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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM PAR $0.004 000360206 2,092 74,698 SH   DFND 15 0 74,698 0
AAR CORP COM 000361105 20 866 SH   DFND 12,15 0 866 0
AAR CORP COM 000361105 3,957 170,051 SH   DFND 15 0 170,051 0
ABB LTD SPONSORED ADR 000375204 16,930 871,772 SH   DFND 2 0 871,772 0
ABB LTD SPONSORED ADR 000375204 1,136 58,519 SH   DFND 1 0 58,519 0
ABB LTD SPONSORED ADR 000375204 9,600 494,345 SH   DFND 15 0 494,345 0
ACCO BRANDS CORP COM 00081T108 19 2,102 SH   DFND 12,15 0 2,102 0
ACCO BRANDS CORP COM 00081T108 5,009 557,790 SH   DFND 1 0 325,290 232,500
ACCO BRANDS CORP COM 00081T108 1,098 122,300 SH   DFND 1,3 0 122,300 0
ACCO BRANDS CORP COM 00081T108 2,938 327,151 SH   DFND 15 0 327,151 0
ABM INDS INC COM 000957100 39 1,213 SH   DFND 12,15 0 1,213 0
ABM INDS INC COM 000957100 14 448 SH   DFND 1 0 448 0
ABM INDS INC COM 000957100 4,617 142,886 SH   DFND 15 0 142,886 0
THE ADT CORPORATION COM 00101J106 277 6,717 SH   DFND 12,15 0 6,717 0
THE ADT CORPORATION COM 00101J106 2,377 57,616 SH   DFND 14 0 57,616 0
THE ADT CORPORATION COM 00101J106 10,181 246,751 SH   DFND 1 0 246,751 0
THE ADT CORPORATION COM 00101J106 8,233 199,529 SH   DFND 15 0 199,529 0
THE ADT CORPORATION COM 00101J106 334 8,106 SH   DFND 5 0 0 8,106
THE ADT CORPORATION COM 00101J106 210 5,089 SH   DFND 11 0 5,089 0
AEP INDS INC COM 001031103 175 2,650 SH   DFND 1 0 2,650 0
AEP INDS INC COM 001031103 1,028 15,573 SH   DFND 15 0 15,573 0
AFLAC INC COM 001055102 1,189 18,828 SH   DFND 12,15 0 18,828 0
AFLAC INC COM 001055102 32,119 508,699 SH   DFND 14 0 508,699 0
AFLAC INC COM 001055102 280,390 4,440,765 SH   DFND 1 0 4,332,960 107,805
AFLAC INC COM 001055102 991 15,700 SH   DFND 1,4 0 15,700 0
AFLAC INC COM 001055102 941 14,901 SH   DFND 1,9 0 14,901 0
AFLAC INC COM 001055102 1,355 21,464 SH   DFND 1,15 0 21,464 0
AFLAC INC COM 001055102 118,881 1,882,811 SH   DFND 15 0 1,882,811 0
AFLAC INC COM 001055102 1,166 18,462 SH   DFND 5 0 0 18,462
AFLAC INC COM 001055102 820 12,994 SH   DFND 11 0 12,994 0
AGCO CORP COM 001084102 216 4,356 SH   DFND 12,15 0 4,356 0
AGCO CORP COM 001084102 507 10,200 SH   DFND 4 0 10,200 0
AGCO CORP COM 001084102 2,145 43,162 SH   DFND 14 0 43,162 0
AGCO CORP COM 001084102 19,635 395,070 SH   DFND 1 0 378,850 16,220
AGCO CORP COM 001084102 4,821 97,000 SH   DFND 1,4 0 97,000 0
AGCO CORP COM 001084102 616 12,400 SH   DFND 1,9 0 12,400 0
AGCO CORP COM 001084102 1,014 20,400 SH   DFND 1,3 0 20,400 0
AGCO CORP COM 001084102 1,804 36,300 SH   DFND 1,5 0 26,000 10,300
AGCO CORP COM 001084102 398 8,000 SH   DFND 1,8 0 0 8,000
AGCO CORP COM 001084102 5,785 116,403 SH   DFND 15 0 116,403 0
AGCO CORP COM 001084102 492 9,900 SH   DFND 5,6 0 4,700 5,200
AGCO CORP COM 001084102 94 1,900 SH   DFND 5,7 0 0 1,900
AGCO CORP COM 001084102 109 2,200 SH   DFND 11 0 2,200 0
AGCO CORP COM 001084102 303 6,100 SH   DFND 13 0 6,100 0
AGL RES INC COM 001204106 107 1,640 SH   DFND 12,15 0 1,640 0
AGL RES INC COM 001204106 701 10,765 SH   DFND 14 0 10,765 0
AGL RES INC COM 001204106 156,741 2,406,214 SH   DFND 1 0 2,406,214 0
AGL RES INC COM 001204106 81 1,251 SH   DFND 1,9 0 1,251 0
AGL RES INC COM 001204106 638 9,800 SH   DFND 1,3 0 9,800 0
AGL RES INC COM 001204106 2,318 35,580 SH   DFND 15 0 35,580 0
AGL RES INC COM 001204106 632 9,700 SH   DFND 5 0 0 9,700
AGL RES INC COM 001204106 248 3,800 SH   DFND 11 0 3,800 0
AG MTG INVT TR INC COM 001228105 8,532 652,816 SH   DFND 15 0 652,816 0
AES CORP COM 00130H105 541 45,858 SH   DFND 12,15 0 45,858 0
AES CORP COM 00130H105 1,259 106,722 SH   DFND 14 0 106,722 0
AES CORP COM 00130H105 11,073 938,372 SH   DFND 1 0 938,372 0
AES CORP COM 00130H105 50 4,256 SH   DFND 1,15 0 4,256 0
AES CORP COM 00130H105 42,002 3,559,493 SH   DFND 15 0 3,559,493 0
AES CORP COM 00130H105 202 17,131 SH   DFND 5 0 0 17,131
AES CORP COM 00130H105 487 41,300 SH   DFND 5,6 0 18,700 22,600
AES CORP COM 00130H105 241 20,416 SH   DFND 11 0 20,416 0
AK STL HLDG CORP COM 001547108 60 14,450 SH   DFND 12,15 0 14,450 0
AK STL HLDG CORP COM 001547108 1,153 279,263 SH   DFND 15 0 279,263 0
ALPS ETF TR ALERIAN MLP 00162Q866 2,161 197,875 SH   DFND 14 0 197,875 0
AMAG PHARMACEUTICALS INC COM 00163U106 13,816 590,440 SH   DFND 1 0 590,440 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,564 66,827 SH   DFND 1,12 0 66,827 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,427 103,712 SH   DFND 15 0 103,712 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,039 44,398 SH   DFND 6 0 44,398 0
AMAG PHARMACEUTICALS INC COM 00163U106 499 21,317 SH   DFND 6,12 0 21,317 0
AMAG PHARMACEUTICALS INC COM 00163U106 137 5,837 SH   DFND 6,9 0 5,837 0
AMC NETWORKS INC CL A 00164V103 980 15,084 SH   DFND 14 0 15,084 0
AMC NETWORKS INC CL A 00164V103 3,760 57,896 SH   DFND 15 0 57,896 0
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 6,031 942,398 SH   DFND 1 0 942,398 0
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 57 8,947 SH   DFND 15 0 8,947 0
AMN HEALTHCARE SERVICES INC COM 001744101 6,800 202,328 SH   DFND 15 0 202,328 0
ANI PHARMACEUTICALS INC COM 00182C103 693 20,597 SH   DFND 15 0 20,597 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 922 204,830 SH   DFND 1 0 142,030 62,800
ARC DOCUMENT SOLUTIONS INC COM 00191G103 243 54,000 SH   DFND 1,3 0 54,000 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 279 61,905 SH   DFND 15 0 61,905 0
AT&T INC COM 00206R102 4,749 121,247 SH   DFND 12,15 0 121,247 0
AT&T INC COM 00206R102 1,152 29,422 SH   DFND 4 0 29,422 0
AT&T INC COM 00206R102 123,885 3,162,754 SH   DFND 14 0 3,162,754 0
AT&T INC COM 00206R102 534,593 13,648,023 SH   DFND 1 0 13,596,253 51,770
AT&T INC COM 00206R102 11,547 294,800 SH   DFND 1,4 0 294,800 0
AT&T INC COM 00206R102 1,809 46,196 SH   DFND 1,9 0 46,196 0
AT&T INC COM 00206R102 4,185 106,832 SH   DFND 1,3 0 106,832 0
AT&T INC COM 00206R102 1,463 37,353 SH   DFND 1,15 0 37,353 0
AT&T INC COM 00206R102 5,981 152,700 SH   DFND 1,5 0 121,700 31,000
AT&T INC COM 00206R102 572 14,600 SH   DFND 1,8 0 0 14,600
AT&T INC COM 00206R102 247,937 6,329,773 SH   DFND 15 0 6,329,773 0
AT&T INC COM 00206R102 11,906 303,958 SH   DFND 5 0 81,500 222,458
AT&T INC COM 00206R102 9,557 244,000 SH   DFND 5,6 0 111,500 132,500
AT&T INC COM 00206R102 356 9,100 SH   DFND 5,7 0 0 9,100
AT&T INC COM 00206R102 7,328 187,076 SH   DFND 11 0 187,076 0
AT&T INC COM 00206R102 4,602 117,500 SH   DFND 13 0 117,500 0
AVX CORP NEW COM 002444107 754 59,972 SH   DFND 14 0 59,972 0
AVX CORP NEW COM 002444107 1,098 87,364 SH   DFND 15 0 87,364 0
AZZ INC COM 002474104 2,530 44,708 SH   DFND 15 0 44,708 0
AARONS INC COM PAR $0.50 002535300 1,249 49,766 SH   DFND 14 0 49,766 0
AARONS INC COM PAR $0.50 002535300 13 500 SH   DFND 1,3 0 500 0
AARONS INC COM PAR $0.50 002535300 2,479 98,783 SH   DFND 15 0 98,783 0
ABAXIS INC COM 002567105 3,051 67,209 SH   DFND 15 0 67,209 0
ABBOTT LABS COM 002824100 88,584 2,117,708 SH   DFND 2 0 2,117,708 0
ABBOTT LABS COM 002824100 678 16,199 SH   DFND 12,15 0 16,199 0
ABBOTT LABS COM 002824100 77,707 1,857,684 SH   DFND 14 0 1,857,684 0
ABBOTT LABS COM 002824100 14,170 338,754 SH   DFND 1 0 338,204 550
ABBOTT LABS COM 002824100 75,743 1,810,727 SH   DFND 15 0 1,810,727 0
ABBOTT LABS COM 002824100 2,213 52,900 SH   DFND 5 0 0 52,900
ABBOTT LABS COM 002824100 506 12,100 SH   DFND 5,6 0 5,800 6,300
ABBOTT LABS COM 002824100 1,895 45,301 SH   DFND 11 0 45,301 0
ABBOTT LABS COM 002824100 529 12,657 SH   DFND 11,2 0 12,657 0
ABBVIE INC COM 00287Y109 546 9,551 SH   DFND 12,15 0 9,551 0
ABBVIE INC COM 00287Y109 24,279 425,053 SH   DFND 14 0 425,053 0
ABBVIE INC COM 00287Y109 34 600 SH Call DFND 14 0 0 0
ABBVIE INC COM 00287Y109 356,830 6,247,029 SH   DFND 1 0 6,151,076 95,953
ABBVIE INC COM 00287Y109 15,968 279,545 SH   DFND 1,12 0 279,545 0
ABBVIE INC COM 00287Y109 6,843 119,800 SH   DFND 1,4 0 119,800 0
ABBVIE INC COM 00287Y109 594 10,401 SH   DFND 1,9 0 10,401 0
ABBVIE INC COM 00287Y109 1,439 25,200 SH   DFND 1,3 0 25,200 0
ABBVIE INC COM 00287Y109 6,295 110,200 SH   DFND 1,5 0 98,500 11,700
ABBVIE INC COM 00287Y109 26 452 SH   DFND 1,11 0 452 0
ABBVIE INC COM 00287Y109 417 7,300 SH   DFND 1,8 0 0 7,300
ABBVIE INC COM 00287Y109 32,006 560,323 SH   DFND 15 0 560,323 0
ABBVIE INC COM 00287Y109 4,495 78,700 SH   DFND 5 0 0 78,700
ABBVIE INC COM 00287Y109 3,976 69,600 SH   DFND 5,6 0 33,100 36,500
ABBVIE INC COM 00287Y109 2,839 49,701 SH   DFND 11 0 49,701 0
ABBVIE INC COM 00287Y109 1,262 22,100 SH   DFND 13 0 22,100 0
ABERCROMBIE & FITCH CO CL A 002896207 219 6,938 SH   DFND 12,15 0 6,938 0
ABERCROMBIE & FITCH CO CL A 002896207 3,340 105,887 SH   DFND 14 0 105,887 0
ABERCROMBIE & FITCH CO CL A 002896207 18,443 584,750 SH   DFND 1 0 584,750 0
ABERCROMBIE & FITCH CO CL A 002896207 208 6,600 SH   DFND 1,3 0 6,600 0
ABERCROMBIE & FITCH CO CL A 002896207 2,278 72,241 SH   DFND 15 0 72,241 0
ABERCROMBIE & FITCH CO CL A 002896207 2,586 82,000 SH   DFND 5 0 82,000 0
ABERCROMBIE & FITCH CO CL A 002896207 722 22,900 SH   DFND 5,9 0 22,900 0
ABERCROMBIE & FITCH CO CL A 002896207 259 8,200 SH   DFND 13 0 8,200 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 14,480 2,895,969 SH   DFND 15 0 2,895,969 0
ABIOMED INC COM 003654100 126 1,328 SH   DFND 14 0 1,328 0
ABIOMED INC COM 003654100 1,422 15,000 SH   DFND 1 0 15,000 0
ABIOMED INC COM 003654100 152 1,600 SH   DFND 1,3 0 1,600 0
ABIOMED INC COM 003654100 17,373 183,243 SH   DFND 15 0 183,243 0
ABRAXAS PETE CORP COM 003830106 237 234,256 SH   DFND 15 0 234,256 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 3,235 58,705 SH   DFND 14 0 58,705 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 10,498 190,496 SH   DFND 1 0 135,319 55,177
ACADIA HEALTHCARE COMPANY IN COM 00404A109 861 15,616 SH   DFND 15 0 15,616 0
ACADIA PHARMACEUTICALS INC COM 004225108 29,843 1,067,357 SH   DFND 1 0 1,067,357 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,099 75,074 SH   DFND 1,12 0 75,074 0
ACADIA PHARMACEUTICALS INC COM 004225108 224 8,012 SH   DFND 15 0 8,012 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,883 53,610 SH   DFND 14 0 53,610 0
ACADIA RLTY TR COM SH BEN INT 004239109 32,719 931,357 SH   DFND 1 0 398 930,959
ACADIA RLTY TR COM SH BEN INT 004239109 7,246 206,257 SH   DFND 15 0 206,257 0
ACCESS NATL CORP COM 004337101 629 31,730 SH   DFND 1 0 31,730 0
ACCESS NATL CORP COM 004337101 264 13,300 SH   DFND 1,3 0 13,300 0
ACCESS NATL CORP COM 004337101 3 145 SH   DFND 15 0 145 0
ACCELERON PHARMA INC COM 00434H108 844 31,967 SH   DFND 15 0 31,967 0
ACCURAY INC COM 004397105 179 31,014 SH   DFND 15 0 31,014 0
ACCURIDE CORP NEW COM NEW 00439T206 250 161,019 SH   DFND 15 0 161,019 0
ACETO CORP COM 004446100 313 13,297 SH   DFND 14 0 13,297 0
ACETO CORP COM 004446100 2,706 114,865 SH   DFND 15 0 114,865 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 8,009 1,037,451 SH   DFND 15 0 1,037,451 0
ACI WORLDWIDE INC COM 004498101 4,149 199,547 SH   DFND 15 0 199,547 0
ACORDA THERAPEUTICS INC COM 00484M106 9,057 342,417 SH   DFND 15 0 342,417 0
ACORDA THERAPEUTICS INC COM 00484M106 230 8,700 SH   DFND 5 0 0 8,700
ACTIVISION BLIZZARD INC COM 00507V109 6,977 206,185 SH   DFND 12,15 0 206,185 0
ACTIVISION BLIZZARD INC COM 00507V109 2,871 84,832 SH   DFND 14 0 84,832 0
ACTIVISION BLIZZARD INC COM 00507V109 309,809 9,155,119 SH   DFND 1 0 9,154,769 350
ACTIVISION BLIZZARD INC COM 00507V109 3,840 113,480 SH   DFND 1,2 0 113,480 0
ACTIVISION BLIZZARD INC COM 00507V109 3,691 109,078 SH   DFND 1,12 0 109,078 0
ACTIVISION BLIZZARD INC COM 00507V109 8,212 242,684 SH   DFND 1,9 0 242,684 0
ACTIVISION BLIZZARD INC COM 00507V109 172 5,076 SH   DFND 1,15 0 5,076 0
ACTIVISION BLIZZARD INC COM 00507V109 211,622 6,253,617 SH   DFND 15 0 6,253,617 0
ACTIVISION BLIZZARD INC COM 00507V109 1,374 40,600 SH   DFND 5 0 0 40,600
ACTIVISION BLIZZARD INC COM 00507V109 1,171 34,600 SH   DFND 5,6 0 15,800 18,800
ACTIVISION BLIZZARD INC COM 00507V109 527 15,568 SH   DFND 11 0 15,568 0
ACTIVISION BLIZZARD INC COM 00507V109 8,049 237,846 SH   DFND 6 0 237,846 0
ACTUANT CORP CL A NEW 00508X203 34 1,388 SH   DFND 12,15 0 1,388 0
ACTUANT CORP CL A NEW 00508X203 1,531 61,972 SH   DFND 14 0 61,972 0
ACTUANT CORP CL A NEW 00508X203 3,563 144,192 SH   DFND 15 0 144,192 0
ACUITY BRANDS INC COM 00508Y102 250 1,148 SH   DFND 12,15 0 1,148 0
ACUITY BRANDS INC COM 00508Y102 1,030 4,721 SH   DFND 14 0 4,721 0
ACUITY BRANDS INC COM 00508Y102 121,375 556,410 SH   DFND 1 0 556,410 0
ACUITY BRANDS INC COM 00508Y102 396 1,815 SH   DFND 1,3 0 1,815 0
ACUITY BRANDS INC COM 00508Y102 13,549 62,111 SH   DFND 15 0 62,111 0
ACUITY BRANDS INC COM 00508Y102 284 1,300 SH   DFND 11 0 1,300 0
ACTUA CORP COM 005094107 2 177 SH   DFND 12,15 0 177 0
ACTUA CORP COM 005094107 725 80,120 SH   DFND 15 0 80,120 0
ACXIOM CORP COM 005125109 1,019 47,535 SH   DFND 14 0 47,535 0
ACXIOM CORP COM 005125109 3,906 182,200 SH   DFND 15 0 182,200 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 64 4,400 SH   DFND 1,3 0 4,400 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 135 9,310 SH   DFND 15 0 9,310 0
ADEPTUS HEALTH INC CL A 006855100 1,845 33,225 SH   DFND 15 0 33,225 0
ADOBE SYS INC COM 00724F101 11,075 118,072 SH   DFND 12,15 0 118,072 0
ADOBE SYS INC COM 00724F101 824 8,781 SH   DFND 4 0 8,781 0
ADOBE SYS INC COM 00724F101 2,229 23,767 SH   DFND 14 0 23,767 0
ADOBE SYS INC COM 00724F101 13,289 141,673 SH   DFND 1 0 141,673 0
ADOBE SYS INC COM 00724F101 369,958 3,944,116 SH   DFND 15 0 3,944,116 0
ADOBE SYS INC COM 00724F101 1,653 17,626 SH   DFND 5 0 0 17,626
ADOBE SYS INC COM 00724F101 1,418 15,113 SH   DFND 11 0 15,113 0
ADTRAN INC COM 00738A106 21 1,016 SH   DFND 12,15 0 1,016 0
ADTRAN INC COM 00738A106 6,077 300,547 SH   DFND 15 0 300,547 0
ADVANCE AUTO PARTS INC COM 00751Y106 89 553 SH   DFND 12,15 0 553 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,495 15,562 SH   DFND 14 0 15,562 0
ADVANCE AUTO PARTS INC COM 00751Y106 141,470 882,313 SH   DFND 1 0 882,313 0
ADVANCE AUTO PARTS INC COM 00751Y106 399 2,487 SH   DFND 1,3 0 2,487 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,883 17,982 SH   DFND 15 0 17,982 0
ADVANCE AUTO PARTS INC COM 00751Y106 358 2,235 SH   DFND 11 0 2,235 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 791 135,233 SH   DFND 14 0 135,233 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 11,805 2,017,897 SH   DFND 15 0 2,017,897 0
ADVISORY BRD CO COM 00762W107 421 13,069 SH   DFND 15 0 13,069 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 501 37,924 SH   DFND 14 0 37,924 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 1,251 152,339 SH   DFND 14 0 152,339 0
ADVANTAGE OIL & GAS LTD COM 00765F101 12,619 2,298,595 SH   DFND 2 0 2,298,595 0
ADVANTAGE OIL & GAS LTD COM 00765F101 53 9,707 SH   DFND 2,15 0 9,707 0
ADVANTAGE OIL & GAS LTD COM 00765F101 68 12,425 SH   DFND 15 0 12,425 0
ADVANTAGE OIL & GAS LTD COM 00765F101 329 60,000 SH   DFND 6,9 0 60,000 0
AECOM COM 00766T100 96 3,112 SH   DFND 12,15 0 3,112 0
AECOM COM 00766T100 2,937 95,387 SH   DFND 14 0 95,387 0
AECOM COM 00766T100 169,184 5,494,756 SH   DFND 1 0 5,494,756 0
AECOM COM 00766T100 3,221 104,599 SH   DFND 15 0 104,599 0
AEGION CORP COM 00770F104 368 17,452 SH   DFND 14 0 17,452 0
AEGION CORP COM 00770F104 12,970 614,963 SH   DFND 15 0 614,963 0
AEGION CORP COM 00770F104 219 10,400 SH   DFND 5 0 0 10,400
AERIE PHARMACEUTICALS INC COM 00771V108 1,376 113,198 SH   DFND 15 0 113,198 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,411 147,201 SH   DFND 15 0 147,201 0
AEROPOSTALE COM 007865108 152 765,240 SH   DFND 15 0 765,240 0
ADVANCED MICRO DEVICES INC COM 007903107 57 20,146 SH   DFND 12,15 0 20,146 0
ADVANCED MICRO DEVICES INC COM 007903107 896 314,431 SH   DFND 15 0 314,431 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 18,588 872,661 SH   DFND 15 0 872,661 0
AEGON N V NY REGISTRY SH 007924103 180 32,643 SH   DFND 15 0 32,643 0
ADVANCED ENERGY INDS COM 007973100 212 6,107 SH   DFND 12,15 0 6,107 0
ADVANCED ENERGY INDS COM 007973100 238 6,838 SH   DFND 14 0 6,838 0
ADVANCED ENERGY INDS COM 007973100 12,184 350,216 SH   DFND 15 0 350,216 0
AEROVIRONMENT INC COM 008073108 1,775 62,686 SH   DFND 15 0 62,686 0
AETNA INC NEW COM 00817Y108 542 4,822 SH   DFND 12,15 0 4,822 0
AETNA INC NEW COM 00817Y108 15,274 135,954 SH   DFND 14 0 135,954 0
AETNA INC NEW COM 00817Y108 34 300 SH Call DFND 14 0 0 0
AETNA INC NEW COM 00817Y108 60,116 535,081 SH   DFND 1 0 532,301 2,780
AETNA INC NEW COM 00817Y108 11,624 103,464 SH   DFND 1,12 0 103,464 0
AETNA INC NEW COM 00817Y108 1,719 15,300 SH   DFND 1,4 0 15,300 0
AETNA INC NEW COM 00817Y108 337 3,000 SH   DFND 1,3 0 3,000 0
AETNA INC NEW COM 00817Y108 1,741 15,500 SH   DFND 1,5 0 14,000 1,500
AETNA INC NEW COM 00817Y108 112 1,000 SH   DFND 1,8 0 0 1,000
AETNA INC NEW COM 00817Y108 10,103 89,923 SH   DFND 15 0 89,923 0
AETNA INC NEW COM 00817Y108 1,653 14,710 SH   DFND 5 0 0 14,710
AETNA INC NEW COM 00817Y108 2,034 18,100 SH   DFND 5,6 0 8,500 9,600
AETNA INC NEW COM 00817Y108 1,192 10,612 SH   DFND 11 0 10,612 0
AETNA INC NEW COM 00817Y108 764 6,800 SH   DFND 13 0 6,800 0
AFFILIATED MANAGERS GROUP COM 008252108 4,268 26,280 SH   DFND 2 0 26,280 0
AFFILIATED MANAGERS GROUP COM 008252108 82 508 SH   DFND 12,15 0 508 0
AFFILIATED MANAGERS GROUP COM 008252108 1,458 8,978 SH   DFND 14 0 8,978 0
AFFILIATED MANAGERS GROUP COM 008252108 194,918 1,200,232 SH   DFND 1 0 1,200,232 0
AFFILIATED MANAGERS GROUP COM 008252108 10,493 64,610 SH   DFND 1,2 0 64,610 0
AFFILIATED MANAGERS GROUP COM 008252108 400 2,466 SH   DFND 1,3 0 2,466 0
AFFILIATED MANAGERS GROUP COM 008252108 2,677 16,487 SH   DFND 15 0 16,487 0
AFFILIATED MANAGERS GROUP COM 008252108 260 1,600 SH   DFND 11 0 1,600 0
AFFILIATED MANAGERS GROUP COM 008252108 13,782 84,864 SH   DFND 6 0 84,864 0
AFFYMETRIX INC COM 00826T108 3,228 230,403 SH   DFND 15 0 230,403 0
AGILENT TECHNOLOGIES INC COM 00846U101 103 2,580 SH   DFND 12,15 0 2,580 0
AGILENT TECHNOLOGIES INC COM 00846U101 794 19,931 SH   DFND 14 0 19,931 0
AGILENT TECHNOLOGIES INC COM 00846U101 57,321 1,438,420 SH   DFND 1 0 1,437,670 750
AGILENT TECHNOLOGIES INC COM 00846U101 3,777 94,777 SH   DFND 1,12 0 94,777 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,020 50,680 SH   DFND 15 0 50,680 0
AGILENT TECHNOLOGIES INC COM 00846U101 607 15,244 SH   DFND 5 0 0 15,244
AGILENT TECHNOLOGIES INC COM 00846U101 400 10,049 SH   DFND 11 0 10,049 0
AGNICO EAGLE MINES LTD COM 008474108 186 5,142 SH   DFND 2,15 0 5,142 0
AGNICO EAGLE MINES LTD COM 008474108 4 98 SH   DFND 12,15 0 98 0
AGNICO EAGLE MINES LTD COM 008474108 11,510 318,304 SH   DFND 1,2 0 318,304 0
AGNICO EAGLE MINES LTD COM 008474108 2,016 55,757 SH   DFND 1,9 0 55,757 0
AGNICO EAGLE MINES LTD COM 008474108 1,743 48,211 SH   DFND 15 0 48,211 0
AGNICO EAGLE MINES LTD COM 008474108 586 16,200 SH   DFND 5 0 0 16,200
AGNICO EAGLE MINES LTD COM 008474108 240 6,650 SH   DFND 11 0 6,650 0
AGILYSYS INC COM 00847J105 585 57,337 SH   DFND 15 0 57,337 0
AGILE THERAPEUTICS INC COM 00847L100 3,292 530,191 SH   DFND 1 0 530,191 0
AGILE THERAPEUTICS INC COM 00847L100 896 144,255 SH   DFND 1,12 0 144,255 0
AGILE THERAPEUTICS INC COM 00847L100 21 3,409 SH   DFND 15 0 3,409 0
AGIOS PHARMACEUTICALS INC COM 00847X104 365 8,994 SH   DFND 15 0 8,994 0
AGREE REALTY CORP COM 008492100 14 373 SH   DFND 1 0 373 0
AGREE REALTY CORP COM 008492100 4,358 113,284 SH   DFND 15 0 113,284 0
AGRIUM INC COM 008916108 586 6,642 SH   DFND 2,15 0 6,642 0
AGRIUM INC COM 008916108 452 5,124 SH   DFND 12,15 0 5,124 0
AGRIUM INC COM 008916108 447 5,064 SH   DFND 1,2 0 5,064 0
AGRIUM INC COM 008916108 10,982 124,381 SH   DFND 15 0 124,381 0
AGRIUM INC COM 008916108 715 8,094 SH   DFND 5 0 0 8,094
AGRIUM INC COM 008916108 364 4,120 SH   DFND 11 0 4,120 0
AIR METHODS CORP COM PAR $.06 009128307 8,343 230,349 SH   DFND 1 0 230,349 0
AIR METHODS CORP COM PAR $.06 009128307 2,384 65,824 SH   DFND 1,12 0 65,824 0
AIR METHODS CORP COM PAR $.06 009128307 4,154 114,685 SH   DFND 15 0 114,685 0
AIR LEASE CORP CL A 00912X302 37 1,160 SH   DFND 12,15 0 1,160 0
AIR LEASE CORP CL A 00912X302 634 19,750 SH   DFND 14 0 19,750 0
AIR LEASE CORP CL A 00912X302 698 21,745 SH   DFND 15 0 21,745 0
AIR PRODS & CHEMS INC COM 009158106 325 2,253 SH   DFND 12,15 0 2,253 0
AIR PRODS & CHEMS INC COM 009158106 70,596 490,078 SH   DFND 14 0 490,078 0
AIR PRODS & CHEMS INC COM 009158106 120,751 838,259 SH   DFND 1 0 838,259 0
AIR PRODS & CHEMS INC COM 009158106 12,791 88,798 SH   DFND 15 0 88,798 0
AIR PRODS & CHEMS INC COM 009158106 1,175 8,159 SH   DFND 5 0 0 8,159
AIR PRODS & CHEMS INC COM 009158106 897 6,230 SH   DFND 11 0 6,230 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,581 102,808 SH   DFND 14 0 102,808 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 666 43,300 SH   DFND 1 0 0 43,300
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,404 91,255 SH   DFND 15 0 91,255 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 83 5,400 SH   DFND 5 0 0 5,400
AIRGAS INC COM 009363102 68 483 SH   DFND 12,15 0 483 0
AIRGAS INC COM 009363102 10,340 73,005 SH   DFND 1 0 73,005 0
AIRGAS INC COM 009363102 2,035 14,367 SH   DFND 15 0 14,367 0
AIRGAS INC COM 009363102 283 2,000 SH   DFND 11 0 2,000 0
AKAMAI TECHNOLOGIES INC COM 00971T101 6,864 123,521 SH   DFND 2 0 123,521 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,355 42,371 SH   DFND 12,15 0 42,371 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,209 39,747 SH   DFND 14 0 39,747 0
AKAMAI TECHNOLOGIES INC COM 00971T101 10,646 191,574 SH   DFND 1 0 191,174 400
AKAMAI TECHNOLOGIES INC COM 00971T101 700 12,600 SH   DFND 1,5 0 12,600 0
AKAMAI TECHNOLOGIES INC COM 00971T101 50 900 SH   DFND 1,8 0 0 900
AKAMAI TECHNOLOGIES INC COM 00971T101 82,174 1,478,742 SH   DFND 15 0 1,478,742 0
AKAMAI TECHNOLOGIES INC COM 00971T101 450 8,100 SH   DFND 5 0 0 8,100
AKAMAI TECHNOLOGIES INC COM 00971T101 303 5,444 SH   DFND 11 0 5,444 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 26,486 27,130,000 PRN   DFND 1 0 27,130,000 0
AKORN INC COM 009728106 9,447 401,507 SH   DFND 1 0 401,507 0
AKORN INC COM 009728106 2,615 111,135 SH   DFND 1,12 0 111,135 0
AKORN INC COM 009728106 41,295 1,755,008 SH   DFND 15 0 1,755,008 0
AKEBIA THERAPEUTICS INC COM 00972D105 618 68,611 SH   DFND 15 0 68,611 0
ALAMO GROUP INC COM 011311107 578 10,372 SH   DFND 15 0 10,372 0
ALAMOS GOLD INC NEW COM CL A 011532108 66 12,487 SH   DFND 2,15 0 12,487 0
ALAMOS GOLD INC NEW COM CL A 011532108 5,601 1,058,708 SH   DFND 1,2 0 1,058,708 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,005 190,071 SH   DFND 1,9 0 190,071 0
ALAMOS GOLD INC NEW COM CL A 011532108 85 15,983 SH   DFND 15 0 15,983 0
ALARM COM HLDGS INC COM 011642105 675 28,467 SH   DFND 15 0 28,467 0
ALASKA AIR GROUP INC COM 011659109 7,264 88,561 SH   DFND 14 0 88,561 0
ALASKA AIR GROUP INC COM 011659109 15,512 189,120 SH   DFND 1 0 182,680 6,440
ALASKA AIR GROUP INC COM 011659109 3,396 41,400 SH   DFND 1,4 0 41,400 0
ALASKA AIR GROUP INC COM 011659109 1,115 13,600 SH   DFND 1,9 0 13,600 0
ALASKA AIR GROUP INC COM 011659109 746 9,100 SH   DFND 1,3 0 9,100 0
ALASKA AIR GROUP INC COM 011659109 812 9,900 SH   DFND 1,5 0 4,900 5,000
ALASKA AIR GROUP INC COM 011659109 98 1,200 SH   DFND 1,8 0 0 1,200
ALASKA AIR GROUP INC COM 011659109 40,006 487,758 SH   DFND 15 0 487,758 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 58 32,828 SH   DFND 15 0 32,828 0
ALBANY INTL CORP CL A 012348108 23,834 634,043 SH   DFND 1 0 634,043 0
ALBANY INTL CORP CL A 012348108 1,286 34,211 SH   DFND 15 0 34,211 0
ALBANY INTL CORP CL A 012348108 2,964 78,849 SH   DFND 6 0 78,849 0
ALBANY INTL CORP CL A 012348108 1,519 40,403 SH   DFND 6,12 0 40,403 0
ALBANY INTL CORP CL A 012348108 396 10,533 SH   DFND 6,9 0 10,533 0
ALBANY MOLECULAR RESH INC COM 012423109 820 53,657 SH   DFND 14 0 53,657 0
ALBANY MOLECULAR RESH INC COM 012423109 1,290 84,342 SH   DFND 15 0 84,342 0
ALBEMARLE CORP COM 012653101 62 975 SH   DFND 12,15 0 975 0
ALBEMARLE CORP COM 012653101 904 14,134 SH   DFND 14 0 14,134 0
ALBEMARLE CORP COM 012653101 28,498 445,772 SH   DFND 1 0 445,772 0
ALBEMARLE CORP COM 012653101 3,005 47,003 SH   DFND 15 0 47,003 0
ALBEMARLE CORP COM 012653101 230 3,600 SH   DFND 11 0 3,600 0
ALCOA INC COM 013817101 328 34,248 SH   DFND 12,15 0 34,248 0
ALCOA INC COM 013817101 1,011 105,545 SH   DFND 14 0 105,545 0
ALCOA INC COM 013817101 190,409 19,875,645 SH   DFND 1 0 19,365,822 509,823
ALCOA INC COM 013817101 659 68,810 SH   DFND 1,9 0 68,810 0
ALCOA INC COM 013817101 7,304 762,448 SH   DFND 15 0 762,448 0
ALCOA INC COM 013817101 277 28,952 SH   DFND 5 0 0 28,952
ALCOA INC COM 013817101 1,048 109,400 SH   DFND 5,6 0 50,800 58,600
ALCOA INC COM 013817101 381 39,797 SH   DFND 11 0 39,797 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 8,907 363,699 SH   DFND 1 0 363,699 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,540 103,705 SH   DFND 1,12 0 103,705 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 666 27,184 SH   DFND 15 0 27,184 0
ALEXANDER & BALDWIN INC NEW COM 014491104 858 23,388 SH   DFND 15 0 23,388 0
ALERE INC COM 01449J105 17,574 347,241 SH   DFND 2 0 347,241 0
ALERE INC COM 01449J105 31 604 SH   DFND 12,15 0 604 0
ALERE INC COM 01449J105 103,504 2,045,136 SH   DFND 1 0 2,045,136 0
ALERE INC COM 01449J105 30,827 609,104 SH   DFND 1,2 0 609,104 0
ALERE INC COM 01449J105 688 13,594 SH   DFND 15 0 13,594 0
ALERE INC COM 01449J105 128 2,539 SH   DFND 11,2 0 2,539 0
ALERE INC COM 01449J105 1,668 32,949 SH   DFND 6 0 32,949 0
ALERE INC COM 01449J105 815 16,108 SH   DFND 6,12 0 16,108 0
ALERE INC COM 01449J105 227 4,478 SH   DFND 6,9 0 4,478 0
ALEXANDERS INC COM 014752109 405 1,065 SH   DFND 15 0 1,065 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 78 856 SH   DFND 12,15 0 856 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 15,387 169,289 SH   DFND 1 0 21,910 147,379
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 236 2,600 SH   DFND 1,9 0 2,600 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 432 4,754 SH   DFND 1,15 0 4,754 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5,794 63,744 SH   DFND 15 0 63,744 0
ALEXION PHARMACEUTICALS INC COM 015351109 7,382 53,025 SH   DFND 12,15 0 53,025 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,553 32,702 SH   DFND 14 0 32,702 0
ALEXION PHARMACEUTICALS INC COM 015351109 116,931 839,903 SH   DFND 1 0 839,903 0
ALEXION PHARMACEUTICALS INC COM 015351109 8,123 58,346 SH   DFND 1,12 0 58,346 0
ALEXION PHARMACEUTICALS INC COM 015351109 319 2,292 SH   DFND 1,3 0 2,292 0
ALEXION PHARMACEUTICALS INC COM 015351109 254,156 1,825,568 SH   DFND 15 0 1,825,568 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,309 9,400 SH   DFND 5 0 0 9,400
ALEXION PHARMACEUTICALS INC COM 015351109 947 6,800 SH   DFND 11 0 6,800 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 16,070 203,336 SH   DFND 2 0 203,336 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 186 2,355 SH   DFND 14 0 2,355 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 67,128 849,394 SH   DFND 1 0 849,394 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,935 24,486 SH   DFND 1,2 0 24,486 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 776 9,822 SH   DFND 1,12 0 9,822 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,534 32,060 SH   DFND 1,9 0 32,060 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,396 182,159 SH   DFND 15 0 182,159 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,082 89,608 SH   DFND 11,6 0 89,608 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 178,595 2,259,844 SH   DFND 6 0 709,853 1,549,991
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 24,810 313,933 SH   DFND 6,12 0 313,933 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 408 5,167 SH   DFND 6,9 0 5,167 0
ALIGN TECHNOLOGY INC COM 016255101 53,894 741,417 SH   DFND 1 0 699,142 42,275
ALIGN TECHNOLOGY INC COM 016255101 3,773 51,902 SH   DFND 15 0 51,902 0
ALLEGHANY CORP DEL COM 017175100 143 288 SH   DFND 12,15 0 288 0
ALLEGHANY CORP DEL COM 017175100 7,363 14,838 SH   DFND 15 0 14,838 0
ALLEGHANY CORP DEL COM 017175100 248 500 SH   DFND 11 0 500 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 94 5,751 SH   DFND 12,15 0 5,751 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,244 76,338 SH   DFND 14 0 76,338 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 71,367 4,378,348 SH   DFND 1 0 4,378,348 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,782 109,338 SH   DFND 15 0 109,338 0
ALLEGIANT TRAVEL CO COM 01748X102 2,337 13,123 SH   DFND 14 0 13,123 0
ALLEGIANT TRAVEL CO COM 01748X102 6,956 39,065 SH   DFND 15 0 39,065 0
ALLETE INC COM NEW 018522300 39 689 SH   DFND 12,15 0 689 0
ALLETE INC COM NEW 018522300 7,404 132,057 SH   DFND 14 0 132,057 0
ALLETE INC COM NEW 018522300 47 843 SH   DFND 1 0 843 0
ALLETE INC COM NEW 018522300 9,725 173,439 SH   DFND 15 0 173,439 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 4,286 289,007 SH   DFND 14 0 289,007 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 11,443 52,012 SH   DFND 2 0 52,012 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 102 463 SH   DFND 12,15 0 463 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,453 6,603 SH   DFND 14 0 6,603 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 54,035 245,615 SH   DFND 1 0 245,615 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 22,077 100,352 SH   DFND 1,2 0 100,352 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 458 2,082 SH   DFND 1,3 0 2,082 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,254 23,882 SH   DFND 15 0 23,882 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 528 2,400 SH   DFND 5 0 0 2,400
ALLIANCE DATA SYSTEMS CORP COM 018581108 418 1,900 SH   DFND 11 0 1,900 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 82 371 SH   DFND 11,2 0 371 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 237 16,020 SH   DFND 15 0 16,020 0
ALLIANCE ONE INTL INC COM NEW 018772301 366 20,865 SH   DFND 15 0 20,865 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 1,553 133,202 SH   DFND 14 0 133,202 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 9,651 827,692 SH   DFND 15 0 827,692 0
ALLIANT ENERGY CORP COM 018802108 120 1,613 SH   DFND 12,15 0 1,613 0
ALLIANT ENERGY CORP COM 018802108 5,300 71,353 SH   DFND 14 0 71,353 0
ALLIANT ENERGY CORP COM 018802108 14,342 193,084 SH   DFND 15 0 193,084 0
ALLIANT ENERGY CORP COM 018802108 646 8,700 SH   DFND 5 0 0 8,700
ALLIANT ENERGY CORP COM 018802108 255 3,438 SH   DFND 11 0 3,438 0
ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 1,969 250,820 SH   DFND 14 0 250,820 0
ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 9,178 1,169,164 SH   DFND 15 0 1,169,164 0
ALLIANZGI CONV & INCOME FD I COM 018825109 615 125,987 SH   DFND 14 0 125,987 0
ALLIANZGI CONV & INCOME FD COM 018828103 719 129,706 SH   DFND 14 0 129,706 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 4,461 245,256 SH   DFND 14 0 245,256 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 3,806 310,403 SH   DFND 14 0 310,403 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 11,749 958,318 SH   DFND 15 0 958,318 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 1,616 89,782 SH   DFND 15 0 89,782 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 56 2,082 SH   DFND 12,15 0 2,082 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 34,963 1,295,871 SH   DFND 1 0 1,271,491 24,380
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,912 145,000 SH   DFND 1,4 0 145,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 362 13,400 SH   DFND 1,9 0 13,400 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 863 32,000 SH   DFND 1,3 0 32,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 397 14,700 SH   DFND 1,5 0 0 14,700
ALLISON TRANSMISSION HLDGS I COM 01973R101 308 11,400 SH   DFND 1,8 0 0 11,400
ALLISON TRANSMISSION HLDGS I COM 01973R101 998 36,985 SH   DFND 15 0 36,985 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 224 8,300 SH   DFND 5 0 0 8,300
