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 116,153 650,464 SH   SOLE   650,464 0 0
3M CO COM 88579Y101 4,285 23,997 SH   DFND 1 23,997 0 0
AAON INC COM PAR $0.004 000360206 806 24,400 SH   SOLE   24,400 0 0
ABBOTT LABS COM 002824100 50,912 1,325,500 SH   SOLE   1,325,500 0 0
ABBOTT LABS COM 002824100 2,460 64,053 SH   DFND 1 64,053 0 0
ABBVIE INC COM 00287Y109 41,457 662,043 SH   DFND 1 662,043 0 0
ABBVIE INC COM 00287Y109 137,849 2,201,364 SH   SOLE   2,201,364 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 7,049 212,950 SH   SOLE   212,950 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 3,299 114,387 SH   SOLE   114,387 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 539 16,500 SH   SOLE   16,500 0 0
ACCELERON PHARMA INC COM 00434H108 1,863 73,000 SH   SOLE   73,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 50,664 432,549 SH   SOLE   432,549 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,033 17,353 SH   DFND 1 17,353 0 0
ACCURAY INC COM 004397105 201 43,628 SH   SOLE   43,628 0 0
ACORDA THERAPEUTICS INC COM 00484M106 340 18,100 SH   SOLE   18,100 0 0
ACTIVISION BLIZZARD INC COM 00507V109 9,794 271,220 SH   SOLE   271,220 0 0
ACUITY BRANDS INC COM 00508Y102 7,554 32,722 SH   SOLE   32,722 0 0
ADOBE SYS INC COM 00724F101 19,519 189,601 SH   SOLE   189,601 0 0
ADOBE SYS INC COM 00724F101 1,652 16,046 SH   DFND 1 16,046 0 0
ADTRAN INC COM 00738A106 597 26,700 SH   SOLE   26,700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 25,575 151,225 SH   SOLE   151,225 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,233 7,288 SH   DFND 1 7,288 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 1,605 59,994 SH   SOLE   59,994 0 0
ADVANSIX INC COM 00773T101 459 20,728 SH   SOLE   20,728 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 22,952 3,374,952 SH   SOLE   3,374,952 0 0
AECOM COM 00766T100 4,200 115,500 SH   SOLE   115,500 0 0
AERCAP HOLDINGS NV SHS N00985106 1,797 43,178 SH   SOLE   43,178 0 0
AES CORP COM 00130H105 3,678 316,543 SH   SOLE   316,543 0 0
AETNA INC NEW COM 00817Y108 58,071 468,279 SH   SOLE   468,279 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3,116 21,442 SH   SOLE   21,442 0 0
AFLAC INC COM 001055102 34,436 494,771 SH   SOLE   494,771 0 0
AGCO CORP COM 001084102 7,409 128,056 SH   SOLE   128,056 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 27,867 611,658 SH   SOLE   611,658 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,056 25,300 SH   SOLE   25,300 0 0
AGNICO EAGLE MINES LTD COM 008474108 101,164 2,403,300 SH   SOLE   2,403,300 0 0
AGNICO EAGLE MINES LTD COM 008474108 11,115 264,041 SH   DFND 1 264,041 0 0
AGREE REALTY CORP COM 008492100 359 7,800 SH   SOLE   7,800 0 0
AGRIUM INC COM 008916108 173,531 1,724,403 SH   SOLE   1,724,403 0 0
AGRIUM INC COM 008916108 27,036 268,649 SH   DFND 1 268,649 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 656 32,078 SH   SOLE   32,078 0 0
AIR PRODS & CHEMS INC COM 009158106 21,931 152,488 SH   SOLE   152,488 0 0
AIR PRODS & CHEMS INC COM 009158106 660 4,587 SH   DFND 1 4,587 0 0
AK STL HLDG CORP COM 001547108 6,099 597,392 SH   SOLE   597,392 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,434 66,492 SH   SOLE   66,492 0 0
ALAMO GROUP INC COM 011311107 632 8,300 SH   SOLE   8,300 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 13,341 1,932,093 SH   SOLE   1,932,093 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 741 107,358 SH   DFND 1 107,358 0 0
ALASKA AIR GROUP INC COM 011659109 22,481 253,364 SH   SOLE   253,364 0 0
ALASKA COMMUNICATIONS SYS GR NOTE 6.250% 5/0 01167PAE1 9,909 9,984,000 SH   SOLE   9,984,000 0 0
ALBANY INTL CORP CL A 012348108 690 14,900 SH   SOLE   14,900 0 0
ALBEMARLE CORP COM 012653101 5,114 59,408 SH   SOLE   59,408 0 0
ALBEMARLE CORP COM 012653101 400 4,644 SH   DFND 1 4,644 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 420 20,200 SH   SOLE   20,200 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,176 26,200 SH   SOLE   26,200 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 510 4,585 SH   SOLE   4,585 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 44,330 362,324 SH   SOLE   362,324 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 85,681 975,759 SH   SOLE   975,759 0 0
ALIGN TECHNOLOGY INC COM 016255101 3,285 34,177 SH   SOLE   34,177 0 0
ALLEGHANY CORP DEL COM 017175100 9,969 16,393 SH   SOLE   16,393 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 10,243 160,042 SH   SOLE   160,042 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,088 32,628 SH   DFND 1 32,628 0 0
ALLERGAN PLC SHS G0177J108 24,459 116,466 SH   DFND 1 116,466 0 0
ALLERGAN PLC SHS G0177J108 159,985 761,799 SH   SOLE   761,799 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,825 21,114 SH   SOLE   21,114 0 0
ALLIANT ENERGY CORP COM 018802108 12,673 334,481 SH   SOLE   334,481 0 0
ALLSTATE CORP COM 020002101 13,173 177,725 SH   SOLE   177,725 0 0
ALLY FINL INC COM 02005N100 483 25,398 SH   SOLE   25,398 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,474 92,800 SH   SOLE   92,800 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 7,380 6,991,000 SH   SOLE   6,991,000 0 0
ALPHABET INC CAP STK CL C 02079K107 302,727 392,225 SH   SOLE   392,225 0 0
ALPHABET INC CAP STK CL A 02079K305 231,106 291,635 SH   SOLE   291,635 0 0
ALPHABET INC CAP STK CL C 02079K107 42,028 54,453 SH   DFND 1 54,453 0 0
ALPHABET INC CAP STK CL A 02079K305 28,529 36,001 SH   DFND 1 36,001 0 0
ALTRIA GROUP INC COM 02209S103 2,454 36,292 SH   DFND 1 36,292 0 0
ALTRIA GROUP INC COM 02209S103 120,327 1,779,463 SH   SOLE   1,779,463 0 0
AMAYA INC COM 02314M108 5,873 414,306 SH   SOLE   414,306 0 0
AMAZON COM INC COM 023135106 307,676 410,306 SH   SOLE   410,306 0 0
AMAZON COM INC COM 023135106 1,181 1,575 SH   DFND 1 1,575 0 0
AMBEV SA SPONSORED ADR 02319V103 1,005 188,497 SH   DFND 1 188,497 0 0
AMEREN CORP COM 023608102 1,660 31,646 SH   DFND 1 31,646 0 0
AMEREN CORP COM 023608102 27,709 528,188 SH   SOLE   528,188 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 39,315 842,053 SH   SOLE   842,053 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,244 25,000 SH   SOLE   25,000 0 0
AMERICAN ELEC PWR INC COM 025537101 16,541 262,726 SH   SOLE   262,726 0 0
AMERICAN EXPRESS CO COM 025816109 29,590 399,435 SH   SOLE   399,435 0 0
AMERICAN EXPRESS CO COM 025816109 19,783 267,047 SH   DFND 1 267,047 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 3,939 44,700 SH   SOLE   44,700 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 141,026 2,159,326 SH   SOLE   2,159,326 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 819 12,536 SH   DFND 1 12,536 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 447 18,200 SH   SOLE   18,200 0 0
AMERICAN TOWER CORP NEW COM 03027X100 64,031 605,891 SH   SOLE   605,891 0 0
AMERICAN WOODMARK CORP COM 030506109 2,657 35,313 SH   SOLE   35,313 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 63,232 873,853 SH   SOLE   873,853 0 0
AMERIPRISE FINL INC COM 03076C106 32,483 292,800 SH   SOLE   292,800 0 0
AMERIPRISE FINL INC COM 03076C106 10,402 93,766 SH   DFND 1 93,766 0 0
AMERISOURCEBERGEN CORP COM 03073E105 11,103 142,003 SH   DFND 1 142,003 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,946 63,254 SH   SOLE   63,254 0 0
AMETEK INC NEW COM 031100100 15,431 317,509 SH   SOLE   317,509 0 0
AMETEK INC NEW COM 031100100 1,245 25,619 SH   DFND 1 25,619 0 0
AMGEN INC COM 031162100 1,258 8,601 SH   DFND 1 8,601 0 0
AMGEN INC COM 031162100 76,957 526,346 SH   SOLE   526,346 0 0
AMICUS THERAPEUTICS INC COM 03152W109 713 143,460 SH   SOLE   143,460 0 0
AMPHENOL CORP NEW CL A 032095101 19,067 283,739 SH   SOLE   283,739 0 0
AMPHENOL CORP NEW CL A 032095101 3,008 44,761 SH   DFND 1 44,761 0 0
ANADARKO PETE CORP COM 032511107 1,479 21,204 SH   DFND 1 21,204 0 0
ANADARKO PETE CORP COM 032511107 70,955 1,017,568 SH   SOLE   1,017,568 0 0
ANALOG DEVICES INC COM 032654105 29,223 402,406 SH   SOLE   402,406 0 0
ANALOG DEVICES INC COM 032654105 1,034 14,238 SH   DFND 1 14,238 0 0
ANGIES LIST INC COM 034754101 1,121 136,200 SH   SOLE   136,200 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,327 126,297 SH   SOLE   126,297 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,109 20,000 SH   SOLE   20,000 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 5,616 53,259 SH   DFND 1 53,259 0 0
ANNALY CAP MGMT INC COM 035710409 56,293 5,646,199 SH   SOLE   5,646,199 0 0
ANSYS INC COM 03662Q105 474 5,126 SH   SOLE   5,126 0 0
ANSYS INC COM 03662Q105 1,694 18,311 SH   DFND 1 18,311 0 0
ANTERO RES CORP COM 03674X106 213 9,011 SH   SOLE   9,011 0 0
ANTHEM INC COM 036752103 43,245 300,793 SH   SOLE   300,793 0 0
ANTHEM INC COM 036752103 217 1,512 SH   DFND 1 1,512 0 0
AON PLC SHS CL A G0408V102 32,982 295,721 SH   SOLE   295,721 0 0
APACHE CORP COM 037411105 8,602 135,532 SH   SOLE   135,532 0 0
APACHE CORP COM 037411105 437 6,887 SH   DFND 1 6,887 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,171 47,761 SH   SOLE   47,761 0 0
APPLE INC COM 037833100 589,474 5,089,574 SH   SOLE   5,089,574 0 0
APPLE INC COM 037833100 116,569 1,006,467 SH   DFND 1 1,006,467 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 760 12,800 SH   SOLE   12,800 0 0
APPLIED MATLS INC COM 038222105 122,713 3,802,691 SH   SOLE   3,802,691 0 0
APPLIED MATLS INC COM 038222105 33,977 1,052,907 SH   DFND 1 1,052,907 0 0
APTARGROUP INC COM 038336103 1,649 22,446 SH   SOLE   22,446 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 1,402 84,944 SH   SOLE   84,944 0 0
ARAMARK COM 03852U106 6,011 168,273 SH   SOLE   168,273 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 9,260 1,268,552 SH   SOLE   1,268,552 0 0
ARCH CAP GROUP LTD ORD G0450A105 43,265 501,391 SH   SOLE   501,391 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 23,519 515,205 SH   SOLE   515,205 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,489 98,332 SH   DFND 1 98,332 0 0
ARCTIC CAT INC COM 039670104 159 10,608 SH   SOLE   10,608 0 0
ARDELYX INC COM 039697107 713 50,208 SH   SOLE   50,208 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 1,431 115,003 SH   SOLE   115,003 0 0
ARRAY BIOPHARMA INC COM 04269X105 948 107,868 SH   SOLE   107,868 0 0
ARROW ELECTRS INC COM 042735100 372 5,212 SH   SOLE   5,212 0 0
ASANKO GOLD INC COM 04341Y105 4,708 1,532,434 SH   SOLE   1,532,434 0 0
ASANKO GOLD INC COM 04341Y105 212 68,936 SH   DFND 1 68,936 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 11,379 104,116 SH   SOLE   104,116 0 0
ASSURANT INC COM 04621X108 7,367 79,339 SH   SOLE   79,339 0 0
ASSURED GUARANTY LTD COM G0585R106 1,854 49,081 SH   SOLE   49,081 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 23,550 862,010 SH   SOLE   862,010 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,200 43,908 SH   DFND 1 43,908 0 0
AT HOME GROUP INC COM 04650Y100 152 10,405 SH   SOLE   10,405 0 0
AT&T INC COM 00206R102 268,164 6,305,294 SH   SOLE   6,305,294 0 0
AT&T INC COM 00206R102 5,059 118,960 SH   DFND 1 118,960 0 0
ATHENAHEALTH INC COM 04685W103 2,570 24,441 SH   SOLE   24,441 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 380 20,025 SH   SOLE   20,025 0 0
ATLASSIAN CORP PLC CL A G06242104 6,631 275,365 SH   SOLE   275,365 0 0
ATMOS ENERGY CORP COM 049560105 501 6,763 SH   SOLE   6,763 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 194 10,600 SH   SOLE   10,600 0 0
AUTODESK INC COM 052769106 5,569 75,251 SH   SOLE   75,251 0 0
AUTOLIV INC COM 052800109 571 5,048 SH   SOLE   5,048 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 65,544 637,713 SH   SOLE   637,713 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,834 37,299 SH   DFND 1 37,299 0 0
AUTONATION INC COM 05329W102 2,446 50,279 SH   SOLE   50,279 0 0
AUTOZONE INC COM 053332102 89,658 113,521 SH   SOLE   113,521 0 0
AVALONBAY CMNTYS INC COM 053484101 8,681 49,006 SH   SOLE   49,006 0 0
AVERY DENNISON CORP COM 053611109 16,437 234,075 SH   SOLE   234,075 0 0
AVEXIS INC COM 05366U100 1,439 30,144 SH   SOLE   30,144 0 0
AVISTA CORP COM 05379B107 1,748 43,721 SH   SOLE   43,721 0 0
AVNET INC COM 053807103 344 7,222 SH   SOLE   7,222 0 0
AVNET INC COM 053807103 303 6,371 SH   DFND 1 6,371 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,947 45,148 SH   SOLE   45,148 0 0
AZZ INC COM 002474104 1,540 24,100 SH   SOLE   24,100 0 0
B/E AEROSPACE INC COM 073302101 349 5,800 SH   SOLE   5,800 0 0
B2GOLD CORP COM 11777Q209 16,370 6,881,614 SH   SOLE   6,881,614 0 0
BAIDU INC SPON ADR REP A 056752108 15,648 95,175 SH   SOLE   95,175 0 0
BAIDU INC SPON ADR REP A 056752108 311 1,893 SH   DFND 1 1,893 0 0
BAKER HUGHES INC COM 057224107 10,663 164,126 SH   SOLE   164,126 0 0
BALL CORP COM 058498106 18,526 246,784 SH   SOLE   246,784 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 135 15,525 SH   SOLE   15,525 0 0
BANCO DE CHILE SPONSORED ADR 059520106 404 5,734 SH   SOLE   5,734 0 0
BANCO MACRO SA SPON ADR B 05961W105 522 8,107 SH   SOLE   8,107 0 0
BANCO SANTANDER SA ADR 05964H105 421 57,840 SH   DFND 1 57,840 0 0
BANK AMER CORP COM 060505104 7,604 344,082 SH   DFND 1 344,082 0 0
BANK AMER CORP COM 060505104 123,854 5,604,235 SH   SOLE   5,604,235 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 115 119,701 SH   SOLE   119,701 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 233 200 SH   SOLE   200 0 0
BANK HAWAII CORP COM 062540109 5,064 57,101 SH   SOLE   57,101 0 0
BANK MONTREAL QUE COM 063671101 1,579,281 21,931,185 SH   SOLE   21,931,185 0 0
BANK MONTREAL QUE COM 063671101 250,536 3,479,202 SH   DFND 1 3,479,202 0 0
BANK MUTUAL CORP NEW COM 063750103 95 10,100 SH   SOLE   10,100 0 0
BANK N S HALIFAX COM 064149107 1,722,214 30,893,186 SH   SOLE   30,893,186 0 0
BANK N S HALIFAX COM 064149107 407,834 7,315,750 SH   DFND 1 7,315,750 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,749 58,029 SH   DFND 1 58,029 0 0
BANK NEW YORK MELLON CORP COM 064058100 55,776 1,177,213 SH   SOLE   1,177,213 0 0
BANK OF NOVA SCOTIA NOTE 4.500%12/1 064159HB5 1,431 1,390,000 SH   SOLE   1,390,000 0 0
BANKUNITED INC COM 06652K103 2,378 63,100 SH   SOLE   63,100 0 0
BARCLAYS PLC ADR 06738E204 358 32,504 SH   DFND 1 32,504 0 0
BARD C R INC COM 067383109 1,893 8,424 SH   DFND 1 8,424 0 0
BARD C R INC COM 067383109 21,101 93,926 SH   SOLE   93,926 0 0
BARRICK GOLD CORP COM 067901108 168,867 10,537,871 SH   SOLE   10,537,871 0 0
BARRICK GOLD CORP COM 067901108 681 42,515 SH   DFND 1 42,515 0 0
BATS GLOBAL MKTS INC COM 05491G109 3,524 105,160 SH   SOLE   105,160 0 0
BAXTER INTL INC COM 071813109 8,541 192,635 SH   SOLE   192,635 0 0
BAXTER INTL INC COM 071813109 9,979 225,056 SH   DFND 1 225,056 0 0
BAYTEX ENERGY CORP COM 07317Q105 242 49,452 SH   DFND 1 49,452 0 0
BAYTEX ENERGY CORP COM 07317Q105 4,474 914,514 SH   SOLE   914,514 0 0
BB&T CORP COM 054937107 119,856 2,549,044 SH   SOLE   2,549,044 0 0
BB&T CORP COM 054937107 43,894 933,511 SH   DFND 1 933,511 0 0
BCE INC COM NEW 05534B760 110,384 2,551,080 SH   DFND 1 2,551,080 0 0
BCE INC COM NEW 05534B760 686,189 15,857,552 SH   SOLE   15,857,552 0 0
BECTON DICKINSON & CO COM 075887109 52,542 317,379 SH   SOLE   317,379 0 0
BECTON DICKINSON & CO COM 075887109 6,937 41,900 SH   DFND 1 41,900 0 0
BED BATH & BEYOND INC COM 075896100 6,796 167,234 SH   SOLE   167,234 0 0
