B606 2,377 131,500 SH   DFND 1,5 29,700 0 101,800
ISHARES TR MSCI INDIA ETF 46429B598 768 27,900 SH   DFND 1,5 27,900 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 2,273 24,705 SH   DFND 3 24,705 0 0
ISHARES TR DOW JONES US ETF 464287846 519 5,090 SH   DFND 3 5,090 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,142 9,745 SH   DFND 3 9,745 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 203 3,136 SH   DFND 3 3,136 0 0
ISHARES TR CORE US VAL ETF 464287663 3,092 24,068 SH   DFND 3 24,068 0 0
ISHARES TR S&P 100 ETF 464287101 21,363 234,321 SH   DFND 3 234,321 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,368 11,372 SH   DFND 3 11,372 0 0
ISHARES TR SP SMCP600GR ETF 464287887 88,714 713,655 SH   DFND 3 713,655 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 409,079 5,956,310 SH   DFND 3 5,956,310 0 0
ISHARES TR EAFE VALUE ETF 464288877 284 6,104 SH   DFND 3 6,104 0 0
ISHARES TR INTL SEL DIV ETF 464288448 64,274 2,238,745 SH   DFND 3 2,238,745 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 589 1,740 SH   DFND 3 1,740 0 0
ISHARES TR MSCI USA QLT FAC 46432F339 292 4,518 SH   DFND 3 4,518 0 0
ISHARES TR U.S. FINLS ETF 464287788 183,875 2,080,499 SH   DFND 3 2,080,499 0 0
ISHARES TR SP SMCP600VL ETF 464287879 88,892 821,860 SH   DFND 3 821,860 0 0
ISHARES TR CORE S&P500 ETF 464287200 17,817 86,969 SH   DFND 3 86,969 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 220 1,813 SH   DFND 3 1,813 0 0
ISHARES TR U.S. PFD STK ETF 464288687 262,151 6,747,782 SH   DFND 3 6,747,782 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,523,053 15,563,587 SH   DFND 3 15,563,587 0 0
ISHARES TR CORE S&P TTL STK 464287150 2,149 22,931 SH   DFND 3 22,931 0 0
ISHARES TR CORE S&P SCP ETF 464287804 115,491 1,048,873 SH   DFND 3 1,048,873 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 463,606 4,432,177 SH   DFND 3 4,432,177 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,484,660 14,924,208 SH   DFND 3 14,924,208 0 0
ISHARES TR US HLTHCARE ETF 464287762 441 2,912 SH   DFND 3 2,912 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,240 7,701 SH   DFND 3 7,701 0 0
ISHARES TR U.S. TECH ETF 464287721 491 4,583 SH   DFND 3 4,583 0 0
ISHARES TR CHINA ETF 46429B671 138,385 3,101,410 SH   DFND 3 3,101,410 0 0
ISHARES TR EUROPE ETF 464287861 252,334 6,291,040 SH   DFND 3 6,291,040 0 0
ISHARES TR USA MIN VOL ETF 46429B697 318 7,596 SH   DFND 3 7,596 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 84,167 3,259,747 SH   DFND 3 3,259,747 0 0
ISHARES TR EAFE GRWTH ETF 464288885 411 6,122 SH   DFND 3 6,122 0 0
ISHARES TR EAFE SML CP ETF 464288273 384,214 7,691,978 SH   DFND 3 7,691,978 0 0
ISHARES TR U.S. REAL ES ETF 464287739 781 10,399 SH   DFND 3 10,399 0 0
ISHARES TR IBOXX INV CP ETF 464287242 16,002 140,355 SH   DFND 3 140,355 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,558 48,398 SH   DFND 3 48,398 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 75,109 1,489,079 SH   DFND 3 1,489,079 0 0
ISHARES TR SELECT DIVID ETF 464287168 79,552 1,058,579 SH   DFND 3 1,058,579 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 16,167 143,695 SH   DFND 3 143,695 0 0
ISHARES TR CORE US GRW ETF 464287671 37,090 452,095 SH   DFND 3 452,095 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 20,054 143,847 SH   DFND 3 143,847 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 22,735 196,327 SH   DFND 3 196,327 0 0
ISHARES TR RUS MID-CAP ETF 464287499 48,271 301,089 SH   DFND 3 301,089 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 88,267 2,501,178 SH   DFND 3 2,501,178 0 0
ISHARES TR RUS 1000 ETF 464287622 789,099 6,964,074 SH   DFND 3 6,964,074 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 231 1,599 SH   DFND 3 1,599 0 0
ISHARES TR U.S. INDS ETF 464287754 229 2,210 SH   DFND 3 2,210 0 0
ISHARES TR CORE S&P MCP ETF 464287507 5,175 36,752 SH   DFND 3 36,752 0 0
ISHARES TR GLOBAL 100 ETF 464287572 349 4,752 SH   DFND 3 4,752 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 162,628 2,215,341 SH   DFND 3 2,215,341 0 0
ISHARES TR NAT AMT FREE BD 464288414 1,720 15,532 SH   DFND 3 15,532 0 0
ISHARES TR MSCI EAFE ETF 464287465 61,931 1,054,137 SH   DFND 3 1,054,137 0 0
ISHARES TR COHEN&STEER REIT 464287564 1,046 10,543 SH   DFND 3 10,543 0 0
ISHARES TR IBOXX HI YD ETF 464288513 289,175 3,588,676 SH   DFND 3 3,588,676 0 0
ISHARES TR S&P 500 VAL ETF 464287408 152,626 1,724,008 SH   DFND 3 1,724,008 0 0
ISHARES TR RUS MD CP GR ETF 464287481 186,262 2,025,246 SH   DFND 3 2,025,246 0 0
ISHARES TR MSCI ACWI ETF 464288257 440 7,803 SH   DFND 3 7,803 0 0
ISHARES TR MSCI EAFE ETF 464287465 2,791 47,503 SH   DFND 6 0 0 47,503
ISHARES TR JP MOR EM MK ETF 464288281 796 7,527 SH   DFND 6 0 0 7,527
ISHARES TR NA NAT RES 464287374 2,418 85,935 SH   DFND 6 85,935 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 499 15,000 SH   DFND 6 15,000 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 15,925 245,491 SH   DFND 6 185,730 0 59,761
ISHARES TR CORE US AGGBD ET 464287226 39,044 361,482 SH   DFND 6 152,431 0 209,051
ISHARES TR EAFE SML CP ETF 464288273 4,716 94,409 SH   DFND 6 79,901 0 14,508
ISHARES TR RUSSELL 2000 ETF 464287655 24,950 221,755 SH   DFND 6 207,200 0 14,555
ISHARES TR CORE MSCI EAFE 46432F842 5,544 101,950 SH   DFND 6 101,950 0 0
ISHARES TR USA MIN VOL ETF 46429B697 16,943 405,144 SH   DFND 6 189,410 0 215,734
ISHARES TR MSCI EMG MKT ETF 464287234 6,774 210,440 SH   DFND 7 75,800 0 134,640
ISHARES TR USA MIN VOL ETF 46429B697 1,999 47,793 SH   DFND 7 47,793 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 962 14,836 SH   DFND 7 14,836 0 0
ISHARES TR MSCI EAFE ETF 464287465 6,380 108,596 SH   DFND 7 108,596 0 0
ISHARES TR MSCI INDIA ETF 46429B598 3,726 135,300 SH   DFND 7 135,300 0 0
ISHARES TR U.S. TECH ETF 464287721 9,066 84,703 SH   DFND 7 84,703 0 0
ISHARES TR CORE US AGGBD ET 464287226 723 6,694 SH   DFND 7 6,694 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 13,173 146,401 SH   DFND 7 146,401 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 872 7,754 SH   DFND 7 7,754 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 16,923 140,300 SH   DFND 7 140,300 0 0
ISHARES TR TIPS BD ETF 464287176 10,547 96,163 SH   DFND 7 96,163 0 0
ISHARES TR JP MOR EM MK ETF 464288281 3,179 30,051 SH   DFND 7 30,051 0 0
ISHARES TR CORE S&P500 ETF 464287200 7,030 34,314 SH   DFND 7 34,314 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 71,404 2,218,206 SH   DFND   8 0 2,218,198
ISHARES TR CORE S&P500 ETF 464287200 97,713 476,949 SH   DFND   8 0 476,941
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 22,421 6,000,000 PRN   DFND 1,5 0 0 0
ISTAR INC COM 45031U101 52,025 4,435,191 SH   DFND 1,5 0 0 4,435,191
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 99,605 15,300,350 SH   DFND 1,5 506,194 0 14,794,156
ITC HLDGS CORP COM 465685105 41,248 1,050,899 SH   DFND 1,5 0 0 1,050,899
ITT CORP NEW COM NEW 450911201 7,736 213,000 SH   DFND 1,5 40,700 0 172,300
ITURAN LOCATION AND CONTROL SHS M6158M104 12,836 678,101 SH   DFND 1,5 0 0 678,101
IXIA COM 45071R109 31,648 2,546,072 SH   DFND 1,5 3,430 0 2,542,642
IXIA COM 45071R109 2,657 213,775 SH   DFND 1,9 0 0 213,775
J & J SNACK FOODS CORP COM 466032109 31,174 267,200 SH   DFND 1,5 0 0 267,200
J G WENTWORTH CO CL A 46618D108 322 179,100 SH   DFND 1,5 0 0 179,100
J2 GLOBAL INC COM 48123V102 253,140 3,075,070 SH   DFND 1,5 770 0 3,074,300
J2 GLOBAL INC COM 48123V102 22,282 270,678 SH   DFND 6 270,678 0 0
JABIL CIRCUIT INC COM 466313103 167,932 7,210,479 SH   DFND 1,5 70,650 0 7,139,829
JACK IN THE BOX INC COM 466367109 50,493 658,237 SH   DFND 1,5 150 0 658,087
JACOBS ENGR GROUP INC DEL COM 469814107 173,891 4,145,203 SH   DFND 1,5 196,577 0 3,948,626
JACOBS ENGR GROUP INC DEL COM 469814107 1,714 40,848 SH   DFND 2 40,848 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 4,504 107,368 SH   DFND 3 107,368 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,133 27,000 SH   DFND 11 27,000 0 0
JAKKS PAC INC COM 47012E106 6,325 794,644 SH   DFND 1,5 105,744 0 688,900
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 16,438 1,297,400 SH   DFND 1,5 19,100 0 1,278,300
JAMES RIV GROUP LTD COM G5005R107 77,682 2,316,090 SH   DFND 1,5 101,270 0 2,214,820
JAMES RIV GROUP LTD COM G5005R107 6,007 179,100 SH   DFND 6 179,100 0 0
JAMES RIV GROUP LTD COM G5005R107 2,576 76,800 SH   DFND 7 76,800 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 41,381 22,760,000 PRN   DFND 1,5 0 0 0
JARDEN CORP COM 471109108 408,074 7,144,156 SH   DFND 1,5 30,654 0 7,113,502
JARDEN CORP COM 471109108 34,298 600,454 SH   DFND 6 600,454 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,036 1,120,000 PRN   DFND 6 0 0 0
JARDEN CORP COM 471109108 31,853 557,652 SH   DFND 7 557,652 0 0
JARDEN CORP COM 471109108 151,616 2,654,344 SH   DFND 11 2,654,344 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 10,703 10,230,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,238,998 8,814,730 SH   DFND 1,5 177,169 0 8,637,561
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 36,662 260,830 SH   DFND 6 260,830 0 0
JD COM INC SPON ADR CL A 47215P106 73,741 2,285,491 SH   DFND 1,5 273,239 0 2,012,252
JD COM INC SPON ADR CL A 47215P106 884 27,400 SH   DFND 1,9 0 0 27,400
JD COM INC SPON ADR CL A 47215P106 200 6,200 SH   DFND 6 6,200 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 9,369 10,000,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 462,944 20,439,023 SH   DFND 1,5 3,684,000 0 16,755,023
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 28,206 6,060,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 10,258 452,890 SH   DFND 6 452,890 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 1,164 250,000 PRN   DFND 6 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,761 77,760 SH   DFND 7 77,760 0 0
JINPAN INTL LTD ORD G5138L100 398 104,000 SH   DFND 1,5 10,100 0 93,900
JIVE SOFTWARE INC COM 47760A108 44 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 2,709 496,200 SH   DFND 1,5 0 0 496,200
JOHNSON & JOHNSON COM 478160104 4,864,625 47,358,114 SH   DFND 1,5 2,241,743 0 45,116,371
JOHNSON & JOHNSON COM 478160104 94,730 922,220 SH   DFND 2 922,220 0 0
JOHNSON & JOHNSON COM 478160104 124,473 1,211,769 SH   DFND 3 1,211,769 0 0
JOHNSON & JOHNSON COM 478160104 54,959 535,040 SH   DFND 6 479,240 0 55,800
JOHNSON & JOHNSON COM 478160104 81,121 789,728 SH   DFND 7 201,552 0 588,176
JOHNSON & JOHNSON COM 478160104 267,709 2,606,200 SH   DFND 11 2,606,200 0 0
JOHNSON CTLS INC COM 478366107 365,995 9,268,050 SH   DFND 1,5 981,474 0 8,286,576
JOHNSON CTLS INC COM 478366107 8,525 215,870 SH   DFND 2 215,870 0 0
JOHNSON CTLS INC COM 478366107 2,352 59,568 SH   DFND 3 59,568 0 0
JOHNSON CTLS INC COM 478366107 270 6,838 SH   DFND 6 6,838 0 0
JOHNSON CTLS INC COM 478366107 5,985 151,553 SH   DFND 7 151,553 0 0
JOHNSON OUTDOORS INC CL A 479167108 1,246 56,929 SH   DFND 11 56,929 0 0
JONES LANG LASALLE INC COM 48020Q107 140,229 877,200 SH   DFND 1,5 7,597 0 869,603
JONES LANG LASALLE INC COM 48020Q107 23,233 145,331 SH   DFND 6 130,431 0 14,900
JONES LANG LASALLE INC COM 48020Q107 17,369 108,651 SH   DFND 7 96,051 0 12,600
JOURNAL MEDIA GROUP INC COM 48114A109 38,166 3,175,181 SH   DFND 1,5 588,865 0 2,586,316
JOY GLOBAL INC COM 481165108 7,825 620,500 SH   DFND 1,5 106,214 0 514,286
JOY GLOBAL INC COM 481165108 2,768 219,544 SH   DFND 3 219,544 0 0
JOY GLOBAL INC COM 481165108 482 38,200 SH   DFND 6 38,200 0 0
JOY GLOBAL INC COM 481165108 4,268 338,500 SH   DFND 11 338,500 0 0
JPMORGAN CHASE & CO COM 46625H100 7,278,489 110,230,027 SH   DFND 1,5 4,119,879 0 106,110,148
JPMORGAN CHASE & CO COM 46625H100 81,013 1,226,918 SH   DFND 2 1,226,918 0 0
JPMORGAN CHASE & CO COM 46625H100 91,774 1,389,880 SH   DFND 3 1,389,880 0 0
JPMORGAN CHASE & CO COM 46625H100 104,245 1,578,757 SH   DFND 6 1,248,377 0 330,380
JPMORGAN CHASE & CO COM 46625H100 276,995 4,194,984 SH   DFND 7 1,827,131 0 2,367,853
JPMORGAN CHASE & CO COM 46625H100 20,932 317,000 SH   DFND 11 317,000 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 55,975 6,178,243 SH   DFND 1,9 0 0 6,178,243
JUNIPER NETWORKS INC COM 48203R104 216,555 7,846,210 SH   DFND 1,5 528,587 0 7,317,623
JUNIPER NETWORKS INC COM 48203R104 319 11,556 SH   DFND 1,9 0 0 11,556
JUNIPER NETWORKS INC COM 48203R104 3,266 118,316 SH   DFND 2 118,316 0 0
JUNIPER NETWORKS INC COM 48203R104 477 17,287 SH   DFND 3 17,287 0 0
JUNO THERAPEUTICS INC COM 48205A109 320,344 7,285,524 SH   DFND 1,5 739,681 0 6,545,843
JUNO THERAPEUTICS INC COM 48205A109 339 7,700 SH   DFND 6 7,700 0 0
K2M GROUP HLDGS INC COM 48273J107 19,740 1,000,000 SH   DFND 1,5 0 0 1,000,000
KADANT INC COM 48282T104 697 17,171 SH   DFND 1,5 17,171 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,342 28,000 SH   DFND 6 13,100 0 14,900
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,022 36,120 SH   DFND 7 27,520 0 8,600
KAMAN CORP COM 483548103 43,006 1,053,816 SH   DFND 1,5 31,136 0 1,022,680
KANSAS CITY SOUTHERN COM NEW 485170302 143,993 1,928,386 SH   DFND 1,5 60,881 0 1,867,505
KANSAS CITY SOUTHERN COM NEW 485170302 2,716 36,375 SH   DFND 2 36,375 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 989 13,243 SH   DFND 3 13,243 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,106 28,200 SH   DFND 6 28,200 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 6,913 306,000 SH   DFND 6 306,000 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 2,991 132,400 SH   DFND 7 132,400 0 0
KAR AUCTION SVCS INC COM 48238T109 219,594 5,930,165 SH   DFND 1,5 220,815 0 5,709,350
KAR AUCTION SVCS INC COM 48238T109 8,342 225,275 SH   DFND 3 225,275 0 0
KAR AUCTION SVCS INC COM 48238T109 10,920 294,886 SH   DFND 6 259,886 0 35,000
KAR AUCTION SVCS INC COM 48238T109 5,877 158,720 SH   DFND 7 144,920 0 13,800
KARYOPHARM THERAPEUTICS INC COM 48576U106 71,018 5,359,831 SH   DFND 1,5 15,500 0 5,344,331
KATE SPADE & CO COM 485865109 331,172 18,636,572 SH   DFND 1,5 2,509,104 0 16,127,468
KATE SPADE & CO COM 485865109 711 40,000 SH   DFND 6 40,000 0 0
KB HOME COM 48666K109 76,117 6,173,309 SH   DFND 1,5 43,200 0 6,130,109
KB HOME COM 48666K109 1,271 103,100 SH   DFND 6 103,100 0 0
KCG HLDGS INC CL A 48244B100 3,882 315,344 SH   DFND 1,5 0 0 315,344
KEARNY FINL CORP MD COM 48716P108 618 48,800 SH   DFND 1,5 0 0 48,800
KEARNY FINL CORP MD COM 48716P108 55,494 4,379,940 SH   DFND 6 4,262,340 0 117,600
KEARNY FINL CORP MD COM 48716P108 14,808 1,168,780 SH   DFND 7 1,168,780 0 0
KELLOGG CO COM 487836108 67,717 937,000 SH   DFND 1,5 187,400 0 749,600
KELLOGG CO COM 487836108 6,146 85,047 SH   DFND 2 85,047 0 0
KELLOGG CO COM 487836108 3,188 44,106 SH   DFND 3 44,106 0 0
KELLOGG CO COM 487836108 10,360 143,347 SH   DFND 6 61,957 0 81,390
KELLOGG CO COM 487836108 56,623 783,498 SH   DFND 7 414,698 0 368,800
KENNAMETAL INC COM 489170100 33,109 1,724,447 SH   DFND 1,5 77,100 0 1,647,347
KENNEDY-WILSON HLDGS INC COM 489398107 89,547 3,718,711 SH   DFND 1,5 0 0 3,718,711
KENNEDY-WILSON HLDGS INC COM 489398107 7,305 303,380 SH   DFND 6 303,380 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 3,120 129,570 SH   DFND 7 129,570 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 21,319 4,221,592 SH   DFND 1,5 0 0 4,221,592
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,035 204,900 SH   DFND   204,900 0 0
KEURIG GREEN MTN INC COM 49271M100 1,189,141 13,215,616 SH   DFND 1,5 1,931,650 0 11,283,966
KEURIG GREEN MTN INC COM 49271M100 3,484 38,717 SH   DFND 2 38,717 0 0
KEURIG GREEN MTN INC COM 49271M100 615 6,836 SH   DFND 3 6,836 0 0
KEYCORP NEW COM 493267108 115,598 8,764,060 SH   DFND 1,5 596,160 0 8,167,900
KEYCORP NEW COM 493267108 3,672 278,427 SH   DFND 2 278,427 0 0
KEYCORP NEW COM 493267108 2,965 224,789 SH   DFND 3 224,789 0 0
KEYCORP NEW COM 493267108 12,738 965,750 SH   DFND 6 879,850 0 85,900
KEYCORP NEW COM 493267108 19,823 1,502,860 SH   DFND 7 1,502,860 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 197,464 6,970,144 SH   DFND 1,5 398,386 0 6,571,758
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,178 112,195 SH   DFND 6 41,895 0 70,300
KEYSIGHT TECHNOLOGIES INC COM 49338L103 17,484 617,170 SH   DFND 7 302,020 0 315,150
KEYW HLDG CORP COM 493723100 35,686 5,927,855 SH   DFND 1,5 494,065 0 5,433,790
KEYW HLDG CORP COM 493723100 375 62,344 SH   DFND 6 62,344 0 0
KIMBALL ELECTRONICS INC COM 49428J109 2,392 217,653 SH   DFND 1,5 40,169 0 177,484
KIMBERLY CLARK CORP COM 494368103 125,951 989,400 SH   DFND 1,5 124,200 0 865,200
KIMBERLY CLARK CORP COM 494368103 15,402 120,986 SH   DFND 2 120,986 0 0
KIMBERLY CLARK CORP COM 494368103 13,675 107,422 SH   DFND 3 107,422 0 0
KIMCO RLTY CORP COM 49446R109 441,125 16,671,386 SH   DFND 1,5 10,967,986 0 5,703,400
KIMCO RLTY CORP COM 49446R109 3,645 137,756 SH   DFND 2 137,756 0 0
KIMCO RLTY CORP COM 49446R109 1,000 37,787 SH   DFND 3 37,787 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 19,920 494,300 SH   DFND 1,5 319,400 0 174,900
KINDER MORGAN INC DEL COM 49456B101 391,856 26,263,823 SH   DFND 1,5 403,933 0 25,859,890
KINDER MORGAN INC DEL COM 49456B101 9,099 609,885 SH   DFND 2 609,885 0 0
KINDER MORGAN INC DEL COM 49456B101 6,731 451,146 SH   DFND 3 451,146 0 0
KINDER MORGAN INC DEL COM 49456B101 4,677 313,480 SH   DFND 6 313,480 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 2,212 54,900 SH   DFND 6 0 0 54,900
KINDER MORGAN INC DEL COM 49456B101 9,974 668,495 SH   DFND 7 0 0 668,495
KINDRED HEALTHCARE INC COM 494580103 12,383 1,039,719 SH   DFND 1,5 0 0 1,039,719
KINDRED HEALTHCARE INC COM 494580103 10,338 868,000 SH   DFND 6 868,000 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 2,643 147,821 SH   DFND 1,5 110,175 0 37,646
KING DIGITAL ENTMT PLC ORD SHS G5258J109 210,162 11,754,000 SH   DFND 11 11,754,000 0 0
KINROSS GOLD CORP COM NO PAR 496902404 3,628 2,000,091 SH   DFND 1,5 1,200 0 1,998,891
KINROSS GOLD CORP COM NO PAR 496902404 332 182,820 SH   DFND 3 182,820 0 0
KIRBY CORP COM 497266106 16,551 314,534 SH   DFND 1,5 0 0 314,534
KIRBY CORP COM 497266106 931 17,700 SH   DFND 6 8,900 0 8,800
KIRBY CORP COM 497266106 2,484 47,200 SH   DFND 7 25,100 0 22,100
KITE PHARMA INC COM 49803L109 218,173 3,540,628 SH   DFND 1,5 54,132 0 3,486,496
KITE PHARMA INC COM 49803L109 246 4,000 SH   DFND 6 4,000 0 0
KITE RLTY GROUP TR COM NEW 49803T300 237,291 9,151,196 SH   DFND 1,5 4,104,880 0 5,046,316
KITE RLTY GROUP TR COM NEW 49803T300 5,901 227,558 SH   DFND 6 227,558 0 0
KITE RLTY GROUP TR COM NEW 49803T300 2,675 103,159 SH   DFND 7 10,525 0 92,634
KKR & CO L P DEL COM UNITS 48248M102 651,325 41,778,361 SH   DFND 1,5 0 0 41,778,361
KLA-TENCOR CORP COM 482480100 34,529 497,900 SH   DFND 1,5 100,500 0 397,400
KLA-TENCOR CORP COM 482480100 3,605 51,977 SH   DFND 2 51,977 0 0
KLA-TENCOR CORP COM 482480100 5,442 78,473 SH   DFND 3 78,473 0 0
KLONDEX MNS LTD COM 498696103 53 26,000 SH   DFND 1,5 0 0 26,000
KLX INC COM 482539103 135,631 4,405,046 SH   DFND 1,5 95,703 0 4,309,343
KNIGHT TRANSN INC COM 499064103 1,357 56,000 SH   DFND 1,5 1,000 0 55,000
KNIGHT TRANSN INC COM 499064103 12,760 526,600 SH   DFND 11 526,600 0 0
KNOLL INC COM NEW 498904200 57,794 3,074,130 SH   DFND 1,5 600 0 3,073,530
KOHLS CORP COM 500255104 141,772 2,976,531 SH   DFND 1,5 99,929 0 2,876,602
KOHLS CORP COM 500255104 3,013 63,267 SH   DFND 2 63,267 0 0
KOHLS CORP COM 500255104 1,524 32,003 SH   DFND 3 32,003 0 0
KOHLS CORP COM 500255104 1,007 21,140 SH   DFND 6 21,140 0 0
KORNIT DIGITAL LTD SHS M6372Q113 18,319 1,676,000 SH   DFND 1,5 0 0 1,676,000
KOSMOS ENERGY LTD SHS G5315B107 1,559 299,900 SH   DFND 1,5 0 0 299,900
KRAFT HEINZ CO COM 500754106 140,914 1,936,700 SH   DFND 1,5 156,692 0 1,780,008
KRAFT HEINZ CO COM 500754106 14,419 198,178 SH   DFND 2 198,178 0 0
KRAFT HEINZ CO COM 500754106 16,160 222,093 SH   DFND 3 222,093 0 0
KRAFT HEINZ CO COM 500754106 992 13,640 SH   DFND 6 13,640 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 3,654 220,000 SH   DFND 1,5 20,000 0 200,000
KROGER CO COM 501044101 1,196,294 28,598,938 SH   DFND 1,5 1,041,619 0 27,557,319
KROGER CO COM 501044101 13,572 324,445 SH   DFND 2 324,445 0 0
KROGER CO COM 501044101 12,368 295,669 SH   DFND 3 295,669 0 0
KROGER CO COM 501044101 5,363 128,205 SH   DFND 6 128,205 0 0
KROGER CO COM 501044101 10,866 259,762 SH   DFND 7 259,762 0 0
KROGER CO COM 501044101 97,233 2,324,488 SH   DFND 11 2,324,488 0 0
KT CORP SPONSORED ADR 48268K101 5,896 495,072 SH   DFND 1,5 17,800 0 477,272
KURA ONCOLOGY INC COM 50127T109 26,155 3,113,719 SH   DFND 1,5 0 0 3,113,719
L BRANDS INC COM 501797104 1,449,694 15,129,342 SH   DFND 1,5 406,680 0 14,722,662
L BRANDS INC COM 501797104 8,134 84,892 SH   DFND 2 84,892 0 0
L BRANDS INC COM 501797104 2,582 26,941 SH   DFND 3 26,941 0 0
L BRANDS INC COM 501797104 10,855 113,286 SH   DFND 6 97,686 0 15,600
L BRANDS INC COM 501797104 9,045 94,400 SH   DFND 7 49,100 0 45,300
L-3 COMMUNICATIONS HLDGS INC COM 502424104 175,794 1,470,956 SH   DFND 1,5 11 0 1,470,945
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,122 26,127 SH   DFND 2 26,127 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,263 35,674 SH   DFND 3 35,674 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 73,878 2,736,226 SH   DFND 1,5 400 0 2,735,826
LA QUINTA HLDGS INC COM 50420D108 6,041 443,890 SH   DFND 6 443,890 0 0
LA QUINTA HLDGS INC COM 50420D108 1,038 76,250 SH   DFND 7 76,250 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 248,470 2,009,626 SH   DFND 1,5 65,319 0 1,944,307
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,170 33,730 SH   DFND 2 33,730 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,002 32,370 SH   DFND 3 32,370 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 911 7,369 SH   DFND 6 7,369 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,414 35,700 SH   DFND 7 35,700 0 0
LACLEDE GROUP INC COM 505597104 35,830 603,100 SH   DFND 1,5 0 0 603,100
LADDER CAP CORP CL A 505743104 26,042 2,096,741 SH   DFND 1,5 0 0 2,096,741
LAKE SHORE GOLD CORP COM 510728108 2,600 3,211,600 SH   DFND 1,5 0 0 3,211,600
LAKE SUNAPEE BK GROUP COM 510866106 2,951 210,300 SH   DFND 1,5 18,800 0 191,500
LAKELAND FINL CORP COM 511656100 65,015 1,394,569 SH   DFND 1,5 146,838 0 1,247,731
LAM RESEARCH CORP COM 512807108 90,485 1,139,320 SH   DFND 1,5 39,100 0 1,100,220
LAM RESEARCH CORP COM 512807108 71,295 897,700 SH   DFND 1,9 0 0 897,700
LAM RESEARCH CORP COM 512807108 4,193 52,792 SH   DFND 2 52,792 0 0
LAM RESEARCH CORP COM 512807108 3,573 44,992 SH   DFND 3 44,992 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 65,148 1,086,158 SH   DFND 1,5 0 0 1,086,158
LANDAUER INC COM 51476K103 2,077 63,100 SH   DFND 1,5 0 0 63,100
LANDSTAR SYS INC COM 515098101 52,757 899,520 SH   DFND 1,5 20 0 899,500
LAS VEGAS SANDS CORP COM 517834107 1,012,524 23,095,897 SH   DFND 1,5 502,648 0 22,593,249
LAS VEGAS SANDS CORP COM 517834107 2,245 51,200 SH   DFND 1,9 0 0 51,200
LAS VEGAS SANDS CORP COM 517834107 5,217 119,000 SH   DFND 6 95,300 0 23,700
LAS VEGAS SANDS CORP COM 517834107 9,287 211,838 SH   DFND 7 40,700 0 171,138
LATTICE SEMICONDUCTOR CORP COM 518415104 945 146,000 SH   DFND 6 146,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,982 306,400 SH   DFND 7 118,100 0 188,300
LAUDER ESTEE COS INC CL A 518439104 2,458,550 27,919,031 SH   DFND 1,5 1,627,149 0 26,291,882
LAUDER ESTEE COS INC CL A 518439104 6,533 74,185 SH   DFND 2 74,185 0 0
LAUDER ESTEE COS INC CL A 518439104 6,367 72,304 SH   DFND 3 72,304 0 0
LAUDER ESTEE COS INC CL A 518439104 24,900 282,764 SH   DFND 6 256,564 0 26,200
LAUDER ESTEE COS INC CL A 518439104 55,784 633,474 SH   DFND 7 539,818 0 93,656
LAZARD LTD SHS A G54050102 89,542 1,989,389 SH   DFND 1,5 250 0 1,989,139
LAZARD LTD SHS A G54050102 10,415 231,387 SH   DFND 6 231,387 0 0
LAZARD LTD SHS A G54050102 2,544 56,529 SH   DFND 7 56,529 0 0
LCNB CORP COM 50181P100 13,347 815,819 SH   DFND 1,5 120,906 0 694,913
LEAR CORP COM NEW 521865204 56,330 458,600 SH   DFND 1,5 6,000 0 452,600
LEAR CORP COM NEW 521865204 5,332 43,408 SH   DFND 3 43,408 0 0
LEGACY RESVS LP UNIT LP INT 524707304 18,244 10,425,417 SH   DFND 1,5 0 0 10,425,417
LEGG MASON INC COM 524901105 33,693 858,848 SH   DFND 1,5 18,106 0 840,742
LEGG MASON INC COM 524901105 1,409 35,906 SH   DFND 2 35,906 0 0
LEGG MASON INC COM 524901105 563 14,343 SH   DFND 3 14,343 0 0
LEGGETT & PLATT INC COM 524660107 44,470 1,058,300 SH   DFND 1,5 0 0 1,058,300
LEGGETT & PLATT INC COM 524660107 1,906 45,361 SH   DFND 2 45,361 0 0
LEGGETT & PLATT INC COM 524660107 1,119 26,620 SH   DFND 3 26,620 0 0
LEIDOS HLDGS INC COM 525327102 191,702 3,407,432 SH   DFND 1,5 180,703 0 3,226,729
LEIDOS HLDGS INC COM 525327102 9,947 176,800 SH   DFND 6 176,800 0 0
LEIDOS HLDGS INC COM 525327102 4,306 76,540 SH   DFND 7 76,540 0 0
LEJU HLDGS LTD SPONSORED ADS 50187J108 7,076 1,237,121 SH   DFND 1,5 33,013 0 1,204,108
LENDINGCLUB CORP COM 52603A109 109,796 9,936,270 SH   DFND 1,5 535,356 0 9,400,914
LENDINGCLUB CORP COM 52603A109 130 11,800 SH   DFND 6 11,800 0 0
LENDINGTREE INC NEW COM 52603B107 8,044 90,100 SH   DFND 1,5 100 0 90,000
LENNAR CORP CL A 526057104 505,452 10,334,329 SH   DFND 1,5 223,220 0 10,111,109
LENNAR CORP CL A 526057104 2,919 59,675 SH   DFND 2 59,675 0 0
LENNAR CORP CL A 526057104 806 16,486 SH   DFND 3 16,486 0 0
LENNAR CORP CL A 526057104 14,235 291,050 SH   DFND 6 268,550 0 22,500
LENNAR CORP CL A 526057104 2,566 52,460 SH   DFND 7 52,460 0 0
LENNOX INTL INC COM 526107107 181,395 1,452,325 SH   DFND 1,5 327 0 1,451,998
LENNOX INTL INC COM 526107107 1,852 14,825 SH   DFND 6 14,825 0 0
LENNOX INTL INC COM 526107107 4,255 34,065 SH   DFND 7 34,065 0 0
LEUCADIA NATL CORP COM 527288104 32,899 1,891,830 SH   DFND 1,5 47,000 0 1,844,830
LEUCADIA NATL CORP COM 527288104 1,932 111,106 SH   DFND 2 111,106 0 0
LEUCADIA NATL CORP COM 527288104 280 16,104 SH   DFND 3 16,104 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 490,024 9,014,424 SH   DFND 1,5 366,709 0 8,647,715
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,228 96,182 SH   DFND 2 96,182 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 357 6,563 SH   DFND 3 6,563 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 206,883 15,543,413 SH   DFND 1,5 1,914,641 0 13,628,772
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 26,346 554,661 SH   DFND 1,5 0 0 554,661
LEXINGTON REALTY TRUST COM 529043101 42,660 5,332,482 SH   DFND 1,5 0 0 5,332,482
LEXMARK INTL NEW CL A 529771107 134,675 4,150,223 SH   DFND 1,5 217,000 0 3,933,223
LHC GROUP INC COM 50187A107 76,089 1,680,050 SH   DFND 1,5 130,050 0 1,550,000
LIBBEY INC COM 529898108 17,523 821,900 SH   DFND 1,5 71,900 0 750,000
LIBBEY INC COM 529898108 12,255 574,823 SH   DFND 6 574,823 0 0
LIBBEY INC COM 529898108 1,932 90,600 SH   DFND 7 90,600 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 147,329 2,840,899 SH   DFND 1,5 103,479 0 2,737,420
LIBERTY BROADBAND CORP COM SER A 530307107 41,993 813,037 SH   DFND 1,5 44,153 0 768,884
LIBERTY GLOBAL PLC SHS CL A G5480U104 600,402 14,173,794 SH   DFND 1,5 768,430 0 13,405,364
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 49,895 1,206,078 SH   DFND 1,5 121,202 0 1,084,876
LIBERTY GLOBAL PLC SHS CL C G5480U120 273,491 6,708,142 SH   DFND 1,5 442,631 0 6,265,511
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 14,260 331,620 SH   DFND 1,5 26,286 0 305,334
LIBERTY GLOBAL PLC SHS CL C G5480U120 942 23,110 SH   DFND 3 23,110 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 538 12,700 SH   DFND 6 12,700 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 5,039 123,600 SH   DFND 6 92,200 0 31,400
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,567 37,000 SH   DFND 7 37,000 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 6,201 152,100 SH   DFND 7 60,900 0 91,200
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 117,104 4,286,373 SH   DFND 1,5 90,413 0 4,195,960
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,340 49,033 SH   DFND 3 49,033 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 24,872 16,540,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 33,509 65,013,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,072 5,960,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 27,228 693,700 SH   DFND 1,5 51,800 0 641,900
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 8,814 9,000,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 240,730 6,321,702 SH   DFND 1,5 467,581 0 5,854,121
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 3,786 99,410 SH   DFND 3 99,410 0 0
LIBERTY PPTY TR SH BEN INT 531172104 38,131 1,228,066 SH   DFND 1,5 41,166 0 1,186,900
LIBERTY PPTY TR SH BEN INT 531172104 7,173 231,003 SH   DFND 6 231,003 0 0
LIBERTY PPTY TR SH BEN INT 531172104 3,117 100,400 SH   DFND 7 10,300 0 90,100