ALLISON TRANSMISSION HLDGS I COM 01973R101 297 11,000 SH   DFND 5,9 0 11,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 656 24,300 SH   DFND 5,6 0 11,400 12,900
ALLISON TRANSMISSION HLDGS I COM 01973R101 170 6,300 SH   DFND 5,7 0 0 6,300
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 588 44,504 SH   DFND 14 0 44,504 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 3,880 293,732 SH   DFND 15 0 293,732 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 17,910 17,580,000 PRN   DFND 1 0 17,580,000 0
ALLSTATE CORP COM 020002101 1,222 18,136 SH   DFND 12,15 0 18,136 0
ALLSTATE CORP COM 020002101 14,600 216,719 SH   DFND 14 0 216,719 0
ALLSTATE CORP COM 020002101 287,756 4,271,282 SH   DFND 1 0 4,163,816 107,466
ALLSTATE CORP COM 020002101 976 14,494 SH   DFND 1,9 0 14,494 0
ALLSTATE CORP COM 020002101 1,182 17,552 SH   DFND 1,15 0 17,552 0
ALLSTATE CORP COM 020002101 116,195 1,724,729 SH   DFND 15 0 1,724,729 0
ALLSTATE CORP COM 020002101 1,474 21,881 SH   DFND 5 0 0 21,881
ALLSTATE CORP COM 020002101 793 11,778 SH   DFND 11 0 11,778 0
ALLSTATE CORP COM 020002101 222 3,300 SH   DFND 13 0 3,300 0
ALLY FINL INC COM 02005N100 425 22,718 SH   DFND 12,15 0 22,718 0
ALLY FINL INC COM 02005N100 664 35,491 SH   DFND 14 0 35,491 0
ALLY FINL INC COM 02005N100 226,634 12,106,512 SH   DFND 1 0 11,763,750 342,762
ALLY FINL INC COM 02005N100 1,073 57,294 SH   DFND 1,9 0 57,294 0
ALLY FINL INC COM 02005N100 6,416 342,761 SH   DFND 15 0 342,761 0
ALLY FINL INC COM 02005N100 247 13,200 SH   DFND 11 0 13,200 0
ALMOST FAMILY INC COM 020409108 549 14,730 SH   DFND 1 0 7,630 7,100
ALMOST FAMILY INC COM 020409108 86 2,300 SH   DFND 1,3 0 2,300 0
ALMOST FAMILY INC COM 020409108 1,169 31,401 SH   DFND 15 0 31,401 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 8,037 128,035 SH   DFND 15 0 128,035 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 151 2,400 SH   DFND 11 0 2,400 0
ALON USA ENERGY INC COM 020520102 1,480 143,400 SH   DFND 1 0 31,700 111,700
ALON USA ENERGY INC COM 020520102 137 13,300 SH   DFND 1,3 0 13,300 0
ALON USA ENERGY INC COM 020520102 4,204 407,391 SH   DFND 15 0 407,391 0
ALON USA ENERGY INC COM 020520102 41 4,000 SH   DFND 5 0 0 4,000
ALON USA PARTNERS LP UT LTDPART INT 02052T109 219 16,691 SH   DFND 12,15 0 16,691 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 2,929 222,765 SH   DFND 15 0 222,765 0
ALPHABET INC CAP STK CL C 02079K107 86,884 116,631 SH   DFND 2 0 116,631 0
ALPHABET INC CAP STK CL C 02079K107 61,052 81,955 SH   DFND 12,15 0 81,955 0
ALPHABET INC CAP STK CL C 02079K107 571 767 SH   DFND 4 0 767 0
ALPHABET INC CAP STK CL C 02079K107 1,309 1,757 SH   DFND 14 0 1,757 0
ALPHABET INC CAP STK CL C 02079K107 243,200 326,465 SH   DFND 1 0 325,715 750
ALPHABET INC CAP STK CL C 02079K107 1,977 2,654 SH   DFND 1,2 0 2,654 0
ALPHABET INC CAP STK CL C 02079K107 3,235 4,342 SH   DFND 1,12 0 4,342 0
ALPHABET INC CAP STK CL C 02079K107 2,816 3,780 SH   DFND 1,4 0 3,780 0
ALPHABET INC CAP STK CL C 02079K107 596 800 SH   DFND 1,3 0 800 0
ALPHABET INC CAP STK CL C 02079K107 4,675 6,275 SH   DFND 1,5 0 5,920 355
ALPHABET INC CAP STK CL C 02079K107 63 84 SH   DFND 1,11 0 84 0
ALPHABET INC CAP STK CL C 02079K107 428 575 SH   DFND 1,8 0 0 575
ALPHABET INC CAP STK CL C 02079K107 1,991,435 2,673,247 SH   DFND 15 0 2,673,247 0
ALPHABET INC CAP STK CL C 02079K107 8,194 11,000 SH   DFND 5 0 0 11,000
ALPHABET INC CAP STK CL C 02079K107 7,064 9,483 SH   DFND 11 0 9,483 0
ALPHABET INC CAP STK CL C 02079K107 238 320 SH   DFND 11,2 0 320 0
ALPHABET INC CAP STK CL C 02079K107 149 200 SH   DFND 6 0 200 0
ALPHABET INC CAP STK CL C 02079K107 2,756 3,700 SH   DFND 13 0 3,700 0
ALPHABET INC CAP STK CL A 02079K305 110,337 144,628 SH   DFND 2 0 144,628 0
ALPHABET INC CAP STK CL A 02079K305 53,089 69,588 SH   DFND 12,15 0 69,588 0
ALPHABET INC CAP STK CL A 02079K305 14,475 18,974 SH   DFND 14 0 18,974 0
ALPHABET INC CAP STK CL A 02079K305 751,324 984,826 SH   DFND 1 0 983,481 1,345
ALPHABET INC CAP STK CL A 02079K305 1,511 1,981 SH   DFND 1,2 0 1,981 0
ALPHABET INC CAP STK CL A 02079K305 8,991 11,785 SH   DFND 1,12 0 11,785 0
ALPHABET INC CAP STK CL A 02079K305 5,481 7,185 SH   DFND 1,4 0 7,185 0
ALPHABET INC CAP STK CL A 02079K305 10,903 14,291 SH   DFND 1,9 0 14,291 0
ALPHABET INC CAP STK CL A 02079K305 1,305 1,710 SH   DFND 1,3 0 1,710 0
ALPHABET INC CAP STK CL A 02079K305 5,920 7,760 SH   DFND 1,5 0 7,040 720
ALPHABET INC CAP STK CL A 02079K305 431 565 SH   DFND 1,8 0 0 565
ALPHABET INC CAP STK CL A 02079K305 1,734,648 2,273,755 SH   DFND 15 0 2,273,755 0
ALPHABET INC CAP STK CL A 02079K305 7,858 10,300 SH   DFND 5 0 0 10,300
ALPHABET INC CAP STK CL A 02079K305 9,536 12,500 SH   DFND 5,6 0 5,700 6,800
ALPHABET INC CAP STK CL A 02079K305 381 500 SH   DFND 5,7 0 0 500
ALPHABET INC CAP STK CL A 02079K305 6,753 8,852 SH   DFND 11 0 8,852 0
ALPHABET INC CAP STK CL A 02079K305 578 758 SH   DFND 11,2 0 758 0
ALPHABET INC CAP STK CL A 02079K305 650 852 SH   DFND 11,6 0 0 852
ALPHABET INC CAP STK CL A 02079K305 54,561 71,518 SH   DFND 6 0 71,518 0
ALPHABET INC CAP STK CL A 02079K305 649 851 SH   DFND 6,12 0 851 0
ALPHABET INC CAP STK CL A 02079K305 286 375 SH   DFND 6,9 0 375 0
ALPHABET INC CAP STK CL A 02079K305 610 800 SH   DFND 13 0 800 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 465 54,471 SH   DFND 14 0 54,471 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 4,681 837,407 SH   DFND 14 0 837,407 0
ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 3,246 432,754 SH   DFND 14 0 432,754 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 196 16,298 SH   DFND 1 0 16,298 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 4,404 367,018 SH   DFND 15 0 367,018 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 153 12,976 SH   DFND 15 0 12,976 0
ALTRA INDL MOTION CORP COM 02208R106 1,157 41,665 SH   DFND 15 0 41,665 0
ALTRIA GROUP INC COM 02209S103 1,042 16,637 SH   DFND 12,15 0 16,637 0
ALTRIA GROUP INC COM 02209S103 10,241 163,437 SH   DFND 14 0 163,437 0
ALTRIA GROUP INC COM 02209S103 323,327 5,160,019 SH   DFND 1 0 5,157,769 2,250
ALTRIA GROUP INC COM 02209S103 1,736 27,700 SH   DFND 1,4 0 27,700 0
ALTRIA GROUP INC COM 02209S103 1,347 21,501 SH   DFND 1,9 0 21,501 0
ALTRIA GROUP INC COM 02209S103 885 14,126 SH   DFND 1,3 0 14,126 0
ALTRIA GROUP INC COM 02209S103 6,711 107,100 SH   DFND 1,5 0 101,000 6,100
ALTRIA GROUP INC COM 02209S103 75 1,200 SH   DFND 1,8 0 0 1,200
ALTRIA GROUP INC COM 02209S103 185,145 2,954,753 SH   DFND 15 0 2,954,753 0
ALTRIA GROUP INC COM 02209S103 4,486 71,599 SH   DFND 5 0 0 71,599
ALTRIA GROUP INC COM 02209S103 3,935 62,800 SH   DFND 5,6 0 29,900 32,900
ALTRIA GROUP INC COM 02209S103 3,726 59,460 SH   DFND 11 0 59,460 0
ALTRIA GROUP INC COM 02209S103 105,744 1,687,586 SH   DFND 6 0 1,687,586 0
ALTRIA GROUP INC COM 02209S103 535 8,539 SH   DFND 6,9 0 8,539 0
AMAZON COM INC COM 023135106 65,843 110,914 SH   DFND 12,15 0 110,914 0
AMAZON COM INC COM 023135106 17,711 29,834 SH   DFND 14 0 29,834 0
AMAZON COM INC COM 023135106 755,109 1,271,999 SH   DFND 1 0 1,271,639 360
AMAZON COM INC COM 023135106 6,639 11,183 SH   DFND 1,12 0 11,183 0
AMAZON COM INC COM 023135106 21,264 35,819 SH   DFND 1,9 0 35,819 0
AMAZON COM INC COM 023135106 107 180 SH   DFND 1,3 0 180 0
AMAZON COM INC COM 023135106 1,603 2,700 SH   DFND 1,5 0 2,700 0
AMAZON COM INC COM 023135106 119 200 SH   DFND 1,8 0 0 200
AMAZON COM INC COM 023135106 2,192,466 3,693,258 SH   DFND 15 0 3,693,258 0
AMAZON COM INC COM 023135106 8,370 14,100 SH   DFND 5 0 0 14,100
AMAZON COM INC COM 023135106 4,571 7,700 SH   DFND 5,6 0 3,600 4,100
AMAZON COM INC COM 023135106 7,197 12,124 SH   DFND 11 0 12,124 0
AMAZON COM INC COM 023135106 1,900 3,200 SH   DFND 13 0 3,200 0
AMBAC FINL GROUP INC COM NEW 023139884 152 9,648 SH   DFND 12,15 0 9,648 0
AMBAC FINL GROUP INC COM NEW 023139884 6,402 405,170 SH   DFND 1 0 312,470 92,700
AMBAC FINL GROUP INC COM NEW 023139884 967 61,200 SH   DFND 1,3 0 61,200 0
AMBAC FINL GROUP INC COM NEW 023139884 1,131 71,578 SH   DFND 15 0 71,578 0
AMAYA INC COM 02314M108 60 4,503 SH   DFND 2,15 0 4,503 0
AMAYA INC COM 02314M108 77 5,764 SH   DFND 15 0 5,764 0
AMBEV SA SPONSORED ADR 02319V103 314 60,525 SH   DFND 14 0 60,525 0
AMBEV SA SPONSORED ADR 02319V103 470 90,800 SH   DFND 1,5 0 90,800 0
AMBEV SA SPONSORED ADR 02319V103 3,341 644,931 SH   DFND 15 0 644,931 0
AMEDISYS INC COM 023436108 24 500 SH   DFND 1,3 0 500 0
AMEDISYS INC COM 023436108 6,864 141,995 SH   DFND 15 0 141,995 0
AMERCO COM 023586100 26,216 73,371 SH   DFND 15 0 73,371 0
AMERCO COM 023586100 71 200 SH   DFND 11 0 200 0
AMEREN CORP COM 023608102 257 5,130 SH   DFND 12,15 0 5,130 0
AMEREN CORP COM 023608102 1,063 21,224 SH   DFND 14 0 21,224 0
AMEREN CORP COM 023608102 14,000 279,447 SH   DFND 1 0 279,447 0
AMEREN CORP COM 023608102 731 14,600 SH   DFND 1,9 0 14,600 0
AMEREN CORP COM 023608102 76,287 1,522,691 SH   DFND 15 0 1,522,691 0
AMEREN CORP COM 023608102 666 13,300 SH   DFND 5 0 0 13,300
AMEREN CORP COM 023608102 369 7,375 SH   DFND 11 0 7,375 0
AMERESCO INC CL A 02361E108 61 12,867 SH   DFND 12,15 0 12,867 0
AMERESCO INC CL A 02361E108 3,157 661,835 SH   DFND 15 0 661,835 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 11,835 762,059 SH   DFND 2 0 762,059 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 17,786 1,145,257 SH   DFND 1 0 1,145,257 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 8,854 570,145 SH   DFND 15 0 570,145 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 104 6,700 SH   DFND 5,9 0 6,700 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 7,284 469,000 SH   DFND 6 0 469,000 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 141 9,100 SH   DFND 6,9 0 9,100 0
AMERICAN AIRLS GROUP INC COM 02376R102 6,803 165,882 SH   DFND 12,15 0 165,882 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,201 53,675 SH   DFND 14 0 53,675 0
AMERICAN AIRLS GROUP INC COM 02376R102 10,853 264,633 SH   DFND 1 0 264,633 0
AMERICAN AIRLS GROUP INC COM 02376R102 239,044 5,828,921 SH   DFND 15 0 5,828,921 0
AMERICAN AIRLS GROUP INC COM 02376R102 554 13,500 SH   DFND 5 0 0 13,500
AMERICAN AIRLS GROUP INC COM 02376R102 197 4,800 SH   DFND 11 0 4,800 0
AMERICAN ASSETS TR INC COM 024013104 1,093 27,379 SH   DFND 14 0 27,379 0
AMERICAN ASSETS TR INC COM 024013104 1,097 27,472 SH   DFND 1 0 27,472 0
AMERICAN ASSETS TR INC COM 024013104 248 6,200 SH   DFND 1,3 0 6,200 0
AMERICAN ASSETS TR INC COM 024013104 6,014 150,640 SH   DFND 15 0 150,640 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 33 2,170 SH   DFND 12,15 0 2,170 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2,918 189,630 SH   DFND 1 0 189,630 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 514 33,400 SH   DFND 1,3 0 33,400 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 624 40,535 SH   DFND 15 0 40,535 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 71 4,600 SH   DFND 5 0 0 4,600
AMERICAN CAMPUS CMNTYS INC COM 024835100 57 1,212 SH   DFND 12,15 0 1,212 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 40 859 SH   DFND 14 0 859 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 404,422 8,588,277 SH   DFND 1 0 3,110,444 5,477,833
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,644 56,156 SH   DFND 1,2 0 56,156 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,082 22,974 SH   DFND 1,12 0 22,974 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 245 5,200 SH   DFND 1,9 0 5,200 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 15,530 329,790 SH   DFND 1,3 0 329,790 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 6,261 132,952 SH   DFND 1,13 0 132,952 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 4,825 102,455 SH   DFND 15 0 102,455 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 168 9,041 SH   DFND 12,15 0 9,041 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 7,398 397,089 SH   DFND 1 0 386,629 10,460
AMERICAN CAPITAL AGENCY CORP COM 02503X105 708 38,000 SH   DFND 1,4 0 38,000 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 805 43,200 SH   DFND 1,9 0 43,200 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 238 12,800 SH   DFND 1,3 0 12,800 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,448 131,400 SH   DFND 1,5 0 131,400 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 9,266 497,391 SH   DFND 15 0 497,391 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 5,656 303,600 SH   DFND 5 0 303,600 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 481 25,800 SH   DFND 5,6 0 11,800 14,000
AMERICAN CAPITAL AGENCY CORP COM 02503X105 196 10,500 SH   DFND 11 0 10,500 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 5,274 283,100 SH   DFND 6 0 283,100 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 207 11,100 SH   DFND 13 0 11,100 0
AMERICAN CAP LTD COM 02503Y103 85 5,589 SH   DFND 12,15 0 5,589 0
AMERICAN CAP LTD COM 02503Y103 293 19,258 SH   DFND 14 0 19,258 0
AMERICAN CAP LTD COM 02503Y103 130,383 8,555,289 SH   DFND 1 0 8,555,289 0
AMERICAN CAP LTD COM 02503Y103 7,708 505,791 SH   DFND 15 0 505,791 0
AMERICAN CAP MTG INVT CORP COM 02504A104 3,312 225,623 SH   DFND 14 0 225,623 0
AMERICAN CAP MTG INVT CORP COM 02504A104 209 14,213 SH   DFND 1 0 14,213 0
AMERICAN CAP MTG INVT CORP COM 02504A104 1,486 101,212 SH   DFND 15 0 101,212 0
AMERICAN ELEC PWR INC COM 025537101 575 8,662 SH   DFND 12,15 0 8,662 0
AMERICAN ELEC PWR INC COM 025537101 13,806 207,923 SH   DFND 14 0 207,923 0
AMERICAN ELEC PWR INC COM 025537101 213,359 3,213,240 SH   DFND 1 0 3,212,540 700
AMERICAN ELEC PWR INC COM 025537101 505 7,607 SH   DFND 1,9 0 7,607 0
AMERICAN ELEC PWR INC COM 025537101 912 13,734 SH   DFND 1,3 0 13,734 0
AMERICAN ELEC PWR INC COM 025537101 96,334 1,450,813 SH   DFND 15 0 1,450,813 0
AMERICAN ELEC PWR INC COM 025537101 1,086 16,349 SH   DFND 5 0 0 16,349
AMERICAN ELEC PWR INC COM 025537101 987 14,866 SH   DFND 11 0 14,866 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 74 4,430 SH   DFND 12,15 0 4,430 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,892 233,475 SH   DFND 14 0 233,475 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,220 73,200 SH   DFND 1 0 73,200 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,781 106,840 SH   DFND 15 0 106,840 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 48 2,839 SH   DFND 12,15 0 2,839 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 33,068 1,968,336 SH   DFND 1 0 1,968,336 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,281 195,280 SH   DFND 15 0 195,280 0
AMERICAN EXPRESS CO COM 025816109 816 13,293 SH   DFND 12,15 0 13,293 0
AMERICAN EXPRESS CO COM 025816109 1,286 20,939 SH   DFND 4 0 20,939 0
AMERICAN EXPRESS CO COM 025816109 2,713 44,182 SH   DFND 14 0 44,182 0
AMERICAN EXPRESS CO COM 025816109 289 4,702 SH   DFND 9 0 4,702 0
AMERICAN EXPRESS CO COM 025816109 486,047 7,916,071 SH   DFND 1 0 7,904,191 11,880
AMERICAN EXPRESS CO COM 025816109 4,998 81,400 SH   DFND 1,4 0 81,400 0
AMERICAN EXPRESS CO COM 025816109 171 2,783 SH   DFND 1,9 0 2,783 0
AMERICAN EXPRESS CO COM 025816109 2,061 33,567 SH   DFND 1,3 0 33,567 0
AMERICAN EXPRESS CO COM 025816109 4,752 77,400 SH   DFND 1,5 0 67,000 10,400
AMERICAN EXPRESS CO COM 025816109 43 695 SH   DFND 1,11 0 695 0
AMERICAN EXPRESS CO COM 025816109 671 10,935 SH   DFND 1,6 0 10,935 0
AMERICAN EXPRESS CO COM 025816109 313 5,100 SH   DFND 1,8 0 0 5,100
AMERICAN EXPRESS CO COM 025816109 14,500 236,149 SH   DFND 15 0 236,149 0
AMERICAN EXPRESS CO COM 025816109 2,617 42,616 SH   DFND 5 0 0 42,616
AMERICAN EXPRESS CO COM 025816109 2,788 45,400 SH   DFND 5,6 0 21,100 24,300
AMERICAN EXPRESS CO COM 025816109 1,561 25,425 SH   DFND 11 0 25,425 0
AMERICAN EXPRESS CO COM 025816109 1,245 20,280 SH   DFND 11,6 0 11,879 8,401
AMERICAN EXPRESS CO COM 025816109 83,409 1,358,456 SH   DFND 6 0 1,358,456 0
AMERICAN EXPRESS CO COM 025816109 64 1,044 SH   DFND 6,2 0 1,044 0
AMERICAN EXPRESS CO COM 025816109 502 8,176 SH   DFND 6,12 0 8,176 0
AMERICAN EXPRESS CO COM 025816109 15,094 245,827 SH   DFND 6,9 0 245,827 0
AMERICAN EXPRESS CO COM 025816109 224 3,653 SH   DFND 6,13 0 3,653 0
AMERICAN EXPRESS CO COM 025816109 1,019 16,600 SH   DFND 13 0 16,600 0
AMERICAN FINL GROUP INC OHIO COM 025932104 103 1,462 SH   DFND 12,15 0 1,462 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,327 33,065 SH   DFND 14 0 33,065 0
AMERICAN FINL GROUP INC OHIO COM 025932104 26,996 383,629 SH   DFND 1 0 383,629 0
AMERICAN FINL GROUP INC OHIO COM 025932104 19,308 274,372 SH   DFND 15 0 274,372 0
AMERICAN FINL GROUP INC OHIO COM 025932104 3,647 51,832 SH   DFND 6 0 51,832 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,792 25,467 SH   DFND 6,12 0 25,467 0
AMERICAN FINL GROUP INC OHIO COM 025932104 482 6,843 SH   DFND 6,9 0 6,843 0
AMERICAN HOMES 4 RENT CL A 02665T306 59,982 3,772,484 SH   DFND 1 0 3,210,000 562,484
AMERICAN HOMES 4 RENT CL A 02665T306 953 59,957 SH   DFND 1,2 0 59,957 0
AMERICAN HOMES 4 RENT CL A 02665T306 423 26,612 SH   DFND 1,12 0 26,612 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,781 363,606 SH   DFND 1,3 0 363,606 0
AMERICAN HOMES 4 RENT CL A 02665T306 200 12,583 SH   DFND 1,15 0 12,583 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,397 150,745 SH   DFND 1,13 0 150,745 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,901 119,573 SH   DFND 15 0 119,573 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,545 65,586 SH   DFND 12,15 0 65,586 0
AMERICAN INTL GROUP INC COM NEW 026874784 7,143 132,162 SH   DFND 14 0 132,162 0
AMERICAN INTL GROUP INC COM NEW 026874784 27,506 508,899 SH   DFND 1 0 506,749 2,150
AMERICAN INTL GROUP INC COM NEW 026874784 1,594 29,500 SH   DFND 1,4 0 29,500 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,136 21,020 SH   DFND 1,15 0 21,020 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,578 121,700 SH   DFND 1,5 0 115,200 6,500
AMERICAN INTL GROUP INC COM NEW 026874784 427 7,900 SH   DFND 1,8 0 0 7,900
AMERICAN INTL GROUP INC COM NEW 026874784 106,577 1,971,826 SH   DFND 15 0 1,971,826 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,854 52,800 SH   DFND 5 0 0 52,800
AMERICAN INTL GROUP INC COM NEW 026874784 3,973 73,500 SH   DFND 5,6 0 35,800 37,700
AMERICAN INTL GROUP INC COM NEW 026874784 2,032 37,590 SH   DFND 11 0 37,590 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,567 29,000 SH   DFND 13 0 29,000 0
AMERICAN NATL INS CO COM 028591105 1,951 16,895 SH   DFND 15 0 16,895 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 3,927 190,378 SH   DFND 2 0 190,378 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 22,944 1,112,185 SH   DFND 1,2 0 1,112,185 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,168 56,617 SH   DFND 15 0 56,617 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 71 3,431 SH   DFND 11,2 0 3,431 0
AMERICAN RAILCAR INDS INC COM 02916P103 9 210 SH   DFND 12,15 0 210 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,081 26,538 SH   DFND 15 0 26,538 0
AMERICAN SCIENCE & ENGR INC COM 029429107 913 32,969 SH   DFND 15 0 32,969 0
AMERICAN STS WTR CO COM 029899101 1,939 49,263 SH   DFND 14 0 49,263 0
AMERICAN STS WTR CO COM 029899101 10 244 SH   DFND 1 0 244 0
AMERICAN STS WTR CO COM 029899101 28,037 712,334 SH   DFND 15 0 712,334 0
AMERICAN TOWER CORP NEW COM 03027X100 184 1,797 SH   DFND 12,15 0 1,797 0
AMERICAN TOWER CORP NEW COM 03027X100 22,863 223,339 SH   DFND 14 0 223,339 0
AMERICAN TOWER CORP NEW COM 03027X100 604,185 5,901,978 SH   DFND 1 0 3,027,286 2,874,692
AMERICAN TOWER CORP NEW COM 03027X100 14,103 137,764 SH   DFND 1,3 0 137,764 0
AMERICAN TOWER CORP NEW COM 03027X100 1,159 11,322 SH   DFND 1,15 0 11,322 0
AMERICAN TOWER CORP NEW COM 03027X100 9,610 93,875 SH   DFND 15 0 93,875 0
AMERICAN TOWER CORP NEW COM 03027X100 1,318 12,870 SH   DFND 11 0 12,870 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 36,647 349,184 SH   DFND 1 0 193,584 155,600
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 237 2,260 SH   DFND 1,9 0 2,260 0
AMERICAN VANGUARD CORP COM 030371108 580 36,740 SH   DFND 15 0 36,740 0
AMERICAN WTR WKS CO INC NEW COM 030420103 309 4,485 SH   DFND 12,15 0 4,485 0
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AMERICAN WTR WKS CO INC NEW COM 030420103 10,842 157,296 SH   DFND 1 0 157,296 0
AMERICAN WTR WKS CO INC NEW COM 030420103 70,288 1,019,707 SH   DFND 15 0 1,019,707 0
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AMGEN INC COM 031162100 449,614 2,998,829 SH   DFND 1 0 2,853,282 145,547
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ANDERSONS INC COM 034164103 43 1,380 SH   DFND 12,15 0 1,380 0
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ANGIES LIST INC COM 034754101 370 45,827 SH   DFND 15 0 45,827 0
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ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 807 58,945 SH   DFND 15 0 58,945 0
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ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 33,176 266,133 SH   DFND 14 0 266,133 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 6 50 SH   DFND 1 0 50 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 9,660 77,490 SH   DFND 15 0 77,490 0
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ANWORTH MORTGAGE ASSET CP COM 037347101 2,705 580,500 SH   DFND 1 0 348,000 232,500
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APARTMENT INVT & MGMT CO CL A 03748R101 153,042 3,659,535 SH   DFND 1 0 3,151,129 508,406
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APOLLO GLOBAL MGMT LLC CL A SHS 037612306 92 5,396 SH   DFND 12,15 0 5,396 0
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APOLLO SR FLOATING RATE FD I COM 037636107 2,310 151,945 SH   DFND 9 0 151,945 0
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ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 193 42,201 SH   DFND 15 0 42,201 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,820 50,137 SH   DFND 12,15 0 50,137 0
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ARLINGTON ASSET INVT CORP CL A NEW 041356205 10,415 831,183 SH   DFND 15 0 831,183 0
ARM HLDGS PLC SPONSORED ADR 042068106 2,166 49,581 SH   DFND 15 0 49,581 0
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ARMSTRONG WORLD INDS INC NEW COM 04247X102 107 2,210 SH   DFND 12,15 0 2,210 0
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ARTISAN PARTNERS ASSET MGMT CL A 04316A108 4,565 148,016 SH   DFND 15 0 148,016 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 76 1,273 SH   DFND 12,15 0 1,273 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 667 11,141 SH   DFND 14 0 11,141 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3,567 59,602 SH   DFND 15 0 59,602 0
ASCENA RETAIL GROUP INC COM 04351G101 76 6,914 SH   DFND 12,15 0 6,914 0
ASCENA RETAIL GROUP INC COM 04351G101 2,870 259,480 SH   DFND 14 0 259,480 0
ASCENA RETAIL GROUP INC COM 04351G101 92,315 8,346,736 SH   DFND 1 0 8,346,736 0
ASCENA RETAIL GROUP INC COM 04351G101 1,104 99,794 SH   DFND 15 0 99,794 0
ASCENT CAP GROUP INC COM SER A 043632108 1,085 73,279 SH   DFND 15 0 73,279 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 405 34,745 SH   DFND 15 0 34,745 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 411 64,380 SH   DFND 1 0 64,380 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 5,645 884,842 SH   DFND 15 0 884,842 0
ASHLAND INC NEW COM 044209104 123 1,117 SH   DFND 12,15 0 1,117 0
ASHLAND INC NEW COM 044209104 9,166 83,358 SH   DFND 15 0 83,358 0
ASHLAND INC NEW COM 044209104 209 1,900 SH   DFND 11 0 1,900 0
ASPEN TECHNOLOGY INC COM 045327103 274 7,586 SH   DFND 12,15 0 7,586 0
ASPEN TECHNOLOGY INC COM 045327103 45,682 1,264,392 SH   DFND 1 0 1,264,392 0
ASPEN TECHNOLOGY INC COM 045327103 8,900 246,341 SH   DFND 15 0 246,341 0
ASSOCIATED BANC CORP COM 045487105 43 2,377 SH   DFND 12,15 0 2,377 0
ASSOCIATED BANC CORP COM 045487105 617 34,400 SH   DFND 1 0 0 34,400
ASSOCIATED BANC CORP COM 045487105 2,972 165,660 SH   DFND 15 0 165,660 0
ASSOCIATED BANC CORP COM 045487105 61 3,400 SH   DFND 5 0 0 3,400
ASSURANT INC COM 04621X108 265 3,430 SH   DFND 12,15 0 3,430 0
ASSURANT INC COM 04621X108 1,673 21,679 SH   DFND 14 0 21,679 0
ASSURANT INC COM 04621X108 10,053 130,304 SH   DFND 1 0 130,304 0
ASSURANT INC COM 04621X108 1,224 15,868 SH   DFND 1,15 0 15,868 0
ASSURANT INC COM 04621X108 10,958 142,033 SH   DFND 15 0 142,033 0
ASSURANT INC COM 04621X108 154 2,000 SH   DFND 11 0 2,000 0
ASTEC INDS INC COM 046224101 1,344 28,802 SH   DFND 15 0 28,802 0
ASTORIA FINL CORP COM 046265104 13 813 SH   DFND 1 0 813 0
ASTORIA FINL CORP COM 046265104 6,181 390,213 SH   DFND 15 0 390,213 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,894 67,273 SH   DFND 14 0 67,273 0
ASTRAZENECA PLC SPONSORED ADR 046353108 28,514 1,012,587 SH   DFND 1 0 1,012,587 0
ASTRAZENECA PLC SPONSORED ADR 046353108 7,885 280,023 SH   DFND 1,12 0 280,023 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,596 56,691 SH   DFND 15 0 56,691 0
ASTRONICS CORP COM 046433108 382 10,005 SH   DFND 15 0 10,005 0
ATARA BIOTHERAPEUTICS INC COM 046513107 1,649 86,636 SH   DFND 1 0 86,636 0
ATARA BIOTHERAPEUTICS INC COM 046513107 445 23,364 SH   DFND 1,12 0 23,364 0
ATARA BIOTHERAPEUTICS INC COM 046513107 3 173 SH   DFND 15 0 173 0
ATHENAHEALTH INC COM 04685W103 133 957 SH   DFND 12,15 0 957 0
ATHENAHEALTH INC COM 04685W103 1,376 9,916 SH   DFND 15 0 9,916 0
ATLANTIC PWR CORP COM NEW 04878Q863 35 14,352 SH   DFND 15 0 14,352 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 89 1,179 SH   DFND 12,15 0 1,179 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 18 241 SH   DFND 1 0 241 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 7,930 104,572 SH   DFND 15 0 104,572 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,317 102,140 SH   DFND 1 0 65,640 36,500
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 976 23,100 SH   DFND 1,3 0 23,100 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 858 20,291 SH   DFND 15 0 20,291 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 376 8,900 SH   DFND 5 0 0 8,900
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 2,559 3,000,000 PRN   DFND 1 0 3,000,000 0
ATMEL CORP COM 049513104 50,082 6,167,726 SH   DFND 1 0 6,167,726 0
ATMEL CORP COM 049513104 1,546 190,417 SH   DFND 15 0 190,417 0
ATMOS ENERGY CORP COM 049560105 98 1,314 SH   DFND 12,15 0 1,314 0
ATMOS ENERGY CORP COM 049560105 8,989 121,051 SH   DFND 14 0 121,051 0
ATMOS ENERGY CORP COM 049560105 284 3,825 SH   DFND 1 0 3,825 0
ATMOS ENERGY CORP COM 049560105 349 4,700 SH   DFND 1,9 0 4,700 0
ATMOS ENERGY CORP COM 049560105 15,057 202,767 SH   DFND 15 0 202,767 0
ATMOS ENERGY CORP COM 049560105 602 8,100 SH   DFND 5 0 0 8,100
ATMOS ENERGY CORP COM 049560105 238 3,200 SH   DFND 11 0 3,200 0
ATRICURE INC COM 04963C209 591 35,142 SH   DFND 15 0 35,142 0
ATRION CORP COM 049904105 1,605 4,059 SH   DFND 15 0 4,059 0
ATWOOD OCEANICS INC COM 050095108 71 7,789 SH   DFND 12,15 0 7,789 0
ATWOOD OCEANICS INC COM 050095108 349 38,031 SH   DFND 14 0 38,031 0
ATWOOD OCEANICS INC COM 050095108 3,581 390,500 SH   DFND 1 0 390,500 0
ATWOOD OCEANICS INC COM 050095108 2,573 280,600 SH   DFND 15 0 280,600 0
AUTOBYTEL INC COM NEW 05275N205 1,137 65,509 SH   DFND 15 0 65,509 0
AUTODESK INC COM 052769106 3,131 53,689 SH   DFND 12,15 0 53,689 0
AUTODESK INC COM 052769106 10,851 186,084 SH   DFND 1 0 186,084 0
AUTODESK INC COM 052769106 125 2,139 SH   DFND 1,15 0 2,139 0
AUTODESK INC COM 052769106 103,062 1,767,477 SH   DFND 15 0 1,767,477 0
AUTODESK INC COM 052769106 578 9,910 SH   DFND 5 0 0 9,910
AUTODESK INC COM 052769106 403 6,904 SH   DFND 11 0 6,904 0
AUTOHOME INC SP ADR RP CL A 05278C107 3,188 114,102 SH   DFND 15 0 114,102 0
AUTOLIV INC COM 052800109 159 1,338 SH   DFND 12,15 0 1,338 0
AUTOLIV INC COM 052800109 2,155 18,189 SH   DFND 15 0 18,189 0
AUTOLIV INC COM 052800109 545 4,600 SH   DFND 5 0 0 4,600
AUTOLIV INC COM 052800109 332 2,800 SH   DFND 11 0 2,800 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,894 110,294 SH   DFND 12,15 0 110,294 0
AUTOMATIC DATA PROCESSING IN COM 053015103 106,463 1,186,750 SH   DFND 14 0 1,186,750 0
AUTOMATIC DATA PROCESSING IN COM 053015103 132,650 1,478,651 SH   DFND 1 0 1,478,651 0
AUTOMATIC DATA PROCESSING IN COM 053015103 85 943 SH   DFND 1,9 0 943 0
AUTOMATIC DATA PROCESSING IN COM 053015103 614 6,848 SH   DFND 1,3 0 6,848 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,228 13,694 SH   DFND 1,15 0 13,694 0
AUTOMATIC DATA PROCESSING IN COM 053015103 392,123 4,371,010 SH   DFND 15 0 4,371,010 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,516 16,900 SH   DFND 5 0 0 16,900
AUTOMATIC DATA PROCESSING IN COM 053015103 1,256 14,001 SH   DFND 11 0 14,001 0
AUTONATION INC COM 05329W102 100 2,140 SH   DFND 12,15 0 2,140 0
AUTONATION INC COM 05329W102 1,364 29,225 SH   DFND 14 0 29,225 0
AUTONATION INC COM 05329W102 9,174 196,521 SH   DFND 1 0 196,521 0
AUTONATION INC COM 05329W102 35 742 SH   DFND 1,15 0 742 0
AUTONATION INC COM 05329W102 11,667 249,940 SH   DFND 15 0 249,940 0
AUTONATION INC COM 05329W102 112 2,400 SH   DFND 11 0 2,400 0
AUTOZONE INC COM 053332102 53,718 67,426 SH   DFND 2 0 67,426 0
AUTOZONE INC COM 053332102 753 945 SH   DFND 12,15 0 945 0
AUTOZONE INC COM 053332102 2,494 3,131 SH   DFND 14 0 3,131 0
AUTOZONE INC COM 053332102 57,024 71,576 SH   DFND 1 0 71,576 0
AUTOZONE INC COM 053332102 119,966 150,581 SH   DFND 15 0 150,581 0
AUTOZONE INC COM 053332102 717 900 SH   DFND 5 0 0 900
AUTOZONE INC COM 053332102 703 882 SH   DFND 11 0 882 0
AUTOZONE INC COM 053332102 405 508 SH   DFND 11,2 0 508 0
AVALONBAY CMNTYS INC COM 053484101 179 943 SH   DFND 12,15 0 943 0
AVALONBAY CMNTYS INC COM 053484101 950,356 4,996,612 SH   DFND 1 0 2,428,283 2,568,329
AVALONBAY CMNTYS INC COM 053484101 8,345 43,875 SH   DFND 1,2 0 43,875 0
AVALONBAY CMNTYS INC COM 053484101 3,580 18,824 SH   DFND 1,12 0 18,824 0
AVALONBAY CMNTYS INC COM 053484101 318 1,674 SH   DFND 1,9 0 1,674 0
AVALONBAY CMNTYS INC COM 053484101 49,038 257,822 SH   DFND 1,3 0 257,822 0
AVALONBAY CMNTYS INC COM 053484101 1,332 7,003 SH   DFND 1,15 0 7,003 0
AVALONBAY CMNTYS INC COM 053484101 20,267 106,557 SH   DFND 1,13 0 106,557 0
AVALONBAY CMNTYS INC COM 053484101 70,329 369,762 SH   DFND 15 0 369,762 0
AVALONBAY CMNTYS INC COM 053484101 1,236 6,500 SH   DFND 5 0 6,500 0
AVALONBAY CMNTYS INC COM 053484101 788 4,141 SH   DFND 11 0 4,141 0
AVANGRID INC COM 05351W103 906 22,582 SH   DFND 15 0 22,582 0
AVENUE INCOME CR STRATEGIES COM 05358E106 1,796 163,900 SH   DFND 14 0 163,900 0
AVERY DENNISON CORP COM 053611109 87 1,209 SH   DFND 12,15 0 1,209 0
AVERY DENNISON CORP COM 053611109 840 11,644 SH   DFND 14 0 11,644 0
AVERY DENNISON CORP COM 053611109 94,534 1,310,964 SH   DFND 1 0 1,310,614 350
AVERY DENNISON CORP COM 053611109 45 624 SH   DFND 1,9 0 624 0
AVERY DENNISON CORP COM 053611109 386 5,349 SH   DFND 1,3 0 5,349 0
AVERY DENNISON CORP COM 053611109 1,171 16,235 SH   DFND 1,15 0 16,235 0
AVERY DENNISON CORP COM 053611109 4,938 68,475 SH   DFND 15 0 68,475 0
AVERY DENNISON CORP COM 053611109 1,695 23,500 SH   DFND 5,6 0 10,400 13,100
AVERY DENNISON CORP COM 053611109 209 2,897 SH   DFND 11 0 2,897 0
AVID TECHNOLOGY INC COM 05367P100 300 44,452 SH   DFND 15 0 44,452 0
AVINGER INC COM 053734109 347 36,240 SH   DFND 15 0 36,240 0
AVIS BUDGET GROUP COM 053774105 203 7,432 SH   DFND 12,15 0 7,432 0
AVIS BUDGET GROUP COM 053774105 1,348 49,267 SH   DFND 14 0 49,267 0
AVIS BUDGET GROUP COM 053774105 5,587 204,188 SH   DFND 15 0 204,188 0
AVISTA CORP COM 05379B107 46 1,133 SH   DFND 12,15 0 1,133 0
AVISTA CORP COM 05379B107 1,755 43,045 SH   DFND 14 0 43,045 0
AVISTA CORP COM 05379B107 14 348 SH   DFND 1 0 348 0
AVISTA CORP COM 05379B107 21,649 530,878 SH   DFND 15 0 530,878 0
AVNET INC COM 053807103 221 4,985 SH   DFND 12,15 0 4,985 0
AVNET INC COM 053807103 1,655 37,359 SH   DFND 14 0 37,359 0
AVNET INC COM 053807103 3,823 86,289 SH   DFND 15 0 86,289 0
AVNET INC COM 053807103 178 4,023 SH   DFND 11 0 4,023 0
AVIVA PLC ADR 05382A104 600 45,926 SH   DFND 15 0 45,926 0
AVON PRODS INC COM 054303102 174 36,157 SH   DFND 12,15 0 36,157 0
