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
3M CO COM 88579Y101 107,410 713,027 SH   SOLE   713,027 0 0
3M CO COM 88579Y101 5,706 37,878 SH   DFND 1 37,878 0 0
AAON INC COM PAR $0.004 000360206 467 20,100 SH   SOLE   20,100 0 0
ABBOTT LABS COM 002824100 115,128 2,563,537 SH   SOLE   2,563,537 0 0
ABBOTT LABS COM 002824100 48,586 1,081,851 SH   DFND 1 1,081,851 0 0
ABBVIE INC COM 00287Y109 40,931 690,935 SH   DFND 1 690,935 0 0
ABBVIE INC COM 00287Y109 205,392 3,467,125 SH   SOLE   3,467,125 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 4,700 75,250 SH   SOLE   75,250 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 4,652 130,500 SH   SOLE   130,500 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 388 11,700 SH   SOLE   11,700 0 0
ACCELERON PHARMA INC COM 00434H108 3,077 63,100 SH   SOLE   63,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 30,902 295,709 SH   SOLE   295,709 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 694 6,640 SH   DFND 1 6,640 0 0
ACCURAY INC COM 004397105 224 33,128 SH   SOLE   33,128 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 1,344 124,600 SH   SOLE   124,600 0 0
ACTIVISION BLIZZARD INC COM 00507V109 9,523 246,016 SH   SOLE   246,016 0 0
ACUITY BRANDS INC COM 00508Y102 7,365 31,500 SH   SOLE   31,500 0 0
ADEPTUS HEALTH INC CL A 006855100 2,448 44,900 SH   SOLE   44,900 0 0
ADOBE SYS INC COM 00724F101 22,197 236,286 SH   SOLE   236,286 0 0
ADOBE SYS INC COM 00724F101 1,444 15,372 SH   DFND 1 15,372 0 0
ADTRAN INC COM 00738A106 431 25,000 SH   SOLE   25,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 10,214 67,863 SH   SOLE   67,863 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 414 13,250 SH   SOLE   13,250 0 0
ADVANCED ENERGY INDS COM 007973100 308 10,900 SH   SOLE   10,900 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 243 42,835 SH   SOLE   42,835 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 12,443 2,458,776 SH   SOLE   2,458,776 0 0
ADVAXIS INC COM NEW 007624208 692 68,758 SH   SOLE   68,758 0 0
ADVISORY BRD CO COM 00762W107 2,932 59,100 SH   SOLE   59,100 0 0
AERCAP HOLDINGS NV SHS N00985106 1,934 44,800 SH   SOLE   44,800 0 0
AES CORP COM 00130H105 3,714 388,103 SH   SOLE   388,103 0 0
AETNA INC NEW COM 00817Y108 53,559 495,365 SH   SOLE   495,365 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3,943 24,680 SH   SOLE   24,680 0 0
AFLAC INC COM 001055102 22,681 378,653 SH   SOLE   378,653 0 0
AGCO CORP COM 001084102 208 4,578 SH   SOLE   4,578 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 26,857 642,368 SH   SOLE   642,368 0 0
AGL RES INC COM 001204106 4,950 77,574 SH   SOLE   77,574 0 0
AGNICO EAGLE MINES LTD COM 008474108 31,369 1,198,113 SH   SOLE   1,198,113 0 0
AGRIUM INC COM 008916108 115,203 1,293,741 SH   SOLE   1,293,741 0 0
AGRIUM INC COM 008916108 17,339 194,744 SH   DFND 1 194,744 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 264 14,300 SH   SOLE   14,300 0 0
AIR PRODS & CHEMS INC COM 009158106 19,722 151,580 SH   SOLE   151,580 0 0
AIR PRODS & CHEMS INC COM 009158106 928 7,129 SH   DFND 1 7,129 0 0
AIRGAS INC COM 009363102 4,393 31,762 SH   SOLE   31,762 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 17,516 332,807 SH   SOLE   332,807 0 0
ALAMO GROUP INC COM 011311107 276 5,300 SH   SOLE   5,300 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 5,153 1,573,326 SH   SOLE   1,573,326 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 465 142,107 SH   DFND 1 142,107 0 0
ALASKA AIR GROUP INC COM 011659109 6,610 82,100 SH   SOLE   82,100 0 0
ALASKA COMMUNICATIONS SYS GR NOTE 6.250% 5/0 01167PAE1 10,071 9,984,000 SH   SOLE   9,984,000 0 0
ALBANY INTL CORP CL A 012348108 658 18,000 SH   SOLE   18,000 0 0
ALBEMARLE CORP COM 012653101 427 7,616 SH   SOLE   7,616 0 0
ALCOA INC COM 013817101 5,797 587,352 SH   SOLE   587,352 0 0
ALCOA INC COM 013817101 1,393 141,111 SH   DFND 1 141,111 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 551 15,600 SH   SOLE   15,600 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 103,852 544,439 SH   SOLE   544,439 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 42,628 524,521 SH   SOLE   524,521 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 234 2,882 SH   DFND 1 2,882 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,482 22,500 SH   SOLE   22,500 0 0
ALLEGHANY CORP DEL COM 017175100 4,863 10,175 SH   SOLE   10,175 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 10,996 166,813 SH   SOLE   166,813 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 6,254 94,872 SH   DFND 1 94,872 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 7,673 27,743 SH   SOLE   27,743 0 0
ALLIANT ENERGY CORP COM 018802108 8,624 138,096 SH   SOLE   138,096 0 0
ALLSTATE CORP COM 020002101 13,945 224,589 SH   SOLE   224,589 0 0
ALLY FINL INC COM 02005N100 464 24,882 SH   SOLE   24,882 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,005 21,300 SH   SOLE   21,300 0 0
ALPHABET INC CAP STK CL C 02079K107 371,100 489,010 SH   SOLE   489,010 0 0
ALPHABET INC CAP STK CL A 02079K305 270,799 348,066 SH   SOLE   348,066 0 0
ALPHABET INC CAP STK CL C 02079K107 42,756 56,341 SH   DFND 1 56,341 0 0
ALPHABET INC CAP STK CL A 02079K305 29,947 38,492 SH   DFND 1 38,492 0 0
ALTRIA GROUP INC COM 02209S103 2,002 34,387 SH   DFND 1 34,387 0 0
ALTRIA GROUP INC COM 02209S103 117,107 2,011,794 SH   SOLE   2,011,794 0 0
AMAYA INC COM 02314M108 5,907 470,758 SH   SOLE   470,758 0 0
AMAZON COM INC COM 023135106 303,331 448,788 SH   SOLE   448,788 0 0
AMAZON COM INC COM 023135106 1,014 1,500 SH   DFND 1 1,500 0 0
AMBEV SA SPONSORED ADR 02319V103 1,243 278,623 SH   SOLE   278,623 0 0
AMEREN CORP COM 023608102 17,708 409,612 SH   SOLE   409,612 0 0
AMEREN CORP COM 023608102 1,015 23,477 SH   DFND 1 23,477 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 35,416 836,272 SH   SOLE   836,272 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 823 19,900 SH   SOLE   19,900 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 17,382 1,002,419 SH   SOLE   1,002,419 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 467 30,100 SH   SOLE   30,100 0 0
AMERICAN ELEC PWR INC COM 025537101 22,833 391,854 SH   SOLE   391,854 0 0
AMERICAN EXPRESS CO COM 025816109 32,955 473,838 SH   SOLE   473,838 0 0
AMERICAN EXPRESS CO COM 025816109 12,358 177,679 SH   DFND 1 177,679 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,292 31,800 SH   SOLE   31,800 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 142,236 2,295,237 SH   SOLE   2,295,237 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,237 36,104 SH   DFND 1 36,104 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 272 14,600 SH   SOLE   14,600 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 70,709 76,134,000 SH   SOLE   76,134,000 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 331 8,000 SH   SOLE   8,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 64,273 662,948 SH   SOLE   662,948 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 47,957 802,625 SH   SOLE   802,625 0 0
AMERIPRISE FINL INC COM 03076C106 35,516 333,733 SH   SOLE   333,733 0 0
AMERIPRISE FINL INC COM 03076C106 8,428 79,200 SH   DFND 1 79,200 0 0
AMERISOURCEBERGEN CORP COM 03073E105 19,802 190,936 SH   SOLE   190,936 0 0
AMETEK INC NEW COM 031100100 25,596 477,623 SH   SOLE   477,623 0 0
AMGEN INC COM 031162100 70,852 436,472 SH   SOLE   436,472 0 0
AMGEN INC COM 031162100 916 5,640 SH   DFND 1 5,640 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,733 178,700 SH   SOLE   178,700 0 0
AMPHENOL CORP NEW CL A 032095101 11,984 229,456 SH   SOLE   229,456 0 0
AMPHENOL CORP NEW CL A 032095101 2,130 40,780 SH   DFND 1 40,780 0 0
ANADARKO PETE CORP COM 032511107 17,512 360,472 SH   DFND 1 360,472 0 0
ANADARKO PETE CORP COM 032511107 104,151 2,143,897 SH   SOLE   2,143,897 0 0
ANALOG DEVICES INC COM 032654105 25,258 456,588 SH   SOLE   456,588 0 0
ANALOGIC CORP COM PAR $0.05 032657207 463 5,600 SH   SOLE   5,600 0 0
ANGIES LIST INC COM 034754101 1,273 136,200 SH   SOLE   136,200 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,159 163,300 SH   SOLE   163,300 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 7,582 60,653 SH   DFND 1 60,653 0 0
ANNALY CAP MGMT INC COM 035710409 38,900 4,147,092 SH   SOLE   4,147,092 0 0
ANSYS INC COM 03662Q105 474 5,122 SH   SOLE   5,122 0 0
ANTHEM INC COM 036752103 63,920 458,405 SH   SOLE   458,405 0 0
ANTHEM INC UNIT 05/01/20188 036752202 1,160 25,200 SH   SOLE   25,200 0 0
ANTHEM INC COM 036752103 233 1,672 SH   DFND 1 1,672 0 0
AON PLC SHS CL A G0408V102 33,250 360,588 SH   SOLE   360,588 0 0
APACHE CORP COM 037411105 373 8,391 SH   DFND 1 8,391 0 0
APACHE CORP COM 037411105 7,749 174,256 SH   SOLE   174,256 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 3,083 77,027 SH   SOLE   77,027 0 0
APOLLO INVT CORP NOTE 5.750% 1/1 03761UAE6 5,003 4,991,000 SH   SOLE   4,991,000 0 0
APPLE INC COM 037833100 534,553 5,078,409 SH   SOLE   5,078,409 0 0
APPLE INC COM 037833100 102,526 974,022 SH   DFND 1 974,022 0 0
APPLIED MATLS INC COM 038222105 1,616 86,542 SH   DFND 1 86,542 0 0
APPLIED MATLS INC COM 038222105 83,883 4,492,938 SH   SOLE   4,492,938 0 0
APTARGROUP INC COM 038336103 1,224 16,846 SH   SOLE   16,846 0 0
AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 4,315 443,500 SH   SOLE   443,500 0 0
ARAMARK COM 03852U106 5,363 166,300 SH   SOLE   166,300 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 62 14,000 SH   SOLE   14,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 34,543 495,247 SH   SOLE   495,247 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,612 98,481 SH   DFND 1 98,481 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 10,337 281,819 SH   SOLE   281,819 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4,998 4,989,000 SH   SOLE   4,989,000 0 0
ARROW ELECTRS INC COM 042735100 293 5,408 SH   SOLE   5,408 0 0
ASANKO GOLD INC COM 04341Y105 1,828 1,250,800 SH   SOLE   1,250,800 0 0
ASANKO GOLD INC COM 04341Y105 101 69,216 SH   DFND 1 69,216 0 0
ASHLAND INC NEW COM 044209104 13,248 128,997 SH   SOLE   128,997 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 4,455 50,190 SH   DFND 1 50,190 0 0
ASPEN AEROGELS INC COM 04523Y105 167 27,500 SH   SOLE   27,500 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,858 49,200 SH   SOLE   49,200 0 0
ASSURANT INC COM 04621X108 2,564 31,830 SH   SOLE   31,830 0 0
ASSURED GUARANTY LTD COM G0585R106 1,073 40,581 SH   SOLE   40,581 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,512 44,542 SH   DFND 1 44,542 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 16,130 475,110 SH   SOLE   475,110 0 0
AT&T INC COM 00206R102 235,062 6,831,199 SH   SOLE   6,831,199 0 0
AT&T INC COM 00206R102 5,132 149,155 SH   DFND 1 149,155 0 0
ATHENAHEALTH INC COM 04685W103 7,211 44,800 SH   SOLE   44,800 0 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 5,061 498,400 SH   SOLE   498,400 0 0
ATLASSIAN CORP PLC CL A G06242104 1,664 55,324 SH   SOLE   55,324 0 0
ATMEL CORP COM 049513104 4,942 574,000 SH   SOLE   574,000 0 0
ATMOS ENERGY CORP COM 049560105 992 15,742 SH   SOLE   15,742 0 0
ATYR PHARMA INC COM 002120103 252 25,614 SH   SOLE   25,614 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 86 29,600 SH   SOLE   29,600 0 0
AUTODESK INC COM 052769106 6,511 106,868 SH   SOLE   106,868 0 0
AUTOLIV INC COM 052800109 642 5,144 SH   SOLE   5,144 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 50,678 598,178 SH   SOLE   598,178 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4,363 51,499 SH   DFND 1 51,499 0 0
AUTONATION INC COM 05329W102 3,200 53,643 SH   SOLE   53,643 0 0
AUTOZONE INC COM 053332102 91,351 123,129 SH   SOLE   123,129 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 30,992 213,515 SH   SOLE   213,515 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 830 5,718 SH   DFND 1 5,718 0 0
AVALONBAY CMNTYS INC COM 053484101 16,093 87,401 SH   SOLE   87,401 0 0
AVERY DENNISON CORP COM 053611109 3,385 54,024 SH   SOLE   54,024 0 0
AVISTA CORP COM 05379B107 723 20,443 SH   SOLE   20,443 0 0
AVIVA PLC ADR 05382A104 222 12,954 SH   DFND 1 12,954 0 0
AVNET INC COM 053807103 333 7,765 SH   SOLE   7,765 0 0
AVNET INC COM 053807103 223 5,201 SH   DFND 1 5,201 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,600 46,238 SH   SOLE   46,238 0 0
AZZ INC COM 002474104 978 17,600 SH   SOLE   17,600 0 0
B/E AEROSPACE INC COM 073302101 258 6,083 SH   SOLE   6,083 0 0
B2GOLD CORP COM 11777Q209 9,892 9,814,925 SH   SOLE   9,814,925 0 0
BAIDU INC SPON ADR REP A 056752108 25,244 133,538 SH   SOLE   133,538 0 0
BAIDU INC SPON ADR REP A 056752108 347 1,837 SH   DFND 1 1,837 0 0
BAKER HUGHES INC COM 057224107 356 7,719 SH   DFND 1 7,719 0 0
BAKER HUGHES INC COM 057224107 9,638 208,851 SH   SOLE   208,851 0 0
BALL CORP COM 058498106 57,901 796,106 SH   SOLE   796,106 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 221 46,049 SH   SOLE   46,049 0 0
BANCO SANTANDER SA ADR 05964H105 3,566 489,879 SH   DFND 1 489,879 0 0
BANK AMER CORP COM 060505104 115,250 6,847,894 SH   SOLE   6,847,894 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 32,095 29,357 SH   SOLE   29,357 0 0
BANK AMER CORP COM 060505104 6,396 380,041 SH   DFND 1 380,041 0 0
BANK HAWAII CORP COM 062540109 896 14,250 SH   SOLE   14,250 0 0
BANK MONTREAL QUE COM 063671101 1,233,288 21,941,091 SH   SOLE   21,941,091 0 0
BANK MONTREAL QUE COM 063671101 235,884 4,196,554 SH   DFND 1 4,196,554 0 0
BANK N S HALIFAX COM 064149107 301,314 7,478,155 SH   DFND 1 7,478,155 0 0
BANK N S HALIFAX COM 064149107 1,348,884 33,477,487 SH   SOLE   33,477,487 0 0
BANK NEW YORK MELLON CORP COM 064058100 46,551 1,129,329 SH   SOLE   1,129,329 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,152 76,471 SH   DFND 1 76,471 0 0
BANKUNITED INC COM 06652K103 1,493 41,400 SH   SOLE   41,400 0 0
BARCLAYS PLC ADR 06738E204 5,181 399,796 SH   DFND 1 399,796 0 0
BARD C R INC COM 067383109 1,564 8,256 SH   DFND 1 8,256 0 0
BARD C R INC COM 067383109 6,450 34,047 SH   SOLE   34,047 0 0
BARRICK GOLD CORP COM 067901108 81,808 11,097,582 SH   SOLE   11,097,582 0 0
BARRICK GOLD CORP COM 067901108 243 32,970 SH   DFND 1 32,970 0 0
BAXALTA INC COM 07177M103 12,629 323,574 SH   DFND 1 323,574 0 0
BAXALTA INC COM 07177M103 30,113 771,547 SH   SOLE   771,547 0 0
BAXTER INTL INC COM 071813109 10,161 266,347 SH   SOLE   266,347 0 0
BAXTER INTL INC COM 071813109 12,805 335,648 SH   DFND 1 335,648 0 0
BAYTEX ENERGY CORP COM 07317Q105 1,637 507,716 SH   DFND 1 507,716 0 0
BAYTEX ENERGY CORP COM 07317Q105 3,569 1,106,592 SH   SOLE   1,106,592 0 0
BB&T CORP COM 054937107 17,420 460,731 SH   SOLE   460,731 0 0
BB&T CORP COM 054937107 11,636 307,738 SH   DFND 1 307,738 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 592 31,051 SH   SOLE   31,051 0 0
BCE INC COM NEW 05534B760 597,870 15,535,007 SH   SOLE   15,535,007 0 0
BCE INC COM NEW 05534B760 109,407 2,840,033 SH   DFND 1 2,840,033 0 0
BECTON DICKINSON & CO COM 075887109 7,091 46,019 SH   DFND 1 46,019 0 0
BECTON DICKINSON & CO COM 075887109 55,661 361,223 SH   SOLE   361,223 0 0
BED BATH & BEYOND INC COM 075896100 6,025 124,879 SH   SOLE   124,879 0 0
BELLATRIX EXPLORATION LTD COM 078314101 180 152,100 SH   SOLE   152,100 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 723 35,678 SH   SOLE   35,678 0 0