LIBERTY TAX INC CL A 53128T102 522 21,911 SH   DFND 6 21,911 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,562 84,429 SH   DFND 1,5 15,618 0 68,811
LIFEPOINT HEALTH INC COM 53219L109 8,731 118,951 SH   DFND 1,5 13,351 0 105,600
LIFEWAY FOODS INC COM 531914109 1,826 164,506 SH   DFND 1,5 14,506 0 150,000
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 120,407 1,110,563 SH   DFND 1,5 150 0 1,110,413
LILLY ELI & CO COM 532457108 751,336 8,916,873 SH   DFND 1,5 374,881 0 8,541,992
LILLY ELI & CO COM 532457108 27,409 325,296 SH   DFND 2 325,296 0 0
LILLY ELI & CO COM 532457108 21,598 256,326 SH   DFND 3 256,326 0 0
LILLY ELI & CO COM 532457108 1,270 15,070 SH   DFND 6 15,070 0 0
LILLY ELI & CO COM 532457108 4,710 55,900 SH   DFND 7 55,900 0 0
LINCOLN NATL CORP IND COM 534187109 432,750 8,610,217 SH   DFND 1,5 702,817 0 7,907,400
LINCOLN NATL CORP IND COM 534187109 4,146 82,482 SH   DFND 2 82,482 0 0
LINCOLN NATL CORP IND COM 534187109 2,752 54,746 SH   DFND 3 54,746 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4,952 116,595 SH   DFND 1,5 0 0 116,595
LINEAR TECHNOLOGY CORP COM 535678106 3,385 79,707 SH   DFND 2 79,707 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,689 133,950 SH   DFND 3 133,950 0 0
LINKEDIN CORP COM CL A 53578A108 418,358 1,858,706 SH   DFND 1,5 104,058 0 1,754,648
LINKEDIN CORP COM CL A 53578A108 52,916 235,100 SH   DFND 1,9 0 0 235,100
LINKEDIN CORP COM CL A 53578A108 8,460 37,588 SH   DFND 3 37,588 0 0
LINKEDIN CORP COM CL A 53578A108 3,084 13,700 SH   DFND 6 13,700 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 44,126 5,715,828 SH   DFND 1,5 68,400 0 5,647,428
LIONBRIDGE TECHNOLOGIES INC COM 536252109 26,257 5,347,575 SH   DFND 1,5 0 0 5,347,575
LIONBRIDGE TECHNOLOGIES INC COM 536252109 650 132,300 SH   DFND 1,9 0 0 132,300
LIONS GATE ENTMNT CORP COM NEW 535919203 351,132 10,840,751 SH   DFND 1,5 398,216 0 10,442,535
LIONS GATE ENTMNT CORP COM NEW 535919203 489 15,100 SH   DFND 6 15,100 0 0
LIQUIDITY SERVICES INC COM 53635B107 3,296 507,138 SH   DFND 1,5 114,038 0 393,100
LITHIA MTRS INC CL A 536797103 357 3,350 SH   DFND 1,5 150 0 3,200
LITTELFUSE INC COM 537008104 15,827 147,900 SH   DFND 1,5 3,500 0 144,400
LIVANOVA PLC SHS G5509L101 157,309 2,643,912 SH   DFND 1,5 243 0 2,643,669
LIVE NATION ENTERTAINMENT IN COM 538034109 142,103 5,783,580 SH   DFND 1,5 105,806 0 5,677,774
LKQ CORP COM 501889208 3,467 117,000 SH   DFND 1,5 0 0 117,000
LKQ CORP COM 501889208 35,636 1,202,700 SH   DFND 11 1,202,700 0 0
LOCKHEED MARTIN CORP COM 539830109 389,729 1,794,745 SH   DFND 1,5 222,361 0 1,572,384
LOCKHEED MARTIN CORP COM 539830109 19,127 88,082 SH   DFND 2 88,082 0 0
LOCKHEED MARTIN CORP COM 539830109 19,518 89,880 SH   DFND 3 89,880 0 0
LOCKHEED MARTIN CORP COM 539830109 818 3,769 SH   DFND 6 3,769 0 0
LOCKHEED MARTIN CORP COM 539830109 2,994 13,787 SH   DFND 7 13,787 0 0
LOEWS CORP COM 540424108 3,925 102,212 SH   DFND 1,5 912 0 101,300
LOEWS CORP COM 540424108 3,583 93,301 SH   DFND 2 93,301 0 0
LOEWS CORP COM 540424108 4,293 111,792 SH   DFND 3 111,792 0 0
LOGMEIN INC COM 54142L109 89,299 1,330,842 SH   DFND 1,5 93,409 0 1,237,433
LOGMEIN INC COM 54142L109 630 9,391 SH   DFND 1,9 0 0 9,391
LOUISIANA PAC CORP COM 546347105 50,333 2,794,700 SH   DFND 1,5 10,500 0 2,784,200
LOWES COS INC COM 548661107 540,604 7,109,467 SH   DFND 1,5 4,644 0 7,104,823
LOWES COS INC COM 548661107 23,193 305,004 SH   DFND 2 305,004 0 0
LOWES COS INC COM 548661107 19,873 261,348 SH   DFND 3 261,348 0 0
LOWES COS INC COM 548661107 7,990 105,070 SH   DFND 6 105,070 0 0
LOWES COS INC COM 548661107 30,467 400,672 SH   DFND 7 0 0 400,672
LOXO ONCOLOGY INC COM 548862101 61,967 2,178,119 SH   DFND 1,5 0 0 2,178,119
LOXO ONCOLOGY INC COM 548862101 18,104 636,346 SH   DFND 6 636,346 0 0
LOXO ONCOLOGY INC COM 548862101 3,411 119,900 SH   DFND 7 119,900 0 0
LPL FINL HLDGS INC COM 50212V100 1,704 39,948 SH   DFND 1,5 7,366 0 32,582
LULULEMON ATHLETICA INC COM 550021109 1,025,524 19,544,965 SH   DFND 1,5 3,037,086 0 16,507,879
LULULEMON ATHLETICA INC COM 550021109 3,233 61,623 SH   DFND 6 61,623 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 4,581 263,900 SH   DFND 1,5 0 0 263,900
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 424 24,400 SH   DFND 6 24,400 0 0
LUMENTUM HLDGS INC COM 55024U109 933 42,380 SH   DFND 1,5 0 0 42,380
LUMOS NETWORKS CORP COM 550283105 13,023 1,162,802 SH   DFND 1,5 0 0 1,162,802
LUXFER HLDGS PLC SPONSORED ADR 550678106 5,602 569,309 SH   DFND 1,5 136,300 0 433,009
LUXFER HLDGS PLC SPONSORED ADR 550678106 5,168 525,215 SH   DFND 6 525,215 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 1,279 130,010 SH   DFND 7 130,010 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 25,226 327,062 SH   DFND 1,5 12,112 0 314,950
LUXOFT HLDG INC ORD SHS CL A G57279104 4,396 57,000 SH   DFND 1,9 0 0 57,000
LYON WILLIAM HOMES CL A NEW 552074700 12,575 762,111 SH   DFND 1,5 0 0 762,111
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,349,559 27,037,502 SH   DFND 1,5 891,196 0 26,146,306
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 10,414 119,839 SH   DFND 2 119,839 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 12,111 139,366 SH   DFND 3 139,366 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 18,700 215,193 SH   DFND 6 166,293 0 48,900
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 33,833 389,331 SH   DFND 7 221,117 0 168,214
M & T BK CORP COM 55261F104 1,117,415 9,221,114 SH   DFND 1,5 360,616 0 8,860,498
M & T BK CORP COM 55261F104 6,462 53,324 SH   DFND 2 53,324 0 0
M & T BK CORP COM 55261F104 29,056 239,776 SH   DFND 3 239,776 0 0
M & T BK CORP COM 55261F104 17,210 142,024 SH   DFND 6 127,224 0 14,800
M & T BK CORP COM 55261F104 12,753 105,240 SH   DFND 7 63,840 0 41,400
M D C HLDGS INC COM 552676108 68,177 2,670,455 SH   DFND 1,5 135,955 0 2,534,500
M D C HLDGS INC COM 552676108 812 31,800 SH   DFND 6 31,800 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 11,236 11,495,000 PRN   DFND 1,5 0 0 0
MACERICH CO COM 554382101 447,012 5,539,870 SH   DFND 1,5 3,069,670 0 2,470,200
MACERICH CO COM 554382101 3,619 44,855 SH   DFND 2 44,855 0 0
MACERICH CO COM 554382101 1,176 14,580 SH   DFND 3 14,580 0 0
MACERICH CO COM 554382101 18,244 226,100 SH   DFND 6 226,100 0 0
MACERICH CO COM 554382101 7,859 97,400 SH   DFND 7 10,100 0 87,300
MACERICH CO COM 554382101 3,610 44,740 SH   DFND 11 44,740 0 0
MACK CALI RLTY CORP COM 554489104 177,950 7,620,971 SH   DFND 1,5 260,371 0 7,360,600
MACK CALI RLTY CORP COM 554489104 47,450 2,032,100 SH   DFND 6 2,032,100 0 0
MACK CALI RLTY CORP COM 554489104 20,518 878,700 SH   DFND 7 315,800 0 562,900
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,013 41,500 SH   DFND 1,5 0 0 41,500
MACROGENICS INC COM 556099109 111,654 3,605,231 SH   DFND 1,5 0 0 3,605,231
MACYS INC COM 55616P104 198,814 5,683,653 SH   DFND 1,5 195,449 0 5,488,204
MACYS INC COM 55616P104 4,558 130,300 SH   DFND 1,10 0 0 130,300
MACYS INC COM 55616P104 3,665 104,779 SH   DFND 2 104,779 0 0
MACYS INC COM 55616P104 4,688 134,026 SH   DFND 3 134,026 0 0
MACYS INC COM 55616P104 4,383 125,300 SH   DFND 6 102,700 0 22,600
MACYS INC COM 55616P104 3,928 112,300 SH   DFND 7 45,300 0 67,000
MADDEN STEVEN LTD COM 556269108 93,343 3,088,786 SH   DFND 1,5 87,356 0 3,001,430
MADDEN STEVEN LTD COM 556269108 11,976 396,295 SH   DFND 6 396,295 0 0
MADDEN STEVEN LTD COM 556269108 6,538 216,360 SH   DFND 7 185,360 0 31,000
MADISON SQUARE GARDEN CO NEW CL A 55825T103 108,213 668,805 SH   DFND 1,5 4,314 0 664,491
MAG SILVER CORP COM 55903Q104 2,088 295,700 SH   DFND 1,5 0 0 295,700
MAGELLAN HEALTH INC COM NEW 559079207 12,332 200,000 SH   DFND 1,5 0 0 200,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 22,252 327,614 SH   DFND 1,5 0 0 327,614
MAGNA INTL INC COM 559222401 101,272 2,496,976 SH   DFND 1,5 96,608 0 2,400,368
MAGNA INTL INC COM 559222401 12,577 310,090 SH   DFND 6 185,282 0 124,808
MAGNA INTL INC COM 559222401 6,634 163,564 SH   DFND 7 127,764 0 35,800
MAGNA INTL INC COM 559222401 38,977 961,020 SH   DFND 11 961,020 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5,306 1,002,998 SH   DFND 1,5 0 0 1,002,998
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3,755 709,816 SH   DFND 1,9 0 0 709,816
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 3,169 184,700 SH   DFND 1,5 0 0 184,700
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 9,383 546,800 SH   DFND 1,9 24,800 0 522,000
MALIBU BOATS INC COM CL A 56117J100 8,333 509,029 SH   DFND 1,5 0 0 509,029
MALLINCKRODT PUB LTD CO SHS G5785G107 22,016 295,000 SH   DFND 1,5 50,000 0 245,000
MALLINCKRODT PUB LTD CO SHS G5785G107 2,884 38,645 SH   DFND 2 38,645 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 485 6,504 SH   DFND 3 6,504 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 51,865 2,912,144 SH   DFND 1,5 0 0 2,912,144
MANHATTAN ASSOCS INC COM 562750109 14,252 215,390 SH   DFND 1,5 14,690 0 200,700
MANHATTAN ASSOCS INC COM 562750109 341 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC INC COM 563571108 36,727 2,392,625 SH   DFND 1,5 1,911 0 2,390,714
MANNING & NAPIER INC CL A 56382Q102 3,369 396,854 SH   DFND 1,5 396,854 0 0
MANNING & NAPIER INC CL A 56382Q102 741 87,300 SH   DFND 6 87,300 0 0
MANNKIND CORP COM 56400P201 13,362 9,214,968 SH   DFND 1,5 0 0 9,214,968
MANPOWERGROUP INC COM 56418H100 11,627 137,945 SH   DFND 1,5 10,112 0 127,833
MANPOWERGROUP INC COM 56418H100 27,096 321,467 SH   DFND 6 321,467 0 0
MANPOWERGROUP INC COM 56418H100 13,778 163,465 SH   DFND 7 163,465 0 0
MANTECH INTL CORP CL A 564563104 35,810 1,184,193 SH   DFND 1,5 59,193 0 1,125,000
MANULIFE FINL CORP COM 56501R106 3,134 209,098 SH   DFND 6 44,300 0 164,798
MANULIFE FINL CORP COM 56501R106 637,317 42,519,571 SH   DFND 11 35,989,871 0 6,529,700
MARATHON OIL CORP COM 565849106 46,668 3,706,756 SH   DFND 1,5 141,320 0 3,565,436
MARATHON OIL CORP COM 565849106 2,842 225,730 SH   DFND 2 225,730 0 0
MARATHON OIL CORP COM 565849106 1,848 146,786 SH   DFND 3 146,786 0 0
MARATHON OIL CORP COM 565849106 5,733 455,346 SH   DFND 6 325,906 0 129,440
MARATHON OIL CORP COM 565849106 5,043 400,572 SH   DFND 7 174,330 0 226,242
MARATHON PETE CORP COM 56585A102 215,577 4,158,506 SH   DFND 1,5 160,657 0 3,997,849
MARATHON PETE CORP COM 56585A102 9,209 177,640 SH   DFND 2 177,640 0 0
MARATHON PETE CORP COM 56585A102 7,343 141,651 SH   DFND 3 141,651 0 0
MARATHON PETE CORP COM 56585A102 22,737 438,594 SH   DFND 6 341,694 0 96,900
MARATHON PETE CORP COM 56585A102 37,158 716,774 SH   DFND 7 555,074 0 161,700
MARINEMAX INC COM 567908108 13,424 728,800 SH   DFND 1,5 2,600 0 726,200
MARKEL CORP COM 570535104 16,170 18,305 SH   DFND 1,5 5 0 18,300
MARKEL CORP COM 570535104 407 461 SH   DFND 3 461 0 0
MARKET VECTORS ETF TR JP MORGAN EM LC 57060U522 1,115 65,600 SH   DFND 1,5 8,000 0 57,600
MARKET VECTORS ETF TR VIETNAM ETF 57060U761 2,881 194,800 SH   DFND 1,5 0 0 194,800
MARKETO INC COM 57063L107 159,928 5,570,448 SH   DFND 1,5 727,000 0 4,843,448
MARKETO INC COM 57063L107 22,099 769,747 SH   DFND 1,9 0 0 769,747
MARKIT LTD SHS G58249106 4,118 136,500 SH   DFND 1,5 0 0 136,500
MARRIOTT INTL INC NEW CL A 571903202 631,103 9,413,831 SH   DFND 1,5 621,695 0 8,792,136
MARRIOTT INTL INC NEW CL A 571903202 4,309 64,276 SH   DFND 2 64,276 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,593 23,767 SH   DFND 3 23,767 0 0
MARSH & MCLENNAN COS INC COM 571748102 607,304 10,952,281 SH   DFND 1,5 196,661 0 10,755,620
MARSH & MCLENNAN COS INC COM 571748102 9,641 173,865 SH   DFND 2 173,865 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,919 52,640 SH   DFND 3 52,640 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,859 123,701 SH   DFND 7 0 0 123,701
MARTIN MARIETTA MATLS INC COM 573284106 349,169 2,556,515 SH   DFND 1,5 128,834 0 2,427,681
MARTIN MARIETTA MATLS INC COM 573284106 3,011 22,045 SH   DFND 2 22,045 0 0
MARTIN MARIETTA MATLS INC COM 573284106 391 2,863 SH   DFND 3 2,863 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,527 18,500 SH   DFND 7 18,500 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,499 18,300 SH   DFND 11 18,300 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 522,890 59,284,549 SH   DFND 1,5 174,555 0 59,109,994
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 161,336 18,292,047 SH   DFND 1,9 0 0 18,292,047
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 559 63,400 SH   DFND 6 63,400 0 0
MASCO CORP COM 574599106 3,174 112,146 SH   DFND 2 112,146 0 0
MASCO CORP COM 574599106 2,071 73,165 SH   DFND 3 73,165 0 0
MASCO CORP COM 574599106 3,072 108,558 SH   DFND 7 108,558 0 0
MASIMO CORP COM 574795100 16,087 387,552 SH   DFND 1,5 10,638 0 376,914
MASONITE INTL CORP NEW COM 575385109 328 5,358 SH   DFND 1,5 0 0 5,358
MASTERCARD INC CL A 57636Q104 5,135,449 52,747,013 SH   DFND 1,5 3,401,463 0 49,345,550
MASTERCARD INC CL A 57636Q104 32,132 330,036 SH   DFND 2 330,036 0 0
MASTERCARD INC CL A 57636Q104 20,911 214,778 SH   DFND 3 214,778 0 0
MASTERCARD INC CL A 57636Q104 30,486 313,127 SH   DFND 6 282,727 0 30,400
MASTERCARD INC CL A 57636Q104 60,284 619,186 SH   DFND 7 259,800 0 359,386
MASTERCARD INC CL A 57636Q104 1,120 11,500 SH   DFND 11 11,500 0 0
MATSON INC COM 57686G105 18,142 425,576 SH   DFND 1,5 76 0 425,500
MATTEL INC COM 577081102 317,519 11,686,384 SH   DFND 1,5 434,896 0 11,251,488
MATTEL INC COM 577081102 3,073 113,106 SH   DFND 2 113,106 0 0
MATTEL INC COM 577081102 5,281 194,353 SH   DFND 3 194,353 0 0
MATTEL INC COM 577081102 2,301 84,700 SH   DFND 6 84,700 0 0
MATTERSIGHT CORP COM 577097108 12,169 1,854,975 SH   DFND 1,5 0 0 1,854,975
MATTHEWS INTL CORP CL A 577128101 34,174 639,356 SH   DFND 1,5 25,667 0 613,689
MATTHEWS INTL CORP CL A 577128101 11,541 215,916 SH   DFND 6 215,916 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 849,548 22,356,517 SH   DFND 1,5 356,325 0 22,000,192
MAXIM INTEGRATED PRODS INC COM 57772K101 77,300 2,034,200 SH   DFND 1,9 0 0 2,034,200
MAXIM INTEGRATED PRODS INC COM 57772K101 9,760 256,841 SH   DFND 3 256,841 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,947 156,500 SH   DFND 6 133,600 0 22,900
MAXIM INTEGRATED PRODS INC COM 57772K101 4,127 108,600 SH   DFND 7 44,200 0 64,400
MAXIMUS INC COM 577933104 228,983 4,070,802 SH   DFND 1,5 502 0 4,070,300
MAXIMUS INC COM 577933104 18,591 330,500 SH   DFND 6 330,500 0 0
MAXIMUS INC COM 577933104 5,660 100,620 SH   DFND 7 100,620 0 0
MAXIMUS INC COM 577933104 67,056 1,192,100 SH   DFND 11 1,192,100 0 0
MAXLINEAR INC CL A 57776J100 2,367 160,700 SH   DFND 1,9 0 0 160,700
MAXPOINT INTERACTIVE INC COM 57777M102 760 444,700 SH   DFND 6 444,700 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 373 218,420 SH   DFND 7 218,420 0 0
MB FINANCIAL INC NEW COM 55264U108 82,278 2,541,800 SH   DFND 1,5 200 0 2,541,600
MBIA INC COM 55262C100 3,297 508,780 SH   DFND 1,5 38,480 0 470,300
MCBC HLDGS INC COM 55276F107 1,893 138,200 SH   DFND 1,5 3,500 0 134,700
MCCORMICK & CO INC COM NON VTG 579780206 501 5,850 SH   DFND 1,5 250 0 5,600
MCCORMICK & CO INC COM NON VTG 579780206 3,316 38,759 SH   DFND 2 38,759 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,208 25,808 SH   DFND 3 25,808 0 0
MCCORMICK & CO INC COM NON VTG 579780206 744 8,701 SH   DFND 6 8,701 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,235 49,500 SH   DFND 7 49,500 0 0
MCDONALDS CORP COM 580135101 1,710,920 14,482,139 SH   DFND 1,5 1,523,604 0 12,958,535
MCDONALDS CORP COM 580135101 36,156 306,045 SH   DFND 2 306,045 0 0
MCDONALDS CORP COM 580135101 44,555 377,140 SH   DFND 3 377,140 0 0
MCDONALDS CORP COM 580135101 29,725 251,609 SH   DFND 6 186,319 0 65,290
MCDONALDS CORP COM 580135101 63,740 539,527 SH   DFND 7 243,887 0 295,640
MCEWEN MNG INC COM 58039P107 614 579,110 SH   DFND 1,5 0 0 579,110
MCGRAW HILL FINL INC COM 580645109 1,801,478 18,274,272 SH   DFND 1,5 891,183 0 17,383,089
MCGRAW HILL FINL INC COM 580645109 49,645 503,600 SH   DFND 1,10 6,243 0 497,357
MCGRAW HILL FINL INC COM 580645109 8,881 90,091 SH   DFND 2 90,091 0 0
MCGRAW HILL FINL INC COM 580645109 4,614 46,806 SH   DFND 3 46,806 0 0
MCGRAW HILL FINL INC COM 580645109 6,340 64,318 SH   DFND 6 48,218 0 16,100
MCGRAW HILL FINL INC COM 580645109 10,587 107,400 SH   DFND 7 62,200 0 45,200
MCGRAW HILL FINL INC COM 580645109 1,282 13,000 SH   DFND 11 13,000 0 0
MCKESSON CORP COM 58155Q103 1,977,435 10,026,038 SH   DFND 1,5 353,443 0 9,672,595
MCKESSON CORP COM 58155Q103 15,127 76,695 SH   DFND 2 76,695 0 0
MCKESSON CORP COM 58155Q103 17,642 89,448 SH   DFND 3 89,448 0 0
MCKESSON CORP COM 58155Q103 16,233 82,306 SH   DFND 6 72,906 0 9,400
MCKESSON CORP COM 58155Q103 48,338 245,085 SH   DFND 7 95,039 0 150,046
MCKESSON CORP COM 58155Q103 48,114 243,950 SH   DFND 11 243,950 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 139,272 6,412,144 SH   DFND 1,5 0 0 6,412,144
MDC PARTNERS INC CL A SUB VTG 552697104 6,164 283,800 SH   DFND 1,10 0 0 283,800
MDC PARTNERS INC CL A SUB VTG 552697104 12,284 565,560 SH   DFND 6 565,560 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 4,969 228,760 SH   DFND 7 228,760 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 884,956 11,209,073 SH   DFND 1,5 655,661 0 10,553,412
MEAD JOHNSON NUTRITION CO COM 582839106 5,187 65,704 SH   DFND 2 65,704 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,796 22,746 SH   DFND 3 22,746 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 21,967 278,243 SH   DFND 6 236,043 0 42,200
MEAD JOHNSON NUTRITION CO COM 582839106 37,835 479,222 SH   DFND 7 409,222 0 70,000
MEDASSETS INC COM 584045108 2,090 67,536 SH   DFND 1,5 12,570 0 54,966
MEDASSETS INC COM 584045108 15,182 490,704 SH   DFND 6 490,704 0 0
MEDASSETS INC COM 584045108 4,451 143,870 SH   DFND 7 143,870 0 0
MEDASSETS INC COM 584045108 52,645 1,701,529 SH   DFND 11 1,701,529 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 98,319 8,542,020 SH   DFND 1,5 6,807,274 0 1,734,746
MEDICAL PPTYS TRUST INC COM 58463J304 11,831 1,027,914 SH   DFND 6 1,027,914 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,036 437,490 SH   DFND 7 295,500 0 141,990
MEDICINES CO COM 584688105 372,675 9,980,593 SH   DFND 1,5 581,773 0 9,398,820
MEDICINES CO COM 584688105 5,735 153,600 SH   DFND 6 153,600 0 0
MEDICINES CO COM 584688105 1,789 47,900 SH   DFND 7 47,900 0 0
MEDICINOVA INC COM NEW 58468P206 12,453 3,507,800 SH   DFND 1,5 0 0 3,507,800
MEDIDATA SOLUTIONS INC COM 58471A105 177,949 3,610,248 SH   DFND 1,5 89,350 0 3,520,898
MEDIDATA SOLUTIONS INC COM 58471A105 46,402 941,401 SH   DFND 1,9 0 0 941,401
MEDIVATION INC COM 58501N101 1,047,582 21,671,130 SH   DFND 1,5 382,342 0 21,288,788
MEDIVATION INC COM 58501N101 50,930 1,053,586 SH   DFND 6 963,186 0 90,400
MEDIVATION INC COM 58501N101 55,489 1,147,887 SH   DFND 7 989,687 0 158,200
MEDNAX INC COM 58502B106 203,757 2,843,391 SH   DFND 1,5 40,396 0 2,802,995
MEDNAX INC COM 58502B106 49,884 696,115 SH   DFND 6 696,115 0 0
MEDNAX INC COM 58502B106 7,282 101,620 SH   DFND 7 101,620 0 0
MEDNAX INC COM 58502B106 47,144 657,880 SH   DFND 11 657,880 0 0
MEDTRONIC PLC SHS G5960L103 5,719,364 74,354,701 SH   DFND 1,5 1,463,656 0 72,891,045
MEDTRONIC PLC SHS G5960L103 36,050 468,671 SH   DFND 2 468,671 0 0
MEDTRONIC PLC SHS G5960L103 42,752 555,793 SH   DFND 3 555,793 0 0
MEDTRONIC PLC SHS G5960L103 44,562 579,331 SH   DFND 6 412,601 0 166,730
MEDTRONIC PLC SHS G5960L103 130,810 1,700,599 SH   DFND 7 783,387 0 917,212
MEDTRONIC PLC SHS G5960L103 94,026 1,222,385 SH   DFND 11 1,222,385 0 0
MEI PHARMA INC COM NEW 55279B202 536 334,697 SH   DFND 1,5 0 0 334,697
MELCO CROWN ENTMT LTD ADR 585464100 585 34,835 SH   DFND 1,5 0 0 34,835
MELLANOX TECHNOLOGIES LTD SHS M51363113 62,586 1,485,189 SH   DFND 1,5 300,900 0 1,184,289
MEMORIAL RESOURCE DEV CORP COM 58605Q109 225,700 13,975,221 SH   DFND 1,5 157,600 0 13,817,621
MENS WEARHOUSE INC COM 587118100 12,735 867,505 SH   DFND 1,5 0 0 867,505
MENTOR GRAPHICS CORP COM 587200106 10,429 566,170 SH   DFND 1,5 0 0 566,170
MENTOR GRAPHICS CORP COM 587200106 16,159 877,229 SH   DFND 6 877,229 0 0
MERCADOLIBRE INC COM 58733R102 38,035 332,647 SH   DFND 1,5 45,847 0 286,800
MERCADOLIBRE INC COM 58733R102 5,874 51,370 SH   DFND 3 51,370 0 0
MERCHANTS BANCSHARES COM 588448100 315 10,000 SH   DFND 1,5 0 0 10,000
MERCK & CO INC NEW COM 58933Y105 430,112 8,142,982 SH   DFND 1,5 125,256 0 8,017,726
MERCK & CO INC NEW COM 58933Y105 49,180 931,086 SH   DFND 2 931,086 0 0
MERCK & CO INC NEW COM 58933Y105 38,563 730,076 SH   DFND 3 730,076 0 0
MERCK & CO INC NEW COM 58933Y105 18,992 359,561 SH   DFND 6 177,164 0 182,397
MERCK & CO INC NEW COM 58933Y105 69,936 1,324,046 SH   DFND 7 706,448 0 617,598
MERIDIAN BANCORP INC MD COM 58958U103 67,296 4,772,786 SH   DFND 1,5 104,203 0 4,668,583
MERIDIAN BANCORP INC MD COM 58958U103 2,498 177,169 SH   DFND 6 177,169 0 0
MERIT MED SYS INC COM 589889104 7,730 415,813 SH   DFND 6 415,813 0 0
MERIT MED SYS INC COM 589889104 5,121 275,480 SH   DFND 7 206,080 0 69,400
MERITAGE HOMES CORP COM 59001A102 111,318 3,275,022 SH   DFND 1,5 0 0 3,275,022
MERRIMACK PHARMACEUTICALS IN COM 590328100 136,432 17,269,819 SH   DFND 1,5 2,599,033 0 14,670,786
MERRIMACK PHARMACEUTICALS IN COM 590328100 524 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 30,249 304,015 SH   DFND 1,5 29,015 0 275,000
MESOBLAST LTD SPONSORED ADR 590717104 7,995 1,257,000 SH   DFND 1,5 0 0 1,257,000
METHANEX CORP COM 59151K108 70,723 2,141,330 SH   DFND 1,5 0 0 2,141,330
METHANEX CORP COM 59151K108 1,056 31,988 SH   DFND 3 31,988 0 0
METHANEX CORP COM 59151K108 11,896 360,200 SH   DFND 6 98,400 0 261,800
METHANEX CORP COM 59151K108 12,491 378,200 SH   DFND 7 308,900 0 69,300
METHANEX CORP COM 59151K108 250,683 7,590,155 SH   DFND 11 6,487,655 0 1,102,500
METHANEX CORP COM 59151K108 499 15,100 SH   DFND   1,200 0 13,900
METHODE ELECTRS INC COM 591520200 25,040 786,668 SH   DFND 1,5 15,268 0 771,400
METLIFE INC COM 59156R108 1,339,464 27,783,948 SH   DFND 1,5 960,247 0 26,823,701
METLIFE INC COM 59156R108 17,862 370,504 SH   DFND 2 370,504 0 0
METLIFE INC COM 59156R108 34,414 713,843 SH   DFND 3 713,843 0 0
METLIFE INC COM 59156R108 24,369 505,476 SH   DFND 6 424,936 0 80,540
METLIFE INC COM 59156R108 32,168 667,242 SH   DFND 7 278,925 0 388,317
METTLER TOLEDO INTERNATIONAL COM 592688105 824,149 2,430,187 SH   DFND 1,5 161,233 0 2,268,954
MFA FINL INC COM 55272X102 239,856 36,341,749 SH   DFND 1,5 211 0 36,341,538
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,780 2,000,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 129,195 14,631,328 SH   DFND 1,5 656,800 0 13,974,528
MGIC INVT CORP WIS COM 552848103 3,042 344,500 SH   DFND 6 344,500 0 0
MGM RESORTS INTERNATIONAL COM 552953101 23,742 1,045,000 SH   DFND 1,5 8,058 0 1,036,942
MGM RESORTS INTERNATIONAL COM 552953101 445 19,600 SH   DFND 6 19,600 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 174,304 4,351,065 SH   DFND 1,5 578,800 0 3,772,265
MICHAEL KORS HLDGS LTD SHS G60754101 2,457 61,344 SH   DFND 2 61,344 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 833 20,784 SH   DFND 3 20,784 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 529 13,200 SH   DFND 6 13,200 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 20,382 10,710,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 24,535 527,191 SH   DFND 1,5 0 0 527,191
MICROCHIP TECHNOLOGY INC COM 595017104 3,151 67,700 SH   DFND 2 67,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,532 54,404 SH   DFND 3 54,404 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 42,485 51,110,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 31,374 19,740,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 546,613 38,602,644 SH   DFND 1,5 453,689 0 38,148,955
MICRON TECHNOLOGY INC COM 595112103 177,127 12,509,000 SH   DFND 1,9 0 0 12,509,000
MICRON TECHNOLOGY INC COM 595112103 5,124 361,881 SH   DFND 2 361,881 0 0
MICRON TECHNOLOGY INC COM 595112103 1,735 122,509 SH   DFND 3 122,509 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 2,269 2,730,000 PRN   DFND 6 0 0 0
MICRON TECHNOLOGY INC COM 595112103 1,686 119,100 SH   DFND 6 75,100 0 44,000
MICRON TECHNOLOGY INC COM 595112103 256 18,100 SH   DFND 7 18,100 0 0
MICROSEMI CORP COM 595137100 22,852 701,200 SH   DFND 1,9 0 0 701,200
MICROSOFT CORP COM 594918104 8,197,049 147,747,818 SH   DFND 1,5 8,692,574 0 139,055,244
MICROSOFT CORP COM 594918104 21,429 386,240 SH   DFND 1,9 0 0 386,240
MICROSOFT CORP COM 594918104 147,708 2,662,366 SH   DFND 2 2,662,366 0 0
MICROSOFT CORP COM 594918104 118,928 2,143,612 SH   DFND 3 2,143,612 0 0
MICROSOFT CORP COM 594918104 35,101 632,674 SH   DFND 6 632,674 0 0
MICROSOFT CORP COM 594918104 85,922 1,548,705 SH   DFND 7 225,150 0 1,323,555
MICROSOFT CORP COM 594918104 85,852 1,547,438 SH   DFND 11 1,547,438 0 0
MID-AMER APT CMNTYS INC COM 59522J103 313,175 3,448,680 SH   DFND 1,5 62,970 0 3,385,710
MID-AMER APT CMNTYS INC COM 59522J103 49,877 549,241 SH   DFND 6 549,241 0 0
MID-AMER APT CMNTYS INC COM 59522J103 17,636 194,210 SH   DFND 7 59,410 0 134,800
MILLER HERMAN INC COM 600544100 12,625 439,900 SH   DFND 1,5 0 0 439,900
MILLER INDS INC TENN COM NEW 600551204 660 30,300 SH   DFND 1,5 30,300 0 0
MIMECAST LTD ORD SHS G14838109 4,080 425,000 SH   DFND 1,5 82,900 0 342,100
MIMEDX GROUP INC COM 602496101 11,785 1,257,777 SH   DFND 1,5 1,000 0 1,256,777
MINDBODY INC COM CL A 60255W105 9,462 625,400 SH   DFND 1,5 0 0 625,400
MINDBODY INC COM CL A 60255W105 3,161 208,900 SH   DFND 1,9 0 0 208,900
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 31,974 1,179,000 SH   DFND 1,5 135,100 0 1,043,900
MINERVA NEUROSCIENCES INC COM 603380106 16,789 2,765,922 SH   DFND 1,5 0 0 2,765,922
MIRATI THERAPEUTICS INC COM 60468T105 91,004 2,879,888 SH   DFND 1,5 20,799 0 2,859,089
MIRATI THERAPEUTICS INC COM 60468T105 316 10,000 SH   DFND 6 10,000 0 0
MIRNA THERAPEUTICS INC COM 60470J103 8,928 1,428,500 SH   DFND 1,5 0 0 1,428,500
MITEL NETWORKS CORP COM 60671Q104 352 45,810 SH   DFND 1,5 0 0 45,810
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 484,919 11,469,224 SH   DFND 1,5 422,465 0 11,046,759
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 26,146 618,400 SH   DFND 1,9 0 0 618,400
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 5,241 123,961 SH   DFND 3 123,961 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1,911 45,200 SH   DFND 6 45,200 0 0
MODINE MFG CO COM 607828100 1,922 212,342 SH   DFND 1,5 0 0 212,342
MOELIS & CO CL A 60786M105 8,025 275,000 SH   DFND 1,5 0 0 275,000
MOELIS & CO CL A 60786M105 1,263 43,300 SH   DFND 6 43,300 0 0
MOELIS & CO CL A 60786M105 1,975 67,700 SH   DFND 7 67,700 0 0
MOHAWK INDS INC COM 608190104 400,671 2,115,589 SH   DFND 1,5 89,316 0 2,026,273
MOHAWK INDS INC COM 608190104 4,013 21,190 SH   DFND 2 21,190 0 0
MOHAWK INDS INC COM 608190104 548 2,896 SH   DFND 3 2,896 0 0
MOHAWK INDS INC COM 608190104 13,657 72,113 SH   DFND 6 72,113 0 0
MOHAWK INDS INC COM 608190104 12,815 67,663 SH   DFND 7 67,663 0 0
MOLINA HEALTHCARE INC COM 60855R100 32,478 540,135 SH   DFND 1,5 35 0 540,100
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 23,325 15,000,000 PRN   DFND 1,5 0 0 0
MOLINA HEALTHCARE INC COM 60855R100 11,560 192,250 SH   DFND 6 192,250 0 0
MOLINA HEALTHCARE INC COM 60855R100 5,139 85,470 SH   DFND 7 85,470 0 0
MOLSON COORS BREWING CO CL B 60871R209 525,625 5,596,521 SH   DFND 1,5 214,560 0 5,381,961
MOLSON COORS BREWING CO CL B 60871R209 4,933 52,519 SH   DFND 2 52,519 0 0
MOLSON COORS BREWING CO CL B 60871R209 12,489 132,971 SH   DFND 3 132,971 0 0
MOLSON COORS BREWING CO CL B 60871R209 8,889 94,644 SH   DFND 6 79,444 0 15,200
MOLSON COORS BREWING CO CL B 60871R209 8,885 94,600 SH   DFND 7 51,100 0 43,500
MOMENTA PHARMACEUTICALS INC COM 60877T100 153,521 10,345,089 SH   DFND 1,5 1,808,103 0 8,536,986
MONARCH CASINO & RESORT INC COM 609027107 552 24,300 SH   DFND 6 24,300 0 0
MONDELEZ INTL INC CL A 609207105 1,204,266 26,856,957 SH   DFND 1,5 1,000,862 0 25,856,095
MONDELEZ INTL INC CL A 609207105 23,750 529,668 SH   DFND 2 529,668 0 0
MONDELEZ INTL INC CL A 609207105 26,415 589,086 SH   DFND 3 589,086 0 0
MONDELEZ INTL INC CL A 609207105 27,581 615,105 SH   DFND 6 396,565 0 218,540
MONDELEZ INTL INC CL A 609207105 65,256 1,455,299 SH   DFND 7 760,882 0 694,417
MONEYGRAM INTL INC COM NEW 60935Y208 22,648 3,612,114 SH   DFND 1,5 40,000 0 3,572,114
MONMOUTH REAL ESTATE INVT CO CL A 609720107 7,123 680,973 SH   DFND 1,5 0 0 680,973
MONOLITHIC PWR SYS INC COM 609839105 113,486 1,781,286 SH   DFND 1,5 4,795 0 1,776,491
MONOLITHIC PWR SYS INC COM 609839105 22,321 350,347 SH   DFND 1,9 0 0 350,347
MONOLITHIC PWR SYS INC COM 609839105 90,031 1,413,139 SH   DFND 6 1,369,339 0 43,800
MONOLITHIC PWR SYS INC COM 609839105 29,898 469,279 SH   DFND 7 437,879 0 31,400