BEIGENE LTD SPONSORED ADR 07725L102 849 27,968 SH   SOLE   27,968 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 389 28,579 SH   SOLE   28,579 0 0
BEMIS INC COM 081437105 333 6,961 SH   DFND 1 6,961 0 0
BENCHMARK ELECTRS INC COM 08160H101 2,352 77,100 SH   SOLE   77,100 0 0
BENEFICIAL BANCORP INC COM 08171T102 1,031 56,044 SH   SOLE   56,044 0 0
BERKLEY W R CORP COM 084423102 43,503 654,079 SH   SOLE   654,079 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 160,189 982,876 SH   SOLE   982,876 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2,929 12 SH   DFND 1 12 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,737 29,067 SH   DFND 1 29,067 0 0
BERRY PLASTICS GROUP INC COM 08579W103 26,407 541,900 SH   SOLE   541,900 0 0
BEST BUY INC COM 086516101 4,516 105,832 SH   SOLE   105,832 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 17,747 496,000 SH   SOLE   496,000 0 0
BIO TECHNE CORP COM 09073M104 1,608 15,635 SH   SOLE   15,635 0 0
BIOGEN INC COM 09062X103 54,937 193,725 SH   SOLE   193,725 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,114 49,667 SH   SOLE   49,667 0 0
BLACK HILLS CORP COM 092113109 1,071 17,455 SH   SOLE   17,455 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 237 6,279 SH   SOLE   6,279 0 0
BLACKBAUD INC COM 09227Q100 384 6,000 SH   SOLE   6,000 0 0
BLACKBERRY LTD COM 09228F103 28,197 4,092,368 SH   SOLE   4,092,368 0 0
BLACKBERRY LTD COM 09228F103 281 40,011 SH   DFND 1 40,011 0 0
BLACKROCK INC COM 09247X101 34,835 91,540 SH   DFND 1 91,540 0 0
BLACKROCK INC COM 09247X101 158,559 416,668 SH   SOLE   416,668 0 0
BLOCK H & R INC COM 093671105 2,033 88,433 SH   SOLE   88,433 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 2,644 110,000 SH   SOLE   110,000 0 0
BLUE HILLS BANCORP INC COM 095573101 389 20,771 SH   SOLE   20,771 0 0
BLUEBIRD BIO INC COM 09609G100 3,672 59,521 SH   SOLE   59,521 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 484 17,239 SH   SOLE   17,239 0 0
BNC BANCORP COM 05566T101 1,018 31,906 SH   SOLE   31,906 0 0
BOEING CO COM 097023105 170,328 1,094,089 SH   SOLE   1,094,089 0 0
BOEING CO COM 097023105 38,509 247,360 SH   DFND 1 247,360 0 0
BOJANGLES INC COM 097488100 363 19,449 SH   SOLE   19,449 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,014 28,100 SH   SOLE   28,100 0 0
BORGWARNER INC COM 099724106 3,273 82,987 SH   SOLE   82,987 0 0
BORGWARNER INC COM 099724106 934 23,680 SH   DFND 1 23,680 0 0
BOSTON BEER INC CL A 100557107 798 4,700 SH   SOLE   4,700 0 0
BOSTON PROPERTIES INC COM 101121101 6,930 55,093 SH   SOLE   55,093 0 0
BOSTON SCIENTIFIC CORP COM 101137107 10,511 485,956 SH   SOLE   485,956 0 0
BOTTOMLINE TECH DEL INC COM 101388106 989 39,519 SH   SOLE   39,519 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 17,642 1,736,400 SH   SOLE   1,736,400 0 0
BP PLC SPONSORED ADR 055622104 998 26,699 SH   DFND 1 26,699 0 0
BRIDGE BANCORP INC COM 108035106 819 21,600 SH   SOLE   21,600 0 0
BRIGGS & STRATTON CORP COM 109043109 266 11,969 SH   DFND 1 11,969 0 0
BRINKER INTL INC COM 109641100 256 5,174 SH   DFND 1 5,174 0 0
BRINKER INTL INC COM 109641100 2,168 43,780 SH   SOLE   43,780 0 0
BRINKS CO COM 109696104 1,823 44,200 SH   SOLE   44,200 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 63,923 1,093,816 SH   SOLE   1,093,816 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,126 19,273 SH   DFND 1 19,273 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,930 17,134 SH   DFND 1 17,134 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 431 17,660 SH   SOLE   17,660 0 0
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BROADCOM LTD SHS Y09827109 1,475 8,342 SH   DFND 1 8,342 0 0
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BROADSOFT INC COM 11133B409 582 14,100 SH   SOLE   14,100 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 9,757 9,988,000 SH   SOLE   9,988,000 0 0
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BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 79,406 2,403,765 SH   DFND 1 2,403,765 0 0
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BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 36,592 1,092,421 SH   DFND 1 1,092,421 0 0
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BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 83,115 3,800,245 SH   SOLE   3,800,245 0 0
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BROWN & BROWN INC COM 115236101 3,772 84,073 SH   SOLE   84,073 0 0
BROWN FORMAN CORP CL B 115637209 33,181 738,670 SH   SOLE   738,670 0 0
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BUNGE LIMITED COM G16962105 665 9,202 SH   SOLE   9,202 0 0
BURLINGTON STORES INC COM 122017106 5,644 66,600 SH   SOLE   66,600 0 0
BWX TECHNOLOGIES INC COM 05605H100 695 17,500 SH   SOLE   17,500 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 52,009 709,917 SH   SOLE   709,917 0 0
CA INC COM 12673P105 9,311 293,072 SH   SOLE   293,072 0 0
CA INC COM 12673P105 2,261 71,154 SH   DFND 1 71,154 0 0
CABLE ONE INC COM 12685J105 1,181 1,900 SH   SOLE   1,900 0 0
CABOT OIL & GAS CORP COM 127097103 3,890 166,533 SH   SOLE   166,533 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 4,854 192,456 SH   SOLE   192,456 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,554 220,215 SH   DFND 1 220,215 0 0
CAE INC COM 124765108 6,871 490,661 SH   DFND 1 490,661 0 0
CAE INC COM 124765108 82,896 5,919,465 SH   SOLE   5,919,465 0 0
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CALPINE CORP COM NEW 131347304 631 55,235 SH   SOLE   55,235 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,934 34,896 SH   SOLE   34,896 0 0
CAMECO CORP COM 13321L108 27,989 2,673,410 SH   SOLE   2,673,410 0 0
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CANADIAN NAT RES LTD COM 136385101 529,806 16,604,267 SH   SOLE   16,604,267 0 0
CANADIAN NAT RES LTD COM 136385101 120,811 3,786,250 SH   DFND 1 3,786,250 0 0
CANADIAN NATL RY CO COM 136375102 245,141 3,638,981 SH   DFND 1 3,638,981 0 0
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CANADIAN PAC RY LTD COM 13645T100 395,980 2,772,149 SH   SOLE   2,772,149 0 0
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CAPITAL ONE FINL CORP COM 14040H105 77,875 892,657 SH   SOLE   892,657 0 0
CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 30,344 2,946,000 SH   SOLE   2,946,000 0 0
CAPITOL FED FINL INC COM 14057J101 1,111 67,489 SH   SOLE   67,489 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 3,648 358,000 SH   SOLE   358,000 0 0
CARDCONNECT CORP *W EXP 07/29/202 14141X116 1,000 316,395 SH   SOLE   316,395 0 0
CARDINAL HEALTH INC COM 14149Y108 10,433 144,970 SH   SOLE   144,970 0 0
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CARMAX INC COM 143130102 14,962 232,370 SH   SOLE   232,370 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 11,012 211,520 SH   SOLE   211,520 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 262 5,037 SH   DFND 1 5,037 0 0
CARTER INC COM 146229109 4,199 48,600 SH   SOLE   48,600 0 0
CASEYS GEN STORES INC COM 147528103 2,259 19,000 SH   SOLE   19,000 0 0
CATALENT INC COM 148806102 7,878 292,195 SH   SOLE   292,195 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 436 38,750 SH   SOLE   38,750 0 0
CATERPILLAR INC DEL COM 149123101 47,198 508,933 SH   SOLE   508,933 0 0
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CAVIUM INC COM 14964U108 3,016 48,300 SH   SOLE   48,300 0 0
CBOE HLDGS INC COM 12503M108 10,197 138,000 SH   SOLE   138,000 0 0
CBRE GROUP INC CL A 12504L109 3,452 109,632 SH   SOLE   109,632 0 0
CBS CORP NEW CL B 124857202 9,132 143,545 SH   SOLE   143,545 0 0
CDK GLOBAL INC COM 12508E101 445 7,450 SH   SOLE   7,450 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,467,276 17,959,940 SH   SOLE   17,959,940 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 177,816 2,176,563 SH   DFND 1 2,176,563 0 0
CDW CORP COM 12514G108 452 8,675 SH   SOLE   8,675 0 0
CELANESE CORP DEL COM SER A 150870103 12,098 153,646 SH   SOLE   153,646 0 0
CELESTICA INC SUB VTG SHS 15101Q108 36,648 3,089,040 SH   SOLE   3,089,040 0 0
CELESTICA INC SUB VTG SHS 15101Q108 4,185 352,789 SH   DFND 1 352,789 0 0
CELGENE CORP COM 151020104 362 3,127 SH   DFND 1 3,127 0 0
CELGENE CORP COM 151020104 72,694 628,025 SH   SOLE   628,025 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,617 201,344 SH   SOLE   201,344 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 104 12,939 SH   DFND 1 12,939 0 0
CENOVUS ENERGY INC COM 15135U109 75,675 4,999,228 SH   DFND 1 4,999,228 0 0
CENOVUS ENERGY INC COM 15135U109 346,460 22,887,689 SH   SOLE   22,887,689 0 0
CENTENE CORP DEL COM 15135B101 18,670 330,391 SH   SOLE   330,391 0 0
CENTERPOINT ENERGY INC COM 15189T107 44,932 1,823,541 SH   SOLE   1,823,541 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 245 95,900 SH   SOLE   95,900 0 0
CENTRAL FD CDA LTD CL A 153501101 183 17,661 SH   DFND 1 17,661 0 0
CENTURYLINK INC COM 156700106 1,703 71,634 SH   DFND 1 71,634 0 0
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CERNER CORP COM 156782104 6,289 132,773 SH   SOLE   132,773 0 0
CERNER CORP COM 156782104 400 8,438 SH   DFND 1 8,438 0 0
CF INDS HLDGS INC COM 125269100 4,497 142,851 SH   SOLE   142,851 0 0
CHART INDS INC COM PAR $0.01 16115Q308 1,052 29,200 SH   SOLE   29,200 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 42,179 146,496 SH   SOLE   146,496 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 31,176 369,119 SH   SOLE   369,119 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,946 82,243 SH   DFND 1 82,243 0 0
CHEESECAKE FACTORY INC COM 163072101 7,439 124,230 SH   SOLE   124,230 0 0
CHEGG INC COM 163092109 424 57,400 SH   SOLE   57,400 0 0
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CHENIERE ENERGY INC COM NEW 16411R208 484 11,687 SH   SOLE   11,687 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 12,289 12,476,000 SH   SOLE   12,476,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,491 212,398 SH   SOLE   212,398 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 609 23,550 SH   SOLE   23,550 0 0
CHESAPEAKE UTILS CORP COM 165303108 616 9,200 SH   SOLE   9,200 0 0
CHEVRON CORP NEW COM 166764100 137,499 1,168,214 SH   SOLE   1,168,214 0 0
CHEVRON CORP NEW COM 166764100 5,430 46,132 SH   DFND 1 46,132 0 0
CHICOS FAS INC COM 168615102 1,249 86,800 SH   SOLE   86,800 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,313 25,036 SH   DFND 1 25,036 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,247 11,255 SH   SOLE   11,255 0 0
CHOICE HOTELS INTL INC COM 169905106 1,906 34,000 SH   SOLE   34,000 0 0
CHUBB LIMITED COM H1467J104 120,200 909,781 SH   SOLE   909,781 0 0
CHUBB LIMITED COM H1467J104 36,584 276,902 SH   DFND 1 276,902 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 43,198 1,369,200 SH   SOLE   1,369,200 0 0
CHURCH & DWIGHT INC COM 171340102 38,490 871,021 SH   SOLE   871,021 0 0
CIENA CORP COM NEW 171779309 1,055 43,200 SH   SOLE   43,200 0 0
CIGNA CORPORATION COM 125509109 34,889 261,558 SH   SOLE   261,558 0 0
CIMAREX ENERGY CO COM 171798101 6,434 47,340 SH   SOLE   47,340 0 0
CINCINNATI FINL CORP COM 172062101 45,830 605,014 SH   SOLE   605,014 0 0
CINEMARK HOLDINGS INC COM 17243V102 737 19,213 SH   SOLE   19,213 0 0
CINTAS CORP COM 172908105 21,133 182,871 SH   SOLE   182,871 0 0
CISCO SYS INC COM 17275R102 128,205 4,242,378 SH   SOLE   4,242,378 0 0
CISCO SYS INC COM 17275R102 4,203 139,072 SH   DFND 1 139,072 0 0
CIT GROUP INC COM NEW 125581801 503 11,789 SH   SOLE   11,789 0 0
CITIGROUP INC COM NEW 172967424 68,676 1,155,574 SH   SOLE   1,155,574 0 0
CITIGROUP INC COM NEW 172967424 2,300 38,698 SH   DFND 1 38,698 0 0
CITIZENS FINL GROUP INC COM 174610105 1,142 32,065 SH   DFND 1 32,065 0 0
CITIZENS FINL GROUP INC COM 174610105 27,504 771,940 SH   SOLE   771,940 0 0
CITRIX SYS INC COM 177376100 5,563 62,284 SH   SOLE   62,284 0 0
CITY HLDG CO COM 177835105 392 5,800 SH   SOLE   5,800 0 0
CLEARWATER PAPER CORP COM 18538R103 629 9,600 SH   SOLE   9,600 0 0
CLIFFS NAT RES INC COM 18683K101 159 23,000 SH   DFND 1 23,000 0 0
CLIFTON BANCORP INC COM 186873105 208 12,300 SH   SOLE   12,300 0 0
CLOROX CO DEL COM 189054109 54,549 454,497 SH   SOLE   454,497 0 0
CLOVIS ONCOLOGY INC COM 189464100 765 17,226 SH   SOLE   17,226 0 0
CME GROUP INC COM 12572Q105 26,785 232,206 SH   DFND 1 232,206 0 0
CME GROUP INC COM 12572Q105 139,958 1,213,332 SH   SOLE   1,213,332 0 0
CMS ENERGY CORP COM 125896100 6,018 144,585 SH   SOLE   144,585 0 0
CMS ENERGY CORP COM 125896100 467 11,215 SH   DFND 1 11,215 0 0
CNOOC LTD SPONSORED ADR 126132109 1,508 12,162 SH   DFND 1 12,162 0 0
COACH INC COM 189754104 14,018 400,299 SH   SOLE   400,299 0 0
COCA COLA CO COM 191216100 226,937 5,473,643 SH   SOLE   5,473,643 0 0
COCA COLA CO COM 191216100 26,522 639,710 SH   DFND 1 639,710 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,417 45,122 SH   DFND 1 45,122 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 11,429 363,991 SH   SOLE   363,991 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 469 5,526 SH   DFND 1 5,526 0 0
COGNEX CORP COM 192422103 2,863 45,000 SH   SOLE   45,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 12,978 231,617 SH   SOLE   231,617 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,281 22,863 SH   DFND 1 22,863 0 0
COHEN & STEERS INC COM 19247A100 591 17,600 SH   SOLE   17,600 0 0
COHERUS BIOSCIENCES INC COM 19249H103 978 34,732 SH   SOLE   34,732 0 0
COLFAX CORP COM 194014106 2,910 81,000 SH   SOLE   81,000 0 0
COLGATE PALMOLIVE CO COM 194162103 76,813 1,173,794 SH   SOLE   1,173,794 0 0
COLGATE PALMOLIVE CO COM 194162103 5,897 90,116 SH   DFND 1 90,116 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 1,311 35,519 SH   DFND 1 35,519 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 4,634 125,571 SH   SOLE   125,571 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 20,506 19,957,000 SH   SOLE   19,957,000 0 0
COLUCID PHARMACEUTICALS INC COM 19716T101 2,037 55,956 SH   SOLE   55,956 0 0
COMCAST CORP NEW CL A 20030N101 280,381 4,060,550 SH   SOLE   4,060,550 0 0
COMCAST CORP NEW CL A 20030N101 54,589 790,566 SH   DFND 1 790,566 0 0
COMERICA INC COM 200340107 4,775 70,112 SH   SOLE   70,112 0 0
COMFORT SYS USA INC COM 199908104 260 7,800 SH   SOLE   7,800 0 0
COMMERCE BANCSHARES INC COM 200525103 2,442 42,243 SH   SOLE   42,243 0 0
COMMERCIAL METALS CO COM 201723103 391 17,935 SH   SOLE   17,935 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 695 61,576 SH   SOLE   61,576 0 0
COMPASS MINERALS INTL INC COM 20451N101 1,369 17,472 SH   SOLE   17,472 0 0
COMPUTER SCIENCES CORP COM 205363104 479 8,060 SH   SOLE   8,060 0 0
CONAGRA FOODS INC COM 205887102 42,696 1,079,556 SH   SOLE   1,079,556 0 0
CONCHO RES INC COM 20605P101 9,010 67,946 SH   SOLE   67,946 0 0
CONOCOPHILLIPS COM 20825C104 37,007 738,083 SH   SOLE   738,083 0 0
CONSOLIDATED EDISON INC COM 209115104 27,282 370,272 SH   SOLE   370,272 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 436 7,391 SH   DFND 1 7,391 0 0
CONSTELLATION BRANDS INC CL A 21036P108 247 1,608 SH   DFND 1 1,608 0 0
CONSTELLATION BRANDS INC CL A 21036P108 16,001 104,367 SH   SOLE   104,367 0 0
CONTINENTAL RESOURCES INC COM 212015101 281 5,454 SH   SOLE   5,454 0 0
CONYERS PK ACQUISITION UNIT 99/99/99991 212894208 27,462 2,531,100 SH   SOLE   2,531,100 0 0
COOPER COS INC COM NEW 216648402 18,864 107,837 SH   SOLE   107,837 0 0