AVON PRODS INC COM 054303102 1,204 250,300 SH   DFND 1 0 250,300 0
AVON PRODS INC COM 054303102 2,715 564,551 SH   DFND 15 0 564,551 0
AXCELIS TECHNOLOGIES INC COM 054540109 240 85,652 SH   DFND 15 0 85,652 0
AXIALL CORP COM 05463D100 56 2,582 SH   DFND 12,15 0 2,582 0
AXIALL CORP COM 05463D100 506 23,174 SH   DFND 14 0 23,174 0
AXIALL CORP COM 05463D100 893 40,908 SH   DFND 15 0 40,908 0
BB&T CORP COM 054937107 474 14,244 SH   DFND 12,15 0 14,244 0
BB&T CORP COM 054937107 8,754 263,121 SH   DFND 14 0 263,121 0
BB&T CORP COM 054937107 310,795 9,341,605 SH   DFND 1 0 8,820,433 521,172
BB&T CORP COM 054937107 10,011 300,901 SH   DFND 1,2 0 300,901 0
BB&T CORP COM 054937107 236 7,100 SH   DFND 1,3 0 7,100 0
BB&T CORP COM 054937107 1,133 34,063 SH   DFND 1,15 0 34,063 0
BB&T CORP COM 054937107 22,503 676,369 SH   DFND 15 0 676,369 0
BB&T CORP COM 054937107 895 26,900 SH   DFND 5 0 0 26,900
BB&T CORP COM 054937107 788 23,684 SH   DFND 11 0 23,684 0
B & G FOODS INC NEW COM 05508R106 3,118 89,570 SH   DFND 14 0 89,570 0
B & G FOODS INC NEW COM 05508R106 42,130 1,210,285 SH   DFND 1 0 1,210,285 0
B & G FOODS INC NEW COM 05508R106 17,037 489,422 SH   DFND 15 0 489,422 0
BCE INC COM NEW 05534B760 5,165 113,425 SH   DFND 2,15 0 113,425 0
BCE INC COM NEW 05534B760 1,897 41,651 SH   DFND 14 0 41,651 0
BCE INC COM NEW 05534B760 3,752 82,400 SH   DFND 1 0 82,400 0
BCE INC COM NEW 05534B760 15,195 333,672 SH   DFND 1,2 0 333,672 0
BCE INC COM NEW 05534B760 11,305 248,234 SH   DFND 15 0 248,234 0
BCE INC COM NEW 05534B760 3,874 85,078 SH   DFND 5 0 78,800 6,278
BCE INC COM NEW 05534B760 208 4,569 SH   DFND 11 0 4,569 0
BGC PARTNERS INC CL A 05541T101 5,121 565,812 SH   DFND 15 0 565,812 0
BHP BILLITON PLC SPONSORED ADR 05545E209 10,319 453,990 SH   DFND 14 0 453,990 0
BHP BILLITON PLC SPONSORED ADR 05545E209 26,452 1,163,754 SH   DFND 15 0 1,163,754 0
BOK FINL CORP COM NEW 05561Q201 15,618 285,946 SH   DFND 15 0 285,946 0
BP PLC SPONSORED ADR 055622104 677 22,442 SH   DFND 14 0 22,442 0
BP PLC SPONSORED ADR 055622104 303,542 10,057,724 SH   DFND 1 0 9,783,473 274,251
BP PLC SPONSORED ADR 055622104 28,115 931,577 SH   DFND 1,2 0 931,577 0
BP PLC SPONSORED ADR 055622104 6,240 206,758 SH   DFND 1,9 0 206,758 0
BP PLC SPONSORED ADR 055622104 17,956 594,969 SH   DFND 15 0 594,969 0
BNC BANCORP COM 05566T101 969 45,874 SH   DFND 15 0 45,874 0
BOFI HLDG INC COM 05566U108 44,039 2,063,700 SH   DFND 1 0 2,063,700 0
BOFI HLDG INC COM 05566U108 2,232 104,582 SH   DFND 15 0 104,582 0
BT GROUP PLC ADR 05577E101 10,555 329,025 SH   DFND 14 0 329,025 0
BT GROUP PLC ADR 05577E101 6,316 196,879 SH   DFND 15 0 196,879 0
BMC STK HLDGS INC COM 05591B109 2,946 177,282 SH   DFND 9 0 177,282 0
BMC STK HLDGS INC COM 05591B109 15,378 925,272 SH   DFND 1 0 925,272 0
BMC STK HLDGS INC COM 05591B109 377 22,688 SH   DFND 15 0 22,688 0
BWX TECHNOLOGIES INC COM 05605H100 503 15,001 SH   DFND 14 0 15,001 0
BWX TECHNOLOGIES INC COM 05605H100 3,368 100,350 SH   DFND 1 0 100,350 0
BWX TECHNOLOGIES INC COM 05605H100 87 2,600 SH   DFND 1,3 0 2,600 0
BWX TECHNOLOGIES INC COM 05605H100 5,867 174,822 SH   DFND 15 0 174,822 0
BWX TECHNOLOGIES INC COM 05605H100 114 3,400 SH   DFND 5,7 0 0 3,400
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 62,622 2,926,256 SH   DFND 1 0 2,926,256 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 3,231 150,975 SH   DFND 15 0 150,975 0
BABSON CAP GLB SHT DURHGH YL COM 05617T100 718 42,999 SH   DFND 14 0 42,999 0
BABSON CAP GLB SHT DURHGH YL COM 05617T100 3,242 194,228 SH   DFND 15 0 194,228 0
BADGER METER INC COM 056525108 179 2,694 SH   DFND 14 0 2,694 0
BADGER METER INC COM 056525108 12 175 SH   DFND 1 0 175 0
BADGER METER INC COM 056525108 17,077 256,764 SH   DFND 15 0 256,764 0
BAIDU INC SPON ADR REP A 056752108 25,277 132,421 SH   DFND 2 0 132,421 0
BAIDU INC SPON ADR REP A 056752108 14,889 78,000 SH   DFND 12,4 0 78,000 0
BAIDU INC SPON ADR REP A 056752108 12,078 63,275 SH   DFND 12,15 0 63,275 0
BAIDU INC SPON ADR REP A 056752108 5,822 30,500 SH   DFND 4,9 0 30,500 0
BAIDU INC SPON ADR REP A 056752108 227 1,191 SH   DFND 14 0 1,191 0
BAIDU INC SPON ADR REP A 056752108 453,435 2,375,497 SH   DFND 1 0 2,136,766 238,731
BAIDU INC SPON ADR REP A 056752108 44,570 233,495 SH   DFND 1,2 0 233,495 0
BAIDU INC SPON ADR REP A 056752108 1,398 7,324 SH   DFND 1,9 0 7,324 0
BAIDU INC SPON ADR REP A 056752108 26,991 141,401 SH   DFND 1,3 0 141,401 0
BAIDU INC SPON ADR REP A 056752108 435,502 2,281,546 SH   DFND 15 0 2,281,546 0
BAIDU INC SPON ADR REP A 056752108 14,449 75,695 SH   DFND 11,6 0 72,705 2,990
BAIDU INC SPON ADR REP A 056752108 510,372 2,673,787 SH   DFND 6 0 1,059,782 1,614,005
BAIDU INC SPON ADR REP A 056752108 619 3,241 SH   DFND 6,2 0 3,241 0
BAIDU INC SPON ADR REP A 056752108 64,274 336,725 SH   DFND 6,12 0 336,725 0
BAIDU INC SPON ADR REP A 056752108 1,323 6,929 SH   DFND 6,9 0 6,929 0
BAIDU INC SPON ADR REP A 056752108 84 440 SH   DFND 13,4 0 440 0
BAKER HUGHES INC COM 057224107 433 9,887 SH   DFND 12,15 0 9,887 0
BAKER HUGHES INC COM 057224107 548 12,498 SH   DFND 14 0 12,498 0
BAKER HUGHES INC COM 057224107 372,147 8,490,680 SH   DFND 1 0 8,011,342 479,338
BAKER HUGHES INC COM 057224107 44 996 SH   DFND 1,9 0 996 0
BAKER HUGHES INC COM 057224107 632 14,420 SH   DFND 1,3 0 14,420 0
BAKER HUGHES INC COM 057224107 9,884 225,497 SH   DFND 15 0 225,497 0
BAKER HUGHES INC COM 057224107 740 16,889 SH   DFND 5 0 0 16,889
BAKER HUGHES INC COM 057224107 609 13,900 SH   DFND 5,6 0 6,500 7,400
BAKER HUGHES INC COM 057224107 589 13,445 SH   DFND 11 0 13,445 0
BAKER HUGHES INC COM 057224107 237 5,400 SH   DFND 13 0 5,400 0
BALCHEM CORP COM 057665200 1,807 29,129 SH   DFND 15 0 29,129 0
BALDWIN & LYONS INC CL B 057755209 256 10,410 SH   DFND 15 0 10,410 0
BALL CORP COM 058498106 121 1,692 SH   DFND 12,15 0 1,692 0
BALL CORP COM 058498106 10,711 150,250 SH   DFND 1 0 150,250 0
BALL CORP COM 058498106 94 1,316 SH   DFND 1,15 0 1,316 0
BALL CORP COM 058498106 50,771 712,177 SH   DFND 15 0 712,177 0
BALL CORP COM 058498106 280 3,926 SH   DFND 11 0 3,926 0
BALLARD PWR SYS INC NEW COM 058586108 40 28,785 SH   DFND 12,15 0 28,785 0
BALLARD PWR SYS INC NEW COM 058586108 3,128 2,234,394 SH   DFND 15 0 2,234,394 0
BANCFIRST CORP COM 05945F103 42 740 SH   DFND 1 0 740 0
BANCFIRST CORP COM 05945F103 11 200 SH   DFND 1,3 0 200 0
BANCFIRST CORP COM 05945F103 511 8,954 SH   DFND 15 0 8,954 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 27,290 3,663,113 SH   DFND 2 0 3,663,113 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 157 21,011 SH   DFND 14 0 21,011 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 25,355 3,403,405 SH   DFND 1 0 3,403,405 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 428 57,460 SH   DFND 1,2 0 57,460 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,847 382,200 SH   DFND 15 0 382,200 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 933 143,150 SH   DFND 15 0 143,150 0
BANCO DE CHILE SPONSORED ADR 059520106 961 14,906 SH   DFND 14 0 14,906 0
BANCO MACRO SA SPON ADR B 05961W105 698 10,821 SH   DFND 14 0 10,821 0
BANCO MACRO SA SPON ADR B 05961W105 173 2,688 SH   DFND 1 0 2,688 0
BANCO SANTANDER SA ADR 05964H105 1,417 325,038 SH   DFND 15 0 325,038 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 846 43,700 SH   DFND 14 0 43,700 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 77 2,257 SH   DFND 14 0 2,257 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 8,217 240,402 SH   DFND 15 0 240,402 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 85 2,500 SH   DFND 5,9 0 2,500 0
BANCORPSOUTH INC COM 059692103 3,609 169,334 SH   DFND 15 0 169,334 0
BANCORP INC DEL COM 05969A105 604 105,665 SH   DFND 14 0 105,665 0
BANCORP INC DEL COM 05969A105 550 96,238 SH   DFND 15 0 96,238 0
BANC OF CALIFORNIA INC COM 05990K106 1,540 87,988 SH   DFND 15 0 87,988 0
BANK AMER CORP COM 060505104 43,602 3,224,992 SH   DFND 2 0 3,224,992 0
BANK AMER CORP COM 060505104 3,375 249,666 SH   DFND 12,15 0 249,666 0
BANK AMER CORP COM 060505104 406 30,061 SH   DFND 4 0 30,061 0
BANK AMER CORP COM 060505104 11,586 856,951 SH   DFND 14 0 856,951 0
BANK AMER CORP COM 060505104 37 2,700 SH Call DFND 14 0 0 0
BANK AMER CORP COM 060505104 1,150,313 85,082,301 SH   DFND 1 0 79,739,837 5,342,464
BANK AMER CORP COM 060505104 879 65,008 SH   DFND 1,2 0 65,008 0
BANK AMER CORP COM 060505104 1,883 139,307 SH   DFND 1,9 0 139,307 0
BANK AMER CORP COM 060505104 806 59,638 SH   DFND 1,3 0 59,638 0
BANK AMER CORP COM 060505104 4,205 311,000 SH   DFND 1,5 0 311,000 0
BANK AMER CORP COM 060505104 397 29,400 SH   DFND 1,8 0 0 29,400
BANK AMER CORP COM 060505104 82,672 6,114,770 SH   DFND 15 0 6,114,770 0
BANK AMER CORP COM 060505104 5,989 443,000 SH   DFND 5 0 0 443,000
BANK AMER CORP COM 060505104 7,175 530,700 SH   DFND 5,6 0 246,700 284,000
BANK AMER CORP COM 060505104 4,282 316,686 SH   DFND 11 0 316,686 0
BANK AMER CORP COM 060505104 2,796 206,812 SH   DFND 6 0 206,812 0
BANK AMER CORP COM 060505104 3,295 243,700 SH   DFND 13 0 243,700 0
BANK AMER CORP 7.25%CNV PFD L 060505682 34,481 30,300 SH   DFND 1 0 30,300 0
BANK AMER CORP 7.25%CNV PFD L 060505682 8,081 7,101 SH   DFND 15 0 7,101 0
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BANK HAWAII CORP COM 062540109 7,050 103,245 SH   DFND 15 0 103,245 0
BANK HAWAII CORP COM 062540109 403 5,900 SH   DFND 5 0 0 5,900
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BANK MONTREAL QUE COM 063671101 874 14,400 SH   DFND 5,6 0 6,700 7,700
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BANK MUTUAL CORP NEW COM 063750103 2,945 389,087 SH   DFND 15 0 389,087 0
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BANK OF THE OZARKS INC COM 063904106 21,485 511,925 SH   DFND 15 0 511,925 0
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BANK NEW YORK MELLON CORP COM 064058100 1,261 34,234 SH   DFND 14 0 34,234 0
BANK NEW YORK MELLON CORP COM 064058100 211,568 5,744,461 SH   DFND 1 0 5,596,068 148,393
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BANK NEW YORK MELLON CORP COM 064058100 1,835 49,827 SH   DFND 5 0 0 49,827
BANK NEW YORK MELLON CORP COM 064058100 1,716 46,600 SH   DFND 5,6 0 19,400 27,200
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BARCLAYS BK PLC ADR 2 PREF 2 06739F390 17,398 681,990 SH   DFND 15 0 681,990 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 437 16,700 SH   DFND 1 0 16,700 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 210,897 8,061,815 SH   DFND 15 0 8,061,815 0
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BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 426 16,400 SH   DFND 1 0 16,400 0
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 16,862 649,542 SH   DFND 15 0 649,542 0
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 243 9,524 SH   DFND 14 0 9,524 0
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 21,983 860,712 SH   DFND 15 0 860,712 0
BARNES & NOBLE INC COM 067774109 424 34,322 SH   DFND 14 0 34,322 0
BARNES & NOBLE INC COM 067774109 2,991 241,978 SH   DFND 15 0 241,978 0
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BARRICK GOLD CORP COM 067901108 3,360 247,430 SH   DFND 15 0 247,430 0
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BARRICK GOLD CORP COM 067901108 480 35,373 SH   DFND 11 0 35,373 0
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BARRETT BUSINESS SERVICES IN COM 068463108 729 25,357 SH   DFND 15 0 25,357 0
BARRETT BILL CORP COM 06846N104 4,435 713,072 SH   DFND 15 0 713,072 0
BASIC ENERGY SVCS INC NEW COM 06985P100 1,829 662,826 SH   DFND 15 0 662,826 0
BASSETT FURNITURE INDS INC COM 070203104 333 10,452 SH   DFND 15 0 10,452 0
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BAXTER INTL INC COM 071813109 16,427 399,872 SH   DFND 14 0 399,872 0
BAXTER INTL INC COM 071813109 249,156 6,065,134 SH   DFND 1 0 5,493,158 571,976
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BAXTER INTL INC COM 071813109 1,245 30,295 SH   DFND 1,15 0 30,295 0
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BAXTER INTL INC COM 071813109 681 16,586 SH   DFND 11 0 16,586 0
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BAYTEX ENERGY CORP COM 07317Q105 8 2,116 SH   DFND 12,15 0 2,116 0
BAYTEX ENERGY CORP COM 07317Q105 717 180,550 SH   DFND 1 0 180,550 0
BAYTEX ENERGY CORP COM 07317Q105 338 85,036 SH   DFND 1,2 0 85,036 0
BAYTEX ENERGY CORP COM 07317Q105 403 101,506 SH   DFND 15 0 101,506 0
BAZAARVOICE INC COM 073271108 298 94,514 SH   DFND 15 0 94,514 0
BBCN BANCORP INC COM 073295107 2,765 182,012 SH   DFND 15 0 182,012 0
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B/E AEROSPACE INC COM 073302101 157 3,400 SH   DFND 11 0 3,400 0
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BEAZER HOMES USA INC COM NEW 07556Q881 659 75,561 SH   DFND 1,9 0 75,561 0
BEAZER HOMES USA INC COM NEW 07556Q881 746 85,506 SH   DFND 15 0 85,506 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,127 129,289 SH   DFND 6 0 129,289 0
BEAZER HOMES USA INC COM NEW 07556Q881 613 70,301 SH   DFND 6,12 0 70,301 0
BEAZER HOMES USA INC COM NEW 07556Q881 162 18,614 SH   DFND 6,9 0 18,614 0
BEBE STORES INC COM 075571109 68 124,498 SH   DFND 15 0 124,498 0
BECTON DICKINSON & CO COM 075887109 145,518 958,490 SH   DFND 2 0 958,490 0
BECTON DICKINSON & CO COM 075887109 252 1,659 SH   DFND 12,15 0 1,659 0
BECTON DICKINSON & CO COM 075887109 80,924 533,023 SH   DFND 14 0 533,023 0
BECTON DICKINSON & CO COM 075887109 11,742 77,343 SH   DFND 1 0 77,343 0
BECTON DICKINSON & CO COM 075887109 1,325 8,726 SH   DFND 1,15 0 8,726 0
BECTON DICKINSON & CO COM 075887109 88,538 583,178 SH   DFND 15 0 583,178 0
BECTON DICKINSON & CO COM 075887109 1,486 9,785 SH   DFND 5 0 0 9,785
BECTON DICKINSON & CO COM 075887109 966 6,364 SH   DFND 11 0 6,364 0
BECTON DICKINSON & CO COM 075887109 808 5,321 SH   DFND 11,2 0 5,321 0
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BED BATH & BEYOND INC COM 075896100 74,120 1,493,158 SH   DFND 15 0 1,493,158 0
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BEL FUSE INC CL B 077347300 760 52,057 SH   DFND 15 0 52,057 0
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BERKLEY W R CORP COM 084423102 176 3,130 SH   DFND 11 0 3,130 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 174,843 1,232,327 SH   DFND 2 0 1,232,327 0
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BEST BUY INC COM 086516101 325 10,033 SH   DFND 12,15 0 10,033 0
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BEST BUY INC COM 086516101 3,585 110,498 SH   DFND 14 0 110,498 0
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BEST BUY INC COM 086516101 9,255 285,300 SH   DFND 1,4 0 285,300 0
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BEST BUY INC COM 086516101 6,149 189,551 SH   DFND 15 0 189,551 0
BEST BUY INC COM 086516101 9,374 288,953 SH   DFND 5 0 100,500 188,453
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BEST BUY INC COM 086516101 1,554 47,900 SH   DFND 5,6 0 21,700 26,200
BEST BUY INC COM 086516101 81 2,500 SH   DFND 5,7 0 0 2,500
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BEST BUY INC COM 086516101 195 6,000 SH   DFND 6 0 6,000 0
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BEST BUY INC COM 086516101 740 22,800 SH   DFND 13 0 22,800 0
BHP BILLITON LTD SPONSORED ADR 088606108 24,644 951,487 SH   DFND 15 0 951,487 0
BIG 5 SPORTING GOODS CORP COM 08915P101 570 51,291 SH   DFND 15 0 51,291 0
BIG LOTS INC COM 089302103 113 2,503 SH   DFND 12,15 0 2,503 0
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BIG LOTS INC COM 089302103 1,576 34,800 SH   DFND 1 0 34,800 0
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BIG LOTS INC COM 089302103 2,880 63,587 SH   DFND 15 0 63,587 0
BIGLARI HLDGS INC COM 08986R101 917 2,468 SH   DFND 15 0 2,468 0
BIO RAD LABS INC CL A 090572207 33 242 SH   DFND 12,15 0 242 0
BIO RAD LABS INC CL A 090572207 4,923 36,005 SH   DFND 15 0 36,005 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,112 37,727 SH   DFND 12,15 0 37,727 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 73,386 889,737 SH   DFND 1 0 889,737 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 10,655 129,178 SH   DFND 1,12 0 129,178 0
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BIOMARIN PHARMACEUTICAL INC COM 09061G101 115,016 1,394,468 SH   DFND 15 0 1,394,468 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 322 3,900 SH   DFND 5 0 0 3,900
BIOMARIN PHARMACEUTICAL INC COM 09061G101 412 5,000 SH   DFND 11 0 5,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 9,864 8,517,000 PRN   DFND 1 0 8,517,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 43,208 36,443,000 PRN   DFND 1 0 31,450,000 4,993,000
BIOGEN INC COM 09062X103 15,001 57,624 SH   DFND 12,15 0 57,624 0
BIOGEN INC COM 09062X103 682 2,621 SH   DFND 4 0 2,621 0
BIOGEN INC COM 09062X103 8,352 32,085 SH   DFND 14 0 32,085 0
BIOGEN INC COM 09062X103 304,695 1,170,463 SH   DFND 1 0 1,168,303 2,160
BIOGEN INC COM 09062X103 23,051 88,547 SH   DFND 1,12 0 88,547 0
BIOGEN INC COM 09062X103 2,947 11,320 SH   DFND 1,4 0 11,320 0
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BIOGEN INC COM 09062X103 4,779 18,360 SH   DFND 1,5 0 16,760 1,600
BIOGEN INC COM 09062X103 27 103 SH   DFND 1,11 0 103 0
BIOGEN INC COM 09062X103 266 1,020 SH   DFND 1,8 0 0 1,020
BIOGEN INC COM 09062X103 560,639 2,153,655 SH   DFND 15 0 2,153,655 0
BIOGEN INC COM 09062X103 2,291 8,800 SH   DFND 5 0 0 8,800
BIOGEN INC COM 09062X103 2,265 8,700 SH   DFND 5,6 0 4,000 4,700
BIOGEN INC COM 09062X103 1,767 6,786 SH   DFND 11 0 6,786 0
BIOGEN INC COM 09062X103 12,887 49,504 SH   DFND 6 0 49,504 0
BIOGEN INC COM 09062X103 833 3,200 SH   DFND 13 0 3,200 0
BIOSCRIP INC COM 09069N108 557 260,142 SH   DFND 15 0 260,142 0
BIO TECHNE CORP COM 09073M104 82,367 871,424 SH   DFND 1 0 837,762 33,662
BIO TECHNE CORP COM 09073M104 1,331 14,085 SH   DFND 15 0 14,085 0
BIO TECHNE CORP COM 09073M104 2,935 31,049 SH   DFND 6 0 31,049 0
BIO TECHNE CORP COM 09073M104 1,510 15,980 SH   DFND 6,12 0 15,980 0
BIO TECHNE CORP COM 09073M104 394 4,171 SH   DFND 6,9 0 4,171 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 1,110 31,870 SH   DFND 1 0 31,870 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 167 4,800 SH   DFND 1,3 0 4,800 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 187 5,360 SH   DFND 15 0 5,360 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 77 2,200 SH   DFND 5 0 0 2,200
BITAUTO HLDGS LTD SPONSORED ADS 091727107 1,283 51,773 SH   DFND 15 0 51,773 0
BJS RESTAURANTS INC COM 09180C106 687 16,518 SH   DFND 14 0 16,518 0
BJS RESTAURANTS INC COM 09180C106 40,216 967,417 SH   DFND 1 0 967,417 0
BJS RESTAURANTS INC COM 09180C106 5,797 139,456 SH   DFND 15 0 139,456 0
BLACK BOX CORP DEL COM 091826107 1,372 101,880 SH   DFND 1 0 70,480 31,400
BLACK BOX CORP DEL COM 091826107 123 9,100 SH   DFND 1,3 0 9,100 0
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BLACK BOX CORP DEL COM 091826107 89 6,600 SH   DFND 5 0 0 6,600
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BLACKROCK NY MUNI INC QLTY T COM 09249U105 1,442 102,610 SH   DFND 14 0 102,610 0
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BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 7,005 6,711,000 PRN   DFND 1 0 6,711,000 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 1,963 124,131 SH   DFND 14 0 124,131 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 6,106 386,209 SH   DFND 15 0 386,209 0
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BOEING CO COM 097023105 38 300 SH Call DFND 14 0 0 0
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BOEING CO COM 097023105 5,852 46,100 SH   DFND 5,6 0 21,700 24,400
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BRISTOL MYERS SQUIBB CO COM 110122108 377,985 5,917,118 SH   DFND 1 0 5,916,068 1,050
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BRITISH AMERN TOB PLC SPONSORED ADR 110448107 80,226 686,218 SH   DFND 1 0 686,218 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 10,843 92,746 SH   DFND 15 0 92,746 0
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BROCADE COMMUNICATIONS SYS I COM NEW 111621306 4,231 399,884 SH   DFND 14 0 399,884 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 10,524 994,730 SH   DFND 1 0 821,130 173,600
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 398 37,600 SH   DFND 1,3 0 37,600 0
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BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,962 185,400 SH   DFND 5 0 185,400 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 731 69,100 SH   DFND 5,9 0 69,100 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 510 48,200 SH   DFND 5,6 0 22,800 25,400
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 32,195 32,500,000 PRN   DFND 1 0 32,500,000 0
BROOKDALE SR LIVING INC COM 112463104 78 4,930 SH   DFND 12,15 0 4,930 0
BROOKDALE SR LIVING INC COM 112463104 169,762 10,690,286 SH   DFND 1 0 9,811,177 879,109
BROOKDALE SR LIVING INC COM 112463104 1,535 96,635 SH   DFND 1,2 0 96,635 0
BROOKDALE SR LIVING INC COM 112463104 4,375 275,505 SH   DFND 1,12 0 275,505 0
BROOKDALE SR LIVING INC COM 112463104 64 4,054 SH   DFND 1,9 0 4,054 0
BROOKDALE SR LIVING INC COM 112463104 9,083 571,972 SH   DFND 1,3 0 571,972 0
BROOKDALE SR LIVING INC COM 112463104 881 55,449 SH   DFND 1,13 0 55,449 0
BROOKDALE SR LIVING INC COM 112463104 1,273 80,174 SH   DFND 15 0 80,174 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 49,538 51,940,000 PRN   DFND 1 0 47,228,000 4,712,000
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 336,654 9,676,760 SH   DFND 2 0 9,676,760 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,149 33,018 SH   DFND 2,15 0 33,018 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 33 948 SH   DFND 12,15 0 948 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 30,755 884,031 SH   DFND 1,2 0 884,031 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,090 60,074 SH   DFND 15 0 60,074 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 934 26,843 SH   DFND 11 0 26,843 0
BROOKFIELD HIGH INCOME FD IN COM 11272P102 1,567 223,217 SH   DFND 15 0 223,217 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 661 58,222 SH   DFND 14 0 58,222 0
BROOKFIELD MTG OPP INC FD IN COM 112792106 189 12,910 SH   DFND 14 0 12,910 0
BROOKFIELD MTG OPP INC FD IN COM 112792106 3,337 227,940 SH   DFND 15 0 227,940 0
BROOKFIELD TOTAL RETURN FD I COM 11283U108 2,565 105,872 SH   DFND 14 0 105,872 0
BROOKFIELD TOTAL RETURN FD I COM 11283U108 3,377 139,376 SH   DFND 15 0 139,376 0
BROOKLINE BANCORP INC DEL COM 11373M107 1,056 95,869 SH   DFND 14 0 95,869 0
BROOKLINE BANCORP INC DEL COM 11373M107 12 1,111 SH   DFND 1 0 1,111 0
BROOKLINE BANCORP INC DEL COM 11373M107 5,424 492,621 SH   DFND 15 0 492,621 0
BROOKLINE BANCORP INC DEL COM 11373M107 43 3,900 SH   DFND 5 0 0 3,900
BROOKS AUTOMATION INC COM 114340102 22,251 2,139,534 SH   DFND 1 0 2,139,534 0
BROOKS AUTOMATION INC COM 114340102 4,829 464,293 SH   DFND 15 0 464,293 0
BROWN & BROWN INC COM 115236101 42 1,180 SH   DFND 12,15 0 1,180 0
BROWN & BROWN INC COM 115236101 50,039 1,397,742 SH   DFND 1 0 1,397,742 0
BROWN & BROWN INC COM 115236101 6,350 177,364 SH   DFND 15 0 177,364 0
BROWN FORMAN CORP CL B 115637209 77 780 SH   DFND 12,15 0 780 0
BROWN FORMAN CORP CL B 115637209 4,047 41,099 SH   DFND 14 0 41,099 0
BROWN FORMAN CORP CL B 115637209 10,441 106,028 SH   DFND 1 0 106,028 0
BROWN FORMAN CORP CL B 115637209 1,221 12,401 SH   DFND 1,15 0 12,401 0
BROWN FORMAN CORP CL B 115637209 98,645 1,001,779 SH   DFND 15 0 1,001,779 0
BROWN FORMAN CORP CL B 115637209 753 7,650 SH   DFND 5 0 0 7,650
BROWN FORMAN CORP CL B 115637209 342 3,475 SH   DFND 11 0 3,475 0
BRUKER CORP COM 116794108 132 4,707 SH   DFND 12,15 0 4,707 0
BRUKER CORP COM 116794108 8,943 319,401 SH   DFND 1 0 226,764 92,637
BRUKER CORP COM 116794108 1,932 68,993 SH   DFND 15 0 68,993 0
BRUNSWICK CORP COM 117043109 44 919 SH   DFND 12,15 0 919 0
BRUNSWICK CORP COM 117043109 3,343 69,674 SH   DFND 14 0 69,674 0
BRUNSWICK CORP COM 117043109 125,133 2,608,027 SH   DFND 1 0 2,524,456 83,571
BRUNSWICK CORP COM 117043109 4,756 99,132 SH   DFND 1,9 0 99,132 0
BRUNSWICK CORP COM 117043109 623 12,988 SH   DFND 1,3 0 12,988 0
BRUNSWICK CORP COM 117043109 770 16,040 SH   DFND 15 0 16,040 0
BRYN MAWR BK CORP COM 117665109 466 18,095 SH   DFND 15 0 18,095 0
B2GOLD CORP COM 11777Q209 99 59,510 SH   DFND 2,15 0 59,510 0
B2GOLD CORP COM 11777Q209 7,185 4,328,358 SH   DFND 1,2 0 4,328,358 0
B2GOLD CORP COM 11777Q209 1,283 772,630 SH   DFND 1,9 0 772,630 0
B2GOLD CORP COM 11777Q209 571 344,037 SH   DFND 15 0 344,037 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 6,211 91,415 SH   DFND 14 0 91,415 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 277 4,081 SH   DFND 1 0 4,081 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 383 5,644 SH   DFND 15 0 5,644 0
BUCKLE INC COM 118440106 1,697 50,091 SH   DFND 14 0 50,091 0
BUCKLE INC COM 118440106 2,423 71,548 SH   DFND 15 0 71,548 0
BUFFALO WILD WINGS INC COM 119848109 1,339 9,038 SH   DFND 15 0 9,038 0
BUILD A BEAR WORKSHOP COM 120076104 362 27,868 SH   DFND 15 0 27,868 0
BUILDERS FIRSTSOURCE INC COM 12008R107 185 16,458 SH   DFND 12,15 0 16,458 0
BUILDERS FIRSTSOURCE INC COM 12008R107 3,630 322,075 SH   DFND 15 0 322,075 0
BURLINGTON STORES INC COM 122017106 42 745 SH   DFND 12,15 0 745 0
BURLINGTON STORES INC COM 122017106 752 13,366 SH   DFND 14 0 13,366 0
BURLINGTON STORES INC COM 122017106 82,157 1,460,825 SH   DFND 1 0 1,372,478 88,347
BURLINGTON STORES INC COM 122017106 686 12,200 SH   DFND 1,3 0 12,200 0
BURLINGTON STORES INC COM 122017106 654 11,636 SH   DFND 15 0 11,636 0
C & F FINL CORP COM 12466Q104 305 7,990 SH   DFND 1 0 7,990 0
C & F FINL CORP COM 12466Q104 111 2,900 SH   DFND 1,3 0 2,900 0
C & F FINL CORP COM 12466Q104 80 2,100 SH   DFND 5 0 0 2,100
CAE INC COM 124765108 1,188 102,629 SH   DFND 2,15 0 102,629 0
CAE INC COM 124765108 1,252 108,137 SH   DFND 15 0 108,137 0
CAE INC COM 124765108 99 8,550 SH   DFND 11 0 8,550 0
CAE INC COM 124765108 912 78,794 SH   DFND 6,9 0 78,794 0
CAI INTERNATIONAL INC COM 12477X106 590 61,124 SH   DFND 15 0 61,124 0
CBIZ INC COM 124805102 1,181 117,093 SH   DFND 14 0 117,093 0
CBIZ INC COM 124805102 624 61,832 SH   DFND 15 0 61,832 0
CBL & ASSOC PPTYS INC COM 124830100 65 5,435 SH   DFND 12,15 0 5,435 0
CBL & ASSOC PPTYS INC COM 124830100 1,940 163,005 SH   DFND 1 0 163,005 0
CBL & ASSOC PPTYS INC COM 124830100 5,398 453,621 SH   DFND 15 0 453,621 0
CBS CORP NEW CL B 124857202 894 16,234 SH   DFND 12,15 0 16,234 0
CBS CORP NEW CL B 124857202 10,581 192,061 SH   DFND 14 0 192,061 0
CBS CORP NEW CL B 124857202 221,677 4,023,900 SH   DFND 1 0 3,850,403 173,497
CBS CORP NEW CL B 124857202 7,955 144,408 SH   DFND 1,9 0 144,408 0
CBS CORP NEW CL B 124857202 94 1,714 SH   DFND 1,3 0 1,714 0
CBS CORP NEW CL B 124857202 37,765 685,511 SH   DFND 15 0 685,511 0
CBS CORP NEW CL B 124857202 1,266 22,986 SH   DFND 5 0 0 22,986
CBS CORP NEW CL B 124857202 727 13,191 SH   DFND 11 0 13,191 0
CBOE HLDGS INC COM 12503M108 5,620 86,028 SH   DFND 15 0 86,028 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 1,932 247,339 SH   DFND 14 0 247,339 0
CBRE GROUP INC CL A 12504L109 104 3,601 SH   DFND 12,15 0 3,601 0
CBRE GROUP INC CL A 12504L109 10,687 370,817 SH   DFND 1 0 370,817 0
CBRE GROUP INC CL A 12504L109 79 2,738 SH   DFND 1,15 0 2,738 0
CBRE GROUP INC CL A 12504L109 4,025 139,672 SH   DFND 15 0 139,672 0
CBRE GROUP INC CL A 12504L109 540 18,741 SH   DFND 5 0 0 18,741
CBRE GROUP INC CL A 12504L109 262 9,100 SH   DFND 11 0 9,100 0
C D I CORP COM 125071100 533 84,835 SH   DFND 15 0 84,835 0
CDK GLOBAL INC COM 12508E101 51 1,095 SH   DFND 12,15 0 1,095 0
CDK GLOBAL INC COM 12508E101 5 100 SH   DFND 1 0 100 0
CDK GLOBAL INC COM 12508E101 1,186 25,482 SH   DFND 15 0 25,482 0
CDK GLOBAL INC COM 12508E101 191 4,100 SH   DFND 11 0 4,100 0
CEB INC COM 125134106 611 9,441 SH   DFND 14 0 9,441 0
CEB INC COM 125134106 49,098 758,507 SH   DFND 1 0 724,618 33,889
CEB INC COM 125134106 929 14,355 SH   DFND 15 0 14,355 0
CECO ENVIRONMENTAL CORP COM 125141101 576 92,690 SH   DFND 15 0 92,690 0
CDW CORP COM 12514G108 79 1,896 SH   DFND 12,15 0 1,896 0
CDW CORP COM 12514G108 7,151 172,323 SH   DFND 1,2 0 172,323 0
CDW CORP COM 12514G108 6,395 154,105 SH   DFND 15 0 154,105 0
CDW CORP COM 12514G108 191 4,600 SH   DFND 11 0 4,600 0
CF INDS HLDGS INC COM 125269100 343 10,933 SH   DFND 12,15 0 10,933 0
CF INDS HLDGS INC COM 125269100 9,048 288,718 SH   DFND 1 0 288,718 0
CF INDS HLDGS INC COM 125269100 34 1,096 SH   DFND 1,15 0 1,096 0
CF INDS HLDGS INC COM 125269100 3,823 121,988 SH   DFND 15 0 121,988 0
CF INDS HLDGS INC COM 125269100 298 9,500 SH   DFND 5 0 0 9,500
CF INDS HLDGS INC COM 125269100 226 7,200 SH   DFND 11 0 7,200 0
CF INDS HLDGS INC COM 125269100 21,470 685,081 SH   DFND 6 0 685,081 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 134 1,810 SH   DFND 12,15 0 1,810 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 180 2,424 SH   DFND 14 0 2,424 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11,241 151,435 SH   DFND 1 0 150,985 450
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 178 2,400 SH   DFND 1,9 0 2,400 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,665 49,376 SH   DFND 15 0 49,376 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 431 5,800 SH   DFND 5 0 0 5,800
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 334 4,500 SH   DFND 11 0 4,500 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 638 8,600 SH   DFND 13 0 8,600 0
CIGNA CORPORATION COM 125509109 1,096 7,983 SH   DFND 12,15 0 7,983 0
CIGNA CORPORATION COM 125509109 12,298 89,613 SH   DFND 14 0 89,613 0
CIGNA CORPORATION COM 125509109 15,564 113,407 SH   DFND 1 0 113,158 249
CIGNA CORPORATION COM 125509109 1,420 10,350 SH   DFND 1,5 0 10,350 0
CIGNA CORPORATION COM 125509109 117 850 SH   DFND 1,8 0 0 850
CIGNA CORPORATION COM 125509109 16,130 117,530 SH   DFND 15 0 117,530 0
CIGNA CORPORATION COM 125509109 1,314 9,577 SH   DFND 5 0 0 9,577
CIGNA CORPORATION COM 125509109 1,208 8,800 SH   DFND 5,6 0 4,200 4,600
CIGNA CORPORATION COM 125509109 1,070 7,799 SH   DFND 11 0 7,799 0
CIGNA CORPORATION COM 125509109 453 3,300 SH   DFND 13 0 3,300 0
CIT GROUP INC COM NEW 125581801 152 4,887 SH   DFND 12,15 0 4,887 0
CIT GROUP INC COM NEW 125581801 741 23,871 SH   DFND 14 0 23,871 0
CIT GROUP INC COM NEW 125581801 2,975 95,860 SH   DFND 1 0 86,980 8,880
CIT GROUP INC COM NEW 125581801 1,837 59,200 SH   DFND 1,4 0 59,200 0
CIT GROUP INC COM NEW 125581801 335 10,800 SH   DFND 1,3 0 10,800 0
CIT GROUP INC COM NEW 125581801 1,924 62,000 SH   DFND 1,5 0 56,700 5,300
CIT GROUP INC COM NEW 125581801 31 1,000 SH   DFND 1,8 0 0 1,000
CIT GROUP INC COM NEW 125581801 2,958 95,329 SH   DFND 15 0 95,329 0
CIT GROUP INC COM NEW 125581801 1,198 38,600 SH   DFND 5 0 24,400 14,200
CIT GROUP INC COM NEW 125581801 1,707 55,000 SH   DFND 5,6 0 28,900 26,100
CIT GROUP INC COM NEW 125581801 512 16,500 SH   DFND 5,7 0 0 16,500
CIT GROUP INC COM NEW 125581801 161 5,200 SH   DFND 11 0 5,200 0
CIT GROUP INC COM NEW 125581801 959 30,900 SH   DFND 13 0 30,900 0
CLECO CORP NEW COM 12561W105 49 895 SH   DFND 12,15 0 895 0
CLECO CORP NEW COM 12561W105 895 16,216 SH   DFND 14 0 16,216 0
CLECO CORP NEW COM 12561W105 790 14,304 SH   DFND 15 0 14,304 0
CME GROUP INC COM 12572Q105 405 4,212 SH   DFND 12,15 0 4,212 0
CME GROUP INC COM 12572Q105 3,453 35,954 SH   DFND 14 0 35,954 0
CME GROUP INC COM 12572Q105 261,348 2,720,958 SH   DFND 1 0 2,554,459 166,499
CME GROUP INC COM 12572Q105 216 2,253 SH   DFND 1,3 0 2,253 0
CME GROUP INC COM 12572Q105 48,087 500,643 SH   DFND 15 0 500,643 0
CME GROUP INC COM 12572Q105 941 9,795 SH   DFND 5 0 0 9,795
CME GROUP INC COM 12572Q105 259 2,700 SH   DFND 5,6 0 0 2,700
CME GROUP INC COM 12572Q105 936 9,740 SH   DFND 11 0 9,740 0
CME GROUP INC COM 12572Q105 509 5,300 SH   DFND 13 0 5,300 0
CMS ENERGY CORP COM 125896100 171 4,028 SH   DFND 12,15 0 4,028 0