MONOLITHIC PWR SYS INC COM 609839105 7,974 125,165 SH   DFND 11 125,165 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 435 18,400 SH   DFND 6 18,400 0 0
MONSANTO CO NEW COM 61166W101 1,310,694 13,303,837 SH   DFND 1,5 552,570 0 12,751,267
MONSANTO CO NEW COM 61166W101 405 4,113 SH   DFND 1,10 4,113 0 0
MONSANTO CO NEW COM 61166W101 14,443 146,597 SH   DFND 2 146,597 0 0
MONSANTO CO NEW COM 61166W101 8,302 84,272 SH   DFND 3 84,272 0 0
MONSANTO CO NEW COM 61166W101 29,043 294,793 SH   DFND 6 192,273 0 102,520
MONSANTO CO NEW COM 61166W101 110,374 1,120,321 SH   DFND 7 444,594 0 675,727
MONSANTO CO NEW COM 61166W101 8,374 85,000 SH   DFND 11 85,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,412,761 16,197,378 SH   DFND 1,5 1,536,905 0 14,660,473
MONSTER BEVERAGE CORP NEW COM 61174X109 27,200 182,600 SH   DFND 1,10 3,000 0 179,600
MONSTER BEVERAGE CORP NEW COM 61174X109 7,448 50,000 SH   DFND 2 50,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 17,644 118,447 SH   DFND 3 118,447 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 29,650 199,048 SH   DFND 6 179,548 0 19,500
MONSTER BEVERAGE CORP NEW COM 61174X109 43,011 288,740 SH   DFND 7 234,540 0 54,200
MONSTER WORLDWIDE INC COM 611742107 31,515 5,500,000 SH   DFND 1,5 0 0 5,500,000
MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 12,700 10,000,000 PRN   DFND 1,5 0 0 0
MOODYS CORP COM 615369105 242,922 2,420,986 SH   DFND 1,5 37,756 0 2,383,230
MOODYS CORP COM 615369105 5,752 57,327 SH   DFND 2 57,327 0 0
MOODYS CORP COM 615369105 2,368 23,597 SH   DFND 3 23,597 0 0
MOODYS CORP COM 615369105 2,378 23,700 SH   DFND 7 23,700 0 0
MOODYS CORP COM 615369105 87,518 872,212 SH   DFND 11 872,212 0 0
MOOG INC CL A 615394202 160,342 2,645,910 SH   DFND 1,5 130 0 2,645,780
MORGAN STANLEY COM NEW 617446448 843,704 26,523,228 SH   DFND 1,5 1,057,128 0 25,466,100
MORGAN STANLEY COM NEW 617446448 16,012 503,367 SH   DFND 2 503,367 0 0
MORGAN STANLEY COM NEW 617446448 10,831 340,494 SH   DFND 3 340,494 0 0
MORGAN STANLEY COM NEW 617446448 10,832 340,527 SH   DFND 6 340,527 0 0
MORGAN STANLEY COM NEW 617446448 22,288 700,661 SH   DFND 7 0 0 700,661
MOSAIC CO NEW COM 61945C103 21,111 765,173 SH   DFND 1,5 109,812 0 655,361
MOSAIC CO NEW COM 61945C103 3,084 111,768 SH   DFND 2 111,768 0 0
MOSAIC CO NEW COM 61945C103 2,930 106,209 SH   DFND 3 106,209 0 0
MOTORCAR PTS AMER INC COM 620071100 17,097 505,680 SH   DFND 6 505,680 0 0
MOTORCAR PTS AMER INC COM 620071100 3,168 93,700 SH   DFND 7 93,700 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 122,863 1,794,926 SH   DFND 1,5 119,165 0 1,675,761
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,666 53,552 SH   DFND 2 53,552 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,459 35,918 SH   DFND 3 35,918 0 0
MOVADO GROUP INC COM 624580106 11,098 431,650 SH   DFND 1,5 332,860 0 98,790
MPLX LP COM UNIT REP LTD 55336V100 191,140 4,859,897 SH   DFND 1,5 0 0 4,859,897
MRC GLOBAL INC COM 55345K103 22,773 1,765,367 SH   DFND 1,5 121,470 0 1,643,897
MRC GLOBAL INC COM 55345K103 1,186 91,900 SH   DFND 6 44,200 0 47,700
MRC GLOBAL INC COM 55345K103 1,951 151,270 SH   DFND 7 109,770 0 41,500
MSCI INC COM 55354G100 249,421 3,457,941 SH   DFND 1,5 120,049 0 3,337,892
MUELLER INDS INC COM 624756102 105,262 3,884,206 SH   DFND 1,5 10,706 0 3,873,500
MULTI COLOR CORP COM 625383104 40,962 684,861 SH   DFND 1,5 5,661 0 679,200
MULTI COLOR CORP COM 625383104 78,538 1,313,118 SH   DFND 6 1,282,718 0 30,400
MULTI COLOR CORP COM 625383104 13,094 218,920 SH   DFND 7 200,720 0 18,200
MULTI FINELINE ELECTRONIX IN COM 62541B101 21,315 1,030,726 SH   DFND 1,5 72,411 0 958,315
MURPHY OIL CORP COM 626717102 125,160 5,575,055 SH   DFND 1,5 990,055 0 4,585,000
MURPHY OIL CORP COM 626717102 1,210 53,896 SH   DFND 2 53,896 0 0
MURPHY OIL CORP COM 626717102 1,932 86,071 SH   DFND 3 86,071 0 0
MURPHY USA INC COM 626755102 112,898 1,858,706 SH   DFND 1,5 96 0 1,858,610
MYLAN N V SHS EURO N59465109 525,171 9,712,804 SH   DFND 1,5 358,677 0 9,354,127
MYLAN N V SHS EURO N59465109 7,444 137,675 SH   DFND 2 137,675 0 0
MYLAN N V SHS EURO N59465109 3,977 73,555 SH   DFND 3 73,555 0 0
MYOKARDIA INC COM 62857M105 57,709 3,936,446 SH   DFND 1,5 0 0 3,936,446
MYOS CORP COM NEW 554051201 148 80,000 SH   DFND 1,5 0 0 80,000
MYR GROUP INC DEL COM 55405W104 1,063 51,600 SH   DFND 1,5 31,900 0 19,700
MYRIAD GENETICS INC COM 62855J104 123,947 2,871,797 SH   DFND 1,5 108,503 0 2,763,294
NABORS INDUSTRIES LTD SHS G6359F103 26,576 3,122,900 SH   DFND 1,5 65,677 0 3,057,223
NABORS INDUSTRIES LTD SHS G6359F103 521 61,210 SH   DFND 3 61,210 0 0
NACCO INDS INC CL A 629579103 13,504 320,000 SH   DFND 1,5 39,400 0 280,600
NANOMETRICS INC COM 630077105 2,042 134,900 SH   DFND 1,9 0 0 134,900
NANTKWEST INC COM 63016Q102 43,200 2,492,795 SH   DFND 1,5 47,911 0 2,444,884
NASDAQ INC COM 631103108 9,656 166,000 SH   DFND 1,5 11,500 0 154,500
NASDAQ INC COM 631103108 2,229 38,318 SH   DFND 2 38,318 0 0
NASDAQ INC COM 631103108 480 8,257 SH   DFND 3 8,257 0 0
NASDAQ INC COM 631103108 112,063 1,926,474 SH   DFND 6 1,926,474 0 0
NASDAQ INC COM 631103108 45,654 784,837 SH   DFND 7 784,837 0 0
NASDAQ INC COM 631103108 38,887 668,500 SH   DFND 11 668,500 0 0
NATIONAL BANKSHARES INC VA COM 634865109 714 20,100 SH   DFND 1,5 20,100 0 0
NATIONAL FUEL GAS CO N J COM 636180101 8,170 191,111 SH   DFND 1,5 0 0 191,111
NATIONAL GRID PLC SPON ADR NEW 636274300 840 12,075 SH   DFND 3 12,075 0 0
NATIONAL HEALTH INVS INC COM 63633D104 67,809 1,114,000 SH   DFND 1,5 1,114,000 0 0
NATIONAL HEALTHCARE CORP COM 635906100 2,098 34,000 SH   DFND 1,5 653 0 33,347
NATIONAL HOLDINGS CORP COM NEW 636375206 1,447 513,074 SH   DFND 6 513,074 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 755 267,877 SH   DFND 7 267,877 0 0
NATIONAL INTERSTATE CORP COM 63654U100 24,698 925,000 SH   DFND 1,5 89,700 0 835,300
NATIONAL OILWELL VARCO INC COM 637071101 148,724 4,440,854 SH   DFND 1,5 108,299 0 4,332,555
NATIONAL OILWELL VARCO INC COM 637071101 4,194 125,237 SH   DFND 2 125,237 0 0
NATIONAL OILWELL VARCO INC COM 637071101 6,459 192,878 SH   DFND 3 192,878 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,513 75,030 SH   DFND 6 75,030 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 88,911 2,219,995 SH   DFND 1,5 34,259 0 2,185,736
NATIONAL RETAIL PPTYS INC COM 637417106 7,618 190,200 SH   DFND 6 190,200 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 3,300 82,400 SH   DFND 7 8,600 0 73,800
NATIONAL WESTN LIFE GROUP IN CL A 638517102 45,556 180,820 SH   DFND 1,5 14,500 0 166,320
NATIONAL WESTN LIFE GROUP IN CL A 638517102 6,223 24,700 SH   DFND 6 24,700 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 2,645 10,500 SH   DFND 7 10,500 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 869 65,000 SH   DFND 1,5 0 0 65,000
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 554 53,600 SH   DFND 1,5 53,600 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 259 12,700 SH   DFND 1,5 0 0 12,700
NATURAL GROCERS BY VITAMIN C COM 63888U108 12,036 590,889 SH   DFND 6 590,889 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 4,488 220,310 SH   DFND 7 185,910 0 34,400
NATUS MEDICAL INC DEL COM 639050103 29,311 610,000 SH   DFND 1,5 0 0 610,000
NAVIENT CORP COM 63938C108 200,030 17,469,892 SH   DFND 1,5 0 0 17,469,892
NAVIENT CORP COM 63938C108 1,383 120,757 SH   DFND 2 120,757 0 0
NAVIENT CORP COM 63938C108 403 35,158 SH   DFND 3 35,158 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 8,287 4,735,633 SH   DFND 1,5 13,700 0 4,721,933
NAVIOS MARITIME HOLDINGS INC COM Y62196103 23 13,000 SH   DFND 3 13,000 0 0
NCI INC CL A 62886K104 12,464 913,080 SH   DFND 1,5 134,680 0 778,400
NCR CORP NEW COM 62886E108 119,287 4,876,810 SH   DFND 1,5 7,900 0 4,868,910
NCR CORP NEW COM 62886E108 7,064 288,780 SH   DFND 6 108,390 0 180,390
NCR CORP NEW COM 62886E108 41,693 1,704,547 SH   DFND 7 888,930 0 815,617
NEENAH PAPER INC COM 640079109 53,188 851,955 SH   DFND 1,5 1,855 0 850,100
NEKTAR THERAPEUTICS COM 640268108 28,810 1,709,803 SH   DFND 1,5 0 0 1,709,803
NELNET INC CL A 64031N108 870 25,916 SH   DFND 1,5 16 0 25,900
NEONODE INC COM NEW 64051M402 9,329 3,687,341 SH   DFND 1,5 294,990 0 3,392,351
NEOVASC INC COM 64065J106 44,732 9,940,348 SH   DFND 1,5 0 0 9,940,348
NEOVASC INC COM 64065J106 85 18,800 SH   DFND 6 18,800 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 11,242 832,156 SH   DFND 1,5 182,256 0 649,900
NETAPP INC COM 64110D104 5,509 207,660 SH   DFND 1,5 25,000 0 182,660
NETAPP INC COM 64110D104 2,585 97,438 SH   DFND 2 97,438 0 0
NETEASE INC SPONSORED ADR 64110W102 15,061 83,100 SH   DFND 1,5 6,300 0 76,800
NETEASE INC SPONSORED ADR 64110W102 752 4,150 SH   DFND 1,9 0 0 4,150
NETFLIX INC COM 64110L106 2,231,806 19,512,208 SH   DFND 1,5 1,323,476 0 18,188,732
NETFLIX INC COM 64110L106 16,293 142,448 SH   DFND 2 142,448 0 0
NETFLIX INC COM 64110L106 10,443 91,304 SH   DFND 3 91,304 0 0
NETFLIX INC COM 64110L106 7,182 62,793 SH   DFND 6 62,793 0 0
NETGEAR INC COM 64111Q104 138,753 3,310,747 SH   DFND 1,5 346,994 0 2,963,753
NETSUITE INC COM 64118Q107 114,981 1,358,789 SH   DFND 1,5 9,500 0 1,349,289
NETSUITE INC COM 64118Q107 39,408 465,700 SH   DFND 1,9 0 0 465,700
NEUROCRINE BIOSCIENCES INC COM 64125C109 685,394 12,115,852 SH   DFND 1,5 275,262 0 11,840,590
NEUROCRINE BIOSCIENCES INC COM 64125C109 40,024 707,521 SH   DFND 6 707,521 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 5,983 105,770 SH   DFND 7 105,770 0 0
NEUSTAR INC CL A 64126X201 32,988 1,376,200 SH   DFND 1,5 128,100 0 1,248,100
NEVRO CORP COM 64157F103 241,311 3,574,450 SH   DFND 1,5 6,355 0 3,568,095
NEVRO CORP COM 64157F103 1,067 15,810 SH   DFND 6 15,810 0 0
NEW GOLD INC CDA COM 644535106 27,505 11,819,459 SH   DFND 1,5 900 0 11,818,559
NEW HOME CO INC COM 645370107 17,155 1,323,685 SH   DFND 1,5 0 0 1,323,685
NEW JERSEY RES COM 646025106 11,193 339,600 SH   DFND 1,5 0 0 339,600
NEW JERSEY RES COM 646025106 17,225 522,611 SH   DFND 6 456,911 0 65,700
NEW JERSEY RES COM 646025106 5,929 179,880 SH   DFND 7 179,880 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,580 146,000 SH   DFND 1,5 0 0 146,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,233 71,188 SH   DFND 1,9 0 0 71,188
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,043 97,000 SH   DFND 6 71,000 0 26,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 753 24,000 SH   DFND 7 24,000 0 0
NEW RELIC INC COM 64829B100 116,802 3,206,196 SH   DFND 1,5 174,211 0 3,031,985
NEW RELIC INC COM 64829B100 3,543 97,245 SH   DFND 1,9 0 0 97,245
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,395 114,750 SH   DFND 1,5 0 0 114,750
NEW SR INVT GROUP INC COM 648691103 21,490 2,179,556 SH   DFND 1,5 0 0 2,179,556
NEW YORK CMNTY BANCORP INC COM 649445103 3,608 221,100 SH   DFND 1,5 0 0 221,100
NEW YORK CMNTY BANCORP INC COM 649445103 216 13,243 SH   DFND 3 13,243 0 0
NEW YORK MTG TR INC PFD-C CONV 649604808 5,585 301,558 SH   DFND 1,5 0 0 301,558
NEW YORK REIT INC COM 64976L109 147,809 12,852,923 SH   DFND 1,5 7,901,520 0 4,951,403
NEW YORK REIT INC COM 64976L109 3,586 311,800 SH   DFND 6 311,800 0 0
NEW YORK REIT INC COM 64976L109 1,521 132,300 SH   DFND 7 14,000 0 118,300
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 8,361 2,049,361 SH   DFND 1,5 0 0 2,049,361
NEWELL RUBBERMAID INC COM 651229106 179,035 4,061,600 SH   DFND 1,5 15,063 0 4,046,537
NEWELL RUBBERMAID INC COM 651229106 3,924 89,024 SH   DFND 2 89,024 0 0
NEWELL RUBBERMAID INC COM 651229106 4,608 104,535 SH   DFND 3 104,535 0 0
NEWFIELD EXPL CO COM 651290108 383,844 11,788,811 SH   DFND 1,5 166,678 0 11,622,133
NEWFIELD EXPL CO COM 651290108 1,754 53,876 SH   DFND 2 53,876 0 0
NEWFIELD EXPL CO COM 651290108 743 22,806 SH   DFND 3 22,806 0 0
NEWLINK GENETICS CORP COM 651511107 63,491 1,744,726 SH   DFND 1,5 300 0 1,744,426
NEWLINK GENETICS CORP COM 651511107 307 8,430 SH   DFND 7 8,430 0 0
NEWMARKET CORP COM 651587107 33,868 88,956 SH   DFND 1,5 3 0 88,953
NEWMONT MINING CORP COM 651639106 41,654 2,315,400 SH   DFND 1,5 0 0 2,315,400
NEWMONT MINING CORP COM 651639106 3,173 176,355 SH   DFND 2 176,355 0 0
NEWMONT MINING CORP COM 651639106 609 33,861 SH   DFND 3 33,861 0 0
NEWS CORP NEW CL A 65249B109 15,355 1,149,307 SH   DFND 1,5 1,107 0 1,148,200
NEWS CORP NEW CL B 65249B208 502 35,930 SH   DFND 2 35,930 0 0
NEWS CORP NEW CL A 65249B109 1,699 127,169 SH   DFND 2 127,169 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 114,321 1,947,552 SH   DFND 1,5 3,500 0 1,944,052
NEXTERA ENERGY INC COM 65339F101 823,437 7,926,051 SH   DFND 1,5 637 0 7,925,414
NEXTERA ENERGY INC UNIT 09/01/2016 65339F861 7,278 133,200 SH   DFND 1,5 81,900 0 51,300
NEXTERA ENERGY INC COM 65339F101 15,947 153,496 SH   DFND 2 153,496 0 0
NEXTERA ENERGY INC COM 65339F101 11,084 106,687 SH   DFND 3 106,687 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 32,665 1,094,300 SH   DFND 1,5 0 0 1,094,300
NIC INC COM 62914B100 46,754 2,375,713 SH   DFND 1,5 217 0 2,375,496
NICE SYS LTD SPONSORED ADR 653656108 8,650 150,900 SH   DFND 6 129,300 0 21,600
NICE SYS LTD SPONSORED ADR 653656108 7,343 128,110 SH   DFND 7 108,210 0 19,900
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,829 328,659 SH   DFND 1,5 91,959 0 236,700
NIELSEN HLDGS PLC SHS EUR G6518L108 14,678 314,986 SH   DFND 1,5 786 0 314,200
NIELSEN HLDGS PLC SHS EUR G6518L108 5,654 121,340 SH   DFND 2 121,340 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 355 7,608 SH   DFND 3 7,608 0 0
NIKE INC CL B 654106103 5,033,853 80,541,640 SH   DFND 1,5 5,055,546 0 75,486,094
NIKE INC CL B 654106103 28,111 449,778 SH   DFND 2 449,778 0 0
NIKE INC CL B 654106103 28,683 458,927 SH   DFND 3 458,927 0 0
NIKE INC CL B 654106103 18,526 296,412 SH   DFND 6 253,412 0 43,000
NIKE INC CL B 654106103 30,895 494,320 SH   DFND 7 372,320 0 122,000
NIMBLE STORAGE INC COM 65440R101 84,237 9,156,157 SH   DFND 1,5 432,400 0 8,723,757
NIMBLE STORAGE INC COM 65440R101 7,223 785,100 SH   DFND 1,9 0 0 785,100
NISKA GAS STORAGE PARTNERS L UNIT LTD LIABI 654678101 1,806 576,928 SH   DFND 1,5 0 0 576,928
NISOURCE INC COM 65473P105 116,028 5,947,082 SH   DFND 1,5 643 0 5,946,439
NISOURCE INC COM 65473P105 2,072 106,213 SH   DFND 2 106,213 0 0
NISOURCE INC COM 65473P105 664 34,025 SH   DFND 3 34,025 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 774 100,000 SH   DFND 1,5 0 0 100,000
NN INC COM 629337106 11,168 700,636 SH   DFND 6 700,636 0 0
NN INC COM 629337106 3,515 220,500 SH   DFND 7 220,500 0 0
NOBILIS HEALTH CORP COM 65500B103 40 14,300 SH   DFND   14,300 0 0
NOBLE ENERGY INC COM 655044105 777,316 23,605,103 SH   DFND 1,5 1,175,718 0 22,429,385
NOBLE ENERGY INC COM 655044105 4,671 141,858 SH   DFND 2 141,858 0 0
NOBLE ENERGY INC COM 655044105 6,311 191,659 SH   DFND 3 191,659 0 0
NOBLE ENERGY INC COM 655044105 1,028 31,223 SH   DFND 6 31,223 0 0
NOKIA CORP SPONSORED ADR 654902204 8,052 1,147,000 SH   DFND 1,5 0 0 1,147,000
NOKIA CORP SPONSORED ADR 654902204 206 29,352 SH   DFND 3 29,352 0 0
NOODLES & CO CL A 65540B105 38,061 3,927,840 SH   DFND 1,5 362,111 0 3,565,729
NORD ANGLIA EDUCATION INC SHS G6583A102 9,484 467,633 SH   DFND 1,5 1,651 0 465,982
NORDSTROM INC COM 655664100 2,259 45,349 SH   DFND 2 45,349 0 0
NORDSTROM INC COM 655664100 1,188 23,848 SH   DFND 3 23,848 0 0
NORFOLK SOUTHERN CORP COM 655844108 188,635 2,229,990 SH   DFND 1,5 33,876 0 2,196,114
NORFOLK SOUTHERN CORP COM 655844108 8,418 99,513 SH   DFND 2 99,513 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,908 81,663 SH   DFND 3 81,663 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,702 20,120 SH   DFND 6 20,120 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,949 82,148 SH   DFND 7 0 0 82,148
NORFOLK SOUTHERN CORP COM 655844108 4,145 49,000 SH   DFND 11 49,000 0 0
NORTEK INC COM NEW 656559309 13,113 300,625 SH   DFND 1,5 0 0 300,625
NORTHERN OIL & GAS INC NEV COM 665531109 36,452 9,443,582 SH   DFND 1,5 0 0 9,443,582
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 20,688 800,000 SH   DFND 1,5 0 0 800,000
NORTHERN TR CORP COM 665859104 485,898 6,740,160 SH   DFND 1,5 13,009 0 6,727,151
NORTHERN TR CORP COM 665859104 5,222 72,442 SH   DFND 2 72,442 0 0
NORTHERN TR CORP COM 665859104 3,170 43,975 SH   DFND 3 43,975 0 0
NORTHERN TR CORP COM 665859104 5,149 71,423 SH   DFND 6 71,423 0 0
NORTHROP GRUMMAN CORP COM 666807102 361,155 1,912,798 SH   DFND 1,5 591 0 1,912,207
NORTHROP GRUMMAN CORP COM 666807102 11,477 60,788 SH   DFND 2 60,788 0 0
NORTHROP GRUMMAN CORP COM 666807102 8,411 44,548 SH   DFND 3 44,548 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 23,229 1,913,463 SH   DFND 1,5 40,963 0 1,872,500
NORTHSTAR REALTY EUROPE CORP COM 66706L101 4,476 379,007 SH   DFND 1,5 0 0 379,007
NORTHSTAR REALTY EUROPE CORP COM 66706L101 1,251 105,965 SH   DFND 6 105,965 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 690 58,460 SH   DFND 7 48,010 0 10,450
NORTHSTAR RLTY FIN CORP COM 66704R803 100,637 5,909,376 SH   DFND 1,5 34,200 0 5,875,176
NORTHSTAR RLTY FIN CORP COM 66704R803 13,837 812,515 SH   DFND 6 812,515 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 4,435 260,430 SH   DFND 7 229,080 0 31,350
NORWOOD FINANCIAL CORP COM 669549107 5,975 208,110 SH   DFND 1,5 18,700 0 189,410
NOVADAQ TECHNOLOGIES INC COM 66987G102 72,816 5,715,563 SH   DFND 1,5 247,100 0 5,468,463
NOVAGOLD RES INC COM NEW 66987E206 68,887 16,405,962 SH   DFND 1,5 1,217,257 0 15,188,705
NOVARTIS A G SPONSORED ADR 66987V109 80,336 933,706 SH   DFND 1,5 36 0 933,670
NOVARTIS A G SPONSORED ADR 66987V109 6,104 70,945 SH   DFND 3 70,945 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,793 32,464 SH   DFND 7 0 0 32,464
NOVAVAX INC COM 670002104 339,178 40,426,458 SH   DFND 1,5 272,796 0 40,153,662
NOVAVAX INC COM 670002104 149 17,700 SH   DFND 6 17,700 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 47,063 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 531,595 9,152,811 SH   DFND 1,5 208,100 0 8,944,711
NOVO-NORDISK A S ADR 670100205 12,112 208,535 SH   DFND 3 208,535 0 0
NOVOCURE LTD ORD SHS G6674U108 115,767 5,177,403 SH   DFND 1,5 441,549 0 4,735,854
NOW INC COM 67011P100 17,721 1,120,169 SH   DFND 1,5 2,779 0 1,117,390
NRG ENERGY INC COM NEW 629377508 98,742 8,389,263 SH   DFND 1,5 1,925 0 8,387,338
NRG ENERGY INC COM NEW 629377508 1,232 104,715 SH   DFND 2 104,715 0 0
NRG ENERGY INC COM NEW 629377508 1,074 91,237 SH   DFND 3 91,237 0 0
NRG YIELD INC CL A NEW 62942X306 6,385 459,023 SH   DFND 1,5 0 0 459,023
NRG YIELD INC CL C 62942X405 71,359 4,834,648 SH   DFND 1,5 1,685,320 0 3,149,328
NU SKIN ENTERPRISES INC CL A 67018T105 251,919 6,648,698 SH   DFND 1,5 59,482 0 6,589,216
NU SKIN ENTERPRISES INC CL A 67018T105 14,277 376,800 SH   DFND 6 376,800 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 48,875 2,457,258 SH   DFND 1,5 100,018 0 2,357,240
NUCOR CORP COM 670346105 63,006 1,563,436 SH   DFND 1,5 94,636 0 1,468,800
NUCOR CORP COM 670346105 4,293 106,527 SH   DFND 2 106,527 0 0
NUCOR CORP COM 670346105 4,552 112,952 SH   DFND 3 112,952 0 0
NUCOR CORP COM 670346105 824 20,441 SH   DFND 6 20,441 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 32,945 1,275,951 SH   DFND 1,5 241,047 0 1,034,904
NUTRI SYS INC NEW COM 67069D108 9,240 427,000 SH   DFND 1,5 2,200 0 424,800
NUVASIVE INC COM 670704105 15,151 280,000 SH   DFND 1,5 0 0 280,000
NVIDIA CORP COM 67066G104 2,650,643 80,420,006 SH   DFND 1,5 12,252,793 0 68,167,213
NVIDIA CORP COM 67066G104 5,591 169,630 SH   DFND 2 169,630 0 0
NVIDIA CORP COM 67066G104 572 17,349 SH   DFND 3 17,349 0 0
NVIDIA CORP COM 67066G104 3,023 91,713 SH   DFND 6 91,713 0 0
NVR INC COM 62944T105 231,931 141,163 SH   DFND 1,5 1,216 0 139,947
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 55,033 50,230,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,653,733 19,628,884 SH   DFND 1,5 906,013 0 18,722,871
NXP SEMICONDUCTORS N V COM N6596X109 103,736 1,231,283 SH   DFND 1,9 0 0 1,231,283
NXP SEMICONDUCTORS N V COM N6596X109 216 2,563 SH   DFND 3 2,563 0 0
NXP SEMICONDUCTORS N V COM N6596X109 56,321 668,502 SH   DFND 6 623,202 0 45,300
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 3,780 3,450,000 PRN   DFND 6 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 39,754 471,852 SH   DFND 7 471,852 0 0
NXSTAGE MEDICAL INC COM 67072V103 72,754 3,320,583 SH   DFND 1,5 0 0 3,320,583
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,145,010 4,518,230 SH   DFND 1,5 248,591 0 4,269,639
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,332 32,877 SH   DFND 2 32,877 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,002 15,790 SH   DFND 3 15,790 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,344 5,305 SH   DFND 6 5,305 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,515 33,599 SH   DFND 7 33,599 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 299,083 6,267,459 SH   DFND 1,5 0 0 6,267,459
OASIS PETE INC NEW COM 674215108 1,457 197,696 SH   DFND 1,5 396 0 197,300
OCCIDENTAL PETE CORP DEL COM 674599105 42,958 635,386 SH   DFND 1,5 86 0 635,300
OCCIDENTAL PETE CORP DEL COM 674599105 17,210 254,553 SH   DFND 2 254,553 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 12,187 180,260 SH   DFND 3 180,260 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 38,082 563,261 SH   DFND 6 472,039 0 91,222
OCCIDENTAL PETE CORP DEL COM 674599105 94,343 1,395,403 SH   DFND 7 1,138,774 0 256,629
OCCIDENTAL PETE CORP DEL COM 674599105 3,063 45,300 SH   DFND 11 45,300 0 0
OCEAN RIG UDW INC SHS Y64354205 184 112,615 SH   DFND 1,5 50,000 0 62,615
OCEANEERING INTL INC COM 675232102 534,548 14,247,024 SH   DFND 1,5 424,394 0 13,822,630
OCEANEERING INTL INC COM 675232102 6,922 184,500 SH   DFND 6 156,600 0 27,900
OCEANEERING INTL INC COM 675232102 4,934 131,500 SH   DFND 7 56,100 0 75,400
OCH ZIFF CAP MGMT GROUP CL A 67551U105 3,747 601,500 SH   DFND 1,5 0 0 601,500
OCULAR THERAPEUTIX INC COM 67576A100 34,764 3,710,128 SH   DFND 1,5 550 0 3,709,578
OCWEN FINL CORP COM NEW 675746309 336 48,267 SH   DFND 1,5 467 0 47,800
OFFICE DEPOT INC COM 676220106 67,945 12,046,958 SH   DFND 1,5 227,749 0 11,819,209
OFFICE DEPOT INC COM 676220106 110 19,500 SH   DFND 7 19,500 0 0
OFG BANCORP COM 67103X102 18,688 2,553,042 SH   DFND 1,5 140,200 0 2,412,842
OGE ENERGY CORP COM 670837103 229,401 8,725,803 SH   DFND 1,5 34,300 0 8,691,503
OGE ENERGY CORP COM 670837103 253 9,641 SH   DFND 3 9,641 0 0
OGE ENERGY CORP COM 670837103 831 31,622 SH   DFND 6 31,622 0 0
OGE ENERGY CORP COM 670837103 4,085 155,400 SH   DFND 7 155,400 0 0
OIL STS INTL INC COM 678026105 143,364 5,261,055 SH   DFND 1,5 293,755 0 4,967,300
OLD DOMINION FGHT LINES INC COM 679580100 72,258 1,223,254 SH   DFND 1,5 354 0 1,222,900
OLD DOMINION FGHT LINES INC COM 679580100 14,571 246,674 SH   DFND 6 246,674 0 0
OLD DOMINION FGHT LINES INC COM 679580100 2,291 38,780 SH   DFND 7 38,780 0 0
OLIN CORP COM PAR $1 680665205 456 26,400 SH   DFND 1,5 0 0 26,400
OM ASSET MGMT PLC SHS G67506108 159,999 10,436,965 SH   DFND 1,5 600 0 10,436,365
OM ASSET MGMT PLC SHS G67506108 19,073 1,244,185 SH   DFND 6 1,244,185 0 0
OM ASSET MGMT PLC SHS G67506108 3,229 210,620 SH   DFND 7 210,620 0 0
OMEGA FLEX INC COM 682095104 787 23,850 SH   DFND 1,5 171 0 23,679
OMEGA HEALTHCARE INVS INC COM 681936100 318 9,087 SH   DFND 3 9,087 0 0
OMEGA PROTEIN CORP COM 68210P107 1,705 76,800 SH   DFND 1,5 6,800 0 70,000
OMNICOM GROUP INC COM 681919106 113,587 1,501,286 SH   DFND 1,5 576 0 1,500,710
OMNICOM GROUP INC COM 681919106 6,109 80,743 SH   DFND 2 80,743 0 0
OMNICOM GROUP INC COM 681919106 8,607 113,763 SH   DFND 3 113,763 0 0
OMNICOM GROUP INC COM 681919106 8,326 110,050 SH   DFND 6 41,370 0 68,680
OMNICOM GROUP INC COM 681919106 47,228 624,211 SH   DFND 7 312,986 0 311,225
OMNOVA SOLUTIONS INC COM 682129101 35,218 5,745,218 SH   DFND 1,5 21,124 0 5,724,094
ON ASSIGNMENT INC COM 682159108 8,091 180,000 SH   DFND 1,5 0 0 180,000
ON ASSIGNMENT INC COM 682159108 8,518 189,500 SH   DFND 6 189,500 0 0
ON ASSIGNMENT INC COM 682159108 3,668 81,600 SH   DFND 7 81,600 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 30,118 27,012,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 136,089 13,886,633 SH   DFND 1,5 15,040 0 13,871,593
ON SEMICONDUCTOR CORP COM 682189105 30,235 3,085,200 SH   DFND 1,9 0 0 3,085,200
ONCOMED PHARMACEUTICALS INC COM 68234X102 24,263 1,076,420 SH   DFND 1,5 0 0 1,076,420
ONEMAIN HLDGS INC COM 68268W103 419,986 10,110,395 SH   DFND 1,5 197,319 0 9,913,076
ONEMAIN HLDGS INC COM 68268W103 386 9,300 SH   DFND 6 9,300 0 0
ONEMAIN HLDGS INC COM 68268W103 361 8,700 SH   DFND 7 8,700 0 0
ONEOK INC NEW COM 682680103 1,720 69,752 SH   DFND 2 69,752 0 0
ONEOK INC NEW COM 682680103 1,424 57,730 SH   DFND 3 57,730 0 0
ONVIA INC COM NEW 68338T403 651 175,000 SH   DFND 11 175,000 0 0
OPEN TEXT CORP COM 683715106 37,408 780,252 SH   DFND 1,5 0 0 780,252
OPEN TEXT CORP COM 683715106 304,831 6,358,077 SH   DFND 11 6,358,077 0 0
OPHTHOTECH CORP COM 683745103 404,841 5,155,235 SH   DFND 1,5 21,500 0 5,133,735
OPKO HEALTH INC COM 68375N103 33,240 3,307,460 SH   DFND 1,5 0 0 3,307,460
OPOWER INC COM 68375Y109 82,080 7,772,721 SH   DFND 1,5 27,100 0 7,745,621
OPUS BK IRVINE CALIF COM 684000102 10,856 293,630 SH   DFND 6 293,630 0 0
OPUS BK IRVINE CALIF COM 684000102 4,650 125,780 SH   DFND 7 125,780 0 0
ORACLE CORP COM 68389X105 1,581,828 43,302,158 SH   DFND 1,5 3,081,668 0 40,220,490
ORACLE CORP COM 68389X105 95,902 2,625,300 SH   DFND 1,9 0 0 2,625,300
ORACLE CORP COM 68389X105 38,980 1,067,077 SH   DFND 2 1,067,077 0 0
ORACLE CORP COM 68389X105 29,439 805,886 SH   DFND 3 805,886 0 0
ORACLE CORP COM 68389X105 43,638 1,194,592 SH   DFND 6 883,802 0 310,790
ORACLE CORP COM 68389X105 128,650 3,521,751 SH   DFND 7 1,857,389 0 1,664,362
ORACLE CORP COM 68389X105 61,263 1,677,050 SH   DFND 11 1,677,050 0 0
ORAGENICS INC COM NEW 684023203 4,165 2,795,566 SH   DFND 1,5 0 0 2,795,566
ORBITAL ATK INC COM 68557N103 297,299 3,327,729 SH   DFND 1,5 36 0 3,327,693
ORBOTECH LTD ORD M75253100 22,088 998,100 SH   DFND 1,5 93,100 0 905,000
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 5,806 10,000,000 PRN   DFND 1,5 0 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 19,950 11,598,705 SH   DFND 1,5 0 0 11,598,705
ORGANOVO HLDGS INC COM 68620A104 3,250 1,305,100 SH   DFND 1,5 0 0 1,305,100
ORION ENGINEERED CARBONS S A COM L72967109 18,007 1,429,090 SH   DFND 1,5 0 0 1,429,090
ORITANI FINL CORP DEL COM 68633D103 14,111 855,225 SH   DFND 1,5 0 0 855,225
OSHKOSH CORP COM 688239201 91,920 2,354,500 SH   DFND 1,5 219,600 0 2,134,900
OSI SYSTEMS INC COM 671044105 10,641 120,025 SH   DFND 1,5 25 0 120,000
OSIRIS THERAPEUTICS INC NEW COM 68827R108 21,497 2,070,966 SH   DFND 1,5 0 0 2,070,966
OTONOMY INC COM 68906L105 16,030 577,645 SH   DFND 1,5 4,900 0 572,745
OUTERWALL INC COM 690070107 6,693 183,162 SH   DFND 1,5 158,162 0 25,000
OUTFRONT MEDIA INC COM 69007J106 165,393 7,576,419 SH   DFND 1,5 95,300 0 7,481,119
OUTFRONT MEDIA INC COM 69007J106 11,382 521,400 SH   DFND 6 521,400 0 0
OUTFRONT MEDIA INC COM 69007J106 5,014 229,700 SH   DFND 7 23,800 0 205,900
OVASCIENCE INC COM 69014Q101 39,976 4,091,742 SH   DFND 1,5 76,271 0 4,015,471
OWENS & MINOR INC NEW COM 690732102 115,136 3,200,000 SH   DFND 1,5 0 0 3,200,000
OWENS ILL INC COM NEW 690768403 1,842 105,754 SH   DFND 1,5 19,743 0 86,011
OWENS ILL INC COM NEW 690768403 934 53,607 SH   DFND 2 53,607 0 0
P & F INDS INC CL A NEW 692830508 3,973 449,417 SH   DFND 1,5 106,417 0 343,000
PACCAR INC COM 693718108 15,016 316,800 SH   DFND 1,5 22,700 0 294,100
PACCAR INC COM 693718108 5,584 117,807 SH   DFND 2 117,807 0 0
PACCAR INC COM 693718108 2,786 58,782 SH   DFND 3 58,782 0 0
PACIFIC PREMIER BANCORP COM 69478X105 40,638 1,912,359 SH   DFND 1,5 82,373 0 1,829,986
PACIRA PHARMACEUTICALS INC COM 695127100 301,173 3,922,037 SH   DFND 1,5 1,516 0 3,920,521
PACIRA PHARMACEUTICALS INC COM 695127100 269 3,500 SH   DFND 6 3,500 0 0
PACKAGING CORP AMER COM 695156109 133,075 2,110,620 SH   DFND 1,5 76,420 0 2,034,200
PACKAGING CORP AMER COM 695156109 4,114 65,250 SH   DFND 3 65,250 0 0
PACKAGING CORP AMER COM 695156109 1,015 16,100 SH   DFND 6 16,100 0 0
PACWEST BANCORP DEL COM 695263103 299,778 6,955,410 SH   DFND 1,5 839 0 6,954,571
PALO ALTO NETWORKS INC COM 697435105 73,114 415,088 SH   DFND 1,5 43,763 0 371,325
PALO ALTO NETWORKS INC COM 697435105 856 4,857 SH   DFND 6 4,857 0 0
PAN AMERICAN SILVER CORP COM 697900108 29,081 4,473,937 SH   DFND 1,5 155,537 0 4,318,400
PANDORA MEDIA INC COM 698354107 22,085 1,646,894 SH   DFND 1,5 0 0 1,646,894
PANERA BREAD CO CL A 69840W108 223,810 1,149,040 SH   DFND 1,5 101,636 0 1,047,404
PANERA BREAD CO CL A 69840W108 252 1,293 SH   DFND 3 1,293 0 0
PAPA JOHNS INTL INC COM 698813102 171,386 3,067,584 SH   DFND 1,5 330,449 0 2,737,135