BENEFICIAL BANCORP INC COM 08171T102 571 42,900 SH   SOLE   42,900 0 0
BERKLEY W R CORP COM 084423102 33,073 604,064 SH   SOLE   604,064 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 142,669 1,080,499 SH   SOLE   1,080,499 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2,571 13 SH   DFND 1 13 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,029 15,368 SH   DFND 1 15,368 0 0
BEST BUY INC COM 086516101 4,279 140,513 SH   SOLE   140,513 0 0
BIO TECHNE CORP COM 09073M104 2,637 29,300 SH   SOLE   29,300 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 207 20,100 SH   SOLE   20,100 0 0
BIOGEN INC COM 09062X103 68,245 222,769 SH   SOLE   222,769 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 11,040 105,383 SH   SOLE   105,383 0 0
BLACK HILLS CORP COM 092113109 776 16,713 SH   SOLE   16,713 0 0
BLACKBERRY LTD COM 09228F103 36,190 3,915,268 SH   SOLE   3,915,268 0 0
BLACKBERRY LTD COM 09228F103 388 41,746 SH   DFND 1 41,746 0 0
BLACKROCK INC COM 09247X101 32,598 95,730 SH   DFND 1 95,730 0 0
BLACKROCK INC COM 09247X101 107,227 314,892 SH   SOLE   314,892 0 0
BLOCK H & R INC COM 093671105 3,603 108,162 SH   SOLE   108,162 0 0
BLOOMIN BRANDS INC COM 094235108 684 40,500 SH   SOLE   40,500 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 355 19,000 SH   SOLE   19,000 0 0
BLUE HILLS BANCORP INC COM 095573101 196 12,800 SH   SOLE   12,800 0 0
BLUEBIRD BIO INC COM 09609G100 2,781 43,300 SH   SOLE   43,300 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 345 13,100 SH   SOLE   13,100 0 0
BOEING CO COM 097023105 221,256 1,530,229 SH   SOLE   1,530,229 0 0
BOEING CO COM 097023105 38,829 268,543 SH   DFND 1 268,543 0 0
BORGWARNER INC COM 099724106 1,658 38,354 SH   DFND 1 38,354 0 0
BORGWARNER INC COM 099724106 12,655 292,745 SH   SOLE   292,745 0 0
BOSTON PROPERTIES INC COM 101121101 9,485 74,365 SH   SOLE   74,365 0 0
BOSTON SCIENTIFIC CORP COM 101137107 11,184 606,531 SH   SOLE   606,531 0 0
BOTTOMLINE TECH DEL INC COM 101388106 975 32,800 SH   SOLE   32,800 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 17,077 1,736,400 SH   SOLE   1,736,400 0 0
BP PLC SPONSORED ADR 055622104 569 18,200 SH   SOLE   18,200 0 0
BP PLC SPONSORED ADR 055622104 689 22,050 SH   DFND 1 22,050 0 0
BRF SA SPONSORED ADR 10552T107 211 15,260 SH   DFND 1 15,260 0 0
BRIGGS & STRATTON CORP COM 109043109 293 16,936 SH   DFND 1 16,936 0 0
BRINKER INTL INC COM 109641100 704 14,680 SH   SOLE   14,680 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 111,813 1,625,428 SH   SOLE   1,625,428 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,469 21,361 SH   DFND 1 21,361 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2,342 20,919 SH   DFND 1 20,919 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 269 10,400 SH   SOLE   10,400 0 0
BROADCOM CORP CL A 111320107 15,204 262,956 SH   SOLE   262,956 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 4,363 81,200 SH   SOLE   81,200 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 590,286 18,785,033 SH   SOLE   18,785,033 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 73,010 2,323,434 SH   DFND 1 2,323,434 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 24,766 656,784 SH   DFND 1 656,784 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 217,288 5,760,860 SH   SOLE   5,760,860 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 70,921 3,057,613 SH   SOLE   3,057,613 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 31,712 1,374,367 SH   DFND 1 1,374,367 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 11,362 435,169 SH   DFND 1 435,169 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 93,469 3,579,755 SH   SOLE   3,579,755 0 0
BROWN & BROWN INC COM 115236101 1,116 34,753 SH   SOLE   34,753 0 0
BROWN FORMAN CORP CL B 115637209 31,117 313,428 SH   SOLE   313,428 0 0
BRUKER CORP COM 116794108 10,531 433,900 SH   SOLE   433,900 0 0
BRUNSWICK CORP COM 117043109 803 15,900 SH   SOLE   15,900 0 0
BT GROUP PLC ADR 05577E101 277 8,196 SH   DFND 1 8,196 0 0
BUNGE LIMITED COM G16962105 1,013 14,841 SH   SOLE   14,841 0 0
BURLINGTON STORES INC COM 122017106 279 6,500 SH   SOLE   6,500 0 0
BWX TECHNOLOGIES INC COM 05605H100 362 11,400 SH   SOLE   11,400 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 49,445 797,240 SH   SOLE   797,240 0 0
CA INC COM 12673P105 4,898 171,494 SH   SOLE   171,494 0 0
CA INC COM 12673P105 2,145 75,116 SH   DFND 1 75,116 0 0
CABLE ONE INC COM 12685J105 520 1,200 SH   SOLE   1,200 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,318 104,006 SH   SOLE   104,006 0 0
CABOT OIL & GAS CORP COM 127097103 3,634 205,420 SH   SOLE   205,420 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 870 41,800 SH   SOLE   41,800 0 0
CAE INC COM 124765108 62,827 5,685,514 SH   SOLE   5,685,514 0 0
CAE INC COM 124765108 4,326 391,520 SH   DFND 1 391,520 0 0
CALAMP CORP COM 128126109 307 15,400 SH   SOLE   15,400 0 0
CALPINE CORP COM NEW 131347304 312 21,544 SH   SOLE   21,544 0 0
CAMDEN PPTY TR SH BEN INT 133131102 383 4,993 SH   SOLE   4,993 0 0
CAMECO CORP COM 13321L108 29,325 2,386,370 SH   SOLE   2,386,370 0 0
CAMECO CORP COM 13321L108 6,232 507,132 SH   DFND 1 507,132 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,644 89,311 SH   SOLE   89,311 0 0
CAMPBELL SOUP CO COM 134429109 18,428 350,683 SH   SOLE   350,683 0 0
CANADIAN NAT RES LTD COM 136385101 378,353 17,391,461 SH   SOLE   17,391,461 0 0
CANADIAN NAT RES LTD COM 136385101 52,707 2,422,725 SH   DFND 1 2,422,725 0 0
CANADIAN NATL RY CO COM 136375102 227,507 4,085,690 SH   DFND 1 4,085,690 0 0
CANADIAN NATL RY CO COM 136375102 893,076 16,038,413 SH   SOLE   16,038,413 0 0
CANADIAN PAC RY LTD COM 13645T100 313,236 2,461,859 SH   SOLE   2,461,859 0 0
CANADIAN PAC RY LTD COM 13645T100 18,479 145,247 SH   DFND 1 145,247 0 0
CANON INC SPONSORED ADR 138006309 208 6,892 SH   DFND 1 6,892 0 0
CAPITAL BK FINL CORP CL A COM 139794101 870 27,200 SH   SOLE   27,200 0 0
CAPITAL ONE FINL CORP COM 14040H105 65,905 913,063 SH   SOLE   913,063 0 0
CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 29,313 2,946,000 SH   SOLE   2,946,000 0 0
CAPITOL FED FINL INC COM 14057J101 861 68,589 SH   SOLE   68,589 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,747 199,900 SH   SOLE   199,900 0 0
CARBYLAN THERAPEUTICS INC COM 141384107 270 74,700 SH   SOLE   74,700 0 0
CARDINAL HEALTH INC COM 14149Y108 31,790 356,113 SH   SOLE   356,113 0 0
CARLISLE COS INC COM 142339100 202 2,272 SH   SOLE   2,272 0 0
CARMAX INC COM 143130102 20,031 371,146 SH   SOLE   371,146 0 0
CARNIVAL CORP PAIRED CTF 143658300 12,905 236,884 SH   SOLE   236,884 0 0
CARNIVAL CORP PAIRED CTF 143658300 306 5,611 SH   DFND 1 5,611 0 0
CARNIVAL PLC ADR 14365C103 211 4,671 SH   DFND 1 4,671 0 0
CASEYS GEN STORES INC COM 147528103 2,481 20,600 SH   SOLE   20,600 0 0
CATALENT INC COM 148806102 9,171 366,400 SH   SOLE   366,400 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 271 23,950 SH   SOLE   23,950 0 0
CATERPILLAR INC DEL COM 149123101 52,375 770,673 SH   SOLE   770,673 0 0
CATERPILLAR INC DEL COM 149123101 10,674 157,069 SH   DFND 1 157,069 0 0
CAVIUM INC COM 14964U108 368 5,600 SH   SOLE   5,600 0 0
CBOE HLDGS INC COM 12503M108 11,260 173,500 SH   SOLE   173,500 0 0
CBRE GROUP INC CL A 12504L109 4,536 131,186 SH   SOLE   131,186 0 0
CBS CORP NEW CL B 124857202 9,437 200,230 SH   SOLE   200,230 0 0
CDK GLOBAL INC COM 12508E101 370 7,800 SH   SOLE   7,800 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,281,334 19,518,603 SH   SOLE   19,518,603 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 214,698 3,270,494 SH   DFND 1 3,270,494 0 0
CDW CORP COM 12514G108 362 8,600 SH   SOLE   8,600 0 0
CELADON GROUP INC COM 150838100 188 19,000 SH   SOLE   19,000 0 0
CELANESE CORP DEL COM SER A 150870103 15,854 235,473 SH   SOLE   235,473 0 0
CELESTICA INC SUB VTG SHS 15101Q108 25,048 2,274,163 SH   SOLE   2,274,163 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,073 97,399 SH   DFND 1 97,399 0 0
CELGENE CORP COM 151020104 1,147 9,577 SH   DFND 1 9,577 0 0
CELGENE CORP COM 151020104 91,577 764,673 SH   SOLE   764,673 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2,622 470,701 SH   SOLE   470,701 0 0
CENOVUS ENERGY INC COM 15135U109 299,200 23,749,645 SH   SOLE   23,749,645 0 0
CENOVUS ENERGY INC COM 15135U109 64,955 5,147,651 SH   DFND 1 5,147,651 0 0
CENTENE CORP DEL COM 15135B101 389 5,917 SH   DFND 1 5,917 0 0
CENTENE CORP DEL COM 15135B101 6,436 97,800 SH   SOLE   97,800 0 0
CENTERPOINT ENERGY INC COM 15189T107 8,668 472,122 SH   SOLE   472,122 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 258 95,900 SH   SOLE   95,900 0 0
CENTURYLINK INC COM 156700106 3,784 150,389 SH   DFND 1 150,389 0 0
CENTURYLINK INC COM 156700106 50,060 1,989,677 SH   SOLE   1,989,677 0 0
CERNER CORP COM 156782104 8,846 147,018 SH   SOLE   147,018 0 0
CF INDS HLDGS INC COM 125269100 4,439 108,775 SH   SOLE   108,775 0 0
CHART INDS INC COM PAR $0.01 16115Q308 302 16,800 SH   SOLE   16,800 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,391 7,599 SH   SOLE   7,599 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 63,918 785,429 SH   SOLE   785,429 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,352 65,765 SH   DFND 1 65,765 0 0
CHEESECAKE FACTORY INC COM 163072101 4,022 87,230 SH   SOLE   87,230 0 0
CHENIERE ENERGY INC COM NEW 16411R208 489 13,134 SH   SOLE   13,134 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 13,984 29,441,000 SH   SOLE   29,441,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 4,742 9,984,000 SH   SOLE   9,984,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 3,381 9,980,000 SH   SOLE   9,980,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,078 239,636 SH   SOLE   239,636 0 0
CHESAPEAKE ENERGY CORP COM 165167107 98 21,776 SH   DFND 1 21,776 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 429 17,050 SH   SOLE   17,050 0 0
CHESAPEAKE UTILS CORP COM 165303108 369 6,500 SH   SOLE   6,500 0 0
CHEVRON CORP NEW COM 166764100 182,942 2,033,596 SH   SOLE   2,033,596 0 0
CHEVRON CORP NEW COM 166764100 4,014 44,622 SH   DFND 1 44,622 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 216 5,547 SH   SOLE   5,547 0 0
CHICOS FAS INC COM 168615102 566 53,000 SH   SOLE   53,000 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,400 24,860 SH   DFND 1 24,860 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 11,961 24,926 SH   SOLE   24,926 0 0
CHOICE HOTELS INTL INC COM 169905106 5,192 103,000 SH   SOLE   103,000 0 0
CHUBB CORP COM 171232101 14,202 107,072 SH   SOLE   107,072 0 0
CHUBB CORP COM 171232101 398 3,002 SH   DFND 1 3,002 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 41,276 1,374,500 SH   SOLE   1,374,500 0 0
CHURCH & DWIGHT INC COM 171340102 25,691 302,677 SH   SOLE   302,677 0 0
CIGNA CORPORATION COM 125509109 40,962 279,929 SH   SOLE   279,929 0 0
CIMAREX ENERGY CO COM 171798101 6,645 74,340 SH   SOLE   74,340 0 0
CINCINNATI FINL CORP COM 172062101 39,056 660,058 SH   SOLE   660,058 0 0
CINEMARK HOLDINGS INC COM 17243V102 391 11,700 SH   SOLE   11,700 0 0
CINTAS CORP COM 172908105 16,095 176,772 SH   SOLE   176,772 0 0
CISCO SYS INC COM 17275R102 114,480 4,215,781 SH   SOLE   4,215,781 0 0
CISCO SYS INC COM 17275R102 3,538 130,289 SH   DFND 1 130,289 0 0
CIT GROUP INC COM NEW 125581801 34,611 871,802 SH   SOLE   871,802 0 0
CIT GROUP INC COM NEW 125581801 780 19,636 SH   DFND 1 19,636 0 0
CITIGROUP INC COM NEW 172967424 125,037 2,416,165 SH   SOLE   2,416,165 0 0
CITIGROUP INC COM NEW 172967424 31,261 604,078 SH   DFND 1 604,078 0 0
CITIZENS FINL GROUP INC COM 174610105 2,844 108,608 SH   DFND 1 108,608 0 0
CITIZENS FINL GROUP INC COM 174610105 14,907 569,180 SH   SOLE   569,180 0 0
CITRIX SYS INC COM 177376100 5,671 74,967 SH   SOLE   74,967 0 0
CLARCOR INC COM 179895107 815 16,400 SH   SOLE   16,400 0 0
CLEARWATER PAPER CORP COM 18538R103 419 9,200 SH   SOLE   9,200 0 0
CLECO CORP NEW COM 12561W105 997 19,100 SH   SOLE   19,100 0 0
CLIFFS NAT RES INC COM 18683K101 265 38,339 SH   DFND 1 38,339 0 0
CLIFTON BANCORP INC COM 186873105 176 12,300 SH   SOLE   12,300 0 0
CLOROX CO DEL COM 189054109 60,969 480,711 SH   SOLE   480,711 0 0
CLOVIS ONCOLOGY INC COM 189464100 1,323 37,800 SH   SOLE   37,800 0 0
CME GROUP INC COM 12572Q105 39,665 437,808 SH   SOLE   437,808 0 0
CME GROUP INC COM 12572Q105 865 9,542 SH   DFND 1 9,542 0 0
CMS ENERGY CORP COM 125896100 5,675 157,286 SH   SOLE   157,286 0 0
CNOOC LTD SPONSORED ADR 126132109 1,220 11,681 SH   DFND 1 11,681 0 0
COACH INC COM 189754104 4,069 124,319 SH   SOLE   124,319 0 0
COCA COLA CO COM 191216100 205,608 4,786,029 SH   SOLE   4,786,029 0 0
COCA COLA CO COM 191216100 4,407 102,590 SH   DFND 1 102,590 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 42,492 862,952 SH   SOLE   862,952 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 357 4,201 SH   DFND 1 4,201 0 0
COGNEX CORP COM 192422103 2,023 59,900 SH   SOLE   59,900 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 22,393 373,094 SH   SOLE   373,094 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,327 22,107 SH   DFND 1 22,107 0 0
COHEN & STEERS INC COM 19247A100 442 14,500 SH   SOLE   14,500 0 0
COLFAX CORP COM 194014106 3,129 134,000 SH   SOLE   134,000 0 0
COLGATE PALMOLIVE CO COM 194162103 114,884 1,724,465 SH   SOLE   1,724,465 0 0
COLGATE PALMOLIVE CO COM 194162103 29,998 450,280 SH   DFND 1 450,280 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 856 19,261 SH   DFND 1 19,261 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 12,887 289,999 SH   SOLE   289,999 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 19,358 19,957,000 SH   SOLE   19,957,000 0 0
COLUCID PHARMACEUTICALS INC COM 19716T101 286 34,200 SH   SOLE   34,200 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 3,588 179,390 SH   SOLE   179,390 0 0
COMCAST CORP NEW CL A 20030N101 123,478 2,188,158 SH   SOLE   2,188,158 0 0
COMCAST CORP NEW CL A 20030N101 4,753 84,224 SH   DFND 1 84,224 0 0
COMERICA INC COM 200340107 3,339 79,827 SH   SOLE   79,827 0 0
COMMERCE BANCSHARES INC COM 200525103 680 15,985 SH   SOLE   15,985 0 0
COMMERCIAL METALS CO COM 201723103 216 15,800 SH   SOLE   15,800 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 329 12,400 SH   SOLE   12,400 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 124 27,060 SH   DFND 1 27,060 0 0
COMPASS MINERALS INTL INC COM 20451N101 3,007 39,948 SH   SOLE   39,948 0 0
CONAGRA FOODS INC COM 205887102 8,567 203,199 SH   SOLE   203,199 0 0
CONCHO RES INC COM 20605P101 5,087 54,783 SH   SOLE   54,783 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 9,463 232,500 SH   SOLE   232,500 0 0
CONOCOPHILLIPS COM 20825C104 114,201 2,445,939 SH   SOLE   2,445,939 0 0
CONOCOPHILLIPS COM 20825C104 1,183 25,344 SH   DFND 1 25,344 0 0
CONSOL ENERGY INC COM 20854P109 716 90,656 SH   SOLE   90,656 0 0
CONSOLIDATED EDISON INC COM 209115104 14,498 225,587 SH   SOLE   225,587 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 436 7,391 SH   DFND 1 7,391 0 0
CONSTELLATION BRANDS INC CL A 21036P108 17,859 125,382 SH   SOLE   125,382 0 0
COOPER COS INC COM NEW 216648402 12,510 93,222 SH   SOLE   93,222 0 0
COOPER STD HLDGS INC COM 21676P103 11,815 152,278 SH   SOLE   152,278 0 0