CMS ENERGY CORP COM 125896100 6,300 148,446 SH   DFND 14 0 148,446 0
CMS ENERGY CORP COM 125896100 75,634 1,782,148 SH   DFND 1 0 1,782,148 0
CMS ENERGY CORP COM 125896100 72,640 1,711,602 SH   DFND 15 0 1,711,602 0
CMS ENERGY CORP COM 125896100 577 13,600 SH   DFND 5 0 0 13,600
CMS ENERGY CORP COM 125896100 365 8,600 SH   DFND 11 0 8,600 0
CSS INDS INC COM 125906107 344 12,320 SH   DFND 1 0 12,320 0
CSS INDS INC COM 125906107 148 5,300 SH   DFND 1,3 0 5,300 0
CSS INDS INC COM 125906107 354 12,687 SH   DFND 15 0 12,687 0
CNA FINL CORP COM 126117100 1,851 57,510 SH   DFND 15 0 57,510 0
CNOOC LTD SPONSORED ADR 126132109 864 7,381 SH   DFND 14 0 7,381 0
CNOOC LTD SPONSORED ADR 126132109 5,161 44,091 SH   DFND 15 0 44,091 0
CPFL ENERGIA S A SPONSORED ADR 126153105 720 66,110 SH   DFND 14 0 66,110 0
CPFL ENERGIA S A SPONSORED ADR 126153105 1,945 178,647 SH   DFND 6 0 178,647 0
CPFL ENERGIA S A SPONSORED ADR 126153105 223 20,479 SH   DFND 6,2 0 20,479 0
CPFL ENERGIA S A SPONSORED ADR 126153105 993 91,211 SH   DFND 6,12 0 91,211 0
CRA INTL INC COM 12618T105 433 22,057 SH   DFND 15 0 22,057 0
CNO FINL GROUP INC COM 12621E103 152 8,456 SH   DFND 12,15 0 8,456 0
CNO FINL GROUP INC COM 12621E103 2,146 119,740 SH   DFND 14 0 119,740 0
CNO FINL GROUP INC COM 12621E103 40,909 2,282,868 SH   DFND 1 0 2,282,868 0
CNO FINL GROUP INC COM 12621E103 14,676 818,998 SH   DFND 15 0 818,998 0
CNO FINL GROUP INC COM 12621E103 2,915 162,653 SH   DFND 6 0 162,653 0
CNO FINL GROUP INC COM 12621E103 1,424 79,466 SH   DFND 6,12 0 79,466 0
CNO FINL GROUP INC COM 12621E103 382 21,297 SH   DFND 6,9 0 21,297 0
CRH PLC ADR 12626K203 527 18,688 SH   DFND 15 0 18,688 0
CSG SYS INTL INC COM 126349109 1,235 27,350 SH   DFND 1 0 10,850 16,500
CSG SYS INTL INC COM 126349109 501 11,100 SH   DFND 1,3 0 11,100 0
CSG SYS INTL INC COM 126349109 8,553 189,395 SH   DFND 15 0 189,395 0
CSX CORP COM 126408103 6,196 240,629 SH   DFND 12,15 0 240,629 0
CSX CORP COM 126408103 2,154 83,664 SH   DFND 14 0 83,664 0
CSX CORP COM 126408103 211,045 8,195,903 SH   DFND 1 0 7,416,277 779,626
CSX CORP COM 126408103 270 10,489 SH   DFND 1,3 0 10,489 0
CSX CORP COM 126408103 196,625 7,635,932 SH   DFND 15 0 7,635,932 0
CSX CORP COM 126408103 1,066 41,400 SH   DFND 5 0 0 41,400
CSX CORP COM 126408103 764 29,661 SH   DFND 11 0 29,661 0
CTC MEDIA INC COM 12642X106 447 227,858 SH   DFND 15 0 227,858 0
CST BRANDS INC COM 12646R105 103 2,697 SH   DFND 12,15 0 2,697 0
CST BRANDS INC COM 12646R105 1,629 42,554 SH   DFND 15 0 42,554 0
CTS CORP COM 126501105 3,019 191,821 SH   DFND 15 0 191,821 0
CSRA INC COM 12650T104 71 2,625 SH   DFND 12,15 0 2,625 0
CSRA INC COM 12650T104 522 19,410 SH   DFND 14 0 19,410 0
CSRA INC COM 12650T104 10,784 400,876 SH   DFND 1 0 400,876 0
CSRA INC COM 12650T104 37 1,369 SH   DFND 1,15 0 1,369 0
CSRA INC COM 12650T104 7,131 265,091 SH   DFND 15 0 265,091 0
CVB FINL CORP COM 126600105 533 30,520 SH   DFND 1 0 22,520 8,000
CVB FINL CORP COM 126600105 131 7,500 SH   DFND 1,3 0 7,500 0
CVB FINL CORP COM 126600105 8,520 488,233 SH   DFND 15 0 488,233 0
CVR ENERGY INC COM 12662P108 7,840 300,400 SH   DFND 1 0 300,400 0
CVR ENERGY INC COM 12662P108 5,270 201,922 SH   DFND 15 0 201,922 0
CVR ENERGY INC COM 12662P108 1,240 47,500 SH   DFND 5,6 0 22,500 25,000
CVR ENERGY INC COM 12662P108 452 17,300 SH   DFND 13 0 17,300 0
CVR REFNG LP COMUNIT REP LT 12663P107 1,770 146,522 SH   DFND 15 0 146,522 0
CVS HEALTH CORP COM 126650100 22,897 220,733 SH   DFND 2 0 220,733 0
CVS HEALTH CORP COM 126650100 1,493 14,394 SH   DFND 12,15 0 14,394 0
CVS HEALTH CORP COM 126650100 14,828 142,949 SH   DFND 14 0 142,949 0
CVS HEALTH CORP COM 126650100 62 600 SH Call DFND 14 0 0 0
CVS HEALTH CORP COM 126650100 238,691 2,301,075 SH   DFND 1 0 2,274,011 27,064
CVS HEALTH CORP COM 126650100 768 7,400 SH   DFND 1,4 0 7,400 0
CVS HEALTH CORP COM 126650100 344 3,321 SH   DFND 1,9 0 3,321 0
CVS HEALTH CORP COM 126650100 259 2,500 SH   DFND 1,3 0 2,500 0
CVS HEALTH CORP COM 126650100 1,235 11,905 SH   DFND 1,15 0 11,905 0
CVS HEALTH CORP COM 126650100 1,971 19,000 SH   DFND 1,5 0 18,200 800
CVS HEALTH CORP COM 126650100 124 1,200 SH   DFND 1,8 0 0 1,200
CVS HEALTH CORP COM 126650100 111,145 1,071,487 SH   DFND 15 0 1,071,487 0
CVS HEALTH CORP COM 126650100 7,353 70,883 SH   DFND 5 0 13,800 57,083
CVS HEALTH CORP COM 126650100 6,245 60,200 SH   DFND 5,6 0 27,500 32,700
CVS HEALTH CORP COM 126650100 612 5,900 SH   DFND 5,7 0 0 5,900
CVS HEALTH CORP COM 126650100 3,493 33,676 SH   DFND 11 0 33,676 0
CVS HEALTH CORP COM 126650100 114 1,100 SH   DFND 6 0 1,100 0
CVS HEALTH CORP COM 126650100 2,510 24,200 SH   DFND 13 0 24,200 0
CYS INVTS INC COM 12673A108 2,415 296,622 SH   DFND 1 0 296,622 0
CYS INVTS INC COM 12673A108 86 10,600 SH   DFND 1,3 0 10,600 0
CYS INVTS INC COM 12673A108 2,683 329,600 SH   DFND 1,5 0 329,600 0
CYS INVTS INC COM 12673A108 2,220 272,728 SH   DFND 15 0 272,728 0
CYS INVTS INC COM 12673A108 4,593 564,200 SH   DFND 6 0 564,200 0
CA INC COM 12673P105 3,136 101,853 SH   DFND 12,15 0 101,853 0
CA INC COM 12673P105 7,704 250,201 SH   DFND 14 0 250,201 0
CA INC COM 12673P105 11,322 367,717 SH   DFND 1 0 366,317 1,400
CA INC COM 12673P105 1,233 40,053 SH   DFND 1,15 0 40,053 0
CA INC COM 12673P105 123,075 3,997,226 SH   DFND 15 0 3,997,226 0
CA INC COM 12673P105 1,042 33,848 SH   DFND 5 0 18,000 15,848
CA INC COM 12673P105 2,331 75,700 SH   DFND 5,6 0 35,500 40,200
CA INC COM 12673P105 307 9,961 SH   DFND 11 0 9,961 0
CA INC COM 12673P105 859 27,900 SH   DFND 13 0 27,900 0
CABELAS INC COM 126804301 36 749 SH   DFND 12,15 0 749 0
CABELAS INC COM 126804301 929 19,079 SH   DFND 14 0 19,079 0
CABELAS INC COM 126804301 658 13,516 SH   DFND 15 0 13,516 0
CABLE ONE INC COM 12685J105 211 482 SH   DFND 14 0 482 0
CABLE ONE INC COM 12685J105 1,457 3,332 SH   DFND 15 0 3,332 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 87 2,628 SH   DFND 12,15 0 2,628 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 10,272 311,264 SH   DFND 1 0 311,264 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,376 132,619 SH   DFND 15 0 132,619 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 462 14,000 SH   DFND 5 0 0 14,000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 211 6,399 SH   DFND 11 0 6,399 0
CABOT CORP COM 127055101 55 1,146 SH   DFND 12,15 0 1,146 0
CABOT CORP COM 127055101 709 14,678 SH   DFND 14 0 14,678 0
CABOT CORP COM 127055101 14,059 290,900 SH   DFND 1 0 290,900 0
CABOT CORP COM 127055101 43 900 SH   DFND 1,3 0 900 0
CABOT CORP COM 127055101 4,340 89,800 SH   DFND 1,5 0 89,800 0
CABOT CORP COM 127055101 2,267 46,915 SH   DFND 15 0 46,915 0
CABOT CORP COM 127055101 15,867 328,300 SH   DFND 5 0 280,300 48,000
CABOT CORP COM 127055101 7,588 157,000 SH   DFND 5,9 0 157,000 0
CABOT CORP COM 127055101 2,750 56,900 SH   DFND 5,6 0 32,400 24,500
CABOT CORP COM 127055101 730 15,100 SH   DFND 5,7 0 0 15,100
CABOT CORP COM 127055101 2,204 45,600 SH   DFND 6 0 45,600 0
CABOT CORP COM 127055101 1,063 22,000 SH   DFND 7 0 22,000 0
CABOT CORP COM 127055101 971 20,100 SH   DFND 13 0 20,100 0
CABOT OIL & GAS CORP COM 127097103 681 30,000 SH   DFND 2 0 30,000 0
CABOT OIL & GAS CORP COM 127097103 51 2,263 SH   DFND 12,15 0 2,263 0
CABOT OIL & GAS CORP COM 127097103 1,604 70,625 SH   DFND 14 0 70,625 0
CABOT OIL & GAS CORP COM 127097103 139,761 6,154,175 SH   DFND 1 0 6,154,175 0
CABOT OIL & GAS CORP COM 127097103 20,701 911,555 SH   DFND 1,2 0 911,555 0
CABOT OIL & GAS CORP COM 127097103 3,752 165,202 SH   DFND 1,9 0 165,202 0
CABOT OIL & GAS CORP COM 127097103 139 6,126 SH   DFND 1,3 0 6,126 0
CABOT OIL & GAS CORP COM 127097103 17 767 SH   DFND 1,11 0 767 0
CABOT OIL & GAS CORP COM 127097103 1,448 63,759 SH   DFND 15 0 63,759 0
CABOT OIL & GAS CORP COM 127097103 300 13,200 SH   DFND 5 0 0 13,200
CABOT OIL & GAS CORP COM 127097103 300 13,200 SH   DFND 11 0 13,200 0
CABOT OIL & GAS CORP COM 127097103 209 9,200 SH   DFND 13 0 9,200 0
CABOT MICROELECTRONICS CORP COM 12709P103 12 294 SH   DFND 1 0 294 0
CABOT MICROELECTRONICS CORP COM 12709P103 7,507 183,495 SH   DFND 15 0 183,495 0
CACI INTL INC CL A 127190304 53 500 SH   DFND 12,15 0 500 0
CACI INTL INC CL A 127190304 10,545 98,830 SH   DFND 1 0 97,930 900
CACI INTL INC CL A 127190304 309 2,900 SH   DFND 1,3 0 2,900 0
CACI INTL INC CL A 127190304 15,843 148,478 SH   DFND 15 0 148,478 0
CACI INTL INC CL A 127190304 938 8,790 SH   DFND 6 0 8,790 0
CACI INTL INC CL A 127190304 434 4,068 SH   DFND 6,12 0 4,068 0
CACI INTL INC CL A 127190304 127 1,186 SH   DFND 6,9 0 1,186 0
CADENCE DESIGN SYSTEM INC COM 127387108 36 1,526 SH   DFND 12,15 0 1,526 0
CADENCE DESIGN SYSTEM INC COM 127387108 76,028 3,224,246 SH   DFND 1 0 3,049,983 174,263
CADENCE DESIGN SYSTEM INC COM 127387108 630 26,729 SH   DFND 1,3 0 26,729 0
CADENCE DESIGN SYSTEM INC COM 127387108 19,948 845,954 SH   DFND 15 0 845,954 0
CADIZ INC COM NEW 127537207 1,290 247,070 SH   DFND 15 0 247,070 0
CAESARS ENTMT CORP COM 127686103 27 4,029 SH   DFND 12,15 0 4,029 0
CAESARS ENTMT CORP COM 127686103 70 10,280 SH   DFND 1 0 10,280 0
CAESARS ENTMT CORP COM 127686103 15 2,200 SH   DFND 1,3 0 2,200 0
CAESARS ENTMT CORP COM 127686103 428 62,896 SH   DFND 15 0 62,896 0
CAL MAINE FOODS INC COM NEW 128030202 1,069 20,593 SH   DFND 14 0 20,593 0
CAL MAINE FOODS INC COM NEW 128030202 2,948 56,790 SH   DFND 1 0 20,790 36,000
CAL MAINE FOODS INC COM NEW 128030202 498 9,600 SH   DFND 1,3 0 9,600 0
CAL MAINE FOODS INC COM NEW 128030202 13,688 263,691 SH   DFND 15 0 263,691 0
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 1,829 192,764 SH   DFND 14 0 192,764 0
CALAMOS GLOBAL TOTAL RETURN COM SH BEN INT 128118106 196 17,725 SH   DFND 14 0 17,725 0
CALAMOS GBL DYN INCOME FUND COM 12811L107 643 91,452 SH   DFND 14 0 91,452 0
CALAMOS ASSET MGMT INC CL A 12811R104 1,007 118,586 SH   DFND 15 0 118,586 0
CALAMOS ASSET MGMT INC CL A 12811R104 29 3,400 SH   DFND 5 0 0 3,400
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 669 70,331 SH   DFND 14 0 70,331 0
CALAMP CORP COM 128126109 3,988 222,415 SH   DFND 15 0 222,415 0
CALATLANTIC GROUP INC COM 128195104 589 17,617 SH   DFND 14 0 17,617 0
CALATLANTIC GROUP INC COM 128195104 36,463 1,091,066 SH   DFND 1 0 1,091,066 0
CALATLANTIC GROUP INC COM 128195104 2,120 63,442 SH   DFND 15 0 63,442 0
CALAVO GROWERS INC COM 128246105 2,711 47,506 SH   DFND 15 0 47,506 0
CALERES INC COM 129500104 2,642 93,389 SH   DFND 15 0 93,389 0
CALGON CARBON CORP COM 129603106 9,382 669,213 SH   DFND 15 0 669,213 0
CALIFORNIA RES CORP COM 13057Q107 1 982 SH   DFND 2 0 982 0
CALIFORNIA RES CORP COM 13057Q107 178 173,143 SH   DFND 12,15 0 173,143 0
CALIFORNIA RES CORP COM 13057Q107 1 960 SH   DFND 4 0 960 0
CALIFORNIA RES CORP COM 13057Q107 432 419,509 SH   DFND 1 0 28,469 391,040
CALIFORNIA RES CORP COM 13057Q107 55 53,168 SH   DFND 1,2 0 53,168 0
CALIFORNIA RES CORP COM 13057Q107 10 9,467 SH   DFND 1,9 0 9,467 0
CALIFORNIA RES CORP COM 13057Q107 8 8,079 SH   DFND 1,5 0 8,079 0
CALIFORNIA RES CORP COM 13057Q107 1 908 SH   DFND 1,8 0 0 908
CALIFORNIA RES CORP COM 13057Q107 2,749 2,668,687 SH   DFND 15 0 2,668,687 0
CALIFORNIA RES CORP COM 13057Q107 2 2,305 SH   DFND 11 0 2,305 0
CALIFORNIA WTR SVC GROUP COM 130788102 19,202 718,622 SH   DFND 15 0 718,622 0
CALIX INC COM 13100M509 289 40,819 SH   DFND 15 0 40,819 0
CALLAWAY GOLF CO COM 131193104 1,368 150,000 SH   DFND 1 0 150,000 0
CALLAWAY GOLF CO COM 131193104 1,349 147,879 SH   DFND 15 0 147,879 0
CALLIDUS SOFTWARE INC COM 13123E500 3,068 183,951 SH   DFND 15 0 183,951 0
CALLON PETE CO DEL COM 13123X102 5,310 600,000 SH   DFND 1 0 425,712 174,288
CALLON PETE CO DEL COM 13123X102 4,626 522,671 SH   DFND 15 0 522,671 0
CALPINE CORP COM NEW 131347304 279 18,363 SH   DFND 12,15 0 18,363 0
CALPINE CORP COM NEW 131347304 3,281 216,298 SH   DFND 14 0 216,298 0
CALPINE CORP COM NEW 131347304 5,504 362,850 SH   DFND 1 0 361,100 1,750
CALPINE CORP COM NEW 131347304 74 4,900 SH   DFND 1,8 0 0 4,900
CALPINE CORP COM NEW 131347304 8,270 545,131 SH   DFND 15 0 545,131 0
CALPINE CORP COM NEW 131347304 214 14,100 SH   DFND 5 0 0 14,100
CALPINE CORP COM NEW 131347304 156 10,300 SH   DFND 11 0 10,300 0
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 1,900 161,712 SH   DFND 15 0 161,712 0
CAMBREX CORP COM 132011107 396 8,989 SH   DFND 14 0 8,989 0
CAMBREX CORP COM 132011107 2,946 66,950 SH   DFND 1 0 66,950 0
CAMBREX CORP COM 132011107 290 6,600 SH   DFND 1,3 0 6,600 0
CAMBREX CORP COM 132011107 7,440 169,097 SH   DFND 15 0 169,097 0
CAMBIUM LEARNING GRP INC COM 13201A107 603 141,270 SH   DFND 1 0 141,270 0
CAMBIUM LEARNING GRP INC COM 13201A107 193 45,100 SH   DFND 1,3 0 45,100 0
CAMBIUM LEARNING GRP INC COM 13201A107 4 946 SH   DFND 15 0 946 0
CAMDEN NATL CORP COM 133034108 325 7,746 SH   DFND 15 0 7,746 0
CAMDEN PPTY TR SH BEN INT 133131102 80 953 SH   DFND 12,15 0 953 0
CAMDEN PPTY TR SH BEN INT 133131102 263,277 3,130,892 SH   DFND 1 0 753,351 2,377,541
CAMDEN PPTY TR SH BEN INT 133131102 1,210 14,389 SH   DFND 1,2 0 14,389 0
CAMDEN PPTY TR SH BEN INT 133131102 500 5,942 SH   DFND 1,12 0 5,942 0
CAMDEN PPTY TR SH BEN INT 133131102 370 4,400 SH   DFND 1,9 0 4,400 0
CAMDEN PPTY TR SH BEN INT 133131102 7,150 85,030 SH   DFND 1,3 0 85,030 0
CAMDEN PPTY TR SH BEN INT 133131102 545 6,477 SH   DFND 1,15 0 6,477 0
CAMDEN PPTY TR SH BEN INT 133131102 2,924 34,767 SH   DFND 1,13 0 34,767 0
CAMDEN PPTY TR SH BEN INT 133131102 7,145 84,963 SH   DFND 15 0 84,963 0
CAMDEN PPTY TR SH BEN INT 133131102 6,265 74,500 SH   DFND 5 0 74,500 0
CAMDEN PPTY TR SH BEN INT 133131102 219 2,600 SH   DFND 11 0 2,600 0
CAMECO CORP COM 13321L108 225 17,560 SH   DFND 2,15 0 17,560 0
CAMECO CORP COM 13321L108 6 473 SH   DFND 12,15 0 473 0
CAMECO CORP COM 13321L108 1,478 115,140 SH   DFND 1 0 113,690 1,450
CAMECO CORP COM 13321L108 172 13,389 SH   DFND 1,2 0 13,389 0
CAMECO CORP COM 13321L108 205 15,982 SH   DFND 15 0 15,982 0
CAMECO CORP COM 13321L108 155 12,054 SH   DFND 11 0 12,054 0
CAMERON INTERNATIONAL CORP COM 13342B105 157 2,348 SH   DFND 12,15 0 2,348 0
CAMERON INTERNATIONAL CORP COM 13342B105 8,731 130,222 SH   DFND 14 0 130,222 0
CAMERON INTERNATIONAL CORP COM 13342B105 14,133 210,783 SH   DFND 1 0 210,783 0
CAMERON INTERNATIONAL CORP COM 13342B105 898 13,386 SH   DFND 1,2 0 13,386 0
CAMERON INTERNATIONAL CORP COM 13342B105 4,030 60,104 SH   DFND 15 0 60,104 0
CAMERON INTERNATIONAL CORP COM 13342B105 616 9,180 SH   DFND 5 0 0 9,180
CAMERON INTERNATIONAL CORP COM 13342B105 392 5,842 SH   DFND 11 0 5,842 0
CAMPBELL SOUP CO COM 134429109 103 1,610 SH   DFND 12,15 0 1,610 0
CAMPBELL SOUP CO COM 134429109 450,674 7,064,965 SH   DFND 1 0 7,058,465 6,500
CAMPBELL SOUP CO COM 134429109 2,647 41,500 SH   DFND 1,4 0 41,500 0
CAMPBELL SOUP CO COM 134429109 1,628 25,515 SH   DFND 1,9 0 25,515 0
CAMPBELL SOUP CO COM 134429109 2,352 36,869 SH   DFND 1,3 0 36,869 0
CAMPBELL SOUP CO COM 134429109 2,111 33,100 SH   DFND 1,5 0 28,900 4,200
CAMPBELL SOUP CO COM 134429109 108 1,700 SH   DFND 1,8 0 0 1,700
CAMPBELL SOUP CO COM 134429109 84,936 1,331,501 SH   DFND 15 0 1,331,501 0
CAMPBELL SOUP CO COM 134429109 6,303 98,808 SH   DFND 5 0 90,900 7,908
CAMPBELL SOUP CO COM 134429109 359 5,635 SH   DFND 11 0 5,635 0
CAMPBELL SOUP CO COM 134429109 242 3,800 SH   DFND 13 0 3,800 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 6,204 83,040 SH   DFND 2,15 0 83,040 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 42 556 SH   DFND 12,15 0 556 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 17,038 228,059 SH   DFND 1,2 0 228,059 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,860 24,900 SH   DFND 1,5 0 24,900 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 13,885 185,857 SH   DFND 15 0 185,857 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,543 74,200 SH   DFND 5 0 52,900 21,300
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,575 21,088 SH   DFND 5,6 0 8,903 12,185
CDN IMPERIAL BK COMM TORONTO COM 136069101 898 12,022 SH   DFND 11 0 12,022 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 732 9,800 SH   DFND 13 0 9,800 0
CANADIAN NATL RY CO COM 136375102 22,897 366,579 SH   DFND 2 0 366,579 0
CANADIAN NATL RY CO COM 136375102 2,121 33,964 SH   DFND 2,15 0 33,964 0
CANADIAN NATL RY CO COM 136375102 27 425 SH   DFND 12,15 0 425 0
CANADIAN NATL RY CO COM 136375102 22,155 354,704 SH   DFND 14 0 354,704 0
CANADIAN NATL RY CO COM 136375102 207,496 3,322,062 SH   DFND 1 0 2,953,447 368,615
CANADIAN NATL RY CO COM 136375102 24,886 398,427 SH   DFND 1,2 0 398,427 0
CANADIAN NATL RY CO COM 136375102 13,550 216,933 SH   DFND 1,3 0 216,933 0
CANADIAN NATL RY CO COM 136375102 5,648 90,424 SH   DFND 15 0 90,424 0
CANADIAN NATL RY CO COM 136375102 1,861 29,800 SH   DFND 5 0 0 29,800
CANADIAN NATL RY CO COM 136375102 625 10,000 SH   DFND 5,6 0 4,600 5,400
CANADIAN NATL RY CO COM 136375102 1,511 24,184 SH   DFND 11 0 24,184 0
CANADIAN NAT RES LTD COM 136385101 265,622 9,837,847 SH   DFND 2 0 9,837,847 0
CANADIAN NAT RES LTD COM 136385101 1,834 67,913 SH   DFND 2,15 0 67,913 0
CANADIAN NAT RES LTD COM 136385101 30 1,120 SH   DFND 12,15 0 1,120 0
CANADIAN NAT RES LTD COM 136385101 485,190 17,969,990 SH   DFND 1 0 16,669,256 1,300,734
CANADIAN NAT RES LTD COM 136385101 57,589 2,132,936 SH   DFND 1,2 0 2,132,936 0
CANADIAN NAT RES LTD COM 136385101 7,744 286,817 SH   DFND 1,9 0 286,817 0
CANADIAN NAT RES LTD COM 136385101 474 17,546 SH   DFND 1,3 0 17,546 0
CANADIAN NAT RES LTD COM 136385101 2,630 97,400 SH   DFND 1,5 0 97,400 0
CANADIAN NAT RES LTD COM 136385101 9,874 365,715 SH   DFND 15 0 365,715 0
CANADIAN NAT RES LTD COM 136385101 1,183 43,800 SH   DFND 5 0 0 43,800
CANADIAN NAT RES LTD COM 136385101 751 27,800 SH   DFND 5,6 0 12,900 14,900
CANADIAN NAT RES LTD COM 136385101 897 33,220 SH   DFND 11 0 33,220 0
CANADIAN NAT RES LTD COM 136385101 578 21,417 SH   DFND 11,2 0 21,417 0
CANADIAN NAT RES LTD COM 136385101 475 17,600 SH   DFND 13 0 17,600 0
CANADIAN PAC RY LTD COM 13645T100 366 2,759 SH   DFND 2,15 0 2,759 0
CANADIAN PAC RY LTD COM 13645T100 2,740 20,647 SH   DFND 12,15 0 20,647 0
CANADIAN PAC RY LTD COM 13645T100 5,279 39,781 SH   DFND 14 0 39,781 0
CANADIAN PAC RY LTD COM 13645T100 279 2,104 SH   DFND 1,2 0 2,104 0
CANADIAN PAC RY LTD COM 13645T100 4,096 30,872 SH   DFND 15 0 30,872 0
CANADIAN PAC RY LTD COM 13645T100 997 7,512 SH   DFND 5 0 0 7,512
CANADIAN PAC RY LTD COM 13645T100 590 4,450 SH   DFND 11 0 4,450 0
CANADIAN SOLAR INC COM 136635109 141 7,326 SH   DFND 12,15 0 7,326 0
CANADIAN SOLAR INC COM 136635109 7,211 374,019 SH   DFND 15 0 374,019 0
CANON INC SPONSORED ADR 138006309 1,058 35,476 SH   DFND 15 0 35,476 0
CANTEL MEDICAL CORP COM 138098108 46,125 646,370 SH   DFND 1 0 646,370 0
CANTEL MEDICAL CORP COM 138098108 11,217 157,193 SH   DFND 15 0 157,193 0
CAPELLA EDUCATION COMPANY COM 139594105 188 3,569 SH   DFND 14 0 3,569 0
CAPELLA EDUCATION COMPANY COM 139594105 37 700 SH   DFND 1 0 0 700
CAPELLA EDUCATION COMPANY COM 139594105 9,531 181,052 SH   DFND 1,2 0 181,052 0
CAPELLA EDUCATION COMPANY COM 139594105 16 300 SH   DFND 1,3 0 300 0
CAPELLA EDUCATION COMPANY COM 139594105 1,022 19,419 SH   DFND 15 0 19,419 0
CAPITAL BK FINL CORP CL A COM 139794101 7 235 SH   DFND 12,15 0 235 0
CAPITAL BK FINL CORP CL A COM 139794101 962 31,197 SH   DFND 15 0 31,197 0
CAPITAL ONE FINL CORP COM 14040H105 801 11,560 SH   DFND 12,15 0 11,560 0
CAPITAL ONE FINL CORP COM 14040H105 3,447 49,728 SH   DFND 14 0 49,728 0
CAPITAL ONE FINL CORP COM 14040H105 15,250 220,030 SH   DFND 1 0 219,330 700
CAPITAL ONE FINL CORP COM 14040H105 49 700 SH   DFND 1,8 0 0 700
CAPITAL ONE FINL CORP COM 14040H105 28,196 406,816 SH   DFND 15 0 406,816 0
CAPITAL ONE FINL CORP COM 14040H105 1,594 23,000 SH   DFND 5 0 0 23,000
CAPITAL ONE FINL CORP COM 14040H105 478 6,900 SH   DFND 5,6 0 3,200 3,700
CAPITAL ONE FINL CORP COM 14040H105 1,119 16,140 SH   DFND 11 0 16,140 0
CAPITAL ONE FINL CORP COM 14040H105 236 3,400 SH   DFND 13 0 3,400 0
CAPITAL SR LIVING CORP COM 140475104 337 18,199 SH   DFND 15 0 18,199 0
CAPITAL SOUTHWEST CORP COM 140501107 4 278 SH   DFND 12,15 0 278 0
CAPITAL SOUTHWEST CORP COM 140501107 19 1,370 SH   DFND 14 0 1,370 0
CAPITAL SOUTHWEST CORP COM 140501107 356 25,645 SH   DFND 15 0 25,645 0
CAPITOL FED FINL INC COM 14057J101 57 4,278 SH   DFND 12,15 0 4,278 0
CAPITOL FED FINL INC COM 14057J101 939 70,818 SH   DFND 15 0 70,818 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,918 193,898 SH   DFND 14 0 193,898 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 292 29,567 SH   DFND 1 0 29,567 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 6,085 615,287 SH   DFND 15 0 615,287 0
CARA THERAPEUTICS INC COM 140755109 314 50,437 SH   DFND 15 0 50,437 0
CARBO CERAMICS INC COM 140781105 152 10,737 SH   DFND 14 0 10,737 0
CARBO CERAMICS INC COM 140781105 1,534 108,049 SH   DFND 15 0 108,049 0
CARBONITE INC COM 141337105 150 18,837 SH   DFND 15 0 18,837 0
CARDINAL FINL CORP COM 14149F109 1,724 84,706 SH   DFND 1 0 50,006 34,700
CARDINAL FINL CORP COM 14149F109 344 16,900 SH   DFND 1,3 0 16,900 0
CARDINAL FINL CORP COM 14149F109 3,751 184,341 SH   DFND 15 0 184,341 0
CARDINAL FINL CORP COM 14149F109 224 11,000 SH   DFND 5 0 0 11,000
CARDINAL HEALTH INC COM 14149Y108 714 8,718 SH   DFND 12,15 0 8,718 0
CARDINAL HEALTH INC COM 14149Y108 74,187 905,269 SH   DFND 14 0 905,269 0
CARDINAL HEALTH INC COM 14149Y108 75,355 919,521 SH   DFND 1 0 919,021 500
CARDINAL HEALTH INC COM 14149Y108 400 4,883 SH   DFND 1,2 0 4,883 0
CARDINAL HEALTH INC COM 14149Y108 6,007 73,296 SH   DFND 1,12 0 73,296 0
CARDINAL HEALTH INC COM 14149Y108 426 5,200 SH   DFND 1,9 0 5,200 0
CARDINAL HEALTH INC COM 14149Y108 1,073 13,094 SH   DFND 1,15 0 13,094 0
CARDINAL HEALTH INC COM 14149Y108 4,220 51,500 SH   DFND 1,5 0 51,500 0
CARDINAL HEALTH INC COM 14149Y108 82 1,000 SH   DFND 1,8 0 0 1,000
CARDINAL HEALTH INC COM 14149Y108 23,717 289,413 SH   DFND 15 0 289,413 0
CARDINAL HEALTH INC COM 14149Y108 14,422 175,984 SH   DFND 5 0 83,900 92,084
CARDINAL HEALTH INC COM 14149Y108 14,767 180,200 SH   DFND 5,9 0 180,200 0
CARDINAL HEALTH INC COM 14149Y108 5,532 67,500 SH   DFND 5,6 0 31,400 36,100
CARDINAL HEALTH INC COM 14149Y108 729 8,900 SH   DFND 5,7 0 0 8,900
CARDINAL HEALTH INC COM 14149Y108 815 9,950 SH   DFND 11 0 9,950 0
CARDINAL HEALTH INC COM 14149Y108 959 11,700 SH   DFND 6 0 11,700 0
CARDINAL HEALTH INC COM 14149Y108 2,827 34,500 SH   DFND 7 0 34,500 0
CARDINAL HEALTH INC COM 14149Y108 1,934 23,600 SH   DFND 13 0 23,600 0
CARDTRONICS INC COM 14161H108 6,961 193,415 SH   DFND 15 0 193,415 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 13,419 13,897,000 PRN   DFND 1 0 13,897,000 0
CARE CAP PPTYS INC COM 141624106 32 1,182 SH   DFND 12,15 0 1,182 0
CARE CAP PPTYS INC COM 141624106 257 9,570 SH   DFND 14 0 9,570 0
CARE CAP PPTYS INC COM 141624106 170,814 6,364,151 SH   DFND 1 0 3,578,113 2,786,038
CARE CAP PPTYS INC COM 141624106 1,699 63,306 SH   DFND 1,2 0 63,306 0
CARE CAP PPTYS INC COM 141624106 739 27,545 SH   DFND 1,12 0 27,545 0
CARE CAP PPTYS INC COM 141624106 173 6,449 SH   DFND 1,9 0 6,449 0
CARE CAP PPTYS INC COM 141624106 10,189 379,604 SH   DFND 1,3 0 379,604 0
CARE CAP PPTYS INC COM 141624106 396 14,767 SH   DFND 1,15 0 14,767 0
CARE CAP PPTYS INC COM 141624106 3,923 146,175 SH   DFND 1,13 0 146,175 0
CARE CAP PPTYS INC COM 141624106 4,297 160,099 SH   DFND 15 0 160,099 0
CAREER EDUCATION CORP COM 141665109 2,069 455,666 SH   DFND 15 0 455,666 0
CARETRUST REIT INC COM 14174T107 1,337 105,298 SH   DFND 15 0 105,298 0
CARLISLE COS INC COM 142339100 57 573 SH   DFND 12,15 0 573 0
CARLISLE COS INC COM 142339100 799 8,035 SH   DFND 14 0 8,035 0
CARLISLE COS INC COM 142339100 73,499 738,679 SH   DFND 1 0 699,851 38,828
CARLISLE COS INC COM 142339100 624 6,270 SH   DFND 1,3 0 6,270 0
CARLISLE COS INC COM 142339100 1,301 13,077 SH   DFND 15 0 13,077 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 67 3,951 SH   DFND 12,15 0 3,951 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 6,036 357,587 SH   DFND 15 0 357,587 0
CARMAX INC COM 143130102 136,045 2,662,326 SH   DFND 2 0 2,662,326 0
CARMAX INC COM 143130102 427 8,351 SH   DFND 12,15 0 8,351 0
CARMAX INC COM 143130102 10,235 200,299 SH   DFND 1 0 200,299 0
CARMAX INC COM 143130102 9,345 182,883 SH   DFND 1,2 0 182,883 0
CARMAX INC COM 143130102 12,560 245,792 SH   DFND 15 0 245,792 0
CARMAX INC COM 143130102 414 8,100 SH   DFND 5 0 0 8,100
CARMAX INC COM 143130102 313 6,118 SH   DFND 11 0 6,118 0
CARMIKE CINEMAS INC COM 143436400 882 29,355 SH   DFND 15 0 29,355 0
CARNIVAL CORP PAIRED CTF 143658300 21,293 403,503 SH   DFND 2 0 403,503 0
CARNIVAL CORP PAIRED CTF 143658300 315 5,977 SH   DFND 12,15 0 5,977 0
CARNIVAL CORP PAIRED CTF 143658300 3,175 60,162 SH   DFND 14 0 60,162 0
CARNIVAL CORP PAIRED CTF 143658300 1,257,446 23,828,808 SH   DFND 1 0 22,688,161 1,140,647
CARNIVAL CORP PAIRED CTF 143658300 6,280 119,001 SH   DFND 1,9 0 119,001 0
CARNIVAL CORP PAIRED CTF 143658300 644 12,204 SH   DFND 1,3 0 12,204 0
CARNIVAL CORP PAIRED CTF 143658300 4,000 75,800 SH   DFND 1,5 0 75,800 0
CARNIVAL CORP PAIRED CTF 143658300 243 4,600 SH   DFND 1,8 0 0 4,600
CARNIVAL CORP PAIRED CTF 143658300 23,531 445,914 SH   DFND 15 0 445,914 0
CARNIVAL CORP PAIRED CTF 143658300 902 17,099 SH   DFND 5 0 0 17,099
CARNIVAL CORP PAIRED CTF 143658300 660 12,500 SH   DFND 5,6 0 5,700 6,800
CARNIVAL CORP PAIRED CTF 143658300 662 12,540 SH   DFND 11 0 12,540 0
CARNIVAL CORP PAIRED CTF 143658300 253 4,800 SH   DFND 13 0 4,800 0
CARNIVAL PLC ADR 14365C103 259 4,775 SH   DFND 14 0 4,775 0
CARNIVAL PLC ADR 14365C103 265 4,885 SH   DFND 15 0 4,885 0
CARRIAGE SVCS INC COM 143905107 643 29,767 SH   DFND 15 0 29,767 0
CARPENTER TECHNOLOGY CORP COM 144285103 71 2,088 SH   DFND 12,15 0 2,088 0
CARPENTER TECHNOLOGY CORP COM 144285103 753 22,004 SH   DFND 14 0 22,004 0
CARPENTER TECHNOLOGY CORP COM 144285103 69,104 2,018,825 SH   DFND 1 0 2,018,825 0
CARPENTER TECHNOLOGY CORP COM 144285103 2,081 60,793 SH   DFND 15 0 60,793 0
CARRIZO OIL & GAS INC COM 144577103 194 6,268 SH   DFND 14 0 6,268 0
CARRIZO OIL & GAS INC COM 144577103 9,884 319,657 SH   DFND 15 0 319,657 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,316 91,165 SH   DFND 15 0 91,165 0
CARTER INC COM 146229109 4,871 46,221 SH   DFND 14 0 46,221 0
CARTER INC COM 146229109 51,770 491,271 SH   DFND 1 0 491,271 0
CARTER INC COM 146229109 2,466 23,402 SH   DFND 15 0 23,402 0
CASCADE BANCORP COM NEW 147154207 59 10,280 SH   DFND 15 0 10,280 0
CASELLA WASTE SYS INC CL A 147448104 432 64,539 SH   DFND 15 0 64,539 0
CASEYS GEN STORES INC COM 147528103 244 2,150 SH   DFND 12,15 0 2,150 0
CASEYS GEN STORES INC COM 147528103 2,545 22,462 SH   DFND 14 0 22,462 0
CASEYS GEN STORES INC COM 147528103 20,614 181,906 SH   DFND 15 0 181,906 0
CASH AMER INTL INC COM 14754D100 22 559 SH   DFND 12,15 0 559 0
CASH AMER INTL INC COM 14754D100 3,825 99,003 SH   DFND 15 0 99,003 0
CASH AMER INTL INC COM 14754D100 371 9,600 SH   DFND 5 0 0 9,600
CASS INFORMATION SYS INC COM 14808P109 245 4,676 SH   DFND 15 0 4,676 0
CATALENT INC COM 148806102 1,636 61,334 SH   DFND 14 0 61,334 0
CATALENT INC COM 148806102 44,913 1,684,022 SH   DFND 1 0 1,684,022 0
CATALENT INC COM 148806102 1,169 43,819 SH   DFND 15 0 43,819 0
CATERPILLAR INC DEL COM 149123101 1,118 14,613 SH   DFND 12,15 0 14,613 0
CATERPILLAR INC DEL COM 149123101 127,549 1,666,431 SH   DFND 14 0 1,666,431 0
CATERPILLAR INC DEL COM 149123101 46 600 SH Call DFND 14 0 0 0
CATERPILLAR INC DEL COM 149123101 574,381 7,504,325 SH   DFND 1 0 7,086,477 417,848
CATERPILLAR INC DEL COM 149123101 1,223 15,983 SH   DFND 1,9 0 15,983 0
CATERPILLAR INC DEL COM 149123101 318 4,160 SH   DFND 1,3 0 4,160 0
CATERPILLAR INC DEL COM 149123101 773 10,100 SH   DFND 1,5 0 10,100 0
CATERPILLAR INC DEL COM 149123101 145 1,900 SH   DFND 1,8 0 0 1,900
CATERPILLAR INC DEL COM 149123101 64,943 848,488 SH   DFND 15 0 848,488 0
CATERPILLAR INC DEL COM 149123101 1,773 23,158 SH   DFND 5 0 0 23,158
CATERPILLAR INC DEL COM 149123101 2,090 27,300 SH   DFND 5,6 0 12,000 15,300
CATERPILLAR INC DEL COM 149123101 1,343 17,543 SH   DFND 11 0 17,543 0
CATCHMARK TIMBER TR INC CL A 14912Y202 498 46,008 SH   DFND 15 0 46,008 0
CATHAY GEN BANCORP COM 149150104 44,342 1,565,188 SH   DFND 1 0 1,565,188 0
CATHAY GEN BANCORP COM 149150104 4,613 162,828 SH   DFND 15 0 162,828 0
CATO CORP NEW CL A 149205106 233 6,041 SH   DFND 14 0 6,041 0
CATO CORP NEW CL A 149205106 2,478 64,287 SH   DFND 15 0 64,287 0
CAVCO INDS INC DEL COM 149568107 501 5,361 SH   DFND 15 0 5,361 0
CAVIUM INC COM 14964U108 105,155 1,719,348 SH   DFND 1 0 1,652,880 66,468
CAVIUM INC COM 14964U108 444 7,266 SH   DFND 1,3 0 7,266 0
CAVIUM INC COM 14964U108 578 9,449 SH   DFND 15 0 9,449 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 4,917 82,704 SH   DFND 15 0 82,704 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,185 163,901 SH   DFND 1 0 163,901 0
CEDAR REALTY TRUST INC COM NEW 150602209 281 38,900 SH   DFND 1,3 0 38,900 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,723 514,919 SH   DFND 15 0 514,919 0
CELADON GROUP INC COM 150838100 9,970 951,294 SH   DFND 1 0 951,294 0
CELADON GROUP INC COM 150838100 726 69,247 SH   DFND 15 0 69,247 0
CELADON GROUP INC COM 150838100 1,282 122,310 SH   DFND 6 0 122,310 0
CELADON GROUP INC COM 150838100 636 60,644 SH   DFND 6,12 0 60,644 0
CELADON GROUP INC COM 150838100 146 13,934 SH   DFND 6,9 0 13,934 0
CELANESE CORP DEL COM SER A 150870103 118 1,801 SH   DFND 12,15 0 1,801 0
CELANESE CORP DEL COM SER A 150870103 3,313 50,576 SH   DFND 15 0 50,576 0
CELANESE CORP DEL COM SER A 150870103 719 10,984 SH   DFND 5 0 0 10,984
CELANESE CORP DEL COM SER A 150870103 308 4,700 SH   DFND 11 0 4,700 0
CELESTICA INC SUB VTG SHS 15101Q108 144 13,115 SH   DFND 2,15 0 13,115 0
CELESTICA INC SUB VTG SHS 15101Q108 5 437 SH   DFND 12,15 0 437 0
CELESTICA INC SUB VTG SHS 15101Q108 4,912 447,400 SH   DFND 1 0 447,400 0
CELESTICA INC SUB VTG SHS 15101Q108 26,650 2,427,111 SH   DFND 1,2 0 2,427,111 0
CELESTICA INC SUB VTG SHS 15101Q108 131 11,936 SH   DFND 15 0 11,936 0
CELGENE CORP COM 151020104 22,753 227,323 SH   DFND 2 0 227,323 0
CELGENE CORP COM 151020104 18,458 184,417 SH   DFND 12,15 0 184,417 0
CELGENE CORP COM 151020104 9,325 93,170 SH   DFND 14 0 93,170 0
CELGENE CORP COM 151020104 426,064 4,256,808 SH   DFND 1 0 4,256,658 150
CELGENE CORP COM 151020104 1,059 10,584 SH   DFND 1,2 0 10,584 0
CELGENE CORP COM 151020104 23,731 237,097 SH   DFND 1,12 0 237,097 0
CELGENE CORP COM 151020104 41 413 SH   DFND 1,11 0 413 0
CELGENE CORP COM 151020104 649,713 6,491,283 SH   DFND 15 0 6,491,283 0
CELGENE CORP COM 151020104 2,983 29,800 SH   DFND 5 0 0 29,800
CELGENE CORP COM 151020104 2,387 23,850 SH   DFND 11 0 23,850 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 153 40,384 SH   DFND 14 0 40,384 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 89 23,432 SH   DFND 15 0 23,432 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,897 260,597 SH   DFND 15 0 260,597 0
CEMEX SAB DE CV SPON ADR NEW 151290889 3,127 429,500 SH   DFND 6 0 429,500 0
CEMEX SAB DE CV SPON ADR NEW 151290889 59 8,150 SH   DFND 6,9 0 8,150 0
CEMPRA INC COM 15130J109 5,789 330,450 SH   DFND 1 0 330,450 0
CEMPRA INC COM 15130J109 1,586 90,550 SH   DFND 1,12 0 90,550 0
CEMPRA INC COM 15130J109 14 785 SH   DFND 15 0 785 0
CENTENE CORP DEL COM 15135B101 96 1,566 SH   DFND 12,15 0 1,566 0
CENTENE CORP DEL COM 15135B101 5,717 92,861 SH   DFND 14 0 92,861 0
CENTENE CORP DEL COM 15135B101 59,412 964,945 SH   DFND 1 0 964,945 0
CENTENE CORP DEL COM 15135B101 532 8,638 SH   DFND 1,3 0 8,638 0
CENTENE CORP DEL COM 15135B101 2,354 38,232 SH   DFND 15 0 38,232 0
CENTENE CORP DEL COM 15135B101 222 3,600 SH   DFND 11 0 3,600 0
CENOVUS ENERGY INC COM 15135U109 115,514 8,885,678 SH   DFND 2 0 8,885,678 0
CENOVUS ENERGY INC COM 15135U109 1,058 81,353 SH   DFND 2,15 0 81,353 0
CENOVUS ENERGY INC COM 15135U109 19 1,458 SH   DFND 12,15 0 1,458 0
CENOVUS ENERGY INC COM 15135U109 160,761 12,366,213 SH   DFND 1 0 10,948,132 1,418,081
CENOVUS ENERGY INC COM 15135U109 47,011 3,616,236 SH   DFND 1,2 0 3,616,236 0
