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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
2U INCCOM90214J101134,4754,572,434SH DFND24,572,43400
2U INCCOM90214J1011,65456,223SH DFND456,22300
3M COCOM88579Y101150,039856,780SH DFND2856,78000
3M COCOM88579Y10132,166183,681SH DFND4183,0150666
A10 NETWORKS INCCOM00212110115,9602,466,696SH DFND22,466,69600
A10 NETWORKS INCCOM00212110128844,499SH DFND444,49900
AAR CORPCOM00036110594,9524,068,207SH DFND13,639,4070428,800
ABB LTDSPONSORED ADR00037520415740SH DFND1074000
ABB LTDSPONSORED ADR000375204157SH DFND165700
ABB LTDSPONSORED ADR00037520410,427525,812SH DFND17525,81200
ABBOTT LABSCOM002824100201,3945,123,228SH DFND15,123,22800
ABBOTT LABSCOM00282410077,3081,966,621SH DFND21,966,62100
ABBOTT LABSCOM00282410079,2142,015,110SH DFND41,931,492083,618
ABBOTT LABSCOM002824100741,890SH DFND101,89000
ABBVIE INCCOM00287Y109201,4033,253,159SH DFND13,253,15900
ABBVIE INCCOM00287Y10928,635462,530SH DFND2462,53000
ABBVIE INCCOM00287Y109104,4671,687,393SH DFND41,619,152068,241
ABBVIE INCCOM00287Y1093716,000SH DFND56,00000
ABBVIE INCCOM00287Y1093014,865SH DFND104,86500
ABERCROMBIE & FITCH COCL A0028962075,491308,300SH DFND1308,30000
ABM INDS INCCOM00095710073,6892,019,984SH DFND12,019,98400
ACADIA PHARMACEUTICALS INCCOM00422510874,5282,295,986SH DFND22,295,98600
ACADIA PHARMACEUTICALS INCCOM00422510810,894335,600SH DFND4335,60000
ACADIA PHARMACEUTICALS INCCOM0042251081,29840,000SH DFND940,00000
ACADIA PHARMACEUTICALS INCCOM00422510822,563695,100SH DFND11323,1000372,000
ACCELERON PHARMA INCCOM00434H10816,813494,777SH DFND2494,77700
ACCENTURE PLC IRELANDSHS CLASS AG1151C101468,5434,135,783SH DFND14,135,78300
ACCENTURE PLC IRELANDSHS CLASS AG1151C10118,932167,115SH DFND2167,11500
ACCENTURE PLC IRELANDSHS CLASS AG1151C10116,446145,164SH DFND4142,61402,550
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012021,780SH DFND161,78000
ACCO BRANDS CORPCOM00081T1086,298609,680SH DFND1609,68000
ACLARIS THERAPEUTICS INCCOM00461U10528,8891,564,084SH DFND21,564,08400
ACLARIS THERAPEUTICS INCCOM00461U10519910,800SH DFND410,80000
ACUITY BRANDS INCCOM00508Y10262,078250,355SH DFND2250,35500
ACUITY BRANDS INCCOM00508Y1025,82623,495SH DFND422,6960799
ADEPTUS HEALTH INCCL A00685510044,658864,465SH DFND2864,46500
ADEPTUS HEALTH INCCL A00685510081115,700SH DFND415,70000
ADMA BIOLOGICS INCCOM0008991042,139359,499SH DFND2359,49900
ADOBE SYS INCCOM00724F101191,2341,996,469SH DFND21,970,019026,450
ADOBE SYS INCCOM00724F10120,809217,233SH DFND4217,163070
ADOBE SYS INCCOM00724F1011401,461SH DFND81,46100
ADOBE SYS INCCOM00724F1011,72418,000SH DFND918,00000
ADOBE SYS INCCOM00724F10138,225399,053SH DFND11224,0530175,000
ADVANCE AUTO PARTS INCCOM00751Y10651,511318,700SH DFND2318,70000
ADVANCE AUTO PARTS INCCOM00751Y10641251SH DFND4201050
ADVANTAGE OIL & GAS LTDCOM00765F10119,1683,430,328SH DFND103,430,32800
ADVISORY BRD COCOM00762W10741,5251,173,358SH DFND21,173,35800
ADVISORY BRD COCOM00762W10780022,600SH DFND422,60000
AECOMCOM00766T1004,041127,200SH DFND1127,20000
AEGERION PHARMACEUTICALS INCCOM00767E1022214,912SH DFND1414,91200
AEGON N VNY REGISTRY SH0079241039022,496SH DFND422,49600
AEGON N VNY REGISTRY SH00792410392,166SH DFND102,16600
AEGON N VNY REGISTRY SH0079241031217SH DFND1621700
AEGON N VNY REGISTRY SH0079241035,9901,493,708SH DFND171,493,70800
AEROVIRONMENT INCCOM0080731084,775171,771SH DFND1171,77100
AETNA INC NEWCOM00817Y108119,182975,860SH DFND2951,750024,110
AETNA INC NEWCOM00817Y1081,29710,619SH DFND410,61900
AETNA INC NEWCOM00817Y1083,62029,641SH DFND1429,64100
AFFILIATED MANAGERS GROUPCOM008252108116,538827,800SH DFND2827,80000
AFFILIATED MANAGERS GROUPCOM0082521083,82727,185SH DFND427,0100175
AFFILIATED MANAGERS GROUPCOM00825210868482SH DFND848200
AFLAC INCCOM001055102140,8191,951,478SH DFND11,951,47800
AFLAC INCCOM00105510243,296600,000SH DFND2600,00000
AFLAC INCCOM00105510230,441421,860SH DFND4416,54405,316
AFLAC INCCOM0010551023,90954,175SH DFND1054,17500
AGILE THERAPEUTICS INCCOM00847L10010,6541,400,000SH DFND21,400,00000
AGILENT TECHNOLOGIES INCCOM00846U1011,51334,100SH DFND134,10000
AGILENT TECHNOLOGIES INCCOM00846U10157,6681,300,000SH DFND21,300,00000
AGILENT TECHNOLOGIES INCCOM00846U1014,920110,900SH DFND4109,14701,753
AGILENT TECHNOLOGIES INCCOM00846U1015110SH OTR401100
AGNICO EAGLE MINES LTDCOM00847410835,321660,132SH DFND2660,13200
AGRIUM INCCOM0089161088469,355SH DFND29,35500
AGRIUM INCCOM0089161085526,100SH DFND46,10000
AGRIUM INCCOM00891610891,7501,014,429SH DFND101,014,1540275
AGRIUM INCCOM0089161083,30936,594SH DFND1436,59400
AIR PRODS & CHEMS INCCOM009158106591,7914,166,370SH DFND14,166,37000
AIR PRODS & CHEMS INCCOM00915810671,020500,000SH DFND2500,00000
AIR PRODS & CHEMS INCCOM0091581069,67868,133SH DFND467,9830150
AIR PRODS & CHEMS INCCOM0091581063,38023,795SH DFND1423,79500
AKAMAI TECHNOLOGIES INCCOM00971T1013275,838SH DFND45,83800
AKORN INCCOM00972810639,3551,381,590SH DFND21,381,59000
ALAMO GROUP INCCOM0113111077,686116,500SH DFND1116,50000
ALAMO GROUP INCCOM0113111075,10777,410SH DFND1077,41000
ALAMO GROUP INCCOM01131110717,046258,390SH DFND17258,39000
ALAMOS GOLD INC NEWCOM CL A01153210848,2415,610,505SH DFND25,610,50500
ALARM COM HLDGS INCCOM01164210550,9471,987,802SH DFND21,987,80200
ALARM COM HLDGS INCCOM01164210579731,100SH DFND431,10000
ALASKA AIR GROUP INCCOM011659109186,5283,200,000SH DFND23,200,00000
ALASKA AIR GROUP INCCOM01165910929490SH DFND449000
ALASKA COMMUNICATIONS SYS GRCOM01167P1011,9551,150,000SH DFND11,150,00000
ALBEMARLE CORPCOM012653101655,5478,265,633SH DFND18,265,63300
ALCOA INCCOM0138171018,039867,230SH DFND1867,23000
ALCOA INCCOM01381710112813,797SH DFND1413,79700
ALCOA INCDEP SHS 1/10TH013817309174,2565,301,375SH DFND25,201,3750100,000
ALCOA INCDEP SHS 1/10TH0138173091665,050SH DFND44,5500500
ALCOBRA LTDSHSM2239P10916,4023,652,931SH DFND23,652,93100
ALDER BIOPHARMACEUTICALS INCCOM0143391056,243250,000SH DFND2250,00000
ALEXANDERS INCCOM014752109162,057396,014SH DFND6396,01400
ALEXANDRIA REAL ESTATE EQ INCOM0152711091,26312,200SH DFND112,20000
ALEXANDRIA REAL ESTATE EQ INCOM01527110931300SH DFND230000
ALEXANDRIA REAL ESTATE EQ INCOM01527110922,511217,452SH DFND11217,45200
ALEXION PHARMACEUTICALS INCCOM01535110978,638673,502SH DFND2673,50200
ALEXION PHARMACEUTICALS INCCOM0153511092041,744SH DFND41,74400
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10256,419709,400SH DFND2709,40000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1023274,110SH DFND43,9800130
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1024826,173SH DFND76,17300
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1023,53044,380SH DFND1044,38000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10222,933288,360SH DFND12288,36000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10274,358934,973SH DFND15934,97300
ALKERMES PLCSHSG0176710517,621407,700SH DFND4404,70003,000
ALKERMES PLCSHSG017671051,66438,500SH DFND938,50000
ALKERMES PLCSHSG01767105140,7593,256,800SH DFND111,753,60001,503,200
ALKERMES PLCSHSG017671051,21028,000SH DFND1728,00000
ALLEGHANY CORP DELCOM017175100472858SH DFND485800
ALLEGHANY CORP DELCOM017175100366,106666,161SH DFND6666,16100
ALLEGHENY TECHNOLOGIES INCCOM01741R10217013,310SH DFND213,31000
ALLEGHENY TECHNOLOGIES INCCOM01741R1022,270178,030SH DFND8178,03000
ALLEGHENY TECHNOLOGIES INCCOM01741R1029,923778,290SH DFND9778,29000
ALLEGHENY TECHNOLOGIES INCCOM01741R1029,550749,007SH DFND10749,00700
ALLEGHENY TECHNOLOGIES INCCOM01741R10212,7321,000,791SH DFND12853,4980147,293
ALLEGHENY TECHNOLOGIES INCCOM01741R10210,294807,388SH DFND15169,1230638,265
ALLEGHENY TECHNOLOGIES INCCOM01741R10231,5552,474,900SH DFND162,474,90000
ALLEGHENY TECHNOLOGIES INCCOM01741R10216,0881,261,823SH DFND171,095,5830166,240
ALLEGHENY TECHNOLOGIES INCCOM01741R10266752,330SH DFND 52,33000
ALLEGIANT TRAVEL COCOM01748X102116,905771,783SH DFND2771,78300
ALLEGIANT TRAVEL COCOM01748X1026574,335SH DFND44,33500
ALLEGIANT TRAVEL COCOM01748X10236239SH DFND823900
ALLEGION PUB LTD COORD SHSG0176J10948,601700,000SH DFND2700,00000
ALLEGION PUB LTD COORD SHSG0176J109981,413SH DFND41,41300
ALLERGAN PLCSHSG0177J108392,8691,699,838SH DFND21,677,568022,270
ALLERGAN PLCSHSG0177J10829,668128,384SH DFND4122,47005,914
ALLERGAN PLCSHSG0177J1084,18818,122SH DFND818,12200
ALLERGAN PLCSHSG0177J10814,98164,829SH DFND964,82900
ALLERGAN PLCSHSG0177J10844,685193,366SH DFND10193,36600
ALLERGAN PLCSHSG0177J10839,402170,297SH DFND12153,047017,250
ALLERGAN PLCSHSG0177J1083,36314,552SH DFND1414,55200
ALLERGAN PLCSHSG0177J10829,410127,265SH DFND1541,525085,740
ALLERGAN PLCSHSG0177J108515,0912,228,963SH DFND162,213,0491,03314,881
ALLERGAN PLCSHSG0177J10885,187368,631SH DFND17314,483054,148
ALLERGAN PLCSHSG0177J1081,0384,490SH DFND 4,49000
ALLERGAN PLCPFD CONV SER AG0177J116305,857366,902SH DFND2364,40202,500
ALLERGAN PLCPFD CONV SER AG0177J116208250SH DFND425000
ALLETE INCCOM NEW01852230064,6301,000,000SH DFND21,000,00000
ALLIANCE DATA SYSTEMS CORPCOM01858110841,776213,230SH DFND2213,23000
ALLIANCE DATA SYSTEMS CORPCOM01858110836183SH DFND418300
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G1061225,231SH DFND95,23100
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G1068,032344,715SH DFND10344,71500
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G1064,187179,720SH DFND12145,141034,579
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G10619,564839,639SH DFND17839,63900
ALLIANT ENERGY CORPCOM018802108154,0503,880,360SH DFND23,880,36000
ALLIANT ENERGY CORPCOM0188021081112,800SH DFND42,80000
ALLISON TRANSMISSION HLDGS ICOM01973R1013,484123,410SH DFND14123,41000
ALLSTATE CORPCOM0200021013,98757,000SH DFND157,00000
ALLSTATE CORPCOM0200021012,33133,330SH DFND431,13002,200
ALLSTATE CORPCOM020002101573,2828,195,616SH DFND68,195,61600
ALLY FINL INCCOM02005N100257,57115,089,300SH DFND615,089,30000
ALLY FINL INCCOM02005N1001015,900SH DFND85,90000
ALLY FINL INCCOM02005N1007,321428,890SH DFND9428,89000
ALLY FINL INCCOM02005N1003,451202,193SH DFND12202,19300
ALLY FINL INCCOM02005N10013,548793,660SH DFND16793,66000
ALLY FINL INCCOM02005N1002,279133,500SH DFND1747,430086,070
ALLY FINL INCCOM02005N10041524,320SH DFND 24,32000
ALNYLAM PHARMACEUTICALS INCCOM02043Q10732,850592,000SH DFND2592,00000
ALPHABET INCCAP STK CL C02079K107389,886563,337SH DFND2560,43002,907
ALPHABET INCCAP STK CL C02079K107129,668187,355SH DFND4178,40308,952
ALPHABET INCCAP STK CL C02079K107451651SH DFND565100
ALPHABET INCCAP STK CL C02079K107102147SH DFND814700
ALPHABET INCCAP STK CL C02079K1073,1534,555SH DFND104,55500
ALPHABET INCCAP STK CL A02079K305412,646586,539SH DFND2583,83902,700
ALPHABET INCCAP STK CL A02079K30567,73696,280SH DFND490,64305,637
ALPHABET INCCAP STK CL A02079K305246350SH DFND535000
ALPHABET INCCAP STK CL A02079K3053,3424,750SH DFND84,75000
ALPHABET INCCAP STK CL A02079K30513,70019,473SH DFND919,47300
ALPHABET INCCAP STK CL A02079K30546,23065,712SH DFND1065,71200
ALPHABET INCCAP STK CL A02079K30529,86942,457SH DFND1238,37704,080
ALPHABET INCCAP STK CL A02079K3053,1564,486SH DFND144,48600
ALPHABET INCCAP STK CL A02079K30519,79028,130SH DFND154,780023,350
ALPHABET INCCAP STK CL A02079K305421,182598,670SH DFND16594,8802403,550
ALPHABET INCCAP STK CL A02079K30578,389111,423SH DFND1793,193018,230
ALPHABET INCCAP STK CL A02079K3059361,330SH DFND 1,33000
ALPS ETF TRALERIAN MLP00162Q86638430,165SH DFND430,16500
ALTRA INDL MOTION CORPCOM02208R10626,535983,508SH DFND2983,50800
ALTRA INDL MOTION CORPCOM02208R10647517,600SH DFND417,60000
ALTRIA GROUP INCCOM02209S10380711,705SH DFND211,70500
ALTRIA GROUP INCCOM02209S10314,591211,588SH DFND4208,05503,533
ALTRIA GROUP INCCOM02209S103601,1708,717,679SH DFND68,717,67900
ALTRIA GROUP INCCOM02209S1031,15216,705SH DFND1216,70500
AMAZON COM INCCOM023135106752,8291,051,906SH DFND21,051,90600
AMAZON COM INCCOM023135106112,076156,614SH DFND4147,77708,837
AMAZON COM INCCOM023135106662925SH DFND592500
AMAZON COM INCCOM023135106291406SH DFND840600
AMEREN CORPCOM02360810232,148600,000SH DFND2600,00000
AMEREN CORPCOM02360810213250SH DFND425000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10516613,550SH DFND413,55000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1057,759632,900SH DFND12632,90000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1057,510612,600SH DFND15612,5000100
AMERICAN CAPITAL AGENCY CORPCOM02503X10576138,380SH DFND238,38000
AMERICAN ELEC PWR INCCOM025537101285,6654,075,685SH DFND24,075,68500
AMERICAN ELEC PWR INCCOM0255371016,59794,118SH DFND491,82702,291
AMERICAN ELEC PWR INCCOM0255371011,70624,340SH DFND1124,34000
AMERICAN EXPRESS COCOM02581610936,456600,000SH DFND2600,00000
AMERICAN EXPRESS COCOM02581610928,088462,274SH DFND4452,074010,200
AMERICAN EXPRESS COCOM0258161099155SH DFND1015500
AMERICAN EXPRESS COCOM0258161091833,010SH DFND163,01000
AMERICAN EXPRESS COCOM02581610913,208217,383SH DFND17172,070045,313
AMERICAN INTL GROUP INCCOM NEW0268747842,16841,000SH DFND141,00000
AMERICAN INTL GROUP INCCOM NEW0268747843386,400SH DFND26,40000
AMERICAN INTL GROUP INCCOM NEW0268747843757,092SH DFND46,7620330
AMERICAN INTL GROUP INCCOM NEW026874784757,64814,325,053SH DFND614,325,05300
AMERICAN INTL GROUP INCCOM NEW0268747842,48546,980SH DFND846,98000
AMERICAN INTL GROUP INCCOM NEW02687478413,743259,848SH DFND9259,84800
AMERICAN INTL GROUP INCCOM NEW02687478433,735637,837SH DFND10637,83700
AMERICAN INTL GROUP INCCOM NEW02687478414,345271,216SH DFND12237,576033,640
AMERICAN INTL GROUP INCCOM NEW02687478410,908206,242SH DFND151,2900204,952
AMERICAN INTL GROUP INCCOM NEW026874784426,4488,062,925SH DFND168,004,2453,71054,970
AMERICAN INTL GROUP INCCOM NEW02687478443,859829,247SH DFND17728,5970100,650
AMERICAN INTL GROUP INCCOM NEW02687478497518,440SH DFND 18,44000
AMERICAN RENAL ASSOCIATES HOCOM02922710515,731543,023SH DFND2543,02300
AMERICAN RENAL ASSOCIATES HOCOM0292271052819,700SH DFND49,70000
AMERICAN STS WTR COCOM0298991012104,800SH DFND44,80000
AMERICAN TOWER CORP NEWCOM03027X100286,8652,524,863SH DFND22,524,86300
AMERICAN TOWER CORP NEWCOM03027X10096,124846,091SH DFND4803,188042,903
AMERICAN TOWER CORP NEWCOM03027X1005114,500SH DFND54,50000
AMERICAN TOWER CORP NEWCOM03027X1001281,124SH DFND81,12400
AMERICAN TOWER CORP NEWCOM03027X1003413,000SH DFND113,00000
AMERICAN TOWER CORP NEWPFD CONV SER A03027X3083,18428,305SH DFND426,72501,580
AMERICAN TOWER CORP NEWDEP PFD CONV SE03027X40739,312350,000SH DFND2350,00000
AMERICAN WTR WKS CO INC NEWCOM0304201037108,400SH DFND18,40000
AMERICAN WTR WKS CO INC NEWCOM030420103211,2752,500,000SH DFND22,500,00000
AMERICAN WTR WKS CO INC NEWCOM03042010312,068142,798SH DFND4122,243020,555
AMERICAN WTR WKS CO INC NEWCOM0304201033804,500SH DFND54,50000
AMERICAN WTR WKS CO INC NEWCOM0304201031,61819,150SH DFND1119,15000
AMERICAS CAR MART INCCOM03062T1051,87866,500SH DFND166,50000
AMERIGAS PARTNERS L PUNIT L P INT0309751062555,454SH DFND42,05003,404
AMERIPRISE FINL INCCOM03076C1063,00833,475SH DFND421,150012,325
AMERISOURCEBERGEN CORPCOM03073E1052,33929,487SH DFND427,59201,895
AMETEK INC NEWCOM03110010064,7081,399,695SH DFND21,399,69500
AMETEK INC NEWCOM03110010056,7371,227,267SH DFND41,159,543067,724
AMETEK INC NEWCOM0311001003708,000SH DFND58,00000
AMGEN INCCOM031162100399,8302,627,865SH DFND22,627,86500
AMGEN INCCOM0311621008,76757,618SH DFND456,39801,220
AMGEN INCCOM0311621004,19627,580SH DFND827,58000
AMGEN INCCOM03116210019,276126,693SH DFND9126,69300
AMGEN INCCOM03116210055,532364,981SH DFND10364,98100
AMGEN INCCOM03116210044,452292,211SH DFND12264,144028,067
AMGEN INCCOM03116210033,079217,410SH DFND1535,3100182,100
AMGEN INCCOM031162100710,3414,668,690SH DFND164,639,4301,89027,370
AMGEN INCCOM03116210093,149612,218SH DFND17512,611099,607
AMGEN INCCOM0311621001,4019,210SH DFND 9,21000
AMICUS THERAPEUTICS INCCOM03152W10910,7531,969,500SH DFND21,969,50000
AMPHENOL CORP NEWCL A03209510123,558410,914SH DFND2410,91400
AMPHENOL CORP NEWCL A0320951012173,778SH DFND43,77800
ANADARKO PETE CORPCOM032511107584,68510,979,679SH DFND210,894,459085,220
ANADARKO PETE CORPCOM03251110723,635443,850SH DFND4424,418019,432
ANADARKO PETE CORPCOM032511107111,7222,098,055SH DFND62,098,05500
ANADARKO PETE CORPCOM032511107871,626SH DFND81,62600
ANALOG DEVICES INCCOM032654105473,3978,358,000SH DFND28,328,000030,000
ANALOG DEVICES INCCOM0326541053,80167,100SH DFND465,40001,700
ANGLOGOLD ASHANTI LTDSPONSORED ADR035128206100,7835,580,443SH DFND25,580,44300
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A108680,2195,165,700SH DFND25,149,700016,000
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082,42518,417SH DFND418,387030
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1087015,325SH DFND105,32500
ANNALY CAP MGMT INCCOM03571040933230,005SH DFND230,00500
ANNALY CAP MGMT INCCOM03571040912511,300SH DFND911,30000
ANNALY CAP MGMT INCCOM0357104093,101280,089SH DFND12280,08900
ANSYS INCCOM03662Q10559,755658,457SH DFND2658,45700
ANTHEM INCCOM0367521031,2789,728SH DFND48,60301,125
ANTHEM INCCOM0367521033,15123,992SH DFND1423,99200
ANTHERA PHARMACEUTICALS INCCOM NEW03674U2019,8813,197,712SH DFND23,197,71200
APACHE CORPCOM0374111052624,710SH DFND24,71000
APACHE CORPCOM0374111051,83232,911SH DFND432,4010510
APACHE CORPCOM037411105231,5604,159,494SH DFND64,159,49400
APACHE CORPCOM0374111052,04136,660SH DFND836,66000
APACHE CORPCOM0374111056,591118,389SH DFND9118,38900
APACHE CORPCOM03741110535,523638,095SH DFND10638,09500
APACHE CORPCOM03741110530,135540,278SH DFND12486,018054,260
APACHE CORPCOM03741110516,395294,500SH DFND1580,0100214,490
APACHE CORPCOM037411105354,0426,359,660SH DFND166,312,6903,06043,910
APACHE CORPCOM03741110527,320490,753SH DFND17424,293066,460
APACHE CORPCOM0374111054468,020SH DFND 8,02000
APARTMENT INVT & MGMT COCL A03748R10194921,500SH DFND121,50000
APARTMENT INVT & MGMT COCL A03748R10142940SH DFND294000
APARTMENT INVT & MGMT COCL A03748R10122500SH DFND400500
APARTMENT INVT & MGMT COCL A03748R10120,632467,199SH DFND11467,19900
APPLE INCCOM037833100976,92110,218,885SH DFND210,143,843075,042
APPLE INCCOM037833100291,0083,044,014SH DFND42,904,8540139,160
APPLE INCCOM037833100880SH OTR40800
APPLE INCCOM0378331006216,500SH DFND56,50000
APPLE INCCOM0378331002252,349SH DFND82,34900
APPLE INCCOM0378331001,29113,500SH DFND913,50000
APPLE INCCOM03783310019,970208,896SH DFND10208,89600
APPLE INCCOM03783310029,502308,600SH DFND11178,6000130,000
APPLE INCCOM0378331005,69459,570SH DFND1250,33009,240
APPLE INCCOM03783310034,214357,890SH DFND15100,8400257,050
APPLE INCCOM037833100217,6782,276,970SH DFND162,189,10011,38076,490
APPLE INCCOM03783310050,717530,510SH DFND17458,570071,940
APPLIED MATLS INCCOM03822210516,573691,420SH DFND2691,42000
APPLIED MATLS INCCOM03822210531713,222SH DFND413,22200
APPLIED MATLS INCCOM0382221052,684111,960SH DFND8111,96000
APPLIED MATLS INCCOM0382221057,821326,290SH DFND9326,29000
APPLIED MATLS INCCOM03822210517,322722,640SH DFND10722,64000
APPLIED MATLS INCCOM03822210518,428769,210SH DFND12657,4600111,750
APPLIED MATLS INCCOM03822210518,078754,181SH DFND15182,8330571,348
APPLIED MATLS INCCOM03822210513,439560,670SH DFND16560,67000
APPLIED MATLS INCCOM03822210544,6061,860,889SH DFND171,534,5890326,300
APPLIED MATLS INCCOM03822210528812,000SH DFND 12,00000
APRICUS BIOSCIENCES INCCOM03832V10944111,064SH DFND14111,06400
APTARGROUP INCCOM03833610314,444182,530SH DFND1165,930016,600
APTOSE BIOSCIENCES INCCOM NEW03835T2003,5081,416,666SH DFND21,416,66600
AQUA AMERICA INCCOM03836W10341311,580SH DFND411,58000
AQUINOX PHARMACEUTICALS INCCOM03842B1018,2481,245,945SH DFND21,245,94500
ARATANA THERAPEUTICS INCCOM03874P10133,8795,360,586SH DFND25,360,58600
ARATANA THERAPEUTICS INCCOM03874P10131449,605SH DFND449,60500
ARBOR RLTY TR INCCOM0389231081,582220,000SH DFND1220,00000
ARCA BIOPHARMA INCCOM PAR$.00100211Y4073,5291,216,840SH DFND21,216,84000
ARCBEST CORPCOM03937C1052,978183,260SH DFND10183,26000
ARCBEST CORPCOM03937C1056,972429,020SH DFND17429,02000
ARCH CAP GROUP LTDORDG0450A10544,252614,607SH DFND2614,60700
ARCH CAP GROUP LTDORDG0450A1051,13215,721SH DFND415,72100
ARCH CAP GROUP LTDORDG0450A1051,31818,310SH DFND1018,31000
ARCH CAP GROUP LTDORDG0450A10557,833803,230SH DFND11718,010085,220
ARCHER DANIELS MIDLAND COCOM039483102422,6639,854,592SH DFND19,854,59200
ARCHER DANIELS MIDLAND COCOM0394831021,39132,442SH DFND432,44200
ARCHER DANIELS MIDLAND COCOM0394831027162SH DFND1016200
ARDMORE SHIPPING CORPCOMY0207T1003,148465,000SH DFND1465,00000
ARGAN INCCOM04010E1091,69840,700SH DFND136,30004,400
ARGO GROUP INTL HLDGS LTDCOMG0464B107781,504SH DFND41,50400
ARGO GROUP INTL HLDGS LTDCOMG0464B10711,329218,285SH DFND6218,28500
ARIAD PHARMACEUTICALS INCCOM04033A10014519,623SH DFND1419,62300
ARM HLDGS PLCSPONSORED ADR04206810651,5071,131,776SH DFND21,131,77600
ARM HLDGS PLCSPONSORED ADR04206810658312,802SH DFND411,80201,000
ARMSTRONG FLOORING INCCOM04238R10616,091949,300SH DFND1867,900081,400
ARMSTRONG FLOORING INCCOM04238R106311,802SH DFND141,80200
ARMSTRONG WORLD INDS INC NEWCOM04247X1023,24982,998SH DFND1482,99800
ASHLAND INC NEWCOM0442091047806,800SH DFND16,80000
ASHLAND INC NEWCOM0442091045464,760SH DFND484803,912
ASML HOLDING N VN Y REGISTRY SHSN0705921097,772985,507SH DFND2985,50700
ASML HOLDING N VN Y REGISTRY SHSN070592101,45214,640SH DFND412,66901,971
ASPEN INSURANCE HOLDINGS LTDSHSG0538410571,5121,541,880SH DFND11,383,0800158,800
ASPEN INSURANCE HOLDINGS LTDSHSG05384105581,250SH DFND41,25000
ASPEN TECHNOLOGY INCCOM04532710316,531410,814SH DFND2410,81400