COOPER STD HLDGS INC COM 21676P103 1,267 12,256 SH   SOLE   12,256 0 0
COPA HOLDINGS SA CL A P31076105 790 8,700 SH   SOLE   8,700 0 0
CORE MARK HOLDING CO INC COM 218681104 1,572 36,500 SH   SOLE   36,500 0 0
CORELOGIC INC COM 21871D103 6,372 173,000 SH   SOLE   173,000 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 16,141 15,464,000 SH   SOLE   15,464,000 0 0
CORNING INC COM 219350105 9,976 411,060 SH   SOLE   411,060 0 0
CORNING INC COM 219350105 691 28,461 SH   DFND 1 28,461 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,177 37,700 SH   SOLE   37,700 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 318 22,244 SH   SOLE   22,244 0 0
COSTAR GROUP INC COM 22160N109 366 1,940 SH   SOLE   1,940 0 0
COSTCO WHSL CORP NEW COM 22160K105 62,061 387,616 SH   SOLE   387,616 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,218 20,100 SH   DFND 1 20,100 0 0
COTT CORP QUE COM 22163N106 16,391 1,446,117 SH   DFND 1 1,446,117 0 0
COTT CORP QUE COM 22163N106 14,339 1,265,081 SH   SOLE   1,265,081 0 0
COTY INC COM CL A 222070203 4,356 237,913 SH   SOLE   237,913 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 2,384 154,790 SH   SOLE   154,790 0 0
CREDICORP LTD COM G2519Y108 4,765 30,188 SH   SOLE   30,188 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 223 15,554 SH   DFND 1 15,554 0 0
CRESCENT PT ENERGY CORP COM 22576C101 36,792 2,703,563 SH   DFND 1 2,703,563 0 0
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CRH MEDICAL CORP COM 12626F105 211 39,483 SH   DFND 1 39,483 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 446 28,600 SH   SOLE   28,600 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 43,563 502,054 SH   SOLE   502,054 0 0
CROWN HOLDINGS INC COM 228368106 1,406 26,740 SH   SOLE   26,740 0 0
CSRA INC COM 12650T104 6,456 202,761 SH   SOLE   202,761 0 0
CSX CORP COM 126408103 49,950 1,390,195 SH   SOLE   1,390,195 0 0
CSX CORP COM 126408103 7,099 197,580 SH   DFND 1 197,580 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 21,723 543,075 SH   SOLE   543,075 0 0
CTS CORP COM 126501105 556 24,800 SH   SOLE   24,800 0 0
CUMMINS INC COM 231021106 7,851 57,445 SH   SOLE   57,445 0 0
CVS HEALTH CORP COM 126650100 11,055 140,097 SH   DFND 1 140,097 0 0
CVS HEALTH CORP COM 126650100 32,936 417,384 SH   SOLE   417,384 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 36,308 3,173,750 SH   SOLE   3,173,750 0 0
D R HORTON INC COM 23331A109 14,156 517,958 SH   SOLE   517,958 0 0
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DARDEN RESTAURANTS INC COM 237194105 18,705 257,219 SH   SOLE   257,219 0 0
DAVITA INC COM 23918K108 11,609 180,825 SH   SOLE   180,825 0 0
DAVITA INC COM 23918K108 1,377 21,449 SH   DFND 1 21,449 0 0
DEERE & CO COM 244199105 26,129 253,582 SH   SOLE   253,582 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 713 12,968 SH   SOLE   12,968 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 12,954 192,339 SH   SOLE   192,339 0 0
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DELUXE CORP COM 248019101 518 7,231 SH   DFND 1 7,231 0 0
DENISON MINES CORP COM 248356107 373 481,177 SH   DFND 1 481,177 0 0
DENNYS CORP COM 24869P104 1,116 87,000 SH   SOLE   87,000 0 0
DENTSPLY SIRONA INC COM 24906P109 35,066 607,408 SH   SOLE   607,408 0 0
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DEVON ENERGY CORP NEW COM 25179M103 8,509 186,319 SH   SOLE   186,319 0 0
DEXCOM INC COM 252131107 3,039 50,900 SH   SOLE   50,900 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 3,118 30,000 SH   SOLE   30,000 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 8,310 79,950 SH   DFND 1 79,950 0 0
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DICKS SPORTING GOODS INC COM 253393102 3,555 66,947 SH   SOLE   66,947 0 0
DIGITAL RLTY TR INC COM 253868103 5,685 57,857 SH   SOLE   57,857 0 0
DIGITALGLOBE INC COM NEW 25389M877 5,272 184,000 SH   SOLE   184,000 0 0
DIME CMNTY BANCSHARES COM 253922108 1,192 59,300 SH   SOLE   59,300 0 0
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DISCOVER FINL SVCS COM 254709108 78,654 1,091,052 SH   SOLE   1,091,052 0 0
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DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 15,529 579,889 SH   SOLE   579,889 0 0
DISH NETWORK CORP CL A 25470M109 1,057 18,244 SH   SOLE   18,244 0 0
DISNEY WALT CO COM DISNEY 254687106 65,406 627,576 SH   SOLE   627,576 0 0
DISNEY WALT CO COM DISNEY 254687106 8,795 84,385 SH   DFND 1 84,385 0 0
DOLLAR GEN CORP NEW COM 256677105 24,329 328,455 SH   SOLE   328,455 0 0
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DOMINION DIAMOND CORP COM 257287102 5,053 482,489 SH   DFND 1 482,489 0 0
DOMINION DIAMOND CORP COM 257287102 32,686 3,369,187 SH   SOLE   3,369,187 0 0
DOMINION RES INC VA NEW COM 25746U109 52,874 690,348 SH   SOLE   690,348 0 0
DOMINION RES INC VA NEW COM 25746U109 849 11,083 SH   DFND 1 11,083 0 0
DOMINOS PIZZA INC COM 25754A201 1,984 12,460 SH   SOLE   12,460 0 0
DOMTAR CORP COM NEW 257559203 1,097 28,100 SH   SOLE   28,100 0 0
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DOVER CORP COM 260003108 6,668 88,986 SH   SOLE   88,986 0 0
DOW CHEM CO COM 260543103 52,880 924,147 SH   SOLE   924,147 0 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 13,832 152,558 SH   SOLE   152,558 0 0
DRIL-QUIP INC COM 262037104 498 8,300 SH   SOLE   8,300 0 0
DTE ENERGY CO COM 233331107 29,089 295,288 SH   SOLE   295,288 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 129,546 1,764,935 SH   SOLE   1,764,935 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 40,467 551,315 SH   DFND 1 551,315 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 32,483 418,488 SH   DFND 1 418,488 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 108,258 1,394,724 SH   SOLE   1,394,724 0 0
DUKE REALTY CORP COM NEW 264411505 541 20,382 SH   SOLE   20,382 0 0
DULUTH HLDGS INC COM CL B 26443V101 1,948 76,700 SH   SOLE   76,700 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,743 14,365 SH   SOLE   14,365 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 13,023 403,800 SH   SOLE   403,800 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 16,200 259,700 SH   SOLE   259,700 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 22,828 658,816 SH   SOLE   658,816 0 0
EAST WEST BANCORP INC COM 27579R104 1,077 21,186 SH   SOLE   21,186 0 0
EASTERLY ACQUISITION CORP COM 27616L102 17,578 1,766,600 SH   SOLE   1,766,600 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 310 883,300 SH   SOLE   883,300 0 0
EASTGROUP PPTY INC COM 277276101 1,565 21,200 SH   SOLE   21,200 0 0
EASTMAN CHEM CO COM 277432100 19,418 258,188 SH   SOLE   258,188 0 0
EATON CORP PLC SHS G29183103 24,985 372,417 SH   SOLE   372,417 0 0
EATON CORP PLC SHS G29183103 1,136 16,936 SH   DFND 1 16,936 0 0
EATON VANCE CORP COM NON VTG 278265103 333 7,947 SH   SOLE   7,947 0 0
EBAY INC COM 278642103 12,599 424,361 SH   SOLE   424,361 0 0
ECOLAB INC COM 278865100 17,194 146,682 SH   SOLE   146,682 0 0
EDGEWELL PERS CARE CO COM 28035Q102 269 3,686 SH   SOLE   3,686 0 0
EDISON INTL COM 281020107 9,754 135,496 SH   SOLE   135,496 0 0
EDITAS MEDICINE INC COM 28106W103 503 30,970 SH   SOLE   30,970 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 7,825 83,508 SH   SOLE   83,508 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 293 3,131 SH   DFND 1 3,131 0 0
EL PASO ELEC CO COM NEW 283677854 1,460 31,400 SH   SOLE   31,400 0 0
ELDORADO GOLD CORP NEW COM 284902103 16,064 4,986,733 SH   SOLE   4,986,733 0 0
ELDORADO GOLD CORP NEW COM 284902103 93 28,906 SH   DFND 1 28,906 0 0
ELECTRONIC ARTS INC COM 285512109 27,664 351,249 SH   SOLE   351,249 0 0
ELLIE MAE INC COM 28849P100 1,777 21,236 SH   SOLE   21,236 0 0
EMERSON ELEC CO COM 291011104 98,136 1,760,290 SH   SOLE   1,760,290 0 0
EMERSON ELEC CO COM 291011104 4,643 83,281 SH   DFND 1 83,281 0 0
ENBRIDGE INC COM 29250N105 284,327 6,748,631 SH   DFND 1 6,748,631 0 0
ENBRIDGE INC COM 29250N105 1,079,385 25,619,637 SH   SOLE   25,619,637 0 0
ENCANA CORP COM 292505104 87,494 7,445,072 SH   SOLE   7,445,072 0 0
ENCANA CORP COM 292505104 264 22,484 SH   DFND 1 22,484 0 0
ENCORE CAP GROUP INC COM 292554102 805 28,100 SH   SOLE   28,100 0 0
ENDO INTL PLC SHS G30401106 3,787 230,169 SH   SOLE   230,169 0 0
ENDOLOGIX INC COM 29266S106 279 48,700 SH   SOLE   48,700 0 0
ENERPLUS CORP COM 292766102 57,671 6,070,587 SH   SOLE   6,070,587 0 0
ENERPLUS CORP COM 292766102 7,839 825,119 SH   DFND 1 825,119 0 0
ENI S P A SPONSORED ADR 26874R108 231 6,218 SH   DFND 1 6,218 0 0
ENTERGY CORP NEW COM 29364G103 1,032 14,040 SH   DFND 1 14,040 0 0
ENTERGY CORP NEW COM 29364G103 49,345 671,631 SH   SOLE   671,631 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 475 17,552 SH   SOLE   17,552 0 0
EOG RES INC COM 26875P101 29,240 289,222 SH   SOLE   289,222 0 0
EOG RES INC COM 26875P101 3,973 39,302 SH   DFND 1 39,302 0 0
EPAM SYS INC COM 29414B104 450 7,000 SH   SOLE   7,000 0 0
EQT CORP COM 26884L109 11,396 174,246 SH   SOLE   174,246 0 0
EQUIFAX INC COM 294429105 24,973 211,225 SH   SOLE   211,225 0 0
EQUIFAX INC COM 294429105 229 1,935 SH   DFND 1 1,935 0 0
EQUINIX INC COM PAR $0.001 29444U700 302 846 SH   DFND 1 846 0 0
EQUINIX INC COM PAR $0.001 29444U700 19,514 54,598 SH   SOLE   54,598 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,179 39,000 SH   SOLE   39,000 0 0
EQUITY ONE COM 294752100 875 28,500 SH   SOLE   28,500 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 19,687 305,888 SH   SOLE   305,888 0 0
ERICSSON ADR B SEK 10 294821608 287 49,156 SH   DFND 1 49,156 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,762 31,100 SH   SOLE   31,100 0 0
ESSENT GROUP LTD COM G3198U102 379 11,700 SH   SOLE   11,700 0 0
ESSEX PPTY TR INC COM 297178105 5,574 23,975 SH   SOLE   23,975 0 0
ETSY INC COM 29786A106 302 25,600 SH   SOLE   25,600 0 0
EVEREST RE GROUP LTD COM G3223R108 64,703 298,997 SH   SOLE   298,997 0 0
EVERSOURCE ENERGY COM 30040W108 35,435 641,593 SH   SOLE   641,593 0 0
EVERSOURCE ENERGY COM 30040W108 485 8,787 SH   DFND 1 8,787 0 0
EXELIXIS INC COM 30161Q104 3,459 231,968 SH   SOLE   231,968 0 0
EXELON CORP COM 30161N101 34,051 959,464 SH   SOLE   959,464 0 0
EXELON CORP COM 30161N101 243 6,852 SH   DFND 1 6,852 0 0
EXPEDIA INC DEL COM NEW 30212P303 5,258 46,416 SH   SOLE   46,416 0 0
EXPEDITORS INTL WASH INC COM 302130109 19,071 360,101 SH   SOLE   360,101 0 0
EXPONENT INC COM 30214U102 742 12,300 SH   SOLE   12,300 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 17,407 253,050 SH   SOLE   253,050 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 418 6,078 SH   DFND 1 6,078 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,471 44,933 SH   SOLE   44,933 0 0
EXXON MOBIL CORP COM 30231G102 294,307 3,260,661 SH   SOLE   3,260,661 0 0
EXXON MOBIL CORP COM 30231G102 13,548 150,102 SH   DFND 1 150,102 0 0
F M C CORP COM NEW 302491303 2,742 48,477 SH   SOLE   48,477 0 0
F5 NETWORKS INC COM 315616102 59,757 412,915 SH   SOLE   412,915 0 0
FACEBOOK INC CL A 30303M102 198,675 1,726,858 SH   SOLE   1,726,858 0 0
FACEBOOK INC CL A 30303M102 957 8,319 SH   DFND 1 8,319 0 0
FACTSET RESH SYS INC COM 303075105 5,867 35,898 SH   SOLE   35,898 0 0
FASTENAL CO COM 311900104 19,507 415,219 SH   SOLE   415,219 0 0
FASTENAL CO COM 311900104 986 20,989 SH   DFND 1 20,989 0 0
FB FINL CORP COM 30257X104 335 12,900 SH   SOLE   12,900 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,681 25,902 SH   SOLE   25,902 0 0
FEDERATED INVS INC PA CL B 314211103 610 21,554 SH   SOLE   21,554 0 0
FEDEX CORP COM 31428X106 28,231 151,619 SH   SOLE   151,619 0 0
FEDEX CORP COM 31428X106 387 2,078 SH   DFND 1 2,078 0 0
FIBROGEN INC COM 31572Q808 610 28,500 SH   SOLE   28,500 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 13,424 395,279 SH   SOLE   395,279 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 75,765 1,001,655 SH   SOLE   1,001,655 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,495 32,983 SH   DFND 1 32,983 0 0
FIFTH THIRD BANCORP COM 316773100 12,214 452,871 SH   SOLE   452,871 0 0
FINANCIAL ENGINES INC COM 317485100 1,127 30,680 SH   SOLE   30,680 0 0
FINISAR CORP COM NEW 31787A507 1,788 59,068 SH   SOLE   59,068 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 26,873 28,935,000 SH   SOLE   28,935,000 0 0
FIRST AMERN FINL CORP COM 31847R102 2,484 67,818 SH   SOLE   67,818 0 0
FIRST DATA CORP NEW COM CL A 32008D106 14,196 1,000,446 SH   SOLE   1,000,446 0 0
FIRST HAWAIIAN INC COM 32051X108 512 14,699 SH   SOLE   14,699 0 0
FIRST HORIZON NATL CORP COM 320517105 2,021 101,000 SH   SOLE   101,000 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 7,717 1,008,722 SH   SOLE   1,008,722 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 153 20,000 SH   DFND 1 20,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,591 17,269 SH   SOLE   17,269 0 0
FIRST SOLAR INC COM 336433107 2,788 86,895 SH   SOLE   86,895 0 0
FIRSTENERGY CORP COM 337932107 10,256 331,163 SH   SOLE   331,163 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 9,606 202,112 SH   SOLE   202,112 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 736 15,482 SH   DFND 1 15,482 0 0
FISERV INC COM 337738108 1,549 14,576 SH   DFND 1 14,576 0 0
FISERV INC COM 337738108 62,576 588,783 SH   SOLE   588,783 0 0
FIVE BELOW INC COM 33829M101 427 10,690 SH   SOLE   10,690 0 0
FIVE9 INC COM 338307101 806 56,800 SH   SOLE   56,800 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 11,144 78,746 SH   SOLE   78,746 0 0
FLEX LTD ORD Y2573F102 455 31,664 SH   SOLE   31,664 0 0
FLIR SYS INC COM 302445101 7,684 212,337 SH   SOLE   212,337 0 0
FLOTEK INDS INC DEL COM 343389102 269 28,700 SH   SOLE   28,700 0 0
FLOWSERVE CORP COM 34354P105 2,268 47,208 SH   SOLE   47,208 0 0
FLUOR CORP NEW COM 343412102 6,931 131,961 SH   SOLE   131,961 0 0
FMC TECHNOLOGIES INC COM 30249U101 12,590 354,341 SH   SOLE   354,341 0 0
FNB CORP PA COM 302520101 349 21,800 SH   SOLE   21,800 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,593 20,898 SH   SOLE   20,898 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 526 6,899 SH   DFND 1 6,899 0 0
FOOT LOCKER INC COM 344849104 7,877 111,109 SH   SOLE   111,109 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 59,195 4,880,080 SH   SOLE   4,880,080 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 14,057 1,158,852 SH   DFND 1 1,158,852 0 0
FORESTAR GROUP INC COM 346233109 364 27,400 SH   SOLE   27,400 0 0
FORTINET INC COM 34959E109 511 16,965 SH   SOLE   16,965 0 0
FORTIVE CORP COM 34959J108 28,643 534,091 SH   SOLE   534,091 0 0
FORTIVE CORP COM 34959J108 1,379 25,706 SH   DFND 1 25,706 0 0
FORTUNA SILVER MINES INC COM 349915108 4,863 859,158 SH   SOLE   859,158 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,998 56,082 SH   SOLE   56,082 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 427 19,400 SH   SOLE   19,400 0 0
FRANCO NEVADA CORP COM 351858105 150,640 2,516,556 SH   SOLE   2,516,556 0 0
FRANCO NEVADA CORP COM 351858105 44,473 742,905 SH   DFND 1 742,905 0 0
FRANKLIN RES INC COM 354613101 5,974 150,930 SH   SOLE   150,930 0 0
FREEPORT-MCMORAN INC CL B 35671D857 12,505 948,064 SH   SOLE   948,064 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 26,345 7,794,366 SH   SOLE   7,794,366 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 26,932 378,900 SH   SOLE   378,900 0 0