CENOVUS ENERGY INC COM 15135U109 4,941 380,064 SH   DFND 1,9 0 380,064 0
CENOVUS ENERGY INC COM 15135U109 10,830 833,078 SH   DFND 1,3 0 833,078 0
CENOVUS ENERGY INC COM 15135U109 1,118 86,034 SH   DFND 15 0 86,034 0
CENOVUS ENERGY INC COM 15135U109 348 26,747 SH   DFND 5 0 0 26,747
CENOVUS ENERGY INC COM 15135U109 1,388 106,800 SH   DFND 5,6 0 50,100 56,700
CENOVUS ENERGY INC COM 15135U109 334 25,722 SH   DFND 11 0 25,722 0
CENTER COAST MLP & INFRSTR F COM SHS 151461100 1,220 118,667 SH   DFND 14 0 118,667 0
CENTERPOINT ENERGY INC COM 15189T107 240 11,460 SH   DFND 12,15 0 11,460 0
CENTERPOINT ENERGY INC COM 15189T107 12,107 578,752 SH   DFND 14 0 578,752 0
CENTERPOINT ENERGY INC COM 15189T107 55,651 2,660,181 SH   DFND 1 0 2,660,181 0
CENTERPOINT ENERGY INC COM 15189T107 57,161 2,732,346 SH   DFND 15 0 2,732,346 0
CENTERPOINT ENERGY INC COM 15189T107 241 11,500 SH   DFND 5 0 0 11,500
CENTERPOINT ENERGY INC COM 15189T107 259 12,386 SH   DFND 11 0 12,386 0
CENTERSTATE BANKS INC COM 15201P109 1,215 81,599 SH   DFND 14 0 81,599 0
CENTERSTATE BANKS INC COM 15201P109 1,130 75,862 SH   DFND 15 0 75,862 0
CENTRAL GARDEN & PET CO COM 153527106 881 53,946 SH   DFND 15 0 53,946 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,142 70,100 SH   DFND 1 0 33,000 37,100
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 212 13,000 SH   DFND 1,3 0 13,000 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2,850 174,960 SH   DFND 15 0 174,960 0
CENTRAL PAC FINL CORP COM NEW 154760409 16 751 SH   DFND 12,15 0 751 0
CENTRAL PAC FINL CORP COM NEW 154760409 1,916 87,990 SH   DFND 1 0 50,190 37,800
CENTRAL PAC FINL CORP COM NEW 154760409 261 12,000 SH   DFND 1,3 0 12,000 0
CENTRAL PAC FINL CORP COM NEW 154760409 2,108 96,833 SH   DFND 15 0 96,833 0
CENTURY ALUM CO COM 156431108 69 9,779 SH   DFND 14 0 9,779 0
CENTURY ALUM CO COM 156431108 1,477 209,450 SH   DFND 1 0 105,650 103,800
CENTURY ALUM CO COM 156431108 1,035 146,818 SH   DFND 15 0 146,818 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 281 7,210 SH   DFND 1 0 7,210 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 117 3,000 SH   DFND 1,3 0 3,000 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 54 1,390 SH   DFND 15 0 1,390 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 148 3,800 SH   DFND 5 0 0 3,800
CENTURY CMNTYS INC COM 156504300 362 21,189 SH   DFND 15 0 21,189 0
CENTURYLINK INC COM 156700106 706 22,079 SH   DFND 12,15 0 22,079 0
CENTURYLINK INC COM 156700106 10,475 327,743 SH   DFND 14 0 327,743 0
CENTURYLINK INC COM 156700106 53,406 1,671,026 SH   DFND 1 0 1,645,986 25,040
CENTURYLINK INC COM 156700106 4,685 146,600 SH   DFND 1,4 0 146,600 0
CENTURYLINK INC COM 156700106 575 18,000 SH   DFND 1,9 0 18,000 0
CENTURYLINK INC COM 156700106 972 30,400 SH   DFND 1,3 0 30,400 0
CENTURYLINK INC COM 156700106 51 1,589 SH   DFND 1,15 0 1,589 0
CENTURYLINK INC COM 156700106 9,224 288,600 SH   DFND 1,5 0 272,200 16,400
CENTURYLINK INC COM 156700106 527 16,500 SH   DFND 1,8 0 0 16,500
CENTURYLINK INC COM 156700106 58,628 1,834,408 SH   DFND 15 0 1,834,408 0
CENTURYLINK INC COM 156700106 573 17,925 SH   DFND 5 0 0 17,925
CENTURYLINK INC COM 156700106 2,160 67,600 SH   DFND 5,6 0 32,000 35,600
CENTURYLINK INC COM 156700106 486 15,200 SH   DFND 5,7 0 0 15,200
CENTURYLINK INC COM 156700106 533 16,666 SH   DFND 11 0 16,666 0
CENTURYLINK INC COM 156700106 4,279 133,900 SH   DFND 6 0 133,900 0
CENTURYLINK INC COM 156700106 713 22,300 SH   DFND 13 0 22,300 0
CEPHEID COM 15670R107 32,181 964,655 SH   DFND 1 0 964,655 0
CEPHEID COM 15670R107 27 800 SH   DFND 1,3 0 800 0
CEPHEID COM 15670R107 529 15,866 SH   DFND 15 0 15,866 0
CEPHEID COM 15670R107 487 14,600 SH   DFND 5,9 0 14,600 0
CEPHEID DBCV 1.250% 2/0 15670RAC1 18,258 20,500,000 PRN   DFND 1 0 20,500,000 0
CERNER CORP COM 156782104 4,280 80,816 SH   DFND 12,15 0 80,816 0
CERNER CORP COM 156782104 5,237 98,882 SH   DFND 14 0 98,882 0
CERNER CORP COM 156782104 10,517 198,590 SH   DFND 1 0 198,590 0
CERNER CORP COM 156782104 141,755 2,676,652 SH   DFND 15 0 2,676,652 0
CERNER CORP COM 156782104 424 8,000 SH   DFND 5 0 0 8,000
CERNER CORP COM 156782104 498 9,400 SH   DFND 11 0 9,400 0
CEVA INC COM 157210105 1,967 87,406 SH   DFND 15 0 87,406 0
CHANGYOU COM LTD ADS REP CL A 15911M107 656 34,954 SH   DFND 15 0 34,954 0
CHARLES RIV LABS INTL INC COM 159864107 9,529 125,475 SH   DFND 2 0 125,475 0
CHARLES RIV LABS INTL INC COM 159864107 2,936 38,656 SH   DFND 14 0 38,656 0
CHARLES RIV LABS INTL INC COM 159864107 676 8,900 SH   DFND 1 0 8,900 0
CHARLES RIV LABS INTL INC COM 159864107 30,241 398,220 SH   DFND 1,2 0 398,220 0
CHARLES RIV LABS INTL INC COM 159864107 76 1,000 SH   DFND 1,3 0 1,000 0
CHARLES RIV LABS INTL INC COM 159864107 1,487 19,575 SH   DFND 15 0 19,575 0
CHARLES RIV LABS INTL INC COM 159864107 91 1,200 SH   DFND 5 0 0 1,200
CHARLES RIV LABS INTL INC COM 159864107 120 1,583 SH   DFND 11,2 0 1,583 0
CHART INDS INC COM PAR $0.01 16115Q308 785 36,133 SH   DFND 14 0 36,133 0
CHART INDS INC COM PAR $0.01 16115Q308 16,109 741,656 SH   DFND 1 0 741,656 0
CHART INDS INC COM PAR $0.01 16115Q308 2,538 116,857 SH   DFND 15 0 116,857 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 5,449 26,920 SH   DFND 12,15 0 26,920 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 181,736 897,773 SH   DFND 15 0 897,773 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 870 4,300 SH   DFND 5 0 0 4,300
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 526 2,600 SH   DFND 11 0 2,600 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 15,115 74,668 SH   DFND 6 0 74,668 0
CHARTER FINL CORP MD COM 16122W108 1,264 93,600 SH   DFND 1 0 62,800 30,800
CHARTER FINL CORP MD COM 16122W108 243 18,000 SH   DFND 1,3 0 18,000 0
CHARTER FINL CORP MD COM 16122W108 249 18,461 SH   DFND 15 0 18,461 0
CHATHAM LODGING TR COM 16208T102 739 34,483 SH   DFND 15 0 34,483 0
CHECKPOINT SYS INC COM 162825103 2,909 287,493 SH   DFND 15 0 287,493 0
CHEESECAKE FACTORY INC COM 163072101 795 14,983 SH   DFND 14 0 14,983 0
CHEESECAKE FACTORY INC COM 163072101 47,478 894,302 SH   DFND 1 0 894,302 0
CHEESECAKE FACTORY INC COM 163072101 1,453 27,369 SH   DFND 1,9 0 27,369 0
CHEESECAKE FACTORY INC COM 163072101 1,359 25,594 SH   DFND 15 0 25,594 0
CHEETAH MOBILE INC ADR 163075104 1,055 64,622 SH   DFND 15 0 64,622 0
CHEFS WHSE INC COM 163086101 480 23,648 SH   DFND 15 0 23,648 0
CHEGG INC COM 163092109 205 46,013 SH   DFND 15 0 46,013 0
CHEMED CORP NEW COM 16359R103 1,031 7,615 SH   DFND 14 0 7,615 0
CHEMED CORP NEW COM 16359R103 79,501 586,937 SH   DFND 1 0 586,937 0
CHEMED CORP NEW COM 16359R103 15,720 116,059 SH   DFND 15 0 116,059 0
CHEMICAL FINL CORP COM 163731102 1,176 32,959 SH   DFND 15 0 32,959 0
CHEMOURS CO COM 163851108 170 24,331 SH   DFND 12,15 0 24,331 0
CHEMOURS CO COM 163851108 12 1,731 SH   DFND 4 0 1,731 0
CHEMOURS CO COM 163851108 14 2,032 SH   DFND 14 0 2,032 0
CHEMOURS CO COM 163851108 2,752 393,072 SH   DFND 1 0 370,912 22,160
CHEMOURS CO COM 163851108 762 108,900 SH   DFND 1,4 0 108,900 0
CHEMOURS CO COM 163851108 114 16,300 SH   DFND 1,9 0 16,300 0
CHEMOURS CO COM 163851108 193 27,500 SH   DFND 1,3 0 27,500 0
CHEMOURS CO COM 163851108 77 11,000 SH   DFND 1,5 0 0 11,000
CHEMOURS CO COM 163851108 65 9,300 SH   DFND 1,8 0 0 9,300
CHEMOURS CO COM 163851108 3,357 479,570 SH   DFND 15 0 479,570 0
CHEMTURA CORP COM NEW 163893209 86 3,241 SH   DFND 12,15 0 3,241 0
CHEMTURA CORP COM NEW 163893209 3,277 124,132 SH   DFND 15 0 124,132 0
CHEMTURA CORP COM NEW 163893209 172 6,500 SH   DFND 5 0 0 6,500
CHENIERE ENERGY INC COM NEW 16411R208 80 2,352 SH   DFND 1 0 2,352 0
CHENIERE ENERGY INC COM NEW 16411R208 4,629 136,839 SH   DFND 15 0 136,839 0
CHENIERE ENERGY INC COM NEW 16411R208 382 11,300 SH   DFND 5 0 0 11,300
CHENIERE ENERGY INC COM NEW 16411R208 230 6,800 SH   DFND 11 0 6,800 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 3,128 6,000,000 PRN   DFND 2 0 6,000,000 0
CHEROKEE INC DEL NEW COM 16444H102 925 52,012 SH   DFND 14 0 52,012 0
CHEROKEE INC DEL NEW COM 16444H102 5 290 SH   DFND 15 0 290 0
CHESAPEAKE ENERGY CORP COM 165167107 603 146,361 SH   DFND 12,15 0 146,361 0
CHESAPEAKE ENERGY CORP COM 165167107 131 31,836 SH   DFND 14 0 31,836 0
CHESAPEAKE ENERGY CORP COM 165167107 8,742 2,121,799 SH   DFND 1 0 2,121,799 0
CHESAPEAKE ENERGY CORP COM 165167107 11,341 2,752,784 SH   DFND 15 0 2,752,784 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 4,331 5,775,000 PRN   DFND 1 0 5,775,000 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 104 3,922 SH   DFND 1,15 0 3,922 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 3,225 121,892 SH   DFND 15 0 121,892 0
CHESAPEAKE UTILS CORP COM 165303108 516 8,200 SH   DFND 1 0 8,200 0
CHESAPEAKE UTILS CORP COM 165303108 126 2,000 SH   DFND 1,3 0 2,000 0
CHESAPEAKE UTILS CORP COM 165303108 1,533 24,342 SH   DFND 15 0 24,342 0
CHEVRON CORP NEW COM 166764100 5,468 57,320 SH   DFND 12,15 0 57,320 0
CHEVRON CORP NEW COM 166764100 182,617 1,914,226 SH   DFND 14 0 1,914,226 0
CHEVRON CORP NEW COM 166764100 57 600 SH Call DFND 14 0 0 0
CHEVRON CORP NEW COM 166764100 465 4,878 SH   DFND 9 0 4,878 0
CHEVRON CORP NEW COM 166764100 341,209 3,576,618 SH   DFND 1 0 3,487,039 89,579
CHEVRON CORP NEW COM 166764100 33,401 350,117 SH   DFND 1,2 0 350,117 0
CHEVRON CORP NEW COM 166764100 7,299 76,506 SH   DFND 1,9 0 76,506 0
CHEVRON CORP NEW COM 166764100 44 456 SH   DFND 1,15 0 456 0
CHEVRON CORP NEW COM 166764100 31 328 SH   DFND 1,11 0 328 0
CHEVRON CORP NEW COM 166764100 153,869 1,612,878 SH   DFND 15 0 1,612,878 0
CHEVRON CORP NEW COM 166764100 6,296 66,000 SH   DFND 5 0 0 66,000
CHEVRON CORP NEW COM 166764100 5,449 57,120 SH   DFND 11 0 57,120 0
CHEVRON CORP NEW COM 166764100 1,917 20,092 SH   DFND 11,6 0 12,414 7,678
CHEVRON CORP NEW COM 166764100 147,451 1,545,608 SH   DFND 6 0 1,545,608 0
CHEVRON CORP NEW COM 166764100 731 7,659 SH   DFND 6,12 0 7,659 0
CHEVRON CORP NEW COM 166764100 24,355 255,289 SH   DFND 6,9 0 255,289 0
CHIASMA INC COM 16706W102 2,324 253,757 SH   DFND 1 0 180,159 73,598
CHIASMA INC COM 16706W102 2 170 SH   DFND 15 0 170 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 92 2,512 SH   DFND 12,15 0 2,512 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 784 21,418 SH   DFND 14 0 21,418 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,980 54,107 SH   DFND 15 0 54,107 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 113 3,100 SH   DFND 11 0 3,100 0
CHICOS FAS INC COM 168615102 80 6,035 SH   DFND 12,15 0 6,035 0
CHICOS FAS INC COM 168615102 2,256 170,015 SH   DFND 14 0 170,015 0
CHICOS FAS INC COM 168615102 685 51,600 SH   DFND 1 0 51,600 0
CHICOS FAS INC COM 168615102 2,279 171,708 SH   DFND 15 0 171,708 0
CHILDRENS PL INC COM 168905107 199 2,389 SH   DFND 12,15 0 2,389 0
CHILDRENS PL INC COM 168905107 5,660 67,812 SH   DFND 15 0 67,812 0
CHIMERA INVT CORP COM NEW 16934Q208 129 9,508 SH   DFND 12,15 0 9,508 0
CHIMERA INVT CORP COM NEW 16934Q208 404 29,732 SH   DFND 14 0 29,732 0
CHIMERA INVT CORP COM NEW 16934Q208 3,679 270,717 SH   DFND 1 0 270,717 0
CHIMERA INVT CORP COM NEW 16934Q208 10,433 767,706 SH   DFND 15 0 767,706 0
CHIMERIX INC COM 16934W106 164 32,033 SH   DFND 15 0 32,033 0
CHINA AUTOMOTIVE SYS INC COM 16936R105 305 65,760 SH   DFND 1 0 65,760 0
CHINA AUTOMOTIVE SYS INC COM 16936R105 71 15,200 SH   DFND 1,3 0 15,200 0
CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 201 39,670 SH   DFND 15 0 39,670 0
CHINA BIOLOGIC PRODS INC COM 16938C106 1,523 13,300 SH   DFND 1 0 11,400 1,900
CHINA BIOLOGIC PRODS INC COM 16938C106 69 600 SH   DFND 1,3 0 600 0
CHINA BIOLOGIC PRODS INC COM 16938C106 6,033 52,700 SH   DFND 15 0 52,700 0
CHINA BIOLOGIC PRODS INC COM 16938C106 2,926 25,562 SH   DFND 11,6 0 25,562 0
CHINA BIOLOGIC PRODS INC COM 16938C106 76,876 671,527 SH   DFND 6 0 142,433 529,094
CHINA BIOLOGIC PRODS INC COM 16938C106 9,652 84,308 SH   DFND 6,12 0 84,308 0
CHINA BIOLOGIC PRODS INC COM 16938C106 140 1,219 SH   DFND 6,9 0 1,219 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 3,616 294,253 SH   DFND 15 0 294,253 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 347 6,262 SH   DFND 14 0 6,262 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 19,712 355,493 SH   DFND 15 0 355,493 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,130 17,349 SH   DFND 14 0 17,349 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4,002 61,424 SH   DFND 15 0 61,424 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 739 14,069 SH   DFND 14 0 14,069 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1,709 32,538 SH   DFND 15 0 32,538 0
CHINA DISTANCE ED HLDGS LTD SPONS ADR 16944W104 654 44,445 SH   DFND 15 0 44,445 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 693 52,634 SH   DFND 14 0 52,634 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 2,104 159,853 SH   DFND 15 0 159,853 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 2,248 58,825 SH   DFND 15 0 58,825 0
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 259 32,828 SH   DFND 15 0 32,828 0
CHINA MING YANG WIND PWR GRO SPONSORED ADR 16951C108 3,283 1,367,899 SH   DFND 15 0 1,367,899 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 57 120 SH   DFND 12,15 0 120 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 139 296 SH   DFND 14 0 296 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 40,276 85,517 SH   DFND 1 0 85,517 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 933 1,982 SH   DFND 1,9 0 1,982 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 350 744 SH   DFND 1,3 0 744 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,734 5,804 SH   DFND 15 0 5,804 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 706 1,500 SH   DFND 5 0 0 1,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 424 900 SH   DFND 11 0 900 0
CHOICE HOTELS INTL INC COM 169905106 1,306 24,170 SH   DFND 15 0 24,170 0
CHRISTOPHER & BANKS CORP COM 171046105 359 150,336 SH   DFND 15 0 150,336 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 582 17,236 SH   DFND 14 0 17,236 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,090 61,908 SH   DFND 15 0 61,908 0
CHURCH & DWIGHT INC COM 171340102 75 814 SH   DFND 12,15 0 814 0
CHURCH & DWIGHT INC COM 171340102 10,902 118,270 SH   DFND 1 0 118,070 200
CHURCH & DWIGHT INC COM 171340102 710 7,700 SH   DFND 1,5 0 7,700 0
CHURCH & DWIGHT INC COM 171340102 55 600 SH   DFND 1,8 0 0 600
CHURCH & DWIGHT INC COM 171340102 125,241 1,358,654 SH   DFND 15 0 1,358,654 0
CHURCH & DWIGHT INC COM 171340102 599 6,500 SH   DFND 5 0 0 6,500
CHURCH & DWIGHT INC COM 171340102 369 4,000 SH   DFND 11 0 4,000 0
CHURCHILL DOWNS INC COM 171484108 6,690 45,241 SH   DFND 15 0 45,241 0
CIBER INC COM 17163B102 14,937 7,078,947 SH   DFND 1 0 7,078,947 0
CIBER INC COM 17163B102 863 409,151 SH   DFND 15 0 409,151 0
CIENA CORP COM NEW 171779309 124,373 6,539,050 SH   DFND 1 0 6,539,050 0
CIENA CORP COM NEW 171779309 1,207 63,471 SH   DFND 15 0 63,471 0
CIENA CORP DEBT 4.000%12/1 171779AK7 25,670 20,546,000 PRN   DFND 1 0 17,901,000 2,645,000
CIMAREX ENERGY CO COM 171798101 94 969 SH   DFND 12,15 0 969 0
CIMAREX ENERGY CO COM 171798101 400 4,108 SH   DFND 14 0 4,108 0
CIMAREX ENERGY CO COM 171798101 19,087 196,228 SH   DFND 1 0 196,228 0
CIMAREX ENERGY CO COM 171798101 6,425 66,053 SH   DFND 15 0 66,053 0
CIMAREX ENERGY CO COM 171798101 486 5,000 SH   DFND 5 0 0 5,000
CIMAREX ENERGY CO COM 171798101 294 3,018 SH   DFND 11 0 3,018 0
CIMAREX ENERGY CO COM 171798101 175 1,800 SH   DFND 13 0 1,800 0
CINCINNATI BELL INC NEW COM 171871106 6,569 1,697,410 SH   DFND 15 0 1,697,410 0
CINCINNATI FINL CORP COM 172062101 656 10,041 SH   DFND 12,15 0 10,041 0
CINCINNATI FINL CORP COM 172062101 3,746 57,319 SH   DFND 14 0 57,319 0
CINCINNATI FINL CORP COM 172062101 10,285 157,353 SH   DFND 1 0 157,353 0
CINCINNATI FINL CORP COM 172062101 1,313 20,088 SH   DFND 1,15 0 20,088 0
CINCINNATI FINL CORP COM 172062101 79,291 1,213,149 SH   DFND 15 0 1,213,149 0
CINCINNATI FINL CORP COM 172062101 310 4,738 SH   DFND 11 0 4,738 0
CINEMARK HOLDINGS INC COM 17243V102 59 1,649 SH   DFND 12,15 0 1,649 0
CINEMARK HOLDINGS INC COM 17243V102 1,215 33,912 SH   DFND 14 0 33,912 0
CINEMARK HOLDINGS INC COM 17243V102 53,636 1,496,946 SH   DFND 1 0 1,400,219 96,727
CINEMARK HOLDINGS INC COM 17243V102 435 12,136 SH   DFND 1,3 0 12,136 0
CINEMARK HOLDINGS INC COM 17243V102 1,013 28,275 SH   DFND 15 0 28,275 0
CIRCOR INTL INC COM 17273K109 19 407 SH   DFND 12,15 0 407 0
CIRCOR INTL INC COM 17273K109 1,942 41,866 SH   DFND 15 0 41,866 0
CIRRUS LOGIC INC COM 172755100 9,767 268,242 SH   DFND 15 0 268,242 0
CISCO SYS INC COM 17275R102 106,087 3,726,259 SH   DFND 2 0 3,726,259 0
CISCO SYS INC COM 17275R102 34,992 1,229,099 SH   DFND 12,15 0 1,229,099 0
CISCO SYS INC COM 17275R102 1,890 66,369 SH   DFND 4 0 66,369 0
CISCO SYS INC COM 17275R102 64,636 2,270,318 SH   DFND 14 0 2,270,318 0
CISCO SYS INC COM 17275R102 51 1,800 SH Call DFND 14 0 0 0
CISCO SYS INC COM 17275R102 972,029 34,142,205 SH   DFND 1 0 32,233,313 1,908,892
CISCO SYS INC COM 17275R102 15,308 537,688 SH   DFND 1,2 0 537,688 0
CISCO SYS INC COM 17275R102 20,900 734,100 SH   DFND 1,4 0 734,100 0
CISCO SYS INC COM 17275R102 3,630 127,488 SH   DFND 1,9 0 127,488 0
CISCO SYS INC COM 17275R102 4,712 165,513 SH   DFND 1,3 0 165,513 0
CISCO SYS INC COM 17275R102 43 1,510 SH   DFND 1,15 0 1,510 0
CISCO SYS INC COM 17275R102 24,450 858,800 SH   DFND 1,5 0 785,200 73,600
CISCO SYS INC COM 17275R102 1,073 37,700 SH   DFND 1,8 0 0 37,700
CISCO SYS INC COM 17275R102 1,146,121 40,257,141 SH   DFND 15 0 40,257,141 0
CISCO SYS INC COM 17275R102 25,808 906,501 SH   DFND 5 0 554,900 351,601
CISCO SYS INC COM 17275R102 6,918 243,000 SH   DFND 5,9 0 243,000 0
CISCO SYS INC COM 17275R102 10,542 370,300 SH   DFND 5,6 0 172,200 198,100
CISCO SYS INC COM 17275R102 1,090 38,300 SH   DFND 5,7 0 0 38,300
CISCO SYS INC COM 17275R102 4,393 154,286 SH   DFND 11 0 154,286 0
CISCO SYS INC COM 17275R102 4,786 168,100 SH   DFND 6 0 168,100 0
CISCO SYS INC COM 17275R102 928 32,600 SH   DFND 7 0 32,600 0
CISCO SYS INC COM 17275R102 5,179 181,900 SH   DFND 13 0 181,900 0
CINTAS CORP COM 172908105 274 3,053 SH   DFND 12,15 0 3,053 0
CINTAS CORP COM 172908105 57,562 640,926 SH   DFND 14 0 640,926 0
CINTAS CORP COM 172908105 10,361 115,364 SH   DFND 1 0 115,364 0
CINTAS CORP COM 172908105 1,286 14,319 SH   DFND 1,15 0 14,319 0
CINTAS CORP COM 172908105 78,617 875,369 SH   DFND 15 0 875,369 0
CINTAS CORP COM 172908105 503 5,600 SH   DFND 5 0 0 5,600
CINTAS CORP COM 172908105 248 2,759 SH   DFND 11 0 2,759 0
CITIZENS & NORTHN CORP COM 172922106 190 9,560 SH   DFND 1 0 9,560 0
CITIZENS & NORTHN CORP COM 172922106 121 6,100 SH   DFND 1,3 0 6,100 0
CITIZENS & NORTHN CORP COM 172922106 3 146 SH   DFND 15 0 146 0
CITIGROUP INC COM NEW 172967424 3,286 78,713 SH   DFND 12,15 0 78,713 0
CITIGROUP INC COM NEW 172967424 988 23,653 SH   DFND 4 0 23,653 0
CITIGROUP INC COM NEW 172967424 6,934 166,084 SH   DFND 14 0 166,084 0
CITIGROUP INC COM NEW 172967424 1,811,960 43,400,231 SH   DFND 1 0 40,680,910 2,719,321
CITIGROUP INC COM NEW 172967424 15,852 379,700 SH   DFND 1,4 0 379,700 0
CITIGROUP INC COM NEW 172967424 3,043 72,888 SH   DFND 1,9 0 72,888 0
CITIGROUP INC COM NEW 172967424 4,261 102,056 SH   DFND 1,3 0 102,056 0
CITIGROUP INC COM NEW 172967424 20,737 496,700 SH   DFND 1,5 0 459,500 37,200
CITIGROUP INC COM NEW 172967424 878 21,031 SH   DFND 1,6 0 21,031 0
CITIGROUP INC COM NEW 172967424 1,161 27,800 SH   DFND 1,8 0 0 27,800
CITIGROUP INC COM NEW 172967424 80,734 1,933,752 SH   DFND 15 0 1,933,752 0
CITIGROUP INC COM NEW 172967424 15,878 380,300 SH   DFND 5 0 195,900 184,400
CITIGROUP INC COM NEW 172967424 681 16,300 SH   DFND 5,9 0 16,300 0
CITIGROUP INC COM NEW 172967424 11,627 278,500 SH   DFND 5,6 0 138,900 139,600
CITIGROUP INC COM NEW 172967424 848 20,300 SH   DFND 5,7 0 0 20,300
CITIGROUP INC COM NEW 172967424 3,778 90,482 SH   DFND 11 0 90,482 0
CITIGROUP INC COM NEW 172967424 1,067 25,568 SH   DFND 11,6 0 0 25,568
CITIGROUP INC COM NEW 172967424 126,555 3,031,257 SH   DFND 6 0 3,031,257 0
CITIGROUP INC COM NEW 172967424 87 2,086 SH   DFND 6,2 0 2,086 0
CITIGROUP INC COM NEW 172967424 1,044 25,004 SH   DFND 6,12 0 25,004 0
CITIGROUP INC COM NEW 172967424 688 16,484 SH   DFND 6,9 0 16,484 0
CITIGROUP INC COM NEW 172967424 321 7,684 SH   DFND 6,13 0 7,684 0
CITIGROUP INC COM NEW 172967424 5,649 135,300 SH   DFND 13 0 135,300 0
CITI TRENDS INC COM 17306X102 427 23,928 SH   DFND 15 0 23,928 0
CITIZENS FINL GROUP INC COM 174610105 330 15,766 SH   DFND 12,15 0 15,766 0
CITIZENS FINL GROUP INC COM 174610105 511,745 24,426,955 SH   DFND 1 0 22,509,088 1,917,867
CITIZENS FINL GROUP INC COM 174610105 522 24,921 SH   DFND 1,9 0 24,921 0
CITIZENS FINL GROUP INC COM 174610105 504 24,056 SH   DFND 1,3 0 24,056 0
CITIZENS FINL GROUP INC COM 174610105 16,755 799,783 SH   DFND 15 0 799,783 0
CITIZENS FINL GROUP INC COM 174610105 335 16,000 SH   DFND 11 0 16,000 0
CITRIX SYS INC COM 177376100 2,897 36,867 SH   DFND 12,15 0 36,867 0
CITRIX SYS INC COM 177376100 761 9,684 SH   DFND 4 0 9,684 0
CITRIX SYS INC COM 177376100 1,463 18,614 SH   DFND 14 0 18,614 0
CITRIX SYS INC COM 177376100 562,531 7,158,707 SH   DFND 1 0 6,805,120 353,587
CITRIX SYS INC COM 177376100 1,203 15,309 SH   DFND 1,2 0 15,309 0
CITRIX SYS INC COM 177376100 13,115 166,900 SH   DFND 1,4 0 166,900 0
CITRIX SYS INC COM 177376100 1,619 20,608 SH   DFND 1,9 0 20,608 0
CITRIX SYS INC COM 177376100 3,061 38,955 SH   DFND 1,3 0 38,955 0
CITRIX SYS INC COM 177376100 13,767 175,200 SH   DFND 1,5 0 158,200 17,000
CITRIX SYS INC COM 177376100 794 10,100 SH   DFND 1,8 0 0 10,100
CITRIX SYS INC COM 177376100 98,854 1,258,000 SH   DFND 15 0 1,258,000 0
CITRIX SYS INC COM 177376100 1,145 14,573 SH   DFND 5 0 6,400 8,173
CITRIX SYS INC COM 177376100 613 7,800 SH   DFND 5,9 0 7,800 0
CITRIX SYS INC COM 177376100 1,477 18,800 SH   DFND 5,6 0 8,600 10,200
CITRIX SYS INC COM 177376100 365 4,646 SH   DFND 11 0 4,646 0
CITRIX SYS INC COM 177376100 416 5,300 SH   DFND 6 0 5,300 0
CITRIX SYS INC COM 177376100 574 7,300 SH   DFND 13 0 7,300 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 139,665 125,049,000 PRN   DFND 1 0 114,072,000 10,977,000
CITY HLDG CO COM 177835105 13 268 SH   DFND 1 0 268 0
CITY HLDG CO COM 177835105 5,437 113,801 SH   DFND 15 0 113,801 0
CIVEO CORP CDA COM 17878Y108 860 698,970 SH   DFND 15 0 698,970 0
CIVEO CORP CDA COM 17878Y108 159 129,600 SH   DFND 5 0 0 129,600
CIVITAS SOLUTIONS INC COM 17887R102 871 49,979 SH   DFND 15 0 49,979 0
CLARCOR INC COM 179895107 3,124 54,058 SH   DFND 15 0 54,058 0
CLEAN HARBORS INC COM 184496107 46 939 SH   DFND 12,15 0 939 0
CLEAN HARBORS INC COM 184496107 114,212 2,314,790 SH   DFND 1 0 2,314,790 0
CLEAN HARBORS INC COM 184496107 888 17,995 SH   DFND 15 0 17,995 0
CLEAN ENERGY FUELS CORP COM 184499101 462 157,624 SH   DFND 15 0 157,624 0
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 687 146,238 SH   DFND 15 0 146,238 0
CLEARBRIDGE AMERN ENERG MLP COM 184691103 1,355 193,868 SH   DFND 14 0 193,868 0
CLEARBRIDGE ENERGY MLP FD IN COM 184692101 4,078 300,488 SH   DFND 14 0 300,488 0
CLEARBRIDGE ENERGY MLP OPP F COM 18469P100 5,134 455,511 SH   DFND 14 0 455,511 0
CLEARBRIDGE ENERGY MLP TR FD COM 18469Q108 996 95,948 SH   DFND 14 0 95,948 0
CLEARFIELD INC COM 18482P103 249 15,464 SH   DFND 15 0 15,464 0
CLEARWATER PAPER CORP COM 18538R103 21 440 SH   DFND 12,15 0 440 0
CLEARWATER PAPER CORP COM 18538R103 2,909 59,961 SH   DFND 15 0 59,961 0
CLIFFS NAT RES INC COM 18683K101 80 26,820 SH   DFND 12,15 0 26,820 0
CLIFFS NAT RES INC COM 18683K101 487 162,430 SH   DFND 14 0 162,430 0
CLIFFS NAT RES INC COM 18683K101 1,271 423,654 SH   DFND 15 0 423,654 0
CLIFTON BANCORP INC COM 186873105 479 31,670 SH   DFND 15 0 31,670 0
CLOROX CO DEL COM 189054109 121 958 SH   DFND 12,15 0 958 0
CLOROX CO DEL COM 189054109 44,355 351,860 SH   DFND 14 0 351,860 0
CLOROX CO DEL COM 189054109 10,973 87,044 SH   DFND 1 0 86,894 150
CLOROX CO DEL COM 189054109 328 2,600 SH   DFND 1,9 0 2,600 0
CLOROX CO DEL COM 189054109 1,135 9,000 SH   DFND 1,5 0 9,000 0
CLOROX CO DEL COM 189054109 126 1,000 SH   DFND 1,8 0 0 1,000
CLOROX CO DEL COM 189054109 81,774 648,688 SH   DFND 15 0 648,688 0
CLOROX CO DEL COM 189054109 2,438 19,341 SH   DFND 5 0 13,600 5,741
CLOROX CO DEL COM 189054109 489 3,878 SH   DFND 11 0 3,878 0
CLOROX CO DEL COM 189054109 252 2,000 SH   DFND 13 0 2,000 0
CLOUD PEAK ENERGY INC COM 18911Q102 622 318,780 SH   DFND 1 0 189,780 129,000
CLOUD PEAK ENERGY INC COM 18911Q102 160 82,000 SH   DFND 1,3 0 82,000 0
CLOUD PEAK ENERGY INC COM 18911Q102 1,982 1,016,633 SH   DFND 15 0 1,016,633 0
CLOUGH GLOBAL ALLOCATION FD COM 18913Y103 414 35,690 SH   DFND 14 0 35,690 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 901 82,819 SH   DFND 14 0 82,819 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 2,443 255,057 SH   DFND 14 0 255,057 0
CLUBCORP HLDGS INC COM 18948M108 883 62,916 SH   DFND 15 0 62,916 0
COACH INC COM 189754104 160 3,995 SH   DFND 12,15 0 3,995 0
COACH INC COM 189754104 1,094 27,285 SH   DFND 14 0 27,285 0
COACH INC COM 189754104 119,761 2,987,294 SH   DFND 1 0 2,987,294 0
COACH INC COM 189754104 70 1,755 SH   DFND 1,9 0 1,755 0
COACH INC COM 189754104 577 14,400 SH   DFND 1,3 0 14,400 0
COACH INC COM 189754104 30,782 767,828 SH   DFND 15 0 767,828 0
COACH INC COM 189754104 554 13,816 SH   DFND 5 0 0 13,816
COACH INC COM 189754104 339 8,468 SH   DFND 11 0 8,468 0
CNINSURE INC SPONSORED ADR 18976M103 551 68,689 SH   DFND 15 0 68,689 0
COBALT INTL ENERGY INC COM 19075F106 2,970 1,000,000 SH   DFND 2 0 1,000,000 0
COBALT INTL ENERGY INC COM 19075F106 23,401 7,879,118 SH   DFND 1,2 0 7,879,118 0
COBALT INTL ENERGY INC COM 19075F106 4,288 1,443,692 SH   DFND 1,9 0 1,443,692 0
COBALT INTL ENERGY INC COM 19075F106 1,415 476,453 SH   DFND 15 0 476,453 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 14,935 29,944,000 PRN   DFND 1 0 24,098,000 5,846,000
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 7,648 19,000,000 PRN   DFND 1 0 19,000,000 0
COBIZ FINANCIAL INC COM 190897108 501 42,355 SH   DFND 15 0 42,355 0
COCA COLA BOTTLING CO CONS COM 191098102 8,230 51,517 SH   DFND 15 0 51,517 0
COCA COLA CO COM 191216100 36,917 795,791 SH   DFND 2 0 795,791 0
COCA COLA CO COM 191216100 1,790 38,582 SH   DFND 12,15 0 38,582 0
COCA COLA CO COM 191216100 158,870 3,424,666 SH   DFND 14 0 3,424,666 0
COCA COLA CO COM 191216100 760,712 16,398,193 SH   DFND 1 0 16,280,735 117,458
COCA COLA CO COM 191216100 995 21,455 SH   DFND 1,9 0 21,455 0
COCA COLA CO COM 191216100 2,089 45,022 SH   DFND 1,3 0 45,022 0
COCA COLA CO COM 191216100 1,704 36,733 SH   DFND 1,15 0 36,733 0
COCA COLA CO COM 191216100 38 812 SH   DFND 1,11 0 812 0
COCA COLA CO COM 191216100 148,722 3,205,917 SH   DFND 15 0 3,205,917 0
COCA COLA CO COM 191216100 7,209 155,400 SH   DFND 5 0 0 155,400
COCA COLA CO COM 191216100 2,811 60,600 SH   DFND 5,6 0 27,700 32,900
COCA COLA CO COM 191216100 5,822 125,502 SH   DFND 11 0 125,502 0
COCA COLA CO COM 191216100 1,021 22,000 SH   DFND 13 0 22,000 0
COCA COLA ENTERPRISES INC NE COM 19122T109 149 2,930 SH   DFND 12,15 0 2,930 0
COCA COLA ENTERPRISES INC NE COM 19122T109 505 9,947 SH   DFND 4 0 9,947 0
COCA COLA ENTERPRISES INC NE COM 19122T109 48,735 960,484 SH   DFND 1 0 932,154 28,330
COCA COLA ENTERPRISES INC NE COM 19122T109 8,768 172,800 SH   DFND 1,4 0 172,800 0
COCA COLA ENTERPRISES INC NE COM 19122T109 1,269 25,000 SH   DFND 1,9 0 25,000 0
COCA COLA ENTERPRISES INC NE COM 19122T109 1,832 36,100 SH   DFND 1,3 0 36,100 0
COCA COLA ENTERPRISES INC NE COM 19122T109 10,148 200,000 SH   DFND 1,5 0 182,800 17,200
COCA COLA ENTERPRISES INC NE COM 19122T109 634 12,500 SH   DFND 1,8 0 0 12,500
COCA COLA ENTERPRISES INC NE COM 19122T109 2,629 51,807 SH   DFND 15 0 51,807 0
COCA COLA ENTERPRISES INC NE COM 19122T109 1,345 26,500 SH   DFND 5 0 3,900 22,600
COCA COLA ENTERPRISES INC NE COM 19122T109 705 13,900 SH   DFND 5,6 0 6,500 7,400
COCA COLA ENTERPRISES INC NE COM 19122T109 335 6,600 SH   DFND 11 0 6,600 0
COCA COLA ENTERPRISES INC NE COM 19122T109 878 17,300 SH   DFND 13 0 17,300 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 179 2,151 SH   DFND 14 0 2,151 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 606 7,291 SH   DFND 15 0 7,291 0
COEUR MNG INC COM NEW 192108504 1,089 193,728 SH   DFND 15 0 193,728 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 9,314 238,637 SH   DFND 15 0 238,637 0
COGNEX CORP COM 192422103 569 14,609 SH   DFND 14 0 14,609 0
COGNEX CORP COM 192422103 49,114 1,260,946 SH   DFND 1 0 1,219,183 41,763
COGNEX CORP COM 192422103 1,584 40,655 SH   DFND 15 0 40,655 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 50,899 811,788 SH   DFND 2 0 811,788 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9,148 145,895 SH   DFND 12,15 0 145,895 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,700 106,861 SH   DFND 14 0 106,861 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 157,456 2,511,253 SH   DFND 1 0 2,510,953 300
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 11,516 183,672 SH   DFND 1,2 0 183,672 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 779 12,430 SH   DFND 1,12 0 12,430 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 35 564 SH   DFND 1,11 0 564 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 299,427 4,775,554 SH   DFND 15 0 4,775,554 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,492 23,800 SH   DFND 5 0 0 23,800
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,151 18,360 SH   DFND 11 0 18,360 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,107 65,499 SH   DFND 6 0 65,499 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 185 2,954 SH   DFND 6,9 0 2,954 0
COHERENT INC COM 192479103 16,902 183,917 SH   DFND 1 0 183,917 0
COHERENT INC COM 192479103 64 700 SH   DFND 1,3 0 700 0
COHERENT INC COM 192479103 9,535 103,752 SH   DFND 15 0 103,752 0
COHERENT INC COM 192479103 2,122 23,085 SH   DFND 6 0 23,085 0
COHERENT INC COM 192479103 1,087 11,831 SH   DFND 6,12 0 11,831 0
COHERENT INC COM 192479103 314 3,420 SH   DFND 6,9 0 3,420 0
COHEN & STEERS INC COM 19247A100 659 16,924 SH   DFND 15 0 16,924 0
COHEN & STEERS QUALITY RLTY COM 19247L106 2,954 238,008 SH   DFND 14 0 238,008 0
COHEN & STEERS QUALITY RLTY COM 19247L106 4,433 357,173 SH   DFND 1 0 357,173 0
COHEN & STEERS TOTAL RETURN COM 19247R103 756 57,766 SH   DFND 14 0 57,766 0
COHEN & STEERS REIT & PFD IN COM 19247X100 2,112 111,609 SH   DFND 14 0 111,609 0
COHEN & STEERS INFRASTRUCTUR COM 19248A109 2,009 101,424 SH   DFND 14 0 101,424 0
COHEN & STEERS LTD DUR PFD I COM 19248C105 1,323 57,641 SH   DFND 14 0 57,641 0
COHEN & STEERS LTD DUR PFD I COM 19248C105 4,768 207,655 SH   DFND 15 0 207,655 0
COHEN & STEERS GLOBAL INC BL COM 19248M103 199 22,686 SH   DFND 14 0 22,686 0
COHEN & STEERS GLOBAL INC BL COM 19248M103 1,252 142,540 SH   DFND 15 0 142,540 0
COHEN & STEERS SLT PFD INCM COM 19248Y107 2,055 81,272 SH   DFND 14 0 81,272 0
COHEN & STEERS SLT PFD INCM COM 19248Y107 2,126 84,083 SH   DFND 15 0 84,083 0
COHEN & STEERS MLP INC & ENR COM SHS 19249B106 4,361 541,065 SH   DFND 14 0 541,065 0
COHU INC COM 192576106 214 18,000 SH   DFND 1 0 0 18,000
COHU INC COM 192576106 1,530 128,826 SH   DFND 15 0 128,826 0
COLFAX CORP COM 194014106 67 2,332 SH   DFND 12,15 0 2,332 0
COLFAX CORP COM 194014106 273 9,550 SH   DFND 1,6 0 9,550 0
COLFAX CORP COM 194014106 1,569 54,893 SH   DFND 15 0 54,893 0
COLFAX CORP COM 194014106 3,612 126,327 SH   DFND 6 0 126,327 0
COLFAX CORP COM 194014106 26 912 SH   DFND 6,2 0 912 0
COLFAX CORP COM 194014106 65 2,269 SH   DFND 6,9 0 2,269 0
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CORRECTIONS CORP AMER NEW COM NEW 22025Y407 5,038 157,200 SH   DFND 15 0 157,200 0
CORVEL CORP COM 221006109 2,096 53,159 SH   DFND 15 0 53,159 0
COSTCO WHSL CORP NEW COM 22160K105 17,169 108,954 SH   DFND 12,15 0 108,954 0
COSTCO WHSL CORP NEW COM 22160K105 10,913 69,253 SH   DFND 14 0 69,253 0