ASSURANT INCCOM04621X1089,719112,600SH DFND1112,60000
ASTEC INDS INCCOM046224101115,8162,062,614SH DFND11,841,3140221,300
ASTRAZENECA PLCSPONSORED ADR04635310861,1322,024,900SH DFND22,024,90000
ASTRAZENECA PLCSPONSORED ADR0463531081083,582SH DFND43,58200
ASTRONICS CORPCOM04643310839,0911,175,310SH DFND21,175,31000
ASTRONICS CORPCOM04643310868520,581SH DFND420,58100
AT&T INCCOM00206R10218420SH DFND142000
AT&T INCCOM00206R1022796,450SH DFND26,45000
AT&T INCCOM00206R10232,411750,071SH DFND4689,731060,340
AT&T INCCOM00206R1023,91590,600SH DFND1090,60000
ATHENAHEALTH INCCOM04685W10317,721128,404SH DFND2128,40400
ATHENAHEALTH INCCOM04685W10316,754121,399SH DFND4121,39900
ATHENAHEALTH INCCOM04685W1031,72512,500SH DFND912,50000
ATHENAHEALTH INCCOM04685W10337,318270,400SH DFND11142,6000127,800
ATLASSIAN CORP PLCCL AG0624210420,782802,400SH DFND2802,40000
ATMOS ENERGY CORPCOM04956010514170SH DFND217000
ATMOS ENERGY CORPCOM049560105811,000SH DFND41,00000
ATMOS ENERGY CORPCOM0495601051,82522,440SH DFND1122,44000
ATMOS ENERGY CORPCOM0495601052733,353SH DFND123,35300
ATN INTL INCCOM00215F1075,13566,000SH DFND166,00000
ATN INTL INCCOM00215F10711137SH DFND400137
AUTODESK INCCOM0527691061,05619,500SH DFND119,50000
AUTODESK INCCOM05276910643,312800,000SH DFND2800,00000
AUTODESK INCCOM0527691062825,200SH DFND45,20000
AUTODESK INCCOM0527691061182,186SH DFND142,18600
AUTOLIV INCCOM0528001093223,000SH DFND43,00000
AUTOMATIC DATA PROCESSING INCOM05301510364,309700,000SH DFND2700,00000
AUTOMATIC DATA PROCESSING INCOM05301510326,221285,416SH DFND4282,76902,647
AUTOZONE INCCOM053332102778980SH DFND498000
AVALONBAY CMNTYS INCCOM053484101144800SH DFND480000
AVALONBAY CMNTYS INCCOM05348410127,341151,566SH DFND11151,56600
AVEXIS INCCOM05366U10016,514434,350SH DFND2434,35000
AVIVA PLCADR05382A10412111,314SH DFND411,31400
AVIVA PLCADR05382A1049871SH DFND1087100
AVIVA PLCADR05382A104167SH DFND166700
AVIVA PLCADR05382A1046,001561,357SH DFND17561,35700
AVON PRODS INCCOM054303102972257,166SH DFND4257,16600
AXALTA COATING SYS LTDCOMG0750C108214,1768,072,722SH DFND28,072,72200
AXALTA COATING SYS LTDCOMG0750C10822,090832,658SH DFND4798,283034,375
AXALTA COATING SYS LTDCOMG0750C1081084,072SH DFND84,07200
AXIS CAPITAL HOLDINGS LTDSHSG0692U10920360SH DFND236000
AXIS CAPITAL HOLDINGS LTDSHSG0692U1092684,880SH DFND164,88000
AXIS CAPITAL HOLDINGS LTDSHSG0692U10957,5071,045,583SH DFND171,045,58300
AXOVANT SCIENCES LTDCOMG0750W10416,3161,270,682SH DFND21,270,68200
B/E AEROSPACE INCCOM07330210138,606836,080SH DFND2836,08000
B/E AEROSPACE INCCOM0733021014439,595SH DFND48,59501,000
B/E AEROSPACE INCCOM073302101202,0794,376,407SH DFND64,376,40700
B2GOLD CORPCOM11777Q20978,94531,482,931SH DFND231,482,93100
B2GOLD CORPNOTE 3.250%10/011777QAB6103,153108,130,000PRN DFND2108,130,00000
BABSON CAP CORPORATE INVSCOM05617K10978242,491SH DFND442,49100
BAIDU INCSPON ADR REP A05675210832,794198,573SH DFND2198,57300
BAIDU INCSPON ADR REP A0567521082,29013,866SH DFND413,7660100
BAIDU INCSPON ADR REP A056752108102,421620,170SH DFND6620,17000
BAIDU INCSPON ADR REP A0567521084142,518SH DFND72,51800
BAIDU INCSPON ADR REP A05675210875,455456,890SH DFND812,8900444,000
BAIDU INCSPON ADR REP A0567521085,26731,890SH DFND931,89000
BAIDU INCSPON ADR REP A05675210839,384238,477SH DFND10238,47700
BAIDU INCSPON ADR REP A05675210821,855132,332SH DFND12111,072021,260
BAIDU INCSPON ADR REP A05675210888,450535,565SH DFND15535,56500
BAIDU INCSPON ADR REP A05675210884,355510,780SH DFND16451,3706,88052,530
BAIDU INCSPON ADR REP A056752108158,954962,482SH DFND17772,8120189,670
BAIDU INCSPON ADR REP A0567521084492,720SH DFND 2,72000
BAKER HUGHES INCCOM0572241079,307206,228SH DFND2206,22800
BAKER HUGHES INCCOM05722410722480SH DFND448000
BAKER HUGHES INCCOM057224107585,22412,967,472SH DFND612,967,47200
BAKER HUGHES INCCOM0572241071,47732,720SH DFND832,72000
BAKER HUGHES INCCOM0572241076,872152,265SH DFND9152,26500
BAKER HUGHES INCCOM05722410717,222381,598SH DFND10381,59800
BAKER HUGHES INCCOM05722410716,817372,150SH DFND12319,306052,844
BAKER HUGHES INCCOM0572241073,34774,153SH DFND1474,15300
BAKER HUGHES INCCOM0572241078,651191,696SH DFND1537,4930154,203
BAKER HUGHES INCCOM057224107296,2496,564,339SH DFND166,519,4792,91041,950
BAKER HUGHES INCCOM05722410767,8311,503,017SH DFND17985,3270517,690
BAKER HUGHES INCCOM05722410748910,840SH DFND 10,84000
BALDWIN & LYONS INCCL B0577552096,826276,801SH DFND1276,80100
BALL CORPCOM0584981061,00113,850SH DFND413,85000
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K1018214,208SH DFND414,20800
BANCO BRADESCO S ASP ADR PFD NEW0594603037,369943,565SH DFND10943,56500
BANCO BRADESCO S ASP ADR PFD NEW05946030365,2138,349,890SH DFND128,349,89000
BANCO BRADESCO S ASP ADR PFD NEW059460303157,29220,140,172SH DFND1519,763,1560377,016
BANCO MACRO SASPON ADR B05961W1054105,525SH DFND105,52500
BANCO MACRO SASPON ADR B05961W1058,857119,339SH DFND15119,33900
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10912,929667,470SH DFND15494,9900172,480
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10913660SH DFND 66000
BANCO SANTANDER SAADR05964H1059323,644SH DFND423,64400
BANCOLOMBIA S ASPON ADR PREF05968L10214,799423,802SH DFND15385,702038,100
BANCOLOMBIA S ASPON ADR PREF05968L10219530SH DFND 53000
BANK AMER CORPCOM0605051046,828514,559SH DFND4499,934014,625
BANK AMER CORPCOM060505104161,222SH DFND101,22200
BANK AMER CORP7.25%CNV PFD L060505682929,050777,448SH DFND2773,14804,300
BANK HAWAII CORPCOM0625401094136,000SH DFND46,00000
BANK MONTREAL QUECOM0636711011,51523,900SH DFND423,90000
BANK MONTREAL QUECOM063671101336,9005,313,093SH DFND105,311,83801,255
BANK N S HALIFAXCOM06414910751010,405SH DFND210,40500
BANK N S HALIFAXCOM06414910711,137227,300SH DFND4227,30000
BANK N S HALIFAXCOM0641491071,46230,000SH DFND930,00000
BANK N S HALIFAXCOM064149107331,6416,769,901SH DFND106,768,50101,400
BANK N S HALIFAXCOM06414910712,431255,000SH DFND1100255,000
BANK NEW YORK MELLON CORPCOM0640581005,881151,386SH DFND4143,62007,766
BANK NEW YORK MELLON CORPCOM06405810011,486295,657SH DFND153,0800292,577
BAR HBR BANKSHARESCOM0668491007,529214,500SH DFND1214,50000
BARCLAYS PLCADR06738E204121,598SH DFND101,59800
BARCLAYS PLCADR06738E2041180SH DFND1618000
BARCLAYS PLCADR06738E2048,4471,111,484SH DFND171,111,48400
BARCLAYS PLCNOTE 8.250%12/206738EAA373,54275,000,000PRN DFND275,000,00000
BARD C R INCCOM06738310936,239154,105SH DFND2154,10500
BARD C R INCCOM0673831091,7227,321SH DFND47,32100
BARRETT BILL CORPCOM06846N10454,9348,596,943SH DFND28,596,94300
BARRICK GOLD CORPCOM06790110860,7162,843,833SH DFND22,843,83300
BARRICK GOLD CORPCOM067901108512,400SH DFND42,40000
BARRICK GOLD CORPCOM0679011084200SH DFND1020000
BARRICK GOLD CORPCOM067901108155,7087,293,130SH DFND166,463,480120,090709,560
BARRICK GOLD CORPCOM06790110852,7522,470,800SH DFND172,470,80000
BAXTER INTL INCCOM07181310918,088400,000SH DFND2400,00000
BAXTER INTL INCCOM07181310970615,616SH DFND415,61600
BAYTEX ENERGY CORPCOM07317Q10547,7318,225,184SH DFND108,224,05901,125
BAZAARVOICE INCCOM07327110817,0234,245,028SH DFND24,245,02800
BAZAARVOICE INCCOM07327110826866,800SH DFND466,80000
BB&T CORPCOM0549371072,45769,000SH DFND169,00000
BB&T CORPCOM05493710725,069704,000SH DFND2704,00000
BB&T CORPCOM0549371079,632270,473SH DFND4249,763020,710
BB&T CORPCOM05493710753,7771,510,167SH DFND61,510,16700
BBVA BANCO FRANCES S ASPONSORED ADR07329M1004,438215,143SH DFND15215,14300
BCE INCCOM NEW05534B760305,2246,450,440SH DFND26,450,44000
BCE INCCOM NEW05534B7603156,649SH DFND46,64900
BCE INCCOM NEW05534B7608,918188,476SH DFND10188,47600
BCE INCCOM NEW05534B7602555,382SH DFND125,38200
BEACON ROOFING SUPPLY INCCOM07368510932,637717,759SH DFND2717,75900
BEACON ROOFING SUPPLY INCCOM07368510956812,500SH DFND412,50000
BECTON DICKINSON & COCOM075887109610,9123,602,285SH DFND13,602,28500
BECTON DICKINSON & COCOM07588710913,17777,700SH DFND277,70000
BECTON DICKINSON & COCOM07588710911,37367,060SH DFND466,9600100
BELLICUM PHARMACEUTICALS INCCOM0794811078,897686,500SH DFND2686,50000
BEMIS INCCOM08143710589,9891,747,698SH DFND11,747,69800
BEMIS INCCOM0814371055,206101,108SH DFND499,54201,566
BERKLEY W R CORPCOM0844231021,27021,200SH DFND121,20000
BERKLEY W R CORPCOM0844231025038,401SH DFND47,10101,300
BERKSHIRE HATHAWAY INC DELCL A0846701081,7368SH DFND1800
BERKSHIRE HATHAWAY INC DELCL A08467010839,923184SH DFND218400
BERKSHIRE HATHAWAY INC DELCL A0846701084,77322SH DFND42200
BERKSHIRE HATHAWAY INC DELCL B NEW08467070251,788357,679SH DFND4350,41507,264
BERKSHIRE HATHAWAY INC DELCL B NEW0846707023,59324,817SH DFND1024,81700
BERKSHIRE HATHAWAY INC DELCL B NEW0846707023,34323,092SH DFND1423,09200
BEST BUY INCCOM08651610124785SH DFND278500
BEST BUY INCCOM08651610110,358338,500SH DFND10338,50000
BEST BUY INCCOM0865161012,62485,750SH DFND1270,050015,700
BEST BUY INCCOM08651610137,7881,234,909SH DFND161,234,90900
BEST BUY INCCOM08651610113,128429,010SH DFND17334,040094,970
BHP BILLITON PLCSPONSORED ADR05545E20926,6011,048,095SH DFND21,048,09500
BHP BILLITON PLCSPONSORED ADR05545E20924964SH DFND496400
BIG LOTS INCCOM08930210386717,300SH DFND117,30000
BIG LOTS INCCOM08930210315305SH DFND430500
BIO RAD LABS INCCL A09057220718,797131,428SH DFND1131,42800
BIOGEN INCCOM09062X103471,1081,948,181SH DFND21,948,18100
BIOGEN INCCOM09062X1034,17517,265SH DFND47,86509,400
BIOGEN INCCOM09062X10392381SH DFND838100
BIOMARIN PHARMACEUTICAL INCCOM09061G101103,5831,331,406SH DFND21,331,40600
BIOMARIN PHARMACEUTICAL INCCOM09061G10119250SH DFND425000
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,36030,340SH DFND1030,34000
BIOMARIN PHARMACEUTICAL INCNOTE 1.500%10/109061GAF834,48929,700,000PRN DFND229,700,00000
BIOPHARMX CORPCOM09072X1013,0164,640,000SH DFND24,640,00000
BLACK DIAMOND INCCOM09202G1011,216293,660SH DFND10293,66000
BLACK DIAMOND INCCOM09202G1013,569862,105SH DFND17862,10500
BLACK HILLS CORPCOM09211310931,520500,000SH DFND2500,00000
BLACK HILLS CORPUNIT 99/99/999909211312544,105629,000SH DFND2629,00000
BLACKHAWK NETWORK HLDGS INCCOM09238E10421,668647,010SH DFND2605,550041,460
BLACKROCK INCCOM09247X101241,101703,904SH DFND2696,63407,270
BLACKROCK INCCOM09247X101137,984402,839SH DFND4383,733019,106
BLACKROCK INCCOM09247X10177225SH DFND822500
BLACKROCK INCCOM09247X1013611,055SH DFND101,05500
BLACKSTONE GROUP L PCOM UNIT LTD09253U1082,06884,260SH DFND482,76001,500
BLUEBIRD BIO INCCOM09609G10050,2961,161,832SH DFND21,161,83200
BNC BANCORPCOM05566T10124,4171,075,146SH DFND1966,1460109,000
BOEING COCOM097023105183,7231,414,668SH DFND21,414,66800
BOEING COCOM0970231059,74975,070SH DFND471,18303,887
BOEING COCOM0970231055153,968SH DFND103,96800
BORGWARNER INCCOM09972410666,2202,243,240SH DFND22,206,560036,680
BORGWARNER INCCOM0997241063,878131,358SH DFND4130,23301,125
BORGWARNER INCCOM0997241061776,000SH DFND56,00000
BORGWARNER INCCOM0997241061,81961,610SH DFND1561,61000
BOSTON PROPERTIES INCCOM1011211011,62212,300SH DFND112,30000
BOSTON PROPERTIES INCCOM10112110126200SH DFND220000
BOSTON PROPERTIES INCCOM1011211014053,070SH DFND43,07000
BOSTON PROPERTIES INCCOM10112110141,439314,172SH DFND11314,17200
BOTTOMLINE TECH DEL INCCOM10138810650,0592,325,063SH DFND22,325,06300
BOTTOMLINE TECH DEL INCCOM10138810657326,600SH DFND426,60000
BOTTOMLINE TECH DEL INCNOTE 1.500%12/0101388AA423,20622,990,000PRN DFND222,990,00000
BP PLCSPONSORED ADR0556221041,241,71734,968,083SH DFND234,768,0830200,000
BP PLCSPONSORED ADR0556221041,73048,729SH DFND448,1720557
BP PLCSPONSORED ADR05562210425699SH DFND1069900
BP PLCSPONSORED ADR0556221048235SH DFND16550180
BP PLCSPONSORED ADR05562210429,523831,395SH DFND17831,39500
BRADY CORPCL A10467410675,6872,476,672SH DFND12,476,67200
BRANDYWINE RLTY TRSH BEN INT NEW10536820358,5433,484,700SH DFND13,146,5000338,200
BRINKER INTL INCCOM10964110034,466757,000SH DFND1682,600074,400
BRISTOL MYERS SQUIBB COCOM110122108136,2401,852,347SH DFND21,821,347031,000
BRISTOL MYERS SQUIBB COCOM11012210852,199709,711SH DFND4690,595019,116
BROADCOM LTDSHSY09827109137,748886,299SH DFND2886,29900
BROADCOM LTDSHSY0982710982,702532,191SH DFND4511,686020,505
BROADCOM LTDSHSY098271095443,500SH DFND53,50000
BROADCOM LTDSHSY0982710997623SH DFND862300
BROADCOM LTDSHSY098271093,57623,011SH DFND1423,01100
BROADRIDGE FINL SOLUTIONS INCOM11133T10313195SH DFND219500
BROADRIDGE FINL SOLUTIONS INCOM11133T10378312,002SH DFND412,00200
BROADSOFT INCCOM11133B40958,6171,428,886SH DFND21,428,88600
BROADSOFT INCCOM11133B40956613,800SH DFND413,80000
BROADSOFT INCCOM11133B409451,102SH DFND81,10200
BROADWIND ENERGY INCCOM NEW11161T207422100,000SH DFND1100,00000
BROOKDALE SR LIVING INCNOTE 2.750% 6/1112463AA227,42827,970,000PRN DFND227,970,00000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851043,10994,012SH DFND428,004066,008
BROOKFIELD ASSET MGMT INCCL A LTD VT SH112585104353,97710,704,257SH DFND1010,701,28002,977
BROOKFIELD BUSINESS PARTNERSUNIT LTD LPG1623410910526SH DFND452600
BROOKFIELD BUSINESS PARTNERSUNIT LTD LPG1623410952527,702SH DFND1027,642060
BROOKFIELD INFRAST PARTNERSLP INT UNITG162521011,47832,650SH DFND4150032,500
BROOKFIELD INFRAST PARTNERSLP INT UNITG1625210123513SH DFND1151300
BROOKFIELD PPTY PARTNERS L PUNIT LTD PARTNG162491071,47765,750SH DFND40065,750
BROOKFIELD PPTY PARTNERS L PUNIT LTD PARTNG1624910721,701965,225SH DFND10965,22500
BROOKFIELD RENEWABLE PARTNERPARTNERSHIP UNITG1625810892331,000SH DFND40031,000
BROOKFIELD RENEWABLE PARTNERPARTNERSHIP UNITG1625810829,100977,628SH DFND10977,62800
BROOKS AUTOMATION INCCOM1143401027,137636,100SH DFND1636,10000
BROOKS AUTOMATION INCCOM114340102201,745SH DFND41,74500
BROWN FORMAN CORPCL B11563720964,844650,000SH DFND2650,00000
BRUNSWICK CORPCOM1170431097,596167,600SH DFND1148,000019,600
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301016799,650SH DFND49,65000
BUCKEYE PARTNERS L PUNIT LTD PARTN11823010154765SH DFND1176500
BUFFALO WILD WINGS INCCOM11984810992,709667,057SH DFND2667,05700
BUFFALO WILD WINGS INCCOM1198481095163,717SH DFND43,71700
BUFFALO WILD WINGS INCCOM11984810936261SH DFND826100
BUNGE LIMITEDCOMG16962105343,1415,801,192SH DFND15,801,19200
BUNGE LIMITEDCOMG169621052,42040,915SH DFND439,74001,175
BURLINGTON STORES INCCOM12201710699214,870SH DFND214,87000
BWX TECHNOLOGIES INCCOM05605H1001,04129,100SH DFND129,10000
C H ROBINSON WORLDWIDE INCCOM NEW12541W20919,884267,795SH DFND2267,79500
CA INCCOM12673P10531940SH DFND294000
CA INCCOM12673P105348,30610,609,412SH DFND610,609,41200
CABLE ONE INCCOM12685J10540,91380,000SH DFND280,00000
CABOT OIL & GAS CORPCOM1270971031,30050,500SH DFND150,50000
CABOT OIL & GAS CORPCOM127097103139,8925,434,800SH DFND25,434,80000
CABOT OIL & GAS CORPCOM12709710336,4771,417,123SH DFND41,385,322031,801
CABOT OIL & GAS CORPCOM1270971031937,500SH DFND57,50000
CALERES INCCOM12950010440,1181,657,098SH DFND11,498,2980158,800
CALLIDUS SOFTWARE INCCOM13123E50057,0152,853,590SH DFND22,853,59000
CALLIDUS SOFTWARE INCCOM13123E5001,02451,259SH DFND451,25900
CALLON PETE CO DELCOM13123X10230,0002,671,420SH DFND22,671,42000
CALLON PETE CO DELCOM13123X10239535,200SH DFND435,20000
CALPINE CORPCOM NEW13134730477352,400SH DFND152,40000
CALPINE CORPCOM NEW13134730472,2014,895,000SH DFND24,895,00000
CAMPBELL SOUP COCOM1344291092413,620SH DFND23,62000
CAMPBELL SOUP COCOM1344291095748,630SH DFND48,63000
CANADIAN NAT RES LTDCOM13638510115,492502,218SH DFND2502,21800
CANADIAN NAT RES LTDCOM13638510167721,954SH DFND421,95400
CANADIAN NAT RES LTDCOM13638510190,9002,947,292SH DFND102,946,4420850
CANADIAN NATL RY COCOM13637510259,1841,002,105SH DFND21,002,10500
CANADIAN NATL RY COCOM1363751029,486160,626SH DFND4158,22602,400
CANADIAN NATL RY COCOM136375102367,5156,226,034SH DFND106,224,46101,573
CANADIAN PAC RY LTDCOM13645T10064,395500,000SH DFND2500,00000
CANADIAN PAC RY LTDCOM13645T1007685,964SH DFND45,96400
CANADIAN PAC RY LTDCOM13645T100173,7751,350,320SH DFND101,350,0200300
CANADIAN PAC RY LTDCOM13645T1003,26925,379SH DFND1425,37900
CANON INCSPONSORED ADR1380063091374,800SH DFND44,80000
CANON INCSPONSORED ADR13800630912412SH DFND1041200
CANON INCSPONSORED ADR1380063097,544263,691SH DFND17263,69100
CAPITAL BK FINL CORPCL A COM13979410128,792999,720SH DFND6999,72000
CAPITAL ONE FINL CORPCOM14040H1053215,050SH DFND25,05000
CAPITAL ONE FINL CORPCOM14040H10576812,090SH DFND412,09000
CAPITAL ONE FINL CORPCOM14040H105105,2141,656,648SH DFND61,656,64800
CAPITAL ONE FINL CORPCOM14040H1052,74043,140SH DFND843,14000
CAPITAL ONE FINL CORPCOM14040H10512,590198,240SH DFND9198,24000
CAPITAL ONE FINL CORPCOM14040H10535,290555,660SH DFND10555,66000
CAPITAL ONE FINL CORPCOM14040H10526,172412,656SH DFND12365,996046,660
CAPITAL ONE FINL CORPCOM14040H1053,01347,436SH DFND1447,43600
CAPITAL ONE FINL CORPCOM14040H10520,774327,097SH DFND1598,8900228,207
CAPITAL ONE FINL CORPCOM14040H105404,0956,362,700SH DFND166,318,3903,05041,260
CAPITAL ONE FINL CORPCOM14040H10568,5351,079,114SH DFND17908,9640170,150
CAPITAL ONE FINL CORPCOM14040H10599215,620SH DFND 15,62000
CARA THERAPEUTICS INCCOM1407551092,941611,400SH DFND2611,40000
CARDINAL HEALTH INCCOM14149Y10823,403300,000SH DFND2300,00000
CARDINAL HEALTH INCCOM14149Y1081,06313,621SH DFND412,48601,135
CARLISLE COS INCCOM142339100137,6951,302,942SH DFND11,239,342063,600
CARNIVAL CORPUNIT 99/99/999914365830053,0401,200,000SH DFND21,200,00000
CARPENTER TECHNOLOGY CORPCOM14428510318,102549,700SH DFND1490,600059,100
CASCADIAN THERAPEUTICS INCCOM14740B1016,5076,899,600SH DFND26,899,60000
CATALENT INCCOM14880610278,1663,400,000SH DFND23,400,00000
CATERPILLAR INC DELCOM14912310141,696550,000SH DFND2550,00000
CATERPILLAR INC DELCOM1491231016,38584,227SH DFND473,533010,694
CATERPILLAR INC DELCOM149123101592,2597,812,430SH DFND67,812,43000
CATO CORP NEWCL A14920510646,9871,245,674SH DFND11,105,4740140,200
CAVIUM INCCOM14964U10846,1191,194,789SH DFND21,194,78900
CAVIUM INCCOM14964U10847912,400SH DFND412,40000
CBRE GROUP INCCL A12504L109118,6544,480,160SH DFND24,391,920088,240
CBRE GROUP INCCL A12504L1091244,670SH DFND44,67000
CBRE GROUP INCCL A12504L109782,944SH DFND82,94400
CBRE GROUP INCCL A12504L1093,160119,318SH DFND14119,31800
CBS CORP NEWCL B1248572021362,505SH DFND42,50500
CBS CORP NEWCL B124857202633,05411,628,533SH DFND611,628,53300
CDK GLOBAL INCCOM12508E10112,948233,333SH DFND2233,33300
CDK GLOBAL INCCOM12508E1011,02418,452SH DFND418,386066
CDK GLOBAL INCCOM12508E1011602,877SH DFND142,87700
CDN IMPERIAL BK COMM TORONTOCOM1360691015327,085SH DFND27,08500
CDN IMPERIAL BK COMM TORONTOCOM1360691011,55020,640SH DFND420,64000
CDN IMPERIAL BK COMM TORONTOCOM136069101408,6865,442,842SH DFND105,441,64201,200
CELANESE CORP DELCOM SER A15087010373311,200SH DFND111,20000
CELANESE CORP DELCOM SER A15087010381,8131,250,000SH DFND21,250,00000
CELANESE CORP DELCOM SER A1508701031902,898SH DFND42,89800
CELANESE CORP DELCOM SER A1508701033,02246,166SH DFND1446,16600
CELGENE CORPCOM151020104759,8107,702,884SH DFND27,702,88400
CELGENE CORPCOM151020104178,2791,807,550SH DFND41,733,460074,090
CELGENE CORPCOM1510201043753,800SH DFND53,80000
CELGENE CORPCOM1510201043003,044SH DFND83,04400
CELGENE CORPCOM15102010430300SH DFND1030000
CELGENE CORPCOM1510201043,18032,243SH DFND1432,24300
CELLDEX THERAPEUTICS INC NEWCOM15117B10327,5546,276,598SH DFND26,276,59800
CELLDEX THERAPEUTICS INC NEWCOM15117B10313831,400SH DFND431,40000
CELLECTIS S ASPONSORED ADS15117K1036,480243,700SH DFND2243,70000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC626,30725,510,000PRN DFND225,510,00000
CENOVUS ENERGY INCCOM15135U10950236,300SH DFND436,30000
CENOVUS ENERGY INCCOM15135U10944,8373,242,876SH DFND103,241,65401,222
CENOVUS ENERGY INCCOM15135U1091,11280,743SH DFND1580,74300
CENOVUS ENERGY INCCOM15135U10973,2825,298,670SH DFND164,693,97086,600518,100
CENOVUS ENERGY INCCOM15135U10914,5311,050,700SH DFND171,050,70000
CENTERPOINT ENERGY INCCOM15189T1071,01842,400SH DFND142,40000
CENTERPOINT ENERGY INCCOM15189T107151,7476,322,800SH DFND26,322,80000
CENTERPOINT ENERGY INCCOM15189T107241,000SH DFND4001,000
CENTERPOINT ENERGY INCCOM15189T107682,850SH DFND112,85000
CENTURY ALUM COCOM1564311085,336843,000SH DFND1843,00000
CENTURYLINK INCCOM15670010643014,825SH DFND414,82500
CERNER CORPCOM15678210475,7701,293,000SH DFND21,293,00000
CERNER CORPCOM15678210461,9441,057,067SH DFND41,025,132031,935
CERNER CORPCOM15678210416265SH DFND1026500
CHART INDS INCCOM PAR $0.0116115Q3084,054168,000SH DFND1168,00000
CHARTER COMMUNICATIONS INC NCL A16119P108104,130455,373SH DFND2445,59509,778
CHARTER COMMUNICATIONS INC NCL A16119P1084732,070SH DFND42,07000
CHARTER COMMUNICATIONS INC NCL A16119P108579,2382,533,400SH DFND62,533,40000
CHARTER COMMUNICATIONS INC NCL A16119P108115503SH DFND850300
CHECK POINT SOFTWARE TECH LTORDM2246510441,832525,000SH DFND2525,00000
CHECK POINT SOFTWARE TECH LTORDM2246510415,601195,800SH DFND4195,80000
CHECK POINT SOFTWARE TECH LTORDM22465104340,0974,268,288SH DFND64,268,28800
CHECK POINT SOFTWARE TECH LTORDM224651041,67321,000SH DFND921,00000
CHECK POINT SOFTWARE TECH LTORDM22465104135,3091,698,150SH DFND11898,6500799,500
CHECK POINT SOFTWARE TECH LTORDM224651041,03613,000SH DFND1713,00000
CHEMICAL FINL CORPCOM16373110270,2481,883,821SH DFND11,628,1210255,700
CHEMICAL FINL CORPCOM16373110231830SH DFND483000
CHEMOCENTRYX INCCOM16383L1069,7232,165,397SH DFND22,165,39700
CHEMOURS COCOM16385110891,107SH DFND49070200
CHEMOURS COCOM16385110821,1082,561,641SH DFND62,561,64100
CHEMOURS COCOM1638511082200SH DFND1020000