FXCM INC NOTE 2.250% 6/1 302693AB2 33,186 60,892,000 SH   SOLE   60,892,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 20,158 387,951 SH   SOLE   387,951 0 0
GALLAGHER ARTHUR J & CO COM 363576109 756 14,552 SH   DFND 1 14,552 0 0
GAMESTOP CORP NEW CL A 36467W109 929 36,789 SH   DFND 1 36,789 0 0
GAMESTOP CORP NEW CL A 36467W109 23,189 918,000 SH   SOLE   918,000 0 0
GAP INC DEL COM 364760108 2,979 132,745 SH   SOLE   132,745 0 0
GARMIN LTD SHS H2906T109 48,767 1,005,721 SH   SOLE   1,005,721 0 0
GARTNER INC COM 366651107 5,225 51,694 SH   SOLE   51,694 0 0
GENERAL DYNAMICS CORP COM 369550108 73,976 428,448 SH   SOLE   428,448 0 0
GENERAL DYNAMICS CORP COM 369550108 1,780 10,310 SH   DFND 1 10,310 0 0
GENERAL ELECTRIC CO COM 369604103 76,443 2,419,070 SH   DFND 1 2,419,070 0 0
GENERAL ELECTRIC CO COM 369604103 269,315 8,522,626 SH   SOLE   8,522,626 0 0
GENERAL MLS INC COM 370334104 54,308 879,192 SH   SOLE   879,192 0 0
GENERAL MLS INC COM 370334104 1,523 24,651 SH   DFND 1 24,651 0 0
GENERAL MTRS CO COM 37045V100 367 10,529 SH   DFND 1 10,529 0 0
GENERAL MTRS CO COM 37045V100 36,600 1,050,527 SH   SOLE   1,050,527 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,212 99,000 SH   SOLE   99,000 0 0
GENTHERM INC COM 37253A103 1,632 48,224 SH   SOLE   48,224 0 0
GENUINE PARTS CO COM 372460105 74,326 777,954 SH   SOLE   777,954 0 0
GENUINE PARTS CO COM 372460105 365 3,821 SH   DFND 1 3,821 0 0
GEO GROUP INC NEW COM 36162J106 333 9,261 SH   DFND 1 9,261 0 0
GETTY RLTY CORP NEW COM 374297109 2,519 98,812 SH   SOLE   98,812 0 0
GIBRALTAR INDS INC COM 374689107 272 6,540 SH   SOLE   6,540 0 0
GILDAN ACTIVEWEAR INC COM 375916103 81,025 3,187,413 SH   SOLE   3,187,413 0 0
GILDAN ACTIVEWEAR INC COM 375916103 6,319 248,586 SH   DFND 1 248,586 0 0
GILEAD SCIENCES INC COM 375558103 2,859 39,922 SH   DFND 1 39,922 0 0
GILEAD SCIENCES INC COM 375558103 68,767 960,297 SH   SOLE   960,297 0 0
GLACIER BANCORP INC NEW COM 37637Q105 699 19,294 SH   SOLE   19,294 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,304 33,860 SH   DFND 1 33,860 0 0
GLOBAL PARTNER ACQUISITION C UNIT 07/01/2020 37954X204 13,277 1,295,300 SH   SOLE   1,295,300 0 0
GLOBAL PMTS INC COM 37940X102 14,042 202,301 SH   SOLE   202,301 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 15,145 19,878,000 SH   SOLE   19,878,000 0 0
GOLDCORP INC NEW COM 380956409 179,431 13,163,344 SH   SOLE   13,163,344 0 0
GOLDCORP INC NEW COM 380956409 34,335 2,519,038 SH   DFND 1 2,519,038 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,093 12,919 SH   DFND 1 12,919 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 91,152 380,673 SH   SOLE   380,673 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,974 96,351 SH   SOLE   96,351 0 0
GRACE W R & CO DEL NEW COM 38388F108 269 3,979 SH   SOLE   3,979 0 0
GRACO INC COM 384109104 1,043 12,550 SH   SOLE   12,550 0 0
GRAINGER W W INC COM 384802104 83,551 359,746 SH   SOLE   359,746 0 0
GRAINGER W W INC COM 384802104 3,454 14,873 SH   DFND 1 14,873 0 0
GRAN TIERRA ENERGY INC COM 38500T101 69 22,823 SH   DFND 1 22,823 0 0
GRAN TIERRA ENERGY INC COM 38500T101 14,534 4,802,775 SH   SOLE   4,802,775 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 9,998 299,080 SH   SOLE   299,080 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,353 40,471 SH   DFND 1 40,471 0 0
GREAT PLAINS ENERGY INC COM 391164100 741 27,103 SH   SOLE   27,103 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 122,418 2,547,627 SH   SOLE   2,547,627 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 7,654 160,888 SH   DFND 1 160,888 0 0
GRUBHUB INC COM 400110102 1,014 26,959 SH   SOLE   26,959 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 564 20,966 SH   SOLE   20,966 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 505 70,259 SH   SOLE   70,259 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 429 16,412 SH   DFND 1 16,412 0 0
GUESS INC COM 401617105 545 45,000 SH   SOLE   45,000 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 4,780 96,900 SH   SOLE   96,900 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 1,511 13,519 SH   SOLE   13,519 0 0
HALLIBURTON CO COM 406216101 17,057 315,344 SH   SOLE   315,344 0 0
HALLIBURTON CO COM 406216101 16,246 300,348 SH   DFND 1 300,348 0 0
HALYARD HEALTH INC COM 40650V100 1,187 32,100 SH   SOLE   32,100 0 0
HANESBRANDS INC COM 410345102 9,865 457,356 SH   SOLE   457,356 0 0
HANOVER INS GROUP INC COM 410867105 978 10,747 SH   SOLE   10,747 0 0
HARLEY DAVIDSON INC COM 412822108 4,691 80,414 SH   SOLE   80,414 0 0
HARMAN INTL INDS INC COM 413086109 7,033 63,265 SH   SOLE   63,265 0 0
HARMONY MERGER CORP COM 413247107 9,352 918,200 SH   SOLE   918,200 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 344 918,200 SH   SOLE   918,200 0 0
HARRIS CORP DEL COM 413875105 15,613 152,367 SH   SOLE   152,367 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,931 145,450 SH   SOLE   145,450 0 0
HASBRO INC COM 418056107 10,976 141,096 SH   SOLE   141,096 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 550 12,800 SH   SOLE   12,800 0 0
HCA HOLDINGS INC COM 40412C101 26,084 352,395 SH   SOLE   352,395 0 0
HCP INC COM 40414L109 5,081 170,953 SH   SOLE   170,953 0 0
HEALTHCARE SVCS GRP INC COM 421906108 821 20,952 SH   SOLE   20,952 0 0
HEALTHSOUTH CORP COM NEW 421924309 2,812 68,186 SH   SOLE   68,186 0 0
HELMERICH & PAYNE INC COM 423452101 20,065 259,238 SH   SOLE   259,238 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 403 36,000 SH   SOLE   36,000 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 11,517 1,141,400 SH   SOLE   1,141,400 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 970 1,141,400 SH   SOLE   1,141,400 0 0
HENRY JACK & ASSOC INC COM 426281101 5,557 62,588 SH   SOLE   62,588 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 38,412 41,923,000 SH   SOLE   41,923,000 0 0
HERITAGE COMMERCE CORP COM 426927109 579 40,153 SH   SOLE   40,153 0 0
HERSHEY CO COM 427866108 18,167 175,643 SH   SOLE   175,643 0 0
HESS CORP COM 42809H107 10,674 171,364 SH   SOLE   171,364 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 37,382 1,615,490 SH   SOLE   1,615,490 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,305 99,616 SH   DFND 1 99,616 0 0
HEXCEL CORP NEW COM 428291108 1,717 33,383 SH   DFND 1 33,383 0 0
HEXCEL CORP NEW COM 428291108 46,362 901,276 SH   SOLE   901,276 0 0
HIBBETT SPORTS INC COM 428567101 750 20,100 SH   SOLE   20,100 0 0
HIGHLAND FDS I HI LD IBOXX SRLN 430101774 1,320 70,400 SH   SOLE   70,400 0 0
HMS HLDGS CORP COM 40425J101 2,079 114,501 SH   SOLE   114,501 0 0
HNI CORP COM 404251100 207 3,700 SH   SOLE   3,700 0 0
HOLLYFRONTIER CORP COM 436106108 18,581 567,182 SH   SOLE   567,182 0 0
HOLOGIC INC COM 436440101 38,663 963,690 SH   SOLE   963,690 0 0
HOME BANCSHARES INC COM 436893200 1,280 46,100 SH   SOLE   46,100 0 0
HOME DEPOT INC COM 437076102 243,603 1,816,847 SH   SOLE   1,816,847 0 0
HOME DEPOT INC COM 437076102 50,168 374,161 SH   DFND 1 374,161 0 0
HOMESTREET INC COM 43785V102 973 30,800 SH   SOLE   30,800 0 0
HONDA MOTOR LTD AMERN SHS 438128308 376 11,318 SH   DFND 1 11,318 0 0
HONEYWELL INTL INC COM 438516106 1,343 11,589 SH   DFND 1 11,589 0 0
HONEYWELL INTL INC COM 438516106 156,223 1,348,497 SH   SOLE   1,348,497 0 0
HOPE BANCORP INC COM 43940T109 711 32,500 SH   SOLE   32,500 0 0
HORMEL FOODS CORP COM 440452100 52,442 1,506,514 SH   SOLE   1,506,514 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,012 266,025 SH   SOLE   266,025 0 0
HP INC COM 40434L105 10,343 696,942 SH   SOLE   696,942 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 728 18,124 SH   DFND 1 18,124 0 0
HSN INC COM 404303109 426 12,420 SH   SOLE   12,420 0 0
HUBBELL INC COM 443510607 268 2,300 SH   SOLE   2,300 0 0
HUDBAY MINERALS INC COM 443628102 34,093 5,953,170 SH   SOLE   5,953,170 0 0
HUDBAY MINERALS INC COM 443628102 81 14,151 SH   DFND 1 14,151 0 0
HUMANA INC COM 444859102 37,836 185,441 SH   SOLE   185,441 0 0
HUNT J B TRANS SVCS INC COM 445658107 22,602 232,844 SH   SOLE   232,844 0 0
HUNTINGTON BANCSHARES INC COM 446150104 5,131 388,151 SH   SOLE   388,151 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 507 2,750 SH   SOLE   2,750 0 0
HUNTSMAN CORP COM 447011107 473 24,790 SH   SOLE   24,790 0 0
HUNTSMAN CORP COM 447011107 203 10,655 SH   DFND 1 10,655 0 0
IAMGOLD CORP COM 450913108 54 14,000 SH   DFND 1 14,000 0 0
IAMGOLD CORP COM 450913108 12,605 3,257,028 SH   SOLE   3,257,028 0 0
ICICI BK LTD ADR 45104G104 9,503 1,268,718 SH   SOLE   1,268,718 0 0
IDACORP INC COM 451107106 1,352 16,789 SH   SOLE   16,789 0 0
IDEX CORP COM 45167R104 14,365 159,500 SH   SOLE   159,500 0 0
IDEXX LABS INC COM 45168D104 5,524 47,105 SH   SOLE   47,105 0 0
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 9,308 9,982,000 SH   SOLE   9,982,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 29,934 244,443 SH   SOLE   244,443 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,750 14,288 SH   DFND 1 14,288 0 0
ILLUMINA INC COM 452327109 12,102 94,520 SH   SOLE   94,520 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 7,933 9,987,000 SH   SOLE   9,987,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 204,620 5,874,654 SH   SOLE   5,874,654 0 0
IMPERIAL OIL LTD COM NEW 453038408 60,903 1,748,439 SH   DFND 1 1,748,439 0 0
INCYTE CORP COM 45337C102 16,397 163,533 SH   SOLE   163,533 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 1,672 19,026 SH   SOLE   19,026 0 0
ING GROEP N V SPONSORED ADR 456837103 3,698 262,236 SH   DFND 1 262,236 0 0
INGERSOLL-RAND PLC SHS G47791101 68,988 919,345 SH   SOLE   919,345 0 0
INGERSOLL-RAND PLC SHS G47791101 55,681 742,017 SH   DFND 1 742,017 0 0
INGREDION INC COM 457187102 14,094 112,785 SH   SOLE   112,785 0 0
INGREDION INC COM 457187102 459 3,671 SH   DFND 1 3,671 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 251 41,200 SH   SOLE   41,200 0 0
INPHI CORP COM 45772F107 303 6,800 SH   SOLE   6,800 0 0
INSMED INC COM PAR $.01 457669307 3,251 245,700 SH   SOLE   245,700 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 660 28,000 SH   SOLE   28,000 0 0
INTEL CORP COM 458140100 118,318 3,262,147 SH   SOLE   3,262,147 0 0
INTEL CORP COM 458140100 17,827 491,501 SH   DFND 1 491,501 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 435 4,000 SH   SOLE   4,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 45,516 806,730 SH   SOLE   806,730 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 168,486 1,015,039 SH   SOLE   1,015,039 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,801 28,922 SH   DFND 1 28,922 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,906 50,125 SH   SOLE   50,125 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,360 143,508 SH   SOLE   143,508 0 0
INTL PAPER CO COM 460146103 9,180 173,009 SH   SOLE   173,009 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 231 15,300 SH   SOLE   15,300 0 0
INTUIT COM 461202103 16,548 144,383 SH   SOLE   144,383 0 0
INTUIT COM 461202103 3,277 28,592 SH   DFND 1 28,592 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,424 2,246 SH   DFND 1 2,246 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 50,035 78,898 SH   SOLE   78,898 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 11,963 11,978,000 SH   SOLE   11,978,000 0 0
INVESCO LTD SHS G491BT108 4,561 150,337 SH   SOLE   150,337 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,607 33,600 SH   SOLE   33,600 0 0
IRON MTN INC NEW COM 46284V101 18,460 568,341 SH   SOLE   568,341 0 0
IRON MTN INC NEW COM 46284V101 799 24,595 SH   DFND 1 24,595 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 899 782,000 SH   SOLE   782,000 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 4,679 306,028 SH   SOLE   306,028 0 0
ISHARES MSCI AUST ETF 464286103 19,515 964,649 SH   SOLE   964,649 0 0
ISHARES MIN VOL EMRG MKT 464286533 685 14,000 SH   SOLE   14,000 0 0
ISHARES MSCI GERMANY ETF 464286806 137,045 5,175,400 SH   SOLE   5,175,400 0 0
ISHARES MSCI AUST ETF 464286103 351 17,372 SH   DFND 1 17,372 0 0
ISHARES MSCI CDA ETF 464286509 1,281 45,665 SH   DFND 1 45,665 0 0
ISHARES MSCI SZ CAP ETF 464286749 364 11,030 SH   DFND 1 11,030 0 0
ISHARES MSCI GERMANY ETF 464286806 346 13,071 SH   DFND 1 13,071 0 0
ISHARES GOLD TRUST ISHARES 464285105 4,472 403,604 SH   DFND 1 403,604 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 207 13,155 SH   DFND 1 13,155 0 0
ISHARES TR SELECT DIVID ETF 464287168 606 6,847 SH   DFND 1 6,847 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,361 38,875 SH   DFND 1 38,875 0 0
ISHARES TR IBOXX INV CP ETF 464287242 5,208 44,443 SH   DFND 1 44,443 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 644 5,288 SH   DFND 1 5,288 0 0
ISHARES TR S&P 500 VAL ETF 464287408 2,775 27,373 SH   DFND 1 27,373 0 0
ISHARES TR MSCI EAFE ETF 464287465 2,068 35,823 SH   DFND 1 35,823 0 0
ISHARES TR CORE S&P MCP ETF 464287507 2,914 17,627 SH   DFND 1 17,627 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 3,041 25,566 SH   DFND 1 25,566 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 468 4,455 SH   DFND 1 4,455 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 263 1,950 SH   DFND 1 1,950 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 672 5,778 SH   DFND 1 5,778 0 0
ISHARES TR IBOXX HI YD ETF 464288513 4,782 55,248 SH   DFND 1 55,248 0 0
ISHARES TR U.S. PFD STK ETF 464288687 2,123 57,043 SH   DFND 1 57,043 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 332 5,440 SH   DFND 1 5,440 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,584 130,948 SH   SOLE   130,948 0 0
ISHARES TR 20 YR TR BD ETF 464287432 6,089 51,109 SH   SOLE   51,109 0 0
ISHARES TR MSCI EAFE ETF 464287465 371,878 6,441,678 SH   SOLE   6,441,678 0 0
ISHARES TR CORE S&P MCP ETF 464287507 79,928 483,418 SH   SOLE   483,418 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 159,614 1,183,640 SH   SOLE   1,183,640 0 0
ISHARES TR JP MOR EM MK ETF 464288281 205 1,863 SH   SOLE   1,863 0 0
ISHARES TR IBOXX HI YD ETF 464288513 31,062 358,895 SH   SOLE   358,895 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 267 25,925 SH   DFND 1 25,925 0 0
IXIA COM 45071R109 477 29,600 SH   SOLE   29,600 0 0
J & J SNACK FOODS CORP COM 466032109 2,008 15,052 SH   SOLE   15,052 0 0
JACK IN THE BOX INC COM 466367109 2,292 20,530 SH   SOLE   20,530 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,942 51,606 SH   SOLE   51,606 0 0
JANUS CAP GROUP INC COM 47102X105 228 17,200 SH   SOLE   17,200 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,044 18,747 SH   SOLE   18,747 0 0
JD COM INC SPON ADR CL A 47215P106 1,346 52,916 SH   SOLE   52,916 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,527 29,400 SH   SOLE   29,400 0 0
JOHNSON & JOHNSON COM 478160104 286,684 2,488,362 SH   SOLE   2,488,362 0 0
JOHNSON & JOHNSON COM 478160104 45,644 396,180 SH   DFND 1 396,180 0 0
JOHNSON CTLS INTL PLC SHS G51502105 17,071 414,437 SH   SOLE   414,437 0 0
JOHNSON CTLS INTL PLC SHS G51502105 337 8,182 SH   DFND 1 8,182 0 0
JONES LANG LASALLE INC COM 48020Q107 6,168 61,041 SH   SOLE   61,041 0 0
JPMORGAN CHASE & CO COM 46625H100 311,286 3,607,439 SH   SOLE   3,607,439 0 0
JPMORGAN CHASE & CO COM 46625H100 37,149 430,516 SH   DFND 1 430,516 0 0
JUNIPER NETWORKS INC COM 48203R104 6,919 244,823 SH   SOLE   244,823 0 0
JUNO THERAPEUTICS INC COM 48205A109 664 35,200 SH   SOLE   35,200 0 0