PARAMOUNT GROUP INC COM 69924R108 109,976 6,076,000 SH   DFND 1,5 6,076,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 50,105 2,641,292 SH   DFND 1,5 0 0 2,641,292
PAREXEL INTL CORP COM 699462107 26,413 387,739 SH   DFND 1,5 739 0 387,000
PAREXEL INTL CORP COM 699462107 277 4,064 SH   DFND 3 4,064 0 0
PARK CITY GROUP INC COM NEW 700215304 12,182 1,022,804 SH   DFND 6 1,022,804 0 0
PARK CITY GROUP INC COM NEW 700215304 2,357 197,930 SH   DFND 7 197,930 0 0
PARK OHIO HLDGS CORP COM 700666100 10,153 276,060 SH   DFND 1,5 0 0 276,060
PARKER HANNIFIN CORP COM 701094104 2,154 22,210 SH   DFND 1,5 310 0 21,900
PARKER HANNIFIN CORP COM 701094104 4,395 45,322 SH   DFND 2 45,322 0 0
PARKER HANNIFIN CORP COM 701094104 2,391 24,652 SH   DFND 3 24,652 0 0
PARKWAY PPTYS INC COM 70159Q104 115,264 7,374,517 SH   DFND 1,5 355,517 0 7,019,000
PARKWAY PPTYS INC COM 70159Q104 15,316 979,900 SH   DFND 6 979,900 0 0
PARKWAY PPTYS INC COM 70159Q104 6,655 425,800 SH   DFND 7 44,400 0 381,400
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 3,158 816,051 SH   DFND 1,5 0 0 816,051
PARSLEY ENERGY INC CL A 701877102 114,842 6,224,517 SH   DFND 1,5 0 0 6,224,517
PARTNERRE LTD COM G6852T105 2,253 16,125 SH   DFND 1,5 25 0 16,100
PARTY CITY HOLDCO INC COM 702149105 8,507 658,985 SH   DFND 1,5 17,900 0 641,085
PATTERN ENERGY GROUP INC CL A 70338P100 25,583 1,223,500 SH   DFND 1,5 0 0 1,223,500
PATTERSON COMPANIES INC COM 703395103 40,628 898,650 SH   DFND 1,5 0 0 898,650
PATTERSON COMPANIES INC COM 703395103 1,259 27,838 SH   DFND 2 27,838 0 0
PATTERSON COMPANIES INC COM 703395103 1,014 22,430 SH   DFND 3 22,430 0 0
PAYCHEX INC COM 704326107 491,881 9,300,085 SH   DFND 1,5 369,921 0 8,930,164
PAYCHEX INC COM 704326107 5,657 106,949 SH   DFND 2 106,949 0 0
PAYCHEX INC COM 704326107 24,463 462,534 SH   DFND 3 462,534 0 0
PAYCHEX INC COM 704326107 6,425 121,476 SH   DFND 6 121,476 0 0
PAYCOM SOFTWARE INC COM 70432V102 8,681 230,700 SH   DFND 1,5 3,535 0 227,165
PAYCOM SOFTWARE INC COM 70432V102 14,253 378,770 SH   DFND 6 378,770 0 0
PAYCOM SOFTWARE INC COM 70432V102 4,933 131,080 SH   DFND 7 131,080 0 0
PAYLOCITY HLDG CORP COM 70438V106 46,430 1,145,000 SH   DFND 1,5 117,600 0 1,027,400
PAYLOCITY HLDG CORP COM 70438V106 13,930 343,519 SH   DFND 1,9 0 0 343,519
PAYLOCITY HLDG CORP COM 70438V106 5,486 135,300 SH   DFND 6 135,300 0 0
PAYLOCITY HLDG CORP COM 70438V106 2,413 59,500 SH   DFND 7 59,500 0 0
PAYPAL HLDGS INC COM 70450Y103 1,284,132 35,473,267 SH   DFND 1,5 2,498,008 0 32,975,259
PAYPAL HLDGS INC COM 70450Y103 728 20,100 SH   DFND 1,9 0 0 20,100
PAYPAL HLDGS INC COM 70450Y103 13,414 370,541 SH   DFND 2 370,541 0 0
PAYPAL HLDGS INC COM 70450Y103 7,686 212,317 SH   DFND 3 212,317 0 0
PAYPAL HLDGS INC COM 70450Y103 29,953 827,440 SH   DFND 6 651,530 0 175,910
PAYPAL HLDGS INC COM 70450Y103 76,308 2,107,959 SH   DFND 7 1,213,956 0 894,003
PAYPAL HLDGS INC COM 70450Y103 17,839 492,800 SH   DFND 11 492,800 0 0
PBF ENERGY INC CL A 69318G106 36,485 991,178 SH   DFND 1,5 980 0 990,198
PDC ENERGY INC COM 69327R101 240,322 4,502,100 SH   DFND 1,5 97,962 0 4,404,138
PDC ENERGY INC COM 69327R101 25,923 485,635 SH   DFND 6 469,035 0 16,600
PDC ENERGY INC COM 69327R101 7,314 137,010 SH   DFND 7 122,910 0 14,100
PDF SOLUTIONS INC COM 693282105 1,845 170,200 SH   DFND 1,5 0 0 170,200
PDL BIOPHARMA INC COM 69329Y104 2,644 746,900 SH   DFND 1,5 76,900 0 670,000
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 13,241 264,827,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 224 4,470,000 PRN   DFND 6 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 29 580,000 PRN   DFND 7 0 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 16,198 578,100 SH   DFND 1,5 33,400 0 544,700
PEBBLEBROOK HOTEL TR COM 70509V100 5,245 187,200 SH   DFND 6 187,200 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 2,261 80,700 SH   DFND 7 8,300 0 72,400
PEGASYSTEMS INC COM 705573103 20,614 749,600 SH   DFND 1,5 0 0 749,600
PEMBINA PIPELINE CORP COM 706327103 36,802 1,689,000 SH   DFND 11 1,689,000 0 0
PENDRELL CORP COM 70686R104 19 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 10,580 660,400 SH   DFND 1,5 2,400 0 658,000
PENNEY J C INC COM 708160106 82,958 12,456,083 SH   DFND 1,5 700 0 12,455,383
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 14,538 664,750 SH   DFND 6 664,750 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,495 114,080 SH   DFND 7 114,080 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 21,980 23,762,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,091 71,500 SH   DFND 7 34,600 0 36,900
PENTAIR PLC SHS G7S00T104 34,815 702,905 SH   DFND 1,5 7,488 0 695,417
PENTAIR PLC SHS G7S00T104 2,976 60,079 SH   DFND 2 60,079 0 0
PENTAIR PLC SHS G7S00T104 964 19,469 SH   DFND 3 19,469 0 0
PENUMBRA INC COM 70975L107 205,898 3,826,391 SH   DFND 1,5 246,122 0 3,580,269
PEOPLES UNITED FINANCIAL INC COM 712704105 1,670 103,400 SH   DFND 2 103,400 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 636 39,388 SH   DFND 3 39,388 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 2,412 131,000 SH   DFND 11 131,000 0 0
PEPCO HOLDINGS INC COM 713291102 3,918 150,652 SH   DFND 1,5 52 0 150,600
PEPCO HOLDINGS INC COM 713291102 2,199 84,530 SH   DFND 2 84,530 0 0
PEPCO HOLDINGS INC COM 713291102 1,793 68,952 SH   DFND 3 68,952 0 0
PEPCO HOLDINGS INC COM 713291102 322,623 12,403,791 SH   DFND 11 12,403,791 0 0
PEPSICO INC COM 713448108 1,059,694 10,605,420 SH   DFND 1,5 848,251 0 9,757,169
PEPSICO INC COM 713448108 48,518 485,567 SH   DFND 2 485,567 0 0
PEPSICO INC COM 713448108 35,350 353,782 SH   DFND 3 353,782 0 0
PEPSICO INC COM 713448108 28,737 287,601 SH   DFND 6 151,751 0 135,850
PEPSICO INC COM 713448108 144,445 1,445,608 SH   DFND 7 649,812 0 795,796
PEPSICO INC COM 713448108 8,793 88,000 SH   DFND 11 88,000 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 424 362,600 SH   DFND 1,5 0 0 362,600
PERFICIENT INC COM 71375U101 32,131 1,876,793 SH   DFND 1,5 278 0 1,876,515
PERFICIENT INC COM 71375U101 6,988 408,194 SH   DFND 6 408,194 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 754 78,161 SH   DFND 1,5 0 0 78,161
PERFORMANT FINL CORP COM 71377E105 4,169 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 14,909 278,300 SH   DFND 1,5 0 0 278,300
PERKINELMER INC COM 714046109 1,999 37,308 SH   DFND 2 37,308 0 0
PERKINELMER INC COM 714046109 716 13,371 SH   DFND 3 13,371 0 0
PERRIGO CO PLC SHS G97822103 315,763 2,182,188 SH   DFND 1,5 3,908 0 2,178,280
PERRIGO CO PLC SHS G97822103 7,061 48,796 SH   DFND 2 48,796 0 0
PERRIGO CO PLC SHS G97822103 1,917 13,248 SH   DFND 3 13,248 0 0
PETMED EXPRESS INC COM 716382106 2,048 119,494 SH   DFND 1,5 71,694 0 47,800
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 43,580 12,817,700 SH   DFND 1,5 458,594 0 12,359,106
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 69 16,000 SH   DFND 6 16,000 0 0
PFENEX INC COM 717071104 1,039 83,900 SH   DFND 1,5 0 0 83,900
PFENEX INC COM 717071104 2,162 174,600 SH   DFND 6 174,600 0 0
PFIZER INC COM 717081103 959,840 29,734,816 SH   DFND 1,5 593,424 0 29,141,392
PFIZER INC COM 717081103 66,415 2,057,457 SH   DFND 2 2,057,457 0 0
PFIZER INC COM 717081103 51,263 1,588,058 SH   DFND 3 1,588,058 0 0
PFIZER INC COM 717081103 10,012 310,148 SH   DFND 6 199,347 0 110,801
PFIZER INC COM 717081103 47,244 1,463,565 SH   DFND 7 961,704 0 501,861
PG&E CORP COM 69331C108 202,581 3,808,633 SH   DFND 1,5 515 0 3,808,118
PG&E CORP COM 69331C108 8,695 163,468 SH   DFND 2 163,468 0 0
PG&E CORP COM 69331C108 2,840 53,386 SH   DFND 3 53,386 0 0
PG&E CORP COM 69331C108 13,060 245,534 SH   DFND 6 245,534 0 0
PG&E CORP COM 69331C108 31,934 600,380 SH   DFND 7 600,380 0 0
PHARMERICA CORP COM 71714F104 382 10,915 SH   DFND 1,5 10,915 0 0
PHARMERICA CORP COM 71714F104 10,542 301,200 SH   DFND 6 301,200 0 0
PHARMERICA CORP COM 71714F104 4,632 132,340 SH   DFND 7 132,340 0 0
PHH CORP COM NEW 693320202 292 18,000 SH   DFND 1,5 0 0 18,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 9,630 319,600 SH   DFND 1,5 24,700 0 294,900
PHILIP MORRIS INTL INC COM 718172109 1,272,367 14,473,518 SH   DFND 1,5 761,466 0 13,712,052
PHILIP MORRIS INTL INC COM 718172109 45,395 516,379 SH   DFND 2 516,379 0 0
PHILIP MORRIS INTL INC COM 718172109 20,160 229,321 SH   DFND 3 229,321 0 0
PHILIP MORRIS INTL INC COM 718172109 14,156 161,023 SH   DFND 6 161,023 0 0
PHILIP MORRIS INTL INC COM 718172109 138,049 1,570,341 SH   DFND 7 649,163 0 921,178
PHILLIPS 66 COM 718546104 572,468 6,998,390 SH   DFND 1,5 116,191 0 6,882,199
PHILLIPS 66 COM 718546104 12,944 158,238 SH   DFND 2 158,238 0 0
PHILLIPS 66 COM 718546104 19,460 237,901 SH   DFND 3 237,901 0 0
PHILLIPS 66 COM 718546104 762 9,310 SH   DFND 6 9,310 0 0
PHILLIPS 66 COM 718546104 2,378 29,070 SH   DFND 7 29,070 0 0
PHILLIPS 66 COM 718546104 2,843 34,750 SH   DFND 11 34,750 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 22,300 363,200 SH   DFND 1,5 0 0 363,200
PHOENIX COS INC NEW COM NEW 71902E604 1,204 32,500 SH   DFND 1,5 0 0 32,500
PICO HLDGS INC COM NEW 693366205 501 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT NAT GAS INC COM 720186105 301 5,282 SH   DFND 3 5,282 0 0
PIEDMONT NAT GAS INC COM 720186105 12,373 217,000 SH   DFND 11 217,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 227,443 12,046,756 SH   DFND 1,5 4,586,160 0 7,460,596
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 20,000 1,059,299 SH   DFND 6 976,399 0 82,900
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,884 152,730 SH   DFND 7 152,730 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 4,327 240,000 SH   DFND 1,5 0 0 240,000
PIMCO ETF TR 15+ YR US TIPS 72201R304 2,235 36,730 SH   DFND 6 36,730 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 2,241 20,500 SH   DFND 6 20,500 0 0
PINNACLE FOODS INC DEL COM 72348P104 187,201 4,408,887 SH   DFND 1,5 256,066 0 4,152,821
PINNACLE FOODS INC DEL COM 72348P104 8,837 208,120 SH   DFND 6 208,120 0 0
PINNACLE FOODS INC DEL COM 72348P104 2,040 48,050 SH   DFND 7 48,050 0 0
PINNACLE WEST CAP CORP COM 723484101 8,571 132,919 SH   DFND 1,5 19 0 132,900
PINNACLE WEST CAP CORP COM 723484101 2,382 36,946 SH   DFND 2 36,946 0 0
PINNACLE WEST CAP CORP COM 723484101 2,187 33,918 SH   DFND 3 33,918 0 0
PIONEER NAT RES CO COM 723787107 543,703 4,336,442 SH   DFND 1,5 204,574 0 4,131,868
PIONEER NAT RES CO COM 723787107 6,242 49,788 SH   DFND 2 49,788 0 0
PIONEER NAT RES CO COM 723787107 3,809 30,378 SH   DFND 3 30,378 0 0
PIONEER NAT RES CO COM 723787107 1,760 14,039 SH   DFND 6 14,039 0 0
PIONEER NAT RES CO COM 723787107 7,435 59,300 SH   DFND 11 59,300 0 0
PITNEY BOWES INC COM 724479100 1,356 65,677 SH   DFND 2 65,677 0 0
PITNEY BOWES INC COM 724479100 1,214 58,769 SH   DFND 3 58,769 0 0
PJT PARTNERS INC COM CL A 69343T107 22,372 790,800 SH   DFND 1,5 2,303 0 788,497
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 12,936 560,000 SH   DFND 1,5 0 0 560,000
PLANET FITNESS INC CL A 72703H101 10,290 658,361 SH   DFND 1,5 53,900 0 604,461
PLANTRONICS INC NEW COM 727493108 16,958 357,619 SH   DFND 1,5 0 0 357,619
PLEXUS CORP COM 729132100 1,159 33,177 SH   DFND 1,5 33,177 0 0
PLUM CREEK TIMBER CO INC COM 729251108 2,761 57,860 SH   DFND 2 57,860 0 0
PLUM CREEK TIMBER CO INC COM 729251108 872 18,275 SH   DFND 3 18,275 0 0
PLY GEM HLDGS INC COM 72941W100 517 41,200 SH   DFND 1,5 0 0 41,200
PMC-SIERRA INC COM 69344F106 1,354 116,500 SH   DFND 1,9 0 0 116,500
PMC-SIERRA INC COM 69344F106 121,627 10,467,000 SH   DFND 11 10,467,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 449,811 4,719,457 SH   DFND 1,5 61,891 0 4,657,566
PNC FINL SVCS GROUP INC COM 693475105 16,131 169,251 SH   DFND 2 169,251 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,354 119,122 SH   DFND 3 119,122 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,193 23,004 SH   DFND 6 23,004 0 0
PNC FINL SVCS GROUP INC COM 693475105 14,185 148,825 SH   DFND 7 0 0 148,825
PNM RES INC COM 69349H107 39,703 1,298,766 SH   DFND 1,5 0 0 1,298,766
POINTS INTL LTD COM NEW 730843208 1,398 145,750 SH   DFND 6 145,750 0 0
POINTS INTL LTD COM NEW 730843208 691 72,031 SH   DFND 7 72,031 0 0
POLARIS INDS INC COM 731068102 223,362 2,598,740 SH   DFND 1,5 64 0 2,598,676
POLYCOM INC COM 73172K104 43,276 3,437,343 SH   DFND 1,5 126,161 0 3,311,182
POLYONE CORP COM 73179P106 129,940 4,091,323 SH   DFND 1,5 49,212 0 4,042,111
POOL CORPORATION COM 73278L105 129,384 1,601,680 SH   DFND 1,5 91,179 0 1,510,501
POPEYES LA KITCHEN INC COM 732872106 32,003 547,053 SH   DFND 1,5 1,853 0 545,200
POPULAR INC COM NEW 733174700 131,516 4,640,633 SH   DFND 1,5 171,027 0 4,469,606
PORTLAND GEN ELEC CO COM NEW 736508847 38,291 1,052,819 SH   DFND 1,5 0 0 1,052,819
PORTLAND GEN ELEC CO COM NEW 736508847 11,485 315,780 SH   DFND 6 315,780 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,954 136,220 SH   DFND 7 136,220 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 355,925 6,917,886 SH   DFND 1,5 70,775 0 6,847,111
PORTOLA PHARMACEUTICALS INC COM 737010108 587 11,400 SH   DFND 6 11,400 0 0
POST HLDGS INC COM 737446104 305,091 4,944,746 SH   DFND 1,5 149,218 0 4,795,528
POST PPTYS INC COM 737464107 153,038 2,586,848 SH   DFND 1,5 1,743,848 0 843,000
POTASH CORP SASK INC COM 73755L107 221,157 12,911,995 SH   DFND 1,5 286,435 0 12,625,560
POTASH CORP SASK INC COM 73755L107 2,663 155,480 SH   DFND 6 149,650 0 5,830
POTASH CORP SASK INC COM 73755L107 12,527 731,362 SH   DFND 11 731,362 0 0
POTLATCH CORP NEW COM 737630103 28,499 942,440 SH   DFND 1,5 700 0 941,740
POWELL INDS INC COM 739128106 31,236 1,200,000 SH   DFND 1,5 0 0 1,200,000
POWER INTEGRATIONS INC COM 739276103 9,556 196,514 SH   DFND 1,9 0 0 196,514
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 314 7,690 SH   DFND 3 7,690 0 0
POWERSHARES ETF TRUST II DWA DEVMKTMOM PT 73936Q108 3,797 159,600 SH   DFND 1,5 0 0 159,600
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 528 23,550 SH   DFND 6 23,550 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 12,424 111,064 SH   DFND 3 111,064 0 0
POZEN INC COM 73941U102 4,197 614,446 SH   DFND 1,5 0 0 614,446
PPG INDS INC COM 693506107 1,673,709 16,936,947 SH   DFND 1,5 806,767 0 16,130,180
PPG INDS INC COM 693506107 8,869 89,747 SH   DFND 2 89,747 0 0
PPG INDS INC COM 693506107 7,730 78,225 SH   DFND 3 78,225 0 0
PPG INDS INC COM 693506107 909 9,200 SH   DFND 6 9,200 0 0
PPG INDS INC COM 693506107 3,518 35,597 SH   DFND 7 16,740 0 18,857
PPG INDS INC COM 693506107 13,070 132,260 SH   DFND 11 132,260 0 0
PPL CORP COM 69351T106 731,260 21,425,727 SH   DFND 1,5 360,155 0 21,065,572
PPL CORP COM 69351T106 7,642 223,908 SH   DFND 2 223,908 0 0
PPL CORP COM 69351T106 18,340 537,358 SH   DFND 3 537,358 0 0
PPL CORP COM 69351T106 3,217 94,264 SH   DFND 6 94,264 0 0
PPL CORP COM 69351T106 3,903 114,350 SH   DFND 7 114,350 0 0
PRA GROUP INC COM 69354N106 32,626 940,500 SH   DFND 1,5 300 0 940,200
PRA HEALTH SCIENCES INC COM 69354M108 108,499 2,396,700 SH   DFND 1,5 4,400 0 2,392,300
PRAXAIR INC COM 74005P104 74,589 728,411 SH   DFND 1,5 80,460 0 647,951
PRAXAIR INC COM 74005P104 9,722 94,939 SH   DFND 2 94,939 0 0
PRAXAIR INC COM 74005P104 5,901 57,625 SH   DFND 3 57,625 0 0
PRECISION CASTPARTS CORP COM 740189105 203,622 877,644 SH   DFND 1,5 0 0 877,644
PRECISION CASTPARTS CORP COM 740189105 10,640 45,858 SH   DFND 2 45,858 0 0
PRECISION CASTPARTS CORP COM 740189105 7,574 32,645 SH   DFND 3 32,645 0 0
PRECISION CASTPARTS CORP COM 740189105 473,602 2,041,300 SH   DFND 11 2,041,300 0 0
PRECISION DRILLING CORP COM 2010 74022D308 6,545 1,655,600 SH   DFND 1,5 152,100 0 1,503,500
PRECISION DRILLING CORP COM 2010 74022D308 64 16,200 SH   DFND 6 0 0 16,200
PRECISION DRILLING CORP COM 2010 74022D308 88,909 22,490,631 SH   DFND 11 21,966,331 0 524,300
PREFORMED LINE PRODS CO COM 740444104 903 21,441 SH   DFND 1,5 21,441 0 0
PREFORMED LINE PRODS CO COM 740444104 2,981 70,802 SH   DFND 6 70,802 0 0
PREFORMED LINE PRODS CO COM 740444104 1,311 31,147 SH   DFND 7 31,147 0 0
PRESBIA PLC SHS G7234P100 10,235 1,945,747 SH   DFND 1,5 365,844 0 1,579,903
PRESS GANEY HLDGS INC COM 74113L102 18,725 593,511 SH   DFND 1,5 300 0 593,211
PRESTIGE BRANDS HLDGS INC COM 74112D101 327,484 6,361,388 SH   DFND 1,5 409,222 0 5,952,166
PRETIUM RES INC COM 74139C102 5,418 1,077,052 SH   DFND 1,5 0 0 1,077,052
PRICE T ROWE GROUP INC COM 74144T108 78,489 1,097,900 SH   DFND 1,5 177,900 0 920,000
PRICE T ROWE GROUP INC COM 74144T108 5,983 83,690 SH   DFND 2 83,690 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,029 28,382 SH   DFND 3 28,382 0 0
PRICELINE GRP INC COM NEW 741503403 2,394,630 1,878,215 SH   DFND 1,5 146,622 0 1,731,593
PRICELINE GRP INC COM NEW 741503403 21,155 16,593 SH   DFND 2 16,593 0 0
PRICELINE GRP INC COM NEW 741503403 21,777 17,080 SH   DFND 3 17,080 0 0
PRICELINE GRP INC COM NEW 741503403 9,005 7,063 SH   DFND 6 7,063 0 0
PRICELINE GRP INC COM NEW 741503403 895 702 SH   DFND 7 0 0 702
PRICESMART INC COM 741511109 103,164 1,243,085 SH   DFND 1,5 23,265 0 1,219,820
PRICESMART INC COM 741511109 2,141 25,800 SH   DFND 7 25,800 0 0
PRIMERICA INC COM 74164M108 203,985 4,318,981 SH   DFND 1,5 47,400 0 4,271,581
PRIMERO MNG CORP COM 74164W106 6,059 2,687,100 SH   DFND 1,5 0 0 2,687,100
PRINCIPAL FINL GROUP INC COM 74251V102 195,005 4,335,381 SH   DFND 1,5 981 0 4,334,400
PRINCIPAL FINL GROUP INC COM 74251V102 4,082 90,744 SH   DFND 2 90,744 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,151 47,830 SH   DFND 3 47,830 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,815 40,360 SH   DFND 6 40,360 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,994 111,036 SH   DFND 7 111,036 0 0
PRIVATEBANCORP INC COM 742962103 205,677 5,014,076 SH   DFND 1,5 1,002,250 0 4,011,826
PROASSURANCE CORP COM 74267C106 113,056 2,329,613 SH   DFND 1,5 0 0 2,329,613
PROCTER & GAMBLE CO COM 742718109 3,499,310 44,066,359 SH   DFND 1,5 1,209,319 0 42,857,040
PROCTER & GAMBLE CO COM 742718109 72,006 906,765 SH   DFND 2 906,765 0 0
PROCTER & GAMBLE CO COM 742718109 86,224 1,085,804 SH   DFND 3 1,085,804 0 0
PROCTER & GAMBLE CO COM 742718109 57,955 729,821 SH   DFND 6 570,565 0 159,256
PROCTER & GAMBLE CO COM 742718109 67,995 856,255 SH   DFND 7 181,408 0 674,847
PROGENICS PHARMACEUTICALS IN COM 743187106 32,135 5,242,279 SH   DFND 1,5 0 0 5,242,279
PROGRESS SOFTWARE CORP COM 743312100 4,324 180,173 SH   DFND 1,5 192 0 179,981
PROGRESS SOFTWARE CORP COM 743312100 5,676 236,500 SH   DFND 1,9 0 0 236,500
PROGRESS SOFTWARE CORP COM 743312100 3,312 138,000 SH   DFND 6 73,100 0 64,900
PROGRESS SOFTWARE CORP COM 743312100 5,467 227,773 SH   DFND 7 168,473 0 59,300
PROGRESSIVE CORP OHIO COM 743315103 141,245 4,441,651 SH   DFND 1,5 99,611 0 4,342,040
PROGRESSIVE CORP OHIO COM 743315103 6,195 194,813 SH   DFND 2 194,813 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,318 104,325 SH   DFND 3 104,325 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 39,105 1,659,795 SH   DFND 1,5 26,954 0 1,632,841
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,848 120,888 SH   DFND 6 92,688 0 28,200
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,804 119,025 SH   DFND 7 75,225 0 43,800
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 14,725 625,000 SH   DFND 11 625,000 0 0
PROLOGIS INC COM 74340W103 596,307 13,893,442 SH   DFND 1,5 8,454,235 0 5,439,207
PROLOGIS INC COM 74340W103 7,500 174,752 SH   DFND 2 174,752 0 0
PROLOGIS INC COM 74340W103 2,383 55,532 SH   DFND 3 55,532 0 0
PROLOGIS INC COM 74340W103 7,931 184,785 SH   DFND 6 184,785 0 0
PROLOGIS INC COM 74340W103 3,454 80,467 SH   DFND 7 8,600 0 71,867
PRONAI THERAPEUTICS INC COM 74346L101 67,605 4,495,015 SH   DFND 1,5 121,220 0 4,373,795
PRONAI THERAPEUTICS INC COM 74346L101 206 13,700 SH   DFND 6 13,700 0 0
PROOFPOINT INC COM 743424103 11,708 180,100 SH   DFND 1,5 9,800 0 170,300
PROOFPOINT INC COM 743424103 11,364 174,800 SH   DFND 11 174,800 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 19,615 2,259,801 SH   DFND 1,5 0 0 2,259,801
PROSPERITY BANCSHARES INC COM 743606105 177,873 3,716,523 SH   DFND 1,5 12,683 0 3,703,840
PROTEON THERAPEUTICS INC COM 74371L109 13,184 850,000 SH   DFND 1,5 0 0 850,000
PROTHENA CORP PLC SHS G72800108 321,732 4,723,712 SH   DFND 1,5 653,441 0 4,070,271
PROTHENA CORP PLC SHS G72800108 320 4,700 SH   DFND 6 4,700 0 0
PROTO LABS INC COM 743713109 955 15,000 SH   DFND 1,5 0 0 15,000
PROVIDENCE SVC CORP COM 743815102 67,840 1,445,859 SH   DFND 1,5 595 0 1,445,264
PROVIDENCE SVC CORP COM 743815102 28,252 602,133 SH   DFND 6 602,133 0 0
PROVIDENCE SVC CORP COM 743815102 5,211 111,060 SH   DFND 7 111,060 0 0
PRUDENTIAL FINL INC COM 744320102 270,501 3,322,696 SH   DFND 1,5 210,648 0 3,112,048
PRUDENTIAL FINL INC COM 744320102 12,183 149,651 SH   DFND 2 149,651 0 0
PRUDENTIAL FINL INC COM 744320102 18,014 221,274 SH   DFND 3 221,274 0 0
PRUDENTIAL FINL INC COM 744320102 3,737 45,900 SH   DFND 6 45,900 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 5,187 59,322 SH   DFND 1,5 22 0 59,300
PTC INC COM 69370C100 94,990 2,742,994 SH   DFND 1,5 294 0 2,742,700
PTC INC COM 69370C100 7,459 215,400 SH   DFND 1,9 0 0 215,400
PTC THERAPEUTICS INC COM 69366J200 62,533 1,930,027 SH   DFND 1,5 200 0 1,929,827
PUBLIC STORAGE COM 74460D109 1,568,300 6,331,448 SH   DFND 1,5 2,230,353 0 4,101,095
PUBLIC STORAGE COM 74460D109 12,151 49,056 SH   DFND 2 49,056 0 0
PUBLIC STORAGE COM 74460D109 8,264 33,363 SH   DFND 3 33,363 0 0
PUBLIC STORAGE COM 74460D109 45,793 184,874 SH   DFND 6 184,874 0 0
PUBLIC STORAGE COM 74460D109 24,486 98,852 SH   DFND 7 29,910 0 68,942
PUBLIC STORAGE COM 74460D109 16,103 65,010 SH   DFND 11 65,010 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 37,139 959,918 SH   DFND 1,5 118 0 959,800
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,525 168,637 SH   DFND 2 168,637 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,147 55,505 SH   DFND 3 55,505 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 687 17,762 SH   DFND 6 17,762 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,262 84,300 SH   DFND 7 84,300 0 0
PULASKI FINL CORP COM 745548107 399 25,000 SH   DFND 1,5 25,000 0 0
PULTE GROUP INC COM 745867101 379,649 21,304,685 SH   DFND 1,5 42 0 21,304,643
PULTE GROUP INC COM 745867101 1,887 105,894 SH   DFND 2 105,894 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 381,444 4,865,362 SH   DFND 1,5 17,277 0 4,848,085
PURE STORAGE INC CL A 74624M102 67,105 4,309,900 SH   DFND 1,5 618,900 0 3,691,000
PVH CORP COM 693656100 216,008 2,932,896 SH   DFND 1,5 19,788 0 2,913,108
PVH CORP COM 693656100 2,026 27,512 SH   DFND 2 27,512 0 0
PVH CORP COM 693656100 414 5,620 SH   DFND 3 5,620 0 0
PVH CORP COM 693656100 19,157 260,108 SH   DFND 6 238,708 0 21,400
PVH CORP COM 693656100 17,467 237,160 SH   DFND 7 204,060 0 33,100
Q2 HLDGS INC COM 74736L109 11,816 448,071 SH   DFND 1,5 0 0 448,071
QEP RES INC COM 74733V100 56,829 4,241,000 SH   DFND 1,5 6,300 0 4,234,700
QEP RES INC COM 74733V100 1,718 128,226 SH   DFND 3 128,226 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 24,886 341,800 SH   DFND 1,9 7,900 0 333,900
QLIK TECHNOLOGIES INC COM 74733T105 60,543 1,912,278 SH   DFND 1,5 16,529 0 1,895,749
QLIK TECHNOLOGIES INC COM 74733T105 206 6,500 SH   DFND 1,9 0 0 6,500
QLIK TECHNOLOGIES INC COM 74733T105 55,201 1,743,551 SH   DFND 6 1,699,351 0 44,200
QLIK TECHNOLOGIES INC COM 74733T105 15,802 499,130 SH   DFND 7 441,330 0 57,800
QLOGIC CORP COM 747277101 15,939 1,306,446 SH   DFND 1,5 42,534 0 1,263,912
QORVO INC COM 74736K101 964,985 18,958,450 SH   DFND 1,5 84,100 0 18,874,350
QORVO INC COM 74736K101 67,998 1,335,906 SH   DFND 1,9 0 0 1,335,906
QORVO INC COM 74736K101 2,398 47,109 SH   DFND 2 47,109 0 0
QORVO INC COM 74736K101 304 5,965 SH   DFND 7 5,965 0 0
QUAKER CHEM CORP COM 747316107 4,575 59,210 SH   DFND 1,5 0 0 59,210
QUALCOMM INC COM 747525103 2,723,429 54,484,923 SH   DFND 1,5 1,889,140 0 52,595,783
QUALCOMM INC COM 747525103 97,256 1,945,700 SH   DFND 1,9 0 0 1,945,700
QUALCOMM INC COM 747525103 25,041 500,980 SH   DFND 2 500,980 0 0
QUALCOMM INC COM 747525103 30,018 600,536 SH   DFND 3 600,536 0 0
QUALCOMM INC COM 747525103 44,596 892,195 SH   DFND 6 665,585 0 226,610
QUALCOMM INC COM 747525103 112,996 2,260,594 SH   DFND 7 656,516 0 1,604,078
QUALYS INC COM 74758T303 4,964 150,000 SH   DFND 1,5 29,300 0 120,700
QUANTA SVCS INC COM 74762E102 21,781 1,075,600 SH   DFND 1,5 0 0 1,075,600
QUANTA SVCS INC COM 74762E102 1,078 53,247 SH   DFND 2 53,247 0 0
QUANTA SVCS INC COM 74762E102 379 18,695 SH   DFND 3 18,695 0 0
QUANTUM CORP COM DSSG 747906204 25,262 27,162,995 SH   DFND 1,5 963,991 0 26,199,004
QUEST DIAGNOSTICS INC COM 74834L100 61,173 859,893 SH   DFND 1,5 106,693 0 753,200
QUEST DIAGNOSTICS INC COM 74834L100 3,399 47,778 SH   DFND 2 47,778 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,591 36,419 SH   DFND 3 36,419 0 0
QUESTAR CORP COM 748356102 5,452 279,900 SH   DFND 1,5 0 0 279,900
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 31,773 602,452 SH   DFND 1,5 100,152 0 502,300
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 223,179 4,231,680 SH   DFND 1,9 47,900 0 4,183,780
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 29,434 558,100 SH   DFND 1,10 8,900 0 549,200
RACKSPACE HOSTING INC COM 750086100 503,925 19,902,258 SH   DFND 1,5 1,169,126 0 18,733,132
RACKSPACE HOSTING INC COM 750086100 3,460 136,656 SH   DFND 1,9 0 0 136,656
RACKSPACE HOSTING INC COM 750086100 4,185 165,292 SH   DFND 6 165,292 0 0
RADIAN GROUP INC COM 750236101 246,063 18,376,596 SH   DFND 1,5 422,003 0 17,954,593
RADIAN GROUP INC COM 750236101 2,960 221,082 SH   DFND 6 221,082 0 0
RADIUS HEALTH INC COM NEW 750469207 325,462 5,288,621 SH   DFND 1,5 1,115 0 5,287,506
RADIUS HEALTH INC COM NEW 750469207 59,145 961,077 SH   DFND 6 928,677 0 32,400
RADIUS HEALTH INC COM NEW 750469207 11,606 188,590 SH   DFND 7 158,190 0 30,400
RADWARE LTD ORD M81873107 13,792 899,097 SH   DFND 1,5 0 0 899,097
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 37,792 47,800,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 152 56,200 SH   DFND 7 34,100 0 22,100
RALPH LAUREN CORP CL A 751212101 158,542 1,422,153 SH   DFND 1,5 13,503 0 1,408,650
RALPH LAUREN CORP CL A 751212101 2,185 19,602 SH   DFND 2 19,602 0 0
RALPH LAUREN CORP CL A 751212101 2,446 21,945 SH   DFND 3 21,945 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 6,349 5,500,000 PRN   DFND 1,5 0 0 0
RAMBUS INC DEL COM 750917106 91,597 7,903,100 SH   DFND 1,5 1,596,400 0 6,306,700
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 187,451 11,285,407 SH   DFND 1,5 3,578,740 0 7,706,667
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 6,795 409,100 SH   DFND 6 409,100 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,986 179,758 SH   DFND 7 18,258 0 161,500
RANDGOLD RES LTD ADR 752344309 80,440 1,298,890 SH   DFND 1,5 115 0 1,298,775
RANDGOLD RES LTD ADR 752344309 69,246 1,118,140 SH   DFND 11 1,118,140 0 0
RANGE RES CORP COM 75281A109 28,302 1,150,000 SH   DFND 1,5 17,700 0 1,132,300
RANGE RES CORP COM 75281A109 1,389 56,451 SH   DFND 2 56,451 0 0
RANGE RES CORP COM 75281A109 1,818 73,869 SH   DFND 3 73,869 0 0
RAPID7 INC COM 753422104 321 21,200 SH   DFND 1,5 600 0 20,600
RAPID7 INC COM 753422104 183 12,100 SH   DFND 1,9 0 0 12,100
RAPTOR PHARMACEUTICAL CORP COM 75382F106 18,764 3,608,530 SH   DFND 1,5 0 0 3,608,530
RAYMOND JAMES FINANCIAL INC COM 754730109 134,967 2,328,214 SH   DFND 1,5 110 0 2,328,104
RAYMOND JAMES FINANCIAL INC COM 754730109 3,339 57,600 SH   DFND 6 40,200 0 17,400
RAYMOND JAMES FINANCIAL INC COM 754730109 21,460 370,192 SH   DFND 7 328,392 0 41,800
RAYTHEON CO COM NEW 755111507 611,416 4,909,792 SH   DFND 1,5 63,971 0 4,845,821
RAYTHEON CO COM NEW 755111507 12,497 100,356 SH   DFND 2 100,356 0 0
RAYTHEON CO COM NEW 755111507 24,486 196,631 SH   DFND 3 196,631 0 0
RAYTHEON CO COM NEW 755111507 2,350 18,871 SH   DFND 6 18,871 0 0
RE MAX HLDGS INC CL A 75524W108 4,066 108,999 SH   DFND 1,5 300 0 108,699
REACHLOCAL INC COM 75525F104 24 14,600 SH   DFND 1,9 0 0 14,600
REAL IND INC COM 75601W104 2,296 285,900 SH   DFND 6 285,900 0 0
REAL IND INC COM 75601W104 990 123,300 SH   DFND 7 123,300 0 0
REALD INC COM 75604L105 2,268 214,949 SH   DFND 1,5 38,509 0 176,440
REALOGY HLDGS CORP COM 75605Y106 393,520 10,731,386 SH   DFND 1,5 138,652 0 10,592,734
REALPAGE INC COM 75606N109 53,560 2,385,724 SH   DFND 1,5 89,461 0 2,296,263
REALPAGE INC COM 75606N109 19,201 855,300 SH   DFND 1,9 0 0 855,300
REALTY INCOME CORP COM 756109104 4,295 83,192 SH   DFND 2 83,192 0 0
REALTY INCOME CORP COM 756109104 1,289 24,970 SH   DFND 3 24,970 0 0
RED HAT INC COM 756577102 1,080,830 13,051,931 SH   DFND 1,5 1,909,203 0 11,142,728
RED HAT INC COM 756577102 5,045 60,928 SH   DFND 2 60,928 0 0