COSTCO WHSL CORP NEW COM 22160K105 13,985 88,751 SH   DFND 1 0 88,751 0
COSTCO WHSL CORP NEW COM 22160K105 1,260 7,995 SH   DFND 1,15 0 7,995 0
COSTCO WHSL CORP NEW COM 22160K105 632,578 4,014,331 SH   DFND 15 0 4,014,331 0
COSTCO WHSL CORP NEW COM 22160K105 2,463 15,628 SH   DFND 5 0 0 15,628
COSTCO WHSL CORP NEW COM 22160K105 2,101 13,336 SH   DFND 11 0 13,336 0
COSTAR GROUP INC COM 22160N109 120,045 637,963 SH   DFND 1 0 619,378 18,585
COSTAR GROUP INC COM 22160N109 295 1,570 SH   DFND 1,3 0 1,570 0
COSTAR GROUP INC COM 22160N109 14,815 78,731 SH   DFND 15 0 78,731 0
COTT CORP QUE COM 22163N106 99 7,112 SH   DFND 2,15 0 7,112 0
COTT CORP QUE COM 22163N106 126 9,107 SH   DFND 15 0 9,107 0
COTY INC COM CL A 222070203 1,554 55,850 SH   DFND 1 0 55,850 0
COTY INC COM CL A 222070203 608 21,854 SH   DFND 15 0 21,854 0
COUSINS PPTYS INC COM 222795106 200,544 19,320,190 SH   DFND 1 0 11,164,625 8,155,565
COUSINS PPTYS INC COM 222795106 1,778 171,310 SH   DFND 1,2 0 171,310 0
COUSINS PPTYS INC COM 222795106 765 73,700 SH   DFND 1,12 0 73,700 0
COUSINS PPTYS INC COM 222795106 10,482 1,009,818 SH   DFND 1,3 0 1,009,818 0
COUSINS PPTYS INC COM 222795106 212 20,391 SH   DFND 1,15 0 20,391 0
COUSINS PPTYS INC COM 222795106 4,341 418,180 SH   DFND 1,13 0 418,180 0
COUSINS PPTYS INC COM 222795106 4,667 449,621 SH   DFND 15 0 449,621 0
COUSINS PPTYS INC COM 222795106 2,987 287,800 SH   DFND 6 0 287,800 0
COUSINS PPTYS INC COM 222795106 1,500 144,500 SH   DFND 6,12 0 144,500 0
COUSINS PPTYS INC COM 222795106 402 38,700 SH   DFND 6,9 0 38,700 0
COVANTA HLDG CORP COM 22282E102 57 3,391 SH   DFND 12,15 0 3,391 0
COVANTA HLDG CORP COM 22282E102 1,428 84,685 SH   DFND 15 0 84,685 0
COVENANT TRANSN GROUP INC CL A 22284P105 424 17,547 SH   DFND 15 0 17,547 0
COWEN GROUP INC NEW CL A 223622101 1,003 263,272 SH   DFND 15 0 263,272 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 7,420 8,000,000 PRN   DFND 1 0 8,000,000 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 33 214 SH   DFND 12,15 0 214 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 611 4,004 SH   DFND 14 0 4,004 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 21,444 140,457 SH   DFND 1 0 140,457 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 672 4,401 SH   DFND 15 0 4,401 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 2,826 18,511 SH   DFND 6 0 18,511 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,381 9,043 SH   DFND 6,12 0 9,043 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 315 2,062 SH   DFND 6,9 0 2,062 0
CRANE CO COM 224399105 38 703 SH   DFND 12,15 0 703 0
CRANE CO COM 224399105 864 16,042 SH   DFND 15 0 16,042 0
CREDIT SUISSE ASSET MGMT INC COM 224916106 1,464 509,951 SH   DFND 15 0 509,951 0
CRAY INC COM NEW 225223304 68,820 1,642,091 SH   DFND 1 0 1,642,091 0
CRAY INC COM NEW 225223304 17 400 SH   DFND 1,3 0 400 0
CRAY INC COM NEW 225223304 6,938 165,557 SH   DFND 15 0 165,557 0
CRAY INC COM NEW 225223304 2,822 67,336 SH   DFND 6 0 67,336 0
CRAY INC COM NEW 225223304 1,417 33,809 SH   DFND 6,12 0 33,809 0
CRAY INC COM NEW 225223304 407 9,713 SH   DFND 6,9 0 9,713 0
CREDIT ACCEP CORP MICH COM 225310101 22,534 124,119 SH   DFND 15 0 124,119 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 553 39,106 SH   DFND 15 0 39,106 0
CREE INC COM 225447101 329 11,294 SH   DFND 12,15 0 11,294 0
CREE INC COM 225447101 1,777 61,070 SH   DFND 14 0 61,070 0
CREE INC COM 225447101 390 13,400 SH   DFND 1 0 13,400 0
CREE INC COM 225447101 8,832 303,515 SH   DFND 15 0 303,515 0
CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 1,546 687,049 SH   DFND 15 0 687,049 0
CRESCENT PT ENERGY CORP COM 22576C101 643 46,455 SH   DFND 2,15 0 46,455 0
CRESCENT PT ENERGY CORP COM 22576C101 12 866 SH   DFND 12,15 0 866 0
CRESCENT PT ENERGY CORP COM 22576C101 94 6,800 SH   DFND 1 0 6,800 0
CRESCENT PT ENERGY CORP COM 22576C101 490 35,422 SH   DFND 1,2 0 35,422 0
CRESCENT PT ENERGY CORP COM 22576C101 585 42,283 SH   DFND 15 0 42,283 0
CRESCENT PT ENERGY CORP COM 22576C101 2,079 150,200 SH   DFND 5 0 150,200 0
CRESCENT PT ENERGY CORP COM 22576C101 422 30,500 SH   DFND 5,9 0 30,500 0
CRESCENT PT ENERGY CORP COM 22576C101 749 54,100 SH   DFND 5,6 0 25,100 29,000
CRESCENT PT ENERGY CORP COM 22576C101 116 8,400 SH   DFND 5,7 0 0 8,400
CRESCENT PT ENERGY CORP COM 22576C101 216 15,600 SH   DFND 11 0 15,600 0
CRESCENT PT ENERGY CORP COM 22576C101 212 15,300 SH   DFND 13 0 15,300 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 163 14,007 SH   DFND 14 0 14,007 0
CRITEO S A SPONS ADS 226718104 2,948 71,179 SH   DFND 1 0 71,179 0
CRITEO S A SPONS ADS 226718104 124 3,000 SH   DFND 1,3 0 3,000 0
CRITEO S A SPONS ADS 226718104 1,528 36,891 SH   DFND 15 0 36,891 0
CRITEO S A SPONS ADS 226718104 24,074 581,211 SH   DFND 6 0 581,211 0
CRITEO S A SPONS ADS 226718104 452 10,909 SH   DFND 6,2 0 10,909 0
CRITEO S A SPONS ADS 226718104 18,925 456,902 SH   DFND 6,12 0 456,902 0
CRITEO S A SPONS ADS 226718104 4,403 106,313 SH   DFND 6,9 0 106,313 0
CROCS INC COM 227046109 17 1,746 SH   DFND 12,15 0 1,746 0
CROCS INC COM 227046109 2,279 236,916 SH   DFND 15 0 236,916 0
CROSS CTRY HEALTHCARE INC COM 227483104 1,830 157,393 SH   DFND 15 0 157,393 0
CROWN CASTLE INTL CORP NEW COM 22822V101 122 1,406 SH   DFND 12,15 0 1,406 0
CROWN CASTLE INTL CORP NEW COM 22822V101 379 4,382 SH   DFND 14 0 4,382 0
CROWN CASTLE INTL CORP NEW COM 22822V101 563,948 6,519,633 SH   DFND 1 0 1,434,033 5,085,600
CROWN CASTLE INTL CORP NEW COM 22822V101 285 3,300 SH   DFND 1,9 0 3,300 0
CROWN CASTLE INTL CORP NEW COM 22822V101 7,792 90,085 SH   DFND 1,3 0 90,085 0
CROWN CASTLE INTL CORP NEW COM 22822V101 917 10,597 SH   DFND 1,15 0 10,597 0
CROWN CASTLE INTL CORP NEW COM 22822V101 70,941 820,124 SH   DFND 15 0 820,124 0
CROWN CASTLE INTL CORP NEW COM 22822V101 877 10,141 SH   DFND 11 0 10,141 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 31,085 289,970 SH   DFND 1 0 239,770 50,200
CROWN HOLDINGS INC COM 228368106 108 2,177 SH   DFND 12,15 0 2,177 0
CROWN HOLDINGS INC COM 228368106 1,904 38,402 SH   DFND 15 0 38,402 0
CROWN HOLDINGS INC COM 228368106 55 1,100 SH   DFND 5 0 0 1,100
CROWN HOLDINGS INC COM 228368106 208 4,200 SH   DFND 11 0 4,200 0
CROWN MEDIA HLDGS INC CL A 228411104 257 50,510 SH   DFND 15 0 50,510 0
CRYOLIFE INC COM 228903100 880 81,888 SH   DFND 15 0 81,888 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,556 80,335 SH   DFND 12,15 0 80,335 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 140,562 3,175,821 SH   DFND 15 0 3,175,821 0
CUBESMART COM 229663109 105,837 3,178,277 SH   DFND 1 0 985,482 2,192,795
CUBESMART COM 229663109 639 19,200 SH   DFND 1,3 0 19,200 0
CUBESMART COM 229663109 20,881 627,053 SH   DFND 15 0 627,053 0
CUBESMART COM 229663109 436 13,100 SH   DFND 5 0 0 13,100
CUBESMART COM 229663109 3,872 116,263 SH   DFND 6 0 116,263 0
CUBESMART COM 229663109 1,882 56,509 SH   DFND 6,12 0 56,509 0
CUBESMART COM 229663109 497 14,912 SH   DFND 6,9 0 14,912 0
CUBIC CORP COM 229669106 10,744 268,865 SH   DFND 2 0 268,865 0
CUBIC CORP COM 229669106 14 359 SH   DFND 1 0 359 0
CUBIC CORP COM 229669106 28,100 703,206 SH   DFND 1,2 0 703,206 0
CUBIC CORP COM 229669106 5,568 139,343 SH   DFND 15 0 139,343 0
CUBIC CORP COM 229669106 109 2,730 SH   DFND 11,2 0 2,730 0
CULLEN FROST BANKERS INC COM 229899109 55 990 SH   DFND 12,15 0 990 0
CULLEN FROST BANKERS INC COM 229899109 153,604 2,787,217 SH   DFND 1 0 2,787,217 0
CULLEN FROST BANKERS INC COM 229899109 64 1,155 SH   DFND 1,9 0 1,155 0
CULLEN FROST BANKERS INC COM 229899109 529 9,594 SH   DFND 1,3 0 9,594 0
CULLEN FROST BANKERS INC COM 229899109 18,559 336,764 SH   DFND 15 0 336,764 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 243 54,190 SH   DFND 1 0 54,190 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 108 24,000 SH   DFND 1,3 0 24,000 0
CUMMINS INC COM 231021106 344 3,128 SH   DFND 12,15 0 3,128 0
CUMMINS INC COM 231021106 12,753 116,004 SH   DFND 14 0 116,004 0
CUMMINS INC COM 231021106 33 300 SH Call DFND 14 0 0 0
CUMMINS INC COM 231021106 11,379 103,502 SH   DFND 1 0 103,502 0
CUMMINS INC COM 231021106 49 442 SH   DFND 1,15 0 442 0
CUMMINS INC COM 231021106 47,197 429,294 SH   DFND 15 0 429,294 0
CUMMINS INC COM 231021106 662 6,026 SH   DFND 5 0 0 6,026
CUMMINS INC COM 231021106 578 5,260 SH   DFND 11 0 5,260 0
CUMMINS INC COM 231021106 253 2,300 SH   DFND 13 0 2,300 0
CUMULUS MEDIA INC CL A 231082108 247 531,514 SH   DFND 15 0 531,514 0
CURTISS WRIGHT CORP COM 231561101 40 525 SH   DFND 12,15 0 525 0
CURTISS WRIGHT CORP COM 231561101 8,504 112,386 SH   DFND 15 0 112,386 0
CUSHING RENAISSANCE FD COM 231647108 1,058 75,499 SH   DFND 14 0 75,499 0
CUSTOMERS BANCORP INC COM 23204G100 476 20,135 SH   DFND 15 0 20,135 0
CUTERA INC COM 232109108 134 11,945 SH   DFND 15 0 11,945 0
CUTWATER SELECT INCOME FD COM 232229104 546 28,551 SH   DFND 14 0 28,551 0
CUTWATER SELECT INCOME FD COM 232229104 1,263 65,998 SH   DFND 15 0 65,998 0
CYNOSURE INC CL A 232577205 4,711 106,782 SH   DFND 15 0 106,782 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,147 132,495 SH   DFND 14 0 132,495 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 8,950 1,033,483 SH   DFND 1 0 736,419 297,064
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,284 148,241 SH   DFND 15 0 148,241 0
CYTOKINETICS INC COM NEW 23282W605 429 60,800 SH   DFND 1 0 60,800 0
CYTOKINETICS INC COM NEW 23282W605 124 17,600 SH   DFND 1,3 0 17,600 0
CYTOKINETICS INC COM NEW 23282W605 1,127 159,925 SH   DFND 15 0 159,925 0
CYRUSONE INC COM 23283R100 53 1,163 SH   DFND 14 0 1,163 0
CYRUSONE INC COM 23283R100 177,019 3,877,752 SH   DFND 1 0 3,315,525 562,227
CYRUSONE INC COM 23283R100 2,832 62,033 SH   DFND 1,2 0 62,033 0
CYRUSONE INC COM 23283R100 1,229 26,919 SH   DFND 1,12 0 26,919 0
CYRUSONE INC COM 23283R100 59 1,300 SH   DFND 1,9 0 1,300 0
CYRUSONE INC COM 23283R100 17,247 377,803 SH   DFND 1,3 0 377,803 0
CYRUSONE INC COM 23283R100 693 15,183 SH   DFND 1,15 0 15,183 0
CYRUSONE INC COM 23283R100 1,625 35,603 SH   DFND 1,13 0 35,603 0
CYRUSONE INC COM 23283R100 3,958 86,711 SH   DFND 15 0 86,711 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 19,906 611,548 SH   DFND 1 0 611,548 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 4,636 142,427 SH   DFND 1,12 0 142,427 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 4,960 182,141 SH   DFND 14 0 182,141 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 64 2,339 SH   DFND 1 0 2,339 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 36 923 SH   DFND 12,15 0 923 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 2,091 52,989 SH   DFND 14 0 52,989 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 120,595 3,055,357 SH   DFND 1 0 1,393,779 1,661,578
DCT INDUSTRIAL TRUST INC COM NEW 233153204 1,013 25,665 SH   DFND 1,2 0 25,665 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 418 10,602 SH   DFND 1,12 0 10,602 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 47 1,200 SH   DFND 1,9 0 1,200 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 6,013 152,355 SH   DFND 1,3 0 152,355 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 320 8,105 SH   DFND 1,15 0 8,105 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 2,396 60,708 SH   DFND 1,13 0 60,708 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 916 23,220 SH   DFND 15 0 23,220 0
DDR CORP COM 23317H102 63 3,556 SH   DFND 12,15 0 3,556 0
DDR CORP COM 23317H102 163,863 9,210,950 SH   DFND 1 0 57,800 9,153,150
DDR CORP COM 23317H102 1,427 80,219 SH   DFND 15 0 80,219 0
D R HORTON INC COM 23331A109 99 3,282 SH   DFND 12,15 0 3,282 0
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D R HORTON INC COM 23331A109 78,183 2,586,266 SH   DFND 1 0 2,580,786 5,480
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D R HORTON INC COM 23331A109 2,031 67,200 SH   DFND 1,5 0 61,800 5,400
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D R HORTON INC COM 23331A109 5,864 193,970 SH   DFND 15 0 193,970 0
D R HORTON INC COM 23331A109 805 26,636 SH   DFND 5 0 0 26,636
D R HORTON INC COM 23331A109 319 10,552 SH   DFND 11 0 10,552 0
D R HORTON INC COM 23331A109 257 8,500 SH   DFND 13 0 8,500 0
DHI GROUP INC COM 23331S100 1,857 230,080 SH   DFND 1 0 230,080 0
DHI GROUP INC COM 23331S100 520 64,400 SH   DFND 1,3 0 64,400 0
DHI GROUP INC COM 23331S100 1,814 224,780 SH   DFND 15 0 224,780 0
DST SYS INC DEL COM 233326107 128 1,138 SH   DFND 12,15 0 1,138 0
DST SYS INC DEL COM 233326107 4,417 39,171 SH   DFND 14 0 39,171 0
DST SYS INC DEL COM 233326107 23,262 206,279 SH   DFND 1 0 206,279 0
DST SYS INC DEL COM 233326107 282 2,500 SH   DFND 1,3 0 2,500 0
DST SYS INC DEL COM 233326107 6,304 55,898 SH   DFND 15 0 55,898 0
DST SYS INC DEL COM 233326107 2,967 26,309 SH   DFND 6 0 26,309 0
DST SYS INC DEL COM 233326107 1,459 12,941 SH   DFND 6,12 0 12,941 0
DST SYS INC DEL COM 233326107 393 3,486 SH   DFND 6,9 0 3,486 0
DSP GROUP INC COM 23332B106 716 78,490 SH   DFND 14 0 78,490 0
DSP GROUP INC COM 23332B106 21 2,300 SH   DFND 1,3 0 2,300 0
DSP GROUP INC COM 23332B106 881 96,631 SH   DFND 15 0 96,631 0
DTE ENERGY CO COM 233331107 311 3,433 SH   DFND 12,15 0 3,433 0
DTE ENERGY CO COM 233331107 5,626 62,057 SH   DFND 14 0 62,057 0
DTE ENERGY CO COM 233331107 21,892 241,472 SH   DFND 1 0 241,472 0
DTE ENERGY CO COM 233331107 762 8,400 SH   DFND 1,9 0 8,400 0
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DTE ENERGY CO COM 233331107 576 6,350 SH   DFND 5 0 0 6,350
DTE ENERGY CO COM 233331107 506 5,584 SH   DFND 11 0 5,584 0
DSW INC CL A 23334L102 35 1,275 SH   DFND 12,15 0 1,275 0
DSW INC CL A 23334L102 35,030 1,267,373 SH   DFND 1 0 1,267,373 0
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DTS INC COM 23335C101 1,638 75,227 SH   DFND 15 0 75,227 0
DXP ENTERPRISES INC NEW COM NEW 233377407 10,191 580,337 SH   DFND 1 0 580,337 0
DXP ENTERPRISES INC NEW COM NEW 233377407 745 42,398 SH   DFND 15 0 42,398 0
DAKTRONICS INC COM 234264109 1,707 216,078 SH   DFND 15 0 216,078 0
DANA HLDG CORP COM 235825205 134 9,521 SH   DFND 12,15 0 9,521 0
DANA HLDG CORP COM 235825205 1,358 96,382 SH   DFND 14 0 96,382 0
DANA HLDG CORP COM 235825205 204,646 14,524,192 SH   DFND 1 0 14,524,192 0
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DANAHER CORP DEL COM 235851102 127,853 1,347,805 SH   DFND 1 0 1,347,805 0
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DANAHER CORP DEL COM 235851102 2,077 21,900 SH   DFND 5 0 0 21,900
DANAHER CORP DEL COM 235851102 1,766 18,616 SH   DFND 11 0 18,616 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 781 41,962 SH   DFND 15 0 41,962 0
DARDEN RESTAURANTS INC COM 237194105 119 1,794 SH   DFND 12,15 0 1,794 0
DARDEN RESTAURANTS INC COM 237194105 1,066 16,081 SH   DFND 4 0 16,081 0
DARDEN RESTAURANTS INC COM 237194105 4,150 62,597 SH   DFND 14 0 62,597 0
DARDEN RESTAURANTS INC COM 237194105 254,523 3,838,957 SH   DFND 1 0 3,808,657 30,300
DARDEN RESTAURANTS INC COM 237194105 12,418 187,300 SH   DFND 1,4 0 187,300 0
DARDEN RESTAURANTS INC COM 237194105 1,581 23,840 SH   DFND 1,9 0 23,840 0
DARDEN RESTAURANTS INC COM 237194105 3,388 51,097 SH   DFND 1,3 0 51,097 0
DARDEN RESTAURANTS INC COM 237194105 18,498 279,000 SH   DFND 1,5 0 260,500 18,500
DARDEN RESTAURANTS INC COM 237194105 888 13,400 SH   DFND 1,8 0 0 13,400
DARDEN RESTAURANTS INC COM 237194105 9,148 137,977 SH   DFND 15 0 137,977 0
DARDEN RESTAURANTS INC COM 237194105 20,885 315,000 SH   DFND 5 0 168,100 146,900
DARDEN RESTAURANTS INC COM 237194105 14,268 215,200 SH   DFND 5,9 0 215,200 0
DARDEN RESTAURANTS INC COM 237194105 3,633 54,800 SH   DFND 5,6 0 26,600 28,200
DARDEN RESTAURANTS INC COM 237194105 736 11,100 SH   DFND 5,7 0 0 11,100
DARDEN RESTAURANTS INC COM 237194105 235 3,539 SH   DFND 11 0 3,539 0
DARDEN RESTAURANTS INC COM 237194105 6,027 90,900 SH   DFND 6 0 90,900 0
DARDEN RESTAURANTS INC COM 237194105 2,798 42,200 SH   DFND 7 0 42,200 0
DARDEN RESTAURANTS INC COM 237194105 2,354 35,500 SH   DFND 13 0 35,500 0
DARLING INGREDIENTS INC COM 237266101 210 15,978 SH   DFND 12,15 0 15,978 0
DARLING INGREDIENTS INC COM 237266101 7,487 568,494 SH   DFND 15 0 568,494 0
DATALINK CORP COM 237934104 391 42,739 SH   DFND 15 0 42,739 0
DAVE & BUSTERS ENTMT INC COM 238337109 5,529 142,583 SH   DFND 15 0 142,583 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 233 3,173 SH   DFND 12,15 0 3,173 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 912 12,423 SH   DFND 14 0 12,423 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 10,825 147,518 SH   DFND 1 0 147,518 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,680 22,892 SH   DFND 1,15 0 22,892 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 84,321 1,149,095 SH   DFND 15 0 1,149,095 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 455 6,200 SH   DFND 5 0 0 6,200
DAVITA HEALTHCARE PARTNERS I COM 23918K108 374 5,090 SH   DFND 11 0 5,090 0
DEAN FOODS CO NEW COM NEW 242370203 191 10,999 SH   DFND 12,15 0 10,999 0
DEAN FOODS CO NEW COM NEW 242370203 434 25,065 SH   DFND 14 0 25,065 0
DEAN FOODS CO NEW COM NEW 242370203 18,020 1,040,410 SH   DFND 1 0 1,040,410 0
DEAN FOODS CO NEW COM NEW 242370203 1,091 63,000 SH   DFND 1,3 0 63,000 0
DEAN FOODS CO NEW COM NEW 242370203 1,903 109,900 SH   DFND 1,5 0 109,900 0
DEAN FOODS CO NEW COM NEW 242370203 8,932 515,678 SH   DFND 15 0 515,678 0
DEAN FOODS CO NEW COM NEW 242370203 13,825 798,200 SH   DFND 5 0 578,000 220,200
DEAN FOODS CO NEW COM NEW 242370203 9,128 527,000 SH   DFND 5,9 0 527,000 0
DEAN FOODS CO NEW COM NEW 242370203 1,813 104,700 SH   DFND 5,6 0 76,200 28,500
DEAN FOODS CO NEW COM NEW 242370203 206 11,900 SH   DFND 5,7 0 0 11,900
DEAN FOODS CO NEW COM NEW 242370203 2,009 116,000 SH   DFND 6 0 116,000 0
DEAN FOODS CO NEW COM NEW 242370203 1,607 92,800 SH   DFND 7 0 92,800 0
DEAN FOODS CO NEW COM NEW 242370203 835 48,200 SH   DFND 13 0 48,200 0
DECKERS OUTDOOR CORP COM 243537107 82 1,365 SH   DFND 12,15 0 1,365 0
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DEERE & CO COM 244199105 99,641 1,294,203 SH   DFND 2 0 1,294,203 0
DEERE & CO COM 244199105 1,110 14,414 SH   DFND 12,15 0 14,414 0
DEERE & CO COM 244199105 34,049 442,246 SH   DFND 14 0 442,246 0
DEERE & CO COM 244199105 10,793 140,184 SH   DFND 1 0 139,884 300
DEERE & CO COM 244199105 8,717 113,224 SH   DFND 1,2 0 113,224 0
DEERE & CO COM 244199105 49,573 643,893 SH   DFND 15 0 643,893 0
DEERE & CO COM 244199105 1,267 16,454 SH   DFND 5 0 0 16,454
DEERE & CO COM 244199105 727 9,444 SH   DFND 11 0 9,444 0
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DELTIC TIMBER CORP COM 247850100 3,111 51,717 SH   DFND 15 0 51,717 0
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DELUXE CORP COM 248019101 39 623 SH   DFND 12,15 0 623 0
DELUXE CORP COM 248019101 2,625 42,000 SH   DFND 1 0 42,000 0
DELUXE CORP COM 248019101 1,490 23,845 SH   DFND 15 0 23,845 0
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DERMIRA INC COM 24983L104 2,452 118,556 SH   DFND 1,12 0 118,556 0
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DEPOMED INC COM 249908104 337 24,220 SH   DFND 14 0 24,220 0
DEPOMED INC COM 249908104 42,531 3,053,220 SH   DFND 15 0 3,053,220 0
DESTINATION MATERNITY CORP COM 25065D100 288 42,138 SH   DFND 15 0 42,138 0
DEUTSCHE HIGH INCOME OPPORT COM 25158Y102 1,429 107,212 SH   DFND 15 0 107,212 0
DEUTSCHE MULTI-MKT INCOME TR SHS 25160E102 709 89,354 SH   DFND 14 0 89,354 0
DEUTSCHE MULTI-MKT INCOME TR SHS 25160E102 1,791 225,839 SH   DFND 15 0 225,839 0
DEVON ENERGY CORP NEW COM 25179M103 11,836 431,327 SH   DFND 2 0 431,327 0
DEVON ENERGY CORP NEW COM 25179M103 627 22,864 SH   DFND 12,15 0 22,864 0
DEVON ENERGY CORP NEW COM 25179M103 717 26,118 SH   DFND 14 0 26,118 0
DEVON ENERGY CORP NEW COM 25179M103 615,095 22,416,010 SH   DFND 1 0 21,180,177 1,235,833
DEVON ENERGY CORP NEW COM 25179M103 42,708 1,556,404 SH   DFND 1,2 0 1,556,404 0
DEVON ENERGY CORP NEW COM 25179M103 7,209 262,706 SH   DFND 1,9 0 262,706 0
DEVON ENERGY CORP NEW COM 25179M103 381 13,884 SH   DFND 1,3 0 13,884 0
DEVON ENERGY CORP NEW COM 25179M103 11,306 412,009 SH   DFND 15 0 412,009 0
DEVON ENERGY CORP NEW COM 25179M103 397 14,466 SH   DFND 5 0 0 14,466
DEVON ENERGY CORP NEW COM 25179M103 590 21,500 SH   DFND 5,6 0 10,100 11,400
DEVON ENERGY CORP NEW COM 25179M103 383 13,952 SH   DFND 11 0 13,952 0
DEVON ENERGY CORP NEW COM 25179M103 203 7,400 SH   DFND 6 0 7,400 0
DEVRY ED GROUP INC COM 251893103 30 1,723 SH   DFND 12,15 0 1,723 0
DEVRY ED GROUP INC COM 251893103 70,485 4,081,360 SH   DFND 1 0 4,076,660 4,700
DEVRY ED GROUP INC COM 251893103 71 4,100 SH   DFND 1,3 0 4,100 0
DEVRY ED GROUP INC COM 251893103 690 39,963 SH   DFND 15 0 39,963 0
DEXCOM INC COM 252131107 118,336 1,742,547 SH   DFND 1 0 1,692,569 49,978
DEXCOM INC COM 252131107 406 5,981 SH   DFND 1,3 0 5,981 0
DEXCOM INC COM 252131107 470 6,922 SH   DFND 15 0 6,922 0
DIAGEO P L C SPON ADR NEW 25243Q205 26,722 247,724 SH   DFND 14 0 247,724 0
DIAGEO P L C SPON ADR NEW 25243Q205 1,318 12,221 SH   DFND 1 0 12,221 0
DIAGEO P L C SPON ADR NEW 25243Q205 8,067 74,789 SH   DFND 15 0 74,789 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 1,050 5,922 SH   DFND 15 0 5,922 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 108 4,957 SH   DFND 12,15 0 4,957 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,071 49,286 SH   DFND 14 0 49,286 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 9,460 435,324 SH   DFND 1 0 435,324 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,951 181,840 SH   DFND 15 0 181,840 0
DIAMOND RESORTS INTL INC COM 25272T104 33 1,346 SH   DFND 12,15 0 1,346 0
DIAMOND RESORTS INTL INC COM 25272T104 2,076 85,433 SH   DFND 15 0 85,433 0
DIAMONDROCK HOSPITALITY CO COM 252784301 40 3,964 SH   DFND 12,15 0 3,964 0
DIAMONDROCK HOSPITALITY CO COM 252784301 2,121 209,575 SH   DFND 14 0 209,575 0
DIAMONDROCK HOSPITALITY CO COM 252784301 211,272 20,876,633 SH   DFND 1 0 10,887,587 9,989,046
DIAMONDROCK HOSPITALITY CO COM 252784301 1,898 187,516 SH   DFND 1,2 0 187,516 0
DIAMONDROCK HOSPITALITY CO COM 252784301 814 80,425 SH   DFND 1,12 0 80,425 0
DIAMONDROCK HOSPITALITY CO COM 252784301 287 28,400 SH   DFND 1,9 0 28,400 0
DIAMONDROCK HOSPITALITY CO COM 252784301 11,156 1,102,355 SH   DFND 1,3 0 1,102,355 0
DIAMONDROCK HOSPITALITY CO COM 252784301 134 13,196 SH   DFND 1,15 0 13,196 0
DIAMONDROCK HOSPITALITY CO COM 252784301 6,488 641,066 SH   DFND 1,13 0 641,066 0
DIAMONDROCK HOSPITALITY CO COM 252784301 3,644 360,112 SH   DFND 15 0 360,112 0
DIAMONDBACK ENERGY INC COM 25278X109 42,192 546,671 SH   DFND 1 0 510,762 35,909
DIAMONDBACK ENERGY INC COM 25278X109 346 4,487 SH   DFND 1,3 0 4,487 0
DIAMONDBACK ENERGY INC COM 25278X109 8,468 109,713 SH   DFND 15 0 109,713 0
DICKS SPORTING GOODS INC COM 253393102 65 1,382 SH   DFND 12,15 0 1,382 0
DICKS SPORTING GOODS INC COM 253393102 1,320 28,229 SH   DFND 14 0 28,229 0
DICKS SPORTING GOODS INC COM 253393102 41,106 879,279 SH   DFND 1 0 879,279 0
DICKS SPORTING GOODS INC COM 253393102 17 372 SH   DFND 1,11 0 372 0
DICKS SPORTING GOODS INC COM 253393102 1,139 24,365 SH   DFND 15 0 24,365 0
DICKS SPORTING GOODS INC COM 253393102 126 2,700 SH   DFND 11 0 2,700 0
DIEBOLD INC COM 253651103 44 1,523 SH   DFND 12,15 0 1,523 0
DIEBOLD INC COM 253651103 1,946 67,310 SH   DFND 14 0 67,310 0
DIEBOLD INC COM 253651103 81,716 2,826,549 SH   DFND 1 0 2,826,549 0
DIEBOLD INC COM 253651103 687 23,769 SH   DFND 15 0 23,769 0
DIGI INTL INC COM 253798102 380 40,310 SH   DFND 1 0 40,310 0
DIGI INTL INC COM 253798102 58 6,100 SH   DFND 1,3 0 6,100 0
DIGI INTL INC COM 253798102 1,275 135,200 SH   DFND 15 0 135,200 0
DIGITAL RLTY TR INC COM 253868103 109 1,232 SH   DFND 12,15 0 1,232 0
DIGITAL RLTY TR INC COM 253868103 2,401 27,131 SH   DFND 14 0 27,131 0
DIGITAL RLTY TR INC COM 253868103 194,271 2,195,400 SH   DFND 1 0 67,300 2,128,100
DIGITAL RLTY TR INC COM 253868103 611 6,900 SH   DFND 1,9 0 6,900 0
DIGITAL RLTY TR INC COM 253868103 2,850 32,203 SH   DFND 15 0 32,203 0
DIGITAL RLTY TR INC COM 253868103 858 9,700 SH   DFND 5,6 0 4,600 5,100
DIGITAL RLTY TR INC COM 253868103 389 4,400 SH   DFND 11 0 4,400 0
DIGITAL RLTY TR INC 6.35% PFD CUM CV 253868863 6,779 262,738 SH   DFND 15 0 262,738 0
DIGITALGLOBE INC COM NEW 25389M877 25 1,452 SH   DFND 12,15 0 1,452 0
DIGITALGLOBE INC COM NEW 25389M877 3,885 224,552 SH   DFND 15 0 224,552 0
DIME CMNTY BANCSHARES COM 253922108 1,122 63,674 SH   DFND 1 0 63,674 0
DIME CMNTY BANCSHARES COM 253922108 303 17,200 SH   DFND 1,3 0 17,200 0
DIME CMNTY BANCSHARES COM 253922108 4,469 253,658 SH   DFND 15 0 253,658 0
DIME CMNTY BANCSHARES COM 253922108 384 21,800 SH   DFND 5 0 0 21,800
DILLARDS INC CL A 254067101 106 1,254 SH   DFND 12,15 0 1,254 0
DILLARDS INC CL A 254067101 3,559 41,915 SH   DFND 15 0 41,915 0
DINEEQUITY INC COM 254423106 1,501 16,068 SH   DFND 1 0 16,068 0
DINEEQUITY INC COM 254423106 402 4,300 SH   DFND 1,3 0 4,300 0
DINEEQUITY INC COM 254423106 5,690 60,900 SH   DFND 15 0 60,900 0
DIODES INC COM 254543101 3,740 186,056 SH   DFND 15 0 186,056 0
DIPLOMAT PHARMACY INC COM 25456K101 2,874 104,875 SH   DFND 15 0 104,875 0
DISNEY WALT CO COM DISNEY 254687106 166,804 1,679,634 SH   DFND 2 0 1,679,634 0
DISNEY WALT CO COM DISNEY 254687106 1,184 11,923 SH   DFND 12,15 0 11,923 0
DISNEY WALT CO COM DISNEY 254687106 1,014 10,215 SH   DFND 4 0 10,215 0
DISNEY WALT CO COM DISNEY 254687106 4,129 41,578 SH   DFND 14 0 41,578 0
DISNEY WALT CO COM DISNEY 254687106 30 300 SH Call DFND 14 0 0 0
DISNEY WALT CO COM DISNEY 254687106 58,465 588,714 SH   DFND 1 0 582,084 6,630
DISNEY WALT CO COM DISNEY 254687106 3,079 31,000 SH   DFND 1,4 0 31,000 0
DISNEY WALT CO COM DISNEY 254687106 9,613 96,797 SH   DFND 1,9 0 96,797 0
DISNEY WALT CO COM DISNEY 254687106 775 7,800 SH   DFND 1,3 0 7,800 0
DISNEY WALT CO COM DISNEY 254687106 5,899 59,400 SH   DFND 1,5 0 56,300 3,100
DISNEY WALT CO COM DISNEY 254687106 49 498 SH   DFND 1,11 0 498 0
DISNEY WALT CO COM DISNEY 254687106 556 5,600 SH   DFND 1,8 0 0 5,600
DISNEY WALT CO COM DISNEY 254687106 48,770 491,084 SH   DFND 15 0 491,084 0
DISNEY WALT CO COM DISNEY 254687106 5,800 58,400 SH   DFND 5 0 0 58,400
DISNEY WALT CO COM DISNEY 254687106 5,244 52,800 SH   DFND 5,6 0 24,500 28,300
DISNEY WALT CO COM DISNEY 254687106 4,736 47,694 SH   DFND 11 0 47,694 0
DISNEY WALT CO COM DISNEY 254687106 793 7,988 SH   DFND 11,2 0 7,988 0
DISNEY WALT CO COM DISNEY 254687106 1,837 18,500 SH   DFND 13 0 18,500 0
DISCOVER FINL SVCS COM 254709108 885 17,387 SH   DFND 12,15 0 17,387 0
DISCOVER FINL SVCS COM 254709108 7,768 152,547 SH   DFND 14 0 152,547 0
DISCOVER FINL SVCS COM 254709108 11,782 231,387 SH   DFND 1 0 231,037 350
DISCOVER FINL SVCS COM 254709108 25,858 507,812 SH   DFND 15 0 507,812 0
DISCOVER FINL SVCS COM 254709108 957 18,787 SH   DFND 5 0 0 18,787
DISCOVER FINL SVCS COM 254709108 662 13,010 SH   DFND 11 0 13,010 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,047 36,581 SH   DFND 12,15 0 36,581 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3,265 114,042 SH   DFND 14 0 114,042 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 7,668 267,833 SH   DFND 1 0 267,833 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 6,552 228,848 SH   DFND 1,2 0 228,848 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 43 1,494 SH   DFND 1,15 0 1,494 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 36,024 1,258,261 SH   DFND 15 0 1,258,261 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 175 6,100 SH   DFND 5 0 0 6,100
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 138 4,811 SH   DFND 11 0 4,811 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,669 61,832 SH   DFND 12,15 0 61,832 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 9,609 355,896 SH   DFND 1 0 355,896 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 53,042 1,964,523 SH   DFND 15 0 1,964,523 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 165 6,100 SH   DFND 5 0 0 6,100
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 238 8,833 SH   DFND 11 0 8,833 0
DISH NETWORK CORP CL A 25470M109 2,541 54,935 SH   DFND 12,15 0 54,935 0
DISH NETWORK CORP CL A 25470M109 231,414 5,002,460 SH   DFND 1 0 5,002,460 0
DISH NETWORK CORP CL A 25470M109 3,081 66,594 SH   DFND 1,12 0 66,594 0
DISH NETWORK CORP CL A 25470M109 7,872 170,160 SH   DFND 1,9 0 170,160 0
DISH NETWORK CORP CL A 25470M109 80,775 1,746,101 SH   DFND 15 0 1,746,101 0
DISH NETWORK CORP CL A 25470M109 504 10,900 SH   DFND 5 0 0 10,900
DISH NETWORK CORP CL A 25470M109 317 6,851 SH   DFND 11 0 6,851 0
DIVERSIFIED REAL ASSET INC F COM SHS 25533B108 217 13,722 SH   DFND 14 0 13,722 0
DR REDDYS LABS LTD ADR 256135203 905 20,026 SH   DFND 15 0 20,026 0
DR REDDYS LABS LTD ADR 256135203 172 3,800 SH   DFND 13,4 0 3,800 0
DOLBY LABORATORIES INC COM 25659T107 1,802 41,466 SH   DFND 15 0 41,466 0
DOLLAR GEN CORP NEW COM 256677105 276 3,219 SH   DFND 12,15 0 3,219 0
DOLLAR GEN CORP NEW COM 256677105 1,755 20,499 SH   DFND 14 0 20,499 0
DOLLAR GEN CORP NEW COM 256677105 16,723 195,362 SH   DFND 1 0 195,362 0
DOLLAR GEN CORP NEW COM 256677105 1,318 15,401 SH   DFND 1,2 0 15,401 0
DOLLAR GEN CORP NEW COM 256677105 5,039 58,864 SH   DFND 1,9 0 58,864 0
DOLLAR GEN CORP NEW COM 256677105 12,531 146,391 SH   DFND 15 0 146,391 0
DOLLAR GEN CORP NEW COM 256677105 608 7,100 SH   DFND 5 0 0 7,100
DOLLAR GEN CORP NEW COM 256677105 779 9,100 SH   DFND 11 0 9,100 0
DOLLAR TREE INC COM 256746108 4,629 56,132 SH   DFND 12,15 0 56,132 0
DOLLAR TREE INC COM 256746108 3,223 39,089 SH   DFND 14 0 39,089 0
DOLLAR TREE INC COM 256746108 39,580 479,993 SH   DFND 1 0 479,993 0
DOLLAR TREE INC COM 256746108 4,196 50,885 SH   DFND 1,9 0 50,885 0
DOLLAR TREE INC COM 256746108 162 1,964 SH   DFND 1,3 0 1,964 0
DOLLAR TREE INC COM 256746108 168,905 2,048,324 SH   DFND 15 0 2,048,324 0
DOLLAR TREE INC COM 256746108 610 7,400 SH   DFND 5 0 0 7,400
DOLLAR TREE INC COM 256746108 560 6,794 SH   DFND 11 0 6,794 0
DOMINION DIAMOND CORP COM 257287102 92 8,308 SH   DFND 2,15 0 8,308 0
DOMINION DIAMOND CORP COM 257287102 385 34,687 SH   DFND 15 0 34,687 0
DOMINION DIAMOND CORP COM 257287102 454 40,900 SH   DFND 5,6 0 18,700 22,200
DOMINION RES INC VA NEW COM 25746U109 581 7,728 SH   DFND 12,15 0 7,728 0
DOMINION RES INC VA NEW COM 25746U109 8,854 117,868 SH   DFND 14 0 117,868 0
DOMINION RES INC VA NEW COM 25746U109 241,302 3,212,224 SH   DFND 1 0 3,212,224 0
DOMINION RES INC VA NEW COM 25746U109 124 1,647 SH   DFND 1,9 0 1,647 0
DOMINION RES INC VA NEW COM 25746U109 1,007 13,402 SH   DFND 1,3 0 13,402 0
DOMINION RES INC VA NEW COM 25746U109 92,950 1,237,351 SH   DFND 15 0 1,237,351 0
DOMINION RES INC VA NEW COM 25746U109 1,578 21,000 SH   DFND 5 0 0 21,000
DOMINION RES INC VA NEW COM 25746U109 1,350 17,966 SH   DFND 11 0 17,966 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 20,770 412,932 SH   DFND 1 0 412,932 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 34,629 594,700 SH   DFND 1 0 594,700 0
DOMINOS PIZZA INC COM 25754A201 82,947 629,056 SH   DFND 1 0 629,056 0
DOMINOS PIZZA INC COM 25754A201 2,451 18,590 SH   DFND 1,9 0 18,590 0
DOMINOS PIZZA INC COM 25754A201 465 3,530 SH   DFND 1,3 0 3,530 0
DOMINOS PIZZA INC COM 25754A201 73,379 556,494 SH   DFND 15 0 556,494 0
DOMTAR CORP COM NEW 257559203 98 2,419 SH   DFND 12,15 0 2,419 0
DOMTAR CORP COM NEW 257559203 5,145 127,048 SH   DFND 14 0 127,048 0
DOMTAR CORP COM NEW 257559203 2,450 60,500 SH   DFND 1 0 60,500 0
DOMTAR CORP COM NEW 257559203 2,180 53,835 SH   DFND 15 0 53,835 0
DOMTAR CORP COM NEW 257559203 162 4,000 SH   DFND 5,9 0 4,000 0
DONALDSON INC COM 257651109 43 1,349 SH   DFND 12,15 0 1,349 0
DONALDSON INC COM 257651109 2,897 90,795 SH   DFND 15 0 90,795 0
DONNELLEY R R & SONS CO COM 257867101 148 9,009 SH   DFND 12,15 0 9,009 0
DONNELLEY R R & SONS CO COM 257867101 5,652 344,626 SH   DFND 14 0 344,626 0
DONNELLEY R R & SONS CO COM 257867101 5,206 317,460 SH   DFND 1 0 317,460 0
DONNELLEY R R & SONS CO COM 257867101 59 3,600 SH   DFND 1,3 0 3,600 0
DONNELLEY R R & SONS CO COM 257867101 2,265 138,100 SH   DFND 1,5 0 138,100 0
DONNELLEY R R & SONS CO COM 257867101 2,376 144,862 SH   DFND 15 0 144,862 0