CHEMTURA CORPCOM NEW1638932092178,220SH DFND28,22000
CHEMTURA CORPCOM NEW1638932091064,000SH DFND44,00000
CHEMTURA CORPCOM NEW16389320923,159877,910SH DFND10877,91000
CHEMTURA CORPCOM NEW1638932097,495284,780SH DFND12231,670053,110
CHEMTURA CORPCOM NEW16389320920,480776,360SH DFND16776,36000
CHEMTURA CORPCOM NEW16389320920,948794,080SH DFND17736,090057,990
CHENIERE ENERGY INCCOM NEW16411R20847712,700SH DFND112,70000
CHENIERE ENERGY INCCOM NEW16411R2081,21832,430SH DFND1132,43000
CHENIERE ENERGY PTNRS LP HLDCOM REP LLC IN16411W10859129,640SH DFND1129,64000
CHESAPEAKE ENERGY CORPCOM1651671074811,220SH DFND211,22000
CHESAPEAKE ENERGY CORPCOM165167107674157,593SH DFND8157,59300
CHESAPEAKE ENERGY CORPCOM1651671071,768412,971SH DFND9412,97100
CHESAPEAKE ENERGY CORPCOM1651671073,162738,890SH DFND10738,89000
CHESAPEAKE ENERGY CORPCOM1651671074,057940,285SH DFND12769,3610170,924
CHESAPEAKE ENERGY CORPCOM1651671074,069950,733SH DFND15102,6400848,093
CHESAPEAKE ENERGY CORPCOM165167107182,03642,531,686SH DFND1642,193,11022,576316,000
CHESAPEAKE ENERGY CORPCOM1651671075,3541,251,050SH DFND171,121,2800129,770
CHESAPEAKE ENERGY CORPCOM16516710716438,340SH DFND 38,34000
CHEVRON CORP NEWCOM166764100383,0713,654,209SH DFND13,654,20900
CHEVRON CORP NEWCOM1667641001,414,00213,488,520SH DFND213,378,5200110,000
CHEVRON CORP NEWCOM16676410099,168945,989SH DFND4912,437033,552
CHEVRON CORP NEWCOM1667641004194,000SH DFND54,00000
CHEVRON CORP NEWCOM1667641002,79026,610SH DFND826,61000
CHEVRON CORP NEWCOM1667641009,35889,270SH DFND989,27000
CHEVRON CORP NEWCOM16676410031,728302,665SH DFND10302,66500
CHEVRON CORP NEWCOM16676410014,062134,140SH DFND12122,920011,220
CHEVRON CORP NEWCOM16676410023,808227,111SH DFND15102,8110124,300
CHEVRON CORP NEWCOM16676410094,983906,066SH DFND16896,52609,540
CHEVRON CORP NEWCOM16676410036,683349,930SH DFND17296,690053,240
CHEVRON CORP NEWCOM1667641007627,270SH DFND 7,27000
CHICAGO BRIDGE & IRON CO N VCOM1672501091775,104SH DFND45,10400
CHICAGO BRIDGE & IRON CO N VCOM1672501091263,650SH DFND103,65000
CHINA LIFE INS CO LTDSPON ADR REP H16939P1069875SH DFND1087500
CHINA LIFE INS CO LTDSPON ADR REP H16939P106155SH DFND165500
CHINA LIFE INS CO LTDSPON ADR REP H16939P1066,569610,500SH DFND17610,50000
CHINA MOBILE LIMITEDSPONSORED ADR16941M1091,24621,519SH DFND421,51900
CHINA MOBILE LIMITEDSPONSORED ADR16941M10915255SH DFND1025500
CHINA MOBILE LIMITEDSPONSORED ADR16941M109111SH DFND161100
CHINA MOBILE LIMITEDSPONSORED ADR16941M10910,422180,000SH DFND17180,00000
CHINA TELECOM CORP LTDSPON ADR H SHS16942610315327SH DFND1032700
CHINA TELECOM CORP LTDSPON ADR H SHS16942610357,4061,275,966SH DFND161,264,06475811,144
CHINA TELECOM CORP LTDSPON ADR H SHS16942610310,340229,834SH DFND17229,83400
CHIPOTLE MEXICAN GRILL INCCOM1696561053690SH DFND29000
CHIPOTLE MEXICAN GRILL INCCOM16965610516,23540,309SH DFND437,98502,324
CHIPOTLE MEXICAN GRILL INCCOM169656105222550SH DFND555000
CHUBB LIMITEDCOMH1467J10416,810128,606SH DFND1128,60600
CHUBB LIMITEDCOMH1467J104126,107964,781SH DFND4924,947039,834
CHUBB LIMITEDCOMH1467J1045234,000SH DFND54,00000
CHUBB LIMITEDCOMH1467J104767,5215,871,963SH DFND65,871,96300
CHUBB LIMITEDCOMH1467J1043,64227,860SH DFND1027,86000
CHUBB LIMITEDCOMH1467J1042992,290SH DFND162,29000
CHUBB LIMITEDCOMH1467J104147,3851,127,576SH DFND171,068,285059,291
CHURCH & DWIGHT INCCOM17134010243415SH DFND241500
CHURCH & DWIGHT INCCOM17134010232,911319,867SH DFND4304,035015,832
CHURCH & DWIGHT INCCOM1713401024124,000SH DFND54,00000
CIGNA CORPORATIONCOM1255091094,34733,963SH DFND426,96307,000
CIGNA CORPORATIONCOM12550910998,747771,512SH DFND6771,51200
CIGNA CORPORATIONCOM1255091092,99523,400SH DFND1023,40000
CIGNA CORPORATIONCOM1255091093,22625,208SH DFND1425,20800
CIMAREX ENERGY COCOM1717981011,33611,200SH DFND111,20000
CIMAREX ENERGY COCOM1717981019,92783,200SH DFND283,20000
CIMAREX ENERGY COCOM1717981019397,872SH DFND47,87200
CINCINNATI FINL CORPCOM1720621011481,980SH DFND21,98000
CINCINNATI FINL CORPCOM1720621014465,950SH DFND125,95000
CINTAS CORPCOM172908105175,2111,785,501SH DFND11,785,50100
CINTAS CORPCOM1729081055896,000SH DFND46,00000
CISCO SYS INCCOM17275R1022,00870,000SH DFND170,00000
CISCO SYS INCCOM17275R102609,70521,251,471SH DFND221,131,4710120,000
CISCO SYS INCCOM17275R10227,782968,337SH DFND4948,780019,557
CISCO SYS INCCOM17275R102661,16123,045,015SH DFND623,045,01500
CISCO SYS INCCOM17275R1022,34781,820SH DFND881,82000
CISCO SYS INCCOM17275R10213,040454,501SH DFND9454,50100
CISCO SYS INCCOM17275R10234,5881,205,577SH DFND101,205,57700
CISCO SYS INCCOM17275R10224,155842,289SH DFND12751,811090,478
CISCO SYS INCCOM17275R10218,027628,320SH DFND155,1600623,160
CISCO SYS INCCOM17275R102464,82916,201,792SH DFND1616,087,3527,730106,710
CISCO SYS INCCOM17275R10240,6591,417,198SH DFND171,195,4500221,748
CISCO SYS INCCOM17275R10298634,350SH DFND 34,35000
CIT GROUP INCCOM NEW125581801440,47513,803,768SH DFND613,803,76800
CITIGROUP INCCOM NEW17296742415,362362,400SH DFND1362,40000
CITIGROUP INCCOM NEW17296742426,018613,771SH DFND2569,423044,348
CITIGROUP INCCOM NEW17296742467815,989SH DFND412,08403,905
CITIGROUP INCCOM NEW172967424489,24111,541,416SH DFND611,541,41600
CITIGROUP INCCOM NEW1729674243,76988,910SH DFND888,91000
CITIGROUP INCCOM NEW17296742417,715417,903SH DFND9417,90300
CITIGROUP INCCOM NEW17296742458,3831,377,279SH DFND101,377,27900
CITIGROUP INCCOM NEW17296742437,693888,734SH DFND12788,927099,807
CITIGROUP INCCOM NEW1729674243,21775,884SH DFND1475,88400
CITIGROUP INCCOM NEW17296742424,570579,623SH DFND15154,1100425,513
CITIGROUP INCCOM NEW172967424773,59618,249,484SH DFND1618,121,45027,414100,620
CITIGROUP INCCOM NEW17296742480,3291,895,002SH DFND171,602,1520292,850
CITIGROUP INCCOM NEW1729674241,40933,230SH DFND 33,23000
CITIZENS CMNTY BANCORP INC MCOM17490310493290,000SH DFND190,00000
CITIZENS FINL GROUP INCCOM17461010518,378919,800SH DFND1919,80000
CITIZENS FINL GROUP INCCOM174610105484,78924,263,793SH DFND624,263,79300
CITRIX SYS INCCOM1773761001,49818,699SH DFND417,7990900
CITRIX SYS INCCOM1773761003,40442,500SH DFND1042,50000
CITRIX SYS INCCOM1773761001551,931SH DFND141,93100
CLEARBRIDGE ENERGY MLP FD INCOM18469210176548,038SH DFND48,438039,600
CLOROX CO DELCOM1890541094913,545SH DFND23,54500
CLOROX CO DELCOM1890541093,28323,725SH DFND423,72500
CLOUD PEAK ENERGY INCCOM18911Q1027,0783,436,000SH DFND13,436,00000
CME GROUP INCCOM12572Q1052092,144SH DFND489001,254
CMS ENERGY CORPCOM1258961001,67436,500SH DFND136,50000
CMS ENERGY CORPCOM125896100226,0904,930,000SH DFND24,930,00000
CMS ENERGY CORPCOM12589610009SH DFND4009
CNH INDL N VSHSN20944109265,29636,885,176SH DFND636,885,17600
CNO FINL GROUP INCCOM12621E103683,915SH DFND43,91500
CNO FINL GROUP INCCOM12621E10313,183755,060SH DFND6755,06000
COACH INCCOM18975410439960SH DFND296000
COACH INCCOM18975410460514,853SH DFND414,85300
COBALT INTL ENERGY INCCOM19075F1061,3591,014,270SH DFND21,014,27000
COBALT INTL ENERGY INCNOTE 2.625%12/019075FAA426,73370,297,000PRN DFND270,297,00000
COBALT INTL ENERGY INCNOTE 3.125% 5/119075FAB241,408121,787,000PRN DFND2121,787,00000
COCA COLA COCOM191216100292,6306,455,555SH DFND26,455,55500
COCA COLA COCOM19121610035,162775,684SH DFND4729,464046,220
COCA COLA COCOM19121610028,027618,299SH DFND10618,29900
COGNEX CORPCOM19242210374,5601,729,930SH DFND21,729,93000
COGNEX CORPCOM19242210343510,100SH DFND410,10000
COGNIZANT TECHNOLOGY SOLUTIOCL A192446102193,0443,372,295SH DFND23,372,29500
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021,35723,714SH DFND42,114021,600
COGNIZANT TECHNOLOGY SOLUTIOCL A192446102111,6201,950,650SH DFND71,950,65000
COGNIZANT TECHNOLOGY SOLUTIOCL A192446102831,457SH DFND81,45700
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610279013,800SH DFND1513,80000
COHERUS BIOSCIENCES INCCOM19249H10342225,000SH DFND425,00000
COHU INCCOM19257610623,3062,148,000SH DFND11,987,0000161,000
COLGATE PALMOLIVE COCOM194162103312,1404,264,205SH DFND14,264,20500
COLGATE PALMOLIVE COCOM1941621031972,690SH DFND22,69000
COLGATE PALMOLIVE COCOM19416210317,121233,894SH DFND4230,64403,250
COLLEGIUM PHARMACEUTICAL INCCOM19459J10410,529888,502SH DFND2888,50200
COLLEGIUM PHARMACEUTICAL INCCOM19459J10417915,100SH DFND415,10000
COLUMBIA BKG SYS INCCOM19723610239,5761,410,400SH DFND11,278,8000131,600
COLUMBIA BKG SYS INCCOM19723610232,3301,152,169SH DFND61,152,16900
COLUMBIA PIPELINE GROUP INCCOM19828010963,7252,500,000SH DFND22,500,00000
COLUMBIA PIPELINE GROUP INCCOM198280109512,000SH DFND42,00000
COLUMBIA SPORTSWEAR COCOM1985161066,190107,570SH DFND10107,57000
COLUMBIA SPORTSWEAR COCOM19851610619,930346,370SH DFND17346,37000
COMCAST CORP NEWCL A20030N1013,97560,970SH DFND260,97000
COMCAST CORP NEWCL A20030N10181,0821,243,778SH DFND41,180,084063,694
COMCAST CORP NEWCL A20030N10110160SH OTR401600
COMCAST CORP NEWCL A20030N1014406,750SH DFND56,75000
COMCAST CORP NEWCL A20030N1015,11178,400SH DFND878,40000
COMCAST CORP NEWCL A20030N10120,976321,770SH DFND9321,77000
COMCAST CORP NEWCL A20030N10166,2841,016,775SH DFND101,016,77500
COMCAST CORP NEWCL A20030N10141,684639,987SH DFND12581,008058,979
COMCAST CORP NEWCL A20030N1013,44552,838SH DFND1452,83800
COMCAST CORP NEWCL A20030N10125,960398,220SH DFND1590,7700307,450
COMCAST CORP NEWCL A20030N101591,1889,068,687SH DFND169,019,1773,75045,760
COMCAST CORP NEWCL A20030N10198,0021,503,336SH DFND171,248,0200255,316
COMCAST CORP NEWCL A20030N1011,55223,810SH DFND 23,81000
COMERICA INCCOM20034010712,602306,400SH DFND1306,40000
COMERICA INCCOM20034010739939SH DFND493900
COMPANIA CERVECERIAS UNIDASSPONSORED ADR2044291043,122133,782SH DFND10133,78200
COMPANIA CERVECERIAS UNIDASSPONSORED ADR20442910442,2801,811,481SH DFND151,811,48100
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810416714,000SH DFND1014,00000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810481,5276,822,372SH DFND126,822,37200
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810422,8961,915,981SH DFND151,597,8110318,170
COMPUTER SCIENCES CORPCOM20536310469,5101,400,000SH DFND21,400,00000
COMPUTER SCIENCES CORPCOM2053631042384,800SH DFND44,80000
CONAGRA FOODS INCCOM20588710286318,050SH DFND417,05001,000
CONAGRA FOODS INCCOM2058871021603,340SH DFND143,34000
CONCERT PHARMACEUTICALS INCCOM2060221057,715687,000SH DFND2687,00000
CONCHO RES INCCOM20605P1011,51512,700SH DFND112,70000
CONCHO RES INCCOM20605P10171,451599,070SH DFND2599,07000
CONFORMIS INCCOM20717E1015,001712,400SH DFND2712,40000
CONFORMIS INCCOM20717E1018912,700SH DFND412,70000
CONNECTICUT WTR SVC INCCOM2077971016,542116,400SH DFND193,600022,800
CONOCOPHILLIPSCOM20825C10420466SH DFND146600
CONOCOPHILLIPSCOM20825C10432,276740,280SH DFND2740,28000
CONOCOPHILLIPSCOM20825C1043,47379,663SH DFND478,66301,000
CONOCOPHILLIPSCOM20825C10471516,400SH DFND816,40000
CONOCOPHILLIPSCOM20825C1042,96768,060SH DFND968,06000
CONOCOPHILLIPSCOM20825C1041,80141,300SH DFND1041,30000
CONOCOPHILLIPSCOM20825C1042,16749,700SH DFND1233,890015,810
CONOCOPHILLIPSCOM20825C10467715,530SH DFND1515,53000
CONOCOPHILLIPSCOM20825C10427,916640,270SH DFND16640,27000
CONOCOPHILLIPSCOM20825C10414,587334,573SH DFND17269,213065,360
CONOCOPHILLIPSCOM20825C1042215,060SH DFND 5,06000
CONSOL ENERGY INCCOM20854P109220,45713,701,477SH DFND613,701,47700
CONSOLIDATED EDISON INCCOM209115104103,9651,292,450SH DFND21,292,45000
CONSOLIDATED EDISON INCCOM20911510493511,618SH DFND411,61800
CONSOLIDATED EDISON INCCOM20911510428350SH DFND1135000
CONSTELLATION BRANDS INCCL A21036P108292,7211,770,352SH DFND21,770,35200
CONSTELLATION BRANDS INCCL A21036P10820,589124,478SH DFND4113,293011,185
CONSTELLATION BRANDS INCCL A21036P1082031,227SH DFND81,22700
CONTINENTAL MATLS CORPCOM PAR $0.252116153072,048129,700SH DFND1129,70000
CONTINENTAL RESOURCES INCCOM2120151013628,000SH DFND48,00000
COOPER COS INCCOM NEW21664840262,855366,350SH DFND2366,35000
COOPER COS INCCOM NEW2166484021271SH DFND47100
COPA HOLDINGS SACL AP3107610539750SH DFND475000
COPA HOLDINGS SACL AP3107610513,030249,321SH DFND15249,32100
CORE LABORATORIES N VCOMN2271710715,920128,505SH DFND2128,50500
CORE LABORATORIES N VCOMN2271710715,375124,100SH DFND4124,10000
CORE LABORATORIES N VCOMN227171071,79614,500SH DFND914,50000
CORE LABORATORIES N VCOMN2271710737,836305,400SH DFND11158,9000146,500
CORESITE RLTY CORPCOM21870Q10544500SH DFND250000
CORESITE RLTY CORPCOM21870Q10520,196227,720SH DFND11227,72000
CORIUM INTL INCCOM21887L1072,926843,359SH DFND2843,35900
CORIUM INTL INCCOM21887L1079828,231SH DFND428,23100
CORMEDIX INCCOM21900C10011859,353SH DFND1459,35300
CORNING INCCOM21935010542,5822,079,200SH DFND12,079,20000
CORNING INCCOM2193501053,877189,328SH DFND4170,588018,740
CORNING INCCOM2193501053,511171,451SH DFND14171,45100
CORSICANTO LTDNOTE 3.500% 1/1220480AB312,88312,500,000PRN DFND212,500,00000
COSTAR GROUP INCCOM22160N109112,920516,420SH DFND2516,42000
COSTAR GROUP INCCOM22160N10918,58685,000SH DFND485,00000
COSTAR GROUP INCCOM22160N1091,9689,000SH DFND99,00000
COSTAR GROUP INCCOM22160N10941,506189,820SH DFND11102,620087,200
COSTCO WHSL CORP NEWCOM22160K1054,45228,350SH DFND228,35000
COSTCO WHSL CORP NEWCOM22160K105102,208650,841SH DFND4629,895020,946
COSTCO WHSL CORP NEWCOM22160K1054242,700SH DFND52,70000
COSTCO WHSL CORP NEWCOM22160K10533210SH DFND1021000
COUNTY BANCORP INCCOM2219071081,03150,000SH DFND150,00000
COVANTA HLDG CORPCOM22282E10261037,100SH DFND411,000026,100
CREDICORP LTDCOMG2519Y10841,237267,200SH DFND15267,20000
CREDIT SUISSE GROUPSPONSORED ADR22540110810954SH DFND1095400
CREDIT SUISSE GROUPSPONSORED ADR225401108164SH DFND166400
CREDIT SUISSE GROUPSPONSORED ADR2254011087,080661,681SH DFND17661,68100
CRESCENT PT ENERGY CORPCOM22576C1011,611102,019SH DFND10102,01900
CRH PLCADR12626K203491,664SH DFND41,66400
CRH PLCADR12626K2031,33745,216SH DFND1045,21600
CRH PLCADR12626K20315,394520,421SH DFND17520,42100
CROCS INCCOM22704610951,0564,526,200SH DFND13,987,2000539,000
CROWN CASTLE INTL CORP NEWCOM22822V1012722,682SH DFND42,68200
CROWN CASTLE INTL CORP NEWCOM22822V1012232,200SH DFND112,20000
CSRA INCCOM12650T104104,3554,453,907SH DFND24,453,90700
CSRA INCCOM12650T1041124,800SH DFND44,80000
CSX CORPCOM1264081032,18483,730SH DFND482,73001,000
CTRIP COM INTL LTDAMERICAN DEP SHS22943F1003528,698SH DFND78,69800
CTRIP COM INTL LTDAMERICAN DEP SHS22943F1001,18028,632SH DFND1528,63200
CTRIP COM INTL LTDNOTE 1.250%10/122943FAD225,18520,569,000PRN DFND220,569,00000
CUBESMARTCOM22966310920,593666,857SH DFND11666,85700
CUBIC CORPCOM22966910652,3731,304,100SH DFND11,212,000092,100
CULLEN FROST BANKERS INCCOM2298991094757,446SH DFND47,44600
CUMMINS INCCOM23102110628250SH DFND225000
CUMMINS INCCOM23102110621,848194,305SH DFND4190,02104,284
CVS HEALTH CORPCOM126650100282,2182,947,756SH DFND12,947,75600
CVS HEALTH CORPCOM126650100207,7152,169,577SH DFND22,142,277027,300
CVS HEALTH CORPCOM12665010097,1821,015,060SH DFND4970,239044,821
CVS HEALTH CORPCOM1266501004314,500SH DFND54,50000
CVS HEALTH CORPCOM126650100402,8734,207,989SH DFND64,207,98900
CVS HEALTH CORPCOM1266501003,04331,780SH DFND831,78000
CVS HEALTH CORPCOM12665010011,019115,089SH DFND9115,08900
CVS HEALTH CORPCOM12665010024,494255,843SH DFND10255,84300
CVS HEALTH CORPCOM1266501008,64790,322SH DFND1283,44206,880
CVS HEALTH CORPCOM12665010019,791206,720SH DFND1575,2500131,470
CVS HEALTH CORPCOM1266501007,73180,750SH DFND1680,75000
CVS HEALTH CORPCOM12665010047,647497,671SH DFND17394,1980103,473
CVS HEALTH CORPCOM1266501008128,480SH DFND 8,48000
CYNAPSUS THERAPEUTICS INCCOM PAR NO PAR23257Y85924,2421,447,265SH DFND21,447,26500
CYRUSONE INCCOM23283R10014250SH DFND425000
CYRUSONE INCCOM23283R10015,685281,800SH DFND11281,80000
CYTOMX THERAPEUTICS INCCOM23284F1053,407333,500SH DFND2333,50000
CYTRX CORPCOM PAR $.0012328285094,2721,915,900SH DFND21,915,90000
D R HORTON INCCOM23331A1095,794184,060SH DFND11184,06000
DANAHER CORP DELCOM235851102106,1061,050,550SH DFND21,050,55000
DANAHER CORP DELCOM23585110294,008930,769SH DFND4901,147029,622
DANAHER CORP DELCOM2358511021,61616,000SH DFND916,00000
DANAHER CORP DELCOM23585110281800SH DFND1080000
DANAHER CORP DELCOM23585110234,593342,500SH DFND11195,0000147,500
DARDEN RESTAURANTS INCCOM237194105981,550SH DFND21,55000
DARDEN RESTAURANTS INCCOM2371941052533,995SH DFND43,99500
DARDEN RESTAURANTS INCCOM2371941053285,182SH DFND125,18200
DAVITA HEALTHCARE PARTNERS ICOM23918K10844,247572,260SH DFND2572,26000
DAVITA HEALTHCARE PARTNERS ICOM23918K1089113SH DFND411300
DBX ETF TRDB XTR MSCI EUR23305185350,5722,059,956SH DFND22,059,95600
DDR CORPCOM23317H1021,13462,500SH DFND162,50000
DECKERS OUTDOOR CORPCOM2435371072,04035,470SH DFND1035,47000
DECKERS OUTDOOR CORPCOM2435371076,814118,470SH DFND17118,47000
DEERE & COCOM244199105343,9744,244,500SH DFND24,219,500025,000
DEERE & COCOM2441991055,93173,190SH DFND473,19000
DELPHI AUTOMOTIVE PLCSHSG2782310655,700889,616SH DFND2889,61600
DELPHI AUTOMOTIVE PLCSHSG2782310618,059288,475SH DFND4288,0500425
DELPHI AUTOMOTIVE PLCSHSG2782310640635SH DFND863500
DELPHI AUTOMOTIVE PLCSHSG278231061,25220,000SH DFND920,00000
DELPHI AUTOMOTIVE PLCSHSG2782310649775SH DFND1077500
DELPHI AUTOMOTIVE PLCSHSG27823106134,0942,142,069SH DFND111,149,6690992,400
DELPHI AUTOMOTIVE PLCSHSG278231061,12718,000SH DFND1718,00000
DELTA AIR LINES INC DELCOM NEW24736170212320SH DFND232000
DELTA AIR LINES INC DELCOM NEW24736170211300SH DFND430000
DELTA AIR LINES INC DELCOM NEW2473617022,77876,252SH DFND1476,25200
DELTA APPAREL INCCOM24736810310,673473,300SH DFND1473,30000
DELUXE CORPCOM2480191014657,000SH DFND47,00000
DEMANDWARE INCCOM24802Y1054,34558,006SH DFND258,00600
DEMANDWARE INCCOM24802Y1051,58021,100SH DFND421,10000
DENBURY RES INCCOM NEW24791620817,3824,841,843SH DFND24,793,543048,300
DENBURY RES INCCOM NEW2479162081,011281,580SH DFND1200281,580
DENBURY RES INCCOM NEW24791620825069,590SH DFND1769,59000
DENTSPLY SIRONA INCCOM24906P109114,7181,849,091SH DFND11,849,09100
DENTSPLY SIRONA INCCOM24906P10934,603557,760SH DFND2557,76000
DENTSPLY SIRONA INCCOM24906P10977412,471SH DFND412,47100
DEPOMED INCNOTE 2.500% 9/0249908AA219,37016,000,000PRN DFND216,000,00000
DERMA SCIENCES INCCOM PAR $.0124982750210,5772,684,500SH DFND22,684,50000
DERMIRA INCCOM24983L10414,777505,200SH DFND2505,20000
DEVON ENERGY CORP NEWCOM25179M10318,433508,500SH DFND1508,50000
DEVON ENERGY CORP NEWCOM25179M1035,413149,330SH DFND2149,33000
DEVON ENERGY CORP NEWCOM25179M1031002,761SH DFND42,76100
DEVON ENERGY CORP NEWCOM25179M1031,47140,570SH DFND840,57000
DEVON ENERGY CORP NEWCOM25179M1037,652211,090SH DFND9211,09000
DEVON ENERGY CORP NEWCOM25179M10321,656597,420SH DFND10597,42000
DEVON ENERGY CORP NEWCOM25179M10314,325394,110SH DFND12339,810054,300
DEVON ENERGY CORP NEWCOM25179M10390,2062,488,430SH DFND162,488,43000
DEVON ENERGY CORP NEWCOM25179M10310,976302,780SH DFND17281,800020,980
DEVON ENERGY CORP NEWCOM25179M10354014,910SH DFND 14,91000
DEXCOM INCCOM252131107132,4761,669,932SH DFND21,669,93200
DEXCOM INCCOM2521311074,12652,005SH DFND446,52505,480
DIAGEO P L CSPON ADR NEW25243Q20539,681351,533SH DFND4338,851012,682
DIAGEO P L CSPON ADR NEW25243Q2057006,202SH DFND106,20200
DIAMONDBACK ENERGY INCCOM25278X1091,18613,000SH DFND113,00000
DIAMONDBACK ENERGY INCCOM25278X10962,129681,036SH DFND2681,03600
DIAMONDBACK ENERGY INCCOM25278X109921,013SH DFND81,01300
DIANA SHIPPING INCCOMY2066G10418,1077,451,400SH DFND27,451,40000
DIANA SHIPPING INCCOMY2066G10416,4046,750,820SH DFND115,919,5400831,280
DICKS SPORTING GOODS INCCOM25339310248,8661,084,460SH DFND21,084,46000
DICKS SPORTING GOODS INCCOM253393102811,800SH DFND41,80000
DIFFERENTIAL BRANDS GROUP INCOM25374L10825284,434SH DFND484,43400
DIGITAL RLTY TR INCCOM2538681035,72552,532SH DFND450,43202,100
DIGITAL RLTY TR INCCOM25386810331,371287,835SH DFND11287,83500
DIGITALGLOBE INCCOM NEW25389M87788,9604,158,971SH DFND24,158,97100
DIGITALGLOBE INCCOM NEW25389M87793943,900SH DFND443,90000
DISCOVER FINL SVCSCOM25470910847,583887,914SH DFND4857,169030,745
DISCOVER FINL SVCSCOM2547091084027,500SH DFND57,50000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F10440315,954SH DFND414,75401,200
DISH NETWORK CORPCL A25470M1092364,500SH DFND44,50000
DISH NETWORK CORPCL A25470M109362,0776,909,855SH DFND66,909,85500
DISNEY WALT COCOM DISNEY254687106345,7783,534,751SH DFND23,517,081017,670
DISNEY WALT COCOM DISNEY254687106143,5991,467,997SH DFND41,428,347039,650
DISNEY WALT COCOM DISNEY2546871063914,000SH DFND54,00000
DISNEY WALT COCOM DISNEY2546871061631,663SH DFND81,66300
DISNEY WALT COCOM DISNEY25468710615150SH DFND1015000
DISNEY WALT COCOM DISNEY25468710612,571128,510SH DFND17102,510026,000
DOLLAR GEN CORP NEWCOM25667710540430SH DFND243000
DOLLAR GEN CORP NEWCOM25667710585900SH DFND490000
DOLLAR GEN CORP NEWCOM2566771053,82640,700SH DFND1040,70000
DOLLAR TREE INCCOM25674610858,231617,900SH DFND2617,90000
DOLLAR TREE INCCOM25674610830317SH DFND431700
DOLLAR TREE INCCOM2567461081131,200SH DFND101,20000
DOMINION RES INC VA NEWCOM25746U1091,312,97116,848,076SH DFND216,788,939059,137
DOMINION RES INC VA NEWCOM25746U1096,03777,462SH DFND475,14202,320
DOMINION RES INC VA NEWCOM25746U1091,86823,970SH DFND1123,97000
DOMINION RES INC VA NEWUNIT 99/99/999925746U869194,6853,755,500SH DFND23,709,200046,300
DOMINION RES INC VA NEWUNIT 07/01/201625746U885125,1582,082,500SH DFND22,065,500017,000
DOMTAR CORPCOM NEW2575592038,430240,800SH DFND1240,80000
DONALDSON INCCOM257651109121,9473,549,088SH DFND13,549,08800
DOVER CORPCOM260003108458,1416,609,076SH DFND16,609,07600
DOVER CORPCOM2600031083,70353,421SH DFND432,721020,700