COPA HOLDINGS SA CL A P31076105 603 12,490 SH   SOLE   12,490 0 0
CORE MARK HOLDING CO INC COM 218681104 1,196 14,600 SH   SOLE   14,600 0 0
CORELOGIC INC COM 21871D103 5,756 170,000 SH   SOLE   170,000 0 0
CORNING INC COM 219350105 10,025 548,428 SH   SOLE   548,428 0 0
CORNING INC COM 219350105 553 30,269 SH   DFND 1 30,269 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 648 29,700 SH   SOLE   29,700 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 10,711 404,355 SH   SOLE   404,355 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 417 15,746 SH   DFND 1 15,746 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,838 17,570 SH   DFND 1 17,570 0 0
COSTCO WHSL CORP NEW COM 22160K105 69,054 427,577 SH   SOLE   427,577 0 0
COTT CORP QUE COM 22163N106 15,250 1,390,047 SH   SOLE   1,390,047 0 0
COTT CORP QUE COM 22163N106 151 13,797 SH   DFND 1 13,797 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 1,376 185,440 SH   SOLE   185,440 0 0
CRAY INC COM NEW 225223304 1,240 38,210 SH   SOLE   38,210 0 0
CREDICORP LTD COM G2519Y108 2,961 30,427 SH   SOLE   30,427 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 966 44,547 SH   DFND 1 44,547 0 0
CRESCENT PT ENERGY CORP COM 22576C101 32,694 2,817,298 SH   DFND 1 2,817,298 0 0
CRESCENT PT ENERGY CORP COM 22576C101 103,976 8,959,865 SH   SOLE   8,959,865 0 0
CRH MEDICAL CORP COM 12626F105 33 11,181 SH   DFND 1 11,181 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 35,764 413,695 SH   SOLE   413,695 0 0
CROWN HOLDINGS INC COM 228368106 1,348 26,580 SH   SOLE   26,580 0 0
CSRA INC COM 12650T104 1,680 55,995 SH   SOLE   55,995 0 0
CSX CORP COM 126408103 12,674 488,386 SH   SOLE   488,386 0 0
CSX CORP COM 126408103 5,622 216,631 SH   DFND 1 216,631 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 19,088 412,000 SH   SOLE   412,000 0 0
CTS CORP COM 126501105 360 20,400 SH   SOLE   20,400 0 0
CUBIC CORP COM 229669106 695 14,700 SH   SOLE   14,700 0 0
CUMMINS INC COM 231021106 7,754 88,109 SH   SOLE   88,109 0 0
CVENT INC COM 23247G109 1,006 28,810 SH   SOLE   28,810 0 0
CVS HEALTH CORP COM 126650100 221,935 2,269,972 SH   SOLE   2,269,972 0 0
CVS HEALTH CORP COM 126650100 51,343 525,142 SH   DFND 1 525,142 0 0
CYS INVTS INC COM 12673A108 3,574 501,300 SH   SOLE   501,300 0 0
D R HORTON INC COM 23331A109 4,716 147,231 SH   SOLE   147,231 0 0
DANAHER CORP DEL COM 235851102 191,781 2,064,827 SH   SOLE   2,064,827 0 0
DANAHER CORP DEL COM 235851102 4,498 48,427 SH   DFND 1 48,427 0 0
DARDEN RESTAURANTS INC COM 237194105 4,479 70,374 SH   SOLE   70,374 0 0
DAVIDSTEA INC COM 238661102 674 54,400 SH   SOLE   54,400 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 17,856 256,145 SH   SOLE   256,145 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,243 17,835 SH   DFND 1 17,835 0 0
DBX ETF TR XTRAK MSCI JAPN 233051507 72,388 1,900,444 SH   SOLE   1,900,444 0 0
DEAN FOODS CO NEW COM NEW 242370203 2,055 119,845 SH   DFND 1 119,845 0 0
DEERE & CO COM 244199105 4,027 52,797 SH   DFND 1 52,797 0 0
DEERE & CO COM 244199105 11,890 155,888 SH   SOLE   155,888 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 18,143 357,916 SH   SOLE   357,916 0 0
DEMANDWARE INC COM 24802Y105 426 7,900 SH   SOLE   7,900 0 0
DENISON MINES CORP COM 248356107 340 454,365 SH   DFND 1 454,365 0 0
DENNYS CORP COM 24869P104 567 57,700 SH   SOLE   57,700 0 0
DENTSPLY INTL INC NEW COM 249030107 14,203 233,417 SH   SOLE   233,417 0 0
DESCARTES SYS GROUP INC COM 249906108 17,228 859,498 SH   SOLE   859,498 0 0
DEVON ENERGY CORP NEW COM 25179M103 13,167 411,476 SH   SOLE   411,476 0 0
DEXCOM INC COM 252131107 1,515 18,500 SH   SOLE   18,500 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 5,399 49,500 SH   SOLE   49,500 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 6,069 55,646 SH   DFND 1 55,646 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,908 90,436 SH   SOLE   90,436 0 0
DIAMONDBACK ENERGY INC COM 25278X109 719 10,750 SH   SOLE   10,750 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 397 41,100 SH   SOLE   41,100 0 0
DICKS SPORTING GOODS INC COM 253393102 10,756 304,277 SH   SOLE   304,277 0 0
DICKS SPORTING GOODS INC COM 253393102 1,609 45,508 SH   DFND 1 45,508 0 0
DIGITAL RLTY TR INC COM 253868103 690 9,122 SH   SOLE   9,122 0 0
DIGITALGLOBE INC COM NEW 25389M877 2,928 187,000 SH   SOLE   187,000 0 0
DIODES INC COM 254543101 294 12,800 SH   SOLE   12,800 0 0
DIPLOMAT PHARMACY INC COM 25456K101 2,690 78,600 SH   SOLE   78,600 0 0
DISCOVER FINL SVCS COM 254709108 23,155 431,838 SH   SOLE   431,838 0 0
DISCOVER FINL SVCS COM 254709108 864 16,122 SH   DFND 1 16,122 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,882 70,538 SH   SOLE   70,538 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4,454 176,617 SH   SOLE   176,617 0 0
DISH NETWORK CORP CL A 25470M109 1,067 18,658 SH   SOLE   18,658 0 0
DISNEY WALT CO COM DISNEY 254687106 102,096 971,599 SH   SOLE   971,599 0 0
DISNEY WALT CO COM DISNEY 254687106 8,715 82,936 SH   DFND 1 82,936 0 0
DOLLAR GEN CORP NEW COM 256677105 19,310 268,674 SH   SOLE   268,674 0 0
DOLLAR TREE INC COM 256746108 8,887 115,087 SH   SOLE   115,087 0 0
DOLLAR TREE INC COM 256746108 1,766 22,864 SH   DFND 1 22,864 0 0
DOMINION DIAMOND CORP COM 257287102 14,333 1,408,083 SH   SOLE   1,408,083 0 0
DOMINION RES INC VA NEW COM 25746U109 54,617 807,470 SH   SOLE   807,470 0 0
DOMINOS PIZZA INC COM 25754A201 256 2,300 SH   SOLE   2,300 0 0
DOMTAR CORP COM NEW 257559203 658 17,800 SH   SOLE   17,800 0 0
DOMTAR CORP COM NEW 257559203 4,233 114,367 SH   DFND 1 114,367 0 0
DONNELLEY R R & SONS CO COM 257867101 2,396 162,771 SH   DFND 1 162,771 0 0
DONNELLEY R R & SONS CO COM 257867101 9,460 642,662 SH   SOLE   642,662 0 0
DOVER CORP COM 260003108 4,422 72,130 SH   SOLE   72,130 0 0
DOVER CORP COM 260003108 327 5,333 SH   DFND 1 5,333 0 0
DOW CHEM CO COM 260543103 1,415 27,490 SH   DFND 1 27,490 0 0
DOW CHEM CO COM 260543103 46,194 897,320 SH   SOLE   897,320 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 35,161 377,268 SH   SOLE   377,268 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 252 2,709 SH   DFND 1 2,709 0 0
DR REDDYS LABS LTD ADR 256135203 213 4,600 SH   SOLE   4,600 0 0
DTE ENERGY CO COM 233331107 21,890 272,982 SH   SOLE   272,982 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 113,236 1,700,234 SH   SOLE   1,700,234 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 47,607 714,824 SH   DFND 1 714,824 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 31,167 436,580 SH   DFND 1 436,580 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 84,021 1,176,926 SH   SOLE   1,176,926 0 0
DUKE REALTY CORP COM NEW 264411505 414 19,672 SH   SOLE   19,672 0 0
DULUTH HLDGS INC COM CL B 26443V101 1,004 68,800 SH   SOLE   68,800 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,107 20,278 SH   SOLE   20,278 0 0
DUNKIN BRANDS GROUP INC COM 265504100 413 9,700 SH   SOLE   9,700 0 0
DYAX CORP COM 26746E103 5,199 138,200 SH   SOLE   138,200 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 226 4,500 SH   SOLE   4,500 0 0
E M C CORP MASS COM 268648102 77,882 3,032,800 SH   SOLE   3,032,800 0 0
E M C CORP MASS COM 268648102 3,639 141,719 SH   DFND 1 141,719 0 0
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EASTGROUP PPTY INC COM 277276101 890 16,000 SH   SOLE   16,000 0 0
EASTMAN CHEM CO COM 277432100 5,068 75,072 SH   SOLE   75,072 0 0
EATON CORP PLC SHS G29183103 11,798 226,708 SH   SOLE   226,708 0 0
EATON CORP PLC SHS G29183103 344 6,607 SH   DFND 1 6,607 0 0
EATON VANCE CORP COM NON VTG 278265103 256 7,907 SH   SOLE   7,907 0 0
EBAY INC COM 278642103 15,143 551,064 SH   SOLE   551,064 0 0
EBAY INC COM 278642103 329 11,968 SH   DFND 1 11,968 0 0
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ECOLAB INC COM 278865100 26,538 232,020 SH   SOLE   232,020 0 0
EDGEWELL PERS CARE CO COM 28035Q102 275 3,513 SH   SOLE   3,513 0 0
EDISON INTL COM 281020107 9,659 163,127 SH   SOLE   163,127 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 8,425 106,668 SH   SOLE   106,668 0 0
EL PASO ELEC CO COM NEW 283677854 620 16,100 SH   SOLE   16,100 0 0
ELDORADO GOLD CORP NEW COM 284902103 11,294 3,826,392 SH   SOLE   3,826,392 0 0
ELECTRONIC ARTS INC COM 285512109 15,571 226,580 SH   SOLE   226,580 0 0
EMERSON ELEC CO COM 291011104 49,568 1,036,345 SH   SOLE   1,036,345 0 0
EMERSON ELEC CO COM 291011104 3,310 69,202 SH   DFND 1 69,202 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 934 25,200 SH   SOLE   25,200 0 0
ENBRIDGE INC COM 29250N105 758,235 22,897,053 SH   SOLE   22,897,053 0 0
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ENCANA CORP COM 292505104 47,628 9,411,130 SH   SOLE   9,411,130 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 225 20,600 SH   SOLE   20,600 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 1,873 24,972,000 SH   SOLE   24,972,000 0 0
ENERPLUS CORP COM 292766102 13,839 4,047,087 SH   SOLE   4,047,087 0 0
ENERPLUS CORP COM 292766102 2,150 628,816 SH   DFND 1 628,816 0 0
ENI S P A SPONSORED ADR 26874R108 252 6,772 SH   DFND 1 6,772 0 0
ENSCO PLC SHS CLASS A G3157S106 10,927 710,036 SH   SOLE   710,036 0 0
ENTERGY CORP NEW COM 29364G103 34,004 497,427 SH   SOLE   497,427 0 0
ENTERGY CORP NEW COM 29364G103 547 8,003 SH   DFND 1 8,003 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 418 16,352 SH   SOLE   16,352 0 0
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EOG RES INC COM 26875P101 50,616 715,011 SH   SOLE   715,011 0 0
EOG RES INC COM 26875P101 3,336 47,132 SH   DFND 1 47,132 0 0
EQT CORP COM 26884L109 9,860 189,141 SH   SOLE   189,141 0 0
EQUIFAX INC COM 294429105 22,149 198,880 SH   SOLE   198,880 0 0
EQUINIX INC COM PAR $0.001 29444U700 11,433 37,808 SH   SOLE   37,808 0 0
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ERICSSON ADR B SEK 10 294821608 1,049 92,752 SH   DFND 1 92,752 0 0
ESCO TECHNOLOGIES INC COM 296315104 748 20,700 SH   SOLE   20,700 0 0
ESSEX PPTY TR INC COM 297178105 7,603 31,758 SH   SOLE   31,758 0 0
ETSY INC COM 29786A106 144 17,400 SH   SOLE   17,400 0 0
EVEREST RE GROUP LTD COM G3223R108 44,320 242,065 SH   SOLE   242,065 0 0
EVERSOURCE ENERGY COM 30040W108 24,240 474,648 SH   SOLE   474,648 0 0
EXELIXIS INC COM 30161Q104 3,737 662,500 SH   SOLE   662,500 0 0
EXELON CORP COM 30161N101 23,990 863,873 SH   SOLE   863,873 0 0
EXELON CORP COM 30161N101 291 10,496 SH   DFND 1 10,496 0 0
EXPEDIA INC DEL COM NEW 30212P303 7,156 57,574 SH   SOLE   57,574 0 0
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EXPONENT INC COM 30214U102 455 9,100 SH   SOLE   9,100 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 28,376 324,631 SH   SOLE   324,631 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,872 32,857 SH   DFND 1 32,857 0 0
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EXXON MOBIL CORP COM 30231G102 259,189 3,325,068 SH   SOLE   3,325,068 0 0
EXXON MOBIL CORP COM 30231G102 12,517 160,574 SH   DFND 1 160,574 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 12,118 17,483,000 SH   SOLE   17,483,000 0 0
F M C CORP COM NEW 302491303 4,453 113,799 SH   SOLE   113,799 0 0
F5 NETWORKS INC COM 315616102 14,124 145,665 SH   SOLE   145,665 0 0
F5 NETWORKS INC COM 315616102 465 4,794 SH   DFND 1 4,794 0 0
FACEBOOK INC CL A 30303M102 768 7,340 SH   DFND 1 7,340 0 0
FACEBOOK INC CL A 30303M102 201,922 1,929,314 SH   SOLE   1,929,314 0 0
FACTSET RESH SYS INC COM 303075105 5,191 31,931 SH   SOLE   31,931 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 451 21,800 SH   SOLE   21,800 0 0
FARO TECHNOLOGIES INC COM 311642102 266 9,000 SH   SOLE   9,000 0 0
FASTENAL CO COM 311900104 5,709 139,866 SH   SOLE   139,866 0 0
FASTENAL CO COM 311900104 847 20,747 SH   DFND 1 20,747 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 658 4,506 SH   SOLE   4,506 0 0
FEDERATED INVS INC PA CL B 314211103 407 14,200 SH   SOLE   14,200 0 0
FEDEX CORP COM 31428X106 30,860 207,130 SH   SOLE   207,130 0 0
FEDEX CORP COM 31428X106 227 1,521 SH   DFND 1 1,521 0 0
FEI CO COM 30241L109 9,822 123,100 SH   SOLE   123,100 0 0
FIBROGEN INC COM 31572Q808 920 30,200 SH   SOLE   30,200 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 21,004 605,832 SH   SOLE   605,832 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 41,029 677,046 SH   SOLE   677,046 0 0
FIFTH THIRD BANCORP COM 316773100 12,594 626,550 SH   SOLE   626,550 0 0
FINANCIAL ENGINES INC COM 317485100 851 25,280 SH   SOLE   25,280 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 18,584 19,956,000 SH   SOLE   19,956,000 0 0
FINISAR CORP COM NEW 31787A507 708 48,668 SH   SOLE   48,668 0 0
FINTECH ACQUISITION CORP UNIT 99/99/9999 31809H209 9,958 985,000 SH   SOLE   985,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 14,717 918,680 SH   SOLE   918,680 0 0
FIRST HORIZON NATL CORP COM 320517105 1,188 81,800 SH   SOLE   81,800 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 2,127 655,054 SH   SOLE   655,054 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 65 20,000 SH   DFND 1 20,000 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 958 88,310 SH   SOLE   88,310 0 0
FIRST POTOMAC RLTY TR COM 33610F109 220 19,300 SH   SOLE   19,300 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 548 8,302 SH   SOLE   8,302 0 0
FIRST SOLAR INC COM 336433107 2,656 40,256 SH   SOLE   40,256 0 0
FIRSTENERGY CORP COM 337932107 6,988 220,218 SH   SOLE   220,218 0 0
FIRSTMERIT CORP COM 337915102 305 16,350 SH   SOLE   16,350 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 7,405 184,023 SH   SOLE   184,023 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 614 15,260 SH   DFND 1 15,260 0 0
FISERV INC COM 337738108 4,538 49,619 SH   DFND 1 49,619 0 0
FISERV INC COM 337738108 54,079 591,289 SH   SOLE   591,289 0 0
FIVE BELOW INC COM 33829M101 273 8,490 SH   SOLE   8,490 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 614 14,800 SH   SOLE   14,800 0 0
FIVE9 INC COM 338307101 356 40,900 SH   SOLE   40,900 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 666 4,657 SH   SOLE   4,657 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 361 32,221 SH   SOLE   32,221 0 0
FLIR SYS INC COM 302445101 1,771 63,105 SH   SOLE   63,105 0 0
FLOTEK INDS INC DEL COM 343389102 259 22,600 SH   SOLE   22,600 0 0
FLOWSERVE CORP COM 34354P105 2,753 65,418 SH   SOLE   65,418 0 0
FLOWSERVE CORP COM 34354P105 222 5,275 SH   DFND 1 5,275 0 0
FLUOR CORP NEW COM 343412102 3,115 65,973 SH   SOLE   65,973 0 0
FMC TECHNOLOGIES INC COM 30249U101 11,209 386,382 SH   SOLE   386,382 0 0
FNB CORP PA COM 302520101 239 17,900 SH   SOLE   17,900 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,538 59,965 SH   SOLE   59,965 0 0
FOOT LOCKER INC COM 344849104 1,162 17,859 SH   SOLE   17,859 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 25,298 1,795,432 SH   SOLE   1,795,432 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 8,729 619,528 SH   DFND 1 619,528 0 0
FORESTAR GROUP INC COM 346233109 232 21,200 SH   SOLE   21,200 0 0
FORTINET INC COM 34959E109 2,643 84,800 SH   SOLE   84,800 0 0
FORTUNA SILVER MINES INC COM 349915108 708 316,400 SH   SOLE   316,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 505 9,100 SH   SOLE   9,100 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 192 15,400 SH   SOLE   15,400 0 0