DONNELLEY R R & SONS CO COM 257867101 503 30,700 SH   DFND 5,6 0 14,100 16,600
DORMAN PRODUCTS INC COM 258278100 771 14,168 SH   DFND 14 0 14,168 0
DORMAN PRODUCTS INC COM 258278100 14 261 SH   DFND 1 0 261 0
DORMAN PRODUCTS INC COM 258278100 6,425 118,065 SH   DFND 15 0 118,065 0
DOUBLELINE INCOME SOLUTIONS COM 258622109 2,149 127,817 SH   DFND 14 0 127,817 0
DOUBLELINE INCOME SOLUTIONS COM 258622109 14,515 863,469 SH   DFND 15 0 863,469 0
DOUBLELINE OPPORTUNISTIC CR COM 258623107 1,767 66,435 SH   DFND 15 0 66,435 0
DOUGLAS EMMETT INC COM 25960P109 45 1,504 SH   DFND 12,15 0 1,504 0
DOUGLAS EMMETT INC COM 25960P109 4,151 137,848 SH   DFND 14 0 137,848 0
DOUGLAS EMMETT INC COM 25960P109 9,831 326,511 SH   DFND 1 0 0 326,511
DOUGLAS EMMETT INC COM 25960P109 203 6,727 SH   DFND 1,15 0 6,727 0
DOUGLAS EMMETT INC COM 25960P109 768 25,504 SH   DFND 15 0 25,504 0
DOUGLAS DYNAMICS INC COM 25960R105 1,086 47,400 SH   DFND 1 0 0 47,400
DOUGLAS DYNAMICS INC COM 25960R105 27 1,200 SH   DFND 1,3 0 1,200 0
DOUGLAS DYNAMICS INC COM 25960R105 435 18,988 SH   DFND 15 0 18,988 0
DOVER CORP COM 260003108 402 6,245 SH   DFND 12,15 0 6,245 0
DOVER CORP COM 260003108 16,890 262,549 SH   DFND 14 0 262,549 0
DOVER CORP COM 260003108 10,624 165,148 SH   DFND 1 0 165,148 0
DOVER CORP COM 260003108 14,153 220,007 SH   DFND 15 0 220,007 0
DOVER CORP COM 260003108 467 7,264 SH   DFND 5 0 0 7,264
DOVER CORP COM 260003108 304 4,724 SH   DFND 11 0 4,724 0
DOW CHEM CO COM 260543103 980 19,266 SH   DFND 12,15 0 19,266 0
DOW CHEM CO COM 260543103 1,208 23,750 SH   DFND 4 0 23,750 0
DOW CHEM CO COM 260543103 3,565 70,085 SH   DFND 14 0 70,085 0
DOW CHEM CO COM 260543103 24,563 482,957 SH   DFND 1 0 473,787 9,170
DOW CHEM CO COM 260543103 2,609 51,300 SH   DFND 1,4 0 51,300 0
DOW CHEM CO COM 260543103 498 9,800 SH   DFND 1,3 0 9,800 0
DOW CHEM CO COM 260543103 2,640 51,900 SH   DFND 1,5 0 46,700 5,200
DOW CHEM CO COM 260543103 183 3,600 SH   DFND 1,8 0 0 3,600
DOW CHEM CO COM 260543103 54,787 1,077,221 SH   DFND 15 0 1,077,221 0
DOW CHEM CO COM 260543103 2,182 42,900 SH   DFND 5 0 0 42,900
DOW CHEM CO COM 260543103 2,411 47,400 SH   DFND 5,6 0 22,300 25,100
DOW CHEM CO COM 260543103 1,736 34,139 SH   DFND 11 0 34,139 0
DOW CHEM CO COM 260543103 1,124 22,100 SH   DFND 13 0 22,100 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 138 1,542 SH   DFND 12,15 0 1,542 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 9,532 106,600 SH   DFND 1,4 0 106,600 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 94,800 1,060,163 SH   DFND 15 0 1,060,163 0
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DREW INDS INC COM NEW 26168L205 1,047 16,240 SH   DFND 14 0 16,240 0
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DU PONT E I DE NEMOURS & CO COM 263534109 766 12,095 SH   DFND 12,15 0 12,095 0
DU PONT E I DE NEMOURS & CO COM 263534109 548 8,655 SH   DFND 4 0 8,655 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,338 36,918 SH   DFND 14 0 36,918 0
DU PONT E I DE NEMOURS & CO COM 263534109 19,975 315,459 SH   DFND 1 0 314,609 850
DU PONT E I DE NEMOURS & CO COM 263534109 2,311 36,500 SH   DFND 1,5 0 36,500 0
DU PONT E I DE NEMOURS & CO COM 263534109 177 2,800 SH   DFND 1,8 0 0 2,800
DU PONT E I DE NEMOURS & CO COM 263534109 23,110 364,979 SH   DFND 15 0 364,979 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,052 32,400 SH   DFND 5 0 0 32,400
DU PONT E I DE NEMOURS & CO COM 263534109 1,976 31,200 SH   DFND 5,6 0 14,700 16,500
DU PONT E I DE NEMOURS & CO COM 263534109 1,686 26,629 SH   DFND 11 0 26,629 0
DU PONT E I DE NEMOURS & CO COM 263534109 716 11,300 SH   DFND 13 0 11,300 0
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DUFF & PHELPS UTIL CORP BD T COM 26432K108 123 12,777 SH   DFND 14 0 12,777 0
DUFF & PHELPS UTIL CORP BD T COM 26432K108 1,848 192,060 SH   DFND 15 0 192,060 0
DUFF & PHELPS GLB UTL INC FD COM 26433C105 3,083 193,749 SH   DFND 14 0 193,749 0
DUFF & PHELPS SLCT ENGY MLP COM 26433F108 371 68,362 SH   DFND 14 0 68,362 0
DUKE REALTY CORP COM NEW 264411505 84 3,734 SH   DFND 12,15 0 3,734 0
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DUKE REALTY CORP COM NEW 264411505 167,858 7,447,106 SH   DFND 1 0 0 7,447,106
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DUKE ENERGY CORP NEW COM NEW 26441C204 1,054 13,067 SH   DFND 12,15 0 13,067 0
DUKE ENERGY CORP NEW COM NEW 26441C204 12,984 160,932 SH   DFND 14 0 160,932 0
DUKE ENERGY CORP NEW COM NEW 26441C204 363,029 4,499,618 SH   DFND 1 0 4,499,418 200
DUKE ENERGY CORP NEW COM NEW 26441C204 149 1,843 SH   DFND 1,9 0 1,843 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,156 14,329 SH   DFND 1,3 0 14,329 0
DUKE ENERGY CORP NEW COM NEW 26441C204 135,189 1,675,614 SH   DFND 15 0 1,675,614 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,055 25,465 SH   DFND 5 0 0 25,465
DUKE ENERGY CORP NEW COM NEW 26441C204 1,686 20,897 SH   DFND 11 0 20,897 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 40 389 SH   DFND 12,15 0 389 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 652 6,324 SH   DFND 14 0 6,324 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 10,346 100,366 SH   DFND 1 0 100,366 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 810 7,854 SH   DFND 15 0 7,854 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 340 3,300 SH   DFND 5 0 0 3,300
DUN & BRADSTREET CORP DEL NE COM 26483E100 120 1,167 SH   DFND 11 0 1,167 0
DUNKIN BRANDS GROUP INC COM 265504100 86 1,831 SH   DFND 12,15 0 1,831 0
DUNKIN BRANDS GROUP INC COM 265504100 507 10,738 SH   DFND 14 0 10,738 0
DUNKIN BRANDS GROUP INC COM 265504100 45,731 969,494 SH   DFND 1 0 969,494 0
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DUPONT FABROS TECHNOLOGY INC COM 26613Q106 8,608 212,380 SH   DFND 1 0 148,480 63,900
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 61 1,500 SH   DFND 1,9 0 1,500 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,281 31,600 SH   DFND 1,3 0 31,600 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,485 36,648 SH   DFND 15 0 36,648 0
DYCOM INDS INC COM 267475101 1,729 26,738 SH   DFND 14 0 26,738 0
DYCOM INDS INC COM 267475101 48,069 743,292 SH   DFND 1 0 705,129 38,163
DYCOM INDS INC COM 267475101 5,005 77,397 SH   DFND 15 0 77,397 0
DYCOM INDS INC COM 267475101 4,984 77,065 SH   DFND 6 0 77,065 0
DYCOM INDS INC COM 267475101 2,487 38,457 SH   DFND 6,12 0 38,457 0
DYCOM INDS INC COM 267475101 655 10,136 SH   DFND 6,9 0 10,136 0
DYNAMIC MATLS CORP COM 267888105 184 28,388 SH   DFND 15 0 28,388 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1,549 80,527 SH   DFND 15 0 80,527 0
DYNEX CAP INC COM NEW 26817Q506 1,311 197,082 SH   DFND 15 0 197,082 0
DYNEX CAP INC COM NEW 26817Q506 60 9,000 SH   DFND 5 0 0 9,000
DYNEGY INC NEW DEL COM 26817R108 92 6,400 SH   DFND 12,15 0 6,400 0
DYNEGY INC NEW DEL COM 26817R108 667 46,384 SH   DFND 14 0 46,384 0
DYNEGY INC NEW DEL COM 26817R108 1,554 108,165 SH   DFND 15 0 108,165 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 6,536 122,000 SH   DFND 1 0 122,000 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 2,808 393,759 SH   DFND 4 0 393,759 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 11,114 1,558,728 SH   DFND 4,9 0 1,558,728 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 236 33,084 SH   DFND 1,4 0 33,084 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 746 104,694 SH   DFND 15 0 104,694 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 3,847 539,582 SH   DFND 6,4 0 539,582 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 61 8,500 SH   DFND 13,4 0 8,500 0
E HOUSE CHINA HLDGS LTD ADR 26852W103 220 35,361 SH   DFND 14 0 35,361 0
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EHI CAR SVCS LTD SPON ADS CL A 26853A100 625 50,041 SH   DFND 15 0 50,041 0
E M C CORP MASS COM 268648102 9,405 352,913 SH   DFND 2 0 352,913 0
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ENI S P A SPONSORED ADR 26874R108 923 30,528 SH   DFND 15 0 30,528 0
EOG RES INC COM 26875P101 425 5,856 SH   DFND 12,15 0 5,856 0
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EOG RES INC COM 26875P101 97,637 1,345,226 SH   DFND 1 0 1,344,626 600
EOG RES INC COM 26875P101 28,725 395,777 SH   DFND 1,2 0 395,777 0
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EP ENERGY CORP CL A 268785102 2,157 477,250 SH   DFND 1 0 477,250 0
EP ENERGY CORP CL A 268785102 144 31,900 SH   DFND 1,3 0 31,900 0
EP ENERGY CORP CL A 268785102 2,282 504,815 SH   DFND 15 0 504,815 0
EPIQ SYS INC COM 26882D109 2,301 153,224 SH   DFND 15 0 153,224 0
EQT CORP COM 26884L109 98 1,457 SH   DFND 12,15 0 1,457 0
EQT CORP COM 26884L109 877 13,035 SH   DFND 14 0 13,035 0
EQT CORP COM 26884L109 11,397 169,452 SH   DFND 1 0 169,452 0
EQT CORP COM 26884L109 2,643 39,300 SH   DFND 15 0 39,300 0
EQT CORP COM 26884L109 316 4,700 SH   DFND 5 0 0 4,700
EQT CORP COM 26884L109 326 4,843 SH   DFND 11 0 4,843 0
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EPR PPTYS COM SH BEN INT 26884U109 47 700 SH   DFND 1,9 0 700 0
EPR PPTYS COM SH BEN INT 26884U109 7,798 117,058 SH   DFND 15 0 117,058 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 210 2,822 SH   DFND 1 0 2,822 0
ERA GROUP INC COM 26885G109 1,173 125,034 SH   DFND 15 0 125,034 0
EAGLE BANCORP INC MD COM 268948106 2,276 47,410 SH   DFND 15 0 47,410 0
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EXCO RESOURCES INC COM 269279402 841 850,376 SH   DFND 15 0 850,376 0
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EARTHLINK HLDGS CORP COM 27033X101 188 33,225 SH   DFND 12,15 0 33,225 0
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EAST WEST BANCORP INC COM 27579R104 56 1,739 SH   DFND 12,15 0 1,739 0
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EASTGROUP PPTY INC COM 277276101 383 6,343 SH   DFND 14 0 6,343 0
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EASTMAN CHEM CO COM 277432100 167 2,310 SH   DFND 12,15 0 2,310 0
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EATON VANCE CORP COM NON VTG 278265103 52 1,537 SH   DFND 12,15 0 1,537 0
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EATON VANCE NEW YORK MUN BD COM 27827Y109 1,434 106,710 SH   DFND 14 0 106,710 0
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EATON VANCE NATL MUN OPPORT COM SHS 27829L105 6,190 277,438 SH   DFND 14 0 277,438 0
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 95 7,750 SH   DFND 14 0 7,750 0
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 1,133 92,105 SH   DFND 15 0 92,105 0
EATON VANCE MUN INCOME 2028 SHS 27829U105 5,589 283,010 SH   DFND 14 0 283,010 0
EBAY INC COM 278642103 6,750 282,919 SH   DFND 12,15 0 282,919 0
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EBAY INC COM 278642103 429 18,000 SH   DFND 5,9 0 18,000 0
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EBIX INC COM NEW 278715206 29 700 SH   DFND 12,15 0 700 0
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ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 5,034 5,000,000 PRN   DFND 1 0 5,000,000 0
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EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 48,559 1,140,157 SH   DFND 1 0 998,745 141,412
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EMCOR GROUP INC COM 29084Q100 6,865 141,256 SH   DFND 15 0 141,256 0
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EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 9,849 7,587,000 PRN   DFND 1 0 7,587,000 0
EMERSON ELEC CO COM 291011104 1,506 27,698 SH   DFND 12,15 0 27,698 0
EMERSON ELEC CO COM 291011104 105,131 1,933,260 SH   DFND 14 0 1,933,260 0
EMERSON ELEC CO COM 291011104 535,159 9,841,100 SH   DFND 1 0 9,690,950 150,150
EMERSON ELEC CO COM 291011104 1,217 22,375 SH   DFND 1,9 0 22,375 0
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EMERSON ELEC CO COM 291011104 91,825 1,688,575 SH   DFND 15 0 1,688,575 0
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EMERSON ELEC CO COM 291011104 1,077 19,801 SH   DFND 11 0 19,801 0
EMPIRE DIST ELEC CO COM 291641108 1,802 54,519 SH   DFND 15 0 54,519 0
EMPIRE ST RLTY TR INC CL A 292104106 99,136 5,655,213 SH   DFND 1 0 2,032,595 3,622,618
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EMPIRE ST RLTY TR INC CL A 292104106 290 16,553 SH   DFND 1,12 0 16,553 0
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EMPIRE ST RLTY TR INC CL A 292104106 1,656 94,453 SH   DFND 1,13 0 94,453 0
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ENBRIDGE INC COM 29250N105 1,389 35,700 SH   DFND 5 0 0 35,700
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ENANTA PHARMACEUTICALS INC COM 29251M106 127 4,325 SH   DFND 12,15 0 4,325 0
ENANTA PHARMACEUTICALS INC COM 29251M106 304 10,352 SH   DFND 14 0 10,352 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,574 53,577 SH   DFND 15 0 53,577 0
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ENCORE CAP GROUP INC COM 292554102 61,422 2,386,231 SH   DFND 1,2 0 2,386,231 0
ENCORE CAP GROUP INC COM 292554102 1,975 76,713 SH   DFND 15 0 76,713 0
ENCORE CAP GROUP INC COM 292554102 168 6,512 SH   DFND 11,2 0 6,512 0
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ENERGEN CORP COM 29265N108 24,163 660,385 SH   DFND 1 0 660,385 0
ENERGEN CORP COM 29265N108 3,838 104,901 SH   DFND 15 0 104,901 0
ENERGY FOCUS INC COM NEW 29268T300 501 67,393 SH   DFND 15 0 67,393 0
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ENERGY RECOVERY INC COM 29270J100 6,580 636,376 SH   DFND 15 0 636,376 0
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ENERGIZER HLDGS INC NEW COM 29272W109 954 23,551 SH   DFND 15 0 23,551 0
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ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 592 18,310 SH   DFND 1 0 18,310 0
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ENERNOC INC COM 292764107 66 8,785 SH   DFND 12,15 0 8,785 0
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ENGILITY HLDGS INC NEW COM 29286C107 1,563 83,305 SH   DFND 15 0 83,305 0
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ENTERGY CORP NEW COM 29364G103 128,571 1,621,733 SH   DFND 1 0 1,620,933 800
ENTERGY CORP NEW COM 29364G103 499 6,300 SH   DFND 1,4 0 6,300 0
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ENTERGY CORP NEW COM 29364G103 159 2,000 SH   DFND 5,9 0 2,000 0
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ENTERGY CORP NEW COM 29364G103 429 5,411 SH   DFND 11 0 5,411 0
ENTERGY CORP NEW COM 29364G103 222 2,800 SH   DFND 6 0 2,800 0
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EPAM SYS INC COM 29414B104 121,836 1,631,653 SH   DFND 1 0 1,583,095 48,558
EPAM SYS INC COM 29414B104 4,005 53,634 SH   DFND 15 0 53,634 0
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EQUITY COMWLTH COM SH BEN INT 294628102 59 2,080 SH   DFND 12,15 0 2,080 0
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EQUITY LIFESTYLE PPTYS INC COM 29472R108 81,516 1,120,799 SH   DFND 1 0 934,856 185,943
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,211 16,645 SH   DFND 1,2 0 16,645 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 498 6,847 SH   DFND 1,12 0 6,847 0
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EQUITY LIFESTYLE PPTYS INC COM 29472R108 7,958 109,412 SH   DFND 1,3 0 109,412 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,828 38,878 SH   DFND 1,13 0 38,878 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,298 169,097 SH   DFND 15 0 169,097 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 422 5,800 SH   DFND 5 0 0 5,800
EQUITY ONE COM 294752100 72,154 2,517,599 SH   DFND 1 0 0 2,517,599
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EQUITY RESIDENTIAL SH BEN INT 29476L107 2,836 37,800 SH   DFND 5,6 0 17,300 20,500
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ERICSSON ADR B SEK 10 294821608 70,327 7,011,636 SH   DFND 1 0 7,011,636 0
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ERIE INDTY CO CL A 29530P102 251 2,694 SH   DFND 15 0 2,694 0
ESCO TECHNOLOGIES INC COM 296315104 15 385 SH   DFND 1 0 385 0
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ESSEX PPTY TR INC COM 297178105 379,897 1,624,462 SH   DFND 1 0 819,951 804,511
ESSEX PPTY TR INC COM 297178105 3,359 14,363 SH   DFND 1,2 0 14,363 0
ESSEX PPTY TR INC COM 297178105 1,394 5,962 SH   DFND 1,12 0 5,962 0
ESSEX PPTY TR INC COM 297178105 187 800 SH   DFND 1,9 0 800 0
ESSEX PPTY TR INC COM 297178105 19,790 84,624 SH   DFND 1,3 0 84,624 0
ESSEX PPTY TR INC COM 297178105 1,009 4,313 SH   DFND 1,15 0 4,313 0
ESSEX PPTY TR INC COM 297178105 7,981 34,127 SH   DFND 1,13 0 34,127 0
ESSEX PPTY TR INC COM 297178105 3,237 13,841 SH   DFND 15 0 13,841 0
ESSEX PPTY TR INC COM 297178105 468 2,000 SH   DFND 11 0 2,000 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 99 1,539 SH   DFND 12,15 0 1,539 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 4,688 73,175 SH   DFND 15 0 73,175 0
DELHAIZE GROUP SPONSORED ADR 29759W101 245 9,424 SH   DFND 15 0 9,424 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,464 45,995 SH   DFND 14 0 45,995 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,390 43,689 SH   DFND 15 0 43,689 0
ETSY INC COM 29786A106 611 70,278 SH   DFND 15 0 70,278 0
EURONET WORLDWIDE INC COM 298736109 1,677 22,633 SH   DFND 14 0 22,633 0
EURONET WORLDWIDE INC COM 298736109 47,565 641,816 SH   DFND 1 0 592,881 48,935
EURONET WORLDWIDE INC COM 298736109 44 600 SH   DFND 1,3 0 600 0
EURONET WORLDWIDE INC COM 298736109 2,513 33,911 SH   DFND 15 0 33,911 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 29,662 24,900,000 PRN   DFND 1 0 24,900,000 0
EVERCORE PARTNERS INC CLASS A 29977A105 26,418 510,490 SH   DFND 1 0 483,861 26,629
EVERCORE PARTNERS INC CLASS A 29977A105 3,839 74,178 SH   DFND 15 0 74,178 0
EVERCORE PARTNERS INC CLASS A 29977A105 2,812 54,337 SH   DFND 6 0 54,337 0
EVERCORE PARTNERS INC CLASS A 29977A105 1,350 26,091 SH   DFND 6,12 0 26,091 0
EVERCORE PARTNERS INC CLASS A 29977A105 356 6,877 SH   DFND 6,9 0 6,877 0
EVERBANK FINL CORP COM 29977G102 1,490 98,760 SH   DFND 15 0 98,760 0
EVERI HLDGS INC COM 30034T103 229 99,999 SH   DFND 15 0 99,999 0
EVERTEC INC COM 30040P103 491 35,136 SH   DFND 15 0 35,136 0
EVERSOURCE ENERGY COM 30040W108 242 4,155 SH   DFND 12,15 0 4,155 0
EVERSOURCE ENERGY COM 30040W108 19,233 329,677 SH   DFND 14 0 329,677 0
EVERSOURCE ENERGY COM 30040W108 11,481 196,796 SH   DFND 1 0 196,796 0
EVERSOURCE ENERGY COM 30040W108 74,287 1,273,346 SH   DFND 15 0 1,273,346 0
EVERSOURCE ENERGY COM 30040W108 700 12,000 SH   DFND 5 0 0 12,000
EVERSOURCE ENERGY COM 30040W108 561 9,608 SH   DFND 11 0 9,608 0
EVERYDAY HEALTH INC COM 300415106 162 28,907 SH   DFND 15 0 28,907 0
EVOLUTION PETROLEUM CORP COM 30049A107 268 55,180 SH   DFND 1 0 55,180 0
EVOLUTION PETROLEUM CORP COM 30049A107 39 8,000 SH   DFND 1,3 0 8,000 0
EVOLUTION PETROLEUM CORP COM 30049A107 19 3,944 SH   DFND 15 0 3,944 0
EXACT SCIENCES CORP COM 30063P105 199 29,536 SH   DFND 15 0 29,536 0
EXAR CORP COM 300645108 1,229 213,691 SH   DFND 15 0 213,691 0
EXACTECH INC COM 30064E109 242 11,944 SH   DFND 15 0 11,944 0
EXAMWORKS GROUP INC COM 30066A105 3,830 129,569 SH   DFND 15 0 129,569 0
EXELON CORP COM 30161N101 910 25,370 SH   DFND 12,15 0 25,370 0
EXELON CORP COM 30161N101 1,178 32,861 SH   DFND 4 0 32,861 0
EXELON CORP COM 30161N101 2,030 56,603 SH   DFND 14 0 56,603 0
EXELON CORP COM 30161N101 451,197 12,582,170 SH   DFND 1 0 12,524,250 57,920
EXELON CORP COM 30161N101 14,333 399,700 SH   DFND 1,4 0 399,700 0
EXELON CORP COM 30161N101 1,974 55,057 SH   DFND 1,9 0 55,057 0
EXELON CORP COM 30161N101 4,130 115,168 SH   DFND 1,3 0 115,168 0
EXELON CORP COM 30161N101 12,289 342,700 SH   DFND 1,5 0 296,800 45,900
EXELON CORP COM 30161N101 735 20,500 SH   DFND 1,8 0 0 20,500
EXELON CORP COM 30161N101 62,970 1,755,983 SH   DFND 15 0 1,755,983 0
EXELON CORP COM 30161N101 1,130 31,500 SH   DFND 5 0 0 31,500
EXELON CORP COM 30161N101 1,003 27,971 SH   DFND 11 0 27,971 0
EXELON CORP COM 30161N101 843 23,500 SH   DFND 13 0 23,500 0
EXELON CORP UNIT 99/99/9999 30161N127 19,451 395,101 SH   DFND 1 0 395,101 0
EXELIXIS INC COM 30161Q104 21,466 5,366,399 SH   DFND 1 0 5,366,399 0
EXELIXIS INC COM 30161Q104 7,116 1,779,022 SH   DFND 15 0 1,779,022 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 5,944 6,000,000 PRN   DFND 1 0 6,000,000 0
EXLSERVICE HOLDINGS INC COM 302081104 47,418 915,400 SH   DFND 1 0 915,400 0
EXLSERVICE HOLDINGS INC COM 302081104 6,948 134,134 SH   DFND 15 0 134,134 0
EXPEDIA INC DEL COM NEW 30212P303 3,525 32,694 SH   DFND 12,15 0 32,694 0
EXPEDIA INC DEL COM NEW 30212P303 4,525 41,967 SH   DFND 14 0 41,967 0
EXPEDIA INC DEL COM NEW 30212P303 12,738 118,142 SH   DFND 1 0 117,992 150
EXPEDIA INC DEL COM NEW 30212P303 9,637 89,380 SH   DFND 1,2 0 89,380 0
EXPEDIA INC DEL COM NEW 30212P303 133,333 1,236,630 SH   DFND 15 0 1,236,630 0
EXPEDIA INC DEL COM NEW 30212P303 464 4,300 SH   DFND 5 0 0 4,300
EXPEDIA INC DEL COM NEW 30212P303 409 3,791 SH   DFND 11 0 3,791 0
EXPEDITORS INTL WASH INC COM 302130109 52,612 1,077,899 SH   DFND 2 0 1,077,899 0
EXPEDITORS INTL WASH INC COM 302130109 89 1,828 SH   DFND 12,15 0 1,828 0
EXPEDITORS INTL WASH INC COM 302130109 3,506 71,827 SH   DFND 14 0 71,827 0
EXPEDITORS INTL WASH INC COM 302130109 21,925 449,188 SH   DFND 1 0 448,188 1,000
EXPEDITORS INTL WASH INC COM 302130109 498 10,200 SH   DFND 1,9 0 10,200 0
EXPEDITORS INTL WASH INC COM 302130109 1,171 23,991 SH   DFND 1,15 0 23,991 0
EXPEDITORS INTL WASH INC COM 302130109 9,127 187,000 SH   DFND 1,5 0 184,900 2,100
EXPEDITORS INTL WASH INC COM 302130109 537 11,000 SH   DFND 1,8 0 0 11,000
EXPEDITORS INTL WASH INC COM 302130109 2,603 53,333 SH   DFND 15 0 53,333 0
EXPEDITORS INTL WASH INC COM 302130109 4,925 100,900 SH   DFND 5 0 36,600 64,300
EXPEDITORS INTL WASH INC COM 302130109 2,421 49,600 SH   DFND 5,6 0 23,100 26,500
EXPEDITORS INTL WASH INC COM 302130109 742 15,200 SH   DFND 5,7 0 0 15,200
EXPEDITORS INTL WASH INC COM 302130109 275 5,629 SH   DFND 11 0 5,629 0
EXPEDITORS INTL WASH INC COM 302130109 2,079 42,600 SH   DFND 6 0 42,600 0
EXPEDITORS INTL WASH INC COM 302130109 1,206 24,700 SH   DFND 13 0 24,700 0
EXPONENT INC COM 30214U102 12 237 SH   DFND 1 0 237 0
EXPONENT INC COM 30214U102 3,506 68,738 SH   DFND 15 0 68,738 0
EXPRESS INC COM 30219E103 852 39,778 SH   DFND 14 0 39,778 0
EXPRESS INC COM 30219E103 1,012 47,260 SH   DFND 1 0 47,260 0
EXPRESS INC COM 30219E103 550 25,700 SH   DFND 1,3 0 25,700 0
EXPRESS INC COM 30219E103 4,119 192,410 SH   DFND 15 0 192,410 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 105,748 1,539,494 SH   DFND 2 0 1,539,494 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 12,810 186,494 SH   DFND 12,15 0 186,494 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 569 8,289 SH   DFND 4 0 8,289 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,680 170,045 SH   DFND 14 0 170,045 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 419,216 6,103,013 SH   DFND 1 0 5,815,894 287,119
EXPRESS SCRIPTS HLDG CO COM 30219G108 881 12,822 SH   DFND 1,2 0 12,822 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 8,099 117,902 SH   DFND 1,12 0 117,902 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,123 30,900 SH   DFND 1,4 0 30,900 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 571 8,316 SH   DFND 1,9 0 8,316 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 663 9,651 SH   DFND 1,3 0 9,651 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,047 29,800 SH   DFND 1,5 0 26,700 3,100
EXPRESS SCRIPTS HLDG CO COM 30219G108 144 2,100 SH   DFND 1,8 0 0 2,100
EXPRESS SCRIPTS HLDG CO COM 30219G108 412,154 6,000,205 SH   DFND 15 0 6,000,205 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,026 29,489 SH   DFND 5 0 0 29,489
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,546 22,500 SH   DFND 5,6 0 10,300 12,200
EXPRESS SCRIPTS HLDG CO COM 30219G108 117 1,700 SH   DFND 5,7 0 0 1,700
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,412 20,550 SH   DFND 11 0 20,550 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 763 11,103 SH   DFND 11,2 0 11,103 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 639 9,300 SH   DFND 13 0 9,300 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 941 57,735 SH   DFND 15 0 57,735 0
EXTRA SPACE STORAGE INC COM 30225T102 44 468 SH   DFND 12,15 0 468 0
EXTRA SPACE STORAGE INC COM 30225T102 9,218 98,631 SH   DFND 14 0 98,631 0
EXTRA SPACE STORAGE INC COM 30225T102 234,538 2,509,501 SH   DFND 1 0 1,265,383 1,244,118
EXTRA SPACE STORAGE INC COM 30225T102 2,035 21,773 SH   DFND 1,2 0 21,773 0
EXTRA SPACE STORAGE INC COM 30225T102 873 9,342 SH   DFND 1,12 0 9,342 0
EXTRA SPACE STORAGE INC COM 30225T102 673 7,200 SH   DFND 1,9 0 7,200 0
EXTRA SPACE STORAGE INC COM 30225T102 11,959 127,955 SH   DFND 1,3 0 127,955 0
EXTRA SPACE STORAGE INC COM 30225T102 4,894 52,369 SH   DFND 1,13 0 52,369 0
EXTRA SPACE STORAGE INC COM 30225T102 17,658 188,940 SH   DFND 15 0 188,940 0
EXTRA SPACE STORAGE INC COM 30225T102 336 3,600 SH   DFND 11 0 3,600 0
EXTREME NETWORKS INC COM 30226D106 1,531 492,310 SH   DFND 1 0 288,410 203,900
EXTREME NETWORKS INC COM 30226D106 194 62,300 SH   DFND 1,3 0 62,300 0
EXTREME NETWORKS INC COM 30226D106 827 266,072 SH   DFND 15 0 266,072 0
EXTERRAN CORP COM 30227H106 352 22,745 SH   DFND 14 0 22,745 0
EXTERRAN CORP COM 30227H106 1,628 105,274 SH   DFND 15 0 105,274 0
EZCORP INC CL A NON VTG 302301106 162 54,593 SH   DFND 14 0 54,593 0
EZCORP INC CL A NON VTG 302301106 1,448 487,616 SH   DFND 15 0 487,616 0
EXXON MOBIL CORP COM 30231G102 7,528 90,059 SH   DFND 12,15 0 90,059 0
EXXON MOBIL CORP COM 30231G102 207,501 2,482,365 SH   DFND 14 0 2,482,365 0
EXXON MOBIL CORP COM 30231G102 399,197 4,775,651 SH   DFND 1 0 4,507,762 267,889
EXXON MOBIL CORP COM 30231G102 23,968 286,732 SH   DFND 1,2 0 286,732 0
EXXON MOBIL CORP COM 30231G102 4,037 48,300 SH   DFND 1,4 0 48,300 0
EXXON MOBIL CORP COM 30231G102 4,344 51,965 SH   DFND 1,9 0 51,965 0
EXXON MOBIL CORP COM 30231G102 1,078 12,893 SH   DFND 1,3 0 12,893 0
EXXON MOBIL CORP COM 30231G102 42 507 SH   DFND 1,15 0 507 0
EXXON MOBIL CORP COM 30231G102 6,470 77,400 SH   DFND 1,5 0 72,500 4,900
EXXON MOBIL CORP COM 30231G102 69 826 SH   DFND 1,11 0 826 0
EXXON MOBIL CORP COM 30231G102 468 5,599 SH   DFND 1,8 0 0 5,599
EXXON MOBIL CORP COM 30231G102 180,111 2,154,694 SH   DFND 15 0 2,154,694 0
EXXON MOBIL CORP COM 30231G102 12,346 147,700 SH   DFND 5 0 0 147,700
EXXON MOBIL CORP COM 30231G102 5,776 69,100 SH   DFND 5,6 0 32,900 36,200
EXXON MOBIL CORP COM 30231G102 109 1,300 SH   DFND 5,7 0 0 1,300
EXXON MOBIL CORP COM 30231G102 10,565 126,396 SH   DFND 11 0 126,396 0
EXXON MOBIL CORP COM 30231G102 2,140 25,600 SH   DFND 13 0 25,600 0
FBL FINL GROUP INC CL A 30239F106 3,528 57,347 SH   DFND 15 0 57,347 0
FBL FINL GROUP INC CL A 30239F106 80 1,300 SH   DFND 5 0 0 1,300
FEI CO COM 30241L109 1,382 15,521 SH   DFND 15 0 15,521 0
FLIR SYS INC COM 302445101 42 1,275 SH   DFND 12,15 0 1,275 0
FLIR SYS INC COM 302445101 540 16,391 SH   DFND 14 0 16,391 0
FLIR SYS INC COM 302445101 118,475 3,595,590 SH   DFND 1 0 3,595,590 0
FLIR SYS INC COM 302445101 6,143 186,438 SH   DFND 15 0 186,438 0
FLIR SYS INC COM 302445101 148 4,500 SH   DFND 11 0 4,500 0
FBR & CO COM NEW 30247C400 374 20,690 SH   DFND 15 0 20,690 0
F M C CORP COM NEW 302491303 66 1,647 SH   DFND 12,15 0 1,647 0
F M C CORP COM NEW 302491303 10,189 252,401 SH   DFND 1 0 252,401 0
F M C CORP COM NEW 302491303 53 1,308 SH   DFND 1,15 0 1,308 0
F M C CORP COM NEW 302491303 1,454 36,028 SH   DFND 15 0 36,028 0
F M C CORP COM NEW 302491303 174 4,300 SH   DFND 11 0 4,300 0
FMC TECHNOLOGIES INC COM 30249U101 114 4,177 SH   DFND 12,15 0 4,177 0
FMC TECHNOLOGIES INC COM 30249U101 3,328 121,624 SH   DFND 14 0 121,624 0
FMC TECHNOLOGIES INC COM 30249U101 11,390 416,291 SH   DFND 1 0 416,291 0
FMC TECHNOLOGIES INC COM 30249U101 98 3,566 SH   DFND 1,15 0 3,566 0
FMC TECHNOLOGIES INC COM 30249U101 6,162 225,228 SH   DFND 15 0 225,228 0
FMC TECHNOLOGIES INC COM 30249U101 241 8,800 SH   DFND 5 0 0 8,800
FMC TECHNOLOGIES INC COM 30249U101 200 7,324 SH   DFND 11 0 7,324 0
FNB CORP PA COM 302520101 37 2,808 SH   DFND 12,15 0 2,808 0
FNB CORP PA COM 302520101 2,999 230,544 SH   DFND 15 0 230,544 0
FS INVT CORP COM 302635107 66 7,204 SH   DFND 12,15 0 7,204 0
FS INVT CORP COM 302635107 1,255 136,884 SH   DFND 14 0 136,884 0
FS INVT CORP COM 302635107 5,978 651,933 SH   DFND 15 0 651,933 0
FXCM INC CL A NEW 302693205 391 36,361 SH   DFND 15 0 36,361 0
FXCM INC NOTE 2.250% 6/1 302693AB2 6,049 10,081,000 PRN   DFND 1 0 10,081,000 0
FTD COS INC COM 30281V108 1,606 61,163 SH   DFND 15 0 61,163 0
FTI CONSULTING INC COM 302941109 31 875 SH   DFND 12,15 0 875 0
FTI CONSULTING INC COM 302941109 626 17,615 SH   DFND 14 0 17,615 0
FTI CONSULTING INC COM 302941109 3,009 84,750 SH   DFND 1 0 84,750 0
FTI CONSULTING INC COM 302941109 9,328 262,679 SH   DFND 1,2 0 262,679 0
FTI CONSULTING INC COM 302941109 486 13,683 SH   DFND 15 0 13,683 0
FACEBOOK INC CL A 30303M102 62,574 548,415 SH   DFND 12,15 0 548,415 0
FACEBOOK INC CL A 30303M102 1,181 10,349 SH   DFND 4 0 10,349 0
FACEBOOK INC CL A 30303M102 6,928 60,717 SH   DFND 14 0 60,717 0
FACEBOOK INC CL A 30303M102 799,452 7,006,588 SH   DFND 1 0 6,987,098 19,490
FACEBOOK INC CL A 30303M102 9,239 80,972 SH   DFND 1,12 0 80,972 0
FACEBOOK INC CL A 30303M102 12,460 109,200 SH   DFND 1,4 0 109,200 0
FACEBOOK INC CL A 30303M102 4,306 37,735 SH   DFND 1,9 0 37,735 0
FACEBOOK INC CL A 30303M102 2,761 24,200 SH   DFND 1,3 0 24,200 0
FACEBOOK INC CL A 30303M102 14,354 125,800 SH   DFND 1,5 0 115,000 10,800
FACEBOOK INC CL A 30303M102 1,084 9,500 SH   DFND 1,8 0 0 9,500
FACEBOOK INC CL A 30303M102 2,068,251 18,126,648 SH   DFND 15 0 18,126,648 0
FACEBOOK INC CL A 30303M102 9,356 82,000 SH   DFND 5 0 0 82,000
FACEBOOK INC CL A 30303M102 6,686 58,600 SH   DFND 5,6 0 26,800 31,800
FACEBOOK INC CL A 30303M102 7,884 69,100 SH   DFND 11 0 69,100 0
FACEBOOK INC CL A 30303M102 10,481 91,855 SH   DFND 6 0 91,855 0
FACEBOOK INC CL A 30303M102 2,522 22,100 SH   DFND 13 0 22,100 0
FACTSET RESH SYS INC COM 303075105 5,979 39,459 SH   DFND 15 0 39,459 0
FAIR ISAAC CORP COM 303250104 58,479 551,220 SH   DFND 1 0 551,220 0
FAIR ISAAC CORP COM 303250104 2,514 23,698 SH   DFND 15 0 23,698 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 37 1,844 SH   DFND 12,15 0 1,844 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 8,287 414,374 SH   DFND 1 0 414,374 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 503 25,134 SH   DFND 15 0 25,134 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,088 54,402 SH   DFND 6 0 54,402 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 519 25,941 SH   DFND 6,12 0 25,941 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 142 7,103 SH   DFND 6,9 0 7,103 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 264 105,188 SH   DFND 15 0 105,188 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 669 44,928 SH   DFND 1 0 44,928 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,394 93,670 SH   DFND 15 0 93,670 0
FARMER BROS CO COM 307675108 1,341 48,120 SH   DFND 1 0 42,620 5,500
FARMER BROS CO COM 307675108 449 16,100 SH   DFND 1,3 0 16,100 0
FARMER BROS CO COM 307675108 681 24,441 SH   DFND 15 0 24,441 0
FARO TECHNOLOGIES INC COM 311642102 2,505 77,771 SH   DFND 15 0 77,771 0
FASTENAL CO COM 311900104 3,407 69,521 SH   DFND 12,15 0 69,521 0
FASTENAL CO COM 311900104 10,827 220,968 SH   DFND 14 0 220,968 0
FASTENAL CO COM 311900104 11,060 225,711 SH   DFND 1 0 225,711 0
FASTENAL CO COM 311900104 113,526 2,316,864 SH   DFND 15 0 2,316,864 0
FASTENAL CO COM 311900104 500 10,202 SH   DFND 5 0 0 10,202
FASTENAL CO COM 311900104 411 8,392 SH   DFND 11 0 8,392 0
FEDERAL AGRIC MTG CORP CL C 313148306 733 19,438 SH   DFND 15 0 19,438 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 1,325 134,130 SH   DFND 15 0 134,130 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 62 397 SH   DFND 12,15 0 397 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,104 7,073 SH   DFND 14 0 7,073 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 466,396 2,988,762 SH   DFND 1 0 1,031,734 1,957,028