DOVER CORPCOM2600031083855,553SH DFND125,55300
DOW CHEM COCOM260543103752,42915,136,370SH DFND214,986,3700150,000
DOW CHEM COCOM26054310364,8091,303,735SH DFND41,223,144080,591
DOW CHEM COCOM2605431033,40368,460SH DFND1068,46000
DR REDDYS LABS LTDADR25613520369413,553SH DFND154,02609,527
DR REDDYS LABS LTDADR256135203591,160SH DFND 1,16000
DREW INDS INCCOM NEW26168L20595,0551,120,400SH DFND1994,6000125,800
DREW INDS INCCOM NEW26168L2055,79068,250SH DFND1068,25000
DREW INDS INCCOM NEW26168L20519,433229,050SH DFND17229,05000
DRIL-QUIP INCCOM2620371047,149122,360SH DFND2122,36000
DTE ENERGY COCOM2333311071,68517,000SH DFND117,00000
DTE ENERGY COCOM233331107180,8941,825,000SH DFND21,825,00000
DTE ENERGY COCOM2333311072642,660SH DFND42,66000
DTE ENERGY COCOM2333311072,13921,580SH DFND1121,58000
DU PONT E I DE NEMOURS & COCOM2635341095027,740SH DFND27,74000
DU PONT E I DE NEMOURS & COCOM26353410932,901507,724SH DFND4495,584012,140
DU PONT E I DE NEMOURS & COCOM263534109651,000SH DFND101,00000
DUCOMMUN INC DELCOM2641471095,322269,042SH DFND1269,04200
DUKE ENERGY CORP NEWCOM NEW26441C204970,95411,317,794SH DFND211,267,829049,965
DUKE ENERGY CORP NEWCOM NEW26441C20413,548157,919SH DFND4148,61909,300
DUKE ENERGY CORP NEWCOM NEW26441C20426,787312,240SH DFND10312,24000
DUKE ENERGY CORP NEWCOM NEW26441C2042,85033,220SH DFND1133,22000
DUKE REALTY CORPCOM NEW2644115051,41353,000SH DFND153,00000
DUKE REALTY CORPCOM NEW264411505321,200SH DFND21,20000
DUKE REALTY CORPCOM NEW26441150524,559921,200SH DFND11921,20000
DUN & BRADSTREET CORP DEL NECOM26483E100128,8881,057,850SH DFND21,057,85000
DUN & BRADSTREET CORP DEL NECOM26483E1008967,351SH DFND47,35100
DYNAMIC MATLS CORPCOM2678881051,226114,000SH DFND1114,00000
DYNAVAX TECHNOLOGIES CORPCOM NEW26815820114,270978,730SH DFND2978,73000
E M C CORP MASSCOM26864810273,3592,700,000SH DFND22,700,00000
E M C CORP MASSCOM26864810214,347528,037SH DFND4501,312026,725
E M C CORP MASSCOM268648102544,67020,046,650SH DFND620,046,65000
E TRADE FINANCIAL CORPCOM NEW26924640140217,100SH DFND117,10000
EAGLE BULK SHIPPING INCSHS NEW 2014Y2187A127344870,767SH DFND6870,76700
EASTERN COCOM27631710417110,320SH DFND410,32000
EASTMAN CHEM COCOM2774321001622,390SH DFND22,39000
EASTMAN CHEM COCOM2774321001832,698SH DFND42,69800
EASTMAN CHEM COCOM2774321001,24418,320SH DFND818,32000
EASTMAN CHEM COCOM2774321007,913116,532SH DFND9116,53200
EASTMAN CHEM COCOM2774321005,59782,435SH DFND1082,43500
EASTMAN CHEM COCOM27743210013,268195,343SH DFND12171,983023,360
EASTMAN CHEM COCOM27743210010,964161,470SH DFND1500161,470
EASTMAN CHEM COCOM27743210015,796232,630SH DFND16232,63000
EASTMAN CHEM COCOM27743210016,492242,881SH DFND17219,841023,040
EASTMAN CHEM COCOM2774321005417,970SH DFND 7,97000
EASTMAN KODAK CO-W EXP 09/03/20127746113320148,582SH DFND648,58200
EASTMAN KODAK CO-W EXP 09/03/20127746114117148,582SH DFND648,58200
EASTMAN KODAK COCOM NEW27746140657,5293,577,698SH DFND63,577,69800
EATON CORP PLCSHSG291831033,28555,000SH DFND155,00000
EATON CORP PLCSHSG291831032,54342,574SH DFND438,72403,850
EBAY INCCOM2786421034,538193,857SH DFND4186,05207,805
ECOLAB INCCOM278865100226,3771,908,743SH DFND11,908,74300
ECOLAB INCCOM278865100204,1451,721,337SH DFND21,721,33700
ECOLAB INCCOM27886510057,918488,344SH DFND4452,489035,855
ECOLAB INCCOM27886510060507SH DFND850700
ECOLOGY & ENVIRONMENT INCCL A2788781031,358132,900SH DFND1132,90000
EDGE THERAPEUTICS INCCOM27987010924,0852,382,296SH DFND22,382,29600
EDGE THERAPEUTICS INCCOM27987010910310,200SH DFND410,20000
EDGEWELL PERS CARE COCOM28035Q1022032,400SH DFND42,40000
EDGEWELL PERS CARE COCOM28035Q10279,810945,522SH DFND6945,52200
EDISON INTLCOM281020107346,4864,461,000SH DFND24,461,00000
EDISON INTLCOM28102010760770SH DFND477000
EDISON INTLCOM2810201071,26416,280SH DFND1116,28000
EDUCATION RLTY TR INCCOM NEW28140H20324510SH DFND251000
EDUCATION RLTY TR INCCOM NEW28140H2034,640100,566SH DFND10100,56600
EDUCATION RLTY TR INCCOM NEW28140H20312,762276,600SH DFND11276,60000
EDUCATION RLTY TR INCCOM NEW28140H20315,485335,600SH DFND17335,60000
EDWARDS LIFESCIENCES CORPCOM28176E108313,5163,144,168SH DFND23,144,16800
EDWARDS LIFESCIENCES CORPCOM28176E1081,25812,615SH DFND412,61500
EDWARDS LIFESCIENCES CORPCOM28176E1081431,435SH DFND81,43500
EGALET CORPCOM28226B10411,4312,304,600SH DFND22,304,60000
ELDORADO GOLD CORP NEWCOM28490210352,08311,582,950SH DFND211,582,95000
ELECTRONIC ARTS INCCOM285512109259,7123,428,681SH DFND23,428,68100
ELECTRONIC ARTS INCCOM28551210945600SH DFND460000
ELECTRONIC ARTS INCCOM2855121091922,528SH DFND82,52800
ELECTRONIC ARTS INCNOTE 0.750% 7/1285512AA741,84518,100,000PRN DFND218,100,00000
ELECTRONICS FOR IMAGING INCNOTE 0.750% 9/0286082AC623,63622,000,000PRN DFND222,000,00000
ELLIE MAE INCCOM28849P10036,569399,008SH DFND2399,00800
EMBRAER S ASP ADR REP 4 COM29082A1078350SH DFND435000
EMBRAER S ASP ADR REP 4 COM29082A10735,6131,639,639SH DFND171,404,3140235,325
EMCOR GROUP INCCOM29084Q10054,4011,104,360SH DFND1994,1600110,200
EMERSON ELEC COCOM29101110457,4641,101,680SH DFND21,101,68000
EMERSON ELEC COCOM29101110412,894247,192SH DFND4241,85605,336
EMERSON ELEC COCOM2910111048150SH OTR401500
EMERSON ELEC COCOM2910111041883,600SH DFND103,60000
ENBRIDGE ENERGY PARTNERS L PCOM29250R106381,657SH DFND41,65700
ENBRIDGE ENERGY PARTNERS L PCOM29250R10655724,022SH DFND1124,02200
ENBRIDGE INCCOM29250N10535,885847,200SH DFND2847,20000
ENBRIDGE INCCOM29250N10572417,100SH DFND417,10000
ENBRIDGE INCCOM29250N105314,6977,431,202SH DFND107,429,62701,575
ENBRIDGE INCCOM29250N1054,569107,892SH DFND11107,89200
ENCORE WIRE CORPCOM29256210520,407547,400SH DFND1547,40000
ENDO INTL PLCSHSG304011062,229143,000SH DFND1143,00000
ENDURANCE SPECIALTY HLDGS LTSHSG3039710625,533380,178SH DFND1344,619035,559
ENERGEN CORPCOM29265N10844,893931,207SH DFND1828,6070102,600
ENERGIZER HLDGS INC NEWCOM29272W109891,735SH DFND41,73500
ENERGIZER HLDGS INC NEWCOM29272W10950,091972,837SH DFND6972,83700
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V10028319,700SH DFND419,70000
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1001,05673,454SH DFND1173,45400
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R10956214,750SH DFND414,75000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1091313,431SH DFND113,43100
ENERSYSCOM29275Y10259,5061,000,610SH DFND1893,7100106,900
ENI S P ASPONSORED ADR26874R10814439SH DFND1043900
ENI S P ASPONSORED ADR26874R108129SH DFND162900
ENI S P ASPONSORED ADR26874R1089,824303,675SH DFND17303,67500
ENSCO PLCSHS CLASS AG3157S1061,986204,552SH DFND2204,55200
ENSCO PLCSHS CLASS AG3157S1065546SH DFND454600
ENSTAR GROUP LIMITEDSHSG3075P1018,41051,919SH DFND651,91900
ENTEGRIS INCCOM29362U1043,602248,915SH DFND14248,91500
ENTERGY CORP NEWCOM29364G10383,7911,030,000SH DFND21,030,00000
ENTERGY CORP NEWCOM29364G1035636,926SH DFND46,92600
ENTERPRISE PRODS PARTNERS LCOM29379210717,524598,892SH DFND4571,218027,674
ENTERPRISE PRODS PARTNERS LCOM2937921071776,050SH DFND106,05000
ENTERPRISE PRODS PARTNERS LCOM2937921072267,714SH DFND117,71400
ENTERPRISE PRODS PARTNERS LCOM29379210710350SH DFND 35000
ENVESTNET INCCOM29404K10646,7851,404,534SH DFND21,404,53400
ENVESTNET INCCOM29404K10668020,400SH DFND420,40000
ENVISION HEALTHCARE HLDGS INCOM29413U1032,17285,600SH DFND185,60000
ENVISION HEALTHCARE HLDGS INCOM29413U103136,5805,382,792SH DFND25,382,79200
ENVISION HEALTHCARE HLDGS INCOM29413U103692,724SH DFND82,72400
EOG RES INCCOM26875P10178,910945,936SH DFND1945,93600
EOG RES INCCOM26875P10131,775380,900SH DFND2380,90000
EOG RES INCCOM26875P10132,021383,849SH DFND4356,834027,015
EPAM SYS INCCOM29414B10432,994513,050SH DFND2513,05000
EPIZYME INCCOM29428V10412,2881,200,000SH DFND21,200,00000
EQT CORPCOM26884L10989811,600SH DFND111,60000
EQT CORPCOM26884L10943,322559,500SH DFND2559,50000
EQT CORPCOM26884L1091842,372SH DFND42,37200
EQUIFAX INCCOM29442910583,855653,075SH DFND2653,07500
EQUIFAX INCCOM2944291052572,000SH DFND4002,000
EQUINIX INCCOM PAR $0.00129444U700369,810953,735SH DFND2942,995010,740
EQUINIX INCCOM PAR $0.00129444U700118304SH DFND830400
EQUITY LIFESTYLE PPTYS INCCOM29472R10832400SH DFND240000
EQUITY LIFESTYLE PPTYS INCCOM29472R10824,984312,100SH DFND11312,10000
EQUITY ONECOM29475210014,719457,400SH DFND11457,40000
EQUITY RESIDENTIALSH BEN INT29476L1075,62981,722SH DFND478,97702,745
EQUITY RESIDENTIALSH BEN INT29476L10728,114408,160SH DFND11408,16000
ERIE INDTY COCL A29530P102211,1632,125,656SH DFND12,125,65600
ESSEX PPTY TR INCCOM297178105939SH DFND43900
ESSEX PPTY TR INCCOM29717810510,40745,627SH DFND1145,62700
ESTERLINE TECHNOLOGIES CORPCOM29742510032,509524,000SH DFND1473,800050,200
EVERBANK FINL CORPCOM29977G10238,1162,565,000SH DFND12,329,7000235,300
EVERCORE PARTNERS INCCLASS A29977A10522,005497,965SH DFND2497,96500
EVERCORE PARTNERS INCCLASS A29977A1054029,100SH DFND49,10000
EVEREST RE GROUP LTDCOMG3223R10824130SH DFND213000
EVEREST RE GROUP LTDCOMG3223R1089225,050SH DFND45,05000
EVERSOURCE ENERGYCOM30040W1089,824164,000SH DFND1164,00000
EVERSOURCE ENERGYCOM30040W108107,8201,800,000SH DFND21,800,00000
EVERSOURCE ENERGYCOM30040W1081,75529,299SH DFND429,29900
EVERSOURCE ENERGYCOM30040W1081252,090SH DFND112,09000
EXELON CORPCOM30161N101245,7036,757,505SH DFND26,757,50500
EXELON CORPCOM30161N10119525SH DFND452500
EXELON CORPCOM30161N1011,59343,810SH DFND1143,81000
EXELON CORPUNIT 99/99/999930161N127140,6192,850,000SH DFND22,850,00000
EXPEDIA INC DELCOM NEW30212P30321,260200,000SH DFND2200,00000
EXPEDIA INC DELCOM NEW30212P30316150SH DFND415000
EXPEDITORS INTL WASH INCCOM30213010929,447600,460SH DFND2600,46000
EXPEDITORS INTL WASH INCCOM302130109591,193SH DFND41,19300
EXPRESS SCRIPTS HLDG COCOM30219G10827,413361,648SH DFND2361,64800
EXPRESS SCRIPTS HLDG COCOM30219G10844,818591,263SH DFND4567,747023,516
EXTRA SPACE STORAGE INCCOM30225T10256600SH DFND260000
EXTRA SPACE STORAGE INCCOM30225T10228,537308,375SH DFND11308,37500
EXXON MOBIL CORPCOM30231G102372,8843,977,851SH DFND13,977,85100
EXXON MOBIL CORPCOM30231G10259,969639,740SH DFND2639,74000
EXXON MOBIL CORPCOM30231G102189,9632,026,483SH DFND41,946,536079,947
EXXON MOBIL CORPCOM30231G10221,430228,613SH DFND10228,61300
F M C CORPCOM NEW30249130392620,000SH DFND120,00000
F M C CORPCOM NEW30249130369915,100SH DFND415,10000
F M C CORPCOM NEW30249130365,0701,405,110SH DFND61,405,11000
F5 NETWORKS INCCOM31561610223200SH DFND220000
F5 NETWORKS INCCOM3156161022,89925,462SH DFND425,2220240
FABRINETSHSG3323L10014,644394,500SH DFND1394,50000
FACEBOOK INCCL A30303M102604,8555,292,147SH DFND25,292,14700
FACEBOOK INCCL A30303M10281,363711,960SH DFND4675,403036,557
FACEBOOK INCCL A30303M1024343,800SH DFND53,80000
FACEBOOK INCCL A30303M1023693,232SH DFND83,23200
FACEBOOK INCCL A30303M1023,15527,611SH DFND1427,61100
FACTSET RESH SYS INCCOM3030751051,4208,800SH DFND48,80000
FARMERS NATL BANC CORPCOM30962710732837,220SH DFND437,22000
FARO TECHNOLOGIES INCCOM31164210215,444456,505SH DFND2456,50500
FARO TECHNOLOGIES INCCOM3116421022748,100SH DFND48,10000
FASTENAL COCOM31190010431705SH DFND270500
FASTENAL COCOM31190010487219,647SH DFND415,30204,345
FATE THERAPEUTICS INCCOM31189P102850500,000SH DFND2500,00000
FCB FINL HLDGS INCCL A30255G10389,7482,639,660SH DFND62,639,66000
FEDERAL REALTY INVT TRSH BEN INT NEW3137472061,3248,000SH DFND48,00000
FEDERAL REALTY INVT TRSH BEN INT NEW31374720622,021133,015SH DFND11133,01500
FEDERAL SIGNAL CORPCOM31385510856,8434,413,348SH DFND64,413,34800
FEDEX CORPCOM31428X10618,700123,204SH DFND2123,20400
FEDEX CORPCOM31428X1068,73357,540SH DFND454,04003,500
FEDEX CORPCOM31428X1063992,630SH DFND12002,630
FEDEX CORPCOM31428X1061,3739,047SH DFND159,04700
FEDEX CORPCOM31428X10613,29087,560SH DFND1770,170017,390
FELCOR LODGING TR INCPFD CV A $1.9531430F20078,4623,114,825SH DFND23,054,825060,000
FERRO CORPCOM3154051001078,000SH DFND48,00000
FERRO CORPCOM3154051004,356325,590SH DFND10325,59000
FERRO CORPCOM31540510014,5491,087,400SH DFND171,087,40000
FERROGLOBE PLCSHSG338561082,338271,500SH DFND1271,50000
FIAT CHRYSLER AUTOMOBILES NMAN COV SEC 16N3173811077,9061,320,000PRN DFND21,310,000010,000
FIDELITY NATL INFORMATION SVCOM31620M10662,569849,200SH DFND2849,20000
FIDELITY NATL INFORMATION SVCOM31620M1062273,085SH DFND42,08501,000
FINISH LINE INCCL A3179231001,72885,610SH DFND1085,61000
FINISH LINE INCCL A3179231005,892291,830SH DFND17291,83000
FIRST DATA CORP NEWCOM CL A32008D1065,812525,000SH DFND2525,00000
FIRST DEFIANCE FINL CORPCOM32006W1066,022155,000SH DFND1155,00000
FIRST INDUSTRIAL REALTY TRUSCOM32054K103361,300SH DFND21,30000
FIRST INDUSTRIAL REALTY TRUSCOM32054K103541,945SH DFND41,94500
FIRST INDUSTRIAL REALTY TRUSCOM32054K10316,812604,300SH DFND11604,30000
FIRST REP BK SAN FRANCISCO CCOM33616C1002733,904SH DFND43,90400
FIRST SOLAR INCCOM33643310719,024392,400SH DFND1392,40000
FIRST SOLAR INCCOM3364331078175SH DFND417500
FIRST TR EXCHANGE TRADED FDNY ARCA BIOTECH33733E2032502,800SH DFND42,80000
FIRST TR HIGH INCOME L/S FDCOM33738E10975050,594SH DFND450,59400
FIRSTENERGY CORPCOM33793210789025,500SH DFND125,50000
FIRSTENERGY CORPCOM337932107155,6994,460,000SH DFND24,460,00000
FIRSTMERIT CORPCOM3379151025,976294,820SH DFND10294,82000
FIRSTMERIT CORPCOM33791510220,8881,030,500SH DFND171,030,50000
FISERV INCCOM33773810893,133856,706SH DFND2856,70600
FISERV INCCOM3377381081,94417,878SH DFND417,3280550
FISERV INCCOM33773810895874SH DFND887400
FIVE BELOW INCCOM33829M10129,324631,846SH DFND2631,84600
FIVE BELOW INCCOM33829M10151111,000SH DFND411,00000
FLEETCOR TECHNOLOGIES INCCOM339041105106,148741,620SH DFND2741,62000
FLEETCOR TECHNOLOGIES INCCOM33904110511,75782,139SH DFND480,71401,425
FLEETCOR TECHNOLOGIES INCCOM3390411054873,400SH DFND53,40000
FLEX PHARMA INCCOM33938A1053,875379,500SH DFND2379,50000
FLEXSTEEL INDS INCCOM3393821033,03976,700SH DFND176,70000
FLEXTRONICS INTL LTDORDY2573F1021,218103,260SH DFND8103,26000
FLEXTRONICS INTL LTDORDY2573F10212,9111,094,180SH DFND101,094,18000
FLEXTRONICS INTL LTDORDY2573F10212,6981,076,083SH DFND15206,7250869,358
FLEXTRONICS INTL LTDORDY2573F102171SH DFND167100
FLEXTRONICS INTL LTDORDY2573F10241,2093,492,292SH DFND173,492,29200
FLOWSERVE CORPCOM34354P1053708,185SH DFND48,18500
FLUIDIGM CORP DELCOM34385P10817,8541,977,167SH DFND21,977,16700
FLUIDIGM CORP DELCOM34385P10814616,200SH DFND416,20000
FLUIDIGM CORP DELNOTE 2.750% 2/034385PAA68,79514,418,000PRN DFND214,418,00000
FLUOR CORP NEWCOM3434121021,60632,595SH DFND432,59500
FMC TECHNOLOGIES INCCOM30249U10138114,300SH DFND114,30000
FMC TECHNOLOGIES INCCOM30249U10154,8272,055,740SH DFND22,055,74000
FOAMIX PHARMACEUTICALS LTDSHSM461351059,7131,529,670SH DFND21,529,67000
FOAMIX PHARMACEUTICALS LTDSHSM46135105538,300SH DFND48,30000
FOOT LOCKER INCCOM34484910426465SH DFND246500
FOOT LOCKER INCCOM3448491045219,500SH DFND49,50000
FOOT LOCKER INCCOM34484910486115,690SH DFND1015,69000
FOOT LOCKER INCCOM3448491044818,770SH DFND128,77000
FOOT LOCKER INCCOM3448491047,781141,840SH DFND1548,940092,900
FOOT LOCKER INCCOM344849104861,560SH DFND161,56000
FOOT LOCKER INCCOM3448491049,869179,890SH DFND17137,140042,750
FORD MTR CO DELCOM PAR $0.01345370860721,82657,424,499SH DFND257,159,4990265,000
FORD MTR CO DELCOM PAR $0.013453708601,00980,289SH DFND472,06408,225
FOREST CITY ENTERPRISES INCNOTE 4.250% 8/1345550AP219,80517,110,000PRN DFND217,110,00000
FOREST CITY ENTERPRISES INCNOTE 3.625% 8/1345550AR816,63215,250,000PRN DFND215,250,00000
FOREST CITY RLTY TR INCCOM CL A345605109130,1085,831,830SH DFND65,831,83000
FORESTAR GROUP INCCOM34623310914,2801,201,005SH DFND61,201,00500
FORTINET INCCOM34959E10958,5991,855,000SH DFND21,855,00000
FORTINET INCCOM34959E10918,013570,206SH DFND4562,22607,980
FORTINET INCCOM34959E10937912,000SH DFND512,00000
FORTUNE BRANDS HOME & SEC INCOM34964C10673,9631,275,888SH DFND21,275,88800
FORTUNE BRANDS HOME & SEC INCOM34964C1062664,589SH DFND44,58900
FORWARD AIR CORPCOM34985310122,265500,000SH DFND2500,00000
FRANCO NEVADA CORPCOM3518581053124,100SH DFND44,10000
FRANCO NEVADA CORPCOM35185810538,748509,767SH DFND10509,5920175
FRANKLIN ELEC INCCOM35351410214,904450,962SH DFND1400,262050,700
FRANKLIN ELEC INCCOM3535141021063,200SH DFND43,20000
FRANKLIN ETF TRLIBERTY SHRT ETF35350610822,665231,684SH DFND4228,54403,140
FRANKLIN ETF TRLIBERTY SHRT ETF35350610862,453638,386SH DFND6638,38600
FRANKLIN ETF TRLIBERTY SHRT ETF35350610848,915500,000SH DFND11500,00000
FRANKLIN ETF TRLIBERTY SHRT ETF35350610841,590425,127SH SOLE 425,12700
FRANKLIN RES INCCOM35461310146,4371,391,579SH DFND41,391,57900
FRANKS INTL N VCOMN3346210771649,000SH DFND149,00000
FREDS INCCL A3561081004,189260,000SH DFND1260,00000
FREEPORT-MCMORAN INCCL B35671D8571,131101,500SH DFND1101,50000
FREEPORT-MCMORAN INCCL B35671D85712,4331,116,026SH DFND21,116,02600
FREEPORT-MCMORAN INCCL B35671D85732429,100SH DFND46,600022,500
FREEPORT-MCMORAN INCCL B35671D857231,28320,761,636SH DFND620,761,63600
FREEPORT-MCMORAN INCCL B35671D85710925SH DFND1092500
FRESHPET INCCOM3580391054,818516,370SH DFND10516,37000
FRESHPET INCCOM35803910515,3981,650,390SH DFND171,650,39000
FRIEDMAN INDS INCCOM358435105700120,000SH DFND1120,00000
FRONTIER COMMUNICATIONS CORPPFD CONV SER-A35906A20726,034274,560SH DFND2274,56000
FRONTIER COMMUNICATIONS CORPPFD CONV SER-A35906A2071141,200SH DFND41,20000
FULL HOUSE RESORTS INCCOM3596781093,2321,600,000SH DFND11,600,00000
FULLER H B COCOM35969410675,6981,720,796SH DFND11,535,2960185,500
FULLER H B COCOM35969410628,104638,877SH DFND2638,87700
FULLER H B COCOM35969410650111,400SH DFND411,40000
FXCM INCCL A NEW30269320566376,701SH DFND1076,70100
FXCM INCCL A NEW3026932056,427742,980SH DFND11742,98000
GALLAGHER ARTHUR J & COCOM363576109104,9102,203,990SH DFND12,161,290042,700
GALLAGHER ARTHUR J & COCOM36357610978,7231,653,850SH DFND21,653,85000
GALLAGHER ARTHUR J & COCOM3635761093,87881,469SH DFND479,96901,500
GALLAGHER ARTHUR J & COCOM3635761093066,425SH DFND106,42500
GALLAGHER ARTHUR J & COCOM3635761093076,442SH DFND126,44200
GAMING & LEISURE PPTYS INCCOM36467J10826,610771,760SH DFND6771,76000
GAP INC DELCOM364760108118,9245,604,342SH DFND15,604,34200
GAP INC DELCOM36476010818850SH DFND285000
GAP INC DELCOM36476010822310,500SH DFND410,50000
GAS NAT INCCOM3672041041,167167,000SH DFND1167,00000
GENERAL DYNAMICS CORPCOM369550108350,0402,513,935SH DFND12,513,93500
GENERAL DYNAMICS CORPCOM369550108139,3441,000,745SH DFND21,000,74500
GENERAL DYNAMICS CORPCOM3695501081,95014,005SH DFND414,00500
GENERAL DYNAMICS CORPCOM3695501083,13322,500SH DFND1022,50000
GENERAL ELECTRIC COCOM3696041032,67084,800SH DFND184,80000
GENERAL ELECTRIC COCOM3696041031,391,79444,213,050SH DFND243,913,0500300,000
GENERAL ELECTRIC COCOM369604103136,1454,324,819SH DFND44,140,6030184,216
GENERAL ELECTRIC COCOM3696041031033,272SH DFND83,27200
GENERAL ELECTRIC COCOM36960410326,799851,287SH DFND10851,28700
GENERAL GROWTH PPTYS INC NEWCOM3700231031,39046,600SH DFND146,60000
GENERAL GROWTH PPTYS INC NEWCOM370023103321,060SH DFND21,06000
GENERAL GROWTH PPTYS INC NEWCOM37002310318,008603,905SH DFND11603,90500
GENERAL MLS INCCOM3703341041301,820SH DFND21,82000
GENERAL MLS INCCOM3703341044,30360,330SH DFND459,6450685
GENERAL MLS INCCOM37033410428,709402,539SH DFND10402,53900
GENERAL MTRS COCOM37045V1002,887102,000SH DFND1102,00000
GENERAL MTRS COCOM37045V100608,43521,499,475SH DFND221,298,2670201,208
GENERAL MTRS COCOM37045V100782,750SH DFND42,75000
GENERAL MTRS COCOM37045V100468,49616,554,568SH DFND616,554,56800
GENERAL MTRS COCOM37045V1001,43150,550SH DFND850,55000
GENERAL MTRS COCOM37045V1007,966281,483SH DFND9281,48300
GENERAL MTRS COCOM37045V10023,762839,650SH DFND10839,65000
GENERAL MTRS COCOM37045V10016,145569,992SH DFND12525,602044,390
GENERAL MTRS COCOM37045V1009,525336,560SH DFND15131,2200205,340
GENERAL MTRS COCOM37045V10095,0923,360,140SH DFND163,360,14000
GENERAL MTRS COCOM37045V10041,0641,451,020SH DFND171,231,0400219,980
GENERAL MTRS COCOM37045V10059320,970SH DFND 20,97000
GENERAL MTRS CO-W EXP 07/10/20137045V1262,424232,162SH DFND6232,16200
GENESCO INCCOM37153210237,837588,358SH DFND1521,358067,000
GENESEE & WYO INCCL A37155910592,6541,571,740SH DFND21,524,890046,850
GENESEE & WYO INCCL A3715591051001,691SH DFND41,69100
GENOCEA BIOSCIENCES INCCOM37242710412,4043,025,300SH DFND23,025,30000
GENTEX CORPCOM37190110920,8201,347,600SH DFND11,306,200041,400
GENUINE PARTS COCOM37246010546450SH DFND145000
GENUINE PARTS COCOM37246010545440SH DFND244000
GENUINE PARTS COCOM3724601051141,127SH DFND41,12700
GIBRALTAR INDS INCCOM37468910759,0571,870,670SH DFND11,701,2700169,400
GILDAN ACTIVEWEAR INCCOM37591610320675SH DFND267500
GILDAN ACTIVEWEAR INCCOM37591610349516,900SH DFND416,90000
GILDAN ACTIVEWEAR INCCOM37591610368,0162,323,190SH DFND102,322,4900700
GILEAD SCIENCES INCCOM375558103420,5705,041,650SH DFND25,041,65000
GILEAD SCIENCES INCCOM375558103155,1641,860,039SH DFND41,785,736074,303
GILEAD SCIENCES INCCOM3755581033674,400SH DFND54,40000
GILEAD SCIENCES INCCOM3755581033,92547,046SH DFND847,04600
GILEAD SCIENCES INCCOM37555810317,216206,372SH DFND9206,37200
GILEAD SCIENCES INCCOM37555810350,407604,256SH DFND10604,25600
GILEAD SCIENCES INCCOM37555810328,510341,842SH DFND12301,762040,080
GILEAD SCIENCES INCCOM37555810332,388388,251SH DFND15129,3950258,856
GILEAD SCIENCES INCCOM375558103330,2603,959,000SH DFND163,937,0801,49020,430
GILEAD SCIENCES INCCOM37555810389,7781,076,216SH DFND17911,7460164,470
GILEAD SCIENCES INCCOM3755581031,25014,990SH DFND 14,99000
GLAXOSMITHKLINE PLCSPONSORED ADR37733W1051,10925,597SH DFND425,59700