FOSSIL GROUP INC COM 34988V106 625 17,083 SH   SOLE   17,083 0 0
FRANCESCAS HLDGS CORP COM 351793104 411 23,600 SH   SOLE   23,600 0 0
FRANCO NEVADA CORP COM 351858105 120,055 2,634,019 SH   SOLE   2,634,019 0 0
FRANCO NEVADA CORP COM 351858105 22,863 501,728 SH   DFND 1 501,728 0 0
FRANKLIN RES INC COM 354613101 6,588 178,913 SH   SOLE   178,913 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,260 629,279 SH   SOLE   629,279 0 0
FREEPORT-MCMORAN INC CL B 35671D857 86 12,766 SH   DFND 1 12,766 0 0
FRESH MKT INC COM 35804H106 426 18,200 SH   SOLE   18,200 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,488 532,685 SH   SOLE   532,685 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 16,420 179,300 SH   SOLE   179,300 0 0
FXCM INC NOTE 2.250% 6/1 302693AB2 42,929 60,892,000 SH   SOLE   60,892,000 0 0
G & K SVCS INC CL A 361268105 440 7,000 SH   SOLE   7,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 6,802 166,150 SH   SOLE   166,150 0 0
GALLAGHER ARTHUR J & CO COM 363576109 330 8,069 SH   DFND 1 8,069 0 0
GAMESTOP CORP NEW CL A 36467W109 1,337 47,690 SH   SOLE   47,690 0 0
GAP INC DEL COM 364760108 2,759 111,688 SH   SOLE   111,688 0 0
GARMIN LTD SHS H2906T109 10,661 286,812 SH   SOLE   286,812 0 0
GARTNER INC COM 366651107 6,331 69,800 SH   SOLE   69,800 0 0
GASTAR EXPL INC NEW COM 36729W202 29 22,100 SH   SOLE   22,100 0 0
GENERAL DYNAMICS CORP COM 369550108 33,344 242,747 SH   SOLE   242,747 0 0
GENERAL ELECTRIC CO COM 369604103 341,953 10,977,636 SH   SOLE   10,977,636 0 0
GENERAL ELECTRIC CO COM 369604103 79,080 2,538,683 SH   DFND 1 2,538,683 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 7,198 264,529 SH   SOLE   264,529 0 0
GENERAL MLS INC COM 370334104 42,847 743,090 SH   SOLE   743,090 0 0
GENERAL MLS INC COM 370334104 2,201 38,170 SH   DFND 1 38,170 0 0
GENERAL MTRS CO COM 37045V100 205 6,025 SH   DFND 1 6,025 0 0
GENERAL MTRS CO COM 37045V100 22,593 664,300 SH   SOLE   664,300 0 0
GENMARK DIAGNOSTICS INC COM 372309104 397 51,100 SH   SOLE   51,100 0 0
GENTEX CORP COM 371901109 243 15,200 SH   SOLE   15,200 0 0
GENTHERM INC COM 37253A103 706 14,900 SH   SOLE   14,900 0 0
GENUINE PARTS CO COM 372460105 51,575 600,477 SH   SOLE   600,477 0 0
GILDAN ACTIVEWEAR INC COM 375916103 92,844 3,278,348 SH   SOLE   3,278,348 0 0
GILDAN ACTIVEWEAR INC COM 375916103 6,494 229,305 SH   DFND 1 229,305 0 0
GILEAD SCIENCES INC COM 375558103 41,471 409,830 SH   DFND 1 409,830 0 0
GILEAD SCIENCES INC COM 375558103 288,428 2,850,356 SH   SOLE   2,850,356 0 0
GLACIER BANCORP INC NEW COM 37637Q105 918 34,594 SH   SOLE   34,594 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,748 68,100 SH   SOLE   68,100 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,500 37,181 SH   DFND 1 37,181 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 349 35,332 SH   SOLE   35,332 0 0
GLOBAL PARTNER ACQUISITION C UNIT 07/01/2020 37954X204 12,953 1,295,300 SH   SOLE   1,295,300 0 0
GLOBAL PMTS INC COM 37940X102 9,270 143,700 SH   SOLE   143,700 0 0
GOLDCORP INC NEW COM 380956409 136,958 11,897,952 SH   SOLE   11,897,952 0 0
GOLDCORP INC NEW COM 380956409 31,412 2,728,633 SH   DFND 1 2,728,633 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,695 20,502 SH   DFND 1 20,502 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 62,882 348,900 SH   SOLE   348,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 5,422 165,973 SH   SOLE   165,973 0 0
GORES HLDGS INC UNIT 99/99/9999 382866200 33,740 3,374,000 SH   SOLE   3,374,000 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 468 29,500 SH   SOLE   29,500 0 0
GP INVTS ACQUISITION COR UNIT 99/99/9999 G40357116 13,706 1,378,900 SH   SOLE   1,378,900 0 0
GRACO INC COM 384109104 1,049 14,550 SH   SOLE   14,550 0 0
GRAINGER W W INC COM 384802104 51,178 252,619 SH   SOLE   252,619 0 0
GRAINGER W W INC COM 384802104 1,140 5,625 SH   DFND 1 5,625 0 0
GRAN TIERRA ENERGY INC COM 38500T101 39 18,345 SH   DFND 1 18,345 0 0
GRAN TIERRA ENERGY INC COM 38500T101 2,790 1,287,775 SH   SOLE   1,287,775 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 6,886 251,976 SH   SOLE   251,976 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 2,797 102,358 SH   DFND 1 102,358 0 0
GREAT PLAINS ENERGY INC COM 391164100 500 18,300 SH   SOLE   18,300 0 0
GREIF INC CL A 397624107 681 22,100 SH   SOLE   22,100 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 98,496 2,469,687 SH   SOLE   2,469,687 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 5,033 125,389 SH   DFND 1 125,389 0 0
GRUBHUB INC COM 400110102 1,197 49,459 SH   SOLE   49,459 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 634 18,973 SH   DFND 1 18,973 0 0
GUESS INC COM 401617105 478 25,300 SH   SOLE   25,300 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,925 32,000 SH   SOLE   32,000 0 0
GULF ISLAND FABRICATION INC COM 402307102 142 13,600 SH   SOLE   13,600 0 0
HALLIBURTON CO COM 406216101 13,384 393,195 SH   SOLE   393,195 0 0
HALLIBURTON CO COM 406216101 10,584 310,930 SH   DFND 1 310,930 0 0
HALYARD HEALTH INC COM 40650V100 885 26,500 SH   SOLE   26,500 0 0
HANESBRANDS INC COM 410345102 28,160 956,841 SH   SOLE   956,841 0 0
HARLEY DAVIDSON INC COM 412822108 7,937 174,859 SH   SOLE   174,859 0 0
HARMAN INTL INDS INC COM 413086109 6,213 65,953 SH   SOLE   65,953 0 0
HARMONY MERGER CORP UNIT 99/99/9999 413247206 9,237 918,200 SH   SOLE   918,200 0 0
HARRIS CORP DEL COM 413875105 5,108 58,775 SH   SOLE   58,775 0 0
HARSCO CORP COM 415864107 298 37,760 SH   SOLE   37,760 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 8,104 186,468 SH   SOLE   186,468 0 0
HASBRO INC COM 418056107 8,972 133,199 SH   SOLE   133,199 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 378 10,300 SH   SOLE   10,300 0 0
HCA HOLDINGS INC COM 40412C101 22,046 325,983 SH   SOLE   325,983 0 0
HCP INC COM 40414L109 8,494 222,121 SH   SOLE   222,121 0 0
HEARTWARE INTL INC COM 422368100 464 9,200 SH   SOLE   9,200 0 0
HELMERICH & PAYNE INC COM 423452101 4,300 80,304 SH   SOLE   80,304 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,648 179,500 SH   SOLE   179,500 0 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 42588J209 11,186 1,141,400 SH   SOLE   1,141,400 0 0
HENRY JACK & ASSOC INC COM 426281101 4,843 62,044 SH   SOLE   62,044 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 35,216 41,923,000 SH   SOLE   41,923,000 0 0
HERSHEY CO COM 427866108 36,618 410,189 SH   SOLE   410,189 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 331 23,270 SH   SOLE   23,270 0 0
HESS CORP COM 42809H107 5,308 109,496 SH   SOLE   109,496 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 24,977 1,643,254 SH   SOLE   1,643,254 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,208 79,471 SH   DFND 1 79,471 0 0
HEXCEL CORP NEW COM 428291108 2,059 44,329 SH   DFND 1 44,329 0 0
HEXCEL CORP NEW COM 428291108 781 16,820 SH   SOLE   16,820 0 0
HIGHLAND FDS I HI LD IBOXX SRLN 430101774 1,271 70,400 SH   SOLE   70,400 0 0
HILLENBRAND INC COM 431571108 495 16,700 SH   SOLE   16,700 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 9,466 442,322 SH   SOLE   442,322 0 0
HMS HLDGS CORP COM 40425J101 354 28,701 SH   SOLE   28,701 0 0
HOLLYFRONTIER CORP COM 436106108 1,068 26,785 SH   SOLE   26,785 0 0
HOLOGIC INC COM 436440101 6,481 167,520 SH   SOLE   167,520 0 0
HOME DEPOT INC COM 437076102 323,403 2,445,393 SH   SOLE   2,445,393 0 0
HOME DEPOT INC COM 437076102 72,321 546,850 SH   DFND 1 546,850 0 0
HONDA MOTOR LTD AMERN SHS 438128308 1,333 40,082 SH   DFND 1 40,082 0 0
HONEYWELL INTL INC COM 438516106 1,435 13,853 SH   DFND 1 13,853 0 0
HONEYWELL INTL INC COM 438516106 149,640 1,444,817 SH   SOLE   1,444,817 0 0
HORIZON GLOBAL CORP COM 44052W104 104 10,020 SH   SOLE   10,020 0 0
HORMEL FOODS CORP COM 440452100 62,807 794,223 SH   SOLE   794,223 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,207 339,412 SH   SOLE   339,412 0 0
HP INC COM 40434L105 15,460 1,305,754 SH   SOLE   1,305,754 0 0
HP INC COM 40434L105 799 67,446 SH   DFND 1 67,446 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 479 12,127 SH   DFND 1 12,127 0 0
HSN INC COM 404303109 518 10,220 SH   SOLE   10,220 0 0
HUBBELL INC COM 443510607 2,273 22,500 SH   SOLE   22,500 0 0
HUDBAY MINERALS INC COM 443628102 20,239 5,294,653 SH   SOLE   5,294,653 0 0
HUDBAY MINERALS INC COM 443628102 180 47,006 SH   DFND 1 47,006 0 0
HUMANA INC COM 444859102 42,895 240,295 SH   SOLE   240,295 0 0
HUNT J B TRANS SVCS INC COM 445658107 13,820 188,385 SH   SOLE   188,385 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,979 359,770 SH   SOLE   359,770 0 0
HYDRA INDS ACQUISITION CORP UNIT 10/20/2021 448740209 7,939 786,000 SH   SOLE   786,000 0 0
IAMGOLD CORP COM 450913108 2,518 1,775,585 SH   SOLE   1,775,585 0 0
ICICI BK LTD ADR 45104G104 4,742 605,602 SH   SOLE   605,602 0 0
ICU MED INC COM 44930G107 835 7,400 SH   SOLE   7,400 0 0
IDACORP INC COM 451107106 1,034 15,200 SH   SOLE   15,200 0 0
IDEX CORP COM 45167R104 10,879 142,000 SH   SOLE   142,000 0 0
IDEXX LABS INC COM 45168D104 8,335 114,300 SH   SOLE   114,300 0 0
IGI LABS INC NOTE 3.750%12/1 449575AB5 9,789 9,982,000 SH   SOLE   9,982,000 0 0
IHS INC CL A 451734107 16,629 140,409 SH   SOLE   140,409 0 0
ILLINOIS TOOL WKS INC COM 452308109 24,841 268,025 SH   SOLE   268,025 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,286 13,872 SH   DFND 1 13,872 0 0
ILLUMINA INC COM 452327109 19,603 102,130 SH   SOLE   102,130 0 0
IMAX CORP COM 45245E109 3,806 107,100 SH   SOLE   107,100 0 0
IMMUNE DESIGN CORP COM 45252L103 275 13,700 SH   SOLE   13,700 0 0
IMPERIAL OIL LTD COM NEW 453038408 171,728 5,291,648 SH   SOLE   5,291,648 0 0
IMPERIAL OIL LTD COM NEW 453038408 94,055 2,898,224 SH   DFND 1 2,898,224 0 0
IMPERVA INC COM 45321L100 431 6,800 SH   SOLE   6,800 0 0
IMS HEALTH HLDGS INC COM 44970B109 4,376 171,800 SH   SOLE   171,800 0 0
INCYTE CORP COM 45337C102 31,821 293,413 SH   SOLE   293,413 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 470 5,719 SH   SOLE   5,719 0 0
ING GROEP N V SPONSORED ADR 456837103 4,619 343,194 SH   DFND 1 343,194 0 0
INGERSOLL-RAND PLC SHS G47791101 38,280 692,357 SH   DFND 1 692,357 0 0
INGERSOLL-RAND PLC SHS G47791101 54,209 980,448 SH   SOLE   980,448 0 0
INGRAM MICRO INC CL A 457153104 203 7,609 SH   DFND 1 7,609 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 376 33,200 SH   SOLE   33,200 0 0
INSMED INC COM PAR $.01 457669307 4,229 233,000 SH   SOLE   233,000 0 0
INTEL CORP COM 458140100 126,326 3,666,936 SH   SOLE   3,666,936 0 0
INTEL CORP COM 458140100 16,985 493,033 SH   DFND 1 493,033 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 371 11,800 SH   SOLE   11,800 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 986 6,600 SH   SOLE   6,600 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 41,068 160,260 SH   SOLE   160,260 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 145,586 1,057,886 SH   SOLE   1,057,886 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,315 31,353 SH   DFND 1 31,353 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 18,224 152,323 SH   SOLE   152,323 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,287 184,141 SH   SOLE   184,141 0 0
INTL PAPER CO COM 460146103 7,067 187,442 SH   SOLE   187,442 0 0
INTL PAPER CO COM 460146103 2,246 59,566 SH   DFND 1 59,566 0 0
INTUIT COM 461202103 2,544 26,363 SH   DFND 1 26,363 0 0
INTUIT COM 461202103 45,702 473,592 SH   SOLE   473,592 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 47,280 86,568 SH   SOLE   86,568 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,070 1,959 SH   DFND 1 1,959 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 11,222 11,978,000 SH   SOLE   11,978,000 0 0
INVENSENSE INC COM 46123D205 177 17,300 SH   SOLE   17,300 0 0
INVESCO LTD SHS G491BT108 6,576 196,404 SH   SOLE   196,404 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,146 18,500 SH   SOLE   18,500 0 0
IRON MTN INC NEW COM 46284V101 16,117 596,712 SH   SOLE   596,712 0 0
IRON MTN INC NEW COM 46284V101 591 21,871 SH   DFND 1 21,871 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,721 148,500 SH   SOLE   148,500 0 0
ISHARES MSCI EURZONE ETF 464286608 89,536 2,555,256 SH   SOLE   2,555,256 0 0
ISHARES MSCI CDA ETF 464286509 1,221 43,525 SH   DFND 1 43,525 0 0
ISHARES MSCI BRIC INDX 464286657 231 6,255 SH   DFND 1 6,255 0 0
ISHARES TR SELECT DIVID ETF 464287168 543 7,223 SH   DFND 1 7,223 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,418 44,050 SH   DFND 1 44,050 0 0
ISHARES TR IBOXX INV CP ETF 464287242 4,254 37,312 SH   DFND 1 37,312 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 898 7,756 SH   DFND 1 7,756 0 0
ISHARES TR S&P 500 VAL ETF 464287408 3,382 38,199 SH   DFND 1 38,199 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 1,004 8,320 SH   DFND 1 8,320 0 0
ISHARES TR MSCI EAFE ETF 464287465 3,822 65,062 SH   DFND 1 65,062 0 0
ISHARES TR CORE S&P MCP ETF 464287507 2,062 14,791 SH   DFND 1 14,791 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 3,141 34,137 SH   DFND 1 34,137 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 623 5,930 SH   DFND 1 5,930 0 0
ISHARES TR U.S. REAL ES ETF 464287739 416 5,157 SH   DFND 1 5,157 0 0
ISHARES TR CORE S&P SCP ETF 464287804 369 3,178 SH   DFND 1 3,178 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,693 33,419 SH   DFND 1 33,419 0 0
ISHARES TR U.S. PFD STK ETF 464288687 2,092 53,836 SH   DFND 1 53,836 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 206 3,176 SH   DFND 1 3,176 0 0
ISHARES TR SELECT DIVID ETF 464287168 1,676 22,300 SH   SOLE   22,300 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 8,699 270,248 SH   SOLE   270,248 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 67,214 557,240 SH   SOLE   557,240 0 0
ISHARES TR MSCI EAFE ETF 464287465 267,196 4,548,022 SH   SOLE   4,548,022 0 0
ISHARES TR CORE S&P MCP ETF 464287507 30,587 219,452 SH   SOLE   219,452 0 0
ISHARES TR IBOXX HI YD ETF 464288513 44,122 547,550 SH   SOLE   547,550 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 187 28,784 SH   SOLE   28,784 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 179 27,500 SH   DFND 1 27,500 0 0
IXIA COM 45071R109 288 23,200 SH   SOLE   23,200 0 0
J & J SNACK FOODS CORP COM 466032109 804 6,893 SH   SOLE   6,893 0 0
JACK IN THE BOX INC COM 466367109 601 7,830 SH   SOLE   7,830 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,350 56,020 SH   SOLE   56,020 0 0
JANUS CAP GROUP INC COM 47102X105 827 58,700 SH   SOLE   58,700 0 0
JARDEN CORP COM 471109108 659 11,538 SH   SOLE   11,538 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,260 16,076 SH   SOLE   16,076 0 0
JD COM INC SPON ADR CL A 47215P106 17,705 548,751 SH   SOLE   548,751 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,365 27,400 SH   SOLE   27,400 0 0
JOHNSON & JOHNSON COM 478160104 285,607 2,780,444 SH   SOLE   2,780,444 0 0
JOHNSON & JOHNSON COM 478160104 44,572 433,917 SH   DFND 1 433,917 0 0
JOHNSON CTLS INC COM 478366107 11,635 294,624 SH   SOLE   294,624 0 0
JONES LANG LASALLE INC COM 48020Q107 8,553 53,500 SH   SOLE   53,500 0 0
JPMORGAN CHASE & CO COM 46625H100 278,903 4,223,888 SH   SOLE   4,223,888 0 0
JPMORGAN CHASE & CO COM 46625H100 36,732 556,289 SH   DFND 1 556,289 0 0
JUNIPER NETWORKS INC COM 48203R104 5,512 199,700 SH   SOLE   199,700 0 0