RED HAT INC COM 756577102 780 9,422 SH   DFND 3 9,422 0 0
RED HAT INC COM 756577102 1,416 17,100 SH   DFND 6 17,100 0 0
RED HAT INC COM 756577102 11,279 136,200 SH   DFND 11 136,200 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,931 31,283 SH   DFND 1,5 0 0 31,283
REDWOOD TR INC COM 758075402 44,826 3,395,886 SH   DFND 1,5 0 0 3,395,886
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 16,064 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 10,889 824,940 SH   DFND 6 702,940 0 122,000
REDWOOD TR INC COM 758075402 7,846 594,410 SH   DFND 7 487,910 0 106,500
REGAL BELOIT CORP COM 758750103 72,143 1,232,790 SH   DFND 1,5 8,400 0 1,224,390
REGAL BELOIT CORP COM 758750103 2,528 43,200 SH   DFND 6 30,600 0 12,600
REGAL BELOIT CORP COM 758750103 2,563 43,800 SH   DFND 7 33,700 0 10,100
REGAL ENTMT GROUP CL A 758766109 8,371 443,600 SH   DFND 1,5 0 0 443,600
REGAL ENTMT GROUP CL A 758766109 1,066 56,500 SH   DFND 7 3,300 0 53,200
REGENERON PHARMACEUTICALS COM 75886F107 3,347,075 6,165,519 SH   DFND 1,5 581,830 0 5,583,689
REGENERON PHARMACEUTICALS COM 75886F107 14,047 25,876 SH   DFND 2 25,876 0 0
REGENERON PHARMACEUTICALS COM 75886F107 6,170 11,365 SH   DFND 3 11,365 0 0
REGENERON PHARMACEUTICALS COM 75886F107 11,038 20,332 SH   DFND 6 20,332 0 0
REGENXBIO INC COM 75901B107 36,869 2,221,046 SH   DFND 1,5 1,861 0 2,219,185
REGENXBIO INC COM 75901B107 18,025 1,085,816 SH   DFND 4 1,085,816 0 0
REGIONS FINL CORP NEW COM 7591EP100 990,503 103,177,414 SH   DFND 1,5 2,338,646 0 100,838,768
REGIONS FINL CORP NEW COM 7591EP100 4,177 435,112 SH   DFND 2 435,112 0 0
REGIONS FINL CORP NEW COM 7591EP100 4,411 459,459 SH   DFND 3 459,459 0 0
REGIONS FINL CORP NEW COM 7591EP100 22,112 2,303,380 SH   DFND 6 2,207,410 0 95,970
REGIONS FINL CORP NEW COM 7591EP100 33,482 3,487,689 SH   DFND 7 3,487,689 0 0
REGIONS FINL CORP NEW COM 7591EP100 67,509 7,032,156 SH   DFND 11 7,032,156 0 0
REGULUS THERAPEUTICS INC COM 75915K101 68,464 7,851,397 SH   DFND 1,5 1,064,848 0 6,786,549
REINSURANCE GROUP AMER INC COM NEW 759351604 293,888 3,435,279 SH   DFND 1,5 2,642 0 3,432,637
REINSURANCE GROUP AMER INC COM NEW 759351604 81,372 951,158 SH   DFND 6 920,458 0 30,700
REINSURANCE GROUP AMER INC COM NEW 759351604 22,291 260,560 SH   DFND 7 225,860 0 34,700
RELYPSA INC COM 759531106 41,382 1,460,200 SH   DFND 1,5 12,200 0 1,448,000
RENAISSANCERE HOLDINGS LTD COM G7496G103 350,889 3,100,000 SH   DFND 1,5 294,300 0 2,805,700
RENREN INC SPONSORED ADR 759892102 2,953 802,500 SH   DFND 1,9 0 0 802,500
RENT A CTR INC NEW COM 76009N100 109,281 7,300,000 SH   DFND 1,5 0 0 7,300,000
REPLIGEN CORP COM 759916109 71,259 2,518,868 SH   DFND 1,5 937 0 2,517,931
REPROS THERAPEUTICS INC COM NEW 76028H209 4,406 3,641,425 SH   DFND 1,5 0 0 3,641,425
REPUBLIC AWYS HLDGS INC COM 760276105 881 224,100 SH   DFND 1,5 0 0 224,100
REPUBLIC SVCS INC COM 760759100 62,153 1,412,890 SH   DFND 1,5 171,901 0 1,240,989
REPUBLIC SVCS INC COM 760759100 3,513 79,857 SH   DFND 2 79,857 0 0
REPUBLIC SVCS INC COM 760759100 1,089 24,765 SH   DFND 3 24,765 0 0
REPUBLIC SVCS INC COM 760759100 1,649 37,490 SH   DFND 6 37,490 0 0
RESEARCH FRONTIERS INC COM 760911107 1,726 331,250 SH   DFND 1,5 0 0 331,250
RESMED INC COM 761152107 238,434 4,440,947 SH   DFND 1,5 61,327 0 4,379,620
RESMED INC COM 761152107 2,421 45,100 SH   DFND 7 45,100 0 0
RESMED INC COM 761152107 17,999 335,240 SH   DFND 11 335,240 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 3,996 4,300,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 18,248 19,000,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 37,021 2,265,689 SH   DFND 1,5 156,205 0 2,109,484
RESTAURANT BRANDS INTL INC COM 76131D103 535 14,300 SH   DFND 1,5 0 0 14,300
RESTAURANT BRANDS INTL INC COM 76131D103 895 23,924 SH   DFND 6 4,524 0 19,400
RESTAURANT BRANDS INTL INC COM 76131D103 9,626 257,386 SH   DFND 7 217,242 0 40,144
RESTAURANT BRANDS INTL INC COM 76131D103 546,858 14,621,987 SH   DFND 11 13,765,812 0 856,175
RESTAURANT BRANDS INTL INC COM 76131D103 1,032 27,600 SH   DFND   0 0 27,600
RESTORATION HARDWARE HLDGS I COM 761283100 475,281 5,982,135 SH   DFND 1,5 634,900 0 5,347,235
RESTORATION HARDWARE HLDGS I COM 761283100 7,143 89,901 SH   DFND 6 89,901 0 0
RETAIL PPTYS AMER INC CL A 76131V202 25,898 1,753,427 SH   DFND 1,5 97,377 0 1,656,050
RETAIL PPTYS AMER INC CL A 76131V202 385 26,055 SH   DFND 3 26,055 0 0
RETAIL PPTYS AMER INC CL A 76131V202 302 20,465 SH   DFND 6 20,465 0 0
RETROPHIN INC COM 761299106 24,217 1,255,418 SH   DFND 1,5 0 0 1,255,418
REVANCE THERAPEUTICS INC COM 761330109 18,979 555,600 SH   DFND 1,5 0 0 555,600
REVLON INC CL A NEW 761525609 41,359 1,485,600 SH   DFND 1,5 3,800 0 1,481,800
REXNORD CORP NEW COM 76169B102 130,076 7,178,599 SH   DFND 1,5 0 0 7,178,599
REXNORD CORP NEW COM 76169B102 1,404 77,489 SH   DFND 6 77,489 0 0
REYNOLDS AMERICAN INC COM 761713106 1,102,470 23,888,850 SH   DFND 1,5 688,489 0 23,200,361
REYNOLDS AMERICAN INC COM 761713106 12,750 276,265 SH   DFND 2 276,265 0 0
REYNOLDS AMERICAN INC COM 761713106 12,566 272,295 SH   DFND 3 272,295 0 0
REYNOLDS AMERICAN INC COM 761713106 32,483 703,848 SH   DFND 6 688,948 0 14,900
REYNOLDS AMERICAN INC COM 761713106 62,500 1,354,272 SH   DFND 7 1,164,072 0 190,200
REYNOLDS AMERICAN INC COM 761713106 50,365 1,091,324 SH   DFND 11 1,091,324 0 0
RICE ENERGY INC COM 762760106 13,180 1,209,214 SH   DFND 1,5 0 0 1,209,214
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 9,316 690,600 SH   DFND 1,5 0 0 690,600
RICHMONT MINES INC COM 76547T106 105 32,800 SH   DFND 1,5 0 0 32,800
RIGEL PHARMACEUTICALS INC COM NEW 766559603 40,235 13,278,884 SH   DFND 1,5 1,535,495 0 11,743,389
RIGHTSIDE GROUP LTD COM 76658B100 2,173 261,832 SH   DFND 1,5 46,950 0 214,882
RIGNET INC COM 766582100 2,100 101,500 SH   DFND 1,5 0 0 101,500
RIGNET INC COM 766582100 4,711 227,680 SH   DFND 6 227,680 0 0
RIGNET INC COM 766582100 2,009 97,100 SH   DFND 7 97,100 0 0
RINGCENTRAL INC CL A 76680R206 18,751 795,200 SH   DFND 1,5 0 0 795,200
RINGCENTRAL INC CL A 76680R206 10,604 449,700 SH   DFND 1,9 0 0 449,700
RITCHIE BROS AUCTIONEERS COM 767744105 318 13,201 SH   DFND   13,201 0 0
RITE AID CORP COM 767754104 23,286 2,970,200 SH   DFND 1,5 0 0 2,970,200
RITE AID CORP COM 767754104 143 18,294 SH   DFND 3 18,294 0 0
RITE AID CORP COM 767754104 106,483 13,582,000 SH   DFND 11 13,582,000 0 0
RLI CORP COM 749607107 24,348 394,300 SH   DFND 1,5 8,300 0 386,000
RLJ LODGING TR COM 74965L101 114,246 5,281,826 SH   DFND 1,5 3,586,526 0 1,695,300
RMR GROUP INC CL A 74967R106 359 24,911 SH   DFND 1,5 7 0 24,904
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 23,622 2,505,036 SH   DFND 1,5 181,732 0 2,323,304
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 9,576 1,015,481 SH   DFND 6 1,015,481 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,945 206,300 SH   DFND 7 206,300 0 0
ROBERT HALF INTL INC COM 770323103 158,656 3,365,634 SH   DFND 1,5 145,649 0 3,219,985
ROBERT HALF INTL INC COM 770323103 2,085 44,224 SH   DFND 2 44,224 0 0
ROBERT HALF INTL INC COM 770323103 445 9,446 SH   DFND 3 9,446 0 0
ROBERT HALF INTL INC COM 770323103 2,849 60,437 SH   DFND 7 60,437 0 0
ROCKWELL AUTOMATION INC COM 773903109 178,816 1,742,677 SH   DFND 1,5 264,119 0 1,478,558
ROCKWELL AUTOMATION INC COM 773903109 4,515 44,001 SH   DFND 2 44,001 0 0
ROCKWELL AUTOMATION INC COM 773903109 776 7,558 SH   DFND 3 7,558 0 0
ROCKWELL COLLINS INC COM 774341101 256,272 2,776,516 SH   DFND 1,5 5,100 0 2,771,416
ROCKWELL COLLINS INC COM 774341101 4,044 43,811 SH   DFND 2 43,811 0 0
ROCKWELL COLLINS INC COM 774341101 1,762 19,090 SH   DFND 3 19,090 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 5,507 512,281 SH   DFND 1,5 108,299 0 403,982
ROGERS COMMUNICATIONS INC CL B 775109200 53,147 1,541,076 SH   DFND 1,5 16 0 1,541,060
ROGERS COMMUNICATIONS INC CL B 775109200 16,758 485,910 SH   DFND 6 311,344 0 174,566
ROGERS COMMUNICATIONS INC CL B 775109200 15,304 443,746 SH   DFND 7 381,046 0 62,700
ROGERS COMMUNICATIONS INC CL B 775109200 929,574 26,954,150 SH   DFND 11 25,354,450 0 1,599,700
ROGERS COMMUNICATIONS INC CL B 775109200 1,345 39,000 SH   DFND   13,100 0 25,900
ROGERS CORP COM 775133101 763 14,800 SH   DFND 1,5 0 0 14,800
ROPER TECHNOLOGIES INC COM 776696106 1,399,934 7,376,226 SH   DFND 1,5 2,693 0 7,373,533
ROPER TECHNOLOGIES INC COM 776696106 6,377 33,598 SH   DFND 2 33,598 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,242 17,080 SH   DFND 3 17,080 0 0
ROPER TECHNOLOGIES INC COM 776696106 559 2,944 SH   DFND 6 2,944 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,264 17,200 SH   DFND 7 17,200 0 0
ROSS STORES INC COM 778296103 1,823,162 33,881,466 SH   DFND 1,5 1,929,296 0 31,952,170
ROSS STORES INC COM 778296103 7,264 134,988 SH   DFND 2 134,988 0 0
ROSS STORES INC COM 778296103 2,092 38,874 SH   DFND 3 38,874 0 0
ROSS STORES INC COM 778296103 3,018 56,080 SH   DFND 6 56,080 0 0
ROSS STORES INC COM 778296103 4,768 88,600 SH   DFND 7 88,600 0 0
ROUSE PPTYS INC COM 779287101 126,526 8,690,000 SH   DFND 1,5 0 0 8,690,000
ROVI CORP COM 779376102 25,831 1,550,508 SH   DFND 1,5 67,438 0 1,483,070
ROVI CORP COM 779376102 43,053 2,584,186 SH   DFND 6 2,584,186 0 0
ROVI CORP COM 779376102 2,176 130,630 SH   DFND 7 130,630 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 14,028 827,592 SH   DFND 1,5 492 0 827,100
ROYAL BK CDA MONTREAL QUE COM 780087102 116,377 2,171,689 SH   DFND 1,5 179 0 2,171,510
ROYAL BK CDA MONTREAL QUE COM 780087102 22,807 425,600 SH   DFND 1,9 0 0 425,600
ROYAL BK CDA MONTREAL QUE COM 780087102 46,588 869,362 SH   DFND 6 479,462 0 389,900
ROYAL BK CDA MONTREAL QUE COM 780087102 46,312 864,215 SH   DFND 7 704,015 0 160,200
ROYAL BK CDA MONTREAL QUE COM 780087102 1,214,766 22,668,534 SH   DFND 11 19,305,090 0 3,363,444
ROYAL BK CDA MONTREAL QUE COM 780087102 2,246 41,914 SH   DFND   3 0 41,911
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 21,036 207,843 SH   DFND 1,5 10,943 0 196,900
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,789 57,193 SH   DFND 2 57,193 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 350 3,458 SH   DFND 3 3,458 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 614,173 13,412,825 SH   DFND 2 13,412,825 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,312 72,320 SH   DFND 3 72,320 0 0
ROYAL GOLD INC COM 780287108 22,885 627,513 SH   DFND 1,5 100 0 627,413
RPC INC COM 749660106 299 25,000 SH   DFND 1,5 0 0 25,000
RPM INTL INC COM 749685103 6,924 157,150 SH   DFND 1,5 13,950 0 143,200
RPM INTL INC NOTE 2.250%12/1 749685AT0 2,219 1,950,000 PRN   DFND 1,5 0 0 0
RPM INTL INC COM 749685103 222 5,038 SH   DFND 3 5,038 0 0
RSP PERMIAN INC COM 74978Q105 30,766 1,261,400 SH   DFND 1,5 0 0 1,261,400
RSP PERMIAN INC COM 74978Q105 3,210 131,600 SH   DFND 6 131,600 0 0
RTI SURGICAL INC COM 74975N105 608 153,162 SH   DFND 7 91,400 0 61,762
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 29,763 32,220,000 PRN   DFND 1,5 0 0 0
RUBICON MINERALS CORP COM 780911103 417 4,811,402 SH   DFND 1,5 0 0 4,811,402
RUBICON TECHNOLOGY INC COM 78112T107 3,579 3,139,517 SH   DFND 1,9 0 0 3,139,517
RUBY TUESDAY INC COM 781182100 12,287 2,230,000 SH   DFND 1,5 199,800 0 2,030,200
RUCKUS WIRELESS INC COM 781220108 12,194 1,138,520 SH   DFND 1,5 0 0 1,138,520
RUCKUS WIRELESS INC COM 781220108 7,474 697,830 SH   DFND 6 598,030 0 99,800
RUCKUS WIRELESS INC COM 781220108 5,607 523,560 SH   DFND 7 439,560 0 84,000
RUSH ENTERPRISES INC CL A 781846209 25,128 1,147,926 SH   DFND 1,5 93,326 0 1,054,600
RUTHS HOSPITALITY GROUP INC COM 783332109 71,347 4,481,572 SH   DFND 1,5 0 0 4,481,572
RUTHS HOSPITALITY GROUP INC COM 783332109 8,543 536,590 SH   DFND 6 536,590 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 3,705 232,752 SH   DFND 7 232,752 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,318,004 15,244,094 SH   DFND 1,5 1,054,430 0 14,189,664
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 49,624 573,949 SH   DFND 1,10 6,800 0 567,149
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 2,421 28,000 SH   DFND 6 1,300 0 26,700
RYDER SYS INC COM 783549108 1,012 17,807 SH   DFND 2 17,807 0 0
RYDER SYS INC COM 783549108 443 7,790 SH   DFND 3 7,790 0 0
RYDER SYS INC COM 783549108 1,563 27,500 SH   DFND 6 13,400 0 14,100
RYDER SYS INC COM 783549108 3,466 60,990 SH   DFND 7 30,490 0 30,500
SABRA HEALTH CARE REIT INC COM 78573L106 163,088 8,061,686 SH   DFND 1,5 183,071 0 7,878,615
SABRA HEALTH CARE REIT INC COM 78573L106 26,150 1,292,657 SH   DFND 6 1,292,657 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,411 415,765 SH   DFND 7 141,200 0 274,565
SABRE CORP COM 78573M104 243,451 8,704,022 SH   DFND 1,5 25,023 0 8,678,999
SABRE CORP COM 78573M104 15,590 557,400 SH   DFND 1,9 0 0 557,400
SABRE CORP COM 78573M104 1,169 41,800 SH   DFND 6 41,800 0 0
SAEXPLORATION HLDGS INC COM 78636X105 4,733 2,366,307 SH   DFND 1,5 0 0 2,366,307
SAGA COMMUNICATIONS INC CL A NEW 786598300 17,301 449,953 SH   DFND 1,5 49,953 0 400,000
SAGE THERAPEUTICS INC COM 78667J108 252,338 4,328,270 SH   DFND 1,5 384,513 0 3,943,757
SAGENT PHARMACEUTICALS INC COM 786692103 2,534 159,240 SH   DFND 6 159,240 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 1,108 69,620 SH   DFND 7 69,620 0 0
SAIA INC COM 78709Y105 28,862 1,297,178 SH   DFND 1,5 0 0 1,297,178
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 20,053 15,590,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 7,543,629 96,219,753 SH   DFND 1,5 9,687,503 0 86,532,250
SALESFORCE COM INC COM 79466L302 126,026 1,607,480 SH   DFND 1,9 0 0 1,607,480
SALESFORCE COM INC COM 79466L302 16,113 205,524 SH   DFND 2 205,524 0 0
SALESFORCE COM INC COM 79466L302 6,330 80,742 SH   DFND 3 80,742 0 0
SALESFORCE COM INC COM 79466L302 35,386 451,349 SH   DFND 6 451,349 0 0
SALESFORCE COM INC COM 79466L302 46,826 597,265 SH   DFND 7 484,322 0 112,943
SALLY BEAUTY HLDGS INC COM 79546E104 302,589 10,849,361 SH   DFND 1,5 598,721 0 10,250,640
SALLY BEAUTY HLDGS INC COM 79546E104 1,598 57,300 SH   DFND 6 57,300 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,054 37,800 SH   DFND 7 2,000 0 35,800
SANDERSON FARMS INC COM 800013104 40,804 526,363 SH   DFND 1,5 39,863 0 486,500
SANDERSON FARMS INC COM 800013104 667 8,600 SH   DFND 6 8,600 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 10,867 6,930,000 PRN   DFND 1,5 0 0 0
SANDISK CORP COM 80004C101 422,331 5,557,717 SH   DFND 1,5 166,347 0 5,391,370
SANDISK CORP COM 80004C101 5,083 66,890 SH   DFND 2 66,890 0 0
SANDISK CORP COM 80004C101 3,679 48,408 SH   DFND 3 48,408 0 0
SANDISK CORP COM 80004C101 494 6,500 SH   DFND 6 6,500 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 78 30,000 SH   DFND 1,5 0 0 30,000
SANDY SPRING BANCORP INC COM 800363103 358 13,289 SH   DFND 3 13,289 0 0
SANGAMO BIOSCIENCES INC COM 800677106 38,709 4,239,783 SH   DFND 1,5 0 0 4,239,783
SANOFI SPONSORED ADR 80105N105 460,547 10,798,293 SH   DFND 1,5 6,149 0 10,792,144
SANOFI SPONSORED ADR 80105N105 5,782 135,580 SH   DFND 3 135,580 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 74,666 4,710,790 SH   DFND 1,5 400,490 0 4,310,300
SAPIENS INTL CORP N V SHS NEW N7716A151 268 26,281 SH   DFND 1,5 0 0 26,281
SAREPTA THERAPEUTICS INC COM 803607100 91,373 2,368,397 SH   DFND 1,5 0 0 2,368,397
SBA COMMUNICATIONS CORP COM 78388J106 110,312 1,049,891 SH   DFND 1,5 803 0 1,049,088
SBA COMMUNICATIONS CORP COM 78388J106 17,155 163,268 SH   DFND 6 144,368 0 18,900
SBA COMMUNICATIONS CORP COM 78388J106 16,336 155,480 SH   DFND 7 102,780 0 52,700
SCANA CORP NEW COM 80589M102 2,881 47,634 SH   DFND 2 47,634 0 0
SCANA CORP NEW COM 80589M102 2,753 45,519 SH   DFND 3 45,519 0 0
SCANSOURCE INC COM 806037107 102,876 3,192,931 SH   DFND 1,5 947,331 0 2,245,600
SCHEIN HENRY INC COM 806407102 1,227,562 7,760,051 SH   DFND 1,5 327,780 0 7,432,271
SCHEIN HENRY INC COM 806407102 4,372 27,639 SH   DFND 2 27,639 0 0
SCHEIN HENRY INC COM 806407102 3,490 22,063 SH   DFND 3 22,063 0 0
SCHEIN HENRY INC COM 806407102 909 5,745 SH   DFND 6 5,745 0 0
SCHEIN HENRY INC COM 806407102 5,252 33,200 SH   DFND 7 33,200 0 0
SCHLUMBERGER LTD COM 806857108 2,072,230 29,709,395 SH   DFND 1,5 562,896 0 29,146,499
SCHLUMBERGER LTD COM 806857108 29,318 420,325 SH   DFND 2 420,325 0 0
SCHLUMBERGER LTD COM 806857108 12,074 173,110 SH   DFND 3 173,110 0 0
SCHLUMBERGER LTD COM 806857108 32,657 468,199 SH   DFND 6 426,099 0 42,100
SCHLUMBERGER LTD COM 806857108 78,559 1,126,291 SH   DFND 7 824,706 0 301,585
SCHLUMBERGER LTD COM 806857108 20,541 294,500 SH   DFND 11 294,500 0 0
SCHWAB CHARLES CORP NEW COM 808513105 948,238 28,795,574 SH   DFND 1,5 3,009,037 0 25,786,537
SCHWAB CHARLES CORP NEW COM 808513105 13,149 399,305 SH   DFND 2 399,305 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,411 103,580 SH   DFND 3 103,580 0 0
SCHWAB CHARLES CORP NEW COM 808513105 5,879 178,516 SH   DFND 6 178,516 0 0
SCHWAB CHARLES CORP NEW COM 808513105 15,039 456,685 SH   DFND 7 0 0 456,685
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 8,235 167,951 SH   DFND 3 167,951 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 26,837 639,125 SH   DFND 1,5 39 0 639,086
SCIENCE APPLICATNS INTL CP N COM 808625107 103,848 2,268,419 SH   DFND 1,5 60,534 0 2,207,885
SCIENCE APPLICATNS INTL CP N COM 808625107 1,844 40,290 SH   DFND 6 40,290 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,160 129,295 SH   DFND 1,5 0 0 129,295
SCIQUEST INC NEW COM 80908T101 5,355 412,857 SH   DFND 1,5 0 0 412,857
SCIQUEST INC NEW COM 80908T101 12,609 972,130 SH   DFND 1,9 0 0 972,130
SCORPIO TANKERS INC SHS Y7542C106 3,760 468,796 SH   DFND 1,5 387,096 0 81,700
SCOTTS MIRACLE GRO CO CL A 810186106 15,914 246,688 SH   DFND 1,5 0 0 246,688
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 153,427 2,778,980 SH   DFND 1,5 0 0 2,778,980
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,741 31,535 SH   DFND 2 31,535 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,255 58,955 SH   DFND 3 58,955 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,114 56,400 SH   DFND 6 56,400 0 0
SCYNEXIS INC COM 811292101 11,309 1,821,100 SH   DFND 1,5 0 0 1,821,100
SEABOARD CORP COM 811543107 184,279 63,660 SH   DFND 1,5 17,472 0 46,188
SEABRIDGE GOLD INC COM 811916105 6,335 764,207 SH   DFND 1,5 0 0 764,207
SEACHANGE INTL INC COM 811699107 3,011 446,712 SH   DFND 11 446,712 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 5,548 7,000,000 PRN   DFND 1,5 0 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,384,161 37,756,711 SH   DFND 1,5 3,418,811 0 34,337,900
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,228 33,500 SH   DFND 1,9 0 0 33,500
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,654 99,667 SH   DFND 2 99,667 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 7,041 192,059 SH   DFND 3 192,059 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 789 21,519 SH   DFND 6 21,519 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,028 55,320 SH   DFND 7 55,320 0 0
SEALED AIR CORP NEW COM 81211K100 249,035 5,583,750 SH   DFND 1,5 221,383 0 5,362,367
SEALED AIR CORP NEW COM 81211K100 2,935 65,801 SH   DFND 2 65,801 0 0
SEALED AIR CORP NEW COM 81211K100 448 10,036 SH   DFND 3 10,036 0 0
SEATTLE GENETICS INC COM 812578102 768,260 17,118,096 SH   DFND 1,5 1,785,107 0 15,332,989
SEATTLE GENETICS INC COM 812578102 557 12,400 SH   DFND 6 12,400 0 0
SEI INVESTMENTS CO COM 784117103 12,497 238,500 SH   DFND 1,5 0 0 238,500
SEI INVESTMENTS CO COM 784117103 6,720 128,243 SH   DFND 3 128,243 0 0
SELECT COMFORT CORP COM 81616X103 59,435 2,776,051 SH   DFND 1,5 90,951 0 2,685,100
SELECT INCOME REIT COM SH BEN INT 81618T100 10,205 514,866 SH   DFND 1,5 0 0 514,866
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,358 46,706 SH   DFND 1,5 14,506 0 32,200
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,125 40,093 SH   DFND 1,5 13,193 0 26,900
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,402 143,049 SH   DFND 1,5 47,049 0 96,000
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,735 51,845 SH   DFND 1,5 16,545 0 35,300
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 802 18,529 SH   DFND 1,5 5,229 0 13,300
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,221 36,675 SH   DFND 1,5 8,257 0 28,418
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,416 126,445 SH   DFND 1,5 38,645 0 87,800
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,407 43,601 SH   DFND 1,5 13,601 0 30,000
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 897 20,665 SH   DFND 1,5 5,765 0 14,900
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 207 3,418 SH   DFND 3 3,418 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 437 8,251 SH   DFND 3 8,251 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 966 12,364 SH   DFND 3 12,364 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,090 25,439 SH   DFND 3 25,439 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,029,838 43,306,902 SH   DFND 3 43,306,902 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 887 20,497 SH   DFND 3 20,497 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,190 16,511 SH   DFND 3 16,511 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 764 15,141 SH   DFND 3 15,141 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,373 72,228 SH   DFND 7 72,228 0 0
SELECTIVE INS GROUP INC COM 816300107 803 23,900 SH   DFND 1,5 0 0 23,900
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 505 100,000 SH   DFND 1,9 0 0 100,000
SEMPRA ENERGY COM 816851109 629,710 6,698,332 SH   DFND 1,5 26 0 6,698,306
SEMPRA ENERGY COM 816851109 7,388 78,592 SH   DFND 2 78,592 0 0
SEMPRA ENERGY COM 816851109 6,446 68,569 SH   DFND 3 68,569 0 0
SEMPRA ENERGY COM 816851109 614 6,530 SH   DFND 6 6,530 0 0
SEMPRA ENERGY COM 816851109 3,580 38,080 SH   DFND 7 38,080 0 0
SEMTECH CORP COM 816850101 133,226 7,041,533 SH   DFND 1,5 24,849 0 7,016,684
SEMTECH CORP COM 816850101 23,088 1,220,280 SH   DFND 1,9 0 0 1,220,280
SENIOR HSG PPTYS TR SH BEN INT 81721M109 63,876 4,304,300 SH   DFND 1,5 700 0 4,303,600
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,898 195,300 SH   DFND 6 119,300 0 76,000
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,397 161,550 SH   DFND 7 123,250 0 38,300
SENOMYX INC COM 81724Q107 2,271 602,408 SH   DFND 1,5 0 0 602,408
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 36,203 786,000 SH   DFND 1,9 0 0 786,000
SENSIENT TECHNOLOGIES CORP COM 81725T100 60,911 969,606 SH   DFND 1,5 0 0 969,606
SERES THERAPEUTICS INC COM 81750R102 183,361 5,225,452 SH   DFND 1,5 384,797 0 4,840,655
SERES THERAPEUTICS INC COM 81750R102 14,532 414,134 SH   DFND 6 378,234 0 35,900
SERES THERAPEUTICS INC COM 81750R102 7,677 218,779 SH   DFND 7 132,151 0 86,628
SERVICE CORP INTL COM 817565104 652,200 25,065,331 SH   DFND 1,5 55,300 0 25,010,031
SERVICE CORP INTL COM 817565104 59,053 2,269,508 SH   DFND 6 2,269,508 0 0
SERVICE CORP INTL COM 817565104 7,355 282,670 SH   DFND 7 282,670 0 0
SERVICE CORP INTL COM 817565104 48,317 1,856,900 SH   DFND 11 1,856,900 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 505,080 12,871,554 SH   DFND 1,5 432,893 0 12,438,661
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 19,332 492,656 SH   DFND 6 416,156 0 76,500
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 10,204 260,030 SH   DFND 7 201,830 0 58,200
SERVICENOW INC COM 81762P102 890,652 10,289,419 SH   DFND 1,5 1,181,832 0 9,107,587
SERVICENOW INC COM 81762P102 23,839 275,400 SH   DFND 1,9 0 0 275,400
SERVICENOW INC COM 81762P102 7,202 83,199 SH   DFND 3 83,199 0 0
SERVICENOW INC COM 81762P102 16,450 190,040 SH   DFND 6 190,040 0 0
SERVICENOW INC COM 81762P102 2,827 32,660 SH   DFND 7 32,660 0 0
SERVICESOURCE INTL INC COM 81763U100 103 22,300 SH   DFND 1,9 0 0 22,300
SERVOTRONICS INC COM 817732100 1,322 163,256 SH   DFND 1,5 14,756 0 148,500
SHAW COMMUNICATIONS INC CL B CONV 82028K200 241 13,984 SH   DFND 6 13,984 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 34,882 2,028,000 SH   DFND 11 2,028,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 28,678 690,700 SH   DFND 1,5 0 0 690,700
SHENANDOAH TELECOMMUNICATION COM 82312B106 4,107 95,400 SH   DFND 1,5 0 0 95,400
SHERWIN WILLIAMS CO COM 824348106 1,016,062 3,913,954 SH   DFND 1,5 227,701 0 3,686,253
SHERWIN WILLIAMS CO COM 824348106 6,847 26,376 SH   DFND 2 26,376 0 0
SHERWIN WILLIAMS CO COM 824348106 4,602 17,726 SH   DFND 3 17,726 0 0
SHERWIN WILLIAMS CO COM 824348106 1,506 5,800 SH   DFND 7 5,800 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 4,971 300,000 SH   DFND 1,5 0 0 300,000
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 37,831 34,980,000 PRN   DFND 1,5 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 312,133 1,522,600 SH   DFND 1,5 6,500 0 1,516,100
SHIRE PLC SPONSORED ADR 82481R106 1,276 6,225 SH   DFND 6 6,225 0 0
SHIRE PLC SPONSORED ADR 82481R106 9,046 44,129 SH   DFND 7 44,129 0 0
SHOPIFY INC CL A 82509L107 41,427 1,605,707 SH   DFND 1,5 299,632 0 1,306,075
SHOPIFY INC CL A 82509L107 537 20,800 SH   DFND 7 17,300 0 3,500
SHOPIFY INC CL A 82509L107 20,353 788,886 SH   DFND 11 764,986 0 23,900
SHUTTERSTOCK INC COM 825690100 35,013 1,082,650 SH   DFND 1,5 3,100 0 1,079,550
SIBANYE GOLD LTD SPONSORED ADR 825724206 5,158 846,906 SH   DFND 1,5 0 0 846,906
SIENTRA INC COM 82621J105 2,960 500,000 SH   DFND 1,5 0 0 500,000
SIERRA WIRELESS INC COM 826516106 179 11,400 SH   DFND 1,5 0 0 11,400
SIGMATRON INTL INC COM 82661L101 2,154 286,000 SH   DFND 1,5 25,600 0 260,400
SIGNATURE BK NEW YORK N Y COM 82669G104 148,156 966,005 SH   DFND 1,5 123,520 0 842,485
SIGNET JEWELERS LIMITED SHS G81276100 280,808 2,270,260 SH   DFND 1,5 49,093 0 2,221,167
SIGNET JEWELERS LIMITED SHS G81276100 3,279 26,508 SH   DFND 2 26,508 0 0
SIGNET JEWELERS LIMITED SHS G81276100 21,281 172,050 SH   DFND 6 172,050 0 0
SIGNET JEWELERS LIMITED SHS G81276100 18,005 145,565 SH   DFND 7 145,565 0 0
SILGAN HOLDINGS INC COM 827048109 330,248 6,147,578 SH   DFND 1,5 121,366 0 6,026,212
SILICON GRAPHICS INTL CORP COM 82706L108 23,033 3,903,880 SH   DFND 1,5 94,051 0 3,809,829
SILICON GRAPHICS INTL CORP COM 82706L108 6,087 1,031,700 SH   DFND 1,9 0 0 1,031,700
SILICON LABORATORIES INC COM 826919102 290,880 5,992,574 SH   DFND 1,5 1,099,100 0 4,893,474
SILICON LABORATORIES INC COM 826919102 11,821 243,540 SH   DFND 1,9 0 0 243,540
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 16,090 513,088 SH   DFND 1,9 0 0 513,088
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 48,028 6,197,132 SH   DFND 1,9 0 0 6,197,132
SILVER WHEATON CORP COM 828336107 17,979 1,446,400 SH   DFND 1,5 0 0 1,446,400
SILVER WHEATON CORP COM 828336107 1,170 94,129 SH   DFND 6 94,129 0 0
SILVER WHEATON CORP COM 828336107 593 47,700 SH   DFND 7 47,700 0 0
SILVER WHEATON CORP COM 828336107 343,378 27,624,000 SH   DFND 11 27,624,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,324,289 6,810,783 SH   DFND 1,5 2,481,094 0 4,329,689
SIMON PPTY GROUP INC NEW COM 828806109 20,052 103,126 SH   DFND 2 103,126 0 0
SIMON PPTY GROUP INC NEW COM 828806109 10,897 56,042 SH   DFND 3 56,042 0 0
SIMON PPTY GROUP INC NEW COM 828806109 114,282 587,750 SH   DFND 6 587,750 0 0
SIMON PPTY GROUP INC NEW COM 828806109 49,508 254,619 SH   DFND 7 26,450 0 228,169
SIMON PPTY GROUP INC NEW COM 828806109 51,890 266,870 SH   DFND 11 266,870 0 0
SINA CORP ORD G81477104 55,259 1,118,598 SH   DFND 1,9 9,100 0 1,109,498
SINCLAIR BROADCAST GROUP INC CL A 829226109 190,329 5,849,086 SH   DFND 1,5 0 0 5,849,086
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,411 74,100 SH   DFND 6 74,100 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 280 8,600 SH   DFND 7 8,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 76,906 18,895,830 SH   DFND 1,5 994,000 0 17,901,830
SIRIUS XM HLDGS INC COM 82968B103 174 42,871 SH   DFND 3 42,871 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 42,393 386,900 SH   DFND 1,5 9,900 0 377,000
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,980 18,073 SH   DFND 11 18,073 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 27,251 1,352,393 SH   DFND 1,5 48,480 0 1,303,913
SKECHERS U S A INC CL A 830566105 575,279 19,042,667 SH   DFND 1,5 3,100,447 0 15,942,220
SKECHERS U S A INC CL A 830566105 10,469 346,550 SH   DFND 6 346,550 0 0
SKECHERS U S A INC CL A 830566105 3,206 106,114 SH   DFND 7 106,114 0 0
SKYWEST INC COM 830879102 2,604 136,900 SH   DFND 1,5 0 0 136,900
SKYWORKS SOLUTIONS INC COM 83088M102 378,390 4,925,029 SH   DFND 1,5 224,928 0 4,700,101
SKYWORKS SOLUTIONS INC COM 83088M102 4,895 63,710 SH   DFND 2 63,710 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,975 38,722 SH   DFND 3 38,722 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 315 4,100 SH   DFND 7 4,100 0 0
SL GREEN RLTY CORP COM 78440X101 413,795 3,662,553 SH   DFND 1,5 1,591,059 0 2,071,494