JUST ENERGY GROUP INC COM 48213W101 26,692 4,876,734 SH   SOLE   4,876,734 0 0
JUST ENERGY GROUP INC COM 48213W101 886 161,900 SH   DFND 1 161,900 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,711 34,900 SH   SOLE   34,900 0 0
KAMAN CORP COM 483548103 1,243 25,400 SH   SOLE   25,400 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 10,914 128,631 SH   SOLE   128,631 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 212 2,500 SH   DFND 1 2,500 0 0
KAR AUCTION SVCS INC COM 48238T109 5,754 135,000 SH   SOLE   135,000 0 0
KBR INC COM 48242W106 3,071 184,000 SH   SOLE   184,000 0 0
KEARNY FINL CORP MD COM 48716P108 421 27,100 SH   SOLE   27,100 0 0
KELLOGG CO COM 487836108 47,576 645,452 SH   SOLE   645,452 0 0
KELLOGG CO COM 487836108 15,236 206,705 SH   DFND 1 206,705 0 0
KEYCORP NEW COM 493267108 1,511 82,700 SH   DFND 1 82,700 0 0
KEYCORP NEW COM 493267108 30,371 1,662,323 SH   SOLE   1,662,323 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 9,874 270,000 SH   SOLE   270,000 0 0
KIMBERLY CLARK CORP COM 494368103 70,445 617,288 SH   SOLE   617,288 0 0
KIMBERLY CLARK CORP COM 494368103 2,315 20,285 SH   DFND 1 20,285 0 0
KIMCO RLTY CORP COM 49446R109 3,778 150,160 SH   SOLE   150,160 0 0
KINDER MORGAN INC DEL COM 49456B101 15,037 726,075 SH   SOLE   726,075 0 0
KINDER MORGAN INC DEL COM 49456B101 1,884 90,993 SH   DFND 1 90,993 0 0
KINROSS GOLD CORP COM NO PAR 496902404 53 16,902 SH   DFND 1 16,902 0 0
KINROSS GOLD CORP COM NO PAR 496902404 18,217 5,830,420 SH   SOLE   5,830,420 0 0
KITE PHARMA INC COM 49803L109 1,110 24,750 SH   SOLE   24,750 0 0
KKR & CO L P DEL COM UNITS 48248M102 25,183 1,636,336 SH   SOLE   1,636,336 0 0
KLA-TENCOR CORP COM 482480100 31,927 405,785 SH   SOLE   405,785 0 0
KLONDEX MNS LTD COM 498696103 2,518 540,300 SH   SOLE   540,300 0 0
KLONDEX MNS LTD COM 498696103 224 48,089 SH   DFND 1 48,089 0 0
KNIGHT TRANSN INC COM 499064103 1,293 39,125 SH   SOLE   39,125 0 0
KOHLS CORP COM 500255104 3,815 77,255 SH   SOLE   77,255 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 991 53,600 SH   SOLE   53,600 0 0
KRAFT HEINZ CO COM 500754106 31,347 358,992 SH   SOLE   358,992 0 0
KRAFT HEINZ CO COM 500754106 2,598 29,756 SH   DFND 1 29,756 0 0
KROGER CO COM 501044101 11,602 336,183 SH   SOLE   336,183 0 0
KT CORP SPONSORED ADR 48268K101 1,003 71,200 SH   SOLE   71,200 0 0
KT CORP SPONSORED ADR 48268K101 195 13,829 SH   DFND 1 13,829 0 0
L BRANDS INC COM 501797104 15,431 234,368 SH   SOLE   234,368 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 5,432 35,708 SH   SOLE   35,708 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,044 39,287 SH   SOLE   39,287 0 0
LAM RESEARCH CORP COM 512807108 8,904 84,216 SH   SOLE   84,216 0 0
LANCASTER COLONY CORP COM 513847103 427 3,021 SH   SOLE   3,021 0 0
LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 24,869 2,397,000 SH   SOLE   2,397,000 0 0
LANDSTAR SYS INC COM 515098101 1,421 16,659 SH   SOLE   16,659 0 0
LANTHEUS HLDGS INC COM 516544103 1,409 163,880 SH   SOLE   163,880 0 0
LAS VEGAS SANDS CORP COM 517834107 12,370 231,602 SH   SOLE   231,602 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 558 75,873 SH   SOLE   75,873 0 0
LAUDER ESTEE COS INC CL A 518439104 9,072 118,610 SH   SOLE   118,610 0 0
LEAR CORP COM NEW 521865204 554 4,185 SH   SOLE   4,185 0 0
LEGGETT & PLATT INC COM 524660107 8,142 166,579 SH   SOLE   166,579 0 0
LEGGETT & PLATT INC COM 524660107 207 4,227 SH   DFND 1 4,227 0 0
LENNAR CORP CL A 526057104 3,019 70,326 SH   SOLE   70,326 0 0
LENNOX INTL INC COM 526107107 1,424 9,300 SH   SOLE   9,300 0 0
LEUCADIA NATL CORP COM 527288104 12,141 522,214 SH   SOLE   522,214 0 0
LEUCADIA NATL CORP COM 527288104 290 12,487 SH   DFND 1 12,487 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 6,275 111,337 SH   SOLE   111,337 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 129 10,072 SH   DFND 1 10,072 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 2,993 40,403 SH   SOLE   40,403 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 22,094 743,902 SH   SOLE   743,902 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 692 34,650 SH   SOLE   34,650 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 396 11,678 SH   SOLE   11,678 0 0
LIBERTY PPTY TR SH BEN INT 531172104 328 8,297 SH   SOLE   8,297 0 0
LIFEPOINT HEALTH INC COM 53219L109 752 13,240 SH   SOLE   13,240 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 803 7,900 SH   SOLE   7,900 0 0
LILLY ELI & CO COM 532457108 72,531 986,150 SH   SOLE   986,150 0 0
LILLY ELI & CO COM 532457108 16,867 229,325 SH   DFND 1 229,325 0 0
LINCOLN NATL CORP IND COM 534187109 6,819 102,894 SH   SOLE   102,894 0 0
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 11,624 1,230,100 SH   SOLE   1,230,100 0 0
LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 1,319 625,000 SH   SOLE   625,000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 9,933 159,308 SH   SOLE   159,308 0 0
LKQ CORP COM 501889208 2,276 74,274 SH   DFND 1 74,274 0 0
LKQ CORP COM 501889208 5,676 185,188 SH   SOLE   185,188 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 3,650 1,177,342 SH   DFND 1 1,177,342 0 0
LOCKHEED MARTIN CORP COM 539830109 3,012 12,051 SH   DFND 1 12,051 0 0
LOCKHEED MARTIN CORP COM 539830109 110,025 440,206 SH   SOLE   440,206 0 0
LOEWS CORP COM 540424108 81,527 1,740,924 SH   SOLE   1,740,924 0 0
LOUISIANA PAC CORP COM 546347105 516 27,280 SH   SOLE   27,280 0 0
LOWES COS INC COM 548661107 38,752 544,876 SH   SOLE   544,876 0 0
LOWES COS INC COM 548661107 278 3,912 SH   DFND 1 3,912 0 0
LTC PPTYS INC COM 502175102 554 11,800 SH   SOLE   11,800 0 0
LULULEMON ATHLETICA INC COM 550021109 403 6,206 SH   SOLE   6,206 0 0
LULULEMON ATHLETICA INC COM 550021109 357 5,500 SH   DFND 1 5,500 0 0
LUMINEX CORP DEL COM 55027E102 1,845 91,200 SH   SOLE   91,200 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 347 31,900 SH   SOLE   31,900 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 67,143 782,738 SH   SOLE   782,738 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 399 4,657 SH   DFND 1 4,657 0 0
M & T BK CORP COM 55261F104 350 2,240 SH   DFND 1 2,240 0 0
M & T BK CORP COM 55261F104 21,505 137,473 SH   SOLE   137,473 0 0
MACERICH CO COM 554382101 6,959 98,237 SH   SOLE   98,237 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 514 11,100 SH   SOLE   11,100 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,226 39,480 SH   SOLE   39,480 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 416 5,091 SH   DFND 1 5,091 0 0
MACYS INC COM 55616P104 14,026 391,670 SH   SOLE   391,670 0 0
MAG SILVER CORP COM 55903Q104 4,649 421,791 SH   SOLE   421,791 0 0
MAGNA INTL INC COM 559222401 312,267 7,182,943 SH   SOLE   7,182,943 0 0
MAGNA INTL INC COM 559222401 64,156 1,475,759 SH   DFND 1 1,475,759 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 8,629 173,204 SH   SOLE   173,204 0 0
MANHATTAN ASSOCS INC COM 562750109 1,062 20,030 SH   SOLE   20,030 0 0
MANITOWOC FOODSERVICE INC COM 563568104 854 44,200 SH   SOLE   44,200 0 0
MANITOWOC INC COM 563571108 396 66,300 SH   SOLE   66,300 0 0
MANPOWERGROUP INC COM 56418H100 1,875 21,100 SH   SOLE   21,100 0 0
MANULIFE FINL CORP COM 56501R106 917,223 51,444,642 SH   SOLE   51,444,642 0 0
MANULIFE FINL CORP COM 56501R106 162,874 9,135,191 SH   DFND 1 9,135,191 0 0
MARATHON OIL CORP COM 565849106 11,669 674,106 SH   SOLE   674,106 0 0
MARATHON PETE CORP COM 56585A102 9,653 191,719 SH   SOLE   191,719 0 0
MARKEL CORP COM 570535104 738 816 SH   SOLE   816 0 0
MARRIOTT INTL INC NEW CL A 571903202 39,200 474,112 SH   SOLE   474,112 0 0
MARRIOTT INTL INC NEW CL A 571903202 273 3,300 SH   DFND 1 3,300 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,496 51,730 SH   DFND 1 51,730 0 0
MARSH & MCLENNAN COS INC COM 571748102 101,922 1,507,942 SH   SOLE   1,507,942 0 0
MARTIN MARIETTA MATLS INC COM 573284106 66,707 301,121 SH   SOLE   301,121 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 350 25,210 SH   SOLE   25,210 0 0
MASCO CORP COM 574599106 18,598 588,185 SH   SOLE   588,185 0 0
MASTERCARD INCORPORATED CL A 57636Q104 83,586 809,553 SH   SOLE   809,553 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,999 29,048 SH   DFND 1 29,048 0 0
MATADOR RES CO COM 576485205 989 38,400 SH   SOLE   38,400 0 0
MATCH GROUP INC COM 57665R106 1,765 103,194 SH   SOLE   103,194 0 0
MATSON INC COM 57686G105 945 26,700 SH   SOLE   26,700 0 0
MATTEL INC COM 577081102 13,483 489,393 SH   SOLE   489,393 0 0
MATTHEWS INTL CORP CL A 577128101 580 7,546 SH   SOLE   7,546 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 970 25,156 SH   SOLE   25,156 0 0
MCCORMICK & CO INC COM NON VTG 579780206 47,887 513,095 SH   SOLE   513,095 0 0
MCCORMICK & CO INC COM NON VTG 579780206 233 2,500 SH   DFND 1 2,500 0 0
MCDONALDS CORP COM 580135101 6,069 49,864 SH   DFND 1 49,864 0 0
MCDONALDS CORP COM 580135101 181,616 1,492,082 SH   SOLE   1,492,082 0 0
MCKESSON CORP COM 58155Q103 104,721 745,610 SH   SOLE   745,610 0 0
MCKESSON CORP COM 58155Q103 27,866 198,407 SH   DFND 1 198,407 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 1,543 235,600 SH   SOLE   235,600 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 4,681 66,158 SH   SOLE   66,158 0 0
MEDICINES CO COM 584688105 638 18,800 SH   SOLE   18,800 0 0
MEDIFAST INC COM 58470H101 1,024 24,600 SH   SOLE   24,600 0 0
MEDNAX INC COM 58502B106 13,246 198,710 SH   SOLE   198,710 0 0
MEDTRONIC PLC SHS G5960L103 93,622 1,314,361 SH   SOLE   1,314,361 0 0
MEDTRONIC PLC SHS G5960L103 1,780 24,983 SH   DFND 1 24,983 0 0
MELCO CROWN ENTMT LTD ADR 585464100 789 49,600 SH   SOLE   49,600 0 0
MERCADOLIBRE INC COM 58733R102 1,750 11,207 SH   SOLE   11,207 0 0
MERCK & CO INC COM 58933Y105 134,047 2,276,992 SH   SOLE   2,276,992 0 0
MERCK & CO INC COM 58933Y105 17,057 289,744 SH   DFND 1 289,744 0 0
MERCURY GENL CORP NEW COM 589400100 1,707 28,345 SH   SOLE   28,345 0 0
MEREDITH CORP COM 589433101 1,553 26,254 SH   SOLE   26,254 0 0
MERIDIAN BANCORP INC MD COM 58958U103 711 37,600 SH   SOLE   37,600 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 356 20,100 SH   SOLE   20,100 0 0
MERITAGE HOMES CORP COM 59001A102 727 20,900 SH   SOLE   20,900 0 0
MERUS LABS INTL INC NEW COM 59047R101 234 271,020 SH   DFND 1 271,020 0 0
METHANEX CORP COM 59151K108 5,976 136,082 SH   DFND 1 136,082 0 0
METHANEX CORP COM 59151K108 23,584 537,055 SH   SOLE   537,055 0 0
METLIFE INC COM 59156R108 165,953 3,079,478 SH   SOLE   3,079,478 0 0
METLIFE INC COM 59156R108 7,229 134,142 SH   DFND 1 134,142 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 9,929 23,723 SH   SOLE   23,723 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 1,266 50,000 SH   SOLE   50,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 15,838 549,350 SH   SOLE   549,350 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,770 64,441 SH   SOLE   64,441 0 0
MICHAELS COS INC COM 59408Q106 6,225 304,400 SH   SOLE   304,400 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 45,910 715,673 SH   SOLE   715,673 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 733 11,434 SH   DFND 1 11,434 0 0
MICRON TECHNOLOGY INC COM 595112103 8,701 396,948 SH   SOLE   396,948 0 0
MICROSEMI CORP COM 595137100 8,345 154,617 SH   SOLE   154,617 0 0
MICROSOFT CORP COM 594918104 546,861 8,800,472 SH   SOLE   8,800,472 0 0
MICROSOFT CORP COM 594918104 102,351 1,647,101 SH   DFND 1 1,647,101 0 0
MID-AMER APT CMNTYS INC COM 59522J103 4,004 40,890 SH   SOLE   40,890 0 0
MIDDLEBY CORP COM 596278101 4,297 33,360 SH   SOLE   33,360 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,267 16,397 SH   SOLE   16,397 0 0
MINERVA NEUROSCIENCES INC COM 603380106 314 26,743 SH   SOLE   26,743 0 0
MITEL NETWORKS CORP COM 60671Q104 2,506 368,490 SH   SOLE   368,490 0 0
MITEL NETWORKS CORP COM 60671Q104 110 16,168 SH   DFND 1 16,168 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 6,040 980,470 SH   DFND 1 980,470 0 0
MOBILE MINI INC COM 60740F105 735 24,300 SH   SOLE   24,300 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1,757 46,100 SH   SOLE   46,100 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 7,310 8,354,000 SH   SOLE   8,354,000 0 0
MOHAWK INDS INC COM 608190104 4,991 24,995 SH   SOLE   24,995 0 0
MOLSON COORS BREWING CO CL B 60871R209 14,348 147,445 SH   SOLE   147,445 0 0
MOLSON COORS BREWING CO CL B 60871R209 608 6,249 SH   DFND 1 6,249 0 0
MONDELEZ INTL INC CL A 609207105 893 20,149 SH   DFND 1 20,149 0 0
MONDELEZ INTL INC CL A 609207105 34,206 771,611 SH   SOLE   771,611 0 0
MONRO MUFFLER BRAKE INC COM 610236101 799 13,961 SH   SOLE   13,961 0 0
MONSANTO CO NEW COM 61166W101 18,612 176,901 SH   SOLE   176,901 0 0
MONSANTO CO NEW COM 61166W101 1,618 15,376 SH   DFND 1 15,376 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 11,581 261,180 SH   SOLE   261,180 0 0
MOODYS CORP COM 615369105 9,188 97,460 SH   SOLE   97,460 0 0
MOOG INC CL A 615394202 972 14,800 SH   SOLE   14,800 0 0
MORGAN STANLEY COM NEW 617446448 65,942 1,560,748 SH   SOLE   1,560,748 0 0
MORGAN STANLEY COM NEW 617446448 376 8,899 SH   DFND 1 8,899 0 0
MOSAIC CO NEW COM 61945C103 3,908 133,227 SH   SOLE   133,227 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 35,072 423,115 SH   SOLE   423,115 0 0
MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 371 74,000 SH   SOLE   74,000 0 0
MSA SAFETY INC COM 553498106 1,941 28,003 SH   SOLE   28,003 0 0
MSCI INC COM 55354G100 5,972 75,805 SH   SOLE   75,805 0 0
MSG NETWORK INC CL A 553573106 1,286 59,800 SH   SOLE   59,800 0 0
MUELLER WTR PRODS INC COM SER A 624758108 1,028 77,200 SH   SOLE   77,200 0 0
MULTI COLOR CORP COM 625383104 823 10,600 SH   SOLE   10,600 0 0
MURPHY OIL CORP COM 626717102 2,120 68,088 SH   SOLE   68,088 0 0
MYLAN N V SHS EURO N59465109 10,379 272,054 SH   SOLE   272,054 0 0
NASDAQ INC COM 631103108 4,415 65,777 SH   SOLE   65,777 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 1,331 22,826 SH   DFND 1 22,826 0 0
NATIONAL INSTRS CORP COM 636518102 1,122 36,400 SH   SOLE   36,400 0 0
NATIONAL OILWELL VARCO INC COM 637071101 50,423 1,346,769 SH   SOLE   1,346,769 0 0
NATIONAL PRESTO INDS INC COM 637215104 2,320 21,800 SH   SOLE   21,800 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 424 9,603 SH   SOLE   9,603 0 0
NAUTILUS INC COM 63910B102 270 14,600 SH   SOLE   14,600 0 0
NAVIENT CORP COM 63938C108 15,237 927,375 SH   SOLE   927,375 0 0
NEKTAR THERAPEUTICS COM 640268108 220 17,900 SH   SOLE   17,900 0 0
NETAPP INC COM 64110D104 3,614 102,472 SH   SOLE   102,472 0 0
NETEASE INC SPONSORED ADR 64110W102 815 3,783 SH   SOLE   3,783 0 0
NETFLIX INC COM 64110L106 60,878 491,742 SH   SOLE   491,742 0 0
NETFLIX INC COM 64110L106 337 2,720 SH   DFND 1 2,720 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 5,143 132,895 SH   SOLE   132,895 0 0
NEVRO CORP COM 64157F103 240 3,300 SH   SOLE   3,300 0 0
NEVSUN RES LTD COM 64156L101 7,667 2,477,488 SH   SOLE   2,477,488 0 0
NEW GOLD INC CDA COM 644535106 19,337 5,505,802 SH   SOLE   5,505,802 0 0
NEW GOLD INC CDA COM 644535106 156 44,539 SH   DFND 1 44,539 0 0
NEW JERSEY RES COM 646025106 598 16,834 SH   SOLE   16,834 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 357 22,300 SH   SOLE   22,300 0 0
NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 8,688 8,481,000 SH   SOLE   8,481,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 378 8,969 SH   SOLE   8,969 0 0