JUST ENERGY GROUP INC COM 48213W101 38,765 5,450,181 SH   SOLE   5,450,181 0 0
JUST ENERGY GROUP INC COM 48213W101 1,155 162,444 SH   DFND 1 162,444 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,368 28,300 SH   SOLE   28,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 10,599 141,947 SH   SOLE   141,947 0 0
KAR AUCTION SVCS INC COM 48238T109 1,926 52,000 SH   SOLE   52,000 0 0
KBR INC COM 48242W106 3,391 200,400 SH   SOLE   200,400 0 0
KEARNY FINL CORP MD COM 48716P108 274 21,600 SH   SOLE   21,600 0 0
KELLOGG CO COM 487836108 46,573 644,426 SH   SOLE   644,426 0 0
KELLOGG CO COM 487836108 17,257 238,782 SH   DFND 1 238,782 0 0
KEMPER CORP DEL COM 488401100 395 10,600 SH   SOLE   10,600 0 0
KENNAMETAL INC COM 489170100 384 10,922 SH   DFND 1 10,922 0 0
KEURIG GREEN MTN INC COM 49271M100 6,609 73,449 SH   SOLE   73,449 0 0
KEYCORP NEW COM 493267108 19,793 1,500,621 SH   SOLE   1,500,621 0 0
KEYCORP NEW COM 493267108 1,314 99,635 SH   DFND 1 99,635 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 7,281 257,000 SH   SOLE   257,000 0 0
KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 4,474 5,990,000 SH   SOLE   5,990,000 0 0
KIMBERLY CLARK CORP COM 494368103 74,486 585,120 SH   SOLE   585,120 0 0
KIMBERLY CLARK CORP COM 494368103 2,196 17,253 SH   DFND 1 17,253 0 0
KIMCO RLTY CORP COM 49446R109 4,915 185,763 SH   SOLE   185,763 0 0
KINDER MORGAN INC DEL COM 49456B101 14,611 979,300 SH   SOLE   979,300 0 0
KINDER MORGAN INC DEL COM 49456B101 1,751 117,377 SH   DFND 1 117,377 0 0
KINROSS GOLD CORP COM NO PAR 496902404 101 55,844 SH   DFND 1 55,844 0 0
KINROSS GOLD CORP COM NO PAR 496902404 11,058 6,120,059 SH   SOLE   6,120,059 0 0
KKR & CO L P DEL COM UNITS 48248M102 25,510 1,636,336 SH   SOLE   1,636,336 0 0
KLA-TENCOR CORP COM 482480100 5,403 77,904 SH   SOLE   77,904 0 0
KLONDEX MNS LTD COM 498696103 135 66,424 SH   DFND 1 66,424 0 0
KNIGHT TRANSN INC COM 499064103 786 32,425 SH   SOLE   32,425 0 0
KNOLL INC COM NEW 498904200 646 34,360 SH   SOLE   34,360 0 0
KOHLS CORP COM 500255104 12,229 256,760 SH   SOLE   256,760 0 0
KOHLS CORP COM 500255104 2,238 46,985 SH   DFND 1 46,985 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2,648 104,036 SH   DFND 1 104,036 0 0
KOPIN CORP COM 500600101 48 17,800 SH   SOLE   17,800 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 788 37,200 SH   SOLE   37,200 0 0
KRAFT HEINZ CO COM 500754106 33,506 460,502 SH   SOLE   460,502 0 0
KRAFT HEINZ CO COM 500754106 2,506 34,444 SH   DFND 1 34,444 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 615 40,810 SH   SOLE   40,810 0 0
KROGER CO COM 501044101 18,489 442,004 SH   SOLE   442,004 0 0
KT CORP SPONSORED ADR 48268K101 1,453 122,000 SH   SOLE   122,000 0 0
KT CORP SPONSORED ADR 48268K101 195 16,390 SH   DFND 1 16,390 0 0
L BRANDS INC COM 501797104 31,975 333,696 SH   SOLE   333,696 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,621 38,663 SH   SOLE   38,663 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,834 47,184 SH   SOLE   47,184 0 0
LACLEDE GROUP INC COM 505597104 2,537 42,700 SH   SOLE   42,700 0 0
LAKE SHORE GOLD CORP COM 510728108 1,620 2,009,700 SH   SOLE   2,009,700 0 0
LAKE SHORE GOLD CORP COM 510728108 14 17,245 SH   DFND 1 17,245 0 0
LAM RESEARCH CORP COM 512807108 5,975 75,231 SH   SOLE   75,231 0 0
LANCASTER COLONY CORP COM 513847103 1,257 10,883 SH   SOLE   10,883 0 0
LANDSTAR SYS INC COM 515098101 1,482 25,270 SH   SOLE   25,270 0 0
LANNET INC COM 516012101 1,416 35,300 SH   SOLE   35,300 0 0
LANTHEUS HLDGS INC COM 516544103 421 124,600 SH   SOLE   124,600 0 0
LAS VEGAS SANDS CORP COM 517834107 3,970 90,553 SH   SOLE   90,553 0 0
LAUDER ESTEE COS INC CL A 518439104 14,028 159,306 SH   SOLE   159,306 0 0
LEAR CORP COM NEW 521865204 565 4,600 SH   SOLE   4,600 0 0
LEGG MASON INC COM 524901105 1,919 48,928 SH   SOLE   48,928 0 0
LEGGETT & PLATT INC COM 524660107 3,187 75,836 SH   SOLE   75,836 0 0
LENNAR CORP CL A 526057104 3,886 79,452 SH   SOLE   79,452 0 0
LENNOX INTL INC COM 526107107 1,112 8,900 SH   SOLE   8,900 0 0
LEUCADIA NATL CORP COM 527288104 2,757 158,531 SH   SOLE   158,531 0 0
LEUCADIA NATL CORP COM 527288104 176 10,124 SH   DFND 1 10,124 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 7,380 135,754 SH   SOLE   135,754 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 149 14,258 SH   DFND 1 14,258 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 36,499 895,232 SH   SOLE   895,232 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,011 36,994 SH   SOLE   36,994 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 313 7,980 SH   SOLE   7,980 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 660 17,325 SH   SOLE   17,325 0 0
LIBERTY PPTY TR SH BEN INT 531172104 265 8,527 SH   SOLE   8,527 0 0
LIFEPOINT HEALTH INC COM 53219L109 803 10,940 SH   SOLE   10,940 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,095 10,100 SH   SOLE   10,100 0 0
LILLY ELI & CO COM 532457108 132,169 1,568,584 SH   SOLE   1,568,584 0 0
LILLY ELI & CO COM 532457108 8,194 97,248 SH   DFND 1 97,248 0 0
LINCOLN NATL CORP IND COM 534187109 5,705 113,518 SH   SOLE   113,518 0 0
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 13,666 1,230,100 SH   SOLE   1,230,100 0 0
LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 1,906 625,000 SH   SOLE   625,000 0 0
LINDSAY CORP COM 535555106 211 2,909 SH   DFND 1 2,909 0 0
LINEAR TECHNOLOGY CORP COM 535678106 42,597 1,002,991 SH   SOLE   1,002,991 0 0
LINKEDIN CORP COM CL A 53578A108 37,699 167,490 SH   SOLE   167,490 0 0
LKQ CORP COM 501889208 2,732 92,189 SH   SOLE   92,189 0 0
LKQ CORP COM 501889208 1,875 63,283 SH   DFND 1 63,283 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 7,550 1,592,804 SH   DFND 1 1,592,804 0 0
LOCKHEED MARTIN CORP COM 539830109 2,247 10,346 SH   DFND 1 10,346 0 0
LOCKHEED MARTIN CORP COM 539830109 120,761 556,117 SH   SOLE   556,117 0 0
LOEWS CORP COM 540424108 59,027 1,537,169 SH   SOLE   1,537,169 0 0
LOUISIANA PAC CORP COM 546347105 443 24,580 SH   SOLE   24,580 0 0
LOWES COS INC COM 548661107 58,936 775,067 SH   SOLE   775,067 0 0
LOWES COS INC COM 548661107 236 3,101 SH   DFND 1 3,101 0 0
LPL FINL HLDGS INC COM 50212V100 5,246 123,000 SH   SOLE   123,000 0 0
LULULEMON ATHLETICA INC COM 550021109 278 5,300 SH   DFND 1 5,300 0 0
LULULEMON ATHLETICA INC COM 550021109 340 6,476 SH   SOLE   6,476 0 0
LUMENTUM HLDGS INC COM 55024U109 1,101 50,000 SH   SOLE   50,000 0 0
LUMINEX CORP DEL COM 55027E102 768 35,900 SH   SOLE   35,900 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 245 24,900 SH   SOLE   24,900 0 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 435 6,701 SH   DFND 1 6,701 0 0
M & T BK CORP COM 55261F104 18,866 155,689 SH   SOLE   155,689 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 331 8,100 SH   SOLE   8,100 0 0
MACERICH CO COM 554382101 4,933 61,139 SH   SOLE   61,139 0 0
MACYS INC COM 55616P104 5,128 146,609 SH   SOLE   146,609 0 0
MAG SILVER CORP COM 55903Q104 843 119,800 SH   SOLE   119,800 0 0
MAGNA INTL INC COM 559222401 386,303 9,561,889 SH   SOLE   9,561,889 0 0
MAGNA INTL INC COM 559222401 12,189 301,700 SH   DFND 1 301,700 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 23,657 316,984 SH   SOLE   316,984 0 0
MANPOWERGROUP INC COM 56418H100 5,430 64,417 SH   SOLE   64,417 0 0
MANULIFE FINL CORP COM 56501R106 761,391 50,995,558 SH   SOLE   50,995,558 0 0
MANULIFE FINL CORP COM 56501R106 140,044 9,379,691 SH   DFND 1 9,379,691 0 0
MARATHON OIL CORP COM 565849106 4,074 323,567 SH   SOLE   323,567 0 0
MARATHON PETE CORP COM 56585A102 13,417 258,810 SH   SOLE   258,810 0 0
MARATHON PETE CORP COM 56585A102 597 11,507 SH   DFND 1 11,507 0 0
MARINE HARVEST ASA SPONSORED ADR 56824R205 163 12,735 SH   DFND 1 12,735 0 0
MARKEL CORP COM 570535104 883 1,000 SH   SOLE   1,000 0 0
MARKETO INC COM 57063L107 1,700 59,200 SH   SOLE   59,200 0 0
MARRIOTT INTL INC NEW CL A 571903202 20,227 301,709 SH   SOLE   301,709 0 0
MARRIOTT INTL INC NEW CL A 571903202 407 6,069 SH   DFND 1 6,069 0 0
MARSH & MCLENNAN COS INC COM 571748102 79,585 1,435,250 SH   SOLE   1,435,250 0 0
MARTIN MARIETTA MATLS INC COM 573284106 10,000 73,220 SH   SOLE   73,220 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 216 24,494 SH   SOLE   24,494 0 0
MASCO CORP COM 574599106 4,950 174,906 SH   SOLE   174,906 0 0
MASTERCARD INC CL A 57636Q104 95,470 980,585 SH   SOLE   980,585 0 0
MASTERCARD INC CL A 57636Q104 2,104 21,611 SH   DFND 1 21,611 0 0
MATADOR RES CO COM 576485205 652 33,000 SH   SOLE   33,000 0 0
MATCH GROUP INC COM 57665R106 1,316 97,100 SH   SOLE   97,100 0 0
MATSON INC COM 57686G105 345 8,100 SH   SOLE   8,100 0 0
MATTEL INC COM 577081102 13,354 491,490 SH   SOLE   491,490 0 0
MATTHEWS INTL CORP CL A 577128101 744 13,920 SH   SOLE   13,920 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 984 25,883 SH   SOLE   25,883 0 0
MCCORMICK & CO INC COM NON VTG 579780206 48,128 562,501 SH   SOLE   562,501 0 0
MCCORMICK & CO INC COM NON VTG 579780206 214 2,500 SH   DFND 1 2,500 0 0
MCDONALDS CORP COM 580135101 8,272 70,020 SH   DFND 1 70,020 0 0
MCDONALDS CORP COM 580135101 205,170 1,736,665 SH   SOLE   1,736,665 0 0
MCGRAW HILL FINL INC COM 580645109 12,269 124,456 SH   SOLE   124,456 0 0
MCKESSON CORP COM 58155Q103 195,394 990,690 SH   SOLE   990,690 0 0
MCKESSON CORP COM 58155Q103 32,286 163,697 SH   DFND 1 163,697 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 3,180 146,400 SH   SOLE   146,400 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 7,138 90,413 SH   SOLE   90,413 0 0
MEDGENICS INC COM NEW 58436Q203 220 36,500 SH   SOLE   36,500 0 0
MEDICINES CO COM 584688105 583 15,600 SH   SOLE   15,600 0 0
MEDIVATION INC COM 58501N101 1,392 28,804 SH   SOLE   28,804 0 0
MEDNAX INC COM 58502B106 12,519 174,700 SH   SOLE   174,700 0 0
MEDNAX INC COM 58502B106 732 10,209 SH   DFND 1 10,209 0 0
MELCO CROWN ENTMT LTD ADR 585464100 781 46,500 SH   SOLE   46,500 0 0
MERCADOLIBRE INC COM 58733R102 1,180 10,324 SH   SOLE   10,324 0 0
MERCK & CO INC NEW COM 58933Y105 152,183 2,881,154 SH   SOLE   2,881,154 0 0
MERCK & CO INC NEW COM 58933Y105 16,668 315,554 SH   DFND 1 315,554 0 0
MERCURY GENL CORP NEW COM 589400100 1,172 25,169 SH   SOLE   25,169 0 0
MEREDITH CORP COM 589433101 735 16,988 SH   SOLE   16,988 0 0
MERIDIAN BANCORP INC MD COM 58958U103 330 23,400 SH   SOLE   23,400 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 702 34,200 SH   SOLE   34,200 0 0
MERITAGE HOMES CORP COM 59001A102 588 17,300 SH   SOLE   17,300 0 0
MERUS LABS INTL INC NEW COM 59047R101 141 86,113 SH   DFND 1 86,113 0 0
METHANEX CORP COM 59151K108 3,366 102,327 SH   DFND 1 102,327 0 0
METHANEX CORP COM 59151K108 17,165 521,755 SH   SOLE   521,755 0 0
METLIFE INC COM 59156R108 166,882 3,461,566 SH   SOLE   3,461,566 0 0
METLIFE INC COM 59156R108 7,530 156,192 SH   DFND 1 156,192 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,539 16,333 SH   SOLE   16,333 0 0
MGIC INVT CORP WIS COM 552848103 168 19,000 SH   SOLE   19,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 12,471 548,915 SH   SOLE   548,915 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,458 86,319 SH   SOLE   86,319 0 0
MICHAELS COS INC COM 59408Q106 5,046 228,200 SH   SOLE   228,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 31,136 669,025 SH   SOLE   669,025 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 423 9,095 SH   DFND 1 9,095 0 0
MICRON TECHNOLOGY INC COM 595112103 7,265 513,062 SH   SOLE   513,062 0 0
MICROSEMI CORP COM 595137100 4,836 148,400 SH   SOLE   148,400 0 0
MICROSOFT CORP COM 594918104 559,691 10,088,158 SH   SOLE   10,088,158 0 0
MICROSOFT CORP COM 594918104 94,426 1,701,975 SH   DFND 1 1,701,975 0 0
MID-AMER APT CMNTYS INC COM 59522J103 254 2,800 SH   SOLE   2,800 0 0
MIDDLEBY CORP COM 596278101 2,805 26,000 SH   SOLE   26,000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 729 15,900 SH   SOLE   15,900 0 0
MITEL NETWORKS CORP COM 60671Q104 3,249 422,990 SH   SOLE   422,990 0 0
MITEL NETWORKS CORP COM 60671Q104 116 15,038 SH   DFND 1 15,038 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 660 106,032 SH   DFND 1 106,032 0 0
MKS INSTRUMENT INC COM 55306N104 1,033 28,700 SH   SOLE   28,700 0 0
MOBILE MINI INC COM 60740F105 700 22,500 SH   SOLE   22,500 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 5,175 122,400 SH   SOLE   122,400 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 6,485 8,354,000 SH   SOLE   8,354,000 0 0
MOHAWK INDS INC COM 608190104 5,389 28,454 SH   SOLE   28,454 0 0
MOLSON COORS BREWING CO CL B 60871R209 24,719 263,197 SH   SOLE   263,197 0 0
MOLSON COORS BREWING CO CL B 60871R209 410 4,361 SH   DFND 1 4,361 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 150 10,100 SH   SOLE   10,100 0 0
MONDELEZ INTL INC CL A 609207105 44,553 993,595 SH   SOLE   993,595 0 0
MONDELEZ INTL INC CL A 609207105 846 18,856 SH   DFND 1 18,856 0 0
MONRO MUFFLER BRAKE INC COM 610236101 629 9,500 SH   SOLE   9,500 0 0
MONSANTO CO NEW COM 61166W101 20,743 210,550 SH   SOLE   210,550 0 0
MONSANTO CO NEW COM 61166W101 1,624 16,489 SH   DFND 1 16,489 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 15,863 106,492 SH   SOLE   106,492 0 0
MOODYS CORP COM 615369105 9,628 95,956 SH   SOLE   95,956 0 0
MOOG INC CL A 615394202 721 11,900 SH   SOLE   11,900 0 0
MORGAN STANLEY COM NEW 617446448 84,680 2,662,062 SH   SOLE   2,662,062 0 0
MORGAN STANLEY COM NEW 617446448 23,172 728,461 SH   DFND 1 728,461 0 0
MOSAIC CO NEW COM 61945C103 11,702 424,130 SH   SOLE   424,130 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,822 99,661 SH   SOLE   99,661 0 0
MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 628 220,400 SH   SOLE   220,400 0 0
MSA SAFETY INC COM 553498106 1,012 23,287 SH   SOLE   23,287 0 0
MSCI INC COM 55354G100 10,459 145,000 SH   SOLE   145,000 0 0
MUELLER WTR PRODS INC COM SER A 624758108 512 59,500 SH   SOLE   59,500 0 0
MULTI COLOR CORP COM 625383104 987 16,500 SH   SOLE   16,500 0 0
MURPHY OIL CORP COM 626717102 1,687 75,128 SH   SOLE   75,128 0 0
MYLAN N V SHS EURO N59465109 10,917 201,908 SH   SOLE   201,908 0 0
NASDAQ INC COM 631103108 3,094 53,197 SH   SOLE   53,197 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 1,658 23,849 SH   DFND 1 23,849 0 0
NATIONAL INSTRS CORP COM 636518102 522 18,200 SH   SOLE   18,200 0 0
NATIONAL OILWELL VARCO INC COM 637071101 30,283 904,229 SH   SOLE   904,229 0 0
NAVIENT CORP COM 63938C108 6,488 566,668 SH   SOLE   566,668 0 0
NETAPP INC COM 64110D104 4,405 166,042 SH   SOLE   166,042 0 0
NETEASE INC SPONSORED ADR 64110W102 336 1,855 SH   SOLE   1,855 0 0
NETFLIX INC COM 64110L106 52,177 456,175 SH   SOLE   456,175 0 0
NETSUITE INC COM 64118Q107 9,135 107,958 SH   SOLE   107,958 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 13,503 238,700 SH   SOLE   238,700 0 0
NEVSUN RES LTD COM 64156L101 2,218 821,688 SH   SOLE   821,688 0 0
NEW GOLD INC CDA COM 644535106 6,537 2,819,931 SH   SOLE   2,819,931 0 0
NEW GOLD INC CDA COM 644535106 76 32,739 SH   DFND 1 32,739 0 0
NEW JERSEY RES COM 646025106 524 15,883 SH   SOLE   15,883 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 298 15,300 SH   SOLE   15,300 0 0
NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 8,333 8,481,000 SH   SOLE   8,481,000 0 0