SL GREEN RLTY CORP COM 78440X101 3,754 33,231 SH   DFND 2 33,231 0 0
SL GREEN RLTY CORP COM 78440X101 408 3,615 SH   DFND 3 3,615 0 0
SL GREEN RLTY CORP COM 78440X101 24,755 219,110 SH   DFND 6 219,110 0 0
SL GREEN RLTY CORP COM 78440X101 10,718 94,867 SH   DFND 7 10,100 0 84,767
SL GREEN RLTY CORP COM 78440X101 5,593 49,500 SH   DFND 11 49,500 0 0
SLM CORP COM 78442P106 249,681 38,294,679 SH   DFND 1,5 170,100 0 38,124,579
SLM CORP COM 78442P106 80 12,323 SH   DFND 3 12,323 0 0
SM ENERGY CO COM 78454L100 165,720 8,429,300 SH   DFND 1,5 48,947 0 8,380,353
SM ENERGY CO COM 78454L100 1,275 64,875 SH   DFND 6 64,875 0 0
SMART TECHNOLOGIES INC COM SHS 83172R108 3 11,200 SH   DFND 1,9 0 0 11,200
SMITH & WESSON HLDG CORP COM 831756101 26,270 1,195,200 SH   DFND 1,5 104,400 0 1,090,800
SMITH A O COM 831865209 359,755 4,695,922 SH   DFND 1,5 40,701 0 4,655,221
SMITH A O COM 831865209 763 9,965 SH   DFND 6 9,965 0 0
SMUCKER J M CO COM NEW 832696405 136,802 1,109,144 SH   DFND 1,5 70 0 1,109,074
SMUCKER J M CO COM NEW 832696405 4,920 39,888 SH   DFND 2 39,888 0 0
SMUCKER J M CO COM NEW 832696405 2,465 19,989 SH   DFND 3 19,989 0 0
SMUCKER J M CO COM NEW 832696405 967 7,840 SH   DFND 6 7,840 0 0
SMUCKER J M CO COM NEW 832696405 4,697 38,080 SH   DFND 7 38,080 0 0
SNAP ON INC COM 833034101 59,721 348,367 SH   DFND 1,5 117 0 348,250
SNAP ON INC COM 833034101 3,318 19,356 SH   DFND 2 19,356 0 0
SNAP ON INC COM 833034101 3,876 22,608 SH   DFND 3 22,608 0 0
SNAP ON INC COM 833034101 159,546 930,677 SH   DFND 11 930,677 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 30,935 1,627,300 SH   DFND 1,5 0 0 1,627,300
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,650 86,793 SH   DFND 6 64,693 0 22,100
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 344 18,100 SH   DFND 7 18,100 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 7,930 486,180 SH   DFND 1,5 0 0 486,180
SOHU COM INC COM 83408W103 377 6,600 SH   DFND 1,9 0 0 6,600
SOLARCITY CORP COM 83416T100 607,990 11,916,706 SH   DFND 1,5 313,978 0 11,602,728
SOLARCITY CORP COM 83416T100 4,536 88,902 SH   DFND 6 88,902 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 68,736 2,440,030 SH   DFND 1,5 36,511 0 2,403,519
SOLAREDGE TECHNOLOGIES INC COM 83417M104 516 18,300 SH   DFND 6 18,300 0 0
SOLARWINDS INC COM 83416B109 45,742 776,603 SH   DFND 1,5 7,215 0 769,388
SOLARWINDS INC COM 83416B109 10,669 181,139 SH   DFND 6 67,969 0 113,170
SOLARWINDS INC COM 83416B109 55,392 940,440 SH   DFND 7 430,138 0 510,302
SONIC AUTOMOTIVE INC CL A 83545G102 23,780 1,044,800 SH   DFND 1,5 96,700 0 948,100
SONIC CORP COM 835451105 45,044 1,394,119 SH   DFND 1,5 459 0 1,393,660
SONOCO PRODS CO COM 835495102 39,614 969,263 SH   DFND 1,5 35,167 0 934,096
SONOCO PRODS CO COM 835495102 2,085 51,010 SH   DFND 3 51,010 0 0
SONUS NETWORKS INC COM NEW 835916503 834 117,010 SH   DFND 1,5 0 0 117,010
SONUS NETWORKS INC COM NEW 835916503 88 12,400 SH   DFND 1,9 0 0 12,400
SONY CORP ADR NEW 835699307 32,077 1,303,400 SH   DFND 1,5 13,825 0 1,289,575
SONY CORP ADR NEW 835699307 25,902 1,052,491 SH   DFND 1,9 1,091 0 1,051,400
SONY CORP ADR NEW 835699307 792 32,200 SH   DFND 6 32,200 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 358 41,130 SH   DFND 1,5 0 0 41,130
SOUFUN HLDGS LTD ADR 836034108 58,151 7,868,900 SH   DFND 1,9 154,900 0 7,714,000
SOUTH JERSEY INDS INC COM 838518108 26,265 1,116,688 SH   DFND 6 1,063,188 0 53,500
SOUTH JERSEY INDS INC COM 838518108 10,206 433,910 SH   DFND 7 385,610 0 48,300
SOUTHERN CO COM 842587107 380,141 8,124,415 SH   DFND 1,5 753,384 0 7,371,031
SOUTHERN CO COM 842587107 14,175 302,949 SH   DFND 2 302,949 0 0
SOUTHERN CO COM 842587107 24,192 517,030 SH   DFND 3 517,030 0 0
SOUTHERN CO COM 842587107 7,526 160,855 SH   DFND 6 160,855 0 0
SOUTHWEST AIRLS CO COM 844741108 2,108,489 48,966,309 SH   DFND 1,5 3,267,205 0 45,699,104
SOUTHWEST AIRLS CO COM 844741108 9,334 216,763 SH   DFND 2 216,763 0 0
SOUTHWEST AIRLS CO COM 844741108 5,094 118,291 SH   DFND 3 118,291 0 0
SOUTHWEST AIRLS CO COM 844741108 6,392 148,445 SH   DFND 6 148,445 0 0
SOUTHWEST AIRLS CO COM 844741108 5,690 132,151 SH   DFND 7 132,151 0 0
SOUTHWEST GAS CORP COM 844895102 80,303 1,455,819 SH   DFND 1,5 0 0 1,455,819
SOUTHWEST GAS CORP COM 844895102 1,241 22,500 SH   DFND 6 22,500 0 0
SOUTHWEST GAS CORP COM 844895102 1,936 35,100 SH   DFND 7 17,400 0 17,700
SOUTHWESTERN ENERGY CO COM 845467109 40,973 5,762,670 SH   DFND 1,5 124,670 0 5,638,000
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 39,187 2,112,490 SH   DFND 1,5 745,290 0 1,367,200
SOUTHWESTERN ENERGY CO COM 845467109 911 128,131 SH   DFND 2 128,131 0 0
SOUTHWESTERN ENERGY CO COM 845467109 596 83,793 SH   DFND 3 83,793 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,404 75,700 SH   DFND 6 0 0 75,700
SPAN AMER MED SYS INC COM 846396109 6,135 309,063 SH   DFND 1,5 47,463 0 261,600
SPARK THERAPEUTICS INC COM 84652J103 181,478 4,005,244 SH   DFND 1,5 67,469 0 3,937,775
SPARK THERAPEUTICS INC COM 84652J103 648 14,300 SH   DFND 6 14,300 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,449 13,930 SH   DFND 3 13,930 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 242,226 2,387,400 SH   DFND 11 2,387,400 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 59,797 1,528,561 SH   DFND 3 1,528,561 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 88,386 1,202,692 SH   DFND 3 1,202,692 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,095,735 5,374,147 SH   DFND 3 5,374,147 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,432 36,451 SH   DFND 6 0 0 36,451
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,478 36,676 SH   DFND 7 36,676 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,344 13,024 SH   DFND 3 13,024 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 5,285 126,077 SH   DFND 1,5 0 0 126,077
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 2,982 87,931 SH   DFND 1,5 3,292 0 84,639
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 2,334 45,200 SH   DFND 1,5 4,300 0 40,900
SPDR SERIES TRUST S&P TELECOM 78464A540 332 5,900 SH   DFND 1,5 1,600 0 4,300
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 378 15,493 SH   DFND 3 15,493 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 150,481 3,476,918 SH   DFND 3 3,476,918 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 2,960 40,240 SH   DFND 3 40,240 0 0
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 221 9,074 SH   DFND 3 9,074 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 357 3,898 SH   DFND 3 3,898 0 0
SPDR SERIES TRUST RUSSELL 3000 ETF 78464A805 211 1,382 SH   DFND 3 1,382 0 0
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 1,498 61,498 SH   DFND 6 0 0 61,498
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 1,896 77,769 SH   DFND 6 0 0 77,769
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,696 50,003 SH   DFND 6 0 0 50,003
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 8,584 253,136 SH   DFND 7 253,136 0 0
SPECTRA ENERGY CORP COM 847560109 5,357 223,781 SH   DFND 2 223,781 0 0
SPECTRA ENERGY CORP COM 847560109 2,090 87,290 SH   DFND 3 87,290 0 0
SPECTRANETICS CORP COM 84760C107 25,602 1,700,000 SH   DFND 1,5 0 0 1,700,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 53,763 528,124 SH   DFND 1,5 6,590 0 521,534
SPECTRUM PHARMACEUTICALS INC COM 84763A108 25,580 4,242,147 SH   DFND 1,5 0 0 4,242,147
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 8,763 10,000,000 PRN   DFND 1,5 0 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 52,276 1,044,067 SH   DFND 1,5 67 0 1,044,000
SPIRIT AIRLS INC COM 848577102 346,588 8,697,317 SH   DFND 1,5 849,970 0 7,847,347
SPIRIT AIRLS INC COM 848577102 948 23,788 SH   DFND 6 23,788 0 0
SPIRIT AIRLS INC COM 848577102 80,091 2,009,809 SH   DFND 11 2,009,809 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2,839 3,000,000 PRN   DFND 1,5 0 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 102,034 10,183,000 SH   DFND 1,5 10,183,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 223 22,213 SH   DFND 3 22,213 0 0
SPLUNK INC COM 848637104 107,028 1,819,900 SH   DFND 1,5 376,400 0 1,443,500
SPLUNK INC COM 848637104 5,703 96,978 SH   DFND 3 96,978 0 0
SPOK HLDGS INC COM 84863T106 225 12,270 SH   DFND 1,5 270 0 12,000
SPORTSMANS WHSE HLDGS INC COM 84920Y106 228 17,700 SH   DFND 1,5 0 0 17,700
SPRINT CORP COM SER 1 85207U105 14,872 4,108,367 SH   DFND 1,5 70 0 4,108,297
SPROUTS FMRS MKT INC COM 85208M102 334,941 12,596,516 SH   DFND 1,5 594,755 0 12,001,761
SPROUTS FMRS MKT INC COM 85208M102 1,922 72,300 SH   DFND 6 72,300 0 0
SQUARE INC CL A 852234103 18,632 1,423,400 SH   DFND 1,5 119,100 0 1,304,300
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 407,631 5,970,859 SH   DFND 1,5 65,326 0 5,905,533
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16,269 238,300 SH   DFND 1,9 0 0 238,300
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,249 62,236 SH   DFND 6 62,236 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,922 72,100 SH   DFND 7 72,100 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,080 147,650 SH   DFND 11 147,650 0 0
ST JUDE MED INC COM 790849103 733,883 11,880,893 SH   DFND 1,5 430,194 0 11,450,699
ST JUDE MED INC COM 790849103 5,819 94,210 SH   DFND 2 94,210 0 0
ST JUDE MED INC COM 790849103 4,975 80,547 SH   DFND 3 80,547 0 0
ST JUDE MED INC COM 790849103 1,583 25,630 SH   DFND 6 25,630 0 0
STAG INDL INC COM 85254J102 690 37,400 SH   DFND 6 37,400 0 0
STAG INDL INC COM 85254J102 764 41,400 SH   DFND 7 0 0 41,400
STAGE STORES INC COM NEW 85254C305 42,925 4,711,871 SH   DFND 1,5 545,312 0 4,166,559
STAGE STORES INC COM NEW 85254C305 823 90,300 SH   DFND 6 90,300 0 0
STAMPS COM INC COM NEW 852857200 257,340 2,347,781 SH   DFND 1,5 90,783 0 2,256,998
STANCORP FINL GROUP INC COM 852891100 55,844 490,380 SH   DFND 1,5 54 0 490,326
STANCORP FINL GROUP INC COM 852891100 3,760 33,022 SH   DFND 3 33,022 0 0
STANCORP FINL GROUP INC COM 852891100 11,068 97,190 SH   DFND 6 97,190 0 0
STANCORP FINL GROUP INC COM 852891100 6,136 53,880 SH   DFND 7 53,880 0 0
STANCORP FINL GROUP INC COM 852891100 179,156 1,573,200 SH   DFND 11 1,573,200 0 0
STANDARD MTR PRODS INC COM 853666105 66,638 1,751,337 SH   DFND 1,5 0 0 1,751,337
STANDEX INTL CORP COM 854231107 53,540 643,900 SH   DFND 1,5 0 0 643,900
STANLEY BLACK & DECKER INC COM 854502101 41,382 387,727 SH   DFND 1,5 427 0 387,300
STANLEY BLACK & DECKER INC COM 854502101 5,326 49,904 SH   DFND 2 49,904 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,116 19,826 SH   DFND 3 19,826 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 1,332 477,500 SH   DFND 1,5 43,900 0 433,600
STANTEC INC COM 85472N109 140,046 5,646,318 SH   DFND 1,5 392,588 0 5,253,730
STANTEC INC COM 85472N109 11,311 456,051 SH   DFND 6 280,251 0 175,800
STANTEC INC COM 85472N109 7,066 284,884 SH   DFND 7 226,284 0 58,600
STANTEC INC COM 85472N109 73,237 2,952,730 SH   DFND 11 2,894,930 0 57,800
STAPLES INC COM 855030102 381,277 40,261,544 SH   DFND 1,5 2,274,964 0 37,986,580
STAPLES INC COM 855030102 2,031 214,519 SH   DFND 2 214,519 0 0
STAPLES INC COM 855030102 213 22,474 SH   DFND 3 22,474 0 0
STAPLES INC COM 855030102 465 49,068 SH   DFND 6 49,068 0 0
STAPLES INC COM 855030102 1,868 197,300 SH   DFND 7 197,300 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 12,654 1,700,800 SH   DFND 1,5 0 0 1,700,800
STARBUCKS CORP COM 855244109 5,772,413 96,158,797 SH   DFND 1,5 5,660,280 0 90,498,517
STARBUCKS CORP COM 855244109 29,708 494,883 SH   DFND 2 494,883 0 0
STARBUCKS CORP COM 855244109 26,428 440,246 SH   DFND 3 440,246 0 0
STARBUCKS CORP COM 855244109 18,147 302,295 SH   DFND 6 280,395 0 21,900
STARBUCKS CORP COM 855244109 6,675 111,200 SH   DFND 7 48,500 0 62,700
STARBUCKS CORP COM 855244109 42,519 708,300 SH   DFND 11 708,300 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 168,370 2,430,290 SH   DFND 1,5 448,100 0 1,982,190
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,895 56,227 SH   DFND 2 56,227 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,510 21,790 SH   DFND 3 21,790 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 3,935 4,000,000 PRN   DFND 1,5 0 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571WAD1 2,414 2,425,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 388,759 11,604,741 SH   DFND 1,5 270,807 0 11,333,934
STARZ COM SER A 85571Q102 210 6,273 SH   DFND 3 6,273 0 0
STARZ COM SER A 85571Q102 30,484 909,969 SH   DFND 6 815,169 0 94,800
STARZ COM SER A 85571Q102 12,758 380,850 SH   DFND 7 328,650 0 52,200
STATE STR CORP COM 857477103 871,611 13,134,588 SH   DFND 1,5 465,166 0 12,669,422
STATE STR CORP COM 857477103 8,924 134,482 SH   DFND 2 134,482 0 0
STATE STR CORP COM 857477103 17,107 257,784 SH   DFND 3 257,784 0 0
STATE STR CORP COM 857477103 15,085 227,320 SH   DFND 6 227,320 0 0
STATE STR CORP COM 857477103 54,022 814,072 SH   DFND 7 384,677 0 429,395
STATOIL ASA SPONSORED ADR 85771P102 10,945 784,000 SH   DFND 1,5 0 0 784,000
STEALTHGAS INC SHS Y81669106 10,869 3,168,889 SH   DFND 1,5 1,400 0 3,167,489
STEEL DYNAMICS INC COM 858119100 89,979 5,035,181 SH   DFND 1,5 1,779 0 5,033,402
STEEL DYNAMICS INC COM 858119100 3,531 197,601 SH   DFND 6 197,601 0 0
STEEL DYNAMICS INC COM 858119100 1,437 80,400 SH   DFND 7 80,400 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 12,434 1,970,601 SH   DFND 1,5 722 0 1,969,879
STERICYCLE INC COM 858912108 231,016 1,915,557 SH   DFND 1,5 118,345 0 1,797,212
STERICYCLE INC DEP PFD A 1/10 858912207 29,066 319,200 SH   DFND 1,5 105,000 0 214,200
STERICYCLE INC COM 858912108 3,416 28,325 SH   DFND 2 28,325 0 0
STERICYCLE INC COM 858912108 1,420 11,775 SH   DFND 3 11,775 0 0
STERICYCLE INC COM 858912108 815 6,757 SH   DFND 6 6,757 0 0
STERICYCLE INC COM 858912108 2,481 20,575 SH   DFND 7 20,575 0 0
STERIS PLC SHS USD G84720104 285,954 3,795,518 SH   DFND 1,5 716 0 3,794,802
STERIS PLC SHS USD G84720104 28,825 382,600 SH   DFND 11 382,600 0 0
STERLING CONSTRUCTION CO INC COM 859241101 11,590 1,906,200 SH   DFND 1,5 175,800 0 1,730,400
STIFEL FINL CORP COM 860630102 36,404 859,400 SH   DFND 1,5 0 0 859,400
STOCK YDS BANCORP INC COM 861025104 3,343 88,459 SH   DFND 1,5 17,359 0 71,100
STONE ENERGY CORP COM 861642106 33,187 7,735,892 SH   DFND 1,5 0 0 7,735,892
STONERIDGE INC COM 86183P102 1,599 108,040 SH   DFND 1,5 0 0 108,040
STORE CAP CORP COM 862121100 301,320 12,987,918 SH   DFND 1,5 173,400 0 12,814,518
STORE CAP CORP COM 862121100 33,669 1,451,248 SH   DFND 6 1,451,248 0 0
STORE CAP CORP COM 862121100 14,600 629,300 SH   DFND 7 252,700 0 376,600
STRATTEC SEC CORP COM 863111100 12,761 225,900 SH   DFND 1,5 66,100 0 159,800
STRAYER ED INC COM 863236105 973 16,191 SH   DFND 1,5 6,191 0 10,000
STRYKER CORP COM 863667101 278,251 2,993,878 SH   DFND 1,5 145,726 0 2,848,152
STRYKER CORP COM 863667101 9,784 105,269 SH   DFND 2 105,269 0 0
STRYKER CORP COM 863667101 5,515 59,342 SH   DFND 3 59,342 0 0
SUN CMNTYS INC COM 866674104 531,986 7,762,824 SH   DFND 1,5 2,575,684 0 5,187,140
SUN CMNTYS INC COM 866674104 49,469 721,859 SH   DFND 6 721,859 0 0
SUN CMNTYS INC COM 866674104 17,573 256,435 SH   DFND 7 142,335 0 114,100
SUN LIFE FINL INC COM 866796105 51,178 1,641,140 SH   DFND 1,5 0 0 1,641,140
SUN LIFE FINL INC COM 866796105 23,459 752,259 SH   DFND 6 454,059 0 298,200
SUN LIFE FINL INC COM 866796105 23,248 745,487 SH   DFND 7 606,087 0 139,400
SUN LIFE FINL INC COM 866796105 268,980 8,625,440 SH   DFND 11 7,800,840 0 824,600
SUN LIFE FINL INC COM 866796105 1,038 33,301 SH   DFND   1 0 33,300
SUNCOKE ENERGY INC COM 86722A103 10,545 3,038,887 SH   DFND 1,5 0 0 3,038,887
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 615 82,500 SH   DFND 1,5 0 0 82,500
SUNCOR ENERGY INC NEW COM 867224107 1,221,117 47,302,890 SH   DFND 1,5 1,324,090 0 45,978,800
SUNCOR ENERGY INC NEW COM 867224107 18,891 731,800 SH   DFND 1,10 12,200 0 719,600
SUNCOR ENERGY INC NEW COM 867224107 16,046 621,598 SH   DFND 3 621,598 0 0
SUNCOR ENERGY INC NEW COM 867224107 38,053 1,474,056 SH   DFND 6 988,218 0 485,838
SUNCOR ENERGY INC NEW COM 867224107 55,014 2,131,118 SH   DFND 7 854,166 0 1,276,952
SUNCOR ENERGY INC NEW COM 867224107 768,958 29,787,435 SH   DFND 11 25,755,981 0 4,031,454
SUNCOR ENERGY INC NEW COM 867224107 1,153 44,656 SH   DFND   0 0 44,656
SUNEDISON INC COM 86732Y109 4,268 838,500 SH   DFND 1,5 0 0 838,500
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 230 29,300 SH   DFND 1,9 0 0 29,300
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 4,563 5,083,834 SH   DFND 1,5 0 0 5,083,834
SUNOPTA INC COM 8676EP108 5,612 820,400 SH   DFND 6 820,400 0 0
SUNOPTA INC COM 8676EP108 2,389 349,250 SH   DFND 7 349,250 0 0
SUNPOWER CORP COM 867652406 5,519 183,900 SH   DFND 1,5 1,895 0 182,005
SUNRUN INC COM 86771W105 3,977 337,900 SH   DFND 1,5 0 0 337,900
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 7,809 308,281 SH   DFND 1,5 0 0 308,281
SUNTRUST BKS INC COM 867914103 1,202,994 28,081,083 SH   DFND 1,5 779,664 0 27,301,419
SUNTRUST BKS INC COM 867914103 7,277 169,854 SH   DFND 2 169,854 0 0
SUNTRUST BKS INC COM 867914103 22,514 525,533 SH   DFND 3 525,533 0 0
SUNTRUST BKS INC COM 867914103 10,297 240,366 SH   DFND 6 240,366 0 0
SUNTRUST BKS INC COM 867914103 3,528 82,342 SH   DFND 7 82,342 0 0
SUNTRUST BKS INC COM 867914103 69,598 1,624,600 SH   DFND 11 1,624,600 0 0
SUPER MICRO COMPUTER INC COM 86800U104 96,004 3,916,939 SH   DFND 1,5 166,781 0 3,750,158
SUPERIOR DRILLING PRODS INC COM 868153107 2,568 2,443,330 SH   DFND 1,5 0 0 2,443,330
SUPERIOR ENERGY SVCS INC COM 868157108 66,003 4,900,000 SH   DFND 1,5 0 0 4,900,000
SUPERNUS PHARMACEUTICALS INC COM 868459108 5,896 438,700 SH   DFND 1,5 700 0 438,000
SUPREME INDS INC CL A 868607102 6,775 988,992 SH   DFND 1,5 0 0 988,992
SURGERY PARTNERS INC COM 86881A100 5,633 274,900 SH   DFND 1,5 0 0 274,900
SURGICAL CARE AFFILIATES INC COM 86881L106 201,605 5,064,183 SH   DFND 1,5 529 0 5,063,654
SURGICAL CARE AFFILIATES INC COM 86881L106 6,650 167,040 SH   DFND 6 167,040 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,796 70,230 SH   DFND 7 70,230 0 0
SVB FINL GROUP COM 78486Q101 12,770 107,400 SH   DFND 1,5 100 0 107,300
SVB FINL GROUP COM 78486Q101 4,896 41,180 SH   DFND 11 41,180 0 0
SWIFT TRANSN CO CL A 87074U101 78,251 5,662,131 SH   DFND 1,5 12,400 0 5,649,731
SWIFT TRANSN CO CL A 87074U101 744 53,800 SH   DFND 6 53,800 0 0
SYKES ENTERPRISES INC COM 871237103 1,916 62,260 SH   DFND 1,5 25,060 0 37,200
SYMANTEC CORP COM 871503108 223,163 10,626,798 SH   DFND 1,5 55,572 0 10,571,226
SYMANTEC CORP COM 871503108 4,728 225,152 SH   DFND 2 225,152 0 0
SYMANTEC CORP COM 871503108 611 29,117 SH   DFND 3 29,117 0 0
SYMANTEC CORP COM 871503108 18,961 902,900 SH   DFND 11 902,900 0 0
SYMETRA FINL CORP COM 87151Q106 1,117 35,166 SH   DFND 1,5 66 0 35,100
SYMETRA FINL CORP COM 87151Q106 53,691 1,690,000 SH   DFND 11 1,690,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 60,838 1,726,890 SH   DFND 1,5 2,900 0 1,723,990
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 11,467 11,410,000 PRN   DFND 1,5 0 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 36,903 1,047,490 SH   DFND 6 982,190 0 65,300
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 10,259 291,190 SH   DFND 7 256,990 0 34,200
SYNCHRONY FINL COM 87165B103 567,302 18,655,101 SH   DFND 1,5 1,323,608 0 17,331,493
SYNCHRONY FINL COM 87165B103 8,451 277,914 SH   DFND 2 277,914 0 0
SYNCHRONY FINL COM 87165B103 1,209 39,747 SH   DFND 3 39,747 0 0
SYNCHRONY FINL COM 87165B103 1,932 63,537 SH   DFND 6 63,537 0 0
SYNERGY RES CORP COM 87164P103 27,909 3,275,700 SH   DFND 1,5 0 0 3,275,700
SYNGENTA AG SPONSORED ADR 87160A100 15,163 192,600 SH   DFND 1,5 200 0 192,400
SYNNEX CORP COM 87162W100 533,762 5,935,306 SH   DFND 1,5 353,000 0 5,582,306
SYNOPSYS INC COM 871607107 141,142 3,094,535 SH   DFND 1,5 30,535 0 3,064,000
SYNOPSYS INC COM 871607107 13,245 290,400 SH   DFND 6 290,400 0 0
SYNOVUS FINL CORP COM NEW 87161C501 101,466 3,133,606 SH   DFND 1,5 0 0 3,133,606
SYNOVUS FINL CORP COM NEW 87161C501 11,328 349,837 SH   DFND 6 349,837 0 0
SYNOVUS FINL CORP COM NEW 87161C501 6,363 196,499 SH   DFND 7 159,571 0 36,928
SYNTA PHARMACEUTICALS CORP COM 87162T206 159 452,500 SH   DFND 1,5 2,500 0 450,000
SYNTEL INC COM 87162H103 94,149 2,080,632 SH   DFND 1,5 95,032 0 1,985,600
SYNTEL INC COM 87162H103 24,234 535,568 SH   DFND 6 535,568 0 0
SYNTEL INC COM 87162H103 2,537 56,060 SH   DFND 7 56,060 0 0
SYNTEL INC COM 87162H103 50,664 1,119,648 SH   DFND 11 1,119,648 0 0
SYSCO CORP COM 871829107 72,808 1,775,799 SH   DFND 1,5 0 0 1,775,799
SYSCO CORP COM 871829107 7,174 174,982 SH   DFND 2 174,982 0 0
SYSCO CORP COM 871829107 7,680 187,328 SH   DFND 3 187,328 0 0
SYSCO CORP COM 871829107 835 20,360 SH   DFND 6 20,360 0 0
SYSCO CORP COM 871829107 4,248 103,600 SH   DFND 7 103,600 0 0
T MOBILE US INC CONV PFD SER A 872590203 72,144 1,065,485 SH   DFND 1,5 343,400 0 722,085
T MOBILE US INC COM 872590104 379,925 9,711,789 SH   DFND 1,5 542,952 0 9,168,837
T MOBILE US INC COM 872590104 13,877 354,739 SH   DFND 6 313,739 0 41,000
T MOBILE US INC CONV PFD SER A 872590203 3,413 50,400 SH   DFND 6 0 0 50,400
T MOBILE US INC COM 872590104 24,916 636,910 SH   DFND 7 518,010 0 118,900
TABLEAU SOFTWARE INC CL A 87336U105 43,902 465,951 SH   DFND 1,5 27,427 0 438,524
TABLEAU SOFTWARE INC CL A 87336U105 1,442 15,300 SH   DFND 1,9 0 0 15,300
TABLEAU SOFTWARE INC CL A 87336U105 1,008 10,700 SH   DFND 6 10,700 0 0
TAHOE RES INC COM 873868103 15,397 1,779,892 SH   DFND 1,5 0 0 1,779,892
TAHOE RES INC COM 873868103 1,918 221,699 SH   DFND 1,10 12,265 0 209,434
TAHOE RES INC COM 873868103 5,366 620,285 SH   DFND 6 276,985 0 343,300
TAHOE RES INC COM 873868103 3,086 356,700 SH   DFND 7 293,400 0 63,300
TAHOE RES INC COM 873868103 176,300 20,379,805 SH   DFND 11 20,379,805 0 0
TAITRON COMPONENTS INC CL A 874028103 73 73,825 SH   DFND 1,5 7,000 0 66,825
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 460,649 20,248,320 SH   DFND 1,5 2,155,219 0 18,093,101
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,163 490,675 SH   DFND 1,9 17,652 0 473,023
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 458 20,154 SH   DFND 3 20,154 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,100 400,000 SH   DFND 11 400,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,826 1,000,000 PRN   DFND 1,5 0 0 0
TAL ED GROUP ADS REPSTG COM 874080104 22,659 487,600 SH   DFND 1,5 36,600 0 451,000
TAL ED GROUP ADS REPSTG COM 874080104 6,315 135,900 SH   DFND 1,9 0 0 135,900
TALEN ENERGY CORP COM 87422J105 17,291 2,775,373 SH   DFND 1,5 2,747,807 0 27,566
TALMER BANCORP INC COM 87482X101 969 53,500 SH   DFND 6 53,500 0 0
TANGOE INC COM 87582Y108 1,163 138,600 SH   DFND 1,5 0 0 138,600
TARGET CORP COM 87612E106 1,487,614 20,487,733 SH   DFND 1,5 789,855 0 19,697,878
TARGET CORP COM 87612E106 14,909 205,330 SH   DFND 2 205,330 0 0
TARGET CORP COM 87612E106 25,880 356,431 SH   DFND 3 356,431 0 0
TARGET CORP COM 87612E106 21,984 302,769 SH   DFND 6 302,769 0 0
TARGET CORP COM 87612E106 36,868 507,756 SH   DFND 7 0 0 507,756
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 4,637 30,000 SH   DFND 1,5 12,000 0 18,000
TATA MTRS LTD SPONSORED ADR 876568502 3,093 104,940 SH   DFND 1,5 0 0 104,940
TATA MTRS LTD SPONSORED ADR 876568502 3,019 102,429 SH   DFND 1,10 102,429 0 0
TAUBMAN CTRS INC COM 876664103 42,222 550,340 SH   DFND 1,5 16,918 0 533,422
TAUBMAN CTRS INC COM 876664103 7,311 95,300 SH   DFND 6 95,300 0 0
TAUBMAN CTRS INC COM 876664103 3,073 40,050 SH   DFND 7 4,150 0 35,900
TAYLOR MORRISON HOME CORP CL A 87724P106 78,600 4,912,528 SH   DFND 1,5 20,200 0 4,892,328
TAYLOR MORRISON HOME CORP CL A 87724P106 981 61,300 SH   DFND 6 61,300 0 0
TCF FINL CORP COM 872275102 195,698 13,859,645 SH   DFND 1,5 1,245 0 13,858,400
TCF FINL CORP COM 872275102 12,807 906,988 SH   DFND 6 906,988 0 0
TCF FINL CORP COM 872275102 3,132 221,780 SH   DFND 7 221,780 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 25,985 748,626 SH   DFND 1,5 450 0 748,176
TE CONNECTIVITY LTD REG SHS H84989104 331,140 5,125,215 SH   DFND 1,5 222,338 0 4,902,877
TE CONNECTIVITY LTD REG SHS H84989104 1,053 16,300 SH   DFND 1,9 0 0 16,300
TE CONNECTIVITY LTD REG SHS H84989104 8,319 128,756 SH   DFND 2 128,756 0 0
TE CONNECTIVITY LTD REG SHS H84989104 12,990 201,053 SH   DFND 3 201,053 0 0
TE CONNECTIVITY LTD REG SHS H84989104 963 14,908 SH   DFND 6 14,908 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 96,412 2,196,663 SH   DFND 1,5 1,083 0 2,195,580
TEAM HEALTH HOLDINGS INC COM 87817A107 23,777 541,730 SH   DFND 6 541,730 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 3,163 72,060 SH   DFND 7 72,060 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 31,790 724,300 SH   DFND 11 724,300 0 0
TEAM INC COM 878155100 33,361 1,043,850 SH   DFND 6 992,850 0 51,000
TEAM INC COM 878155100 8,986 281,163 SH   DFND 7 246,763 0 34,400
TECH DATA CORP COM 878237106 248,610 3,745,250 SH   DFND 1,5 8,877 0 3,736,373
TECK RESOURCES LTD CL B 878742204 2,630 681,490 SH   DFND 1,5 0 0 681,490
TECK RESOURCES LTD CL B 878742204 113 29,270 SH   DFND 6 970 0 28,300
TECK RESOURCES LTD CL B 878742204 22,955 5,948,100 SH   DFND 11 4,980,000 0 968,100
TECO ENERGY INC COM 872375100 2,089 78,402 SH   DFND 2 78,402 0 0
TECO ENERGY INC COM 872375100 1,035 38,840 SH   DFND 3 38,840 0 0
TECO ENERGY INC COM 872375100 174,158 6,535,000 SH   DFND 11 6,535,000 0 0
TEEKAY CORPORATION COM Y8564W103 4,138 419,300 SH   DFND 1,5 0 0 419,300
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 4,374 332,600 SH   DFND 1,5 0 0 332,600
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 4,779 737,500 SH   DFND 1,5 0 0 737,500
TEEKAY TANKERS LTD CL A Y8565N102 5,267 765,550 SH   DFND 1,5 1,550 0 764,000
TEGNA INC COM 87901J105 20,799 815,000 SH   DFND 1,5 77,900 0 737,100
TEGNA INC COM 87901J105 1,886 73,890 SH   DFND 2 73,890 0 0
TEGNA INC COM 87901J105 699 27,410 SH   DFND 3 27,410 0 0
TEJON RANCH CO COM 879080109 7,545 394,000 SH   DFND 1,5 35,300 0 358,700
TELADOC INC COM 87918A105 50,446 2,808,822 SH   DFND 1,5 127,299 0 2,681,523
TELADOC INC COM 87918A105 485 27,000 SH   DFND 6 27,000 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 19,000 1,182,313 SH   DFND 1,5 42,056 0 1,140,257
TELEDYNE TECHNOLOGIES INC COM 879360105 316,983 3,573,658 SH   DFND 1,5 42,653 0 3,531,005
TELEDYNE TECHNOLOGIES INC COM 879360105 10,176 114,720 SH   DFND 6 114,720 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 4,437 50,020 SH   DFND 7 50,020 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 12,845 6,020,000 PRN   DFND 1,5 0 0 0
TELEFLEX INC COM 879369106 152,850 1,162,800 SH   DFND 1,5 14,000 0 1,148,800
TELEFLEX INC COM 879369106 18,736 142,533 SH   DFND 6 142,533 0 0
TELEFLEX INC COM 879369106 4,773 36,310 SH   DFND 7 36,310 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 3,247 359,600 SH   DFND 1,5 0 0 359,600
TELEFONICA S A SPONSORED ADR 879382208 212 19,194 SH   DFND 1,5 0 0 19,194
TELEPHONE & DATA SYS INC COM NEW 879433829 65,464 2,528,532 SH   DFND 1,5 0 0 2,528,532
TELEPHONE & DATA SYS INC COM NEW 879433829 6,143 237,280 SH   DFND 6 237,280 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,054 40,730 SH   DFND 7 40,730 0 0
TELIGENT INC NEW COM 87960W104 3,426 384,900 SH   DFND 1,5 0 0 384,900
TELIGENT INC NEW COM 87960W104 6,363 714,900 SH   DFND 6 714,900 0 0
TELIGENT INC NEW COM 87960W104 2,761 310,230 SH   DFND 7 310,230 0 0
TELUS CORP COM 87971M103 11,462 414,520 SH   DFND 1,5 0 0 414,520
TELUS CORP COM 87971M103 4,812 174,031 SH   DFND 6 114,269 0 59,762
TELUS CORP COM 87971M103 4,227 152,866 SH   DFND 7 152,866 0 0
TELUS CORP COM 87971M103 432,296 15,634,276 SH   DFND 11 13,301,076 0 2,333,200
TEMPUR SEALY INTL INC COM 88023U101 157,324 2,232,818 SH   DFND 1,5 23,851 0 2,208,967
TEMPUR SEALY INTL INC COM 88023U101 303 4,300 SH   DFND 6 4,300 0 0
TENARIS S A SPONSORED ADR 88031M109 1,066 44,800 SH   DFND 1,5 0 0 44,800
TENET HEALTHCARE CORP COM NEW 88033G407 118,975 3,926,559 SH   DFND 1,5 12,250 0 3,914,309
TENET HEALTHCARE CORP COM NEW 88033G407 1,007 33,220 SH   DFND 2 33,220 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 715 23,588 SH   DFND 3 23,588 0 0
TENNECO INC COM 880349105 290,143 6,319,830 SH   DFND 1,5 81,565 0 6,238,265
TENNECO INC COM 880349105 24,772 539,577 SH   DFND 6 506,877 0 32,700
TENNECO INC COM 880349105 16,423 357,725 SH   DFND 7 332,925 0 24,800
TERADATA CORP DEL COM 88076W103 2,763 104,569 SH   DFND 1,5 212 0 104,357
TERADATA CORP DEL COM 88076W103 1,171 44,329 SH   DFND 2 44,329 0 0
TERADATA CORP DEL COM 88076W103 513 19,404 SH   DFND 3 19,404 0 0
TERADYNE INC COM 880770102 232 11,200 SH   DFND 1,5 11,200 0 0