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10556413,011SH DFND1013,01100
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10510,053231,966SH DFND17231,96600
GLOBAL EAGLE ENTMT INCCOM37951D10236,0145,423,824SH DFND25,423,82400
GLOBAL EAGLE ENTMT INCCOM37951D10222533,900SH DFND433,90000
GLOBAL INDEMNITY PLCSHSG393191012,03774,000SH DFND174,00000
GLOBAL SHIP LEASE INC NEWSHS AY27183105699550,000SH DFND1550,00000
GLU MOBILE INCCOM37989010620794,110SH DFND1094,11000
GLU MOBILE INCCOM379890106545247,890SH DFND17247,89000
GLYCOMIMETICS INCCOM38000Q1027,3431,009,979SH DFND21,009,97900
GODADDY INCCL A38023710738,3851,230,680SH DFND21,230,68000
GOLD FIELDS LTD NEWSPONSORED ADR38059T10639280,000SH DFND280,00000
GOLDCORP INC NEWCOM38095640949,0502,564,045SH DFND22,564,04500
GOLDCORP INC NEWCOM3809564091156,000SH DFND46,00000
GOLDCORP INC NEWCOM380956409331,700SH DFND101,70000
GOLDEN ENTMT INCCOM3810131011,517129,800SH DFND1129,80000
GOLDMAN SACHS GROUP INCCOM38141G1041,73411,673SH DFND410,54801,125
GOODYEAR TIRE & RUBR COCOM3825501013,054119,027SH DFND14119,02700
GPO AEROPORTUARIO DEL PAC SASPON ADR B4005061012,55324,874SH DFND1124,87400
GRACO INCCOM3841091045346,760SH DFND46,76000
GRAHAM HLDGS COCOM38463710439,16380,000SH DFND280,00000
GRAINGER W W INCCOM384802104146,452644,454SH DFND1644,45400
GRAINGER W W INCCOM384802104125,025550,165SH DFND2550,16500
GRAINGER W W INCCOM3848021042,2209,767SH DFND49,0460721
GRAN TIERRA ENERGY INCCOM38500T1016,3341,873,820SH DFND21,873,82000
GRAN TIERRA ENERGY INCCOM38500T10110,6043,156,900SH DFND103,156,90000
GRAN TIERRA ENERGY INCCOM38500T10125073,923SH DFND1773,92300
GRAN TIERRA ENERGY INCCOM38500T10144,16913,153,692SH DFND1713,153,69200
GRAND CANYON ED INCCOM38526M10675,5551,892,672SH DFND21,892,67200
GRAND CANYON ED INCCOM38526M10678619,700SH DFND419,70000
GRANITE CONSTR INCCOM38732810788,1061,934,270SH DFND11,737,6700196,600
GRANITE REAL ESTATE INVT TRUNIT 99/99/99993874371149,356311,980SH DFND10311,98000
GREAT PLAINS ENERGY INCCOM3911641007,691253,000SH DFND1253,00000
GREAT PLAINS ENERGY INCCOM391164100132,8484,370,000SH DFND24,370,00000
GREAT PLAINS ENERGY INCCOM3911641001,12336,935SH DFND433,66203,273
GREEN DOT CORPCL A39304D1022,703117,590SH DFND10117,59000
GREEN DOT CORPCL A39304D1028,585373,420SH DFND17373,42000
GRIFFIN INL RLTY INCCOM3982311003,739122,000SH DFND1122,00000
GRIFFON CORPCOM39843310224,5621,456,810SH DFND11,278,9420177,868
GRIFFON CORPCOM3984331021187,000SH DFND47,00000
GROUPE CGI INCCL A SUB VTG39945C1099,256216,690SH DFND10216,69000
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2025313,328SH DFND113,32800
GUARANTY BANCORP DELCOM NEW40075T60734,4282,061,519SH DFND62,061,51900
GUIDEWIRE SOFTWARE INCCOM40171V10050,042810,259SH DFND2810,25900
GUIDEWIRE SOFTWARE INCCOM40171V10069811,300SH DFND411,30000
GULF ISLAND FABRICATION INCCOM4023071021,110160,000SH DFND1160,00000
GULFPORT ENERGY CORPCOM NEW4026353047,268232,500SH DFND2232,50000
GW PHARMACEUTICALS PLCADS36197T10327,487300,170SH DFND2300,17000
HABIT RESTAURANTS INCCOM CL A40449J10322,6221,381,103SH DFND21,381,10300
HABIT RESTAURANTS INCCOM CL A40449J10339123,900SH DFND423,90000
HAEMONETICS CORPCOM40502410028,9901,000,000SH DFND21,000,00000
HALLIBURTON COCOM406216101159,8353,529,303SH DFND23,474,603054,700
HALLIBURTON COCOM4062161013046,705SH DFND46,2050500
HALLIBURTON COCOM4062161013,90086,120SH DFND886,12000
HALLIBURTON COCOM40621610117,169379,080SH DFND9379,08000
HALLIBURTON COCOM40621610154,5491,204,447SH DFND101,204,44700
HALLIBURTON COCOM40621610141,440915,443SH DFND12842,063073,380
HALLIBURTON COCOM40621610132,103708,835SH DFND15248,9820459,853
HALLIBURTON COCOM406216101633,92213,996,945SH DFND1613,532,39560,930403,620
HALLIBURTON COCOM406216101144,0083,179,694SH DFND172,520,7940658,900
HALLIBURTON COCOM4062161011,33229,400SH DFND 29,40000
HALLMARK FINL SVCS INC ECCOM NEW40624Q2031,599138,000SH DFND1138,00000
HALOZYME THERAPEUTICS INCCOM40637H10918,9742,198,629SH DFND22,198,62900
HALOZYME THERAPEUTICS INCCOM40637H10915818,300SH DFND418,30000
HANCOCK HLDG COCOM4101201091,42254,474SH DFND454,47400
HANESBRANDS INCCOM41034510240,8211,624,400SH DFND21,624,40000
HANOVER INS GROUP INCCOM41086710551,373607,102SH DFND1547,902059,200
HANOVER INS GROUP INCCOM4108671051311,545SH DFND41,54500
HARDINGE INCCOM4123243037,923787,600SH DFND1787,60000
HARLEY DAVIDSON INCCOM41282210877917,200SH DFND117,20000
HARLEY DAVIDSON INCCOM41282210841,363913,096SH DFND2913,09600
HARLEY DAVIDSON INCCOM412822108912,000SH DFND42,00000
HARRIS CORP DELCOM41387510553,820645,014SH DFND2645,01400
HARRIS CORP DELCOM4138751052212,648SH DFND42,64800
HARTFORD FINL SVCS GROUP INCCOM4165151041,19426,900SH DFND126,90000
HARTFORD FINL SVCS GROUP INCCOM41651510457,4571,294,670SH DFND21,205,360089,310
HARTFORD FINL SVCS GROUP INCCOM41651510452711,875SH DFND411,87500
HARTFORD FINL SVCS GROUP INCCOM41651510493120,970SH DFND120020,970
HARTFORD FINL SVCS GROUP INCCOM4165151042305,180SH DFND165,18000
HARTFORD FINL SVCS GROUP INCCOM4165151041,62936,700SH DFND1736,70000
HATTERAS FINL CORPCOM41902R10328717,500SH DFND217,50000
HAVERTY FURNITURE INCCOM4195961016,967386,400SH DFND1386,40000
HAWAIIAN TELCOM HOLDCO INCCOM4200311064,768225,000SH DFND1225,00000
HCP INCCOM40414L109177,8135,025,795SH DFND25,025,79500
HCP INCCOM40414L10916,219458,430SH DFND11458,43000
HD SUPPLY HLDGS INCCOM40416M105129,5823,721,494SH DFND23,721,49400
HEALTHCARE SVCS GRP INCCOM42190610810,262248,000SH DFND1248,00000
HEALTHEQUITY INCCOM42226A10726,360867,530SH DFND2867,53000
HEALTHEQUITY INCCOM42226A10751016,800SH DFND416,80000
HEARTWARE INTL INCCOM4223681001,09618,973SH DFND218,97300
HEARTWARE INTL INCNOTE 1.750%12/1422368AC422,61622,730,000PRN DFND222,730,00000
HEAT BIOLOGICS INCCOM42237K1029421,327,000SH DFND21,327,00000
HEIDRICK & STRUGGLES INTL INCOM4228191029,505563,100SH DFND1563,10000
HEIDRICK & STRUGGLES INTL INCOM4228191024,069241,070SH DFND10241,07000
HEIDRICK & STRUGGLES INTL INCOM42281910212,839760,623SH DFND17760,62300
HELIX ENERGY SOLUTIONS GRP ICOM42330P10714,2212,103,650SH DFND11,830,6500273,000
HELMERICH & PAYNE INCCOM42345210110,271153,000SH DFND1153,00000
HELMERICH & PAYNE INCCOM4234521015037,500SH DFND47,50000
HENRY JACK & ASSOC INCCOM4262811011,79820,600SH DFND220,60000
HERON THERAPEUTICS INCCOM427746102139,5137,728,933SH DFND27,728,93300
HERON THERAPEUTICS INCCOM42774610238121,130SH DFND421,13000
HERON THERAPEUTICS INCCOM427746102432,397SH DFND82,39700
HERSHEY COCOM42786610858515SH DFND251500
HERSHEY COCOM4278661083,23428,496SH DFND428,49600
HERSHEY COCOM4278661081481,300SH DFND101,30000
HESS CORPCOM42809H10711,777195,960SH DFND2195,96000
HESS CORPCOM42809H10768911,470SH DFND411,47000
HEWLETT PACKARD ENTERPRISE CCOM42824C1091498,180SH DFND28,18000
HEWLETT PACKARD ENTERPRISE CCOM42824C10955030,077SH DFND430,07700
HEWLETT PACKARD ENTERPRISE CCOM42824C109271,20214,844,180SH DFND614,844,18000
HEWLETT PACKARD ENTERPRISE CCOM42824C109874,780SH DFND84,78000
HEWLETT PACKARD ENTERPRISE CCOM42824C10988448,380SH DFND948,38000
HEWLETT PACKARD ENTERPRISE CCOM42824C10911,949654,026SH DFND10654,02600
HEWLETT PACKARD ENTERPRISE CCOM42824C1098,457464,266SH DFND12374,050090,216
HEWLETT PACKARD ENTERPRISE CCOM42824C10910,527576,200SH DFND15161,3640414,836
HEWLETT PACKARD ENTERPRISE CCOM42824C109274,38415,018,280SH DFND1614,918,2406,87093,170
HEWLETT PACKARD ENTERPRISE CCOM42824C10915,100826,501SH DFND17706,0310120,470
HEWLETT PACKARD ENTERPRISE CCOM42824C10930516,690SH DFND 16,69000
HEXCEL CORP NEWCOM42829110869,1271,660,744SH DFND21,660,74400
HEXCEL CORP NEWCOM428291108531,275SH DFND81,27500
HIBBETT SPORTS INCCOM4285671016,442185,160SH DFND10185,16000
HIBBETT SPORTS INCCOM42856710116,612477,480SH DFND17477,48000
HIGHWOODS PPTYS INCCOM4312841081072,035SH DFND42,03500
HIGHWOODS PPTYS INCCOM43128410820,309384,644SH DFND11384,64400
HILL ROM HLDGS INCCOM43147510267,1691,331,400SH DFND11,175,1000156,300
HILL ROM HLDGS INCCOM43147510215,135300,000SH DFND2300,00000
HILLENBRAND INCCOM43157110898,4873,278,514SH DFND13,183,614094,900
HILLENBRAND INCCOM4315711086,240207,720SH DFND10207,72000
HILLENBRAND INCCOM43157110820,839693,710SH DFND17693,71000
HILTON WORLDWIDE HLDGS INCCOM43300A104803,530SH DFND43,2500280
HILTON WORLDWIDE HLDGS INCCOM43300A1044,597204,020SH DFND11204,02000
HOLLYFRONTIER CORPCOM43610610865427,500SH DFND127,50000
HOLLYFRONTIER CORPCOM4361061086,170259,585SH DFND2259,58500
HOLOGIC INCCOM4364401012,42270,000SH DFND170,00000
HOLOGIC INCCOM43644010151,1191,477,420SH DFND21,477,42000
HOLOGIC INCCOM43644010166619,250SH DFND419,25000
HOME DEPOT INCCOM4370761022,74521,500SH DFND121,50000
HOME DEPOT INCCOM4370761022351,840SH DFND21,84000
HOME DEPOT INCCOM43707610270,469551,875SH DFND4549,52802,347
HOME DEPOT INCCOM437076102865SH OTR40650
HOME DEPOT INCCOM4370761024123,225SH DFND103,22500
HONEYWELL INTL INCCOM438516106600,9565,166,399SH DFND15,166,39900
HONEYWELL INTL INCCOM43851610625,707221,000SH DFND2221,00000
HONEYWELL INTL INCCOM43851610687,102748,817SH DFND4690,195058,622
HONEYWELL INTL INCCOM4385161063493,000SH DFND53,00000
HONEYWELL INTL INCCOM4385161063553,055SH DFND103,05500
HOOKER FURNITURE CORPCOM4390381009,993465,000SH DFND1436,700028,300
HORIZON PHARMA PLCSHSG4617B10525,3401,538,570SH DFND21,438,990099,580
HORNBECK OFFSHORE SVCS INC NCOM4405431061,843221,000SH DFND2221,00000
HOST HOTELS & RESORTS INCCOM44107P1041,18373,000SH DFND173,00000
HOST HOTELS & RESORTS INCCOM44107P104398,31224,572,000SH DFND224,572,00000
HOST HOTELS & RESORTS INCCOM44107P10419,2361,186,665SH DFND111,186,66500
HOULIHAN LOKEY INCCL A44159310020,490915,944SH DFND2915,94400
HOULIHAN LOKEY INCCL A44159310039617,700SH DFND417,70000
HOUSTON WIRE & CABLE COCOM44244K109630120,000SH DFND1120,00000
HOWARD HUGHES CORPCOM44267D1073,65631,980SH DFND1431,98000
HP INCCOM40434L10516613,225SH DFND213,22500
HP INCCOM40434L10539031,080SH DFND431,08000
HP INCCOM40434L105176,85914,092,476SH DFND614,092,47600
HP INCCOM40434L105604,780SH DFND84,78000
HP INCCOM40434L10541733,250SH DFND933,25000
HP INCCOM40434L10573958,870SH DFND1058,87000
HP INCCOM40434L1053,086245,936SH DFND12154,600091,336
HP INCCOM40434L1057,231576,200SH DFND15161,3640414,836
HP INCCOM40434L105200,69215,991,370SH DFND1615,891,3906,81093,170
HP INCCOM40434L1054,150330,680SH DFND17330,68000
HP INCCOM40434L10520916,690SH DFND 16,69000
HSBC HLDGS PLCSPON ADR NEW4042804069300SH DFND430000
HSBC HLDGS PLCSPON ADR NEW40428040619617SH DFND1061700
HSBC HLDGS PLCSPON ADR NEW404280406263SH DFND166300
HSBC HLDGS PLCSPON ADR NEW40428040651,9641,659,674SH DFND17970,4240689,250
HUB GROUP INCCL A44332010689823,400SH DFND223,40000
HUBBELL INCCOM4435106076045,727SH DFND45,72700
HUBSPOT INCCOM44357310028,073646,542SH DFND2646,54200
HUBSPOT INCCOM44357310043910,100SH DFND410,10000
HUDBAY MINERALS INCCOM4436281025,0001,047,100SH DFND21,047,10000
HUDBAY MINERALS INCCOM44362810210,2832,153,530SH DFND102,153,53000
HUDBAY MINERALS INCCOM4436281023,880816,609SH DFND1500816,609
HUDBAY MINERALS INCCOM44362810249,16110,295,080SH DFND169,098,180165,1001,031,800
HUDBAY MINERALS INCCOM44362810266,71613,974,328SH DFND1713,974,32800
HUNT J B TRANS SVCS INCCOM44565810722,622279,520SH DFND2279,52000
HUNTINGTON INGALLS INDS INCCOM44641310671,413425,000SH DFND2425,00000
HUNTINGTON INGALLS INDS INCCOM446413106113,693676,628SH DFND6676,62800
HURCO COMPANIES INCCOM4473241049,212331,000SH DFND1331,00000
HURON CONSULTING GROUP INCCOM44746210233,503554,500SH DFND1494,300060,200
HURON CONSULTING GROUP INCCOM44746210222,147366,547SH DFND2366,54700
HURON CONSULTING GROUP INCCOM4474621023976,567SH DFND46,56700
HYSTER YALE MATLS HANDLING ICL A4491721054,21170,790SH DFND1070,79000
HYSTER YALE MATLS HANDLING ICL A44917210513,407225,370SH DFND17225,37000
IAC INTERACTIVECORPCOM44919P50816,890300,000SH DFND2300,00000
IAC INTERACTIVECORPCOM44919P508681,200SH DFND41,20000
ICICI BK LTDADR45104G104984137,100SH DFND4137,10000
ICICI BK LTDADR45104G1041,822253,700SH DFND1543,1000210,600
ICICI BK LTDADR45104G104202,800SH DFND 2,80000
IDACORP INCCOM451107106124,4861,530,250SH DFND11,361,6390168,611
IDACORP INCCOM45110710632,540400,000SH DFND2400,00000
IDEXX LABS INCCOM45168D10438,199411,363SH DFND2411,36300
IDEXX LABS INCCOM45168D10411120SH DFND412000
IHS INCCL A451734107286,8252,480,925SH DFND22,471,53509,390
IHS INCCL A4517341071491,285SH DFND41,28500
IHS INCCL A45173410791786SH DFND878600
ILLINOIS TOOL WKS INCCOM4523081092,91628,000SH DFND128,00000
ILLINOIS TOOL WKS INCCOM452308109140,0411,344,475SH DFND21,344,47500
ILLINOIS TOOL WKS INCCOM4523081093,54334,017SH DFND433,967050
ILLUMINA INCCOM452327109242,8801,730,240SH DFND21,730,24000
ILLUMINA INCCOM45232710939280SH DFND428000
ILLUMINA INCCOM45232710969495SH DFND849500
ILLUMINA INCNOTE 0.500% 6/1452327AH233,12433,000,000PRN DFND233,000,00000
IMAX CORPCOM45245E10974,8982,540,642SH DFND22,540,64200
IMAX CORPCOM45245E10949116,665SH DFND416,66500
IMMUNE DESIGN CORPCOM45252L1036,628812,226SH DFND2812,22600
IMMUNOGEN INCCOM45253H1012,915946,301SH DFND2946,30100
IMPAX LABORATORIES INCCOM45256B10170,7722,455,329SH DFND22,455,32900
IMPAX LABORATORIES INCCOM45256B10155319,200SH DFND419,20000
IMPAX LABORATORIES INCCOM45256B10127953SH DFND895300
IMPERIAL OIL LTDCOM NEW4530384082096,617SH DFND46,61700
IMPERIAL OIL LTDCOM NEW45303840813,260419,104SH DFND10419,10400
INCYTE CORPCOM45337C102209,6732,621,619SH DFND22,621,61900
INCYTE CORPCOM45337C10246578SH DFND857800
INFOSYS LTDSPONSORED ADR456788108181,030SH DFND21,03000
INFOSYS LTDSPONSORED ADR4567881081,23869,330SH DFND1565,85003,480
INFOSYS LTDSPONSORED ADR4567881082,513140,780SH DFND17140,78000
ING GROEP N VSPONSORED ADR456837103696,660SH DFND46,66000
ING GROEP N VSPONSORED ADR456837103141,374SH DFND101,37400
ING GROEP N VSPONSORED ADR456837103180SH DFND168000
ING GROEP N VSPONSORED ADR45683710310,110978,684SH DFND17978,68400
INGERSOLL-RAND PLCSHSG4779110170,0481,100,000SH DFND21,100,00000
INGERSOLL-RAND PLCSHSG477911013435,390SH DFND45,39000
INGEVITY CORPCOM45688C1073,06490,009SH DFND190,00900
INGEVITY CORPCOM45688C1079,150268,811SH DFND2268,81100
INGEVITY CORPCOM45688C1071634,800SH DFND44,80000
INGREDION INCCOM4571871029067,000SH DFND17,00000
INGREDION INCCOM45718710216125SH DFND212500
INGREDION INCCOM4571871028706,722SH DFND46,72200
INOTEK PHARMACEUTICALS CORPCOM45780V10210,1051,358,200SH DFND21,358,20000
INSPERITY INCCOM45778Q1072232,889SH DFND142,88900
INSTEEL INDUSTRIES INCCOM45774W10810,767376,600SH DFND1348,500028,100
INSULET CORPCOM45784P10113,592449,469SH DFND2449,46900
INTEGRATED DEVICE TECHNOLOGYCOM45811810647,6462,366,897SH DFND22,366,89700
INTEGRATED DEVICE TECHNOLOGYCOM45811810661630,600SH DFND430,60000
INTEGRATED DEVICE TECHNOLOGYNOTE 0.875%11/1458118AB24,5474,700,000PRN DFND24,700,00000
INTEL CORPCOM458140100695,66821,209,404SH DFND221,069,4040140,000
INTEL CORPCOM45814010076,0002,317,063SH DFND42,268,107048,956
INTEL CORPCOM45814010030,982944,571SH DFND10944,57100
INTEL CORPCOM4581401001,07632,815SH DFND1232,81500
INTEL CORPSDCV 12/1458140AD22,5912,000,000PRN DFND22,000,00000
INTEL CORPSDCV 12/1458140AD25240,000PRN DFND440,00000
INTEL CORPSDCV 3.250% 8/0458140AF714,8279,110,000PRN DFND29,110,00000
INTELLIA THERAPEUTICS INCCOM45826J1056,405300,000SH DFND2300,00000
INTERCONTINENTAL EXCHANGE INCOM45866F104153,707600,511SH DFND2600,51100
INTERCONTINENTAL EXCHANGE INCOM45866F10416,18463,230SH DFND463,23000
INTERCONTINENTAL EXCHANGE INCOM45866F1041,6646,500SH DFND96,50000
INTERCONTINENTAL EXCHANGE INCOM45866F10436,653143,200SH DFND1174,200069,000
INTERFACE INCCOM45866530427,8291,824,847SH DFND21,824,84700
INTERFACE INCCOM45866530457137,475SH DFND437,47500
INTERNATIONAL BUSINESS MACHSCOM45920010191,325601,690SH DFND2601,69000
INTERNATIONAL BUSINESS MACHSCOM45920010192,477609,286SH DFND4601,22708,059
INTERNATIONAL BUSINESS MACHSCOM4592001012,97519,601SH DFND1019,60100
INTERNATIONAL FLAVORS&FRAGRACOM45950610126205SH DFND220500
INTERNATIONAL FLAVORS&FRAGRACOM4595061012,16617,178SH DFND415,37301,805
INTERSIL CORPCL A46069S10982,6376,103,192SH DFND26,103,19200
INTERSIL CORPCL A46069S10968550,600SH DFND450,60000
INTL PAPER COCOM46014610336,527861,900SH DFND2861,90000
INTL PAPER COCOM4601461031062,500SH DFND42,50000
INTL PAPER COCOM460146103419,0159,887,169SH DFND69,887,16900
INTRA CELLULAR THERAPIES INCCOM46116X1019,821253,000SH DFND2253,00000
INTREPID POTASH INCCOM46121Y1021,8841,308,000SH DFND11,308,00000
INTUITCOM461202103146,1181,309,180SH DFND21,309,18000
INTUITCOM4612021033,10627,825SH DFND427,82500
INTUITIVE SURGICAL INCCOM NEW46120E602102,684155,250SH DFND2155,25000
INTUITIVE SURGICAL INCCOM NEW46120E6021,2571,900SH DFND41,90000
INVACARE CORPCOM46120310114,7231,213,737SH DFND11,132,237081,500
INVESCO LTDSHSG491BT1082,812110,100SH DFND1110,10000
INVESCO LTDSHSG491BT1081,04941,075SH DFND441,07500
INVESTAR HLDG CORPCOM46134L1053,076200,000SH DFND1200,00000
INVESTMENT TECHNOLOGY GRP NECOM46145F1053,783226,260SH DFND10226,26000
INVESTMENT TECHNOLOGY GRP NECOM46145F10510,146606,830SH DFND17606,83000
IONIS PHARMACEUTICALS INCCOM4622221004180SH DFND218000
IONIS PHARMACEUTICALS INCCOM46222210083235,740SH DFND835,74000
IONIS PHARMACEUTICALS INCCOM4622221002,801120,261SH DFND9120,26100
IONIS PHARMACEUTICALS INCCOM4622221004,981213,890SH DFND10213,89000
IONIS PHARMACEUTICALS INCCOM4622221001,84479,196SH DFND1263,686015,510
IONIS PHARMACEUTICALS INCCOM4622221004,374187,790SH DFND151,6000186,190
IONIS PHARMACEUTICALS INCCOM4622221006,499279,060SH DFND16279,06000
IONIS PHARMACEUTICALS INCCOM4622221003,662157,240SH DFND17124,050033,190
IONIS PHARMACEUTICALS INCCOM46222210025611,010SH DFND 11,01000
IRIDIUM COMMUNICATIONS INCCOM46269C10211,5961,305,883SH DFND11,305,88300
IRIDIUM COMMUNICATIONS INCPERP PFD CNV B46269C4096,55020,000SH DFND120,00000
IRON MTN INC NEWCOM46284V10114360SH DFND236000
IRON MTN INC NEWCOM46284V1012746,890SH DFND4006,890
ISHARESMSCI AUST ETF4642861031,84895,508SH DFND1295,50800
ISHARESMSCI EM ASIA ETF4642864262,36545,275SH DFND1045,27500
ISHARESMSCI JAPN SMCETF46428658243,766729,064SH DFND10729,06400
ISHARESMSCI EURZONE ETF4642866081243,854SH OTR203,8540
ISHARESMSCI EURZONE ETF4642866083049,418SH DFND49,41800
ISHARESMSCI PAC JP ETF46428666526654SH DFND465400
ISHARESMSCI PAC JP ETF4642866653,72695,050SH DFND895,05000
ISHARESMSCI TAIWAN ETF46428673133924,100SH DFND824,10000
ISHARESMSCI SZ CAP ETF4642867492679,000SH DFND49,00000
ISHARESMSCI STH KOR ETF46428677243831SH DFND1083100
ISHARESMSCI STH KOR ETF4642867728150SH DFND1615000
ISHARESMSCI STH KOR ETF46428677226,705512,858SH DFND17512,85800
ISHARESMSCI GERMANY ETF46428680633714,000SH DFND414,00000
ISHARESMSCI JAPAN ETF46428684832528,304SH OTR2028,3040
ISHARESMSCI JAPAN ETF46428684858,0465,047,500SH DFND105,047,50000
ISHARES GOLD TRUSTISHARES46428510517713,900SH DFND413,90000
ISHARES INCCORE MSCI EMKT46434G10392,4942,211,186SH DFND22,211,18600
ISHARES INCCORE MSCI EMKT46434G1031473,526SH OTR203,5260
ISHARES INCCORE MSCI EMKT46434G10338,725925,773SH DFND4895,098030,675
ISHARES INCCORE MSCI EMKT46434G1033,67487,825SH DFND1087,82500
ISHARES SILVER TRUSTISHARES46428Q10921412,000SH DFND40012,000
ISHARES TRSELECT DIVID ETF4642871683,82744,878SH DFND444,87800
ISHARES TRTIPS BD ETF464287176154,9871,328,420SH DFND21,328,42000
ISHARES TRTIPS BD ETF4642871762271,943SH OTR201,9430
ISHARES TRTIPS BD ETF4642871769,95285,297SH DFND484,9100387
ISHARES TRTIPS BD ETF464287176203,9981,748,507SH DFND101,748,50700
ISHARES TRCORE S&P500 ETF4642872003371,600SH DFND21,60000
ISHARES TRCORE S&P500 ETF4642872008013,803SH OTR203,8030
ISHARES TRCORE S&P500 ETF46428720025,092119,089SH DFND4115,71803,371
ISHARES TRCORE S&P500 ETF464287200156,929744,800SH DFND6744,80000
ISHARES TRCORE US AGGBD ET4642872268,83778,500SH DFND278,50000
ISHARES TRCORE US AGGBD ET4642872265745,095SH OTR205,0950
ISHARES TRCORE US AGGBD ET4642872261,75215,560SH DFND415,0200540
ISHARES TRCORE US AGGBD ET4642872264083,625SH DFND103,62500
ISHARES TRMSCI EMG MKT ETF46428723427,136789,768SH DFND4751,698038,070
ISHARES TRIBOXX INV CP ETF4642872427,64662,300SH DFND262,30000
ISHARES TRIBOXX INV CP ETF46428724211,64294,862SH DFND491,86203,000
ISHARES TRS&P 500 GRWT ETF4642873091,0158,707SH DFND48,70700
ISHARES TRS&P 500 VAL ETF464287408176,2431,897,127SH DFND21,897,12700
ISHARES TRS&P 500 VAL ETF4642874081872,009SH DFND42,00900
ISHARES TR20 YR TR BD ETF46428743281583SH DFND458300
ISHARES TR20 YR TR BD ETF4642874323,53525,450SH DFND1025,45000
ISHARES TR7-10 Y TR BD ETF4642874406846,054SH OTR206,0540
ISHARES TR7-10 Y TR BD ETF464287440649SH DFND44900
ISHARES TR7-10 Y TR BD ETF46428744094830SH DFND1483000
ISHARES TR1-3 YR TR BD ETF4642874571,10412,941SH DFND412,94100
ISHARES TR1-3 YR TR BD ETF46428745768796SH DFND1479600
ISHARES TRMSCI EAFE ETF46428746582,4251,476,879SH DFND41,434,952041,927
ISHARES TRMSCI EAFE ETF4642874653,62865,000SH DFND1765,00000
ISHARES TRRUS MDCP VAL ETF4642874737100SH DFND110000
ISHARES TRRUS MDCP VAL ETF46428747388611,931SH DFND411,93100
ISHARES TRRUS MD CP GR ETF4642874816226,650SH DFND46,65000
ISHARES TRRUS MID-CAP ETF4642874992,53215,057SH DFND415,05700
ISHARES TRCORE S&P MCP ETF4642875074,46329,876SH DFND429,0190857
ISHARES TRRUS 1000 VAL ETF4642875986896,675SH DFND46,67500
ISHARES TRRUS 1000 VAL ETF46428759897,044939,803SH DFND10939,80300
ISHARES TRRUS 1000 GRW ETF4642876142,00519,974SH DFND419,97400
ISHARES TRRUS 2000 VAL ETF4642876302,62726,996SH DFND426,1960800