NEW RELIC INC COM 64829B100 447 12,280 SH   SOLE   12,280 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 5,866 359,461 SH   SOLE   359,461 0 0
NEWELL RUBBERMAID INC COM 651229106 5,482 124,371 SH   SOLE   124,371 0 0
NEWFIELD EXPL CO COM 651290108 2,107 64,706 SH   SOLE   64,706 0 0
NEWMONT MINING CORP COM 651639106 4,281 237,945 SH   SOLE   237,945 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 188 35,600 SH   SOLE   35,600 0 0
NEWS CORP NEW CL A 65249B109 3,168 237,117 SH   SOLE   237,117 0 0
NEWS CORP NEW CL B 65249B208 609 43,600 SH   SOLE   43,600 0 0
NEXTERA ENERGY INC COM 65339F101 37,514 361,097 SH   SOLE   361,097 0 0
NEXTERA ENERGY INC COM 65339F101 475 4,575 SH   DFND 1 4,575 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 3,872 129,700 SH   SOLE   129,700 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 50,104 1,075,183 SH   SOLE   1,075,183 0 0
NIKE INC CL B 654106103 3,526 56,410 SH   DFND 1 56,410 0 0
NIKE INC CL B 654106103 118,216 1,891,461 SH   SOLE   1,891,461 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 5,798 166,895 SH   DFND 1 166,895 0 0
NISOURCE INC COM 65473P105 2,803 143,689 SH   SOLE   143,689 0 0
NOBLE CORP PLC SHS USD G65431101 545 51,700 SH   SOLE   51,700 0 0
NOBLE ENERGY INC COM 655044105 311 9,439 SH   DFND 1 9,439 0 0
NOBLE ENERGY INC COM 655044105 6,326 192,102 SH   SOLE   192,102 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 61 10,380 SH   DFND 1 10,380 0 0
NORDSTROM INC COM 655664100 4,522 90,779 SH   SOLE   90,779 0 0
NORFOLK SOUTHERN CORP COM 655844108 19,678 232,632 SH   SOLE   232,632 0 0
NORFOLK SOUTHERN CORP COM 655844108 741 8,764 SH   DFND 1 8,764 0 0
NORTHERN TR CORP COM 665859104 25,378 352,036 SH   SOLE   352,036 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 1,272 79,900 SH   SOLE   79,900 0 0
NORTHROP GRUMMAN CORP COM 666807102 22,089 116,989 SH   SOLE   116,989 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 31,400 1,843,795 SH   SOLE   1,843,795 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 2,275 169,900 SH   SOLE   169,900 0 0
NORTHWEST NAT GAS CO COM 667655104 1,603 31,682 SH   SOLE   31,682 0 0
NORTHWEST NAT GAS CO COM 667655104 452 8,929 SH   DFND 1 8,929 0 0
NORTHWESTERN CORP COM NEW 668074305 1,382 25,470 SH   SOLE   25,470 0 0
NOVAGOLD RES INC COM NEW 66987E206 4,314 1,031,309 SH   SOLE   1,031,309 0 0
NOVARTIS A G SPONSORED ADR 66987V109 4,806 55,855 SH   DFND 1 55,855 0 0
NOVAVAX INC COM 670002104 4,839 576,800 SH   SOLE   576,800 0 0
NOVO-NORDISK A S ADR 670100205 2,928 50,413 SH   DFND 1 50,413 0 0
NRG ENERGY INC COM NEW 629377508 1,813 153,997 SH   SOLE   153,997 0 0
NTT DOCOMO INC SPONS ADR 62942M201 1,711 96,430 SH   DFND 1 96,430 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 287 14,406 SH   SOLE   14,406 0 0
NUCOR CORP COM 670346105 17,521 434,773 SH   SOLE   434,773 0 0
NVIDIA CORP COM 67066G104 9,051 274,591 SH   SOLE   274,591 0 0
NVR INC COM 62944T105 1,314 800 SH   SOLE   800 0 0
NXP SEMICONDUCTORS N V COM N6596X109 18,802 223,164 SH   SOLE   223,164 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 46,386 183,041 SH   SOLE   183,041 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 100,553 1,487,256 SH   SOLE   1,487,256 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 29,183 431,641 SH   DFND 1 431,641 0 0
OCEANEERING INTL INC COM 675232102 383 10,196 SH   SOLE   10,196 0 0
OGE ENERGY CORP COM 670837103 1,601 60,914 SH   SOLE   60,914 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,949 33,000 SH   SOLE   33,000 0 0
OLD REP INTL CORP COM 680223104 492 26,425 SH   SOLE   26,425 0 0
OLIN CORP COM PAR $1 680665205 226 13,100 SH   SOLE   13,100 0 0
OMNICOM GROUP INC COM 681919106 10,654 140,819 SH   SOLE   140,819 0 0
OMNICOM GROUP INC COM 681919106 3,108 41,083 SH   DFND 1 41,083 0 0
ONE GAS INC COM 68235P108 1,500 29,900 SH   SOLE   29,900 0 0
ONEOK INC NEW COM 682680103 3,366 136,499 SH   SOLE   136,499 0 0
OPEN TEXT CORP COM 683715106 80,634 1,688,394 SH   SOLE   1,688,394 0 0
OPEN TEXT CORP COM 683715106 10,615 222,274 SH   DFND 1 222,274 0 0
OPHTHOTECH CORP COM 683745103 3,180 40,500 SH   SOLE   40,500 0 0
OPUS BK IRVINE CALIF COM 684000102 228 6,172 SH   DFND 1 6,172 0 0
ORACLE CORP COM 68389X105 56,537 1,547,695 SH   DFND 1 1,547,695 0 0
ORACLE CORP COM 68389X105 200,328 5,483,926 SH   SOLE   5,483,926 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 505 293,400 SH   SOLE   293,400 0 0
ORITANI FINL CORP DEL COM 68633D103 1,945 117,900 SH   SOLE   117,900 0 0
OUTFRONT MEDIA INC COM 69007J106 256 11,748 SH   SOLE   11,748 0 0
OWENS ILL INC COM NEW 690768403 1,115 63,979 SH   SOLE   63,979 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,003 22,600 SH   SOLE   22,600 0 0
PACCAR INC COM 693718108 7,995 168,661 SH   SOLE   168,661 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 5,736 74,700 SH   SOLE   74,700 0 0
PACKAGING CORP AMER COM 695156109 353 5,600 SH   SOLE   5,600 0 0
PALO ALTO NETWORKS INC COM 697435105 3,736 21,211 SH   SOLE   21,211 0 0
PAN AMERICAN SILVER CORP COM 697900108 4,283 660,381 SH   SOLE   660,381 0 0
PANDORA MEDIA INC COM 698354107 316 23,600 SH   SOLE   23,600 0 0
PARK STERLING CORP COM 70086Y105 304 41,500 SH   SOLE   41,500 0 0
PARKER HANNIFIN CORP COM 701094104 6,116 63,061 SH   SOLE   63,061 0 0
PARKER HANNIFIN CORP COM 701094104 10,377 107,003 SH   DFND 1 107,003 0 0
PARSLEY ENERGY INC CL A 701877102 496 26,900 SH   SOLE   26,900 0 0
PARTNERRE LTD COM G6852T105 389 2,785 SH   SOLE   2,785 0 0
PATTERSON COMPANIES INC COM 703395103 5,680 125,645 SH   SOLE   125,645 0 0
PAYCHEX INC COM 704326107 59,679 1,128,357 SH   SOLE   1,128,357 0 0
PAYCHEX INC COM 704326107 648 12,250 SH   DFND 1 12,250 0 0
PAYPAL HLDGS INC COM 70450Y103 451 12,468 SH   DFND 1 12,468 0 0
PAYPAL HLDGS INC COM 70450Y103 21,736 600,447 SH   SOLE   600,447 0 0
PDF SOLUTIONS INC COM 693282105 157 14,500 SH   SOLE   14,500 0 0
PDL BIOPHARMA INC COM 69329Y104 144 40,800 SH   SOLE   40,800 0 0
PEARSON PLC SPONSORED ADR 705015105 1,744 161,780 SH   DFND 1 161,780 0 0
PEMBINA PIPELINE CORP COM 706327103 4,710 216,992 SH   DFND 1 216,992 0 0
PEMBINA PIPELINE CORP COM 706327103 94,378 4,348,269 SH   SOLE   4,348,269 0 0
PENGROWTH ENERGY CORP COM 70706P104 1,643 2,237,784 SH   SOLE   2,237,784 0 0
PENGROWTH ENERGY CORP COM 70706P104 117 159,518 SH   DFND 1 159,518 0 0
PENN WEST PETE LTD NEW COM 707887105 39 26,464 SH   DFND 1 26,464 0 0
PENN WEST PETE LTD NEW COM 707887105 1,748 2,075,835 SH   SOLE   2,075,835 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 58,594 63,004,000 SH   SOLE   63,004,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 175 11,400 SH   SOLE   11,400 0 0
PENTAIR PLC SHS G7S00T104 4,085 82,472 SH   SOLE   82,472 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 42,510 2,632,192 SH   SOLE   2,632,192 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 356 22,071 SH   DFND 1 22,071 0 0
PEPCO HOLDINGS INC COM 713291102 3,091 118,823 SH   SOLE   118,823 0 0
PEPSICO INC COM 713448108 253,727 2,539,301 SH   SOLE   2,539,301 0 0
PEPSICO INC COM 713448108 47,038 470,761 SH   DFND 1 470,761 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 285 12,300 SH   SOLE   12,300 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 5,009 521,593 SH   SOLE   521,593 0 0
PERKINELMER INC COM 714046109 3,432 64,070 SH   SOLE   64,070 0 0
PERRIGO CO PLC SHS G97822103 10,741 74,229 SH   SOLE   74,229 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 77 22,764 SH   SOLE   22,764 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 197 45,919 SH   SOLE   45,919 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 50 14,620 SH   DFND 1 14,620 0 0
PFIZER INC COM 717081103 22,262 689,650 SH   DFND 1 689,650 0 0
PFIZER INC COM 717081103 184,056 5,701,849 SH   SOLE   5,701,849 0 0
PG&E CORP COM 69331C108 12,838 241,353 SH   SOLE   241,353 0 0
PHILIP MORRIS INTL INC COM 718172109 123,395 1,403,655 SH   SOLE   1,403,655 0 0
PHILIP MORRIS INTL INC COM 718172109 4,347 49,443 SH   DFND 1 49,443 0 0
PHILLIPS 66 COM 718546104 23,072 282,052 SH   SOLE   282,052 0 0
PIER 1 IMPORTS INC COM 720279108 535 105,080 SH   SOLE   105,080 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 503 9,800 SH   SOLE   9,800 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,439 33,900 SH   SOLE   33,900 0 0
PINNACLE WEST CAP CORP COM 723484101 6,998 108,523 SH   SOLE   108,523 0 0
PIONEER NAT RES CO COM 723787107 11,089 88,444 SH   SOLE   88,444 0 0
PITNEY BOWES INC COM 724479100 1,980 95,879 SH   SOLE   95,879 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 126 13,300 SH   SOLE   13,300 0 0
PLUM CREEK TIMBER CO INC COM 729251108 3,915 82,032 SH   SOLE   82,032 0 0
PMC-SIERRA INC COM 69344F106 682 58,700 SH   SOLE   58,700 0 0
PNC FINL SVCS GROUP INC COM 693475105 26,013 272,933 SH   SOLE   272,933 0 0
PNC FINL SVCS GROUP INC COM 693475105 611 6,415 SH   DFND 1 6,415 0 0
PNM RES INC COM 69349H107 1,342 43,900 SH   SOLE   43,900 0 0
POINTS INTL LTD COM NEW 730843208 1,724 152,564 SH   DFND 1 152,564 0 0
POLARIS INDS INC COM 731068102 360 4,188 SH   SOLE   4,188 0 0
POLYONE CORP COM 73179P106 495 15,600 SH   SOLE   15,600 0 0
POPULAR INC COM NEW 733174700 558 19,700 SH   SOLE   19,700 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 989 27,200 SH   SOLE   27,200 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 406 7,900 SH   SOLE   7,900 0 0
POSCO SPONSORED ADR 693483109 200 5,664 SH   DFND 1 5,664 0 0
POST HLDGS INC COM 737446104 895 14,500 SH   SOLE   14,500 0 0
POST PPTYS INC COM 737464107 1,296 21,900 SH   SOLE   21,900 0 0
POTASH CORP SASK INC COM 73755L107 97,456 5,710,415 SH   SOLE   5,710,415 0 0
POTASH CORP SASK INC COM 73755L107 7,071 414,364 SH   DFND 1 414,364 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 67,872 3,030,000 SH   SOLE   3,030,000 0 0
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 351 12,852 SH   SOLE   12,852 0 0
PPG INDS INC COM 693506107 25,213 255,140 SH   SOLE   255,140 0 0
PPL CORP COM 69351T106 91,871 2,691,798 SH   SOLE   2,691,798 0 0
PPL CORP COM 69351T106 862 25,249 SH   DFND 1 25,249 0 0
PRAXAIR INC COM 74005P104 2,451 23,940 SH   DFND 1 23,940 0 0
PRAXAIR INC COM 74005P104 64,514 630,020 SH   SOLE   630,020 0 0
PRECISION CASTPARTS CORP COM 740189105 15,008 64,685 SH   SOLE   64,685 0 0
PRECISION DRILLING CORP COM 2010 74022D308 20,065 5,095,399 SH   SOLE   5,095,399 0 0
PRECISION DRILLING CORP COM 2010 74022D308 381 96,129 SH   DFND 1 96,129 0 0
PRETIUM RES INC COM 74139C102 3,976 793,463 SH   SOLE   793,463 0 0
PRICE T ROWE GROUP INC COM 74144T108 40,044 560,133 SH   SOLE   560,133 0 0
PRICE T ROWE GROUP INC COM 74144T108 537 7,514 SH   DFND 1 7,514 0 0
PRICELINE GRP INC COM NEW 741503403 115,295 90,431 SH   SOLE   90,431 0 0
PRIMERO MNG CORP COM 74164W106 1,917 853,683 SH   SOLE   853,683 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 5,573 123,890 SH   SOLE   123,890 0 0
PROASSURANCE CORP COM 74267C106 4,596 94,700 SH   SOLE   94,700 0 0
PROCTER & GAMBLE CO COM 742718109 175,815 2,214,017 SH   SOLE   2,214,017 0 0
PROCTER & GAMBLE CO COM 742718109 32,398 407,983 SH   DFND 1 407,983 0 0
PROGRESS SOFTWARE CORP COM 743312100 468 19,500 SH   SOLE   19,500 0 0
PROGRESSIVE CORP OHIO COM 743315103 23,745 746,711 SH   SOLE   746,711 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 84,599 3,604,811 SH   SOLE   3,604,811 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 17,347 739,176 SH   DFND 1 739,176 0 0
PROLOGIS INC COM 74340W103 10,317 240,376 SH   SOLE   240,376 0 0
PROOFPOINT INC COM 743424103 1,736 26,700 SH   SOLE   26,700 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 18,324 18,486,000 SH   SOLE   18,486,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 16,118 16,468,000 SH   SOLE   16,468,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 10,497 10,977,000 SH   SOLE   10,977,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,522 21,259,000 SH   SOLE   21,259,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 694 14,500 SH   SOLE   14,500 0 0
PRUDENTIAL FINL INC COM 744320102 17,347 213,079 SH   SOLE   213,079 0 0
PRUDENTIAL PLC ADR 74435K204 4,319 86,787 SH   DFND 1 86,787 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,434 27,840 SH   SOLE   27,840 0 0
PUBLIC STORAGE COM 74460D109 21,750 87,806 SH   SOLE   87,806 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 15,805 408,510 SH   SOLE   408,510 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 887 22,938 SH   DFND 1 22,938 0 0
PULTE GROUP INC COM 745867101 2,611 146,503 SH   SOLE   146,503 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 3,771 48,100 SH   SOLE   48,100 0 0
PVH CORP COM 693656100 13,880 188,459 SH   SOLE   188,459 0 0
QORVO INC COM 74736K101 4,665 91,649 SH   SOLE   91,649 0 0
QUALCOMM INC COM 747525103 76,262 1,525,707 SH   SOLE   1,525,707 0 0
QUALCOMM INC COM 747525103 1,633 32,676 SH   DFND 1 32,676 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 536 25,700 SH   SOLE   25,700 0 0
QUANTA SVCS INC COM 74762E102 7,101 350,661 SH   SOLE   350,661 0 0
QUEST DIAGNOSTICS INC COM 74834L100 7,023 98,722 SH   SOLE   98,722 0 0
QUEST DIAGNOSTICS INC COM 74834L100 202 2,833 SH   DFND 1 2,833 0 0
QUESTAR CORP COM 748356102 372 19,100 SH   SOLE   19,100 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 32,919 3,359,100 SH   SOLE   3,359,100 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 358 5,212 SH   SOLE   5,212 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 86 12,598 SH   SOLE   12,598 0 0
RADIAN GROUP INC COM 750236101 637 47,600 SH   SOLE   47,600 0 0
RALPH LAUREN CORP CL A 751212101 6,084 54,577 SH   SOLE   54,577 0 0
RANDGOLD RES LTD ADR 752344309 6,620 106,900 SH   SOLE   106,900 0 0
RANGE RES CORP COM 75281A109 1,888 76,715 SH   SOLE   76,715 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 439 7,567 SH   SOLE   7,567 0 0
RAYTHEON CO COM NEW 755111507 26,006 208,832 SH   SOLE   208,832 0 0
RAYTHEON CO COM NEW 755111507 1,172 9,412 SH   DFND 1 9,412 0 0
RBC BEARINGS INC COM 75524B104 937 14,510 SH   SOLE   14,510 0 0
RE MAX HLDGS INC CL A 75524W108 347 9,300 SH   SOLE   9,300 0 0
REALOGY HLDGS CORP COM 75605Y106 318 8,673 SH   SOLE   8,673 0 0
REALTY INCOME CORP COM 756109104 6,067 117,517 SH   SOLE   117,517 0 0
RED HAT INC COM 756577102 29,930 361,434 SH   SOLE   361,434 0 0
RED HAT INC COM 756577102 271 3,267 SH   DFND 1 3,267 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 587 9,500 SH   SOLE   9,500 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 14,949 15,967,000 SH   SOLE   15,967,000 0 0
REGAL ENTMT GROUP CL A 758766109 7,755 410,960 SH   SOLE   410,960 0 0
REGAL ENTMT GROUP CL A 758766109 340 18,009 SH   DFND 1 18,009 0 0
REGENCY CTRS CORP COM 758849103 371 5,450 SH   SOLE   5,450 0 0
REGENERON PHARMACEUTICALS COM 75886F107 61,868 113,965 SH   SOLE   113,965 0 0
REGIONS FINL CORP NEW COM 7591EP100 5,742 598,155 SH   SOLE   598,155 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,309 15,300 SH   SOLE   15,300 0 0
RELX PLC SPONSORED ADR 759530108 3,489 48,209 SH   DFND 1 48,209 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 12,030 106,284 SH   SOLE   106,284 0 0
REPUBLIC SVCS INC COM 760759100 28,659 651,497 SH   SOLE   651,497 0 0