TEREX CORP NEW COM 880779103 23,322 1,262,000 SH   DFND 1,5 115,800 0 1,146,200
TERRAFORM PWR INC CL A COM 88104R100 9,639 766,200 SH   DFND 1,5 0 0 766,200
TERRENO RLTY CORP COM 88146M101 132,156 5,842,447 SH   DFND 1,5 2,030,811 0 3,811,636
TERRENO RLTY CORP COM 88146M101 10,331 456,700 SH   DFND 6 456,700 0 0
TERRENO RLTY CORP COM 88146M101 4,466 197,436 SH   DFND 7 20,500 0 176,936
TESARO INC COM 881569107 295,365 5,645,352 SH   DFND 1,5 28,394 0 5,616,958
TESARO INC COM 881569107 16,533 315,997 SH   DFND 6 315,997 0 0
TESARO INC COM 881569107 2,731 52,200 SH   DFND 7 52,200 0 0
TESCO CORP COM 88157K101 22,800 3,149,216 SH   DFND 1,5 0 0 3,149,216
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 8,439 9,210,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 3,044,432 12,684,605 SH   DFND 1,5 687,023 0 11,997,582
TESLA MTRS INC COM 88160R101 126,581 527,400 SH   DFND 1,9 0 0 527,400
TESLA MTRS INC COM 88160R101 4,477 18,654 SH   DFND 3 18,654 0 0
TESLA MTRS INC COM 88160R101 10,745 44,771 SH   DFND 6 44,771 0 0
TESLA MTRS INC COM 88160R101 9,600 40,000 SH   DFND 11 40,000 0 0
TESORO CORP COM 881609101 341,305 3,239,112 SH   DFND 1,5 249,297 0 2,989,815
TESORO CORP COM 881609101 4,228 40,126 SH   DFND 2 40,126 0 0
TESORO CORP COM 881609101 2,794 26,518 SH   DFND 3 26,518 0 0
TESORO CORP COM 881609101 3,446 32,705 SH   DFND 7 32,705 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 2,938 58,396 SH   DFND 1,5 0 0 58,396
TESSCO TECHNOLOGIES INC COM 872386107 11,996 616,140 SH   DFND 1,5 55,090 0 561,050
TETRA TECHNOLOGIES INC DEL COM 88162F105 11,043 1,468,485 SH   DFND 1,5 0 0 1,468,485
TETRAPHASE PHARMACEUTICALS I COM 88165N105 21,543 2,147,834 SH   DFND 1,5 600 0 2,147,234
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 18,594 11,910,000 PRN   DFND 1,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,059,987 77,086,943 SH   DFND 1,5 2,603,106 0 74,483,837
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 154,792 2,358,200 SH   DFND 1,10 33,000 0 2,325,200
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 12,087 184,134 SH   DFND 3 184,134 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 121,379 1,849,160 SH   DFND 6 1,423,195 0 425,965
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 140,100 2,134,371 SH   DFND 7 1,126,672 0 1,007,699
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 112,578 1,715,083 SH   DFND 11 1,715,083 0 0
TEXAS INSTRS INC COM 882508104 267,269 4,876,278 SH   DFND 1,5 781,500 0 4,094,778
TEXAS INSTRS INC COM 882508104 18,531 338,103 SH   DFND 2 338,103 0 0
TEXAS INSTRS INC COM 882508104 14,682 267,868 SH   DFND 3 267,868 0 0
TEXAS ROADHOUSE INC COM 882681109 94,119 2,631,227 SH   DFND 1,5 127 0 2,631,100
TEXTRON INC COM 883203101 483,461 11,508,238 SH   DFND 1,5 167,643 0 11,340,595
TEXTRON INC COM 883203101 3,832 91,214 SH   DFND 2 91,214 0 0
TEXTRON INC COM 883203101 980 23,327 SH   DFND 3 23,327 0 0
TEXTRON INC COM 883203101 6,358 151,337 SH   DFND 6 114,937 0 36,400
TEXTRON INC COM 883203101 10,783 256,671 SH   DFND 7 152,471 0 104,200
TEXTURA CORP COM 883211104 38,678 1,792,303 SH   DFND 1,5 5,100 0 1,787,203
TEXTURA CORP COM 883211104 28,630 1,326,700 SH   DFND 1,9 0 0 1,326,700
TFS FINL CORP COM 87240R107 50,420 2,677,648 SH   DFND 1,5 0 0 2,677,648
TFS FINL CORP COM 87240R107 9,887 525,060 SH   DFND 6 525,060 0 0
TFS FINL CORP COM 87240R107 4,234 224,830 SH   DFND 7 224,830 0 0
TG THERAPEUTICS INC COM 88322Q108 74,709 6,262,307 SH   DFND 1,5 0 0 6,262,307
THE ADT CORPORATION COM 00101J106 126,814 3,845,174 SH   DFND 1,5 655 0 3,844,519
THE ADT CORPORATION COM 00101J106 1,813 54,973 SH   DFND 2 54,973 0 0
THE ADT CORPORATION COM 00101J106 320 9,689 SH   DFND 3 9,689 0 0
THE ADT CORPORATION COM 00101J106 3,028 91,815 SH   DFND 6 91,815 0 0
THERAPEUTICSMD INC COM 88338N107 275,007 26,519,506 SH   DFND 1,5 28,718 0 26,490,788
THERAPEUTICSMD INC COM 88338N107 1,625 156,700 SH   DFND 6 156,700 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 29,450 1,796,810 SH   DFND 1,5 0 0 1,796,810
THERAVANCE INC COM 88338T104 185,455 17,595,372 SH   DFND 1,5 1 0 17,595,371
THERAVANCE INC COM 88338T104 195 18,500 SH   DFND 6 18,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 970,339 6,840,599 SH   DFND 1,5 243,980 0 6,596,619
THERMO FISHER SCIENTIFIC INC COM 883556102 18,869 133,019 SH   DFND 2 133,019 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 17,512 123,452 SH   DFND 3 123,452 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 18,242 128,600 SH   DFND 6 59,210 0 69,390
THERMO FISHER SCIENTIFIC INC COM 883556102 62,502 440,619 SH   DFND 7 203,556 0 237,063
THERMO FISHER SCIENTIFIC INC COM 883556102 76,215 537,292 SH   DFND 11 537,292 0 0
THOMSON REUTERS CORP COM 884903105 292 7,713 SH   DFND 6 7,513 0 200
THOMSON REUTERS CORP COM 884903105 47,160 1,245,100 SH   DFND 11 1,245,100 0 0
THOMSON REUTERS CORP COM 884903105 735 19,401 SH   DFND   19,401 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 189 393,754 SH   DFND 1,5 0 0 393,754
TIDEWATER INC COM 886423102 49,033 7,045,000 SH   DFND 1,5 0 0 7,045,000
TIFFANY & CO NEW COM 886547108 89,770 1,176,700 SH   DFND 1,5 39,300 0 1,137,400
TIFFANY & CO NEW COM 886547108 2,836 37,178 SH   DFND 2 37,178 0 0
TIFFANY & CO NEW COM 886547108 1,174 15,384 SH   DFND 3 15,384 0 0
TILE SHOP HLDGS INC COM 88677Q109 403 24,600 SH   DFND 1,5 500 0 24,100
TILE SHOP HLDGS INC COM 88677Q109 2,163 131,900 SH   DFND 6 131,900 0 0
TILE SHOP HLDGS INC COM 88677Q109 1,055 64,300 SH   DFND 7 64,300 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,091 128,700 SH   DFND 1,5 0 0 128,700
TIME INC NEW COM 887228104 3,706 236,487 SH   DFND 1,5 43,856 0 192,631
TIME WARNER CABLE INC COM 88732J207 217,595 1,172,452 SH   DFND 1,5 190,283 0 982,169
TIME WARNER CABLE INC COM 88732J207 17,518 94,390 SH   DFND 2 94,390 0 0
TIME WARNER CABLE INC COM 88732J207 11,284 60,803 SH   DFND 3 60,803 0 0
TIME WARNER CABLE INC COM 88732J207 13,763 74,160 SH   DFND 6 74,160 0 0
TIME WARNER CABLE INC COM 88732J207 31,560 170,050 SH   DFND 7 170,050 0 0
TIME WARNER INC COM NEW 887317303 549,218 8,492,621 SH   DFND 1,5 62,827 0 8,429,794
TIME WARNER INC COM NEW 887317303 17,232 266,466 SH   DFND 2 266,466 0 0
TIME WARNER INC COM NEW 887317303 14,987 231,748 SH   DFND 3 231,748 0 0
TIME WARNER INC COM NEW 887317303 26,364 407,663 SH   DFND 6 389,213 0 18,450
TIME WARNER INC COM NEW 887317303 69,148 1,069,251 SH   DFND 7 600,136 0 469,115
TITAN MACHY INC COM 88830R101 35,347 3,233,984 SH   DFND 1,5 106,700 0 3,127,284
TJX COS INC NEW COM 872540109 2,999,255 42,296,639 SH   DFND 1,5 2,340,220 0 39,956,419
TJX COS INC NEW COM 872540109 15,824 223,154 SH   DFND 2 223,154 0 0
TJX COS INC NEW COM 872540109 15,776 222,473 SH   DFND 3 222,473 0 0
TJX COS INC NEW COM 872540109 21,535 303,693 SH   DFND 6 149,788 0 153,905
TJX COS INC NEW COM 872540109 91,282 1,287,293 SH   DFND 7 589,913 0 697,380
TOBIRA THERAPEUTICS INC COM 88883P101 15,479 1,540,248 SH   DFND 1,5 0 0 1,540,248
TOKAI PHARMACEUTICALS INC COM 88907J107 5,014 575,000 SH   DFND 1,5 0 0 575,000
TOLL BROTHERS INC COM 889478103 185,767 5,578,582 SH   DFND 1,5 171,232 0 5,407,350
TOPBUILD CORP COM 89055F103 3,652 118,675 SH   DFND 1,5 22,203 0 96,472
TORCHMARK CORP COM 891027104 206,848 3,618,746 SH   DFND 1,5 170,762 0 3,447,984
TORCHMARK CORP COM 891027104 2,185 38,228 SH   DFND 2 38,228 0 0
TORCHMARK CORP COM 891027104 4,149 72,588 SH   DFND 3 72,588 0 0
TORO CO COM 891092108 24,552 336,000 SH   DFND 1,5 0 0 336,000
TORONTO DOMINION BK ONT COM NEW 891160509 110,434 2,817,256 SH   DFND 1,5 236 0 2,817,020
TORONTO DOMINION BK ONT COM NEW 891160509 22,304 569,000 SH   DFND 1,9 0 0 569,000
TORONTO DOMINION BK ONT COM NEW 891160509 45,643 1,164,386 SH   DFND 6 646,546 0 517,840
TORONTO DOMINION BK ONT COM NEW 891160509 44,311 1,130,396 SH   DFND 7 920,250 0 210,146
TORONTO DOMINION BK ONT COM NEW 891160509 1,876,868 47,880,212 SH   DFND 11 43,092,641 0 4,787,571
TORONTO DOMINION BK ONT COM NEW 891160509 2,061 52,567 SH   DFND   2 0 52,565
TOTAL S A SPONSORED ADR 89151E109 5,046 112,267 SH   DFND 1,5 0 0 112,267
TOTAL S A SPONSORED ADR 89151E109 3,704 82,397 SH   DFND 3 82,397 0 0
TOTAL S A SPONSORED ADR 89151E109 316 7,033 SH   DFND 11 7,033 0 0
TOTAL SYS SVCS INC COM 891906109 555,846 11,161,566 SH   DFND 1,5 160,443 0 11,001,123
TOTAL SYS SVCS INC COM 891906109 38,884 780,800 SH   DFND 1,9 0 0 780,800
TOTAL SYS SVCS INC COM 891906109 2,810 56,418 SH   DFND 2 56,418 0 0
TOTAL SYS SVCS INC COM 891906109 1,368 27,469 SH   DFND 3 27,469 0 0
TOTAL SYS SVCS INC COM 891906109 15,513 311,506 SH   DFND 6 311,506 0 0
TOTAL SYS SVCS INC COM 891906109 15,244 306,111 SH   DFND 7 306,111 0 0
TOWERS WATSON & CO CL A 891894107 60,428 470,404 SH   DFND 1,5 9,004 0 461,400
TOWERSTREAM CORP COM 892000100 3,782 9,954,173 SH   DFND 1,5 0 0 9,954,173
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 9,771 79,417 SH   DFND 1,5 0 0 79,417
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 887 7,207 SH   DFND 3 7,207 0 0
TPG SPECIALTY LENDING INC COM 87265K102 55,801 3,440,263 SH   DFND 1,5 96,922 0 3,343,341
TPG SPECIALTY LENDING INC COM 87265K102 386 23,819 SH   DFND 6 23,819 0 0
TRACTOR SUPPLY CO COM 892356106 18,938 221,500 SH   DFND 1,5 100 0 221,400
TRACTOR SUPPLY CO COM 892356106 3,828 44,773 SH   DFND 2 44,773 0 0
TRACTOR SUPPLY CO COM 892356106 1,502 17,570 SH   DFND 3 17,570 0 0
TRANSCANADA CORP COM 89353D107 727 22,258 SH   DFND 6 22,093 0 165
TRANSCANADA CORP COM 89353D107 164,339 5,032,000 SH   DFND 11 5,032,000 0 0
TRANSCANADA CORP COM 89353D107 297 9,100 SH   DFND   9,100 0 0
TRANSDIGM GROUP INC COM 893641100 510,356 2,233,995 SH   DFND 1,5 82,403 0 2,151,592
TRANSGENOMIC INC COM NEW 89365K305 268 250,000 SH   DFND 1,5 0 0 250,000
TRANSITION THERAPEUTICS INC COM NEW 893716209 10,455 5,445,407 SH   DFND 1,5 905,133 0 4,540,274
TRANSOCEAN LTD REG SHS H8817H100 1,411 113,959 SH   DFND 2 113,959 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,068 86,289 SH   DFND 3 86,289 0 0
TRAVELERS COMPANIES INC COM 89417E109 471,464 4,177,427 SH   DFND 1,5 47,561 0 4,129,866
TRAVELERS COMPANIES INC COM 89417E109 11,444 101,396 SH   DFND 2 101,396 0 0
TRAVELERS COMPANIES INC COM 89417E109 21,570 191,121 SH   DFND 3 191,121 0 0
TRAVELERS COMPANIES INC COM 89417E109 9,722 86,138 SH   DFND 6 67,938 0 18,200
TRAVELERS COMPANIES INC COM 89417E109 16,747 148,385 SH   DFND 7 96,985 0 51,400
TRAVELPORT WORLDWIDE LTD SHS G9019D104 217,911 16,892,333 SH   DFND 1,5 1,800 0 16,890,533
TRAVELPORT WORLDWIDE LTD SHS G9019D104 21,068 1,633,200 SH   DFND 1,9 0 0 1,633,200
TREEHOUSE FOODS INC COM 89469A104 37,700 480,500 SH   DFND 1,5 0 0 480,500
TREEHOUSE FOODS INC COM 89469A104 3,593 45,793 SH   DFND 6 45,793 0 0
TREEHOUSE FOODS INC COM 89469A104 1,577 20,100 SH   DFND 7 20,100 0 0
TREVENA INC COM 89532E109 79,576 7,578,648 SH   DFND 1,5 115,805 0 7,462,843
TREVENA INC COM 89532E109 426 40,600 SH   DFND 6 40,600 0 0
TREX CO INC COM 89531P105 13,576 356,900 SH   DFND 1,5 4,766 0 352,134
TREX CO INC COM 89531P105 487 12,800 SH   DFND 6 12,800 0 0
TRIBUNE MEDIA CO CL A 896047503 3,623 107,170 SH   DFND 1,5 5,000 0 102,170
TRIBUNE PUBG CO COM 896082104 1,898 205,883 SH   DFND 1,5 40,424 0 165,459
TRICO BANCSHARES COM 896095106 11,003 401,001 SH   DFND 1,5 38,117 0 362,884
TRIMAS CORP COM NEW 896215209 105,171 5,639,194 SH   DFND 1,5 169,751 0 5,469,443
TRIMBLE NAVIGATION LTD COM 896239100 226,643 10,566,091 SH   DFND 1,5 284,400 0 10,281,691
TRIMBLE NAVIGATION LTD COM 896239100 106,403 4,960,514 SH   DFND 1,9 0 0 4,960,514
TRINET GROUP INC COM 896288107 76,298 3,943,036 SH   DFND 1,5 33,100 0 3,909,936
TRINSEO S A SHS L9340P101 18,315 649,477 SH   DFND 1,5 508,244 0 141,233
TRIO TECH INTL COM NEW 896712205 828 287,500 SH   DFND 1,5 27,600 0 259,900
TRIPADVISOR INC COM 896945201 474,577 5,566,891 SH   DFND 1,5 377,262 0 5,189,629
TRIPADVISOR INC COM 896945201 3,211 37,660 SH   DFND 2 37,660 0 0
TRIPADVISOR INC COM 896945201 330 3,875 SH   DFND 3 3,875 0 0
TRIPLE-S MGMT CORP CL B 896749108 55,670 2,328,300 SH   DFND 1,5 262,200 0 2,066,100
TRIUMPH GROUP INC NEW COM 896818101 19,270 484,777 SH   DFND 1,5 16,133 0 468,644
TRIUMPH GROUP INC NEW COM 896818101 3,617 91,000 SH   DFND 6 61,950 0 29,050
TRIUMPH GROUP INC NEW COM 896818101 1,565 39,380 SH   DFND 7 24,080 0 15,300
TRIVASCULAR TECHNOLOGIES INC COM 89685A102 16,958 2,550,000 SH   DFND 1,5 0 0 2,550,000
TRONOX LTD SHS CL A Q9235V101 23,283 5,954,672 SH   DFND 1,5 236,637 0 5,718,035
TRONOX LTD SHS CL A Q9235V101 195 49,805 SH   DFND 6 49,805 0 0
TRUEBLUE INC COM 89785X101 7,625 295,993 SH   DFND 1,5 71,593 0 224,400
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 11,441 1,444,600 SH   DFND 1,5 69,600 0 1,375,000
TTM TECHNOLOGIES INC COM 87305R109 57,853 8,886,720 SH   DFND 1,5 100,191 0 8,786,529
TUNIU CORP SPONSORED ADS CL 89977P106 16,283 1,018,957 SH   DFND 1,5 1,868 0 1,017,089
TUNIU CORP SPONSORED ADS CL 89977P106 31,514 1,972,082 SH   DFND 1,9 0 0 1,972,082
TUPPERWARE BRANDS CORP COM 899896104 279,176 5,016,645 SH   DFND 1,5 138,345 0 4,878,300
TUPPERWARE BRANDS CORP COM 899896104 4,814 86,499 SH   DFND 3 86,499 0 0
TUPPERWARE BRANDS CORP COM 899896104 7,286 130,920 SH   DFND 6 118,620 0 12,300
TUPPERWARE BRANDS CORP COM 899896104 3,594 64,590 SH   DFND 7 47,290 0 17,300
TUTOR PERINI CORP COM 901109108 11,407 681,400 SH   DFND 1,5 62,500 0 618,900
TWENTY FIRST CENTY FOX INC CL A 90130A101 252,205 9,285,895 SH   DFND 1,5 321,588 0 8,964,307
TWENTY FIRST CENTY FOX INC CL B 90130A200 46,059 1,691,488 SH   DFND 1,5 29,599 0 1,661,889
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,598 390,211 SH   DFND 2 390,211 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,913 143,719 SH   DFND 2 143,719 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,281 47,043 SH   DFND 3 47,043 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,423 236,479 SH   DFND 3 236,479 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,187 375,059 SH   DFND 6 193,159 0 181,900
TWENTY FIRST CENTY FOX INC CL A 90130A101 42,760 1,574,386 SH   DFND 7 802,896 0 771,490
TWITTER INC COM 90184L102 502,409 21,711,695 SH   DFND 1,5 2,146,558 0 19,565,137
TWITTER INC NOTE 0.250% 9/1 90184LAB8 53,460 62,940,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 53,697 64,260,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 3,075 132,900 SH   DFND 1,9 0 0 132,900
TWITTER INC COM 90184L102 5,503 237,800 SH   DFND 6 237,800 0 0
TWITTER INC COM 90184L102 5,865 253,472 SH   DFND 7 0 0 253,472
TWO HBRS INVT CORP COM 90187B101 83,067 10,255,221 SH   DFND 1,5 10,119 0 10,245,102
TYCO INTL PLC SHS G91442106 71,876 2,253,879 SH   DFND 1,5 24,821 0 2,229,058
TYCO INTL PLC SHS G91442106 4,493 140,904 SH   DFND 2 140,904 0 0
TYCO INTL PLC SHS G91442106 2,015 63,193 SH   DFND 3 63,193 0 0
TYLER TECHNOLOGIES INC COM 902252105 69,111 396,459 SH   DFND 1,5 19,875 0 376,584
TYSON FOODS INC UNIT 99/99/9999 902494301 48,544 800,000 SH   DFND 1,5 0 0 800,000
TYSON FOODS INC CL A 902494103 50,177 940,881 SH   DFND 1,5 168,741 0 772,140
TYSON FOODS INC CL A 902494103 5,255 98,538 SH   DFND 2 98,538 0 0
TYSON FOODS INC CL A 902494103 6,220 116,636 SH   DFND 3 116,636 0 0
U S PHYSICAL THERAPY INC COM 90337L108 19,001 353,971 SH   DFND 1,5 13,671 0 340,300
U S PHYSICAL THERAPY INC COM 90337L108 8,954 166,794 SH   DFND 6 166,794 0 0
U S PHYSICAL THERAPY INC COM 90337L108 3,923 73,080 SH   DFND 7 73,080 0 0
UBIQUITI NETWORKS INC COM 90347A100 932 29,400 SH   DFND 1,5 29,400 0 0
UBS GROUP AG SHS H42097107 644,454 33,244,809 SH   DFND 1,5 1,831,767 0 31,413,042
UBS GROUP AG SHS H42097107 26,764 1,379,606 SH   DFND 1,10 22,890 0 1,356,716
UBS GROUP AG SHS H42097107 1,011 52,137 SH   DFND 2 0 0 52,137
UBS GROUP AG SHS H42097107 79,204 4,082,810 SH   DFND 6 2,642,508 0 1,440,302
UBS GROUP AG SHS H42097107 76,902 3,964,847 SH   DFND 7 2,309,510 0 1,655,337
UDR INC COM 902653104 737,204 19,622,156 SH   DFND 1,5 8,917,515 0 10,704,641
UDR INC COM 902653104 41,697 1,109,851 SH   DFND 6 1,109,851 0 0
UDR INC COM 902653104 19,844 528,200 SH   DFND 7 107,300 0 420,900
UFP TECHNOLOGIES INC COM 902673102 2,382 100,000 SH   DFND 1,5 100,000 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 471,157 2,546,793 SH   DFND 1,5 94,984 0 2,451,809
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,110 6,000 SH   DFND 6 6,000 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 470,368 2,405,849 SH   DFND 1,5 141,055 0 2,264,794
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,036 5,300 SH   DFND 1,9 0 0 5,300
ULTRA PETROLEUM CORP COM 903914109 5,063 2,025,000 SH   DFND 1,5 295,900 0 1,729,100
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 652,393 5,815,595 SH   DFND 1,5 271,637 0 5,543,958
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 483 4,307 SH   DFND 3 4,307 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 341 3,040 SH   DFND 6 3,040 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 450 4,284,794 SH   DFND 1,5 0 0 4,284,794
ULTRAPETROL BAHAMAS LTD COM P94398107 6 55,485 SH   DFND 1,10 55,485 0 0
ULTRATECH INC COM 904034105 527 26,600 SH   DFND 1,9 0 0 26,600
UMB FINL CORP COM 902788108 140,142 3,010,578 SH   DFND 1,5 21,115 0 2,989,463
UMH PPTYS INC CV RED PFD-A 903002202 18,280 712,131 SH   DFND 1,5 0 0 712,131
UNDER ARMOUR INC CL A 904311107 1,148,461 14,247,127 SH   DFND 1,5 1,150,252 0 13,096,875
UNDER ARMOUR INC CL A 904311107 4,839 60,033 SH   DFND 2 60,033 0 0
UNDER ARMOUR INC CL A 904311107 1,157 14,359 SH   DFND 3 14,359 0 0
UNDER ARMOUR INC CL A 904311107 1,435 17,800 SH   DFND 6 17,800 0 0
UNIFI INC COM NEW 904677200 5,486 194,901 SH   DFND 1,5 127 0 194,774
UNIFIRST CORP MASS COM 904708104 30,662 294,263 SH   DFND 1,5 63 0 294,200
UNILEVER N V N Y SHS NEW 904784709 9,746 224,972 SH   DFND 1,5 0 0 224,972
UNILEVER N V N Y SHS NEW 904784709 653 15,075 SH   DFND 3 15,075 0 0
UNILEVER PLC SPON ADR NEW 904767704 731 16,963 SH   DFND 3 16,963 0 0
UNION BANKSHARES CORP NEW COM 90539J109 490 19,403 SH   DFND 3 19,403 0 0
UNION PAC CORP COM 907818108 774,346 9,902,128 SH   DFND 1,5 1,217,956 0 8,684,172
UNION PAC CORP COM 907818108 22,262 284,678 SH   DFND 2 284,678 0 0
UNION PAC CORP COM 907818108 12,903 164,997 SH   DFND 3 164,997 0 0
UNION PAC CORP COM 907818108 2,388 30,540 SH   DFND 6 21,640 0 8,900
UNION PAC CORP COM 907818108 13,402 171,380 SH   DFND 7 3,610 0 167,770
UNIQURE NV SHS N90064101 30,673 1,854,464 SH   DFND 1,5 12,809 0 1,841,655
UNIQURE NV SHS N90064101 5,710 345,240 SH   DFND 6 345,240 0 0
UNIQURE NV SHS N90064101 1,066 64,420 SH   DFND 7 64,420 0 0
UNISYS CORP COM NEW 909214306 81,080 7,337,543 SH   DFND 1,5 60,230 0 7,277,313
UNISYS CORP COM NEW 909214306 1,685 152,514 SH   DFND 6 152,514 0 0
UNIT CORP COM 909218109 78,128 6,403,900 SH   DFND 1,5 1,683,100 0 4,720,800
UNITED BANKSHARES INC WEST V COM 909907107 241 6,511 SH   DFND 3 6,511 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 23,454 1,203,383 SH   DFND 1,5 44,183 0 1,159,200
UNITED CONTL HLDGS INC COM 910047109 796,225 13,895,727 SH   DFND 1,5 1,792,294 0 12,103,433
UNITED CONTL HLDGS INC COM 910047109 7,120 124,257 SH   DFND 2 124,257 0 0
UNITED CONTL HLDGS INC COM 910047109 2,710 47,290 SH   DFND 3 47,290 0 0
UNITED CONTL HLDGS INC COM 910047109 4,701 82,046 SH   DFND 6 82,046 0 0
UNITED CONTL HLDGS INC COM 910047109 3,662 63,907 SH   DFND 7 63,907 0 0
UNITED NAT FOODS INC COM 911163103 113,802 2,891,312 SH   DFND 1,5 76,700 0 2,814,612
UNITED NAT FOODS INC COM 911163103 5,215 132,500 SH   DFND 6 132,500 0 0
UNITED NAT FOODS INC COM 911163103 1,791 45,500 SH   DFND 7 45,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,565,702 16,270,419 SH   DFND 1,5 973,908 0 15,296,511
UNITED PARCEL SERVICE INC CL B 911312106 22,328 232,024 SH   DFND 2 232,024 0 0
UNITED PARCEL SERVICE INC CL B 911312106 43,922 456,429 SH   DFND 3 456,429 0 0
UNITED PARCEL SERVICE INC CL B 911312106 33,530 348,440 SH   DFND 6 256,920 0 91,520
UNITED PARCEL SERVICE INC CL B 911312106 102,178 1,061,806 SH   DFND 7 384,609 0 677,197
UNITED RENTALS INC COM 911363109 430,038 5,928,288 SH   DFND 1,5 517,838 0 5,410,450
UNITED RENTALS INC COM 911363109 2,244 30,940 SH   DFND 2 30,940 0 0
UNITED RENTALS INC COM 911363109 481 6,625 SH   DFND 3 6,625 0 0
UNITED RENTALS INC COM 911363109 914 12,600 SH   DFND 6 12,600 0 0
UNITED RENTALS INC COM 911363109 421 5,800 SH   DFND 7 5,800 0 0
UNITED STATES CELLULAR CORP COM 911684108 6,207 152,100 SH   DFND 1,5 0 0 152,100
UNITED STATES OIL FUND LP UNITS 91232N108 1,183 107,500 SH   DFND 1,5 38,700 0 68,800
UNITED STATES STL CORP NEW COM 912909108 399 50,002 SH   DFND   50,002 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,086,863 11,313,241 SH   DFND 1,5 331,273 0 10,981,968
UNITED TECHNOLOGIES CORP COM 913017109 26,414 274,948 SH   DFND 2 274,948 0 0
UNITED TECHNOLOGIES CORP COM 913017109 32,002 333,111 SH   DFND 3 333,111 0 0
UNITED TECHNOLOGIES CORP COM 913017109 28,472 296,370 SH   DFND 6 245,180 0 51,190
UNITED TECHNOLOGIES CORP COM 913017109 114,125 1,187,931 SH   DFND 7 487,463 0 700,468
UNITED TECHNOLOGIES CORP COM 913017109 1,153 12,000 SH   DFND 11 12,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 690,864 4,411,369 SH   DFND 1,5 27,981 0 4,383,388
UNITEDHEALTH GROUP INC COM 91324P102 6,326,075 53,774,862 SH   DFND 1,5 3,702,324 0 50,072,538
UNITEDHEALTH GROUP INC COM 91324P102 37,371 317,670 SH   DFND 2 317,670 0 0
UNITEDHEALTH GROUP INC COM 91324P102 18,780 159,641 SH   DFND 3 159,641 0 0
UNITEDHEALTH GROUP INC COM 91324P102 32,177 273,517 SH   DFND 6 142,517 0 131,000
UNITEDHEALTH GROUP INC COM 91324P102 129,147 1,097,818 SH   DFND 7 576,100 0 521,718
UNIVERSAL CORP VA COM 913456109 119,351 2,128,224 SH   DFND 1,5 118,445 0 2,009,779
UNIVERSAL DISPLAY CORP COM 91347P105 1,541 28,300 SH   DFND 1,9 0 0 28,300
UNIVERSAL ELECTRS INC COM 913483103 17,685 344,409 SH   DFND 1,5 200 0 344,209
UNIVERSAL FST PRODS INC COM 913543104 16,424 240,224 SH   DFND 1,5 224 0 240,000
UNIVERSAL HLTH SVCS INC CL B 913903100 473,937 3,966,331 SH   DFND 1,5 53,351 0 3,912,980
UNIVERSAL HLTH SVCS INC CL B 913903100 3,632 30,394 SH   DFND 2 30,394 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 3,132 135,100 SH   DFND 1,5 100 0 135,000
UNIVERSAL SEC INSTRS INC COM NEW 913821302 587 132,000 SH   DFND 1,5 12,000 0 120,000
UNIVERSAL STAINLESS & ALLOY COM 913837100 616 66,312 SH   DFND 1,5 8,800 0 57,512
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 30,050 2,140,290 SH   DFND 1,5 351,300 0 1,788,990
UNUM GROUP COM 91529Y106 725,668 21,798,381 SH   DFND 1,5 1,892,817 0 19,905,564
UNUM GROUP COM 91529Y106 2,701 81,141 SH   DFND 2 81,141 0 0
UNUM GROUP COM 91529Y106 206 6,184 SH   DFND 3 6,184 0 0
URBAN EDGE PPTYS COM 91704F104 141,685 6,042,001 SH   DFND 1,5 234,425 0 5,807,576
URBAN EDGE PPTYS COM 91704F104 30,658 1,307,357 SH   DFND 6 1,307,357 0 0
URBAN EDGE PPTYS COM 91704F104 13,213 563,475 SH   DFND 7 58,325 0 505,150
URBAN OUTFITTERS INC COM 917047102 68,776 3,023,111 SH   DFND 1,5 320,911 0 2,702,200
URBAN OUTFITTERS INC COM 917047102 658 28,936 SH   DFND 2 28,936 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,246 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 3,557,200 83,365,360 SH   DFND 1,5 3,293,062 0 80,072,298
US BANCORP DEL COM NEW 902973304 23,384 548,019 SH   DFND 2 548,019 0 0
US BANCORP DEL COM NEW 902973304 36,966 866,325 SH   DFND 3 866,325 0 0
US BANCORP DEL COM NEW 902973304 25,102 588,278 SH   DFND 6 527,578 0 60,700
US BANCORP DEL COM NEW 902973304 47,316 1,108,878 SH   DFND 7 210,900 0 897,978
US BANCORP DEL COM NEW 902973304 106,986 2,507,300 SH   DFND 11 2,507,300 0 0
US ECOLOGY INC COM 91732J102 26,426 725,192 SH   DFND 1,5 60,655 0 664,537
USANA HEALTH SCIENCES INC COM 90328M107 89,905 703,759 SH   DFND 1,5 303,759 0 400,000
UTAH MED PRODS INC COM 917488108 26,723 456,485 SH   DFND 1,5 71,885 0 384,600
UTI WORLDWIDE INC ORD G87210103 2,848 405,100 SH   DFND 1,5 0 0 405,100
V F CORP COM 918204108 636,059 10,217,821 SH   DFND 1,5 291,059 0 9,926,762
V F CORP COM 918204108 7,076 113,671 SH   DFND 2 113,671 0 0
V F CORP COM 918204108 2,827 45,418 SH   DFND 3 45,418 0 0
V F CORP COM 918204108 6,885 110,601 SH   DFND 6 87,601 0 23,000
V F CORP COM 918204108 10,553 169,520 SH   DFND 7 104,420 0 65,100
VAIL RESORTS INC COM 91879Q109 279,036 2,180,141 SH   DFND 1,5 15,500 0 2,164,641
VALE S A ADR REPSTG PFD 91912E204 21,435 8,406,000 SH   DFND 1,5 284,100 0 8,121,900
VALEANT PHARMACEUTICALS INTL COM 91911K102 707,581 6,965,550 SH   DFND 1,5 222,184 0 6,743,366
VALEANT PHARMACEUTICALS INTL COM 91911K102 16,501 162,390 SH   DFND 6 130,980 0 31,410
VALEANT PHARMACEUTICALS INTL COM 91911K102 26,941 265,125 SH   DFND 7 244,680 0 20,445
VALEANT PHARMACEUTICALS INTL COM 91911K102 180,795 1,779,778 SH   DFND 11 1,553,504 0 226,274
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,834 27,900 SH   DFND   21,000 0 6,900
VALERO ENERGY CORP NEW COM 91913Y100 771,428 10,909,745 SH   DFND 1,5 455,802 0 10,453,943
VALERO ENERGY CORP NEW COM 91913Y100 11,348 160,485 SH   DFND 2 160,485 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,437 105,173 SH   DFND 3 105,173 0 0
VALERO ENERGY CORP NEW COM 91913Y100 471 6,658 SH   DFND 6 6,658 0 0
VALERO ENERGY CORP NEW COM 91913Y100 11,452 161,959 SH   DFND 7 161,959 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,041 43,000 SH   DFND 11 43,000 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 101,648 2,195,900 SH   DFND 1,5 175,000 0 2,020,900
VALIDUS HOLDINGS LTD COM SHS G9319H102 340 7,337 SH   DFND 3 7,337 0 0
VALLEY NATL BANCORP COM 919794107 20,300 2,060,947 SH   DFND 1,5 447 0 2,060,500
VALMONT INDS INC COM 920253101 98,346 927,615 SH   DFND 1,5 65 0 927,550
VALSPAR CORP COM 920355104 119,780 1,444,000 SH   DFND 1,5 0 0 1,444,000
VANDA PHARMACEUTICALS INC COM 921659108 1,397 150,078 SH   DFND 1,5 78 0 150,000
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 13,394 168,324 SH   DFND 6 168,324 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 22,266 223,289 SH   DFND 3 223,289 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 679 8,038 SH   DFND 3 8,038 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 13,294 132,438 SH   DFND 3 132,438 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 295,213 3,128,580 SH   DFND 3 3,128,580 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 17,441 165,599 SH   DFND 3 165,599 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 11,430 102,314 SH   DFND 3 102,314 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 534,429 6,555,801 SH   DFND 3 6,555,801 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 810 6,610 SH   DFND 3 6,610 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 30,247 349,075 SH   DFND 3 349,075 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2,134 17,658 SH   DFND 3 17,658 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,849 48,282 SH   DFND 3 48,282 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 526,375 4,947,597 SH   DFND 3 4,947,597 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,976 15,920 SH   DFND 3 15,920 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,742 21,855 SH   DFND 6 0 0 21,855
VANGUARD INDEX FDS VALUE ETF 922908744 4,055 49,741 SH   DFND 7 49,741 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 743 14,900 SH   DFND 1,5 14,900 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,235 28,165 SH   DFND 3 28,165 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 443 13,542 SH   DFND 3 13,542 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 375,558 7,529,239 SH   DFND 3 7,529,239 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 203 3,574 SH   DFND 3 3,574 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 631 10,850 SH   DFND 3 10,850 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 3,813 49,030 SH   DFND 3 49,030 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 205 4,499 SH   DFND 3 4,499 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,980 81,147 SH   DFND 3 81,147 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 11,440 311,543 SH   DFND 7 311,543 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,162 32,392 SH   DFND 3 32,392 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 219 2,634 SH   DFND 3 2,634 0 0
VANGUARD WORLD FD MEGA CAP INDEX 921910873 224 3,172 SH   DFND 3 3,172 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 202 2,404 SH   DFND 1,5 0 0 2,404