ISHARES TRRUS 2000 VAL ETF46428763020201SH DFND1020100
ISHARES TRRUS 2000 GRW ETF4642876484733,445SH DFND43,2300215
ISHARES TRRUSSELL 2000 ETF46428765555,404481,902SH DFND4457,223024,679
ISHARES TRRUSSELL 2000 ETF46428765536310SH DFND1431000
ISHARES TRRUSSELL 2000 ETF46428765518,292159,100SH DFND17159,10000
ISHARES TRRUSSELL 3000 ETF4642876898907,174SH DFND455006,624
ISHARES TRCORE S&P SCP ETF4642878042,38620,530SH DFND419,9700560
ISHARES TRSP SMCP600VL ETF4642878792,42420,745SH DFND420,74500
ISHARES TRSP SMCP600GR ETF4642878875,95346,359SH DFND446,35900
ISHARES TRMSCI ACWI ETF4642882574908,707SH DFND168,70700
ISHARES TRMSCI ACWI ETF46428825740708SH DFND1770800
ISHARES TREAFE SML CP ETF4642882735,887121,995SH DFND4104,400017,595
ISHARES TREAFE SML CP ETF4642882733,54273,400SH DFND1073,40000
ISHARES TREAFE SML CP ETF46428827326,733553,942SH DFND17553,94200
ISHARES TRGLB INFRASTR ETF46428837210,861268,363SH DFND2268,36300
ISHARES TRIBOXX HI YD ETF46428851331,962377,400SH DFND2377,40000
ISHARES TRIBOXX HI YD ETF4642885138,05395,086SH DFND494,9510135
ISHARES TRIBOXX HI YD ETF464288513174,9682,065,981SH DFND102,065,98100
ISHARES TRMRG RL ES CP ETF46428853927827,100SH DFND227,10000
ISHARES TRMBS ETF4642885886515,919SH DFND45,91900
ISHARES TRINTERM CR BD ETF464288638135,1921,214,665SH DFND41,182,016032,649
ISHARES TRINTERM CR BD ETF4642886388687,797SH DFND 7,79700
ISHARES TR1-3 YR CR BD ETF46428864615,109142,418SH DFND4138,18804,230
ISHARES TR3-7 YR TR BD ETF4642886612,12316,667SH DFND416,2090458
ISHARES TRU.S. PFD STK ETF4642886876,295157,800SH DFND2157,80000
ISHARES TRU.S. PFD STK ETF4642886879,709243,385SH DFND4237,20806,177
ISHARES TRU.S. PHARMA ETF4642888361,1387,815SH DFND127,81500
ISHARES TRCMBS ETF46429B3662,41045,300SH DFND445,30000
ISHARES TRMSCI INDIA ETF46429B5983,019108,145SH DFND2108,14500
ISHARES TRMSCI INDIA ETF46429B59811,070396,500SH DFND8396,50000
ISHARES TRMSCI INDIA ETF46429B59890932,550SH DFND1032,55000
ISHARES TRCORE MSCI EAFE46432F8427,233139,400SH DFND4129,80509,595
ISHARES TRMSCI UTD KNGDM46434V5487,485486,975SH DFND10486,97500
ISHARES TRCUR HD EURZN ETF46434V63916,416682,029SH DFND4588,942093,087
ISHARES TRHDG MSCI EAFE46434V8033,197133,300SH DFND400133,300
ISHARES TRHDG MSCI JAPAN46434V88628,4721,218,296SH DFND41,174,374043,922
ISHARES TRHDG MSCI JAPAN46434V886136SH OTR40360
ITAU UNIBANCO HLDG SASPON ADR REP PFD4655621067,010742,547SH DFND10742,54700
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210671,1477,536,724SH DFND127,536,72400
ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106154,99016,419,612SH DFND1516,083,0920336,520
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210626427,933SH DFND 0027,933
ITC HLDGS CORPCOM46568510514,046300,000SH DFND2300,00000
ITC HLDGS CORPCOM465685105962,050SH DFND42,05000
IVY HIGH INC OPPORTUNITIES FCOM46589310556641,373SH DFND441,37300
IXIACOM45071R10923,0932,351,583SH DFND22,351,58300
IXIACOM45071R10936437,074SH DFND437,07400
JACOBS ENGR GROUP INC DELCOM4698141075,482110,049SH DFND4109,4240625
JAKKS PAC INCCOM47012E1064,592580,580SH DFND10580,58000
JAKKS PAC INCCOM47012E10615,3801,944,430SH DFND171,944,43000
JANUS CAP GROUP INCCOM47102X1056,568471,830SH DFND10471,83000
JANUS CAP GROUP INCCOM47102X10519,3151,387,560SH DFND171,387,56000
JAZZ INVESTMENTS I LTDNOTE 1.875% 8/1472145AB737,64735,000,000PRN DFND235,000,00000
JAZZ PHARMACEUTICALS PLCSHS USDG5087110536,943261,431SH DFND2261,43100
JAZZ PHARMACEUTICALS PLCSHS USDG508711054663,300SH DFND43,30000
JD COM INCSPON ADR CL A47215P1061,46869,170SH DFND1069,17000
JD COM INCSPON ADR CL A47215P10622,4931,059,492SH DFND151,059,49200
JDS UNIPHASE CORPDBCV 0.625% 8/146612JAF839,07739,900,000PRN DFND239,900,00000
JETBLUE AIRWAYS CORPCOM4771431012,833171,100SH DFND1171,10000
JETBLUE AIRWAYS CORPCOM47714310130918,637SH DFND418,63700
JOHN BEAN TECHNOLOGIES CORPCOM4778391041,10218,000SH DFND118,00000
JOHNSON & JOHNSONCOM478160104554,9314,574,864SH DFND14,574,86400
JOHNSON & JOHNSONCOM478160104202,6021,670,255SH DFND21,670,25500
JOHNSON & JOHNSONCOM478160104161,0931,328,056SH DFND41,305,745022,311
JOHNSON & JOHNSONCOM47816010432,889271,136SH DFND10271,13600
JOHNSON CTLS INCCOM478366107516,95111,679,872SH DFND111,679,87200
JOHNSON CTLS INCCOM47836610770,8161,600,000SH DFND21,600,00000
JOHNSON CTLS INCCOM4783661073,64882,427SH DFND461,802020,625
JONES LANG LASALLE INCCOM48020Q1073613,700SH DFND23,70000
JONES LANG LASALLE INCCOM48020Q10710105SH DFND410500
JPMORGAN CHASE & COCOM46625H10014,876239,400SH DFND1239,40000
JPMORGAN CHASE & COCOM46625H100988,42115,906,363SH DFND215,801,2030105,160
JPMORGAN CHASE & COCOM46625H10087,0901,401,514SH DFND41,338,816062,698
JPMORGAN CHASE & COCOM46625H1008130SH OTR401300
JPMORGAN CHASE & COCOM46625H1004978,000SH DFND58,00000
JPMORGAN CHASE & COCOM46625H100781,32812,573,683SH DFND612,573,68300
JPMORGAN CHASE & COCOM46625H1004,22868,043SH DFND868,04300
JPMORGAN CHASE & COCOM46625H10020,198325,034SH DFND9325,03400
JPMORGAN CHASE & COCOM46625H10080,2251,291,035SH DFND101,291,03500
JPMORGAN CHASE & COCOM46625H10050,193807,974SH DFND12728,946079,028
JPMORGAN CHASE & COCOM46625H10019,456313,100SH DFND152,9200310,180
JPMORGAN CHASE & COCOM46625H100518,5328,344,570SH DFND168,295,4803,22045,870
JPMORGAN CHASE & COCOM46625H10088,6751,427,025SH DFND171,196,7750230,250
JPMORGAN CHASE & COCOM46625H1001,49023,970SH DFND 23,97000
KANSAS CITY SOUTHERNCOM NEW48517030240,541450,000SH DFND2450,00000
KANSAS CITY SOUTHERNCOM NEW4851703021,15112,780SH DFND412,1300650
KARYOPHARM THERAPEUTICS INCCOM48576U10621,8303,253,423SH DFND23,253,42300
KARYOPHARM THERAPEUTICS INCCOM48576U10616624,700SH DFND424,70000
KB FINANCIAL GROUP INCSPONSORED ADR48241A1055168SH DFND216800
KB FINANCIAL GROUP INCSPONSORED ADR48241A1051,17341,230SH DFND941,23000
KB FINANCIAL GROUP INCSPONSORED ADR48241A1051,80563,411SH DFND1063,41100
KB FINANCIAL GROUP INCSPONSORED ADR48241A105110,9883,899,773SH DFND163,899,77300
KB FINANCIAL GROUP INCSPONSORED ADR48241A105170,2505,982,088SH DFND174,550,88201,431,206
KB HOMECOM48666K10928,9161,901,094SH DFND21,901,09400
KB HOMECOM48666K10953535,200SH DFND435,20000
KCAP FINL INCCOM48668E1012,999764,988SH DFND1764,98800
KELLOGG COCOM4878361082,33128,552SH DFND428,55200
KELLY SVCS INCCL A4881522089,510501,300SH DFND1501,30000
KENNAMETAL INCCOM48917010016,280736,325SH DFND2736,32500
KENNAMETAL INCCOM48917010029413,300SH DFND413,30000
KENNEDY-WILSON HLDGS INCCOM4893981071,51780,000SH DFND1080,00000
KENNEDY-WILSON HLDGS INCCOM4893981077,673404,700SH DFND11404,70000
KEY TECHNOLOGY INCCOM49314310154459,044SH DFND159,04400
KEY TRONICS CORPCOM4931441093,238430,000SH DFND1430,00000
KEYCORP NEWCOM4932671083,504317,100SH DFND1317,10000
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,13939,150SH DFND139,15000
KEYSIGHT TECHNOLOGIES INCCOM49338L10318,909650,000SH DFND2650,00000
KEYSIGHT TECHNOLOGIES INCCOM49338L103541,866SH DFND41,86600
KEYW HLDG CORPCOM49372310038,5173,874,936SH DFND23,874,93600
KEYW HLDG CORPCOM49372310072973,344SH DFND473,34400
KEYW HLDG CORPNOTE 2.500% 7/1493723AA818,56320,000,000PRN DFND220,000,00000
KILROY RLTY CORPCOM49427F1081,19318,000SH DFND118,00000
KILROY RLTY CORPCOM49427F10827400SH DFND240000
KILROY RLTY CORPCOM49427F10818,175274,175SH DFND11274,17500
KIMBALL ELECTRONICS INCCOM49428J1091,254100,725SH DFND1100,72500
KIMBERLY CLARK CORPCOM49436810327,093197,070SH DFND2197,07000
KIMBERLY CLARK CORPCOM4943681036,34446,143SH DFND444,23601,907
KIMBERLY CLARK CORPCOM4943681031,0457,600SH DFND127,60000
KIMCO RLTY CORPCOM49446R10922700SH DFND270000
KIMCO RLTY CORPCOM49446R10928,010892,611SH DFND11892,61100
KINDER MORGAN INC DELCOM49456B10175,3014,022,500SH DFND24,022,50000
KINDER MORGAN INC DELCOM49456B10118810,057SH DFND44,84505,212
KINDER MORGAN INC DELCOM49456B101513,21927,415,536SH DFND627,415,53600
KINDER MORGAN INC DELCOM49456B10125,5831,366,624SH DFND101,366,62400
KINDER MORGAN INC DELCOM49456B10185345,590SH DFND1145,59000
KINROSS GOLD CORPCOM NO PAR4969024042,640538,050SH DFND2538,05000
KITE PHARMA INCCOM49803L10920,442408,844SH DFND2408,84400
KKR & CO L P DELCOM UNITS48248M1022,416195,800SH DFND1195,80000
KKR & CO L P DELCOM UNITS48248M102373,000SH DFND43,00000
KLA-TENCOR CORPCOM48248010033455SH DFND245500
KLA-TENCOR CORPCOM4824801004666,362SH DFND126,36200
KLX INCCOM482539103481,550SH DFND41,55000
KLX INCCOM482539103156,4715,047,436SH DFND65,047,43600
KNOWLES CORPCOM49926D10924618,000SH DFND218,00000
KNOWLES CORPCOM49926D10912,448909,960SH DFND4893,570016,390
KNOWLES CORPCOM49926D1091,746127,630SH DFND8127,63000
KNOWLES CORPCOM49926D1097,516549,401SH DFND9549,40100
KNOWLES CORPCOM49926D10922,7081,659,916SH DFND101,659,91600
KNOWLES CORPCOM49926D10912,638923,824SH DFND12799,7140124,110
KNOWLES CORPCOM49926D1099,190671,800SH DFND1550,2300621,570
KNOWLES CORPCOM49926D10974,1445,419,890SH DFND165,419,89000
KNOWLES CORPCOM49926D10955,9514,089,993SH DFND173,604,6530485,340
KNOWLES CORPCOM49926D10955340,400SH DFND 40,40000
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230332312,969SH DFND412,96900
KRAFT HEINZ COCOM50075410649,469559,100SH DFND2559,10000
KRAFT HEINZ COCOM50075410619,772223,466SH DFND4201,637021,829
KRAFT HEINZ COCOM50075410627,758313,716SH DFND10313,71600
KROGER COCOM501044101922,510SH DFND22,51000
KROGER COCOM501044101254,3826,914,420SH DFND66,914,42000
KROGER COCOM5010441013,686100,200SH DFND10100,20000
L BRANDS INCCOM50179710448,402721,020SH DFND2721,02000
L BRANDS INCCOM501797104115SH DFND41500
L-3 COMMUNICATIONS HLDGS INCCOM5024241041,3649,300SH DFND19,30000
L-3 COMMUNICATIONS HLDGS INCCOM50242410473500SH DFND450000
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 250345960415,450965,600SH DFND2965,60000
LA Z BOY INCCOM50533610727,216978,300SH DFND1878,0000100,300
LABORATORY CORP AMER HLDGSCOM NEW50540R4098736,698SH DFND16,69800
LABORATORY CORP AMER HLDGSCOM NEW50540R40965,135500,000SH DFND2500,00000
LABORATORY CORP AMER HLDGSCOM NEW50540R4092,62720,165SH DFND420,16500
LAKELAND FINL CORPCOM51165610051,9231,104,500SH DFND1995,4000109,100
LAM RESEARCH CORPCOM5128071081,69820,200SH DFND120,20000
LAM RESEARCH CORPCOM51280710870,055833,390SH DFND2833,39000
LAM RESEARCH CORPCOM51280710847,113560,471SH DFND4529,043031,428
LAM RESEARCH CORPCOM5128071082943,500SH DFND53,50000
LANDEC CORPCOM51476610430,6362,847,200SH DFND12,541,2000306,000
LATTICE SEMICONDUCTOR CORPCOM51841510443,5488,139,765SH DFND28,139,76500
LATTICE SEMICONDUCTOR CORPCOM518415104668124,900SH DFND4124,90000
LAUDER ESTEE COS INCCL A518439104951,045SH DFND21,04500
LAUDER ESTEE COS INCCL A51843910419,015208,910SH DFND4196,188012,722
LAUDER ESTEE COS INCCL A5184391043193,500SH DFND53,50000
LAZARD LTDSHS AG5405010232,2181,081,883SH DFND21,081,88300
LAZARD LTDSHS AG5405010214,848498,590SH DFND4498,0900500
LAZARD LTDSHS AG540501021,48950,000SH DFND950,00000
LAZARD LTDSHS AG5405010231,1201,045,000SH DFND11577,0000468,000
LEE ENTERPRISES INCCOM5237681099,2144,824,268SH DFND64,824,26800
LEGGETT & PLATT INCCOM52466010779,0641,546,934SH DFND11,546,93400
LEGGETT & PLATT INCCOM5246601071182,315SH DFND22,31500
LEGGETT & PLATT INCCOM5246601072364,619SH DFND124,61900
LEIDOS HLDGS INCCOM52532710262813,125SH DFND113,12500
LEJU HLDGS LTDSPONSORED ADS50187J10825955,598SH DFND1055,59800
LEJU HLDGS LTDSPONSORED ADS50187J1083,559765,311SH DFND15765,31100
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30885016,500SH DFND116,50000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30815,234295,869SH DFND4295,86900
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3081,64832,000SH DFND932,00000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30837,861735,314SH DFND11420,3140315,000
LIBERTY BROADBAND CORPCOM SER A53030710718,314308,312SH DFND2308,31200
LIBERTY BROADBAND CORPCOM SER A5303071078132SH DFND413200
LIBERTY BROADBAND CORPCOM SER C5303073058,058134,307SH DFND2134,30700
LIBERTY BROADBAND CORPCOM SER C53030730530492SH DFND449200
LIBERTY GLOBAL PLCSHS CL AG5480U1042838,562SH DFND41,40007,162
LIBERTY GLOBAL PLCSHS CL BG5480U1122678,000SH DFND48,00000
LIBERTY GLOBAL PLCSHS CL CG5480U12074822,886SH DFND410,400012,486
LIBERTY GLOBAL PLCSHS CL CG5480U120208,5547,279,375SH DFND67,279,37500
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U153270SH DFND47000
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U15329,509908,238SH DFND6908,23800
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M10449019,300SH DFND45,500013,800
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M88020,953565,217SH DFND2565,21700
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8801674,501SH DFND455403,947
LIBERTY INTERACTIVE LLCDEB 0.750% 3/3530610AC820,38818,200,000PRN DFND218,200,00000
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296072678,640SH DFND48,64000
LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB822,90722,950,000PRN DFND222,950,00000
LIBERTY PPTY TRSH BEN INT53117210494923,900SH DFND123,90000
LIBERTY PPTY TRSH BEN INT5311721042,07952,350SH DFND452,35000
LILLY ELI & COCOM532457108757,0539,613,370SH DFND29,558,370055,000
LILLY ELI & COCOM5324571089,358118,827SH DFND4115,82703,000
LILLY ELI & COCOM532457108953,01912,101,811SH DFND612,101,81100
LILLY ELI & COCOM5324571086,13977,960SH DFND977,96000
LILLY ELI & COCOM53245710823,572299,323SH DFND10299,32300
LILLY ELI & COCOM53245710816,042203,625SH DFND12153,845049,780
LILLY ELI & COCOM53245710812,285156,000SH DFND15156,00000
LILLY ELI & COCOM532457108419,4345,326,148SH DFND165,226,27810,78089,090
LILLY ELI & COCOM53245710841,464526,532SH DFND17472,672053,860
LILLY ELI & COCOM5324571085737,280SH DFND 7,28000
LINCOLN NATL CORP INDCOM5341871092,16855,923SH DFND454,49301,430
LINDSAY CORPCOM53555510630,931455,800SH DFND1409,100046,700
LINEAR TECHNOLOGY CORPCOM535678106155,3353,338,392SH DFND13,338,39200
LINEAR TECHNOLOGY CORPCOM53567810641880SH DFND288000
LINKEDIN CORPCOM CL A53578A108134710SH DFND4643067
LINKEDIN CORPCOM CL A53578A108181,807960,667SH DFND6960,66700
LION BIOTECHNOLOGIES INCCOM53619R1028,8251,210,500SH DFND21,210,50000
LION BIOTECHNOLOGIES INCCOM53619R10217,6422,178,000SH DFND22,178,00000
LITHIA MTRS INCCL A53679710328,777404,907SH DFND2404,90700
LITHIA MTRS INCCL A5367971035197,300SH DFND47,30000
LIVANOVA PLCSHSG5509L1012555,067SH DFND85,06700
LIVANOVA PLCSHSG5509L10112,535249,547SH DFND10249,54700
LIVANOVA PLCSHSG5509L1018,350166,240SH DFND12166,24000
LIVANOVA PLCSHSG5509L10150,097997,358SH DFND17890,3590106,999
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391096421,559SH DFND421,55900
LLOYDS BANKING GROUP PLCSPONSORED ADR539439109113,541SH DFND103,54100
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391091221SH DFND1622100
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391097,1332,401,567SH DFND172,401,56700
LOCKHEED MARTIN CORPCOM539830109171,765692,125SH DFND2692,12500
LOCKHEED MARTIN CORPCOM53983010910,31041,546SH DFND441,2990247
LOCKHEED MARTIN CORPCOM539830109216870SH DFND1087000
LOCKHEED MARTIN CORPCOM5398301091,1354,572SH DFND124,57200
LOEWS CORPCOM5404241083538,591SH DFND48,59100
LOGITECH INTL S ASHSH50430232171,056SH DFND41,05600
LOGITECH INTL S ASHSH504302328,614529,110SH DFND10529,11000
LOGITECH INTL S ASHSH5043023234,6922,130,932SH DFND172,130,93200
LOWES COS INCCOM548661107105,0831,327,456SH DFND21,327,45600
LOWES COS INCCOM54866110765,163823,082SH DFND4780,397042,685
LOWES COS INCCOM5486611073965,000SH DFND55,00000
LOWES COS INCCOM548661107921,163SH DFND81,16300
LOXO ONCOLOGY INCCOM5488621016,375275,000SH DFND2275,00000
LPL FINL HLDGS INCCOM50212V1002,524112,050SH DFND2106,35005,700
LTC PPTYS INCCOM502175102122,2242,362,731SH DFND12,096,2310266,500
LULULEMON ATHLETICA INCCOM55002110912165SH DFND216500
LULULEMON ATHLETICA INCCOM5500211096058,193SH DFND48,19300
LUXOFT HLDG INCORD SHS CL AG5727910411,585222,711SH DFND15222,71100
LUXOFT HLDG INCORD SHS CL AG5727910445870SH DFND 87000
LUXOTTICA GROUP S P ASPONSORED ADR55068R2021,13923,311SH DFND419,41103,900
LUXOTTICA GROUP S P ASPONSORED ADR55068R20278216,000SH DFND1716,00000
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510022,014295,804SH DFND2295,80400
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510077410,400SH DFND410,40000
LYONDELLBASELL INDUSTRIES NSHS - A -N53745100801,070SH DFND91,07000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,04013,970SH DFND1013,97000
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510012,665170,068SH DFND12154,630015,438
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,72223,136SH DFND1523,13600
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,74223,410SH DFND1623,41000
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510011,866159,440SH DFND17131,880027,560
M & T BK CORPCOM55261F1041,62613,752SH DFND413,5520200
M & T BK CORPCOM55261F1042,57721,800SH DFND1021,80000
M D C HLDGS INCCOM5526761086,146252,500SH DFND1252,50000
M/I HOMES INCCOM55305B10126,7811,422,250SH DFND11,250,5500171,700
M/I HOMES INCCOM55305B10128,8071,529,837SH DFND21,529,83700
M/I HOMES INCCOM55305B10154428,900SH DFND428,90000
MACERICH COCOM5543821017,84291,838SH DFND1191,83800
MACK CALI RLTY CORPCOM55448910415,169561,800SH DFND11561,80000
MACOM TECH SOLUTIONS HLDGS ICOM55405Y10060,9911,849,321SH DFND21,849,32100
MACOM TECH SOLUTIONS HLDGS ICOM55405Y10063719,300SH DFND419,30000
MACQUARIE INFRASTRUCTURE CORCOM55608B10531425SH DFND442500
MACQUARIE INFRASTRUCTURE CORCOM55608B1051,72323,270SH DFND1123,27000
MACROGENICS INCCOM55609910916,162598,800SH DFND2598,80000
MACYS INCCOM55616P1041053,120SH DFND23,12000
MACYS INCCOM55616P104722,150SH DFND42,15000
MACYS INCCOM55616P104293,7758,740,682SH DFND68,740,68200
MACYS INCCOM55616P1041,50344,720SH DFND844,72000
MACYS INCCOM55616P1046,811202,656SH DFND9202,65600
MACYS INCCOM55616P10413,601404,674SH DFND10404,67400
MACYS INCCOM55616P10418,104538,455SH DFND12498,445040,010
MACYS INCCOM55616P10414,846441,721SH DFND15188,0320253,689
MACYS INCCOM55616P1049,107270,970SH DFND16270,97000
MACYS INCCOM55616P10412,505372,071SH DFND17322,391049,680
MACYS INCCOM55616P10450014,880SH DFND 14,88000
MADISON SQUARE GARDEN CO NEWCL A55825T1032441,414SH DFND41,41400
MAG SILVER CORPCOM55903Q10413,5531,075,000SH DFND21,075,00000
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010697512,833SH DFND411,18001,653
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801061041,364SH DFND111,36400
MAGNA INTL INCCOM559222401451,270SH DFND21,27000
MAGNA INTL INCCOM5592224018,776250,033SH DFND10250,03300
MAIDEN HOLDINGS LTDSHSG5753U112614,955SH DFND44,95500
MAIDEN HOLDINGS LTDSHSG5753U1125,056413,070SH DFND6413,07000
MAKEMYTRIP LIMITED MAURITIUSSHSV5633W1094,957333,600SH DFND2317,760015,840
MAKEMYTRIP LIMITED MAURITIUSSHSV5633W10966845,000SH DFND745,00000
MALLINCKRODT PUB LTD COSHSG5785G10775412,400SH DFND112,40000
MALLINCKRODT PUB LTD COSHSG5785G10745,274744,890SH DFND2744,89000
MALLINCKRODT PUB LTD COSHSG5785G107462SH DFND46200
MANPOWERGROUP INCCOM56418H1005158,000SH DFND48,00000
MANULIFE FINL CORPCOM56501R106231,700SH DFND41,70000
MANULIFE FINL CORPCOM56501R1065,008366,182SH DFND10366,18200
MARATHON OIL CORPCOM5658491065,674378,000SH DFND1378,00000
MARATHON OIL CORPCOM56584910617,4071,159,670SH DFND21,159,67000
MARATHON OIL CORPCOM56584910632721,810SH DFND420,60801,202
MARATHON OIL CORPCOM565849106564,36637,599,083SH DFND637,599,08300
MARATHON PETE CORPCOM56585A1027,440195,985SH DFND2195,98500
MARATHON PETE CORPCOM56585A1021744,586SH DFND44,58600
MARINUS PHARMACEUTICALS INCCOM56854Q1012,7712,182,185SH DFND22,182,18500
MARKEL CORPCOM5705351047,6708,050SH DFND47,6700380
MARKEL CORPCOM5705351041,7981,887SH DFND101,88700
MARKEL CORPCOM5705351049,0519,500SH DFND119,50000
MARKETAXESS HLDGS INCCOM57060D1087,50351,600SH DFND251,60000
MARKETAXESS HLDGS INCCOM57060D1081390SH DFND49000
MARRIOTT INTL INC NEWCL A57190320231,662476,400SH DFND2476,40000
MARRIOTT INTL INC NEWCL A5719032024566,859SH DFND46,85900
MARSH & MCLENNAN COS INCCOM571748102921,345SH DFND21,34500
MARSH & MCLENNAN COS INCCOM5717481022,08530,452SH DFND430,45200
MARSH & MCLENNAN COS INCCOM571748102741,075SH DFND101,07500
MARTIN MARIETTA MATLS INCCOM5732841061,6138,400SH DFND18,40000
MARTIN MARIETTA MATLS INCCOM573284106216,6091,128,445SH DFND21,128,44500
MARTIN MARIETTA MATLS INCCOM5732841062891,506SH DFND41,50600
MARTIN MARIETTA MATLS INCCOM573284106135704SH DFND870400
MARVELL TECHNOLOGY GROUP LTDORDG5876H10511712,235SH DFND1412,23500
MAST THERAPEUTICS INCCOM5763141086351,350,600SH DFND21,350,60000
MASTERCARD INCCL A57636Q104538,3166,109,563SH DFND26,081,203028,360
MASTERCARD INCCL A57636Q10486,615983,593SH DFND4943,811039,782
MASTERCARD INCCL A57636Q1044405,000SH DFND55,00000
MASTERCARD INCCL A57636Q1042823,203SH DFND83,20300
MASTERCARD INCCL A57636Q10438435SH DFND1043500
MATADOR RES COCOM57648520539,7472,007,428SH DFND22,007,42800
MATADOR RES COCOM57648520551526,000SH DFND426,00000
MATERION CORPCOM5766901013,689149,000SH DFND1149,00000
MATTEL INCCOM5770811021865,940SH DFND25,94000
MATTEL INCCOM577081102421,330SH DFND41,33000
MATTEL INCCOM577081102381,225SH DFND101,22500
MATTEL INCCOM57708110239312,559SH DFND1212,55900
MATTHEWS INTL CORPCL A577128101171,1603,076,200SH DFND13,076,20000
MATTRESS FIRM HLDG CORPCOM57722W10622,878681,895SH DFND2681,89500
MATTRESS FIRM HLDG CORPCOM57722W10639311,700SH DFND411,70000
MAXIM INTEGRATED PRODS INCCOM57772K10165018,200SH DFND118,20000
MAXIM INTEGRATED PRODS INCCOM57772K10125,164705,085SH DFND2705,08500