NEW RELIC INC COM 64829B100 1,154 40,842 SH   SOLE   40,842 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 16,981 1,067,289 SH   SOLE   1,067,289 0 0
NEWELL BRANDS INC COM 651229106 8,035 179,961 SH   SOLE   179,961 0 0
NEWFIELD EXPL CO COM 651290108 2,895 71,471 SH   SOLE   71,471 0 0
NEWMONT MINING CORP COM 651639106 10,073 295,659 SH   SOLE   295,659 0 0
NEWS CORP NEW CL A 65249B109 2,199 191,907 SH   SOLE   191,907 0 0
NEWS CORP NEW CL B 65249B208 451 38,187 SH   SOLE   38,187 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 29,828 3,203,900 SH   SOLE   3,203,900 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 2,272 3,246,000 SH   SOLE   3,246,000 0 0
NEXTERA ENERGY INC COM 65339F101 79,429 664,897 SH   SOLE   664,897 0 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 14,674 299,600 SH   SOLE   299,600 0 0
NEXTERA ENERGY INC COM 65339F101 1,895 15,864 SH   DFND 1 15,864 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 1,905 74,584 SH   SOLE   74,584 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 59,083 1,408,407 SH   SOLE   1,408,407 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 668 15,927 SH   DFND 1 15,927 0 0
NIKE INC CL B 654106103 6,074 119,498 SH   DFND 1 119,498 0 0
NIKE INC CL B 654106103 53,411 1,050,784 SH   SOLE   1,050,784 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 4,140 119,179 SH   DFND 1 119,179 0 0
NISOURCE INC COM 65473P105 258 11,663 SH   DFND 1 11,663 0 0
NISOURCE INC COM 65473P105 3,107 140,356 SH   SOLE   140,356 0 0
NOBLE ENERGY INC COM 655044105 5,981 157,147 SH   SOLE   157,147 0 0
NOBLE ENERGY INC COM 655044105 375 9,849 SH   DFND 1 9,849 0 0
NOKIA CORP SPONSORED ADR 654902204 74 15,455 SH   DFND 1 15,455 0 0
NORBORD INC COM NEW 65548P403 6,088 240,755 SH   DFND 1 240,755 0 0
NORBORD INC COM NEW 65548P403 38,046 1,504,637 SH   SOLE   1,504,637 0 0
NORDSTROM INC COM 655664100 2,438 50,856 SH   SOLE   50,856 0 0
NORFOLK SOUTHERN CORP COM 655844108 19,806 183,267 SH   SOLE   183,267 0 0
NORTHERN TR CORP COM 665859104 10,933 122,779 SH   SOLE   122,779 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 3,928 196,700 SH   SOLE   196,700 0 0
NORTHROP GRUMMAN CORP COM 666807102 29,633 127,408 SH   SOLE   127,408 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 2,923 162,100 SH   SOLE   162,100 0 0
NORTHWEST NAT GAS CO COM 667655104 1,688 28,221 SH   SOLE   28,221 0 0
NORTHWEST NAT GAS CO COM 667655104 534 8,929 SH   DFND 1 8,929 0 0
NORTHWESTERN CORP COM NEW 668074305 1,767 31,071 SH   SOLE   31,071 0 0
NOVAGOLD RES INC COM NEW 66987E206 4,437 969,059 SH   SOLE   969,059 0 0
NOVANTA INC COM 67000B104 404 19,244 SH   SOLE   19,244 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,764 37,942 SH   DFND 1 37,942 0 0
NOVO-NORDISK A S ADR 670100205 1,307 36,461 SH   DFND 1 36,461 0 0
NRG ENERGY INC COM NEW 629377508 1,873 152,778 SH   SOLE   152,778 0 0
NTT DOCOMO INC SPONS ADR 62942M201 1,182 66,656 SH   DFND 1 66,656 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,207 25,252 SH   SOLE   25,252 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 329 22,103 SH   SOLE   22,103 0 0
NUCOR CORP COM 670346105 22,333 375,212 SH   SOLE   375,212 0 0
NVIDIA CORP COM 67066G104 24,361 228,225 SH   SOLE   228,225 0 0
NVIDIA CORP COM 67066G104 923 8,649 SH   DFND 1 8,649 0 0
NVR INC COM 62944T105 3,722 2,230 SH   SOLE   2,230 0 0
NXP SEMICONDUCTORS N V COM N6596X109 34,556 352,578 SH   SOLE   352,578 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 36,245 130,186 SH   SOLE   130,186 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 135,071 1,896,268 SH   SOLE   1,896,268 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 31,191 437,888 SH   DFND 1 437,888 0 0
OGE ENERGY CORP COM 670837103 3,076 91,947 SH   SOLE   91,947 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,458 17,000 SH   SOLE   17,000 0 0
OLD REP INTL CORP COM 680223104 671 35,325 SH   SOLE   35,325 0 0
OLIN CORP COM PAR $1 680665205 800 31,253 SH   SOLE   31,253 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 341 12,000 SH   SOLE   12,000 0 0
OMNICOM GROUP INC COM 681919106 9,020 105,976 SH   SOLE   105,976 0 0
OMNICOM GROUP INC COM 681919106 3,670 43,122 SH   DFND 1 43,122 0 0
ONE GAS INC COM 68235P108 2,603 40,700 SH   SOLE   40,700 0 0
ONEOK INC NEW COM 682680103 8,287 144,341 SH   SOLE   144,341 0 0
OPEN TEXT CORP COM 683715106 123,132 1,991,384 SH   SOLE   1,991,384 0 0
OPEN TEXT CORP COM 683715106 26,351 426,176 SH   DFND 1 426,176 0 0
OPHTHOTECH CORP COM 683745103 60 12,418 SH   SOLE   12,418 0 0
ORACLE CORP COM 68389X105 238,938 6,214,240 SH   SOLE   6,214,240 0 0
ORACLE CORP COM 68389X105 68,410 1,779,206 SH   DFND 1 1,779,206 0 0
ORITANI FINL CORP DEL COM 68633D103 3,831 204,300 SH   SOLE   204,300 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 5,305 543,538 SH   SOLE   543,538 0 0
OTONOMY INC COM 68906L105 206 12,957 SH   SOLE   12,957 0 0
OUTFRONT MEDIA INC COM 69007J106 362 14,548 SH   SOLE   14,548 0 0
OWENS & MINOR INC NEW COM 690732102 830 23,506 SH   SOLE   23,506 0 0
OXFORD INDS INC COM 691497309 1,092 18,165 SH   SOLE   18,165 0 0
PACCAR INC COM 693718108 10,236 160,184 SH   SOLE   160,184 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 1,905 3,175,400 SH   SOLE   3,175,400 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 275 12,602 SH   SOLE   12,602 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 1,359 42,063 SH   SOLE   42,063 0 0
PACKAGING CORP AMER COM 695156109 2,473 29,161 SH   SOLE   29,161 0 0
PACWEST BANCORP DEL COM 695263103 1,835 33,700 SH   SOLE   33,700 0 0
PALO ALTO NETWORKS INC COM 697435105 1,525 12,197 SH   SOLE   12,197 0 0
PAN AMERICAN SILVER CORP COM 697900108 17,471 1,157,004 SH   SOLE   1,157,004 0 0
PANDORA MEDIA INC COM 698354107 366 28,100 SH   SOLE   28,100 0 0
PARAMOUNT GROUP INC COM 69924R108 696 43,500 SH   SOLE   43,500 0 0
PARK STERLING CORP COM 70086Y105 636 58,928 SH   SOLE   58,928 0 0
PARKER HANNIFIN CORP COM 701094104 11,210 80,071 SH   SOLE   80,071 0 0
PARKER HANNIFIN CORP COM 701094104 19,652 140,373 SH   DFND 1 140,373 0 0
PARSLEY ENERGY INC CL A 701877102 1,255 35,600 SH   SOLE   35,600 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 21,635 22,319,000 SH   SOLE   22,319,000 0 0
PATTERSON COMPANIES INC COM 703395103 6,736 164,162 SH   SOLE   164,162 0 0
PAYCHEX INC COM 704326107 66,980 1,100,191 SH   SOLE   1,100,191 0 0
PAYCHEX INC COM 704326107 1,111 18,257 SH   DFND 1 18,257 0 0
PAYLOCITY HLDG CORP COM 70438V106 2,695 89,800 SH   SOLE   89,800 0 0
PAYPAL HLDGS INC COM 70450Y103 48,960 1,240,433 SH   SOLE   1,240,433 0 0
PAYPAL HLDGS INC COM 70450Y103 774 19,601 SH   DFND 1 19,601 0 0
PDC ENERGY INC COM 69327R101 3,135 43,200 SH   SOLE   43,200 0 0
PDF SOLUTIONS INC COM 693282105 704 31,200 SH   SOLE   31,200 0 0
PEARSON PLC SPONSORED ADR 705015105 727 72,786 SH   DFND 1 72,786 0 0
PEMBINA PIPELINE CORP COM 706327103 6,035 192,876 SH   DFND 1 192,876 0 0
PEMBINA PIPELINE CORP COM 706327103 166,040 5,306,673 SH   SOLE   5,306,673 0 0
PENGROWTH ENERGY CORP COM 70706P104 229 158,965 SH   DFND 1 158,965 0 0
PENN WEST PETE LTD NEW COM 707887105 30 16,049 SH   DFND 1 16,049 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 56,047 58,042,000 SH   SOLE   58,042,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 226 13,600 SH   SOLE   13,600 0 0
PENTAIR PLC SHS G7S00T104 3,425 61,076 SH   SOLE   61,076 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 67,819 3,503,043 SH   SOLE   3,503,043 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 564 29,144 SH   DFND 1 29,144 0 0
PEPSICO INC COM 713448108 54,284 518,821 SH   DFND 1 518,821 0 0
PEPSICO INC COM 713448108 271,550 2,595,332 SH   SOLE   2,595,332 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 379 15,800 SH   SOLE   15,800 0 0
PERKINELMER INC COM 714046109 2,583 49,536 SH   SOLE   49,536 0 0
PERRIGO CO PLC SHS G97822103 4,600 55,269 SH   SOLE   55,269 0 0
PETMED EXPRESS INC COM 716382106 2,373 102,878 SH   SOLE   102,878 0 0
PFIZER INC COM 717081103 132,913 4,092,148 SH   SOLE   4,092,148 0 0
PFIZER INC COM 717081103 22,017 677,859 SH   DFND 1 677,859 0 0
PG&E CORP COM 69331C108 13,362 219,886 SH   SOLE   219,886 0 0
PGT INC COM 69336V101 418 36,505 SH   SOLE   36,505 0 0
PHILIP MORRIS INTL INC COM 718172109 143,605 1,569,630 SH   SOLE   1,569,630 0 0
PHILIP MORRIS INTL INC COM 718172109 3,145 34,372 SH   DFND 1 34,372 0 0
PHILLIPS 66 COM 718546104 13,915 161,038 SH   SOLE   161,038 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 507 4,825 SH   DFND 1 4,825 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 880 12,700 SH   SOLE   12,700 0 0
PINNACLE FOODS INC DEL COM 72348P104 2,528 47,300 SH   SOLE   47,300 0 0
PINNACLE WEST CAP CORP COM 723484101 8,811 112,918 SH   SOLE   112,918 0 0
PIONEER NAT RES CO COM 723787107 13,301 73,866 SH   SOLE   73,866 0 0
PITNEY BOWES INC COM 724479100 1,533 100,912 SH   SOLE   100,912 0 0
PNC FINL SVCS GROUP INC COM 693475105 27,649 236,395 SH   SOLE   236,395 0 0
PNC FINL SVCS GROUP INC COM 693475105 592 5,060 SH   DFND 1 5,060 0 0
PNM RES INC COM 69349H107 1,907 55,600 SH   SOLE   55,600 0 0
POINTS INTL LTD COM NEW 730843208 1,739 152,604 SH   DFND 1 152,604 0 0
POLARIS INDS INC COM 731068102 326 3,957 SH   SOLE   3,957 0 0
POLYONE CORP COM 73179P106 590 18,400 SH   SOLE   18,400 0 0
POPULAR INC COM NEW 733174700 1,100 25,100 SH   SOLE   25,100 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 1,473 34,000 SH   SOLE   34,000 0 0
POSCO SPONSORED ADR 693483109 210 3,998 SH   DFND 1 3,998 0 0
POST HLDGS INC COM 737446104 1,423 17,700 SH   SOLE   17,700 0 0
POTASH CORP SASK INC COM 73755L107 107,298 5,923,913 SH   SOLE   5,923,913 0 0
POTASH CORP SASK INC COM 73755L107 8,695 480,047 SH   DFND 1 480,047 0 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 311 20,818 SH   DFND 1 20,818 0 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 363 12,852 SH   SOLE   12,852 0 0
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 43 10,000 SH   DFND 1 10,000 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 75,918 3,249,900 SH   SOLE   3,249,900 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 558 4,710 SH   DFND 1 4,710 0 0
PPG INDS INC COM 693506107 17,882 188,710 SH   SOLE   188,710 0 0
PPL CORP COM 69351T106 130,814 3,841,830 SH   SOLE   3,841,830 0 0
PPL CORP COM 69351T106 1,687 49,545 SH   DFND 1 49,545 0 0
PRAXAIR INC COM 74005P104 2,975 25,384 SH   DFND 1 25,384 0 0
PRAXAIR INC COM 74005P104 79,451 677,964 SH   SOLE   677,964 0 0
PRECISION DRILLING CORP COM 2010 74022D308 25,092 4,596,901 SH   SOLE   4,596,901 0 0
PRECISION DRILLING CORP COM 2010 74022D308 909 166,464 SH   DFND 1 166,464 0 0
PRETIUM RES INC COM 74139C102 6,319 762,022 SH   SOLE   762,022 0 0
PRICE T ROWE GROUP INC COM 74144T108 68,097 904,829 SH   SOLE   904,829 0 0
PRICELINE GRP INC COM NEW 741503403 125,311 85,475 SH   SOLE   85,475 0 0
PRIMERICA INC COM 74164M108 206 2,978 SH   DFND 1 2,978 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 6,836 118,147 SH   SOLE   118,147 0 0
PROASSURANCE CORP COM 74267C106 3,456 61,500 SH   SOLE   61,500 0 0
PROCTER AND GAMBLE CO COM 742718109 281,900 3,352,755 SH   SOLE   3,352,755 0 0
PROCTER AND GAMBLE CO COM 742718109 67,472 802,478 SH   DFND 1 802,478 0 0
PROGRESS SOFTWARE CORP COM 743312100 798 25,000 SH   SOLE   25,000 0 0
PROGRESSIVE CORP OHIO COM 743315103 25,867 728,636 SH   SOLE   728,636 0 0
PROLOGIS INC COM 74340W103 9,966 188,778 SH   SOLE   188,778 0 0
PROOFPOINT INC COM 743424103 8,301 117,500 SH   SOLE   117,500 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 16,941 16,468,000 SH   SOLE   16,468,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 28,808 28,003,000 SH   SOLE   28,003,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 25,745 26,254,000 SH   SOLE   26,254,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,773 24,700 SH   SOLE   24,700 0 0
PRUDENTIAL FINL INC COM 744320102 28,634 275,172 SH   SOLE   275,172 0 0
PRUDENTIAL PLC ADR 74435K204 7,109 142,838 SH   DFND 1 142,838 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,789 23,940 SH   SOLE   23,940 0 0
PTC INC COM 69370C100 24,008 518,860 SH   SOLE   518,860 0 0
PTC INC COM 69370C100 1,607 34,734 SH   DFND 1 34,734 0 0
PUBLIC STORAGE COM 74460D109 13,781 61,658 SH   SOLE   61,658 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 24,298 553,737 SH   SOLE   553,737 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 394 8,975 SH   DFND 1 8,975 0 0
PULTE GROUP INC COM 745867101 2,837 154,368 SH   SOLE   154,368 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 638 20,771 SH   SOLE   20,771 0 0
PVH CORP COM 693656100 24,114 267,219 SH   SOLE   267,219 0 0
QORVO INC COM 74736K101 2,607 49,444 SH   SOLE   49,444 0 0
QUALCOMM INC COM 747525103 104,447 1,601,954 SH   SOLE   1,601,954 0 0
QUALCOMM INC COM 747525103 3,905 59,889 SH   DFND 1 59,889 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 749 36,900 SH   SOLE   36,900 0 0
QUANTA SVCS INC COM 74762E102 2,381 68,328 SH   SOLE   68,328 0 0
QUEST DIAGNOSTICS INC COM 74834L100 7,499 81,603 SH   SOLE   81,603 0 0
QUEST DIAGNOSTICS INC COM 74834L100 251 2,731 SH   DFND 1 2,731 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 33,369 3,353,700 SH   SOLE   3,353,700 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 671 3,353,700 SH   SOLE   3,353,700 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 5,213 68,549 SH   SOLE   68,549 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 301 27,998 SH   SOLE   27,998 0 0
RADIAN GROUP INC COM 750236101 1,160 64,500 SH   SOLE   64,500 0 0
RADIUS HEALTH INC COM NEW 750469207 2,666 70,100 SH   SOLE   70,100 0 0
RALPH LAUREN CORP CL A 751212101 4,360 48,272 SH   SOLE   48,272 0 0
RAMBUS INC DEL COM 750917106 935 67,900 SH   SOLE   67,900 0 0
RANDGOLD RES LTD ADR 752344309 5,884 77,075 SH   SOLE   77,075 0 0
RANGE RES CORP COM 75281A109 2,757 80,245 SH   SOLE   80,245 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 517 7,469 SH   SOLE   7,469 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 288 4,159 SH   DFND 1 4,159 0 0
RAYTHEON CO COM NEW 755111507 3,187 22,447 SH   DFND 1 22,447 0 0
RAYTHEON CO COM NEW 755111507 59,399 418,301 SH   SOLE   418,301 0 0
RBC BEARINGS INC COM 75524B104 1,681 18,110 SH   SOLE   18,110 0 0
RE MAX HLDGS INC CL A 75524W108 722 12,900 SH   SOLE   12,900 0 0
REALTY INCOME CORP COM 756109104 5,397 93,889 SH   SOLE   93,889 0 0
RED HAT INC COM 756577102 22,086 316,869 SH   SOLE   316,869 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,125 19,941 SH   SOLE   19,941 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 12,020 11,983,000 SH   SOLE   11,983,000 0 0
REGAL ENTMT GROUP CL A 758766109 11,667 566,360 SH   SOLE   566,360 0 0
REGAL ENTMT GROUP CL A 758766109 537 26,061 SH   DFND 1 26,061 0 0
REGENCY CTRS CORP COM 758849103 418 6,062 SH   SOLE   6,062 0 0
REGENERON PHARMACEUTICALS COM 75886F107 23,721 64,618 SH   SOLE   64,618 0 0
REGENXBIO INC COM 75901B107 331 17,866 SH   SOLE   17,866 0 0
REGIONS FINL CORP NEW COM 7591EP100 6,370 443,618 SH   SOLE   443,618 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 8,692 69,080 SH   SOLE   69,080 0 0