RESMED INC COM 761152107 550 10,243 SH   SOLE   10,243 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 18,204 19,483,000 SH   SOLE   19,483,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 110,682 2,970,994 SH   SOLE   2,970,994 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 34,711 931,724 SH   DFND 1 931,724 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 874 11,000 SH   SOLE   11,000 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 489 27,300 SH   SOLE   27,300 0 0
RETROPHIN INC COM 761299106 426 22,100 SH   SOLE   22,100 0 0
REXNORD CORP NEW COM 76169B102 1,817 100,300 SH   SOLE   100,300 0 0
REYNOLDS AMERICAN INC COM 761713106 46,814 1,014,390 SH   SOLE   1,014,390 0 0
REYNOLDS AMERICAN INC COM 761713106 2,149 46,564 SH   DFND 1 46,564 0 0
RINGCENTRAL INC CL A 76680R206 406 17,200 SH   SOLE   17,200 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 51,321 2,138,144 SH   SOLE   2,138,144 0 0
RITE AID CORP COM 767754104 12,389 1,580,200 SH   SOLE   1,580,200 0 0
RLI CORP COM 749607107 884 14,320 SH   SOLE   14,320 0 0
ROBERT HALF INTL INC COM 770323103 2,926 62,069 SH   SOLE   62,069 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,185 60,280 SH   SOLE   60,280 0 0
ROCKWELL COLLINS INC COM 774341101 32,008 346,783 SH   SOLE   346,783 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 406,760 11,840,540 SH   SOLE   11,840,540 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 101,660 2,957,882 SH   DFND 1 2,957,882 0 0
ROLLINS INC COM 775711104 830 32,050 SH   SOLE   32,050 0 0
ROPER TECHNOLOGIES INC COM 776696106 57,172 301,239 SH   SOLE   301,239 0 0
ROSS STORES INC COM 778296103 25,869 480,743 SH   SOLE   480,743 0 0
ROUSE PPTYS INC COM 779287101 357 24,500 SH   SOLE   24,500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,863,555 34,911,187 SH   SOLE   34,911,187 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 459,802 8,613,763 SH   DFND 1 8,613,763 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 26,271 259,569 SH   SOLE   259,569 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 712 11,099 SH   DFND 1 11,099 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 4,036 88,140 SH   DFND 1 88,140 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 13,526 295,385 SH   SOLE   295,385 0 0
ROYAL GOLD INC COM 780287108 550 15,073 SH   SOLE   15,073 0 0
RPC INC COM 749660106 315 26,400 SH   SOLE   26,400 0 0
RPM INTL INC COM 749685103 5,907 134,074 SH   SOLE   134,074 0 0
RYDER SYS INC COM 783549108 1,218 21,431 SH   SOLE   21,431 0 0
SABRE CORP COM 78573M104 10,933 390,900 SH   SOLE   390,900 0 0
SAFETY INS GROUP INC COM 78648T100 378 6,700 SH   SOLE   6,700 0 0
SAIA INC COM 78709Y105 412 18,500 SH   SOLE   18,500 0 0
SALESFORCE COM INC COM 79466L302 52,158 665,283 SH   SOLE   665,283 0 0
SALESFORCE COM INC COM 79466L302 239 3,050 SH   DFND 1 3,050 0 0
SANDISK CORP COM 80004C101 631 8,306 SH   DFND 1 8,306 0 0
SANDISK CORP COM 80004C101 13,663 179,795 SH   SOLE   179,795 0 0
SANDRIDGE ENERGY INC COM 80007P307 726 3,632,332 SH   SOLE   3,632,332 0 0
SANOFI SPONSORED ADR 80105N105 6,091 145,533 SH   DFND 1 145,533 0 0
SAP SE SPON ADR 803054204 1,233 15,593 SH   DFND 1 15,593 0 0
SBA COMMUNICATIONS CORP COM 78388J106 7,076 67,341 SH   SOLE   67,341 0 0
SCANA CORP NEW COM 80589M102 7,902 130,639 SH   SOLE   130,639 0 0
SCHEIN HENRY INC COM 806407102 41,927 265,043 SH   SOLE   265,043 0 0
SCHEIN HENRY INC COM 806407102 2,476 15,649 SH   DFND 1 15,649 0 0
SCHLUMBERGER LTD COM 806857108 1,273 18,244 SH   DFND 1 18,244 0 0
SCHLUMBERGER LTD COM 806857108 56,822 814,658 SH   SOLE   814,658 0 0
SCHOLASTIC CORP COM 807066105 432 11,192 SH   SOLE   11,192 0 0
SCHWAB CHARLES CORP NEW COM 808513105 17,784 540,057 SH   SOLE   540,057 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 407 9,700 SH   SOLE   9,700 0 0
SCIQUEST INC NEW COM 80908T101 319 24,600 SH   SOLE   24,600 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,400 21,700 SH   SOLE   21,700 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 12,170 220,429 SH   SOLE   220,429 0 0
SEACOR HOLDINGS INC COM 811904101 694 13,200 SH   SOLE   13,200 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 26,168 713,811 SH   SOLE   713,811 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,720 46,913 SH   DFND 1 46,913 0 0
SEALED AIR CORP NEW COM 81211K100 4,092 91,740 SH   SOLE   91,740 0 0
SEATTLE GENETICS INC COM 812578102 332 7,400 SH   SOLE   7,400 0 0
SEI INVESTMENTS CO COM 784117103 491 9,376 SH   SOLE   9,376 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,809 496,600 SH   SOLE   496,600 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 542 7,522 SH   DFND 1 7,522 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 255 3,267 SH   DFND 1 3,267 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 355 14,915 SH   DFND 1 14,915 0 0
SELECTIVE INS GROUP INC COM 816300107 1,175 35,000 SH   SOLE   35,000 0 0
SEMPRA ENERGY COM 816851109 23,444 249,376 SH   SOLE   249,376 0 0
SEMTECH CORP COM 816850101 986 52,090 SH   SOLE   52,090 0 0
SENOMYX INC COM 81724Q107 85 22,600 SH   SOLE   22,600 0 0
SERES THERAPEUTICS INC COM 81750R102 523 14,900 SH   SOLE   14,900 0 0
SERVICE CORP INTL COM 817565104 703 27,000 SH   SOLE   27,000 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 3,924 100,000 SH   SOLE   100,000 0 0
SERVICENOW INC COM 81762P102 16,213 187,302 SH   SOLE   187,302 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 240,391 14,030,527 SH   SOLE   14,030,527 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 84,191 4,908,899 SH   DFND 1 4,908,899 0 0
SHERWIN WILLIAMS CO COM 824348106 17,808 68,597 SH   SOLE   68,597 0 0
SHIRE PLC SPONSORED ADR 82481R106 6,212 30,300 SH   SOLE   30,300 0 0
SHOPIFY INC CL A 82509L107 1,978 77,200 SH   SOLE   77,200 0 0
SIERRA WIRELESS INC COM 826516106 2,163 138,015 SH   SOLE   138,015 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 475 3,100 SH   SOLE   3,100 0 0
SILGAN HOLDINGS INC COM 827048109 807 15,025 SH   SOLE   15,025 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 159 20,500 SH   SOLE   20,500 0 0
SILVER STD RES INC COM 82823L106 2,909 564,342 SH   SOLE   564,342 0 0
SILVER WHEATON CORP COM 828336107 56,747 4,582,977 SH   SOLE   4,582,977 0 0
SILVER WHEATON CORP COM 828336107 837 67,571 SH   DFND 1 67,571 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 329 6,400 SH   SOLE   6,400 0 0
SIMON PPTY GROUP INC NEW COM 828806109 27,130 139,530 SH   SOLE   139,530 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 656 19,200 SH   SOLE   19,200 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 31,434 32,364,000 SH   SOLE   32,364,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,623 398,829 SH   SOLE   398,829 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 7,560 69,000 SH   SOLE   69,000 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 778 16,804 SH   DFND 1 16,804 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 5,594 277,600 SH   SOLE   277,600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 8,048 104,756 SH   SOLE   104,756 0 0
SL GREEN RLTY CORP COM 78440X101 5,072 44,896 SH   SOLE   44,896 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 5,566 152,063 SH   DFND 1 152,063 0 0
SMUCKER J M CO COM NEW 832696405 18,189 147,470 SH   SOLE   147,470 0 0
SNAP ON INC COM 833034101 11,530 67,256 SH   SOLE   67,256 0 0
SOLAZYME INC NOTE 5.000%10/0 83415TAC5 12,014 24,180,000 SH   SOLE   24,180,000 0 0
SONIC CORP COM 835451105 826 25,580 SH   SOLE   25,580 0 0
SONOCO PRODS CO COM 835495102 602 14,741 SH   SOLE   14,741 0 0
SONY CORP ADR NEW 835699307 421 17,108 SH   DFND 1 17,108 0 0
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 2,401 2,496,000 SH   SOLE   2,496,000 0 0
SOUTHERN CO COM 842587107 81,109 1,733,464 SH   SOLE   1,733,464 0 0
SOUTHERN CO COM 842587107 1,931 41,278 SH   DFND 1 41,278 0 0
SOUTHERN COPPER CORP COM 84265V105 381 14,600 SH   SOLE   14,600 0 0
SOUTHWEST AIRLS CO COM 844741108 11,805 274,159 SH   SOLE   274,159 0 0
SOUTHWEST GAS CORP COM 844895102 918 16,650 SH   SOLE   16,650 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,234 173,574 SH   SOLE   173,574 0 0
SP PLUS CORP COM 78469C103 261 10,900 SH   SOLE   10,900 0 0
SPARK THERAPEUTICS INC COM 84652J103 2,636 58,187 SH   SOLE   58,187 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 592 3,400 SH   SOLE   3,400 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 213 2,100 SH   SOLE   2,100 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 3,979 39,221 SH   DFND 1 39,221 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 111,898 3,250,000 SH   SOLE   3,250,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 761,137 3,733,075 SH   SOLE   3,733,075 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 18,987 93,123 SH   DFND 1 93,123 0 0
SPDR SER TR SHT TRM HGH YLD 78468R408 15,827 616,085 SH   SOLE   616,085 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 25,075 739,450 SH   SOLE   739,450 0 0
SPECTRA ENERGY CORP COM 847560109 47,765 1,995,193 SH   SOLE   1,995,193 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 211 4,210 SH   DFND 1 4,210 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 258 20,434 SH   DFND 1 20,434 0 0
SPLUNK INC COM 848637104 1,929 32,800 SH   SOLE   32,800 0 0
SPRINT CORP COM SER 1 85207U105 317 87,528 SH   SOLE   87,528 0 0
SPROTT PHYSICAL SILVER TR TR UNIT 85207K107 66 10,000 SH   DFND 1 10,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 4,520 170,000 SH   SOLE   170,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 6,752 98,900 SH   SOLE   98,900 0 0
ST JUDE MED INC COM 790849103 7,853 127,139 SH   SOLE   127,139 0 0
STANLEY BLACK & DECKER INC COM 854502101 23,732 222,360 SH   SOLE   222,360 0 0
STANTEC INC COM 85472N109 24,275 982,539 SH   SOLE   982,539 0 0
STANTEC INC COM 85472N109 4,436 179,559 SH   DFND 1 179,559 0 0
STAPLES INC COM 855030102 2,883 304,433 SH   SOLE   304,433 0 0
STARBUCKS CORP COM 855244109 76,202 1,269,402 SH   SOLE   1,269,402 0 0
STARBUCKS CORP COM 855244109 2,872 47,850 SH   DFND 1 47,850 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5,493 79,285 SH   SOLE   79,285 0 0
STATE AUTO FINL CORP COM 855707105 354 17,200 SH   SOLE   17,200 0 0
STATE STR CORP COM 857477103 21,938 330,584 SH   SOLE   330,584 0 0
STATE STR CORP COM 857477103 434 6,539 SH   DFND 1 6,539 0 0
STATOIL ASA SPONSORED ADR 85771P102 448 32,078 SH   DFND 1 32,078 0 0
STERICYCLE INC COM 858912108 9,981 82,763 SH   SOLE   82,763 0 0
STERIS PLC SHS USD G84720104 2,519 33,440 SH   SOLE   33,440 0 0
STILLWATER MNG CO COM 86074Q102 1,244 145,144 SH   SOLE   145,144 0 0
STRYKER CORP COM 863667101 20,304 218,466 SH   SOLE   218,466 0 0
STRYKER CORP COM 863667101 957 10,293 SH   DFND 1 10,293 0 0
STUDENT TRANSN INC COM 86388A108 9,334 2,532,333 SH   SOLE   2,532,333 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 237 31,168 SH   DFND 1 31,168 0 0
SUN HYDRAULICS CORP COM 866942105 531 16,750 SH   SOLE   16,750 0 0
SUN LIFE FINL INC COM 866796105 473,674 15,248,674 SH   SOLE   15,248,674 0 0
SUN LIFE FINL INC COM 866796105 96,515 3,107,040 SH   DFND 1 3,107,040 0 0
SUNCOR ENERGY INC NEW COM 867224107 127,946 4,973,026 SH   DFND 1 4,973,026 0 0
SUNCOR ENERGY INC NEW COM 867224107 813,273 31,627,043 SH   SOLE   31,627,043 0 0
SUNEDISON INC COM 86732Y109 58 14,220 SH   DFND 1 14,220 0 0
SUNTRUST BKS INC COM 867914103 12,410 289,692 SH   SOLE   289,692 0 0
SYMANTEC CORP COM 871503108 16,705 795,488 SH   SOLE   795,488 0 0
SYMANTEC CORP COM 871503108 18,578 884,646 SH   DFND 1 884,646 0 0
SYNCHRONY FINL COM 87165B103 31,290 1,028,925 SH   DFND 1 1,028,925 0 0
SYNCHRONY FINL COM 87165B103 151,148 4,970,340 SH   SOLE   4,970,340 0 0
SYNERGY RES CORP COM 87164P103 151 17,700 SH   SOLE   17,700 0 0
SYNGENTA AG SPONSORED ADR 87160A100 3,268 41,515 SH   DFND 1 41,515 0 0
SYNOPSYS INC COM 871607107 13,487 295,694 SH   SOLE   295,694 0 0
SYNOVUS FINL CORP COM NEW 87161C501 791 24,435 SH   SOLE   24,435 0 0
SYSCO CORP COM 871829107 61,114 1,490,593 SH   SOLE   1,490,593 0 0
T MOBILE US INC COM 872590104 29,213 746,748 SH   SOLE   746,748 0 0
TABLEAU SOFTWARE INC CL A 87336U105 273 2,900 SH   SOLE   2,900 0 0
TAHOE RES INC COM 873868103 23,400 2,715,488 SH   SOLE   2,715,488 0 0
TAHOE RES INC COM 873868103 431 50,051 SH   DFND 1 50,051 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,809 123,474 SH   DFND 1 123,474 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 51,793 2,276,594 SH   SOLE   2,276,594 0 0
TAL ED GROUP ADS REPSTG COM 874080104 435 9,367 SH   SOLE   9,367 0 0
TALMER BANCORP INC COM 87482X101 621 34,300 SH   SOLE   34,300 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 843 25,789 SH   SOLE   25,789 0 0
TANGOE INC COM 87582Y108 490 58,460 SH   SOLE   58,460 0 0
TARGET CORP COM 87612E106 37,121 511,242 SH   SOLE   511,242 0 0
TARGET CORP COM 87612E106 1,254 17,276 SH   DFND 1 17,276 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 587 3,800 SH   SOLE   3,800 0 0
TAUBMAN CTRS INC COM 876664103 997 13,000 SH   SOLE   13,000 0 0
TCF FINL CORP COM 872275102 371 26,300 SH   SOLE   26,300 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 6,416 6,493,000 SH   SOLE   6,493,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 12,777 197,754 SH   SOLE   197,754 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 2,282 52,000 SH   SOLE   52,000 0 0
TECK RESOURCES LTD CL B 878742204 38,411 9,992,025 SH   SOLE   9,992,025 0 0
TECK RESOURCES LTD CL B 878742204 6,780 1,761,938 SH   DFND 1 1,761,938 0 0
TECO ENERGY INC COM 872375100 332 12,454 SH   DFND 1 12,454 0 0
TECO ENERGY INC COM 872375100 11,042 414,343 SH   SOLE   414,343 0 0
TEGNA INC COM 87901J105 2,599 101,855 SH   SOLE   101,855 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,221 13,760 SH   SOLE   13,760 0 0
TELEFLEX INC COM 879369106 12,948 98,500 SH   SOLE   98,500 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 108 12,000 SH   DFND 1 12,000 0 0
TELUS CORP COM 87971M103 134,686 4,887,489 SH   DFND 1 4,887,489 0 0
TELUS CORP COM 87971M103 609,826 22,140,847 SH   SOLE   22,140,847 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,184 39,061 SH   SOLE   39,061 0 0
TENNANT CO COM 880345103 331 5,891 SH   SOLE   5,891 0 0
TERADATA CORP DEL COM 88076W103 1,652 62,530 SH   SOLE   62,530 0 0
TERADYNE INC COM 880770102 13,109 681,348 SH   DFND 1 681,348 0 0
TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 20,361 2,015,900 SH   SOLE   2,015,900 0 0
TESARO INC COM 881569107 4,761 91,006 SH   SOLE   91,006 0 0
TESCO CORP COM 88157K101 117 16,200 SH   SOLE   16,200 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 18,814 19,962,000 SH   SOLE   19,962,000 0 0
TESLA MTRS INC COM 88160R101 32,998 137,484 SH   SOLE   137,484 0 0
TESORO CORP COM 881609101 6,864 65,146 SH   SOLE   65,146 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 264 8,800 SH   SOLE   8,800 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 112,895 1,719,915 SH   SOLE   1,719,915 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,514 68,769 SH   DFND 1 68,769 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,014 20,520 SH   SOLE   20,520 0 0
TEXAS INSTRS INC COM 882508104 93,603 1,707,767 SH   SOLE   1,707,767 0 0
TEXAS INSTRS INC COM 882508104 33,185 605,461 SH   DFND 1 605,461 0 0