MAXIM INTEGRATED PRODS INCCOM57772K10166918,753SH DFND418,75300
MCCORMICK & CO INCCOM NON VTG579780206279,7222,622,311SH DFND12,622,31100
MCCORMICK & CO INCCOM NON VTG57978020621200SH DFND220000
MCCORMICK & CO INCCOM NON VTG5797802066616,200SH DFND46,20000
MCDERMOTT INTL INCCOM58003710910,0442,033,100SH DFND12,033,10000
MCDERMOTT INTL INCCOM5800371095611,370SH DFND411,37000
MCDONALDS CORPCOM580135101301,3632,504,263SH DFND12,504,26300
MCDONALDS CORPCOM5801351017145,935SH DFND25,93500
MCDONALDS CORPCOM58013510133,817281,010SH DFND4272,99308,017
MCDONALDS CORPCOM58013510125,036208,046SH DFND10208,04600
MCGRATH RENTCORPCOM58058910948,1221,573,128SH DFND11,439,8180133,310
MCKESSON CORPCOM58155Q103110,072589,726SH DFND2589,72600
MCKESSON CORPCOM58155Q10379,117423,880SH DFND4409,167014,713
MCKESSON CORPCOM58155Q1034482,400SH DFND52,40000
MCKESSON CORPCOM58155Q103107575SH DFND1057500
MDU RES GROUP INCCOM55269010986,4003,600,000SH DFND23,600,00000
MDU RES GROUP INCCOM5526901091024,240SH DFND44,24000
MEAD JOHNSON NUTRITION COCOM582839106111,1691,225,000SH DFND21,225,00000
MEAD JOHNSON NUTRITION COCOM58283910616,261179,190SH DFND4173,65405,536
MEDICINES COCOM58468810536,1541,075,054SH DFND21,075,05400
MEDICINES COCOM5846881051,89656,385SH DFND456,38500
MEDICINES COCOM58468810510,795321,000SH DFND11299,000022,000
MEDIVATION INCCOM58501N10199516,500SH DFND116,50000
MEDIVATION INCCOM58501N101160,2522,657,586SH DFND22,657,58600
MEDIVATION INCCOM58501N101721,200SH DFND41,20000
MEDTRONIC PLCSHSG5960L103618,7857,131,328SH DFND17,131,32800
MEDTRONIC PLCSHSG5960L103206,7932,383,298SH DFND22,352,638030,660
MEDTRONIC PLCSHSG5960L10310,631122,524SH DFND4121,35201,172
MEDTRONIC PLCSHSG5960L1031,445,16616,655,155SH DFND616,655,15500
MEDTRONIC PLCSHSG5960L1032,60630,036SH DFND830,03600
MEDTRONIC PLCSHSG5960L10311,143128,416SH DFND9128,41600
MEDTRONIC PLCSHSG5960L10334,161393,696SH DFND10393,69600
MEDTRONIC PLCSHSG5960L10335,044404,001SH DFND12363,484040,517
MEDTRONIC PLCSHSG5960L10322,648261,010SH DFND1576,5000184,510
MEDTRONIC PLCSHSG5960L103332,5083,832,060SH DFND163,817,2701,55013,240
MEDTRONIC PLCSHSG5960L10341,699480,568SH DFND17338,9480141,620
MEDTRONIC PLCSHSG5960L1038239,480SH DFND 9,48000
MENTOR GRAPHICS CORPCOM58720010631,1251,464,000SH DFND11,261,9000202,100
MERCADOLIBRE INCCOM58733R10214,461102,804SH DFND2102,80400
MERCADOLIBRE INCCOM58733R10221,018149,416SH DFND4149,2910125
MERCADOLIBRE INCCOM58733R1021,61811,500SH DFND911,50000
MERCADOLIBRE INCCOM58733R102108,010767,824SH DFND11407,4240360,400
MERCADOLIBRE INCCOM58733R1029,22865,600SH DFND1265,60000
MERCADOLIBRE INCCOM58733R1027,04850,100SH DFND1548,20001,900
MERCADOLIBRE INCCOM58733R1029857,000SH DFND177,00000
MERCADOLIBRE INCNOTE 2.250% 7/058733RAB86,3415,000,000PRN DFND25,000,00000
MERCER INTL INCCOM5880561011,596200,000SH DFND1200,00000
MERCK & CO INCCOM58933Y1053,73364,800SH DFND164,80000
MERCK & CO INCCOM58933Y10557,6231,000,220SH DFND21,000,22000
MERCK & CO INCCOM58933Y10589,0561,545,838SH DFND41,517,084028,754
MERCK & CO INCCOM58933Y1058140SH OTR401400
MERCK & CO INCCOM58933Y1051,493,15925,918,390SH DFND625,918,39000
MERCK & CO INCCOM58933Y1051,35823,574SH DFND823,57400
MERCK & CO INCCOM58933Y10533,544582,267SH DFND10582,26700
MERCK & CO INCCOM58933Y10510,785187,111SH DFND12148,628038,483
MERCK & CO INCCOM58933Y10513,443233,350SH DFND1567,1570166,193
MERCK & CO INCCOM58933Y1051793,110SH DFND163,11000
MERCK & CO INCCOM58933Y10525,142436,425SH DFND17356,610079,815
MERCURY SYS INCCOM58937810832,7861,318,813SH DFND21,318,81300
MERCURY SYS INCCOM58937810864125,800SH DFND425,80000
MERRIMACK PHARMACEUTICALS INCOM5903281006,9981,298,400SH DFND21,298,40000
MERUS N VCOMN5749R1005,192639,025SH DFND2639,02500
METLIFE INCCOM59156R10816,207406,900SH DFND1406,90000
METLIFE INCCOM59156R108565,88714,207,546SH DFND214,134,638072,908
METLIFE INCCOM59156R10841,2721,036,193SH DFND4969,048067,145
METLIFE INCCOM59156R108402,04310,093,982SH DFND610,093,98200
METLIFE INCCOM59156R10849912,520SH DFND1012,52000
METTLER TOLEDO INTERNATIONALCOM592688105203,182556,784SH DFND2556,78400
MFS INTER INCOME TRSH BEN INT55273C1074610,000SH DFND410,00000
MICHAEL KORS HLDGS LTDSHSG607541013,88478,500SH DFND178,50000
MICHAEL KORS HLDGS LTDSHSG6075410139795SH DFND279500
MICHAEL KORS HLDGS LTDSHSG607541011,06621,550SH DFND821,55000
MICHAEL KORS HLDGS LTDSHSG607541014,39288,770SH DFND988,77000
MICHAEL KORS HLDGS LTDSHSG607541013,31066,900SH DFND15730066,170
MICHAEL KORS HLDGS LTDSHSG60754101355,6377,187,490SH DFND167,140,0903,81043,590
MICHAEL KORS HLDGS LTDSHSG607541018,502171,820SH DFND1780,100091,720
MICHAEL KORS HLDGS LTDSHSG607541013567,190SH DFND 7,19000
MICROCHIP TECHNOLOGY INCCOM5950171042,28445,000SH DFND145,00000
MICROCHIP TECHNOLOGY INCCOM59501710434,865686,865SH DFND2686,86500
MICROCHIP TECHNOLOGY INCCOM59501710465,2311,285,080SH DFND41,216,822068,258
MICROCHIP TECHNOLOGY INCCOM5950171044027,925SH DFND107,92500
MICROCHIP TECHNOLOGY INCCOM5950171043356,592SH DFND126,59200
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD646,14341,500,000PRN DFND241,500,00000
MICRON TECHNOLOGY INCCOM5951121035,573405,000SH DFND2405,00000
MICRON TECHNOLOGY INCCOM595112103745,400SH DFND45,40000
MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV517,13211,800,000PRN DFND211,800,00000
MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY915,37520,000,000PRN DFND220,000,00000
MICROSOFT CORPCOM594918104628,63112,285,155SH DFND112,285,15500
MICROSOFT CORPCOM5949181041,470,26428,732,986SH DFND228,508,3060224,680
MICROSOFT CORPCOM594918104152,9772,989,583SH DFND42,836,8350152,748
MICROSOFT CORPCOM5949181041,440,73228,155,797SH DFND628,155,79700
MICROSOFT CORPCOM5949181046,852133,916SH DFND8133,91600
MICROSOFT CORPCOM59491810430,871603,312SH DFND9603,31200
MICROSOFT CORPCOM594918104104,5712,043,592SH DFND102,043,59200
MICROSOFT CORPCOM59491810454,7251,069,545SH DFND12961,5790107,966
MICROSOFT CORPCOM5949181043,24963,501SH DFND1463,50100
MICROSOFT CORPCOM59491810436,443712,193SH DFND15131,0400581,153
MICROSOFT CORPCOM594918104724,05014,149,890SH DFND1614,067,0206,26076,610
MICROSOFT CORPCOM594918104139,3812,723,885SH DFND172,283,0860440,799
MICROSOFT CORPCOM5949181042,09240,890SH DFND 40,89000
MID-AMER APT CMNTYS INCCOM59522J10313120SH DFND212000
MID-AMER APT CMNTYS INCCOM59522J1032,49023,400SH DFND1123,40000
MILLER HERMAN INCCOM60054410035912,000SH DFND412,00000
MILLER INDS INC TENNCOM NEW6005512048,030390,000SH DFND1390,00000
MINERALS TECHNOLOGIES INCCOM60315810620,550361,800SH DFND1325,800036,000
MINERVA NEUROSCIENCES INCCOM6033801068,679850,000SH DFND2850,00000
MIRATI THERAPEUTICS INCCOM60468T1053,352613,996SH DFND2613,99600
MIRNA THERAPEUTICS INCCOM60470J1036,0861,428,571SH DFND21,428,57100
MITEL NETWORKS CORPCOM60671Q10410116,085SH DFND1416,08500
MKS INSTRUMENT INCCOM55306N10491,4772,124,400SH DFND11,923,3000201,100
MKS INSTRUMENT INCCOM55306N10443990SH DFND499000
MOBILE MINI INCCOM60740F10535,9681,038,334SH DFND21,038,33400
MOBILE MINI INCCOM60740F10572721,000SH DFND421,00000
MOBILE TELESYSTEMS PJSCSPONSORED ADR60740910924229,225SH DFND229,22500
MOBILEYE N V AMSTELVEENORD SHSN514881172,22448,200SH DFND148,20000
MOBILEYE N V AMSTELVEENORD SHSN5148811757,3801,244,831SH DFND21,244,83100
MOBILEYE N V AMSTELVEENORD SHSN5148811714300SH DFND430000
MOBILEYE N V AMSTELVEENORD SHSN5148811739849SH DFND884900
MONDELEZ INTL INCCL A60920710568,2651,500,000SH DFND21,500,00000
MONDELEZ INTL INCCL A60920710529,577649,910SH DFND4584,365065,545
MONDELEZ INTL INCCL A6092071052,54155,840SH DFND1055,84000
MONDELEZ INTL INCCL A60920710593820,620SH DFND1220,62000
MONDELEZ INTL INCCL A6092071053,48676,606SH DFND1476,60600
MONDELEZ INTL INCCL A60920710583718,400SH DFND1518,40000
MONOLITHIC PWR SYS INCCOM6098391051,40720,600SH DFND220,60000
MONSANTO CO NEWCOM61166W1011,08310,469SH DFND49,46901,000
MONSTER BEVERAGE CORP NEWCOM61174X109403,1812,508,901SH DFND22,508,90100
MONSTER BEVERAGE CORP NEWCOM61174X10939,809247,707SH DFND4242,73204,975
MONSTER BEVERAGE CORP NEWCOM61174X1092011,248SH DFND81,24800
MOODYS CORPCOM615369105117,0351,249,052SH DFND21,235,542013,510
MOODYS CORPCOM6153691051,34314,330SH DFND414,33000
MOODYS CORPCOM61536910567717SH DFND871700
MORGAN STANLEYCOM NEW6174464489,597369,400SH DFND1369,40000
MORGAN STANLEYCOM NEW61744644847,4551,826,580SH DFND21,796,580030,000
MORGAN STANLEYCOM NEW61744644826,3021,012,405SH DFND4959,505052,900
MORGAN STANLEYCOM NEW6174464482,806107,990SH DFND8107,99000
MORGAN STANLEYCOM NEW61744644811,791453,868SH DFND9453,86800
MORGAN STANLEYCOM NEW61744644840,1861,546,789SH DFND101,546,78900
MORGAN STANLEYCOM NEW61744644823,422903,684SH DFND12817,539086,145
MORGAN STANLEYCOM NEW61744644822,130851,795SH DFND15273,0600578,735
MORGAN STANLEYCOM NEW617446448349,68313,459,690SH DFND1613,389,6506,19063,850
MORGAN STANLEYCOM NEW61744644842,3991,631,979SH DFND171,411,0990220,880
MORGAN STANLEYCOM NEW61744644888834,170SH DFND 34,17000
MOSAIC CO NEWCOM61945C1033,673140,300SH DFND1140,30000
MOSAIC CO NEWCOM61945C103401,24315,326,300SH DFND215,266,300060,000
MOSAIC CO NEWCOM61945C1034150SH DFND415000
MOTOROLA SOLUTIONS INCCOM NEW62007630729,933453,735SH DFND2421,925031,810
MOTOROLA SOLUTIONS INCCOM NEW62007630793614,184SH DFND410,92303,261
MOTOROLA SOLUTIONS INCCOM NEW6200763073,05246,264SH DFND1446,26400
MSA SAFETY INCCOM55349810625,768490,536SH DFND1442,313048,223
MSCI INCCOM55354G1007,928102,800SH DFND2102,80000
MSCI INCCOM55354G1003,37443,744SH DFND1443,74400
MUELLER INDS INCCOM62475610285,4992,681,892SH DFND12,447,5920234,300
MUELLER INDS INCCOM62475610257418,000SH DFND418,00000
MUELLER WTR PRODS INCCOM SER A62475810832,2482,823,800SH DFND12,529,9150293,885
MUELLER WTR PRODS INCCOM SER A624758108675,905SH DFND45,90500
MYLAN N VSHS EURON594651093,08871,413SH DFND439,738031,675
NABRIVA THERAPEUTICS AGSPONSORED ADR62957M1042,625350,000SH DFND2350,00000
NANOMETRICS INCCOM63007710546,9652,259,002SH DFND22,259,00200
NANOMETRICS INCCOM63007710567632,500SH DFND432,50000
NANTKWEST INCCOM63016Q1026,4801,041,827SH DFND21,041,82700
NATERA INCCOM63230710415,0431,246,858SH DFND21,246,85800
NATIONAL BANK OF ABU DHABIMTNF 1.000% 3/1M7080ZTU09881,000,000PRN DFND 1,000,00000
NATIONAL GRID PLCSPON ADR NEW6362743004225,683SH DFND45,68300
NATIONAL HEALTHCARE CORPCOM6359061006,798105,000SH DFND1105,00000
NATIONAL OILWELL VARCO INCCOM63707110141412,300SH DFND112,30000
NATIONAL OILWELL VARCO INCCOM63707110163818,958SH DFND418,95800
NATIONAL RETAIL PPTYS INCCOM63741710621,122408,400SH DFND11408,40000
NATIONAL WESTN LIFE GROUP INCL A63851710213,82570,800SH DFND170,80000
NATURAL GAS SERVICES GROUPCOM63886Q1098,697379,800SH DFND1362,000017,800
NAUTILUS INCCOM63910B10267237,660SH DFND437,66000
NAVISTAR INTL CORP NEWCOM63934E108453,810SH DFND23,81000
NAVISTAR INTL CORP NEWCOM63934E1086500SH DFND450000
NAVISTAR INTL CORP NEWCOM63934E10885673,239SH DFND873,23900
NAVISTAR INTL CORP NEWCOM63934E1084,139354,043SH DFND9354,04300
NAVISTAR INTL CORP NEWCOM63934E1083,048260,770SH DFND10260,77000
NAVISTAR INTL CORP NEWCOM63934E1086,809581,828SH DFND12536,732045,096
NAVISTAR INTL CORP NEWCOM63934E1085,742491,230SH DFND155,3800485,850
NAVISTAR INTL CORP NEWCOM63934E108150,12212,841,881SH DFND1612,640,5115,770195,600
NAVISTAR INTL CORP NEWCOM63934E1084,473382,610SH DFND17382,61000
NAVISTAR INTL CORP NEWCOM63934E10842035,940SH DFND 35,94000
NEOGEN CORPCOM64049110632,056569,879SH DFND2569,87900
NEOGEN CORPCOM6404911065469,700SH DFND49,70000
NEOS THERAPEUTICS INCCOM64052L10610,9591,180,977SH DFND21,180,97700
NEOS THERAPEUTICS INCCOM64052L106808,623SH DFND48,62300
NETAPP INCCOM64110D1041,28352,185SH DFND416,155036,030
NETEASE INCSPONSORED ADR64110W10225,815133,604SH DFND2133,60400
NETEASE INCSPONSORED ADR64110W1022,42312,541SH DFND1012,54100
NETEASE INCSPONSORED ADR64110W10229,795154,200SH DFND12154,20000
NETEASE INCSPONSORED ADR64110W10234,511178,661SH DFND15178,66100
NETFLIX INCCOM64110L10618,837205,909SH DFND2205,90900
NETFLIX INCCOM64110L1061,12412,290SH DFND411,6400650
NETSUITE INCCOM64118Q10729,915410,915SH DFND2410,91500
NETSUITE INCNOTE 0.250% 6/064118QAB337,55438,150,000PRN DFND238,150,00000
NEUROCRINE BIOSCIENCES INCCOM64125C10970,0591,541,446SH DFND21,541,44600
NEVRO CORPCOM64157F103107,3221,455,018SH DFND21,455,01800
NEVRO CORPCOM64157F1037239,800SH DFND49,80000
NEVSUN RES LTDCOM64156L1013,0951,055,100SH DFND21,055,10000
NEVSUN RES LTDCOM64156L10115,8395,400,000SH DFND25,400,00000
NEW JERSEY RESCOM6460251063859,975SH DFND49,97500
NEW JERSEY RESCOM64602510620510SH DFND1151000
NEW MEDIA INVT GROUP INCCOM64704V10680,2634,441,772SH DFND64,441,77200
NEW ORIENTAL ED & TECH GRP ISPON ADR64758110755,1791,317,560SH DFND21,317,56000
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811072,07549,540SH DFND1049,54000
NEW ORIENTAL ED & TECH GRP ISPON ADR64758110790,6912,165,500SH DFND111,859,0700306,430
NEW YORK TIMES COCL A65011110752743,529SH DFND443,52900
NEWELL BRANDS INCCOM651229106120,2352,475,556SH DFND22,475,55600
NEWELL BRANDS INCCOM6512291062064,249SH DFND44,24900
NEWELL BRANDS INCCOM65122910646945SH DFND894500
NEWELL BRANDS INCCOM6512291063,43970,800SH DFND1070,80000
NEWLINK GENETICS CORPCOM6515111075,807515,761SH DFND2515,76100
NEWMONT MINING CORPCOM6516391061,09928,100SH DFND128,10000
NEWMONT MINING CORPCOM65163910622,909585,614SH DFND2585,61400
NEWMONT MINING CORPCOM6516391061022,620SH DFND42,62000
NEWMONT MINING CORPCOM6516391067184SH DFND1018400
NEWPARK RES INCCOM PAR $.01NEW6517185042,267391,510SH DFND10391,51000
NEWPARK RES INCCOM PAR $.01NEW6517185046,5881,137,830SH DFND171,137,83000
NEWS CORP NEWCL A65249B109171,520SH DFND21,52000
NEWS CORP NEWCL A65249B109262,312SH DFND42,31200
NEWS CORP NEWCL A65249B10910,205899,156SH DFND10899,15600
NEWS CORP NEWCL A65249B1098,454744,735SH DFND12708,445036,290
NEWS CORP NEWCL A65249B10913,0501,149,756SH DFND15315,3910834,365
NEWS CORP NEWCL A65249B1091,11297,940SH DFND1697,94000
NEWS CORP NEWCL A65249B10916,8111,481,176SH DFND171,216,6830264,493
NEWS CORP NEWCL B65249B20810,001857,000SH DFND1857,00000
NEXEO SOLUTIONS INCCOM SHS65342H1021,550172,600SH DFND10172,60000
NEXEO SOLUTIONS INCCOM SHS65342H1027,810869,700SH DFND11869,70000
NEXTERA ENERGY INCCOM65339F101416,1723,191,500SH DFND23,191,50000
NEXTERA ENERGY INCCOM65339F10159,919459,500SH DFND4450,40709,093
NEXTERA ENERGY INCCOM65339F1014,44734,100SH DFND1034,10000
NEXTERA ENERGY INCCOM65339F1015,19539,840SH DFND1139,84000
NEXTERA ENERGY INCUNIT 08/31/201865339F846366,3315,655,000SH DFND25,605,000050,000
NEXTERA ENERGY INCUNIT 09/01/201665339F86126,017390,000SH DFND2390,00000
NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B10655118,143SH DFND1118,14300
NIELSEN HLDGS PLCSHS EURG6518L10826,588511,600SH DFND2511,60000
NIELSEN HLDGS PLCSHS EURG6518L1081382,651SH DFND42,65100
NIKE INCCL B654106103295,4815,352,919SH DFND15,352,91900
NIKE INCCL B654106103246,7074,469,014SH DFND24,469,01400
NIKE INCCL B654106103167,8783,041,272SH DFND42,903,5290137,743
NIKE INCCL B654106103871,568SH DFND81,56800
NISOURCE INCCOM65473P10553,0402,000,000SH DFND22,000,00000
NISOURCE INCCOM65473P10542916,163SH DFND412,09404,069
NISOURCE INCCOM65473P105511,910SH DFND111,91000
NIVALIS THERAPEUTICS INCCOM65481J1092,254490,000SH DFND2490,00000
NOBLE CORP PLCSHS USDG654311011,771214,900SH DFND2214,90000
NOBLE CORP PLCSHS USDG6543110171086,170SH DFND886,17000
NOBLE CORP PLCSHS USDG6543110176492,740SH DFND992,74000
NOBLE CORP PLCSHS USDG654311012,244272,333SH DFND1530,4400241,893
NOBLE CORP PLCSHS USDG654311018,7751,064,900SH DFND17872,3400192,560
NOBLE ENERGY INCCOM6550441051,93053,800SH DFND153,80000
NOBLE ENERGY INCCOM65504410531,921889,900SH DFND2889,90000
NOBLE ENERGY INCCOM6550441051,32636,974SH DFND45,304031,670
NOKIA CORPSPONSORED ADR654902204394,91969,405,869SH DFND669,405,86900
NOMAD HLDGS LTDUSD ORD SHSG6564A1051,106138,607SH DFND14138,60700
NOMURA HLDGS INCSPONSORED ADR65535H2084512,954SH DFND412,95400
NORD ANGLIA EDUCATION INCSHSG6583A10220,126952,018SH DFND2952,01800
NORD ANGLIA EDUCATION INCSHSG6583A10233215,700SH DFND415,70000
NORDSTROM INCCOM6556641001,48439,000SH DFND139,00000
NORDSTROM INCCOM65566410047,3721,244,995SH DFND21,229,995015,000
NORDSTROM INCCOM65566410074819,656SH DFND419,65600
NORDSTROM INCCOM6556641003338,757SH DFND128,75700
NORFOLK SOUTHERN CORPCOM65584410893611,000SH DFND111,00000
NORFOLK SOUTHERN CORPCOM6558441088,48899,711SH DFND489,81109,900
NORFOLK SOUTHERN CORPCOM655844108675SH DFND107500
NORTEL NETWORKS CORP NEWNOTE 2.125% 4/1656568AE211,28412,968,000PRN DFND612,968,00000
NORTHEAST BANCORPCOM NEW6639042095,169459,500SH DFND1459,50000
NORTHERN TR CORPCOM6658591041,72926,100SH DFND126,10000
NORTHERN TR CORPCOM6658591041692,546SH DFND42,54600
NORTHROP GRUMMAN CORPCOM666807102272,4061,225,510SH DFND21,225,51000
NORTHROP GRUMMAN CORPCOM6668071027,21832,474SH DFND432,1990275
NORTHROP GRUMMAN CORPCOM6668071024,04518,200SH DFND1018,20000
NORTHROP GRUMMAN CORPCOM6668071021,1385,121SH DFND125,12100
NORTHWEST PIPE COCOM6677461012,885267,600SH DFND1267,60000
NORTHWESTERN CORPCOM NEW66807430537,640596,800SH DFND2596,80000
NORTHWESTERN CORPCOM NEW66807430520320SH DFND1132000
NORWEGIAN CRUISE LINE HLDGSSHSG6672110433,386838,000SH DFND2838,00000
NOVARTIS A GSPONSORED ADR66987V1094,40653,401SH DFND453,1260275
NOVARTIS A GSPONSORED ADR66987V109982,90911,912,613SH DFND611,912,61300
NOVARTIS A GSPONSORED ADR66987V109110SH DFND161000
NOVARTIS A GSPONSORED ADR66987V1092,12725,782SH DFND1725,78200
NOVAVAX INCCOM67000210439,8645,483,365SH DFND25,483,36500
NOVO-NORDISK A SADR67010020569,3421,289,366SH DFND41,221,249068,117
NOVO-NORDISK A SADR6701002052905,400SH DFND55,40000
NOVO-NORDISK A SADR67010020540750SH DFND1075000
NOW INCCOM67011P100297SH DFND49700
NOW INCCOM67011P1001,925106,110SH DFND10106,11000
NOW INCCOM67011P1006,152339,150SH DFND17339,15000
NRG ENERGY INCCOM NEW629377508335,18622,360,700SH DFND622,360,70000
NUCOR CORPCOM670346105119,0722,409,873SH DFND12,409,87300
NUCOR CORPCOM6703461051,06221,500SH DFND221,50000
NUCOR CORPCOM6703461053,12763,293SH DFND463,29300
NUVEEN FLOATING RATE INCOMECOM67072T10810310,000SH DFND410,00000
NVIDIA CORPCOM67066G10421,689461,321SH DFND2461,32100
NVIDIA CORPCOM67066G10417359SH DFND435900
NVIDIA CORPCOM67066G10432691SH DFND869100
NVR INCCOM62944T10533,06118,570SH DFND218,57000
NXP SEMICONDUCTORS N VDBCV 1.000%12/062952QAB639,96336,600,000PRN DFND236,600,00000
NXP SEMICONDUCTORS N VCOMN6596X109304,2213,882,877SH DFND23,882,87700
NXP SEMICONDUCTORS N VCOMN6596X1091101,398SH DFND41,39800
NXP SEMICONDUCTORS N VCOMN6596X1091602,046SH DFND82,04600
O REILLY AUTOMOTIVE INC NEWCOM67103H10733,315122,890SH DFND2122,89000
O REILLY AUTOMOTIVE INC NEWCOM67103H1078943,299SH DFND43,0440255
OAKTREE CAP GROUP LLCUNIT CL A67400120122500SH DFND450000
OAKTREE CAP GROUP LLCUNIT CL A6740012011,60235,800SH DFND1035,80000
OAKTREE CAP GROUP LLCUNIT CL A6740012018,545190,900SH DFND11190,90000
OCCIDENTAL PETE CORP DELCOM674599105343,2704,543,009SH DFND14,543,00900
OCCIDENTAL PETE CORP DELCOM674599105535,3267,084,780SH DFND27,084,78000
OCCIDENTAL PETE CORP DELCOM6745991051,77523,489SH DFND421,19502,294
OCEANEERING INTL INCCOM67523210211,117372,320SH DFND2372,32000
OCEANEERING INTL INCCOM675232102963,200SH DFND43,20000
OFFICE DEPOT INCCOM67622010671,60321,632,494SH DFND621,632,49400
OGE ENERGY CORPCOM67083710365,5002,000,000SH DFND22,000,00000
OGE ENERGY CORPCOM67083710377923,800SH DFND423,80000
OIL STS INTL INCCOM67802610560,1081,828,100SH DFND11,631,2000196,900
OIL STS INTL INCCOM6780261057,134216,960SH DFND2216,96000
OLD LINE BANCSHARES INCCOM67984M1001,69594,145SH DFND194,14500
OLD REP INTL CORPCOM680223104152,9917,931,087SH DFND17,616,0870315,000
OLD REP INTL CORPCOM6802231041356,989SH DFND46,98900
OLYMPIC STEEL INCCOM68162K1066,434235,600SH DFND1235,60000
OMEGA HEALTHCARE INVS INCCOM681936100782,298SH DFND42,29800
OMEGA HEALTHCARE INVS INCCOM68193610013,777405,800SH DFND11405,80000
OMEGA PROTEIN CORPCOM68210P10721,2351,062,300SH DFND1984,800077,500
OMNICOM GROUP INCCOM68191910630365SH DFND236500
OMNICOM GROUP INCCOM68191910619,509239,401SH DFND4140,577098,824
ONCOMED PHARMACEUTICALS INCCOM68234X1023,618293,900SH DFND2293,90000
ONE GAS INCCOM68235P10829,178438,181SH DFND2438,18100
ONEOK INC NEWCOM6826801031192,500SH DFND42,50000
ONEOK INC NEWCOM6826801032545,360SH DFND115,36000
OPEN TEXT CORPCOM68371510624400SH DFND440000
OPEN TEXT CORPCOM683715106246,6764,169,637SH DFND64,169,63700
OPEN TEXT CORPCOM6837151069,261156,647SH DFND10156,64700
OPHTHOTECH CORPCOM68374510340,883801,161SH DFND2801,16100
OPHTHOTECH CORPCOM6837451032434,768SH DFND44,76800
ORACLE CORPCOM68389X105166,8374,076,160SH DFND24,076,16000
ORACLE CORPCOM68389X10551,4521,257,074SH DFND41,185,899071,175
ORACLE CORPCOM68389X1052,81168,690SH DFND868,69000
ORACLE CORPCOM68389X10514,200346,932SH DFND9346,93200
ORACLE CORPCOM68389X10538,148932,030SH DFND10932,03000
ORACLE CORPCOM68389X10526,637650,659SH DFND12563,499087,160
ORACLE CORPCOM68389X10523,841582,484SH DFND15147,1600435,324
ORACLE CORPCOM68389X105581,65014,210,846SH DFND1614,113,3166,65090,880
ORACLE CORPCOM68389X10575,3911,841,957SH DFND171,558,8640283,093
ORACLE CORPCOM68389X10598524,070SH DFND 24,07000
ORBCOMM INCCOM68555P10024,2122,433,400SH DFND12,377,400056,000
ORION GROUP HOLDINGS INCCOM68628V3082,443460,000SH DFND1460,00000
OUTFRONT MEDIA INCCOM69007J106142,5995,899,816SH DFND25,899,81600
OVASCIENCE INCCOM69014Q1013,313635,854SH DFND2635,85400