RELX PLC SPONSORED ADR 759530108 940 52,298 SH   DFND 1 52,298 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,844 13,535 SH   SOLE   13,535 0 0
REPUBLIC SVCS INC COM 760759100 51,225 897,900 SH   SOLE   897,900 0 0
REPUBLIC SVCS INC COM 760759100 944 16,543 SH   DFND 1 16,543 0 0
RESMED INC COM 761152107 509 8,209 SH   SOLE   8,209 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 18,765 19,483,000 SH   SOLE   19,483,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 136,971 2,872,321 SH   SOLE   2,872,321 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 53,565 1,123,269 SH   DFND 1 1,123,269 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 1,236 58,500 SH   SOLE   58,500 0 0
RETROPHIN INC COM 761299106 471 24,877 SH   SOLE   24,877 0 0
REYNOLDS AMERICAN INC COM 761713106 46,318 826,525 SH   SOLE   826,525 0 0
REYNOLDS AMERICAN INC COM 761713106 2,005 35,781 SH   DFND 1 35,781 0 0
RICE ENERGY INC COM 762760106 474 22,200 SH   SOLE   22,200 0 0
RICHMONT MINES INC COM 76547T106 1,437 221,069 SH   SOLE   221,069 0 0
RICHMONT MINES INC COM 76547T106 155 23,773 SH   DFND 1 23,773 0 0
RINGCENTRAL INC CL A 76680R206 608 29,500 SH   SOLE   29,500 0 0
RIO TINTO PLC SPONSORED ADR 767204100 18,653 485,000 SH   SOLE   485,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 258 6,702 SH   DFND 1 6,702 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 61,042 1,797,097 SH   SOLE   1,797,097 0 0
RITE AID CORP COM 767754104 505 61,243 SH   SOLE   61,243 0 0
RLI CORP COM 749607107 484 7,673 SH   SOLE   7,673 0 0
ROBERT HALF INTL INC COM 770323103 18,362 376,421 SH   SOLE   376,421 0 0
ROCKWELL AUTOMATION INC COM 773903109 7,345 54,651 SH   SOLE   54,651 0 0
ROCKWELL COLLINS INC COM 774341101 33,826 364,660 SH   SOLE   364,660 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 461,455 11,948,905 SH   SOLE   11,948,905 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 107,525 2,784,633 SH   DFND 1 2,784,633 0 0
ROLLINS INC COM 775711104 3,923 116,134 SH   SOLE   116,134 0 0
ROPER TECHNOLOGIES INC COM 776696106 32,756 178,914 SH   SOLE   178,914 0 0
ROSS STORES INC COM 778296103 29,813 454,466 SH   SOLE   454,466 0 0
ROYAL BANK OF CANADA NOTE 4.650% 1/2 780082AD5 4,605 4,315,000 SH   SOLE   4,315,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 2,283,557 33,700,500 SH   SOLE   33,700,500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 489,775 7,228,199 SH   DFND 1 7,228,199 0 0
ROYAL BK SCOTLAND GROUP PLC SPONS ADR 2 ORD 780097689 62 11,299 SH   DFND 1 11,299 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 17,128 208,775 SH   SOLE   208,775 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 22,230 408,785 SH   SOLE   408,785 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 785 13,546 SH   DFND 1 13,546 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,646 140,596 SH   DFND 1 140,596 0 0
RPM INTL INC COM 749685103 7,486 139,074 SH   SOLE   139,074 0 0
RSP PERMIAN INC COM 74978Q105 3,561 79,800 SH   SOLE   79,800 0 0
RUSH ENTERPRISES INC CL A 781846209 759 23,800 SH   SOLE   23,800 0 0
RYDER SYS INC COM 783549108 1,553 20,861 SH   SOLE   20,861 0 0
S&P GLOBAL INC COM 78409V104 12,449 115,764 SH   SOLE   115,764 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 18,121 1,747,400 SH   SOLE   1,747,400 0 0
SABRE CORP COM 78573M104 5,433 217,742 SH   SOLE   217,742 0 0
SAFETY INS GROUP INC COM 78648T100 2,422 32,860 SH   SOLE   32,860 0 0
SAGE THERAPEUTICS INC COM 78667J108 3,069 60,109 SH   SOLE   60,109 0 0
SAIA INC COM 78709Y105 1,157 26,200 SH   SOLE   26,200 0 0
SALESFORCE COM INC COM 79466L302 73,560 1,074,499 SH   SOLE   1,074,499 0 0
SANDERSON FARMS INC COM 800013104 2,846 30,200 SH   SOLE   30,200 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 2,324 591,400 SH   SOLE   591,400 0 0
SANOFI SPONSORED ADR 80105N105 7,073 174,892 SH   DFND 1 174,892 0 0
SAP SE SPON ADR 803054204 1,535 17,758 SH   DFND 1 17,758 0 0
SAREPTA THERAPEUTICS INC COM 803607100 417 15,200 SH   SOLE   15,200 0 0
SCANA CORP NEW COM 80589M102 10,772 146,993 SH   SOLE   146,993 0 0
SCANA CORP NEW COM 80589M102 292 3,985 SH   DFND 1 3,985 0 0
SCHEIN HENRY INC COM 806407102 3,141 20,705 SH   DFND 1 20,705 0 0
SCHEIN HENRY INC COM 806407102 20,522 135,271 SH   SOLE   135,271 0 0
SCHLUMBERGER LTD COM 806857108 91,155 1,085,820 SH   SOLE   1,085,820 0 0
SCHLUMBERGER LTD COM 806857108 23,306 277,621 SH   DFND 1 277,621 0 0
SCHOLASTIC CORP COM 807066105 812 17,092 SH   SOLE   17,092 0 0
SCHWAB CHARLES CORP NEW COM 808513105 25,018 633,858 SH   SOLE   633,858 0 0
SCHWAB CHARLES CORP NEW COM 808513105 248 6,278 SH   DFND 1 6,278 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 2,159 22,600 SH   SOLE   22,600 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 12,220 171,214 SH   SOLE   171,214 0 0
SEACOR HOLDINGS INC COM 811904101 1,190 16,700 SH   SOLE   16,700 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 76,740 2,010,489 SH   SOLE   2,010,489 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,161 109,018 SH   DFND 1 109,018 0 0
SEALED AIR CORP NEW COM 81211K100 15,265 336,668 SH   SOLE   336,668 0 0
SEATTLE GENETICS INC COM 812578102 1,700 32,211 SH   SOLE   32,211 0 0
SEI INVESTMENTS CO COM 784117103 451 9,134 SH   SOLE   9,134 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 141,943 2,856,000 SH   SOLE   2,856,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 327,339 5,261,000 SH   SOLE   5,261,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 47,744 983,000 SH   SOLE   983,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 788 11,425 SH   DFND 1 11,425 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 276 3,391 SH   DFND 1 3,391 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 236 10,132 SH   DFND 1 10,132 0 0
SELECTIVE INS GROUP INC COM 816300107 1,817 42,200 SH   SOLE   42,200 0 0
SEMPRA ENERGY COM 816851109 31,018 308,204 SH   SOLE   308,204 0 0
SEMTECH CORP COM 816850101 927 29,390 SH   SOLE   29,390 0 0
SERES THERAPEUTICS INC COM 81750R102 171 17,270 SH   SOLE   17,270 0 0
SERVICE CORP INTL COM 817565104 645 22,700 SH   SOLE   22,700 0 0
SERVICENOW INC COM 81762P102 21,087 283,655 SH   SOLE   283,655 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 217,633 10,833,589 SH   SOLE   10,833,589 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 69,683 3,468,774 SH   DFND 1 3,468,774 0 0
SHERWIN WILLIAMS CO COM 824348106 452 1,681 SH   DFND 1 1,681 0 0
SHERWIN WILLIAMS CO COM 824348106 14,947 55,618 SH   SOLE   55,618 0 0
SHIRE PLC SPONSORED ADR 82481R106 17,489 102,647 SH   SOLE   102,647 0 0
SHOPIFY INC CL A 82509L107 13,706 318,550 SH   SOLE   318,550 0 0
SHOPIFY INC CL A 82509L107 289 6,725 SH   DFND 1 6,725 0 0
SIERRA WIRELESS INC COM 826516106 1,920 122,500 SH   SOLE   122,500 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 3,699 24,625 SH   SOLE   24,625 0 0
SIGNET JEWELERS LIMITED SHS G81276100 2,475 26,259 SH   SOLE   26,259 0 0
SILGAN HOLDINGS INC COM 827048109 3,221 62,925 SH   SOLE   62,925 0 0
SILVER STD RES INC COM 82823L106 4,651 519,332 SH   SOLE   519,332 0 0
SILVER WHEATON CORP COM 828336107 70,659 3,652,921 SH   SOLE   3,652,921 0 0
SILVER WHEATON CORP COM 828336107 264 13,636 SH   DFND 1 13,636 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 497 8,000 SH   SOLE   8,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 20,017 112,665 SH   SOLE   112,665 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 796 18,200 SH   SOLE   18,200 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,511 339,554 SH   SOLE   339,554 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 764 16,492 SH   DFND 1 16,492 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 13,044 624,100 SH   SOLE   624,100 0 0
SKECHERS U S A INC CL A 830566105 1,283 52,200 SH   SOLE   52,200 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 8,041 107,706 SH   SOLE   107,706 0 0
SL GREEN RLTY CORP COM 78440X101 3,875 36,033 SH   SOLE   36,033 0 0
SLM CORP COM 78442P106 1,311 119,001 SH   SOLE   119,001 0 0
SM ENERGY CO COM 78454L100 424 12,300 SH   SOLE   12,300 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 1,059 35,220 SH   DFND 1 35,220 0 0
SMITH A O COM 831865209 471 9,950 SH   SOLE   9,950 0 0
SMTC CORP COM NEW 832682207 141 50,535 SH   DFND 1 50,535 0 0
SMUCKER J M CO COM NEW 832696405 19,628 153,271 SH   SOLE   153,271 0 0
SNAP ON INC COM 833034101 7,272 42,458 SH   SOLE   42,458 0 0
SNYDERS-LANCE INC COM 833551104 625 16,300 SH   SOLE   16,300 0 0
SOLAZYME INC NOTE 5.000%10/0 83415TAC5 6,870 15,680,000 SH   SOLE   15,680,000 0 0
SONIC CORP COM 835451105 1,836 69,261 SH   SOLE   69,261 0 0
SONOCO PRODS CO COM 835495102 1,000 18,968 SH   SOLE   18,968 0 0
SONY CORP ADR NEW 835699307 513 18,300 SH   DFND 1 18,300 0 0
SOUTH JERSEY INDS INC COM 838518108 602 17,874 SH   SOLE   17,874 0 0
SOUTHERN CO COM 842587107 85,409 1,736,314 SH   SOLE   1,736,314 0 0
SOUTHERN CO COM 842587107 1,993 40,507 SH   DFND 1 40,507 0 0
SOUTHWEST AIRLS CO COM 844741108 22,759 456,641 SH   SOLE   456,641 0 0
SOUTHWEST GAS CORP COM 844895102 1,567 20,450 SH   SOLE   20,450 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,914 176,876 SH   SOLE   176,876 0 0
SP PLUS CORP COM 78469C103 352 12,500 SH   SOLE   12,500 0 0
SPARK THERAPEUTICS INC COM 84652J103 3,650 73,151 SH   SOLE   73,151 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,884 14,600 SH   SOLE   14,600 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 213 1,077 SH   DFND 1 1,077 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 193,130 1,761,976 SH   DFND 1 1,761,976 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,418 40,309 SH   SOLE   40,309 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,206,698 9,872,046 SH   SOLE   9,872,046 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 29,887 133,705 SH   DFND 1 133,705 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 231 765 SH   DFND 1 765 0 0
SPDR SER TR SHT TRM HGH YLD 78468R408 21,413 773,585 SH   SOLE   773,585 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 12,666 347,500 SH   SOLE   347,500 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 23,617 425,000 SH   SOLE   425,000 0 0
SPECTRA ENERGY CORP COM 847560109 36,248 882,159 SH   SOLE   882,159 0 0
SPECTRA ENERGY CORP COM 847560109 1,117 27,192 SH   DFND 1 27,192 0 0
SPIRE INC COM 84857L101 3,844 59,550 SH   SOLE   59,550 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 209 3,584 SH   DFND 1 3,584 0 0
SPLUNK INC COM 848637104 18,431 360,336 SH   SOLE   360,336 0 0
SPRINT CORP COM SER 1 85207U105 635 75,461 SH   SOLE   75,461 0 0
SPROUTS FMRS MKT INC COM 85208M102 5,021 265,404 SH   SOLE   265,404 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 6,481 226,600 SH   SOLE   226,600 0 0
ST JUDE MED INC COM 790849103 8,625 107,554 SH   SOLE   107,554 0 0
STANLEY BLACK & DECKER INC COM 854502101 31,168 271,761 SH   SOLE   271,761 0 0
STANTEC INC COM 85472N109 28,969 1,145,295 SH   SOLE   1,145,295 0 0
STANTEC INC COM 85472N109 6,212 245,614 SH   DFND 1 245,614 0 0
STAPLES INC COM 855030102 12,659 1,398,777 SH   SOLE   1,398,777 0 0
STARBUCKS CORP COM 855244109 36,904 664,700 SH   SOLE   664,700 0 0
STARBUCKS CORP COM 855244109 2,445 44,037 SH   DFND 1 44,037 0 0
STATE AUTO FINL CORP COM 855707105 614 22,900 SH   SOLE   22,900 0 0
STATE STR CORP COM 857477103 27,139 349,183 SH   SOLE   349,183 0 0
STATE STR CORP COM 857477103 475 6,114 SH   DFND 1 6,114 0 0
STATOIL ASA SPONSORED ADR 85771P102 1,086 59,530 SH   DFND 1 59,530 0 0
STEEL DYNAMICS INC COM 858119100 2,480 69,703 SH   SOLE   69,703 0 0
STERICYCLE INC COM 858912108 4,388 56,954 SH   SOLE   56,954 0 0
STERIS PLC SHS USD G84720104 1,653 24,535 SH   SOLE   24,535 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 160 20,694 SH   DFND 1 20,694 0 0
STRYKER CORP COM 863667101 64,289 536,591 SH   SOLE   536,591 0 0
STRYKER CORP COM 863667101 1,188 9,913 SH   DFND 1 9,913 0 0
STUDENT TRANSN INC COM 86388A108 6,956 1,242,133 SH   SOLE   1,242,133 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 185 24,256 SH   DFND 1 24,256 0 0
SUN HYDRAULICS CORP COM 866942105 813 20,350 SH   SOLE   20,350 0 0
SUN LIFE FINL INC COM 866796105 680,496 17,702,786 SH   SOLE   17,702,786 0 0
SUN LIFE FINL INC COM 866796105 125,675 3,269,387 SH   DFND 1 3,269,387 0 0
SUNCOR ENERGY INC NEW COM 867224107 216,544 6,614,961 SH   DFND 1 6,614,961 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,195,854 36,530,751 SH   SOLE   36,530,751 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 9,162 9,986,000 SH   SOLE   9,986,000 0 0
SUNTRUST BKS INC COM 867914103 10,560 192,532 SH   SOLE   192,532 0 0
SYKES ENTERPRISES INC COM 871237103 664 23,000 SH   SOLE   23,000 0 0
SYMANTEC CORP COM 871503108 22,251 931,388 SH   SOLE   931,388 0 0
SYMANTEC CORP COM 871503108 16,272 681,138 SH   DFND 1 681,138 0 0
SYNCHRONY FINL COM 87165B103 10,977 302,648 SH   SOLE   302,648 0 0
SYNCHRONY FINL COM 87165B103 1,189 32,785 SH   DFND 1 32,785 0 0
SYNGENTA AG SPONSORED ADR 87160A100 729 9,222 SH   DFND 1 9,222 0 0
SYNOPSYS INC COM 871607107 15,520 263,673 SH   SOLE   263,673 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,176 28,635 SH   SOLE   28,635 0 0
SYSCO CORP COM 871829107 91,771 1,657,407 SH   SOLE   1,657,407 0 0
T MOBILE US INC COM 872590104 30,255 526,091 SH   SOLE   526,091 0 0
T MOBILE US INC COM 872590104 331 5,759 SH   DFND 1 5,759 0 0
TABLEAU SOFTWARE INC CL A 87336U105 6,177 146,557 SH   SOLE   146,557 0 0
TAHOE RES INC COM 873868103 43,304 4,590,743 SH   SOLE   4,590,743 0 0
TAHOE RES INC COM 873868103 693 73,492 SH   DFND 1 73,492 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3,550 123,472 SH   DFND 1 123,472 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 66,107 2,299,372 SH   SOLE   2,299,372 0 0
TAL ED GROUP ADS REPSTG COM 874080104 530 7,549 SH   SOLE   7,549 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,440 68,189 SH   SOLE   68,189 0 0
TANGOE INC COM 87582Y108 590 74,901 SH   SOLE   74,901 0 0
TARGA RES CORP COM 87612G101 537 9,580 SH   SOLE   9,580 0 0
TARGET CORP COM 87612E106 30,637 424,161 SH   SOLE   424,161 0 0
TARGET CORP COM 87612E106 896 12,406 SH   DFND 1 12,406 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 411 3,900 SH   SOLE   3,900 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 2,602 2,496,000 SH   SOLE   2,496,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 11,679 168,574 SH   SOLE   168,574 0 0
TECK RESOURCES LTD CL B 878742204 155,184 7,745,075 SH   SOLE   7,745,075 0 0
TECK RESOURCES LTD CL B 878742204 17,899 893,265 SH   DFND 1 893,265 0 0
TEGNA INC COM 87901J105 6,741 315,170 SH   SOLE   315,170 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,307 18,760 SH   SOLE   18,760 0 0
TELEFLEX INC COM 879369106 17,896 111,050 SH   SOLE   111,050 0 0
TELETECH HOLDINGS INC COM 879939106 357 11,700 SH   SOLE   11,700 0 0
TELUS CORP COM 87971M103 667,501 20,939,227 SH   SOLE   20,939,227 0 0
TELUS CORP COM 87971M103 142,302 4,463,950 SH   DFND 1 4,463,950 0 0
TEMPUR SEALY INTL INC COM 88023U101 2,711 39,700 SH   SOLE   39,700 0 0
TENNANT CO COM 880345103 818 11,491 SH   SOLE   11,491 0 0
TERADATA CORP DEL COM 88076W103 1,129 41,545 SH   SOLE   41,545 0 0
TERADYNE INC COM 880770102 18,334 721,794 SH   DFND 1 721,794 0 0
TESARO INC COM 881569107 20,127 149,665 SH   SOLE   149,665 0 0