VANGUARD WORLD FDS INF TECH ETF 92204A702 806 7,336 SH   DFND 3 7,336 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 224 2,224 SH   DFND 3 2,224 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 230 1,780 SH   DFND 3 1,780 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 770 5,798 SH   DFND 3 5,798 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 500 10,314 SH   DFND 3 10,314 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 5,481 65,315 SH   DFND 7 65,315 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 9,980 75,108 SH   DFND 7 75,108 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 10,861 107,617 SH   DFND 7 107,617 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 632 6,712 SH   DFND 7 6,712 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 9,256 71,714 SH   DFND 7 71,714 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 3,725 30,395 SH   DFND 7 30,395 0 0
VANTIV INC CL A 92210H105 154,338 3,254,703 SH   DFND 1,5 73,383 0 3,181,320
VANTIV INC CL A 92210H105 30,169 636,200 SH   DFND 1,9 0 0 636,200
VANTIV INC CL A 92210H105 462 9,736 SH   DFND 6 9,736 0 0
VANTIV INC CL A 92210H105 2,343 49,400 SH   DFND 7 49,400 0 0
VARIAN MED SYS INC COM 92220P105 10,650 131,807 SH   DFND 1,5 71,807 0 60,000
VARIAN MED SYS INC COM 92220P105 2,609 32,292 SH   DFND 2 32,292 0 0
VARIAN MED SYS INC COM 92220P105 6,378 78,933 SH   DFND 3 78,933 0 0
VARONIS SYS INC COM 922280102 31,120 1,655,329 SH   DFND 1,5 0 0 1,655,329
VASCULAR SOLUTIONS INC COM 92231M109 16,524 480,500 SH   DFND 1,5 500 0 480,000
VCA INC COM 918194101 152,248 2,768,138 SH   DFND 1,5 20,638 0 2,747,500
VECTOR GROUP LTD FRNT 1/1 92240MAY4 29,777 19,433,000 PRN   DFND 1,5 0 0 0
VECTOR GROUP LTD COM 92240M108 20,583 872,537 SH   DFND 6 872,537 0 0
VECTOR GROUP LTD COM 92240M108 3,317 140,610 SH   DFND 7 140,610 0 0
VECTREN CORP COM 92240G101 224 5,287 SH   DFND 3 5,287 0 0
VECTRUS INC COM 92242T101 1,764 84,452 SH   DFND 1,5 16,002 0 68,450
VEEVA SYS INC CL A COM 922475108 29,228 1,013,100 SH   DFND 1,5 23,000 0 990,100
VENTAS INC COM 92276F100 1,176,673 20,851,909 SH   DFND 1,5 5,808,957 0 15,042,952
VENTAS INC COM 92276F100 6,263 110,983 SH   DFND 2 110,983 0 0
VENTAS INC COM 92276F100 1,896 33,604 SH   DFND 3 33,604 0 0
VENTAS INC COM 92276F100 54,207 960,613 SH   DFND 6 960,613 0 0
VENTAS INC COM 92276F100 26,508 469,745 SH   DFND 7 105,600 0 364,145
VENTAS INC COM 92276F100 6,376 112,990 SH   DFND 11 112,990 0 0
VERA BRADLEY INC COM 92335C106 79,679 5,055,800 SH   DFND 1,5 152,700 0 4,903,100
VERASTEM INC COM 92337C104 6,268 3,369,769 SH   DFND 1,5 800 0 3,368,969
VEREIT INC COM 92339V100 356,516 45,014,608 SH   DFND 1,5 19,210,600 0 25,804,008
VEREIT INC COM 92339V100 20,213 2,552,203 SH   DFND 6 2,552,203 0 0
VEREIT INC COM 92339V100 8,763 1,106,400 SH   DFND 7 114,500 0 991,900
VERIFONE SYS INC COM 92342Y109 122,537 4,373,200 SH   DFND 1,5 467,600 0 3,905,600
VERINT SYS INC COM 92343X100 29,453 726,150 SH   DFND 1,5 350 0 725,800
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 43,966 17,170,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 90,181 1,032,287 SH   DFND 1,5 14,587 0 1,017,700
VERISIGN INC COM 92343E102 2,857 32,705 SH   DFND 2 32,705 0 0
VERISIGN INC COM 92343E102 1,474 16,870 SH   DFND 3 16,870 0 0
VERISK ANALYTICS INC COM 92345Y106 450,642 5,861,625 SH   DFND 1,5 73,650 0 5,787,975
VERISK ANALYTICS INC COM 92345Y106 3,994 51,953 SH   DFND 2 51,953 0 0
VERISK ANALYTICS INC COM 92345Y106 229 2,978 SH   DFND 3 2,978 0 0
VERISK ANALYTICS INC COM 92345Y106 1,935 25,170 SH   DFND 6 25,170 0 0
VERITIV CORP COM 923454102 16,445 454,019 SH   DFND 1,5 14,157 0 439,862
VERIZON COMMUNICATIONS INC COM 92343V104 1,742,935 37,709,551 SH   DFND 1,5 2,289,675 0 35,419,876
VERIZON COMMUNICATIONS INC COM 92343V104 62,681 1,356,152 SH   DFND 2 1,356,152 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 56,564 1,223,793 SH   DFND 3 1,223,793 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 26,102 564,739 SH   DFND 6 514,939 0 49,800
VERIZON COMMUNICATIONS INC COM 92343V104 98,085 2,122,131 SH   DFND 7 1,490,645 0 631,486
VERIZON COMMUNICATIONS INC COM 92343V104 37,706 815,800 SH   DFND 11 815,800 0 0
VERMILION ENERGY INC COM 923725105 34,949 1,285,800 SH   DFND 11 1,285,800 0 0
VERMILLION INC COM NEW 92407M206 11,115 6,175,000 SH   DFND 1,5 0 0 6,175,000
VERSARTIS INC COM 92529L102 54,464 4,395,836 SH   DFND 1,5 188,003 0 4,207,833
VERTEX PHARMACEUTICALS INC COM 92532F100 1,784,524 14,182,020 SH   DFND 1,5 145,719 0 14,036,301
VERTEX PHARMACEUTICALS INC COM 92532F100 10,305 81,897 SH   DFND 2 81,897 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 10,074 80,062 SH   DFND 3 80,062 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 28,048 222,900 SH   DFND 6 210,000 0 12,900
VERTEX PHARMACEUTICALS INC COM 92532F100 55,655 442,306 SH   DFND 7 405,106 0 37,200
VIACOM INC NEW CL B 92553P201 251,429 6,108,587 SH   DFND 1,5 21,387 0 6,087,200
VIACOM INC NEW CL A 92553P102 11,437 260,000 SH   DFND 1,5 60,000 0 200,000
VIACOM INC NEW CL B 92553P201 4,763 115,711 SH   DFND 2 115,711 0 0
VIACOM INC NEW CL B 92553P201 3,335 81,034 SH   DFND 3 81,034 0 0
VIACOM INC NEW CL B 92553P201 12,219 296,855 SH   DFND 6 171,990 0 124,865
VIACOM INC NEW CL B 92553P201 56,395 1,370,141 SH   DFND 7 525,634 0 844,507
VIASAT INC COM 92552V100 903 14,800 SH   DFND 1,5 0 0 14,800
VIAVI SOLUTIONS INC COM 925550105 1,321 216,900 SH   DFND 1,5 0 0 216,900
VICAL INC COM 925602104 4,209 10,266,826 SH   DFND 1,5 2,100 0 10,264,726
VIGGLE INC COM NEW 92672V204 20 56,268 SH   DFND 1,5 0 0 56,268
VILLAGE SUPER MKT INC CL A NEW 927107409 381 14,442 SH   DFND 1,5 14,442 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 288,811 18,913,600 SH   DFND 1,5 3,347,400 0 15,566,200
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 21,074 1,380,100 SH   DFND 1,9 0 0 1,380,100
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 7,356 481,700 SH   DFND 6 353,400 0 128,300
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,796 117,600 SH   DFND 7 117,600 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 764 50,000 SH   DFND 11 50,000 0 0
VIRGIN AMER INC COM VTG 92765X208 27,396 760,800 SH   DFND 1,5 152,600 0 608,200
VIRTU FINL INC CL A 928254101 14,381 635,200 SH   DFND 1,5 0 0 635,200
VIRTUS INVT PARTNERS INC COM 92828Q109 67,266 572,671 SH   DFND 1,5 600 0 572,071
VIRTUS INVT PARTNERS INC COM 92828Q109 21,826 185,820 SH   DFND 6 177,020 0 8,800
VIRTUS INVT PARTNERS INC COM 92828Q109 4,832 41,140 SH   DFND 7 35,040 0 6,100
VIRTUSA CORP COM 92827P102 66,713 1,613,775 SH   DFND 1,5 677 0 1,613,098
VIRTUSA CORP COM 92827P102 480 11,600 SH   DFND 1,9 0 0 11,600
VIRTUSA CORP COM 92827P102 24,428 590,897 SH   DFND 6 590,897 0 0
VIRTUSA CORP COM 92827P102 5,331 128,950 SH   DFND 7 128,950 0 0
VIRTUSA CORP COM 92827P102 12,186 294,770 SH   DFND 11 294,770 0 0
VISA INC COM CL A 92826C839 7,885,036 101,676,803 SH   DFND 1,5 6,039,554 0 95,637,249
VISA INC COM CL A 92826C839 211,867 2,732,000 SH   DFND 1,9 0 0 2,732,000
VISA INC COM CL A 92826C839 96,433 1,243,500 SH   DFND 1,10 19,000 0 1,224,500
VISA INC COM CL A 92826C839 50,310 648,748 SH   DFND 2 648,748 0 0
VISA INC COM CL A 92826C839 52,849 681,483 SH   DFND 3 681,483 0 0
VISA INC COM CL A 92826C839 55,901 720,836 SH   DFND 6 674,136 0 46,700
VISA INC COM CL A 92826C839 97,171 1,253,015 SH   DFND 7 712,043 0 540,972
VISA INC COM CL A 92826C839 52,545 677,569 SH   DFND 11 677,569 0 0
VISTA OUTDOOR INC COM 928377100 136,611 3,069,210 SH   DFND 1,5 14,449 0 3,054,761
VISTA OUTDOOR INC COM 928377100 6,360 142,900 SH   DFND 6 142,900 0 0
VISTA OUTDOOR INC COM 928377100 2,742 61,600 SH   DFND 7 61,600 0 0
VISTA OUTDOOR INC COM 928377100 20,630 463,498 SH   DFND 11 463,498 0 0
VISTEON CORP COM NEW 92839U206 202,170 1,765,676 SH   DFND 1,5 56 0 1,765,620
VITAE PHARMACEUTICALS INC COM 92847N103 59,268 3,274,473 SH   DFND 1,5 0 0 3,274,473
VITAL THERAPIES INC COM 92847R104 37,897 3,289,660 SH   DFND 1,5 0 0 3,289,660
VITAMIN SHOPPE INC COM 92849E101 17,168 525,000 SH   DFND 1,5 274,400 0 250,600
VIVINT SOLAR INC COM 92854Q106 4,440 464,400 SH   DFND 1,5 0 0 464,400
VMWARE INC CL A COM 928563402 26,226 463,600 SH   DFND 1,5 0 0 463,600
VMWARE INC CL A COM 928563402 38,468 680,000 SH   DFND 1,9 0 0 680,000
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 225,385 6,986,516 SH   DFND 1,5 685 0 6,985,831
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 308 9,549 SH   DFND 3 9,549 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 8,872 275,000 SH   DFND 11 275,000 0 0
VONAGE HLDGS CORP COM 92886T201 17,785 3,098,426 SH   DFND 1,5 0 0 3,098,426
VORNADO RLTY TR SH BEN INT 929042109 14,888 148,940 SH   DFND 1,5 0 0 148,940
VORNADO RLTY TR SH BEN INT 929042109 5,905 59,070 SH   DFND 2 59,070 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,773 27,742 SH   DFND 3 27,742 0 0
VOYA FINL INC COM 929089100 79,989 2,167,131 SH   DFND 1,5 201,631 0 1,965,500
VOYAGER THERAPEUTICS INC COM 92915B106 85,462 3,902,348 SH   DFND 1,5 0 0 3,902,348
VSE CORP COM 918284100 39,806 640,179 SH   DFND 1,5 44,685 0 595,494
VTV THERAPEUTICS INC CL A 918385105 2,488 365,400 SH   DFND 1,5 0 0 365,400
VULCAN MATLS CO COM 929160109 27,551 290,099 SH   DFND 1,5 428 0 289,671
VULCAN MATLS CO COM 929160109 4,220 44,435 SH   DFND 2 44,435 0 0
VULCAN MATLS CO COM 929160109 543 5,718 SH   DFND 3 5,718 0 0
VWR CORP COM 91843L103 22,832 806,500 SH   DFND 1,5 0 0 806,500
W & T OFFSHORE INC COM 92922P106 20,781 8,996,000 SH   DFND 1,5 157,300 0 8,838,700
W P CAREY INC COM 92936U109 260,041 4,407,482 SH   DFND 1,5 2,374,082 0 2,033,400
W P CAREY INC COM 92936U109 19,425 329,234 SH   DFND 6 329,234 0 0
W P CAREY INC COM 92936U109 8,383 142,081 SH   DFND 7 14,700 0 127,381
WABASH NATL CORP COM 929566107 543 45,859 SH   DFND 1,5 45,859 0 0
WABCO HLDGS INC COM 92927K102 257,507 2,518,160 SH   DFND 1,5 111 0 2,518,049
WABCO HLDGS INC COM 92927K102 15,376 150,360 SH   DFND 6 150,360 0 0
WABCO HLDGS INC COM 92927K102 3,572 34,930 SH   DFND 7 34,930 0 0
WABTEC CORP COM 929740108 480,062 6,750,024 SH   DFND 1,5 0 0 6,750,024
WADDELL & REED FINL INC CL A 930059100 215,007 7,502,002 SH   DFND 1,5 16 0 7,501,986
WAGEWORKS INC COM 930427109 210,944 4,649,424 SH   DFND 1,5 19,355 0 4,630,069
WAGEWORKS INC COM 930427109 30,147 664,459 SH   DFND 1,9 0 0 664,459
WAGEWORKS INC COM 930427109 1,502 33,100 SH   DFND 6 33,100 0 0
WAGEWORKS INC COM 930427109 2,014 44,390 SH   DFND 7 19,690 0 24,700
WAL-MART STORES INC COM 931142103 633,705 10,337,763 SH   DFND 1,5 232,649 0 10,105,114
WAL-MART STORES INC COM 931142103 32,055 522,922 SH   DFND 2 522,922 0 0
WAL-MART STORES INC COM 931142103 26,161 426,768 SH   DFND 3 426,768 0 0
WAL-MART STORES INC COM 931142103 3,525 57,496 SH   DFND 6 57,496 0 0
WAL-MART STORES INC COM 931142103 2,405 39,227 SH   DFND 7 0 0 39,227
WAL-MART STORES INC COM 931142103 283,574 4,626,000 SH   DFND 11 4,626,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,066,983 12,529,897 SH   DFND 1,5 466,559 0 12,063,338
WALGREENS BOOTS ALLIANCE INC COM 931427108 24,722 290,315 SH   DFND 2 290,315 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 29,042 341,047 SH   DFND 3 341,047 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,151 83,976 SH   DFND 6 83,976 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,421 134,115 SH   DFND 7 0 0 134,115
WASHINGTON FED INC COM 938824109 201,320 8,448,184 SH   DFND 1,5 829 0 8,447,355
WASTE MGMT INC DEL COM 94106L109 7,386 138,399 SH   DFND 2 138,399 0 0
WASTE MGMT INC DEL COM 94106L109 3,628 67,974 SH   DFND 3 67,974 0 0
WATERS CORP COM 941848103 268,643 1,996,160 SH   DFND 1,5 133,241 0 1,862,919
WATERS CORP COM 941848103 3,663 27,219 SH   DFND 2 27,219 0 0
WATERS CORP COM 941848103 1,168 8,678 SH   DFND 3 8,678 0 0
WATSCO INC COM 942622200 124,439 1,062,398 SH   DFND 1,5 52 0 1,062,346
WAUSAU PAPER CORP COM 943315101 17,647 1,725,000 SH   DFND 11 1,725,000 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 32,819 2,057,632 SH   DFND 1,5 0 0 2,057,632
WAYFAIR INC CL A 94419L101 317,871 6,675,158 SH   DFND 1,5 473,594 0 6,201,564
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 1,838 100,220 SH   DFND 1,5 100,220 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 20,344 2,424,773 SH   DFND 1,5 3,207 0 2,421,566
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 4,669 5,000,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 62,592 3,128,011 SH   DFND 1,5 50,033 0 3,077,978
WEB COM GROUP INC COM 94733A104 18,843 941,700 SH   DFND 1,9 0 0 941,700
WEB COM GROUP INC COM 94733A104 1,819 90,900 SH   DFND 6 51,100 0 39,800
WEB COM GROUP INC COM 94733A104 2,127 106,315 SH   DFND 7 67,415 0 38,900
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 9,988 10,000,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 20,575 20,000,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 6,092 6,100,000 PRN   DFND 11 0 0 0
WEBSTER FINL CORP CONN COM 947890109 509 13,693 SH   DFND 3 13,693 0 0
WEC ENERGY GROUP INC COM 92939U106 5,399 105,217 SH   DFND 2 105,217 0 0
WEC ENERGY GROUP INC COM 92939U106 3,040 59,254 SH   DFND 3 59,254 0 0
WEIBO CORP SPONSORED ADR 948596101 5,366 275,200 SH   DFND 1,9 0 0 275,200
WEIGHT WATCHERS INTL INC NEW COM 948626106 184,906 8,109,900 SH   DFND 1,5 553,104 0 7,556,796
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,284 56,300 SH   DFND 6 56,300 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 28,375 362,800 SH   DFND 1,5 10,000 0 352,800
WELLS FARGO & CO NEW COM 949746101 7,783,297 143,180,593 SH   DFND 1,5 8,274,425 0 134,906,168
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 206,543 177,901 SH   DFND 1,5 19,060 0 158,841
WELLS FARGO & CO NEW COM 949746101 84,215 1,549,212 SH   DFND 2 1,549,212 0 0
WELLS FARGO & CO NEW COM 949746101 82,736 1,522,003 SH   DFND 3 1,522,003 0 0
WELLS FARGO & CO NEW COM 949746101 46,172 849,383 SH   DFND 6 668,423 0 180,960
WELLS FARGO & CO NEW COM 949746101 56,631 1,041,779 SH   DFND 7 369,176 0 672,603
WELLS FARGO & CO NEW COM 949746101 86,515 1,591,519 SH   DFND 11 1,591,519 0 0
WELLTOWER INC COM 95040Q104 28,944 425,455 SH   DFND 1,5 13,188 0 412,267
WELLTOWER INC COM 95040Q104 8,024 117,948 SH   DFND 2 117,948 0 0
WELLTOWER INC COM 95040Q104 3,289 48,353 SH   DFND 3 48,353 0 0
WELLTOWER INC COM 95040Q104 5,063 74,420 SH   DFND 6 74,420 0 0
WELLTOWER INC COM 95040Q104 2,158 31,714 SH   DFND 7 3,300 0 28,414
WENDYS CO COM 95058W100 135 12,569 SH   DFND 3 12,569 0 0
WESBANCO INC COM 950810101 5,196 173,100 SH   DFND 1,5 0 0 173,100
WESCO AIRCRAFT HLDGS INC COM 950814103 14,004 1,169,903 SH   DFND 1,5 0 0 1,169,903
WESCO INTL INC COM 95082P105 264,793 6,062,102 SH   DFND 1,5 15,184 0 6,046,918
WESCO INTL INC COM 95082P105 5,322 121,845 SH   DFND 6 102,945 0 18,900
WESCO INTL INC COM 95082P105 5,927 135,693 SH   DFND 7 97,393 0 38,300
WEST CORP COM 952355204 199,163 9,233,331 SH   DFND 1,5 120,600 0 9,112,731
WEST PHARMACEUTICAL SVSC INC COM 955306105 8,733 145,010 SH   DFND 1,5 510 0 144,500
WESTAR ENERGY INC COM 95709T100 6,480 152,803 SH   DFND 1,5 0 0 152,803
WESTAR ENERGY INC COM 95709T100 247 5,823 SH   DFND 3 5,823 0 0
WESTERN ALLIANCE BANCORP COM 957638109 19,121 533,204 SH   DFND 6 533,204 0 0
WESTERN ALLIANCE BANCORP COM 957638109 5,215 145,440 SH   DFND 7 145,440 0 0
WESTERN DIGITAL CORP COM 958102105 718,524 11,965,428 SH   DFND 1,5 288,064 0 11,677,364
WESTERN DIGITAL CORP COM 958102105 61,191 1,019,000 SH   DFND 1,9 0 0 1,019,000
WESTERN DIGITAL CORP COM 958102105 4,638 77,231 SH   DFND 2 77,231 0 0
WESTERN DIGITAL CORP COM 958102105 2,919 48,607 SH   DFND 3 48,607 0 0
WESTERN DIGITAL CORP COM 958102105 2,560 42,633 SH   DFND 6 42,633 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 16,944 356,500 SH   DFND 1,5 0 0 356,500
WESTERN REFNG INC COM 959319104 92,041 2,583,956 SH   DFND 1,5 3,212 0 2,580,744
WESTERN REFNG INC COM 959319104 3,091 86,788 SH   DFND 6 86,788 0 0
WESTERN REFNG INC COM 959319104 534 14,990 SH   DFND 7 14,990 0 0
WESTERN UN CO COM 959802109 795,695 44,427,432 SH   DFND 1,5 2,553,048 0 41,874,384
WESTERN UN CO COM 959802109 3,016 168,410 SH   DFND 2 168,410 0 0
WESTERN UN CO COM 959802109 1,095 61,120 SH   DFND 3 61,120 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 14,163 638,529 SH   DFND 1,5 0 0 638,529
WESTROCK CO COM 96145D105 1,294,148 28,367,988 SH   DFND 1,5 456,607 0 27,911,381
WESTROCK CO COM 96145D105 3,909 85,696 SH   DFND 2 85,696 0 0
WESTROCK CO COM 96145D105 5,442 119,294 SH   DFND 3 119,294 0 0
WESTROCK CO COM 96145D105 28,890 633,267 SH   DFND 6 577,127 0 56,140
WESTROCK CO COM 96145D105 10,192 223,420 SH   DFND 7 133,420 0 90,000
WEX INC COM 96208T104 105,452 1,192,900 SH   DFND 1,5 0 0 1,192,900
WEYERHAEUSER CO COM 962166104 60,741 2,026,039 SH   DFND 1,5 96,100 0 1,929,939
WEYERHAEUSER CO PREF CONV SER A 962166872 40,617 807,800 SH   DFND 1,5 310,300 0 497,500
WEYERHAEUSER CO COM 962166104 5,101 170,131 SH   DFND 2 170,131 0 0
WEYERHAEUSER CO COM 962166104 1,252 41,761 SH   DFND 3 41,761 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,282 25,500 SH   DFND 6 0 0 25,500
WHIRLPOOL CORP COM 963320106 254,349 1,731,795 SH   DFND 1,5 8,551 0 1,723,244
WHIRLPOOL CORP COM 963320106 3,828 26,062 SH   DFND 2 26,062 0 0
WHIRLPOOL CORP COM 963320106 785 5,347 SH   DFND 3 5,347 0 0
WHIRLPOOL CORP COM 963320106 3,544 24,130 SH   DFND 6 24,130 0 0
WHIRLPOOL CORP COM 963320106 5,107 34,771 SH   DFND 7 34,771 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,163 1,600 SH   DFND 1,5 0 0 1,600
WHITEWAVE FOODS CO COM 966244105 53,591 1,377,298 SH   DFND 1,5 146,698 0 1,230,600
WHITEWAVE FOODS CO COM 966244105 10,777 276,962 SH   DFND 6 276,962 0 0
WHITEWAVE FOODS CO COM 966244105 2,494 64,100 SH   DFND 7 64,100 0 0
WHITING PETE CORP NEW COM 966387102 67,976 7,200,846 SH   DFND 1,5 137,992 0 7,062,854
WHITING PETE CORP NEW COM 966387102 2,078 220,178 SH   DFND 6 176,478 0 43,700
WHITING PETE CORP NEW COM 966387102 2,401 254,344 SH   DFND 7 128,944 0 125,400
WHOLE FOODS MKT INC COM 966837106 471,683 14,080,093 SH   DFND 1,5 767,333 0 13,312,760
WHOLE FOODS MKT INC COM 966837106 3,810 113,744 SH   DFND 2 113,744 0 0
WHOLE FOODS MKT INC COM 966837106 5,787 172,754 SH   DFND 3 172,754 0 0
WHOLE FOODS MKT INC COM 966837106 2,902 86,630 SH   DFND 6 86,630 0 0
WI-LAN INC COM 928972108 612 457,800 SH   DFND 1,5 0 0 457,800
WILEY JOHN & SONS INC CL A 968223206 10,215 226,849 SH   DFND 1,5 49 0 226,800
WILEY JOHN & SONS INC CL A 968223206 41,457 920,653 SH   DFND 6 890,653 0 30,000
WILEY JOHN & SONS INC CL A 968223206 5,023 111,540 SH   DFND 7 111,540 0 0
WILLIAMS COS INC DEL COM 969457100 430,917 16,767,207 SH   DFND 1,5 1,541,436 0 15,225,771
WILLIAMS COS INC DEL COM 969457100 5,844 227,405 SH   DFND 2 227,405 0 0
WILLIAMS COS INC DEL COM 969457100 10,582 411,756 SH   DFND 3 411,756 0 0
WILLIAMS COS INC DEL COM 969457100 9,934 386,540 SH   DFND 6 386,540 0 0
WILLIAMS COS INC DEL COM 969457100 12,453 484,559 SH   DFND 7 0 0 484,559
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 663,949 23,840,197 SH   DFND 1,5 0 0 23,840,197
WILLIAMS SONOMA INC COM 969904101 51,214 876,800 SH   DFND 1,5 17,400 0 859,400
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 4,430 91,200 SH   DFND 1,5 0 0 91,200
WILLIS LEASE FINANCE CORP COM 970646105 402 20,000 SH   DFND 1,5 1,851 0 18,149
WILSHIRE BANCORP INC COM 97186T108 65,823 5,698,980 SH   DFND 1,5 221,080 0 5,477,900
WINDSTREAM HLDGS INC COM NEW 97382A200 629 97,658 SH   DFND 1,5 0 0 97,658
WINGSTOP INC COM 974155103 15,089 661,500 SH   DFND 1,5 39,400 0 622,100
WIPRO LTD SPON ADR 1 SH 97651M109 866 75,000 SH   DFND 1,5 75,000 0 0
WIRELESS TELECOM GROUP INC COM 976524108 863 501,600 SH   DFND 1,5 46,800 0 454,800
WISDOMTREE INVTS INC COM 97717P104 6,600 420,900 SH   DFND 1,5 900 0 420,000
WISDOMTREE TR JAPN HEDGE EQT 97717W851 2,877 57,444 SH   DFND 1,5 5,500 0 51,944
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 1,596 29,655 SH   DFND 1,5 2,900 0 26,755
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 292,235 5,430,871 SH   DFND 3 5,430,871 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 23,588 471,000 SH   DFND 3 471,000 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1,531 30,564 SH   DFND 7 30,564 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 4,366 81,137 SH   DFND 7 81,137 0 0
WIX COM LTD SHS M98068105 86,523 3,803,213 SH   DFND 1,5 366,442 0 3,436,771
WIX COM LTD SHS M98068105 880 38,700 SH   DFND 1,9 0 0 38,700
WMIH CORP COM 92936P100 57 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 98,756 3,166,277 SH   DFND 1,5 41,700 0 3,124,577
WNS HOLDINGS LTD SPON ADR 92932M101 51,357 1,646,596 SH   DFND 6 1,646,596 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 3,602 115,500 SH   DFND 7 115,500 0 0
WOODWARD INC COM 980745103 38,143 768,088 SH   DFND 1,5 5,000 0 763,088
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 9,497 8,000,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 774,929 9,725,511 SH   DFND 1,5 494,161 0 9,231,350
WORKDAY INC CL A 98138H101 6,064 76,100 SH   DFND 1,9 0 0 76,100
WORKDAY INC CL A 98138H101 1,594 20,000 SH   DFND 6 20,000 0 0
WORKIVA INC COM CL A 98139A105 2,945 167,600 SH   DFND 1,9 0 0 167,600
WORLD FUEL SVCS CORP COM 981475106 323,928 8,422,476 SH   DFND 1,5 351,048 0 8,071,428
WORLD FUEL SVCS CORP COM 981475106 41,641 1,082,715 SH   DFND 6 1,082,715 0 0
WORLD FUEL SVCS CORP COM 981475106 3,710 96,460 SH   DFND 7 96,460 0 0
WORLD FUEL SVCS CORP COM 981475106 39,040 1,015,090 SH   DFND 11 1,015,090 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 8,082 453,043 SH   DFND 1,5 43 0 453,000
WP GLIMCHER IN COM 92939N102 51,606 4,863,855 SH   DFND 1,5 73,272 0 4,790,583
WP GLIMCHER IN COM 92939N102 7,341 691,900 SH   DFND 6 587,100 0 104,800
WP GLIMCHER IN COM 92939N102 2,372 223,600 SH   DFND 7 223,600 0 0
WPX ENERGY INC COM 98212B103 5,547 966,300 SH   DFND 1,5 88,629 0 877,671
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 348,749 14,423,048 SH   DFND 1,5 1,427 0 14,421,621
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 18,773 776,377 SH   DFND 6 776,377 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 4,757 196,749 SH   DFND 7 196,749 0 0
WSFS FINL CORP COM 929328102 80,056 2,473,913 SH   DFND 1,5 218 0 2,473,695
WYNDHAM WORLDWIDE CORP COM 98310W108 529,444 7,287,596 SH   DFND 1,5 7,022 0 7,280,574
WYNDHAM WORLDWIDE CORP COM 98310W108 2,811 38,698 SH   DFND 2 38,698 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 728 10,025 SH   DFND 3 10,025 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 23,975 330,012 SH   DFND 6 302,012 0 28,000
WYNDHAM WORLDWIDE CORP COM 98310W108 25,499 350,978 SH   DFND 7 304,982 0 45,996
WYNN RESORTS LTD COM 983134107 28,119 406,399 SH   DFND 1,5 0 0 406,399
WYNN RESORTS LTD COM 983134107 1,874 27,082 SH   DFND 2 27,082 0 0
WYNN RESORTS LTD COM 983134107 1,925 27,827 SH   DFND 3 27,827 0 0
WYNN RESORTS LTD COM 983134107 439 6,350 SH   DFND 6 6,350 0 0
WYNN RESORTS LTD COM 983134107 1,288 18,610 SH   DFND 7 18,610 0 0
XCEL ENERGY INC COM 98389B100 412,058 11,474,745 SH   DFND 1,5 199,745 0 11,275,000
XCEL ENERGY INC COM 98389B100 6,074 169,148 SH   DFND 2 169,148 0 0
XCEL ENERGY INC COM 98389B100 1,528 42,562 SH   DFND 3 42,562 0 0
XCEL ENERGY INC COM 98389B100 9,992 278,238 SH   DFND 6 221,538 0 56,700
XCEL ENERGY INC COM 98389B100 14,692 409,147 SH   DFND 7 245,047 0 164,100
XCEL ENERGY INC COM 98389B100 23,437 652,650 SH   DFND 11 652,650 0 0
XCERRA CORP COM 98400J108 4,083 674,800 SH   DFND 1,5 0 0 674,800
XCERRA CORP COM 98400J108 427 70,598 SH   DFND 3 70,598 0 0
XENCOR INC COM 98401F105 88,691 6,066,450 SH   DFND 1,5 1,550 0 6,064,900
XENON PHARMACEUTICALS INC COM 98420N105 7,324 910,920 SH   DFND 1,5 0 0 910,920
XENOPORT INC COM 98411C100 14,651 2,668,709 SH   DFND 1,5 0 0 2,668,709
XEROX CORP COM 984121103 191,223 17,988,953 SH   DFND 1,5 967,072 0 17,021,881
XEROX CORP COM 984121103 3,372 317,187 SH   DFND 2 317,187 0 0
XEROX CORP COM 984121103 881 82,882 SH   DFND 3 82,882 0 0
XEROX CORP COM 984121103 3,175 298,650 SH   DFND 6 182,420 0 116,230
XEROX CORP COM 984121103 507 47,680 SH   DFND 7 47,680 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 9,430 5,810,000 PRN   DFND 1,5 0 0 0
XILINX INC COM 983919101 32,052 682,400 SH   DFND 1,5 95,300 0 587,100
XILINX INC COM 983919101 16,360 348,300 SH   DFND 1,9 0 0 348,300
XILINX INC COM 983919101 4,023 85,650 SH   DFND 2 85,650 0 0
XILINX INC COM 983919101 1,359 28,926 SH   DFND 3 28,926 0 0
XL GROUP PLC SHS G98290102 9,258 236,300 SH   DFND 1,5 0 0 236,300
XL GROUP PLC SHS G98290102 3,888 99,243 SH   DFND 2 99,243 0 0
XL GROUP PLC SHS G98290102 2,867 73,167 SH   DFND 3 73,167 0 0
XOMA CORP DEL COM 98419J107 20,782 15,625,896 SH   DFND 1,5 48,900 0 15,576,996
XUNLEI LTD SPONSORED ADR 98419E108 21,039 2,782,871 SH   DFND 1,9 0 0 2,782,871
XURA INC COM 98420V107 2,362 96,111 SH   DFND 1,5 22,020 0 74,091
XYLEM INC COM 98419M100 63,382 1,736,504 SH   DFND 1,5 111,204 0 1,625,300
XYLEM INC COM 98419M100 2,182 59,783 SH   DFND 2 59,783 0 0
XYLEM INC COM 98419M100 387 10,600 SH   DFND 6 10,600 0 0
YADKIN FINL CORP COM 984305102 7,813 310,400 SH   DFND 6 310,400 0 0
YADKIN FINL CORP COM 984305102 3,453 137,200 SH   DFND 7 137,200 0 0
YAHOO INC COM 984332106 552,372 16,607,693 SH   DFND 1,5 351,058 0 16,256,635
YAHOO INC COM 984332106 235,026 7,066,327 SH   DFND 1,9 0 0 7,066,327
YAHOO INC COM 984332106 9,631 289,573 SH   DFND 2 289,573 0 0
YAHOO INC COM 984332106 8,028 241,357 SH   DFND 3 241,357 0 0
YAHOO INC COM 984332106 4,000 120,257 SH   DFND 6 120,257 0 0
YAHOO INC COM 984332106 6,668 200,469 SH   DFND 7 0 0 200,469
YAMANA GOLD INC COM 98462Y100 12,381 6,665,920 SH   DFND 1,5 0 0 6,665,920
YANDEX N V SHS CLASS A N97284108 76,892 4,891,352 SH   DFND 1,5 184,940 0 4,706,412
YELP INC CL A 985817105 4,239 147,200 SH   DFND 1,5 0 0 147,200
YELP INC CL A 985817105 415 14,400 SH   DFND 1,9 0 0 14,400
YIRENDAI LTD SPONSORED ADR 98585L100 3,196 338,196 SH   DFND 1,5 10,000 0 328,196
YIRENDAI LTD SPONSORED ADR 98585L100 4,827 510,836 SH   DFND 1,9 8,400 0 502,436
YOUKU TUDOU INC SPONSORED ADR 98742U100 26,430 974,200 SH   DFND 1,5 0 0 974,200
YOUKU TUDOU INC SPONSORED ADR 98742U100 49,488 1,824,100 SH   DFND 1,9 52,900 0 1,771,200
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 31,974 2,034,000 SH   DFND 1,5 72,600 0 1,961,400
YUM BRANDS INC COM 988498101 458,142 6,271,626 SH   DFND 1,5 609,330 0 5,662,296
YUM BRANDS INC COM 988498101 10,500 143,733 SH   DFND 2 143,733 0 0
YUM BRANDS INC COM 988498101 13,500 184,811 SH   DFND 3 184,811 0 0
YUM BRANDS INC COM 988498101 5,037 68,958 SH   DFND 6 68,958 0 0
YUM BRANDS INC COM 988498101 10,476 143,408 SH   DFND 7 0 0 143,408
YY INC ADS REPCOM CLA 98426T106 300 4,800 SH   DFND 1,9 0 0 4,800
ZAFGEN INC COM 98885E103 25,591 4,068,520 SH   DFND 1,5 0 0 4,068,520
ZAGG INC COM 98884U108 775 70,885 SH   DFND 1,5 70,885 0 0
ZAYO GROUP HLDGS INC COM 98919V105 15,898 597,900 SH   DFND 1,5 0 0 597,900
ZEBRA TECHNOLOGIES CORP CL A 989207105 130,575 1,874,725 SH   DFND 1,5 81,223 0 1,793,502
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,073 15,400 SH   DFND 7 0 0 15,400
ZELTIQ AESTHETICS INC COM 98933Q108 76,052 2,665,700 SH   DFND 1,5 139,700 0 2,526,000
ZENDESK INC COM 98936J101 315,522 11,933,500 SH   DFND 1,5 634,373 0 11,299,127
ZENDESK INC COM 98936J101 35,509 1,343,011 SH   DFND 1,9 0 0 1,343,011
ZENDESK INC COM 98936J101 743 28,100 SH   DFND 6 28,100 0 0
ZILLOW GROUP INC CL A 98954M101 9,400 361,000 SH   DFND 1,5 900 0 360,100
ZILLOW GROUP INC CL C CAP STK 98954M200 15,328 652,800 SH   DFND 1,5 1,800 0 651,000
ZILLOW GROUP INC CL C CAP STK 98954M200 2,311 98,434 SH   DFND 1,9 0 0 98,434
ZILLOW GROUP INC CL A 98954M101 1,282 49,217 SH   DFND 1,9 0 0 49,217
ZIMMER BIOMET HLDGS INC COM 98956P102 690,795 6,733,555 SH   DFND 1,5 114,056 0 6,619,499
ZIMMER BIOMET HLDGS INC COM 98956P102 5,853 57,053 SH   DFND 2 57,053 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,703 55,594 SH   DFND 3 55,594 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,043 29,664 SH   DFND 6 29,664 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,401 42,900 SH   DFND 7 42,900 0 0
ZIONS BANCORPORATION COM 989701107 77,442 2,836,700 SH   DFND 1,5 0 0 2,836,700
ZIONS BANCORPORATION COM 989701107 1,859 68,086 SH   DFND 2 68,086 0 0
ZIONS BANCORPORATION COM 989701107 3,188 116,789 SH   DFND 3 116,789 0 0
ZIONS BANCORPORATION COM 989701107 44,163 1,617,700 SH   DFND 11 1,617,700 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 6,901 830,496 SH   DFND 1,5 0 0 830,496
ZOETIS INC CL A 98978V103 14,635 305,395 SH   DFND 1,5 9,792 0 295,603
ZOETIS INC CL A 98978V103 7,316 152,680 SH   DFND 2 152,680 0 0
ZOETIS INC CL A 98978V103 3,503 73,108 SH   DFND 3 73,108 0 0
ZOGENIX INC COM NEW 98978L204 43,057 2,921,071 SH   DFND 1,5 0 0 2,921,071
ZOSANO PHARMA CORP COM 98979H103 4,003 1,795,043 SH   DFND 1,5 0 0 1,795,043
ZUMIEZ INC COM 989817101 52,772 3,490,192 SH   DFND 1,5 176,700 0 3,313,492