PACIRA PHARMACEUTICALS INCNOTE 3.250% 2/0695127AB68,7435,880,000PRN DFND25,880,00000
PALO ALTO NETWORKS INCCOM697435105226,9361,850,222SH DFND21,850,22200
PALO ALTO NETWORKS INCCOM69743510545,517371,143SH DFND4355,718015,425
PALO ALTO NETWORKS INCCOM69743510587706SH DFND870600
PALO ALTO NETWORKS INCNOTE 7/0697435AB138,12529,800,000PRN DFND229,800,00000
PANDORA MEDIA INCCOM69835410714411,560SH DFND1411,56000
PAREXEL INTL CORPCOM69946210733,993540,602SH DFND2540,60200
PAREXEL INTL CORPCOM6994621075789,200SH DFND49,20000
PARKER DRILLING COCOM7010811012,061900,000SH DFND1900,00000
PARKER HANNIFIN CORPCOM7010941043,97636,800SH DFND136,80000
PARKER HANNIFIN CORPCOM7010941045214,825SH DFND43,9400885
PATRICK INDS INCCOM7033431032,54342,180SH DFND1042,18000
PATRICK INDS INCCOM7033431038,494140,890SH DFND17140,89000
PATTERN ENERGY GROUP INCCL A70338P10096942,200SH DFND1142,20000
PAYCHEX INCCOM7043261074507,555SH DFND27,55500
PAYCHEX INCCOM7043261073,24054,451SH DFND447,82606,625
PAYCHEX INCCOM70432610797216,331SH DFND1216,33100
PAYLOCITY HLDG CORPCOM70438V106104,1862,411,710SH DFND22,411,71000
PAYLOCITY HLDG CORPCOM70438V1061,06324,600SH DFND424,60000
PAYPAL HLDGS INCCOM70450Y10319,796542,210SH DFND2542,21000
PAYPAL HLDGS INCCOM70450Y1038,695238,156SH DFND4229,22608,930
PEMBINA PIPELINE CORPCOM70632710321703SH DFND1070300
PEMBINA PIPELINE CORPCOM7063271031,06835,160SH DFND1135,16000
PENTAIR PLCSHSG7S00T104495,4418,499,595SH DFND18,499,59500
PENTAIR PLCSHSG7S00T1041332,279SH DFND142,27900
PENUMBRA INCCOM70975L10712,334207,295SH DFND2207,29500
PEOPLES BANCORP INCCOM70978910118,250837,550SH DFND1751,550086,000
PEOPLES FINL SVCS CORPCOM7110401053,42687,543SH DFND187,54300
PEPSICO INCCOM713448108396,9943,747,347SH DFND13,747,34700
PEPSICO INCCOM7134481081,046,3409,876,725SH DFND29,816,725060,000
PEPSICO INCCOM713448108132,9831,255,264SH DFND41,215,302039,962
PEPSICO INCCOM7134481081090SH OTR40900
PEPSICO INCCOM713448108524,6934,952,763SH DFND64,952,76300
PEPSICO INCCOM7134481083,65534,505SH DFND1034,50500
PERCEPTRON INCCOM71361F10020543,900SH DFND143,90000
PERKINELMER INCCOM7140461093707,053SH DFND47,05300
PERRIGO CO PLCSHSG97822103184,0102,029,451SH DFND12,029,45100
PERRIGO CO PLCSHSG9782210320,524226,361SH DFND2226,36100
PERRIGO CO PLCSHSG9782210310,354114,197SH DFND4111,57502,622
PERRIGO CO PLCSHSG978221034,41748,718SH DFND1248,71800
PERRIGO CO PLCSHSG978221037,39881,588SH DFND1518,208063,380
PERRIGO CO PLCSHSG9782210384930SH DFND1693000
PERRIGO CO PLCSHSG9782210314,524160,186SH DFND17108,613051,573
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1012,511432,142SH DFND9432,14200
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V101629108,200SH DFND10108,20000
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1013,856663,766SH DFND12663,76600
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1016,9151,190,271SH DFND151,190,27100
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V101133,40522,961,296SH DFND1622,763,67212,133185,491
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1012,554439,507SH DFND17439,50700
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4082,953412,400SH DFND2412,40000
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4083,499488,622SH DFND17483,63204,990
PETROQUEST ENERGY INCCOM NEW7167483061,659498,250SH DFND2498,25000
PFENEX INCCOM71707110432,6753,903,833SH DFND23,903,83300
PFENEX INCCOM71707110418722,300SH DFND422,30000
PFIZER INCCOM717081103143,7374,082,275SH DFND14,082,27500
PFIZER INCCOM7170811031,434,84340,751,010SH DFND240,501,0100250,000
PFIZER INCCOM71708110370,0111,988,391SH DFND41,917,354071,037
PFIZER INCCOM7170811032828,000SH DFND58,00000
PFIZER INCCOM7170811031,94555,239SH DFND855,23900
PFIZER INCCOM71708110310,169288,806SH DFND9288,80600
PFIZER INCCOM71708110335,6941,013,746SH DFND101,013,74600
PFIZER INCCOM71708110320,346577,642SH DFND12555,203022,439
PFIZER INCCOM71708110325,392721,156SH DFND15283,9160437,240
PFIZER INCCOM71708110317,243489,732SH DFND16489,73200
PFIZER INCCOM71708110350,1291,423,714SH DFND171,209,1340214,580
PFIZER INCCOM71708110380022,720SH DFND 22,72000
PG&E CORPCOM69331C108943,95414,767,740SH DFND214,687,740080,000
PG&E CORPCOM69331C1083,14549,200SH DFND1049,20000
PG&E CORPCOM69331C1081,78327,900SH DFND1127,90000
PHI INCCOM VTG69336T1062,123127,383SH DFND1127,38300
PHI INCCOM NON VTG69336T2058,264462,200SH DFND1462,20000
PHI INCCOM NON VTG69336T2052,523141,100SH DFND2141,10000
PHILIP MORRIS INTL INCCOM7181721097667,530SH DFND27,53000
PHILIP MORRIS INTL INCCOM71817210916,598163,175SH DFND4159,23303,942
PHILIP MORRIS INTL INCCOM718172109206,6432,031,507SH DFND62,031,50700
PHILIP MORRIS INTL INCCOM7181721091,05010,324SH DFND1210,32400
PHILLIPS 66COM71854610418233SH DFND123300
PHILLIPS 66COM7185461049,013113,605SH DFND2113,60500
PHILLIPS 66COM7185461042,46531,071SH DFND430,4670604
PHOTRONICS INCCOM71940510242,7684,800,000SH DFND14,542,8000257,200
PHYSICIANS RLTY TRCOM71943U10420930SH DFND293000
PHYSICIANS RLTY TRCOM71943U1041055,000SH DFND45,00000
PHYSICIANS RLTY TRCOM71943U10412,240582,600SH DFND11582,60000
PILGRIMS PRIDE CORP NEWCOM72147K10846118,100SH DFND118,10000
PILGRIMS PRIDE CORP NEWCOM72147K108381,500SH DFND41,50000
PINNACLE ENTMT INC NEWCOM72348Y10510,887982,551SH DFND6982,55100
PINNACLE FINL PARTNERS INCCOM72346Q10425,014512,067SH DFND2512,06700
PINNACLE FINL PARTNERS INCCOM72346Q1044699,600SH DFND49,60000
PINNACLE FOODS INC DELCOM72348P1044,37994,600SH DFND194,60000
PINNACLE FOODS INC DELCOM72348P10415,596336,930SH DFND2336,93000
PINNACLE WEST CAP CORPCOM723484101158,5761,956,275SH DFND21,956,27500
PIONEER ENERGY SVCS CORPCOM7236641086,7491,467,131SH DFND21,467,13100
PIONEER NAT RES COCOM7237871071,4979,900SH DFND19,90000
PIONEER NAT RES COCOM72378710767,952449,390SH DFND2432,080017,310
PIONEER NAT RES COCOM7237871076184,090SH DFND43,9900100
PITNEY BOWES INCCOM72447910021412,000SH DFND412,00000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN72650310549017,825SH DFND417,82500
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105652,349SH DFND112,34900
PLAINS GP HLDGS L PSHS A REP LTPN72651A10825,0322,400,000SH DFND22,400,00000
PLAINS GP HLDGS L PSHS A REP LTPN72651A108151,460SH DFND111,46000
PLATFORM SPECIALTY PRODS CORCOM72766Q1053,173357,356SH DFND14357,35600
PLATINUM GROUP METALS LTDCOM72765Q60156,07016,614,488SH DFND216,614,48800
PNC FINL SVCS GROUP INCCOM69347510523282SH DFND128200
PNC FINL SVCS GROUP INCCOM6934751057,69594,544SH DFND491,61902,925
PNC FINL SVCS GROUP INCCOM693475105693,7128,523,312SH DFND68,523,31200
PNC FINL SVCS GROUP INCCOM6934751051792,198SH DFND102,19800
PNM RES INCCOM69349H1078,825249,000SH DFND1249,00000
PNM RES INCCOM69349H107106,3203,000,000SH DFND23,000,00000
PNM RES INCCOM69349H107641,800SH DFND41,80000
POLARIS INDS INCCOM7310681026958,500SH DFND18,50000
POLARIS INDS INCCOM73106810219,862242,935SH DFND2242,93500
POLARIS INDS INCCOM73106810217,807217,793SH DFND4216,23301,560
POLARIS INDS INCCOM7310681021,27515,600SH DFND915,60000
POLARIS INDS INCCOM73106810228,371347,000SH DFND11198,5000148,500
POLYCOM INCCOM73172K10411410,147SH DFND1410,14700
PORTLAND GEN ELEC COCOM NEW73650884779,4161,800,000SH DFND21,800,00000
PORTLAND GEN ELEC COCOM NEW7365088471012,285SH DFND42,28500
PORTOLA PHARMACEUTICALS INCCOM73701010813,568574,918SH DFND2574,91800
PORTOLA PHARMACEUTICALS INCCOM737010108331,400SH DFND41,40000
POSCOSPONSORED ADR6934831091032,320SH DFND82,32000
POSCOSPONSORED ADR6934831091,61036,191SH DFND936,19100
POSCOSPONSORED ADR6934831093,79985,365SH DFND1285,36500
POSCOSPONSORED ADR6934831093,61981,334SH DFND1781,33400
POST PPTYS INCCOM73746410712,393203,000SH DFND11203,00000
POTASH CORP SASK INCCOM73755L107412,515SH DFND22,51500
POTASH CORP SASK INCCOM73755L107503,066SH DFND42,1660900
POTASH CORP SASK INCCOM73755L1072,178134,013SH DFND10134,01300
POTASH CORP SASK INCCOM73755L10754533,536SH DFND1233,53600
POWERSHARES ETF TR IIGBL WTR PORT73936T62346221,400SH DFND421,40000
POWERSHARES ETF TRUSTCLEANTECH PORT73935X27884628,525SH DFND428,52500
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q76917,574765,100SH DFND2765,10000
POWERSHARES QQQ TRUSTUNIT SER 173935A1044063,773SH DFND43,77300
PPG INDS INCCOM6935061072,05619,738SH DFND419,73800
PPG INDS INCCOM6935061071,20911,610SH DFND1011,61000
PPL CORPCOM69351T106252,1706,680,000SH DFND26,680,00000
PPL CORPCOM69351T1062,42064,102SH DFND464,10200
PPL CORPCOM69351T1061,27133,670SH DFND1133,67000
PRA GROUP INCCOM69354N10635,8311,484,285SH DFND21,484,28500
PRA GROUP INCCOM69354N10645418,800SH DFND418,80000
PRAXAIR INCCOM74005P104575,1645,117,575SH DFND15,117,57500
PRAXAIR INCCOM74005P10498,341875,000SH DFND2875,00000
PRAXAIR INCCOM74005P10437,842336,705SH DFND4305,149031,556
PRECISION DRILLING CORPCOM 201074022D30810720,200SH DFND220,20000
PRECISION DRILLING CORPCOM 201074022D3081,130213,100SH DFND8213,10000
PRECISION DRILLING CORPCOM 201074022D30814,4802,731,329SH DFND102,731,32900
PRECISION DRILLING CORPCOM 201074022D3082,610494,800SH DFND12409,100085,700
PRECISION DRILLING CORPCOM 201074022D3085,236992,700SH DFND1500992,700
PRECISION DRILLING CORPCOM 201074022D308142,53726,886,496SH DFND1624,508,996308,5002,069,000
PRECISION DRILLING CORPCOM 201074022D308131,82724,870,291SH DFND1721,660,63103,209,660
PREMIER INCCL A74051N1021,47245,000SH DFND145,00000
PRETIUM RES INCCOM74139C10230,0282,683,200SH DFND22,683,20000
PRICE T ROWE GROUP INCCOM74144T1081,18916,300SH DFND116,30000
PRICE T ROWE GROUP INCCOM74144T108132,3221,813,375SH DFND21,813,37500
PRICE T ROWE GROUP INCCOM74144T1086,48088,797SH DFND483,74705,050
PRICELINE GRP INCCOM NEW741503403147,305117,988SH DFND2117,98800
PRICELINE GRP INCCOM NEW741503403336269SH DFND426900
PRICELINE GRP INCCOM NEW7415034039072SH DFND87200
PRICELINE GRP INCCOM NEW7415034033,1872,553SH DFND142,55300
PRICELINE GRP INCNOTE 0.350% 6/1741503AS542,89636,430,000PRN DFND236,430,00000
PRICESMART INCCOM7415111096,20166,267SH DFND1566,26700
PRICESMART INCCOM74151110919200SH DFND 20000
PRIMERO MNG CORPCOM74164W10616,0937,730,200SH DFND27,730,20000
PRINCIPAL FINL GROUP INCCOM74251V10279319,300SH DFND119,30000
PROASSURANCE CORPCOM74267C1061,59829,833SH DFND1029,83300
PROASSURANCE CORPCOM74267C1068,022149,800SH DFND11149,80000
PROCTER & GAMBLE COCOM742718109416,6324,920,654SH DFND14,920,65400
PROCTER & GAMBLE COCOM74271810929,148344,255SH DFND2344,25500
PROCTER & GAMBLE COCOM74271810989,7331,059,801SH DFND41,011,517048,284
PROCTER & GAMBLE COCOM74271810928,295334,181SH DFND10334,18100
PROCTER & GAMBLE COCOM7427181091,95223,049SH DFND1217,30405,745
PROCTER & GAMBLE COCOM7427181096,10372,082SH DFND1572,08200
PROCTER & GAMBLE COCOM7427181091932,280SH DFND162,28000
PROCTER & GAMBLE COCOM7427181091,64519,430SH DFND1719,43000
PROGRESSIVE CORP OHIOCOM7433151031,21936,400SH DFND136,40000
PROGRESSIVE CORP OHIOCOM74331510336210,815SH DFND410,81500
PROLOGIS INCCOM74340W10378015,900SH DFND115,90000
PROLOGIS INCCOM74340W1033,02461,659SH DFND461,65900
PROLOGIS INCCOM74340W10340,369823,176SH DFND11823,17600
PROOFPOINT INCCOM74342410377,0991,222,045SH DFND21,222,04500
PROOFPOINT INCCOM74342410384513,400SH DFND413,40000
PROOFPOINT INCNOTE 1.250%12/1743424AB938,88123,204,000PRN DFND223,204,00000
PROOFPOINT INCDBCV 0.750% 6/1743424AD513,43912,500,000PRN DFND212,500,00000
PROQR THRAPEUTICS N VSHS EURON715421091,499309,700SH DFND2309,70000
PROTEOSTASIS THERAPEUTICS INCOM74373B1097,581625,000SH DFND2625,00000
PROTO LABS INCCOM7437131093,37158,559SH DFND258,55900
PROTO LABS INCCOM74371310946800SH DFND480000
PROVIDENCE & WORCESTER RR COCOM7437371082,970182,220SH DFND1182,22000
PRUDENTIAL FINL INCCOM74432010216,551232,000SH DFND1232,00000
PRUDENTIAL FINL INCCOM7443201024446,221SH DFND46,22100
PTC INCCOM69370C1001,60542,700SH DFND142,70000
PTC THERAPEUTICS INCCOM69366J2002,793397,800SH DFND2397,80000
PUBLIC STORAGECOM74460D109135530SH DFND253000
PUBLIC STORAGECOM74460D1092681,050SH DFND41,05000
PUBLIC STORAGECOM74460D10946,471181,819SH DFND11181,81900
PUBLIC SVC ENTERPRISE GROUPCOM744573106397,4488,527,105SH DFND28,497,105030,000
PUBLIC SVC ENTERPRISE GROUPCOM7445731062,83160,742SH DFND453,96706,775
PUBLIC SVC ENTERPRISE GROUPCOM7445731061,17425,190SH DFND1125,19000
PUBLIC SVC ENTERPRISE GROUPCOM74457310684618,148SH DFND1218,14800
PURE STORAGE INCCL A74624M10229,8952,742,696SH DFND22,742,69600
PURE STORAGE INCCL A74624M10254550,000SH DFND450,00000
PVH CORPCOM6936561008018,500SH DFND18,50000
QEP RES INCCOM74733V10014,756837,000SH DFND1837,00000
QEP RES INCCOM74733V10044825,405SH DFND425,40500
QIAGEN NVREG SHSN724821071888,710SH DFND28,71000
QIAGEN NVREG SHSN72482107512,345SH DFND42,34500
QIAGEN NVREG SHSN724821071,18054,550SH DFND854,55000
QIAGEN NVREG SHSN724821077,274335,874SH DFND9335,87400
QIAGEN NVREG SHSN7248210746,4422,146,270SH DFND102,146,27000
QIAGEN NVREG SHSN7248210723,4331,082,223SH DFND121,026,733055,490
QIAGEN NVREG SHSN724821073,244149,790SH DFND15149,79000
QIAGEN NVREG SHSN72482107277,72112,831,307SH DFND1612,295,35772,780463,170
QIAGEN NVREG SHSN72482107206,7149,548,733SH DFND177,603,01901,945,714
QIAGEN NVREG SHSN7248210766730,840SH DFND 30,84000
QIHOO 360 TECHNOLOGY CO LTDNOTE 1.750% 8/174734MAF624,45325,000,000PRN DFND225,000,00000
QUAKER CHEM CORPCOM74731610725,658287,647SH DFND2287,64700
QUAKER CHEM CORPCOM7473161074465,000SH DFND45,00000
QUALCOMM INCCOM747525103149,1832,784,820SH DFND12,784,82000
QUALCOMM INCCOM747525103315,0135,880,407SH DFND25,825,737054,670
QUALCOMM INCCOM74752510333,960633,931SH DFND4625,72208,209
QUALCOMM INCCOM747525103771,435SH DFND101,43500
QUANTUM CORPCOM DSSG74790620453125,019SH DFND14125,01900
QUEST DIAGNOSTICS INCCOM74834L10073,269900,000SH DFND2900,00000
QUEST DIAGNOSTICS INCCOM74834L1003,92848,250SH DFND445,78902,461
QUESTAR CORPCOM74835610243,1291,700,000SH DFND21,700,00000
QUESTAR CORPCOM74835610270427,767SH DFND427,76700
QUINTILES TRANSNATIO HLDGS ICOM74876Y10159,636912,980SH DFND2912,98000
QUINTILES TRANSNATIO HLDGS ICOM74876Y10126,020398,346SH DFND4375,536022,810
RADIUS HEALTH INCCOM NEW75046920717,059464,200SH DFND2464,20000
RALPH LAUREN CORPCL A7512121016907,700SH DFND17,70000
RALPH LAUREN CORPCL A7512121012,80031,245SH DFND430,8700375
RANDGOLD RES LTDADR75234430947,127420,623SH DFND2420,62300
RANDGOLD RES LTDADR75234430947420SH DFND442000
RAYMOND JAMES FINANCIAL INCCOM75473010978415,900SH DFND115,90000
RAYTHEON COCOM NEW755111507894,7586,581,504SH DFND26,551,004030,500
RAYTHEON COCOM NEW7551115073,21523,649SH DFND423,64900
RAYTHEON COCOM NEW75511150722160SH DFND816000
RAYTHEON COCOM NEW7551115073,56226,200SH DFND1026,20000
REALOGY HLDGS CORPCOM75605Y1061,75660,500SH DFND160,50000
REALTY INCOME CORPCOM75610910467965SH DFND296500
REALTY INCOME CORPCOM7561091041902,745SH DFND42,74500
REALTY INCOME CORPCOM75610910436,520526,530SH DFND11526,53000
RED HAT INCCOM756577102116,9761,610,860SH DFND21,610,86000
RED HAT INCCOM75657710237,960522,865SH DFND4497,440025,425
RED HAT INCCOM7565771022904,000SH DFND54,00000
RED HAT INCCOM756577102891,227SH DFND81,22700
RED HAT INCNOTE 0.250%10/0756577AD436,52530,000,000PRN DFND230,000,00000
REGAL BELOIT CORPCOM75875010340,313732,300SH DFND1675,300057,000
REGAL ENTMT GROUPCL A7587661094,266193,535SH DFND4189,46604,069
REGENCY CTRS CORPCOM75884910337440SH DFND244000
REGENCY CTRS CORPCOM75884910327,266325,638SH DFND11325,63800
REGENERON PHARMACEUTICALSCOM75886F107178,824512,035SH DFND2512,03500
REGENERON PHARMACEUTICALSCOM75886F10762,643179,374SH DFND4172,46306,911
REGENERON PHARMACEUTICALSCOM75886F1074191,200SH DFND51,20000
REGENERON PHARMACEUTICALSCOM75886F10741116SH DFND811600
REGENERON PHARMACEUTICALSCOM75886F1071,0483,000SH DFND93,00000
REGENERON PHARMACEUTICALSCOM75886F10723,43767,110SH DFND1138,510028,600
REGENXBIO INCCOM75901B1074,924615,500SH DFND2615,50000
REGENXBIO INCCOM75901B10768085,000SH DFND485,00000
REGIONS FINL CORP NEWCOM7591EP1007,177843,400SH DFND1843,40000
RELIANCE STEEL & ALUMINUM COCOM7595091024,61460,000SH DFND160,00000
RELYPSA INCCOM75953110614,820801,100SH DFND2801,10000
RENAISSANCERE HOLDINGS LTDCOMG7496G1031,21010,300SH DFND110,30000
RENAISSANCERE HOLDINGS LTDCOMG7496G10355,772474,900SH DFND2474,90000
RENAISSANCERE HOLDINGS LTDCOMG7496G1031701,450SH DFND41,45000
RENAISSANCERE HOLDINGS LTDCOMG7496G1031,70114,483SH DFND1014,48300
RENAISSANCERE HOLDINGS LTDCOMG7496G10393,267794,167SH DFND11703,700090,467
RENEWABLE ENERGY GROUP INCCOM NEW75972A3012,384270,000SH DFND1270,00000
REPUBLIC SVCS INCCOM760759100509,4459,928,770SH DFND29,828,7700100,000
REPUBLIC SVCS INCCOM7607591002033,950SH DFND43,95000
RESTAURANT BRANDS INTL INCCOM76131D10367016,100SH DFND416,10000
RESTAURANT BRANDS INTL INCCOM76131D103280,0586,730,380SH DFND106,728,45501,925
RESTAURANT BRANDS INTL INCCOM76131D1031,30231,301SH DFND1431,30100
RESTAURANT BRANDS INTL INCCOM76131D1032,08150,033SH DFND1450,03300
RETROPHIN INCCOM76129910619,6651,104,150SH DFND21,104,15000
REVANCE THERAPEUTICS INCCOM76133010942,7593,144,036SH DFND23,144,03600
REVANCE THERAPEUTICS INCCOM76133010930622,500SH DFND422,50000
REX ENERGY CORPORATIONCOM7615651001,6582,857,725SH DFND22,857,72500
REYNOLDS AMERICAN INCCOM761713106102,5741,902,297SH DFND21,902,29700
REYNOLDS AMERICAN INCCOM76171310659411,023SH DFND411,02300
REYNOLDS AMERICAN INCCOM761713106533,9239,900,326SH DFND69,900,32600
REYNOLDS AMERICAN INCCOM761713106971,802SH DFND81,80200
REYNOLDS AMERICAN INCCOM7617131063,98073,800SH DFND1073,80000
RICE ENERGY INCCOM7627601065,947269,840SH DFND2269,84000
RICHARDSON ELECTRS LTDCOM76316510731660,000SH DFND160,00000
RIGNET INCCOM7665821003,924293,077SH DFND2293,07700
RIO TINTO PLCSPONSORED ADR767204100797,24225,470,993SH DFND225,245,9930225,000
RIO TINTO PLCSPONSORED ADR76720410025799SH DFND479900
RITE AID CORPCOM76775410473297,793SH DFND490,79307,000
RITE AID CORPCOM767754104225,56830,115,577SH DFND630,115,57700
RLI CORPCOM74960710734,388499,968SH DFND1499,96800
ROBERT HALF INTL INCCOM77032310377520,300SH DFND120,30000
ROBERT HALF INTL INCCOM77032310347,0071,231,835SH DFND21,231,83500
ROBERT HALF INTL INCCOM770323103385SH DFND48500
ROCKWELL AUTOMATION INCCOM7739031092,21619,300SH DFND119,30000
ROCKWELL AUTOMATION INCCOM77390310923200SH DFND220000
ROCKWELL AUTOMATION INCCOM77390310948,066418,621SH DFND4407,283011,338
ROCKWELL AUTOMATION INCCOM7739031093443,000SH DFND53,00000
ROCKWELL AUTOMATION INCCOM7739031091,49313,000SH DFND913,00000
ROCKWELL AUTOMATION INCCOM7739031092462,140SH DFND102,14000
ROCKWELL AUTOMATION INCCOM77390310933,160288,800SH DFND11169,3000119,500
ROCKWELL COLLINS INCCOM77434110129,970352,010SH DFND2352,01000
ROCKWELL COLLINS INCCOM7743411016027,068SH DFND47,06800
ROCKWELL COLLINS INCCOM7743411012,75332,340SH DFND832,34000
ROCKWELL COLLINS INCCOM7743411018,21396,463SH DFND996,46300
ROCKWELL COLLINS INCCOM7743411015,02158,973SH DFND1058,97300
ROCKWELL COLLINS INCCOM77434110111,942140,339SH DFND12121,099019,240
ROCKWELL COLLINS INCCOM7743411016,50176,360SH DFND151,120075,240
ROCKWELL COLLINS INCCOM77434110114,990176,060SH DFND16176,06000
ROCKWELL COLLINS INCCOM77434110126,229308,071SH DFND17269,071039,000
ROCKWELL COLLINS INCCOM7743411018229,650SH DFND 9,65000
ROCKY BRANDS INCCOM7745151001,576138,000SH DFND1138,00000
ROGERS COMMUNICATIONS INCCL B77510920053,1921,316,635SH DFND21,316,63500
ROGERS COMMUNICATIONS INCCL B7751092002,28556,524SH DFND456,2940230
ROGERS COMMUNICATIONS INCCL B775109200152,4923,768,078SH DFND103,767,3280750
ROGERS COMMUNICATIONS INCCL B77510920051512,712SH DFND1212,71200
ROGERS CORPCOM7751331013,05550,000SH DFND150,00000
ROLLINS INCCOM7757111042057,000SH DFND47,00000
ROPER TECHNOLOGIES INCCOM776696106718,5584,212,935SH DFND14,212,93500
ROPER TECHNOLOGIES INCCOM776696106136,039797,644SH DFND2797,64400
ROPER TECHNOLOGIES INCCOM7766961062011,176SH DFND41,17600
ROPER TECHNOLOGIES INCCOM77669610643252SH DFND825200
ROSS STORES INCCOM778296103325,0715,734,188SH DFND15,734,18800
ROSS STORES INCCOM77829610332,733577,400SH DFND2577,40000
ROSS STORES INCCOM7782961034,83885,336SH DFND468,536016,800
ROWAN COMPANIES PLCSHS CL AG7665A10115,611884,000SH DFND1884,00000
ROWAN COMPANIES PLCSHS CL AG7665A1016,959394,080SH DFND2394,08000
ROWAN COMPANIES PLCSHS CL AG7665A101181,000SH DFND41,00000
ROYAL BK CDA MONTREAL QUECOM780087102150,6292,549,490SH DFND22,508,390041,100
ROYAL BK CDA MONTREAL QUECOM78008710292615,681SH DFND415,68100
ROYAL BK CDA MONTREAL QUECOM780087102389,3736,591,701SH DFND106,590,30101,400
ROYAL DUTCH SHELL PLCSPON ADR B7802591071,35024,099SH DFND423,9990100
ROYAL DUTCH SHELL PLCSPON ADR B78025910725445SH DFND1044500
ROYAL DUTCH SHELL PLCSPON ADR B780259107237SH DFND163700
ROYAL DUTCH SHELL PLCSPON ADR B780259107189,8523,390,223SH DFND172,554,0860836,137
ROYAL DUTCH SHELL PLCSPONS ADR A7802592068,863160,500SH DFND1160,50000
ROYAL DUTCH SHELL PLCSPONS ADR A7802592062,675,88348,458,576SH DFND248,165,1760293,400
ROYAL DUTCH SHELL PLCSPONS ADR A78025920650,925922,212SH DFND4864,877057,335
ROYAL DUTCH SHELL PLCSPONS ADR A7802592062574,655SH DFND104,65500
ROYAL DUTCH SHELL PLCSPONS ADR A7802592061913,460SH DFND163,46000
ROYAL DUTCH SHELL PLCSPONS ADR A78025920611,096200,934SH DFND1738,2920162,642
RPC INCCOM7496601063,760242,100SH DFND2242,10000
RPC INCCOM749660106785,000SH DFND45,00000
RPM INTL INCCOM74968510325,282506,150SH DFND1451,450054,700
RPM INTL INCCOM7496851032,53150,673SH DFND444,97305,700
RUBY TUESDAY INCCOM78118210015,5604,310,200SH DFND14,310,20000
RYANAIR HLDGS PLCSPONSORED ADR NE78351320316,218233,220SH DFND2233,2200