TESCO CORP COM 88157K101 232 28,100 SH   SOLE   28,100 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 18,615 19,962,000 SH   SOLE   19,962,000 0 0
TESLA MTRS INC COM 88160R101 35,380 165,568 SH   SOLE   165,568 0 0
TESORO CORP COM 881609101 7,407 84,695 SH   SOLE   84,695 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 74,381 2,051,885 SH   SOLE   2,051,885 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,218 116,361 SH   DFND 1 116,361 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,993 25,420 SH   SOLE   25,420 0 0
TEXAS INSTRS INC COM 882508104 86,707 1,188,261 SH   SOLE   1,188,261 0 0
TEXAS INSTRS INC COM 882508104 3,933 53,894 SH   DFND 1 53,894 0 0
TEXTRON INC COM 883203101 28,566 588,260 SH   SOLE   588,260 0 0
THERAPEUTICSMD INC COM 88338N107 3,033 525,700 SH   SOLE   525,700 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 53,750 380,936 SH   SOLE   380,936 0 0
THERMON GROUP HLDGS INC COM 88362T103 263 13,800 SH   SOLE   13,800 0 0
THOMSON REUTERS CORP COM 884903105 215,833 4,925,851 SH   SOLE   4,925,851 0 0
THOMSON REUTERS CORP COM 884903105 121,405 2,770,867 SH   DFND 1 2,770,867 0 0
TICC CAPITAL CORP DBCV 7.500%11/0 87244TAB5 5,092 4,992,000 SH   SOLE   4,992,000 0 0
TIFFANY & CO NEW COM 886547108 27,680 357,486 SH   SOLE   357,486 0 0
TILE SHOP HLDGS INC COM 88677Q109 1,318 67,400 SH   SOLE   67,400 0 0
TIME WARNER INC COM NEW 887317303 166,731 1,727,243 SH   SOLE   1,727,243 0 0
TIME WARNER INC COM NEW 887317303 38,443 398,253 SH   DFND 1 398,253 0 0
TJX COS INC NEW COM 872540109 3,389 45,105 SH   DFND 1 45,105 0 0
TJX COS INC NEW COM 872540109 121,594 1,618,445 SH   SOLE   1,618,445 0 0
TOLL BROTHERS INC COM 889478103 281 9,074 SH   SOLE   9,074 0 0
TOOTSIE ROLL INDS INC COM 890516107 1,964 49,410 SH   SOLE   49,410 0 0
TORCHMARK CORP COM 891027104 75,470 1,023,183 SH   SOLE   1,023,183 0 0
TORO CO COM 891092108 4,851 86,702 SH   SOLE   86,702 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,988,970 40,279,495 SH   SOLE   40,279,495 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 534,794 10,830,343 SH   DFND 1 10,830,343 0 0
TOTAL S A SPONSORED ADR 89151E109 7,206 141,382 SH   DFND 1 141,382 0 0
TOTAL SYS SVCS INC COM 891906109 7,417 151,284 SH   SOLE   151,284 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 951 28,600 SH   SOLE   28,600 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 697 5,947 SH   DFND 1 5,947 0 0
TRACTOR SUPPLY CO COM 892356106 7,728 101,936 SH   SOLE   101,936 0 0
TRANSALTA CORP COM 89346D107 45,550 8,221,370 SH   SOLE   8,221,370 0 0
TRANSALTA CORP COM 89346D107 349 62,929 SH   DFND 1 62,929 0 0
TRANSCANADA CORP COM 89353D107 232,477 5,149,672 SH   DFND 1 5,149,672 0 0
TRANSCANADA CORP COM 89353D107 925,796 20,507,732 SH   SOLE   20,507,732 0 0
TRANSDIGM GROUP INC COM 893641100 7,455 29,944 SH   SOLE   29,944 0 0
TRANSGLOBE ENERGY CORP COM 893662106 50 29,625 SH   DFND 1 29,625 0 0
TRANSOCEAN LTD REG SHS H8817H100 10,840 735,383 SH   SOLE   735,383 0 0
TRANSUNION COM 89400J107 1,732 56,000 SH   SOLE   56,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 62,110 507,354 SH   SOLE   507,354 0 0
TRAVELERS COMPANIES INC COM 89417E109 522 4,267 SH   DFND 1 4,267 0 0
TREEHOUSE FOODS INC COM 89469A104 7,659 106,100 SH   SOLE   106,100 0 0
TRIMBLE NAVIGATION LTD COM 896239100 428 14,190 SH   SOLE   14,190 0 0
TRIPADVISOR INC COM 896945201 4,579 98,753 SH   SOLE   98,753 0 0
TRIUMPH GROUP INC NEW COM 896818101 803 30,300 SH   SOLE   30,300 0 0
TRUSTMARK CORP COM 898402102 855 23,982 SH   SOLE   23,982 0 0
TUESDAY MORNING CORP COM NEW 899035505 581 107,600 SH   SOLE   107,600 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,574 29,922 SH   SOLE   29,922 0 0
TURQUOISE HILL RES LTD COM 900435108 14,691 4,571,180 SH   SOLE   4,571,180 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 15,492 552,512 SH   SOLE   552,512 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 22,641 830,876 SH   SOLE   830,876 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 21,569 22,946,000 SH   SOLE   22,946,000 0 0
TWITTER INC COM 90184L102 536 32,859 SH   SOLE   32,859 0 0
TWO HBRS INVT CORP COM 90187B101 1,744 200,000 SH   SOLE   200,000 0 0
TYSON FOODS INC CL A 902494103 10,775 174,690 SH   SOLE   174,690 0 0
U S PHYSICAL THERAPY INC COM 90337L108 814 11,600 SH   SOLE   11,600 0 0
UDR INC COM 902653104 3,497 95,869 SH   SOLE   95,869 0 0
UGI CORP NEW COM 902681105 2,279 49,454 SH   SOLE   49,454 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 5,785 22,693 SH   SOLE   22,693 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,723 38,728 SH   SOLE   38,728 0 0
ULTRATECH INC COM 904034105 289 12,054 SH   SOLE   12,054 0 0
UNDER ARMOUR INC CL A 904311107 2,008 69,137 SH   SOLE   69,137 0 0
UNDER ARMOUR INC CL C 904311206 1,686 66,990 SH   SOLE   66,990 0 0
UNIFIRST CORP MASS COM 904708104 1,738 12,100 SH   SOLE   12,100 0 0
UNILEVER N V N Y SHS NEW 904784709 1,771 41,983 SH   DFND 1 41,983 0 0
UNILEVER PLC SPON ADR NEW 904767704 6,798 167,037 SH   DFND 1 167,037 0 0
UNION PAC CORP COM 907818108 1,378 13,295 SH   DFND 1 13,295 0 0
UNION PAC CORP COM 907818108 84,328 813,353 SH   SOLE   813,353 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,030 22,265 SH   SOLE   22,265 0 0
UNITED CONTL HLDGS INC COM 910047109 21,066 289,050 SH   SOLE   289,050 0 0
UNITED PARCEL SERVICE INC CL B 911312106 164,744 1,437,052 SH   SOLE   1,437,052 0 0
UNITED PARCEL SERVICE INC CL B 911312106 5,745 50,115 SH   DFND 1 50,115 0 0
UNITED RENTALS INC COM 911363109 4,034 38,211 SH   SOLE   38,211 0 0
UNITED STATES STL CORP NEW COM 912909108 4,754 144,024 SH   SOLE   144,024 0 0
UNITED TECHNOLOGIES CORP COM 913017109 159,219 1,452,464 SH   SOLE   1,452,464 0 0
UNITED TECHNOLOGIES CORP COM 913017109 10,318 94,127 SH   DFND 1 94,127 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 4,764 33,218 SH   SOLE   33,218 0 0
UNITEDHEALTH GROUP INC COM 91324P102 282,057 1,762,415 SH   SOLE   1,762,415 0 0
UNITEDHEALTH GROUP INC COM 91324P102 51,249 320,226 SH   DFND 1 320,226 0 0
UNIVAR INC COM 91336L107 875 30,844 SH   SOLE   30,844 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 180 18,130 SH   SOLE   18,130 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 39,555 702,584 SH   SOLE   702,584 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,837 32,627 SH   DFND 1 32,627 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 27,790 261,232 SH   SOLE   261,232 0 0
UNUM GROUP COM 91529Y106 17,634 401,416 SH   SOLE   401,416 0 0
URBAN OUTFITTERS INC COM 917047102 6,033 211,816 SH   SOLE   211,816 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 2,480 102,875 SH   SOLE   102,875 0 0
US BANCORP DEL COM NEW 902973304 197,408 3,842,861 SH   SOLE   3,842,861 0 0
US BANCORP DEL COM NEW 902973304 48,188 938,048 SH   DFND 1 938,048 0 0
V F CORP COM 918204108 29,139 546,179 SH   SOLE   546,179 0 0
VAIL RESORTS INC COM 91879Q109 2,545 15,779 SH   SOLE   15,779 0 0
VALE S A ADR 91912E105 231 30,339 SH   DFND 1 30,339 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 21,020 1,447,802 SH   SOLE   1,447,802 0 0
VALERO ENERGY CORP NEW COM 91913Y100 14,392 210,653 SH   SOLE   210,653 0 0
VALLEY NATL BANCORP COM 919794107 324 27,825 SH   SOLE   27,825 0 0
VALMONT INDS INC COM 920253101 1,369 9,714 SH   SOLE   9,714 0 0
VALSPAR CORP COM 920355104 511 4,928 SH   SOLE   4,928 0 0
VALVOLINE INC COM 92047W101 2,150 100,000 SH   SOLE   100,000 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 5,086 243,101 SH   SOLE   243,101 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 784 9,780 SH   DFND 1 9,780 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 3,164 39,164 SH   DFND 1 39,164 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 617 5,347 SH   DFND 1 5,347 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4,638 129,634 SH   DFND 1 129,634 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 263 5,216 SH   DFND 1 5,216 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 376 7,843 SH   DFND 1 7,843 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 64,950 1,815,261 SH   SOLE   1,815,261 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,748 21,860 SH   DFND 1 21,860 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 219 2,550 SH   DFND 1 2,550 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 1,253 14,711 SH   DFND 1 14,711 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 14,096 352,060 SH   DFND 1 352,060 0 0
VANTIV INC CL A 92210H105 9,906 166,155 SH   SOLE   166,155 0 0
VARIAN MED SYS INC COM 92220P105 6,835 76,133 SH   SOLE   76,133 0 0
VARIAN MED SYS INC COM 92220P105 224 2,500 SH   DFND 1 2,500 0 0
VECTREN CORP COM 92240G101 329 6,312 SH   DFND 1 6,312 0 0
VEEVA SYS INC CL A COM 922475108 4,274 105,000 SH   SOLE   105,000 0 0
VENTAS INC COM 92276F100 7,841 125,420 SH   SOLE   125,420 0 0
VEREIT INC COM 92339V100 12,201 1,442,160 SH   SOLE   1,442,160 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 9,400 9,980,000 SH   SOLE   9,980,000 0 0
VERINT SYS INC COM 92343X100 250 4,348 SH   DFND 1 4,348 0 0
VERISIGN INC COM 92343E102 16,008 210,443 SH   SOLE   210,443 0 0
VERISK ANALYTICS INC COM 92345Y106 15,352 189,131 SH   SOLE   189,131 0 0
VERISK ANALYTICS INC COM 92345Y106 4,107 50,595 SH   DFND 1 50,595 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 24,977 467,913 SH   DFND 1 467,913 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 184,238 3,451,436 SH   SOLE   3,451,436 0 0
VERMILION ENERGY INC COM 923725105 101,357 2,406,170 SH   SOLE   2,406,170 0 0
VERMILION ENERGY INC COM 923725105 21,213 503,598 SH   DFND 1 503,598 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 28,937 392,786 SH   SOLE   392,786 0 0
VIACOM INC NEW CL B 92553P201 16,128 459,497 SH   SOLE   459,497 0 0
VIDEOCON D2H LTD ADR 92657J101 20,434 2,459,000 SH   SOLE   2,459,000 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 615 55,900 SH   SOLE   55,900 0 0
VISA INC COM CL A 92826C839 306,274 3,925,587 SH   SOLE   3,925,587 0 0
VISA INC COM CL A 92826C839 53,885 690,658 SH   DFND 1 690,658 0 0
VMWARE INC CL A COM 928563402 337 4,277 SH   SOLE   4,277 0 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 244 10,007 SH   SOLE   10,007 0 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 10,544 431,618 SH   DFND 1 431,618 0 0
VORNADO RLTY TR SH BEN INT 929042109 6,423 61,542 SH   SOLE   61,542 0 0
VOYA FINL INC COM 929089100 454 11,584 SH   SOLE   11,584 0 0
VULCAN MATLS CO COM 929160109 6,421 51,309 SH   SOLE   51,309 0 0
WABCO HLDGS INC COM 92927K102 6,896 64,965 SH   SOLE   64,965 0 0
WABTEC CORP COM 929740108 685 8,248 SH   SOLE   8,248 0 0
WADDELL & REED FINL INC CL A 930059100 847 43,400 SH   SOLE   43,400 0 0
WAL-MART STORES INC COM 931142103 112,353 1,625,474 SH   SOLE   1,625,474 0 0
WAL-MART STORES INC COM 931142103 3,573 51,690 SH   DFND 1 51,690 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,742 33,132 SH   DFND 1 33,132 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 75,640 913,967 SH   SOLE   913,967 0 0
WASTE CONNECTIONS INC COM 94106B101 240,458 3,061,105 SH   SOLE   3,061,105 0 0
WASTE CONNECTIONS INC COM 94106B101 20,005 254,678 SH   DFND 1 254,678 0 0
WASTE MGMT INC DEL COM 94106L109 1,978 27,889 SH   DFND 1 27,889 0 0
WASTE MGMT INC DEL COM 94106L109 30,051 423,785 SH   SOLE   423,785 0 0
WATERS CORP COM 941848103 4,187 31,157 SH   SOLE   31,157 0 0
WATERS CORP COM 941848103 579 4,312 SH   DFND 1 4,312 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 265 53,123 SH   SOLE   53,123 0 0
WEBSTER FINL CORP CONN COM 947890109 1,182 21,771 SH   SOLE   21,771 0 0
WEC ENERGY GROUP INC COM 92939U106 50,730 864,963 SH   SOLE   864,963 0 0
WEC ENERGY GROUP INC COM 92939U106 1,203 20,520 SH   DFND 1 20,520 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 5,442 39,700 SH   SOLE   39,700 0 0
WELLS FARGO & CO NEW COM 949746101 182,809 3,317,173 SH   SOLE   3,317,173 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 5,938 4,990 SH   SOLE   4,990 0 0
WELLS FARGO & CO NEW COM 949746101 25,706 466,449 SH   DFND 1 466,449 0 0
WELLTOWER INC COM 95040Q104 1,372 20,494 SH   DFND 1 20,494 0 0
WELLTOWER INC COM 95040Q104 36,052 538,654 SH   SOLE   538,654 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 9,242 108,943 SH   SOLE   108,943 0 0
WESTAMERICA BANCORPORATION COM 957090103 604 9,600 SH   SOLE   9,600 0 0
WESTAR ENERGY INC COM 95709T100 466 8,267 SH   SOLE   8,267 0 0
WESTERN ALLIANCE BANCORP COM 957638109 5,983 122,822 SH   SOLE   122,822 0 0
WESTERN DIGITAL CORP COM 958102105 7,796 114,738 SH   SOLE   114,738 0 0
WESTERN DIGITAL CORP COM 958102105 400 5,885 SH   DFND 1 5,885 0 0
WESTERN UN CO COM 959802109 4,700 216,381 SH   SOLE   216,381 0 0
WESTPAC BKG CORP SPONSORED ADR 961214301 902 30,301 SH   DFND 1 30,301 0 0
WESTROCK CO COM 96145D105 6,123 120,597 SH   SOLE   120,597 0 0
WEYERHAEUSER CO COM 962166104 14,464 480,680 SH   SOLE   480,680 0 0
WHIRLPOOL CORP COM 963320106 4,979 27,390 SH   SOLE   27,390 0 0
WHITEWAVE FOODS CO COM 966244105 573 10,309 SH   SOLE   10,309 0 0
WHOLE FOODS MKT INC COM 966837106 3,833 124,614 SH   SOLE   124,614 0 0
WI-LAN INC COM 928972108 42 25,830 SH   DFND 1 25,830 0 0
WILLIAMS COS INC DEL COM 969457100 7,879 253,018 SH   SOLE   253,018 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 26,313 215,186 SH   SOLE   215,186 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 313 2,556 SH   DFND 1 2,556 0 0
WINGSTOP INC COM 974155103 740 25,000 SH   SOLE   25,000 0 0
WINTRUST FINL CORP COM 97650W108 385 5,300 SH   SOLE   5,300 0 0
WISDOMTREE INVTS INC COM 97717P104 362 32,500 SH   SOLE   32,500 0 0
WISDOMTREE TR EMER MKT HIGH FD 97717W315 419 9,440 SH   DFND 1 9,440 0 0
WORKDAY INC CL A 98138H101 19,098 288,969 SH   SOLE   288,969 0 0
WPP PLC NEW ADR 92937A102 5,567 50,311 SH   DFND 1 50,311 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 5,345 232,581 SH   SOLE   232,581 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,385 44,324 SH   SOLE   44,324 0 0
WYNN RESORTS LTD COM 983134107 2,493 28,818 SH   SOLE   28,818 0 0
XCEL ENERGY INC COM 98389B100 28,324 695,924 SH   SOLE   695,924 0 0
XENCOR INC COM 98401F105 1,597 60,669 SH   SOLE   60,669 0 0
XEROX CORP COM 984121103 14,230 1,629,999 SH   SOLE   1,629,999 0 0
XILINX INC COM 983919101 10,262 169,987 SH   SOLE   169,987 0 0
XILINX INC COM 983919101 334 5,534 SH   DFND 1 5,534 0 0
XL GROUP LTD COM G98294104 3,871 103,888 SH   SOLE   103,888 0 0
XYLEM INC COM 98419M100 9,641 194,690 SH   SOLE   194,690 0 0
YAHOO INC COM 984332106 13,676 353,664 SH   SOLE   353,664 0 0
YAMANA GOLD INC COM 98462Y100 26,883 9,562,885 SH   SOLE   9,562,885 0 0
YUM BRANDS INC COM 988498101 36,409 574,904 SH   SOLE   574,904 0 0
YUM BRANDS INC COM 988498101 273 4,305 SH   DFND 1 4,305 0 0
ZAYO GROUP HLDGS INC COM 98919V105 299 9,100 SH   SOLE   9,100 0 0
ZENDESK INC COM 98936J101 2,938 138,600 SH   SOLE   138,600 0 0
ZILLOW GROUP INC CL A 98954M101 1,192 32,700 SH   SOLE   32,700 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 2,500 68,540 SH   SOLE   68,540 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,835 75,918 SH   SOLE   75,918 0 0
ZIONS BANCORPORATION COM 989701107 4,659 108,249 SH   SOLE   108,249 0 0
ZOETIS INC CL A 98978V103 50,472 942,868 SH   SOLE   942,868 0 0
ZUMIEZ INC COM 989817101 1,117 51,120 SH   SOLE   51,120 0 0