TEXTRON INC COM 883203101 23,924 569,485 SH   SOLE   569,485 0 0
THE ADT CORPORATION COM 00101J106 2,534 76,843 SH   SOLE   76,843 0 0
THERAPEUTICSMD INC COM 88338N107 2,857 275,500 SH   SOLE   275,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 72,809 513,283 SH   SOLE   513,283 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 219 1,545 SH   DFND 1 1,545 0 0
THOMSON REUTERS CORP COM 884903105 135,012 3,578,428 SH   DFND 1 3,578,428 0 0
THOMSON REUTERS CORP COM 884903105 232,136 6,152,650 SH   SOLE   6,152,650 0 0
TIFFANY & CO NEW COM 886547108 29,084 381,236 SH   SOLE   381,236 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 785 92,600 SH   SOLE   92,600 0 0
TIME WARNER CABLE INC COM 88732J207 34,306 184,849 SH   SOLE   184,849 0 0
TIME WARNER CABLE INC COM 88732J207 1,565 8,432 SH   DFND 1 8,432 0 0
TIME WARNER INC COM NEW 887317303 29,046 449,137 SH   DFND 1 449,137 0 0
TIME WARNER INC COM NEW 887317303 76,967 1,190,147 SH   SOLE   1,190,147 0 0
TJX COS INC NEW COM 872540109 163,079 2,299,808 SH   SOLE   2,299,808 0 0
TJX COS INC NEW COM 872540109 3,182 44,875 SH   DFND 1 44,875 0 0
TOLL BROTHERS INC COM 889478103 319 9,588 SH   SOLE   9,588 0 0
TOOTSIE ROLL INDS INC COM 890516107 307 9,716 SH   SOLE   9,716 0 0
TORCHMARK CORP COM 891027104 51,275 897,036 SH   SOLE   897,036 0 0
TORO CO COM 891092108 3,765 51,525 SH   SOLE   51,525 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,662,507 42,577,222 SH   SOLE   42,577,222 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 445,391 11,406,403 SH   DFND 1 11,406,403 0 0
TOTAL S A SPONSORED ADR 89151E109 5,030 111,897 SH   DFND 1 111,897 0 0
TOTAL SYS SVCS INC COM 891906109 4,612 92,607 SH   SOLE   92,607 0 0
TOWERS WATSON & CO CL A 891894107 6,927 53,922 SH   SOLE   53,922 0 0
TOWERS WATSON & CO CL A 891894107 298 2,316 SH   DFND 1 2,316 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 1,085 8,822 SH   DFND 1 8,822 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 6,908 6,987,000 SH   SOLE   6,987,000 0 0
TRACTOR SUPPLY CO COM 892356106 17,467 204,294 SH   SOLE   204,294 0 0
TRANSALTA CORP COM 89346D107 32,204 9,110,820 SH   SOLE   9,110,820 0 0
TRANSALTA CORP COM 89346D107 1,822 515,499 SH   DFND 1 515,499 0 0
TRANSCANADA CORP COM 89353D107 182,994 5,624,801 SH   DFND 1 5,624,801 0 0
TRANSCANADA CORP COM 89353D107 702,312 21,588,436 SH   SOLE   21,588,436 0 0
TRANSDIGM GROUP INC COM 893641100 6,975 30,530 SH   SOLE   30,530 0 0
TRANSGLOBE ENERGY CORP COM 893662106 54 29,625 SH   DFND 1 29,625 0 0
TRANSOCEAN LTD REG SHS H8817H100 3,333 269,253 SH   SOLE   269,253 0 0
TRANSUNION COM 89400J107 1,461 53,000 SH   SOLE   53,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 68,051 602,969 SH   SOLE   602,969 0 0
TREEHOUSE FOODS INC COM 89469A104 5,155 65,700 SH   SOLE   65,700 0 0
TRIMAS CORP COM NEW 896215209 442 23,700 SH   SOLE   23,700 0 0
TRIMBLE NAVIGATION LTD COM 896239100 322 14,993 SH   SOLE   14,993 0 0
TRIPADVISOR INC COM 896945201 9,019 105,798 SH   SOLE   105,798 0 0
TRIUMPH GROUP INC NEW COM 896818101 461 11,600 SH   SOLE   11,600 0 0
TRUSTMARK CORP COM 898402102 429 18,600 SH   SOLE   18,600 0 0
TUESDAY MORNING CORP COM NEW 899035505 513 78,900 SH   SOLE   78,900 0 0
TUMI HLDGS INC COM 89969Q104 540 32,500 SH   SOLE   32,500 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,107 19,900 SH   SOLE   19,900 0 0
TURQUOISE HILL RES LTD COM 900435108 10,701 4,234,780 SH   SOLE   4,234,780 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 20,801 765,885 SH   SOLE   765,885 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 49,506 1,818,085 SH   SOLE   1,818,085 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,144 42,005 SH   DFND 1 42,005 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,818 7,980,000 SH   SOLE   7,980,000 0 0
TWITTER INC COM 90184L102 775 33,494 SH   SOLE   33,494 0 0
TWO HBRS INVT CORP COM 90187B101 2,430 300,000 SH   SOLE   300,000 0 0
TYCO INTL PLC SHS G91442106 6,047 189,605 SH   SOLE   189,605 0 0
TYSON FOODS INC CL A 902494103 7,220 135,392 SH   SOLE   135,392 0 0
UDR INC COM 902653104 675 17,955 SH   SOLE   17,955 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 958 5,180 SH   SOLE   5,180 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 3,171 28,265 SH   SOLE   28,265 0 0
UNDER ARMOUR INC CL A 904311107 6,535 81,066 SH   SOLE   81,066 0 0
UNILEVER N V N Y SHS NEW 904784709 1,680 39,830 SH   DFND 1 39,830 0 0
UNILEVER PLC SPON ADR NEW 904767704 7,896 183,510 SH   DFND 1 183,510 0 0
UNION PAC CORP COM 907818108 972 12,425 SH   DFND 1 12,425 0 0
UNION PAC CORP COM 907818108 80,534 1,029,852 SH   SOLE   1,029,852 0 0
UNITED BANKSHARES INC WEST V COM 909907107 644 17,400 SH   SOLE   17,400 0 0
UNITED CONTL HLDGS INC COM 910047109 18,200 317,622 SH   SOLE   317,622 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 139 74,100 SH   SOLE   74,100 0 0
UNITED PARCEL SERVICE INC CL B 911312106 124,474 1,293,505 SH   SOLE   1,293,505 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,724 28,307 SH   DFND 1 28,307 0 0
UNITED RENTALS INC COM 911363109 3,213 44,290 SH   SOLE   44,290 0 0
UNITED TECHNOLOGIES CORP COM 913017109 153,407 1,596,824 SH   SOLE   1,596,824 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13,316 138,609 SH   DFND 1 138,609 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 423 2,700 SH   SOLE   2,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 278,549 2,367,808 SH   SOLE   2,367,808 0 0
UNITEDHEALTH GROUP INC COM 91324P102 53,016 450,667 SH   DFND 1 450,667 0 0
UNIVAR INC COM 91336L107 342 20,100 SH   SOLE   20,100 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 420 60,000 SH   SOLE   60,000 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 16,951 141,859 SH   SOLE   141,859 0 0
UNUM GROUP COM 91529Y106 3,719 111,714 SH   SOLE   111,714 0 0
URBAN OUTFITTERS INC COM 917047102 1,734 76,212 SH   SOLE   76,212 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 563 29,275 SH   SOLE   29,275 0 0
US BANCORP DEL COM NEW 902973304 60,934 1,428,034 SH   SOLE   1,428,034 0 0
US BANCORP DEL COM NEW 902973304 5,876 137,706 SH   DFND 1 137,706 0 0
V F CORP COM 918204108 40,786 655,202 SH   SOLE   655,202 0 0
VALE S A ADR REPSTG PFD 91912E204 71 27,928 SH   SOLE   27,928 0 0
VALE S A ADR 91912E105 53 16,012 SH   DFND 1 16,012 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 233 2,299 SH   DFND 1 2,299 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 196,652 1,942,150 SH   SOLE   1,942,150 0 0
VALERO ENERGY CORP NEW COM 91913Y100 23,438 331,465 SH   SOLE   331,465 0 0
VALERO ENERGY CORP NEW COM 91913Y100 394 5,575 SH   DFND 1 5,575 0 0
VALLEY NATL BANCORP COM 919794107 463 46,965 SH   SOLE   46,965 0 0
VALMONT INDS INC COM 920253101 2,374 22,393 SH   SOLE   22,393 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 374 4,660 SH   DFND 1 4,660 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 2,574 31,869 SH   DFND 1 31,869 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 526 5,046 SH   DFND 1 5,046 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 211 4,851 SH   DFND 1 4,851 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 5,817 177,846 SH   DFND 1 177,846 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 269 4,751 SH   DFND 1 4,751 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,724 34,570 SH   DFND 1 34,570 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 59,057 1,805,486 SH   SOLE   1,805,486 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 367 7,350 SH   SOLE   7,350 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,280 16,009 SH   DFND 1 16,009 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 1,406 18,087 SH   DFND 1 18,087 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 15,766 393,745 SH   DFND 1 393,745 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 485 7,260 SH   DFND 1 7,260 0 0
VANTIV INC CL A 92210H105 8,468 178,570 SH   SOLE   178,570 0 0
VARIAN MED SYS INC COM 92220P105 4,568 56,539 SH   SOLE   56,539 0 0
VARIAN MED SYS INC COM 92220P105 212 2,618 SH   DFND 1 2,618 0 0
VEECO INSTRS INC DEL COM 922417100 510 24,800 SH   SOLE   24,800 0 0
VEEVA SYS INC CL A COM 922475108 4,729 163,900 SH   SOLE   163,900 0 0
VENTAS INC COM 92276F100 8,467 150,039 SH   SOLE   150,039 0 0
VEREIT INC COM 92339V100 12,801 1,616,285 SH   SOLE   1,616,285 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 9,406 9,980,000 SH   SOLE   9,980,000 0 0
VERINT SYS INC COM 92343X100 328 5,704 SH   DFND 1 5,704 0 0
VERISIGN INC COM 92343E102 22,078 252,720 SH   SOLE   252,720 0 0
VERISK ANALYTICS INC COM 92345Y106 15,740 204,731 SH   SOLE   204,731 0 0
VERISK ANALYTICS INC COM 92345Y106 1,786 23,225 SH   DFND 1 23,225 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 19,129 413,877 SH   DFND 1 413,877 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 161,926 3,503,383 SH   SOLE   3,503,383 0 0
VERMILION ENERGY INC COM 923725105 88,389 3,264,598 SH   SOLE   3,264,598 0 0
VERMILION ENERGY INC COM 923725105 11,397 420,935 SH   DFND 1 420,935 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 53,501 425,184 SH   SOLE   425,184 0 0
VIACOM INC NEW CL B 92553P201 27,659 671,984 SH   SOLE   671,984 0 0
VIAVI SOLUTIONS INC COM 925550105 767 126,000 SH   SOLE   126,000 0 0
VIDEOCON D2H LTD ADR 92657J101 21,836 2,459,000 SH   SOLE   2,459,000 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 3,963 259,500 SH   SOLE   259,500 0 0
VISA INC COM CL A 92826C839 348,244 4,490,572 SH   SOLE   4,490,572 0 0
VISA INC COM CL A 92826C839 47,620 614,061 SH   DFND 1 614,061 0 0
VMWARE INC CL A COM 928563402 259 4,587 SH   SOLE   4,587 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 304 9,416 SH   SOLE   9,416 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 5,690 176,381 SH   DFND 1 176,381 0 0
VORNADO RLTY TR SH BEN INT 929042109 7,955 79,580 SH   SOLE   79,580 0 0
VOYA FINL INC COM 929089100 11,941 323,518 SH   SOLE   323,518 0 0
VOYA FINL INC COM 929089100 1,456 39,451 SH   DFND 1 39,451 0 0
VULCAN MATLS CO COM 929160109 5,709 60,112 SH   SOLE   60,112 0 0
WABCO HLDGS INC COM 92927K102 5,389 52,700 SH   SOLE   52,700 0 0
WABTEC CORP COM 929740108 6,617 93,042 SH   SOLE   93,042 0 0
WADDELL & REED FINL INC CL A 930059100 635 22,170 SH   SOLE   22,170 0 0
WAL-MART STORES INC COM 931142103 92,405 1,507,419 SH   SOLE   1,507,419 0 0
WAL-MART STORES INC COM 931142103 3,432 55,986 SH   DFND 1 55,986 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,492 52,749 SH   DFND 1 52,749 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 81,062 951,937 SH   SOLE   951,937 0 0
WASHINGTON TR BANCORP COM 940610108 308 7,800 SH   SOLE   7,800 0 0
WASTE CONNECTIONS INC COM 941053100 10,116 179,625 SH   SOLE   179,625 0 0
WASTE MGMT INC DEL COM 94106L109 27,543 516,077 SH   SOLE   516,077 0 0
WASTE MGMT INC DEL COM 94106L109 470 8,800 SH   DFND 1 8,800 0 0
WATERS CORP COM 941848103 387 2,872 SH   DFND 1 2,872 0 0
WATERS CORP COM 941848103 7,501 55,737 SH   SOLE   55,737 0 0
WAUSAU PAPER CORP COM 943315101 203 19,800 SH   SOLE   19,800 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 372 44,372 SH   SOLE   44,372 0 0
WEC ENERGY GROUP INC COM 92939U106 42,072 819,956 SH   SOLE   819,956 0 0
WEC ENERGY GROUP INC COM 92939U106 812 15,828 SH   DFND 1 15,828 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 5,514 70,500 SH   SOLE   70,500 0 0
WELLS FARGO & CO NEW COM 949746101 202,243 3,720,439 SH   SOLE   3,720,439 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 5,780 4,990 SH   SOLE   4,990 0 0
WELLS FARGO & CO NEW COM 949746101 24,523 451,120 SH   DFND 1 451,120 0 0
WELLTOWER INC COM 95040Q104 925 13,602 SH   DFND 1 13,602 0 0
WELLTOWER INC COM 95040Q104 32,092 471,738 SH   SOLE   471,738 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,067 100,743 SH   SOLE   100,743 0 0
WESTAMERICA BANCORPORATION COM 957090103 346 7,400 SH   SOLE   7,400 0 0
WESTAR ENERGY INC COM 95709T100 325 7,664 SH   SOLE   7,664 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,381 38,500 SH   SOLE   38,500 0 0
WESTERN DIGITAL CORP COM 958102105 6,585 109,653 SH   SOLE   109,653 0 0
WESTERN DIGITAL CORP COM 958102105 317 5,271 SH   DFND 1 5,271 0 0
WESTERN UN CO COM 959802109 4,124 230,271 SH   SOLE   230,271 0 0
WESTPAC BKG CORP SPONSORED ADR 961214301 1,301 43,706 SH   DFND 1 43,706 0 0
WESTROCK CO COM 96145D105 5,560 121,866 SH   SOLE   121,866 0 0
WEYERHAEUSER CO COM 962166104 14,230 474,664 SH   SOLE   474,664 0 0
WHIRLPOOL CORP COM 963320106 5,155 35,102 SH   SOLE   35,102 0 0
WHIRLPOOL CORP COM 963320106 1,106 7,530 SH   DFND 1 7,530 0 0
WHITEWAVE FOODS CO COM 966244105 548 14,080 SH   DFND 1 14,080 0 0
WHITEWAVE FOODS CO COM 966244105 6,307 162,100 SH   SOLE   162,100 0 0
WHITING PETE CORP NEW COM 966387102 110 11,605 SH   SOLE   11,605 0 0
WHOLE FOODS MKT INC COM 966837106 8,745 261,042 SH   SOLE   261,042 0 0
WHOLE FOODS MKT INC COM 966837106 207 6,168 SH   DFND 1 6,168 0 0
WILLIAMS COS INC DEL COM 969457100 8,605 334,810 SH   SOLE   334,810 0 0
WILLIAMS SONOMA INC COM 969904101 1,081 18,500 SH   SOLE   18,500 0 0
WINTRUST FINL CORP COM 97650W108 1,237 25,500 SH   SOLE   25,500 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 73,067 1,459,000 SH   SOLE   1,459,000 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 54,589 1,014,484 SH   SOLE   1,014,484 0 0
WISDOMTREE TR EMER MKT HIGH FD 97717W315 360 8,110 SH   DFND 1 8,110 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 978 19,530 SH   DFND 1 19,530 0 0
WL ROSS HLDG CORP UNIT 06/11/2019 92939D203 33,401 3,246,000 SH   SOLE   3,246,000 0 0
WOLVERINE WORLD WIDE INC COM 978097103 379 22,700 SH   SOLE   22,700 0 0
WORKDAY INC CL A 98138H101 2,585 32,436 SH   SOLE   32,436 0 0
WORTHINGTON INDS INC COM 981811102 346 11,480 SH   SOLE   11,480 0 0
WPP PLC NEW ADR 92937A102 6,968 60,729 SH   DFND 1 60,729 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 4,594 189,977 SH   SOLE   189,977 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,885 53,470 SH   SOLE   53,470 0 0
WYNN RESORTS LTD COM 983134107 2,507 36,240 SH   SOLE   36,240 0 0
XCEL ENERGY INC COM 98389B100 24,923 694,044 SH   SOLE   694,044 0 0
XENCOR INC COM 98401F105 399 27,300 SH   SOLE   27,300 0 0
XEROX CORP COM 984121103 4,671 439,432 SH   SOLE   439,432 0 0
XILINX INC COM 983919101 10,333 219,994 SH   SOLE   219,994 0 0
XILINX INC COM 983919101 238 5,064 SH   DFND 1 5,064 0 0
XL GROUP PLC SHS G98290102 5,538 141,356 SH   SOLE   141,356 0 0
XYLEM INC COM 98419M100 7,639 209,299 SH   SOLE   209,299 0 0
YAHOO INC COM 984332106 17,782 534,644 SH   SOLE   534,644 0 0
YAMANA GOLD INC COM 98462Y100 17,769 9,603,999 SH   SOLE   9,603,999 0 0
YAMANA GOLD INC COM 98462Y100 45 24,353 SH   DFND 1 24,353 0 0
YUM BRANDS INC COM 988498101 323 4,425 SH   DFND 1 4,425 0 0
YUM BRANDS INC COM 988498101 39,725 543,805 SH   SOLE   543,805 0 0
ZILLOW GROUP INC CL A 98954M101 1,779 68,300 SH   SOLE   68,300 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 2,613 111,300 SH   SOLE   111,300 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 8,266 80,571 SH   SOLE   80,571 0 0
ZIONS BANCORPORATION COM 989701107 2,199 80,542 SH   SOLE   80,542 0 0
ZOETIS INC CL A 98978V103 13,777 287,492 SH   SOLE   287,492 0 0
ZUMIEZ INC COM 989817101 353 23,320 SH   SOLE   23,320 0 0