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,732 17,506 SH   DFND 1,2 0 17,506 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,178 7,546 SH   DFND 1,12 0 7,546 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 538 3,450 SH   DFND 1,9 0 3,450 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 16,072 102,993 SH   DFND 1,3 0 102,993 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 841 5,392 SH   DFND 1,15 0 5,392 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 6,632 42,496 SH   DFND 1,13 0 42,496 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 67,302 431,287 SH   DFND 15 0 431,287 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 5,852 37,500 SH   DFND 5 0 37,500 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 321 2,060 SH   DFND 11 0 2,060 0
FEDERAL SIGNAL CORP COM 313855108 637 48,002 SH   DFND 14 0 48,002 0
FEDERAL SIGNAL CORP COM 313855108 1,633 123,140 SH   DFND 15 0 123,140 0
FEDERATED INVS INC PA CL B 314211103 47 1,629 SH   DFND 12,15 0 1,629 0
FEDERATED INVS INC PA CL B 314211103 2,018 69,942 SH   DFND 14 0 69,942 0
FEDERATED INVS INC PA CL B 314211103 131,254 4,549,537 SH   DFND 1 0 4,549,537 0
FEDERATED INVS INC PA CL B 314211103 86 2,992 SH   DFND 1,9 0 2,992 0
FEDERATED INVS INC PA CL B 314211103 648 22,446 SH   DFND 1,3 0 22,446 0
FEDERATED INVS INC PA CL B 314211103 2,714 94,081 SH   DFND 15 0 94,081 0
FEDEX CORP COM 31428X106 637 3,913 SH   DFND 12,15 0 3,913 0
FEDEX CORP COM 31428X106 2,786 17,120 SH   DFND 14 0 17,120 0
FEDEX CORP COM 31428X106 49 300 SH Call DFND 14 0 0 0
FEDEX CORP COM 31428X106 66,061 405,979 SH   DFND 1 0 405,979 0
FEDEX CORP COM 31428X106 13,249 81,421 SH   DFND 15 0 81,421 0
FEDEX CORP COM 31428X106 1,611 9,900 SH   DFND 5 0 0 9,900
FEDEX CORP COM 31428X106 1,320 8,114 SH   DFND 11 0 8,114 0
FELCOR LODGING TR INC COM 31430F101 600 73,889 SH   DFND 15 0 73,889 0
FERRO CORP COM 315405100 2,022 170,369 SH   DFND 15 0 170,369 0
F5 NETWORKS INC COM 315616102 46 431 SH   DFND 12,15 0 431 0
F5 NETWORKS INC COM 315616102 10,396 98,213 SH   DFND 14 0 98,213 0
F5 NETWORKS INC COM 315616102 82,951 783,661 SH   DFND 1 0 783,661 0
F5 NETWORKS INC COM 315616102 1,376 13,000 SH   DFND 1,9 0 13,000 0
F5 NETWORKS INC COM 315616102 4,280 40,432 SH   DFND 15 0 40,432 0
F5 NETWORKS INC COM 315616102 254 2,400 SH   DFND 5 0 0 2,400
F5 NETWORKS INC COM 315616102 222 2,100 SH   DFND 11 0 2,100 0
FIBROGEN INC COM 31572Q808 4,159 195,370 SH   DFND 1 0 160,470 34,900
FIBROGEN INC COM 31572Q808 121 5,700 SH   DFND 1,3 0 5,700 0
FIBROGEN INC COM 31572Q808 150 7,054 SH   DFND 15 0 7,054 0
FIDELITY & GTY LIFE COM 315785105 497 18,930 SH   DFND 15 0 18,930 0
FIDELITY NATL INFORMATION SV COM 31620M106 177 2,795 SH   DFND 12,15 0 2,795 0
FIDELITY NATL INFORMATION SV COM 31620M106 50,045 790,475 SH   DFND 1 0 790,475 0
FIDELITY NATL INFORMATION SV COM 31620M106 416 6,578 SH   DFND 1,3 0 6,578 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,799 60,005 SH   DFND 15 0 60,005 0
FIDELITY NATL INFORMATION SV COM 31620M106 462 7,300 SH   DFND 5 0 0 7,300
FIDELITY NATL INFORMATION SV COM 31620M106 554 8,758 SH   DFND 11 0 8,758 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 134 3,950 SH   DFND 12,15 0 3,950 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,000 29,492 SH   DFND 14 0 29,492 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 135,666 4,001,934 SH   DFND 1 0 4,001,934 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,534 74,764 SH   DFND 15 0 74,764 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 685 20,200 SH   DFND 5,6 0 9,500 10,700
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 264 7,780 SH   DFND 11 0 7,780 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 247 7,300 SH   DFND 13 0 7,300 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 1,759 162,151 SH   DFND 15 0 162,151 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 8,179 4,375,000 PRN   DFND 1 0 4,375,000 0
FIDELITY SOUTHERN CORP NEW COM 316394105 1,061 66,133 SH   DFND 15 0 66,133 0
FIDUCIARY CLAYMORE MLP OPP F COM 31647Q106 5,025 458,109 SH   DFND 14 0 458,109 0
FIESTA RESTAURANT GROUP INC COM 31660B101 444 13,537 SH   DFND 15 0 13,537 0
FIFTH THIRD BANCORP COM 316773100 326 19,530 SH   DFND 12,15 0 19,530 0
FIFTH THIRD BANCORP COM 316773100 10,437 625,351 SH   DFND 14 0 625,351 0
FIFTH THIRD BANCORP COM 316773100 566,253 33,927,711 SH   DFND 1 0 32,258,959 1,668,752
FIFTH THIRD BANCORP COM 316773100 955 57,197 SH   DFND 1,9 0 57,197 0
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FIFTH THIRD BANCORP COM 316773100 19,984 1,197,392 SH   DFND 15 0 1,197,392 0
FIFTH THIRD BANCORP COM 316773100 381 22,800 SH   DFND 5 0 0 22,800
FIFTH THIRD BANCORP COM 316773100 758 45,400 SH   DFND 5,6 0 20,700 24,700
FIFTH THIRD BANCORP COM 316773100 403 24,137 SH   DFND 11 0 24,137 0
FIFTH THIRD BANCORP COM 316773100 117 7,000 SH   DFND 6 0 7,000 0
FIFTH THIRD BANCORP COM 316773100 262 15,700 SH   DFND 13 0 15,700 0
FIFTH STREET FINANCE CORP COM 31678A103 26 5,086 SH   DFND 12,15 0 5,086 0
FIFTH STREET FINANCE CORP COM 31678A103 117 23,213 SH   DFND 14 0 23,213 0
FIFTH STREET FINANCE CORP COM 31678A103 2,356 469,252 SH   DFND 15 0 469,252 0
58 COM INC SPON ADR REP A 31680Q104 5,665 101,793 SH   DFND 15 0 101,793 0
51JOB INC SP ADR REP COM 316827104 546 17,589 SH   DFND 2 0 17,589 0
51JOB INC SP ADR REP COM 316827104 250 8,050 SH   DFND 1,2 0 8,050 0
51JOB INC SP ADR REP COM 316827104 1,464 47,202 SH   DFND 15 0 47,202 0
51JOB INC SP ADR REP COM 316827104 1,189 38,325 SH   DFND 11,6 0 38,325 0
51JOB INC SP ADR REP COM 316827104 77,478 2,497,672 SH   DFND 6 0 1,924,183 573,489
51JOB INC SP ADR REP COM 316827104 434 13,988 SH   DFND 6,2 0 13,988 0
51JOB INC SP ADR REP COM 316827104 30,387 979,602 SH   DFND 6,12 0 979,602 0
51JOB INC SP ADR REP COM 316827104 494 15,916 SH   DFND 6,9 0 15,916 0
FINANCIAL ENGINES INC COM 317485100 2,770 88,125 SH   DFND 15 0 88,125 0
FINANCIAL INSTNS INC COM 317585404 156 5,380 SH   DFND 1 0 5,380 0
FINANCIAL INSTNS INC COM 317585404 32 1,100 SH   DFND 1,3 0 1,100 0
FINANCIAL INSTNS INC COM 317585404 1,151 39,610 SH   DFND 15 0 39,610 0
FINISAR CORP COM NEW 31787A507 5,704 312,726 SH   DFND 14 0 312,726 0
FINISAR CORP COM NEW 31787A507 2,228 122,151 SH   DFND 15 0 122,151 0
FINISH LINE INC CL A 317923100 23 1,108 SH   DFND 12,15 0 1,108 0
FINISH LINE INC CL A 317923100 3,031 143,662 SH   DFND 15 0 143,662 0
FIREEYE INC COM 31816Q101 244 13,551 SH   DFND 14 0 13,551 0
FIREEYE INC COM 31816Q101 4,463 248,106 SH   DFND 15 0 248,106 0
FIRST AMERN FINL CORP COM 31847R102 64 1,676 SH   DFND 12,15 0 1,676 0
FIRST AMERN FINL CORP COM 31847R102 372 9,752 SH   DFND 14 0 9,752 0
FIRST AMERN FINL CORP COM 31847R102 1,040 27,277 SH   DFND 15 0 27,277 0
FIRST BANCORP P R COM NEW 318672706 45 15,350 SH   DFND 1 0 15,350 0
FIRST BANCORP P R COM NEW 318672706 16 5,400 SH   DFND 1,3 0 5,400 0
FIRST BANCORP P R COM NEW 318672706 1,791 613,500 SH   DFND 15 0 613,500 0
FIRST BANCORP N C COM 318910106 402 21,318 SH   DFND 15 0 21,318 0
FIRST BUSEY CORP COM NEW 319383204 879 42,930 SH   DFND 1 0 35,030 7,900
FIRST BUSEY CORP COM NEW 319383204 209 10,200 SH   DFND 1,3 0 10,200 0
FIRST BUSEY CORP COM NEW 319383204 284 13,864 SH   DFND 15 0 13,864 0
FIRST BUS FINL SVCS INC WIS COM 319390100 73 3,200 SH   DFND 1 0 3,200 0
FIRST BUS FINL SVCS INC WIS COM 319390100 30 1,300 SH   DFND 1,3 0 1,300 0
FIRST BUS FINL SVCS INC WIS COM 319390100 134 5,865 SH   DFND 15 0 5,865 0
FIRST CASH FINL SVCS INC COM 31942D107 2,697 58,551 SH   DFND 15 0 58,551 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,425 5,676 SH   DFND 15 0 5,676 0
FIRST COMWLTH FINL CORP PA COM 319829107 12 1,380 SH   DFND 1 0 1,380 0
FIRST COMWLTH FINL CORP PA COM 319829107 5,199 586,758 SH   DFND 15 0 586,758 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 425 21,428 SH   DFND 15 0 21,428 0
FIRST DEFIANCE FINL CORP COM 32006W106 783 20,390 SH   DFND 1 0 20,390 0
FIRST DEFIANCE FINL CORP COM 32006W106 215 5,600 SH   DFND 1,3 0 5,600 0
FIRST DEFIANCE FINL CORP COM 32006W106 1,369 35,650 SH   DFND 15 0 35,650 0
FIRST DATA CORP NEW COM CL A 32008D106 144,408 11,159,777 SH   DFND 1 0 11,159,777 0
FIRST DATA CORP NEW COM CL A 32008D106 985 76,147 SH   DFND 1,12 0 76,147 0
FIRST DATA CORP NEW COM CL A 32008D106 54 4,142 SH   DFND 15 0 4,142 0
FIRST FINL BANCORP OH COM 320209109 13 694 SH   DFND 1 0 694 0
FIRST FINL BANCORP OH COM 320209109 6,898 379,442 SH   DFND 15 0 379,442 0
FIRST FINL BANKSHARES COM 32020R109 6,876 232,459 SH   DFND 15 0 232,459 0
FIRST FINL CORP IND COM 320218100 611 17,866 SH   DFND 15 0 17,866 0
FIRST HORIZON NATL CORP COM 320517105 38 2,881 SH   DFND 12,15 0 2,881 0
FIRST HORIZON NATL CORP COM 320517105 251,663 19,210,949 SH   DFND 1 0 17,942,464 1,268,485
FIRST HORIZON NATL CORP COM 320517105 223 17,057 SH   DFND 1,3 0 17,057 0
FIRST HORIZON NATL CORP COM 320517105 3,190 243,485 SH   DFND 15 0 243,485 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 75,230 3,308,266 SH   DFND 1 0 1,788,252 1,520,014
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 784 34,467 SH   DFND 1,2 0 34,467 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 335 14,746 SH   DFND 1,12 0 14,746 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 4,606 202,541 SH   DFND 1,3 0 202,541 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,893 83,238 SH   DFND 1,13 0 83,238 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,652 116,622 SH   DFND 15 0 116,622 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 2,577 91,620 SH   DFND 1 0 61,920 29,700
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 619 22,000 SH   DFND 1,3 0 22,000 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 670 23,830 SH   DFND 15 0 23,830 0
FIRST LONG IS CORP COM 320734106 101 3,530 SH   DFND 1 0 3,530 0
FIRST LONG IS CORP COM 320734106 23 800 SH   DFND 1,3 0 800 0
FIRST LONG IS CORP COM 320734106 214 7,509 SH   DFND 15 0 7,509 0
FIRST MAJESTIC SILVER CORP COM 32076V103 54 8,277 SH   DFND 2,15 0 8,277 0
FIRST MAJESTIC SILVER CORP COM 32076V103 185 28,584 SH   DFND 15 0 28,584 0
FIRST MERCHANTS CORP COM 320817109 951 40,340 SH   DFND 1 0 40,340 0
FIRST MERCHANTS CORP COM 320817109 257 10,900 SH   DFND 1,3 0 10,900 0
FIRST MERCHANTS CORP COM 320817109 1,887 80,042 SH   DFND 15 0 80,042 0
FIRST MIDWEST BANCORP DEL COM 320867104 12 657 SH   DFND 1 0 657 0
FIRST MIDWEST BANCORP DEL COM 320867104 7,219 400,601 SH   DFND 15 0 400,601 0
FIRST NBC BK HLDG CO COM 32115D106 302 14,680 SH   DFND 1 0 4,180 10,500
FIRST NBC BK HLDG CO COM 32115D106 25 1,200 SH   DFND 1,3 0 1,200 0
FIRST NBC BK HLDG CO COM 32115D106 726 35,240 SH   DFND 15 0 35,240 0
FIRST NIAGARA FINL GP INC COM 33582V108 65 6,745 SH   DFND 12,15 0 6,745 0
FIRST NIAGARA FINL GP INC COM 33582V108 2,094 216,319 SH   DFND 1 0 216,319 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,357 140,170 SH   DFND 15 0 140,170 0
FIRST POTOMAC RLTY TR COM 33610F109 1,148 126,681 SH   DFND 15 0 126,681 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 70 1,055 SH   DFND 12,15 0 1,055 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,127 31,913 SH   DFND 14 0 31,913 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 98,526 1,478,480 SH   DFND 1 0 1,478,480 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 652 9,791 SH   DFND 1,2 0 9,791 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 32 485 SH   DFND 1,11 0 485 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 730 10,948 SH   DFND 1,6 0 10,948 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,561 173,480 SH   DFND 15 0 173,480 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 293 4,400 SH   DFND 11 0 4,400 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 576 8,646 SH   DFND 11,6 0 0 8,646
FIRST REP BK SAN FRANCISCO C COM 33616C100 56,285 844,617 SH   DFND 6 0 844,617 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 53 791 SH   DFND 6,2 0 791 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 555 8,324 SH   DFND 6,12 0 8,324 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 401 6,015 SH   DFND 6,9 0 6,015 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 217 3,252 SH   DFND 6,13 0 3,252 0
FIRST SOLAR INC COM 336433107 208 3,042 SH   DFND 12,15 0 3,042 0
FIRST SOLAR INC COM 336433107 113 1,654 SH   DFND 14 0 1,654 0
FIRST SOLAR INC COM 336433107 10,744 156,913 SH   DFND 1 0 156,913 0
FIRST SOLAR INC COM 336433107 6,959 101,642 SH   DFND 15 0 101,642 0
1ST SOURCE CORP COM 336901103 831 26,092 SH   DFND 15 0 26,092 0
FIRST TR INTER DUR PFD & IN COM 33718W103 2,115 93,813 SH   DFND 14 0 93,813 0
FIRST TR INTER DUR PFD & IN COM 33718W103 9,707 430,480 SH   DFND 15 0 430,480 0
FIRST TR ENHANCED EQTY INC F COM 337318109 4,807 377,280 SH   DFND 14 0 377,280 0
FIRST TR ENHANCED EQTY INC F COM 337318109 2,273 178,417 SH   DFND 15 0 178,417 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 1,599 145,877 SH   DFND 14 0 145,877 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 1,887 172,133 SH   DFND 15 0 172,133 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 2,937 228,186 SH   DFND 14 0 228,186 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 2,980 231,559 SH   DFND 15 0 231,559 0
FIRST TR ENERGY INFRASTRCTR COM 33738C103 3,564 231,115 SH   DFND 14 0 231,115 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 5,198 355,548 SH   DFND 15 0 355,548 0
FIRST TR ENERGY INCOME & GRW COM 33738G104 6,545 280,651 SH   DFND 14 0 280,651 0
FIRST TR MLP & ENERGY INCOME COM 33739B104 5,730 421,300 SH   DFND 14 0 421,300 0
FST TR NEW OPPORT MLP & ENE COM 33739M100 3,546 295,491 SH   DFND 14 0 295,491 0
FISERV INC COM 337738108 7,030 68,530 SH   DFND 12,15 0 68,530 0
FISERV INC COM 337738108 263 2,564 SH   DFND 14 0 2,564 0
FISERV INC COM 337738108 11,882 115,827 SH   DFND 1 0 115,627 200
FISERV INC COM 337738108 1,245 12,139 SH   DFND 1,15 0 12,139 0
FISERV INC COM 337738108 289,279 2,820,030 SH   DFND 15 0 2,820,030 0
FISERV INC COM 337738108 1,323 12,900 SH   DFND 5 0 0 12,900
FISERV INC COM 337738108 716 6,984 SH   DFND 11 0 6,984 0
FIRSTMERIT CORP COM 337915102 54 2,546 SH   DFND 12,15 0 2,546 0
FIRSTMERIT CORP COM 337915102 256 12,163 SH   DFND 14 0 12,163 0
FIRSTMERIT CORP COM 337915102 2,711 128,776 SH   DFND 15 0 128,776 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,091 144,040 SH   DFND 1 0 86,840 57,200
FLAGSTAR BANCORP INC COM PAR .001 337930705 599 27,900 SH   DFND 1,3 0 27,900 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 952 44,381 SH   DFND 15 0 44,381 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 178 8,300 SH   DFND 5 0 0 8,300
FIRSTENERGY CORP COM 337932107 487 13,533 SH   DFND 12,15 0 13,533 0
FIRSTENERGY CORP COM 337932107 192 5,350 SH   DFND 14 0 5,350 0
FIRSTENERGY CORP COM 337932107 281,060 7,813,741 SH   DFND 1 0 7,258,333 555,408
FIRSTENERGY CORP COM 337932107 331 9,200 SH   DFND 1,4 0 9,200 0
FIRSTENERGY CORP COM 337932107 1,555 43,242 SH   DFND 1,9 0 43,242 0
FIRSTENERGY CORP COM 337932107 220 6,122 SH   DFND 1,3 0 6,122 0
FIRSTENERGY CORP COM 337932107 896 24,900 SH   DFND 1,5 0 24,900 0
FIRSTENERGY CORP COM 337932107 144 4,000 SH   DFND 1,8 0 0 4,000
FIRSTENERGY CORP COM 337932107 36,234 1,007,337 SH   DFND 15 0 1,007,337 0
FIRSTENERGY CORP COM 337932107 363 10,084 SH   DFND 5 0 0 10,084
FIRSTENERGY CORP COM 337932107 470 13,071 SH   DFND 11 0 13,071 0
FITBIT INC CL A 33812L102 697 45,983 SH   DFND 15 0 45,983 0
FIVE BELOW INC COM 33829M101 42,171 1,020,095 SH   DFND 1 0 1,020,095 0
FIVE BELOW INC COM 33829M101 2,854 69,045 SH   DFND 1,9 0 69,045 0
FIVE BELOW INC COM 33829M101 3,143 76,024 SH   DFND 15 0 76,024 0
500 COM LTD SPON ADR REP A 33829R100 1,173 70,219 SH   DFND 15 0 70,219 0
FIVE9 INC COM 338307101 1,147 129,060 SH   DFND 15 0 129,060 0
FIVE OAKS INVT CORP COM 33830W106 175 31,271 SH   DFND 15 0 31,271 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 3,006 73,978 SH   DFND 15 0 73,978 0
FIVE STAR QUALITY CARE INC COM 33832D106 496 216,764 SH   DFND 15 0 216,764 0
FLAHERTY&CRMN PFD SEC INCOM COM 338478100 4,160 204,426 SH   DFND 15 0 204,426 0
FLAHERTY & CRUMRINE TOTAL RE COM 338479108 3,035 149,655 SH   DFND 14 0 149,655 0
FLAHERTY & CRUMRINE TOTAL RE COM 338479108 1,205 59,430 SH   DFND 15 0 59,430 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 4,393 397,957 SH   DFND 1 0 282,540 115,417
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 10 913 SH   DFND 15 0 913 0
FLAHERTY & CRUMRINE DYN PFD SHS 33848W106 5,175 219,849 SH   DFND 14 0 219,849 0
FLAHERTY & CRUMRINE DYN PFD SHS 33848W106 2,732 116,072 SH   DFND 15 0 116,072 0
FLEETCOR TECHNOLOGIES INC COM 339041105 47 319 SH   DFND 12,15 0 319 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,857 25,932 SH   DFND 15 0 25,932 0
FLEETCOR TECHNOLOGIES INC COM 339041105 357 2,400 SH   DFND 11 0 2,400 0
FLEXSTEEL INDS INC COM 339382103 334 7,654 SH   DFND 15 0 7,654 0
FLEXION THERAPEUTICS INC COM 33938J106 1,298 141,058 SH   DFND 1 0 141,058 0
FLEXION THERAPEUTICS INC COM 33938J106 345 37,466 SH   DFND 1,12 0 37,466 0
FLEXION THERAPEUTICS INC COM 33938J106 2 195 SH   DFND 15 0 195 0
FLOTEK INDS INC DEL COM 343389102 1,956 266,906 SH   DFND 15 0 266,906 0
FLUOR CORP NEW COM 343412102 430 8,013 SH   DFND 12,15 0 8,013 0
FLUOR CORP NEW COM 343412102 1,078 20,068 SH   DFND 14 0 20,068 0
FLUOR CORP NEW COM 343412102 48 900 SH Call DFND 14 0 0 0
FLUOR CORP NEW COM 343412102 142,252 2,649,006 SH   DFND 1 0 2,644,486 4,520
FLUOR CORP NEW COM 343412102 1,353 25,200 SH   DFND 1,4 0 25,200 0
FLUOR CORP NEW COM 343412102 279 5,200 SH   DFND 1,3 0 5,200 0
FLUOR CORP NEW COM 343412102 46 863 SH   DFND 1,15 0 863 0
FLUOR CORP NEW COM 343412102 3,829 71,300 SH   DFND 1,5 0 71,300 0
FLUOR CORP NEW COM 343412102 13,916 259,147 SH   DFND 15 0 259,147 0
FLUOR CORP NEW COM 343412102 472 8,790 SH   DFND 5 0 0 8,790
FLUOR CORP NEW COM 343412102 779 14,500 SH   DFND 5,6 0 6,600 7,900
FLUOR CORP NEW COM 343412102 231 4,302 SH   DFND 11 0 4,302 0
FLUOR CORP NEW COM 343412102 285 5,300 SH   DFND 13 0 5,300 0
FLOWERS FOODS INC COM 343498101 48 2,578 SH   DFND 12,15 0 2,578 0
FLOWERS FOODS INC COM 343498101 340 18,400 SH   DFND 1 0 18,400 0
FLOWERS FOODS INC COM 343498101 11,726 635,213 SH   DFND 15 0 635,213 0
FLOWSERVE CORP COM 34354P105 115,694 2,605,132 SH   DFND 2 0 2,605,132 0
FLOWSERVE CORP COM 34354P105 79 1,787 SH   DFND 12,15 0 1,787 0
FLOWSERVE CORP COM 34354P105 394 8,862 SH   DFND 14 0 8,862 0
FLOWSERVE CORP COM 34354P105 247,548 5,574,141 SH   DFND 1 0 5,574,141 0
FLOWSERVE CORP COM 34354P105 137 3,087 SH   DFND 1,9 0 3,087 0
FLOWSERVE CORP COM 34354P105 1,024 23,068 SH   DFND 1,3 0 23,068 0
FLOWSERVE CORP COM 34354P105 2,659 59,884 SH   DFND 15 0 59,884 0
FLOWSERVE CORP COM 34354P105 440 9,900 SH   DFND 5 0 0 9,900
FLOWSERVE CORP COM 34354P105 178 4,000 SH   DFND 11 0 4,000 0
FLOWSERVE CORP COM 34354P105 738 16,610 SH   DFND 11,2 0 16,610 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 4,395 8,064,000 PRN   DFND 1 0 8,064,000 0
FLUSHING FINL CORP COM 343873105 1,049 48,502 SH   DFND 15 0 48,502 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 254,454 2,642,029 SH   DFND 1 0 2,403,531 238,498
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 12,058 125,205 SH   DFND 1,2 0 125,205 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 13,517 140,344 SH   DFND 1,3 0 140,344 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,861 19,327 SH   DFND 15 0 19,327 0
FOOT LOCKER INC COM 344849104 88 1,366 SH   DFND 12,15 0 1,366 0
FOOT LOCKER INC COM 344849104 2,270 35,187 SH   DFND 14 0 35,187 0
FOOT LOCKER INC COM 344849104 13 200 SH   DFND 1 0 200 0
FOOT LOCKER INC COM 344849104 297 4,600 SH   DFND 1,9 0 4,600 0
FOOT LOCKER INC COM 344849104 2,449 37,970 SH   DFND 15 0 37,970 0
FOOT LOCKER INC COM 344849104 897 13,900 SH   DFND 5,6 0 6,600 7,300
FOOT LOCKER INC COM 344849104 271 4,200 SH   DFND 11 0 4,200 0
FOOT LOCKER INC COM 344849104 503 7,800 SH   DFND 13 0 7,800 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,617 119,799 SH   DFND 12,15 0 119,799 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,974 294,348 SH   DFND 14 0 294,348 0
FORD MTR CO DEL COM PAR $0.01 345370860 13,504 1,000,266 SH   DFND 1 0 998,266 2,000
FORD MTR CO DEL COM PAR $0.01 345370860 3,512 260,181 SH   DFND 1,9 0 260,181 0
FORD MTR CO DEL COM PAR $0.01 345370860 66,084 4,895,097 SH   DFND 15 0 4,895,097 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,731 128,200 SH   DFND 5 0 0 128,200
FORD MTR CO DEL COM PAR $0.01 345370860 1,520 112,558 SH   DFND 11 0 112,558 0
FORD MTR CO DEL COM PAR $0.01 345370860 954 70,700 SH   DFND 13 0 70,700 0
FOREST CITY RLTY TR INC COM CL A 345605109 163,955 7,774,074 SH   DFND 1 0 7,774,074 0
FOREST CITY RLTY TR INC COM CL A 345605109 66 3,135 SH   DFND 15 0 3,135 0
FORESTAR GROUP INC COM 346233109 1,437 110,188 SH   DFND 15 0 110,188 0
FORMFACTOR INC COM 346375108 286 39,342 SH   DFND 15 0 39,342 0
FORRESTER RESH INC COM 346563109 12 351 SH   DFND 1 0 351 0
FORRESTER RESH INC COM 346563109 3,907 116,246 SH   DFND 15 0 116,246 0
FORTINET INC COM 34959E109 4,535 148,042 SH   DFND 14 0 148,042 0
FORTINET INC COM 34959E109 2,346 76,606 SH   DFND 15 0 76,606 0
FORTINET INC COM 34959E109 144 4,700 SH   DFND 11 0 4,700 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 57 1,017 SH   DFND 12,15 0 1,017 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 160 2,861 SH   DFND 14 0 2,861 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,550 45,505 SH   DFND 15 0 45,505 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 275 4,900 SH   DFND 11 0 4,900 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 45,014 3,410,128 SH   DFND 1 0 3,410,128 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2,904 220,012 SH   DFND 15 0 220,012 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,805 136,749 SH   DFND 6 0 136,749 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 878 66,514 SH   DFND 6,12 0 66,514 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 259 19,655 SH   DFND 6,9 0 19,655 0
FORWARD AIR CORP COM 349853101 68,513 1,511,756 SH   DFND 1 0 1,511,756 0
FORWARD AIR CORP COM 349853101 1,666 36,765 SH   DFND 15 0 36,765 0
FORWARD AIR CORP COM 349853101 2,705 59,695 SH   DFND 6 0 59,695 0
FORWARD AIR CORP COM 349853101 1,353 29,865 SH   DFND 6,12 0 29,865 0
FORWARD AIR CORP COM 349853101 349 7,698 SH   DFND 6,9 0 7,698 0
FOSSIL GROUP INC COM 34988V106 92 2,079 SH   DFND 12,15 0 2,079 0
FOSSIL GROUP INC COM 34988V106 137 3,073 SH   DFND 14 0 3,073 0
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FOSTER L B CO COM 350060109 548 30,192 SH   DFND 15 0 30,192 0
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FUELCELL ENERGY INC COM NEW 35952H502 38 5,601 SH   DFND 12,15 0 5,601 0
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FULLER H B CO COM 359694106 13 318 SH   DFND 1 0 318 0
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G & K SVCS INC CL A 361268105 14 193 SH   DFND 1 0 193 0
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GATX CORP COM 361448103 41 868 SH   DFND 12,15 0 868 0
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GEO GROUP INC NEW COM 36162J106 45 1,311 SH   DFND 12,15 0 1,311 0
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GNC HLDGS INC COM CL A 36191G107 100 3,153 SH   DFND 12,15 0 3,153 0
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GP STRATEGIES CORP COM 36225V104 307 11,187 SH   DFND 15 0 11,187 0
G-III APPAREL GROUP LTD COM 36237H101 70,674 1,445,565 SH   DFND 1 0 1,395,164 50,401
G-III APPAREL GROUP LTD COM 36237H101 3,001 61,381 SH   DFND 15 0 61,381 0
GABELLI EQUITY TR INC COM 362397101 3,292 606,319 SH   DFND 14 0 606,319 0
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GABELLI DIVD & INCOME TR COM 36242H104 4,441 240,303 SH   DFND 14 0 240,303 0
GAIN CAP HLDGS INC COM 36268W100 283 43,176 SH   DFND 15 0 43,176 0
GALLAGHER ARTHUR J & CO COM 363576109 96 2,154 SH   DFND 12,15 0 2,154 0
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GALLAGHER ARTHUR J & CO COM 363576109 101,246 2,276,212 SH   DFND 1 0 2,276,212 0
GALLAGHER ARTHUR J & CO COM 363576109 6,732 151,353 SH   DFND 15 0 151,353 0
GALLAGHER ARTHUR J & CO COM 363576109 245 5,500 SH   DFND 11 0 5,500 0
GAMCO GLOBAL GOLD NAT RES & COM SH BEN INT 36465A109 1,099 194,938 SH   DFND 14 0 194,938 0
GAMCO NAT RES GOLD & INCOME SH BEN INT 36465E101 1,330 202,063 SH   DFND 15 0 202,063 0
GAMING & LEISURE PPTYS INC COM 36467J108 414 13,395 SH   DFND 1 0 13,395 0
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GAMESTOP CORP NEW CL A 36467W109 111 3,488 SH   DFND 12,15 0 3,488 0
GAMESTOP CORP NEW CL A 36467W109 41,907 1,320,731 SH   DFND 1 0 1,319,481 1,250
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GAMESTOP CORP NEW CL A 36467W109 22 700 SH   DFND 1,3 0 700 0
GAMESTOP CORP NEW CL A 36467W109 628 19,800 SH   DFND 1,5 0 19,800 0
GAMESTOP CORP NEW CL A 36467W109 213 6,700 SH   DFND 1,8 0 0 6,700
GAMESTOP CORP NEW CL A 36467W109 2,868 90,384 SH   DFND 15 0 90,384 0
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GANNETT CO INC COM 36473H104 53 3,490 SH   DFND 12,15 0 3,490 0
GANNETT CO INC COM 36473H104 4,852 320,508 SH   DFND 15 0 320,508 0
GAP INC DEL COM 364760108 317 10,791 SH   DFND 12,15 0 10,791 0
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GAP INC DEL COM 364760108 13,794 469,199 SH   DFND 14 0 469,199 0
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GAP INC DEL COM 364760108 168 5,700 SH   DFND 13 0 5,700 0
GARTNER INC COM 366651107 159 1,779 SH   DFND 12,15 0 1,779 0
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GASTAR EXPL INC NEW COM 36729W202 220 199,902 SH   DFND 15 0 199,902 0
GENERAC HLDGS INC COM 368736104 49 1,304 SH   DFND 12,15 0 1,304 0
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GENERAC HLDGS INC COM 368736104 35 937 SH   DFND 6,9 0 937 0
GENERAL CABLE CORP DEL NEW COM 369300108 63 5,149 SH   DFND 12,15 0 5,149 0
GENERAL CABLE CORP DEL NEW COM 369300108 9,270 759,250 SH   DFND 1 0 655,950 103,300
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GENERAL CABLE CORP DEL NEW COM 369300108 1,939 158,765 SH   DFND 15 0 158,765 0
GENERAL CABLE CORP DEL NEW COM 369300108 416 34,100 SH   DFND 5 0 0 34,100
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 1,366 2,500,000 PRN   DFND 1 0 2,500,000 0
GENERAL COMMUNICATION INC CL A 369385109 2,230 121,711 SH   DFND 2 0 121,711 0
GENERAL COMMUNICATION INC CL A 369385109 12 663 SH   DFND 12,15 0 663 0
GENERAL COMMUNICATION INC CL A 369385109 364 19,850 SH   DFND 1 0 19,850 0
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GENERAL COMMUNICATION INC CL A 369385109 5,257 286,980 SH   DFND 15 0 286,980 0
GENERAL COMMUNICATION INC CL A 369385109 29 1,592 SH   DFND 11,2 0 1,592 0
GENERAL DYNAMICS CORP COM 369550108 497 3,786 SH   DFND 12,15 0 3,786 0
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GENERAL ELECTRIC CO COM 369604103 148,691 4,677,291 SH   DFND 14 0 4,677,291 0
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GENERAL ELECTRIC CO COM 369604103 18,631 586,061 SH   DFND 5 0 235,600 350,461
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GENERAL GROWTH PPTYS INC NEW COM 370023103 130 4,359 SH   DFND 12,15 0 4,359 0
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GENERAL MTRS CO *W EXP 07/10/201 37045V118 448 20,635 SH   DFND 12 0 20,635 0
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GENESIS ENERGY L P UNIT LTD PARTN 371927104 152 4,784 SH   DFND 15 0 4,784 0
GENUINE PARTS CO COM 372460105 218 2,193 SH   DFND 12,15 0 2,193 0
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GILEAD SCIENCES INC COM 375558103 1,562 17,000 SH   DFND 1,9 0 17,000 0
GILEAD SCIENCES INC COM 375558103 3,922 42,700 SH   DFND 1,3 0 42,700 0
GILEAD SCIENCES INC COM 375558103 22,285 242,600 SH   DFND 1,5 0 222,600 20,000
GILEAD SCIENCES INC COM 375558103 1,148 12,500 SH   DFND 1,8 0 0 12,500
GILEAD SCIENCES INC COM 375558103 1,155,714 12,581,251 SH   DFND 15 0 12,581,251 0
GILEAD SCIENCES INC COM 375558103 24,664 268,500 SH   DFND 5 0 115,800 152,700
GILEAD SCIENCES INC COM 375558103 13,246 144,200 SH   DFND 5,9 0 144,200 0
GILEAD SCIENCES INC COM 375558103 8,543 93,000 SH   DFND 5,6 0 50,700 42,300
GILEAD SCIENCES INC COM 375558103 1,075 11,700 SH   DFND 5,7 0 0 11,700
GILEAD SCIENCES INC COM 375558103 4,017 43,734 SH   DFND 11 0 43,734 0
GILEAD SCIENCES INC COM 375558103 14,713 160,165 SH   DFND 6 0 160,165 0
GILEAD SCIENCES INC COM 375558103 2,802 30,500 SH   DFND 7 0 30,500 0
GILEAD SCIENCES INC COM 375558103 4,023 43,800 SH   DFND 13 0 43,800 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 10,283 2,500,000 PRN   DFND 1 0 2,500,000 0
GILDAN ACTIVEWEAR INC COM 375916103 11,345 371,851 SH   DFND 1,2 0 371,851 0
GILDAN ACTIVEWEAR INC COM 375916103 239 7,835 SH   DFND 15 0 7,835 0
GILDAN ACTIVEWEAR INC COM 375916103 464 15,200 SH   DFND 5 0 0 15,200
GILDAN ACTIVEWEAR INC COM 375916103 217 7,100 SH   DFND 11 0 7,100 0
GILDAN ACTIVEWEAR INC COM 375916103 4,682 153,474 SH   DFND 6 0 153,474 0
GILDAN ACTIVEWEAR INC COM 375916103 145 4,750 SH   DFND 6,2 0 4,750 0
GILDAN ACTIVEWEAR INC COM 375916103 627 20,550 SH   DFND 6,12 0 20,550 0
GILDAN ACTIVEWEAR INC COM 375916103 66 2,175 SH   DFND 6,9 0 2,175 0
GLACIER BANCORP INC NEW COM 37637Q105 22,084 868,777 SH   DFND 1 0 868,777 0
GLACIER BANCORP INC NEW COM 37637Q105 6,300 247,853 SH   DFND 15 0 247,853 0
GLACIER BANCORP INC NEW COM 37637Q105 2,960 116,443 SH   DFND 6 0 116,443 0
GLACIER BANCORP INC NEW COM 37637Q105 1,483 58,342 SH   DFND 6,12 0 58,342 0
GLACIER BANCORP INC NEW COM 37637Q105 378 14,853 SH   DFND 6,9 0 14,853 0
GLADSTONE COML CORP COM 376536108 454 27,704 SH   DFND 1 0 27,704 0
GLADSTONE COML CORP COM 376536108 5,236 319,648 SH   DFND 15 0 319,648 0
GLATFELTER COM 377316104 357 17,201 SH   DFND 14 0 17,201 0
GLATFELTER COM 377316104 1,765 85,138 SH   DFND 15 0 85,138 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 3,938 97,114 SH   DFND 14 0 97,114 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 22,921 565,253 SH   DFND 1 0 565,253 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 6,344 156,445 SH   DFND 1,12 0 156,445 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,241 55,273 SH   DFND 15 0 55,273 0
GLOBALSTAR INC COM 378973408 21 14,195 SH   DFND 15 0 14,195 0
GLOBAL HIGH INCOME FUND INC COM 37933G108 1,107 127,414 SH   DFND 15 0 127,414 0
GLOBAL NET LEASE INC COM 379378102 417 48,737 SH   DFND 1 0 48,737 0
GLOBAL NET LEASE INC COM 379378102 4,379 511,532 SH   DFND 15 0 511,532 0
GLOBAL PMTS INC COM 37940X102 10,374 158,869 SH   DFND 2 0 158,869 0
GLOBAL PMTS INC COM 37940X102 1,662 25,452 SH   DFND 14 0 25,452 0
GLOBAL PMTS INC COM 37940X102 21,451 328,504 SH   DFND 1,2 0 328,504 0
GLOBAL PMTS INC COM 37940X102 3,072 47,050 SH   DFND 15 0 47,050 0
GLOBAL PMTS INC COM 37940X102 268 4,100 SH   DFND 11 0 4,100 0
GLOBAL PMTS INC COM 37940X102 78 1,194 SH   DFND 11,2 0 1,194 0
GLOBAL PARTNERS LP COM UNITS 37946R109 335 24,790 SH   DFND 14 0 24,790 0
GLOBAL EAGLE ENTMT INC COM 37951D102 219 25,684 SH   DFND 15 0 25,684 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,590 103,790 SH   DFND 1 0 61,690 42,100
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 501 20,100 SH   DFND 1,3 0 20,100 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 774 31,013 SH   DFND 15 0 31,013 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 352 14,100 SH   DFND 5 0 0 14,100
GLOBUS MED INC CL A 379577208 32,514 1,368,991 SH   DFND 1 0 1,243,687 125,304
GLOBUS MED INC CL A 379577208 585 24,647 SH   DFND 15 0 24,647 0
GLOBUS MED INC CL A 379577208 2,951 124,257 SH   DFND 6 0 124,257 0
GLOBUS MED INC CL A 379577208 1,384 58,255 SH   DFND 6,12 0 58,255 0
GLOBUS MED INC CL A 379577208 380 15,981 SH   DFND 6,9 0 15,981 0
GLU MOBILE INC COM 379890106 358 126,884 SH   DFND 14 0 126,884 0
GLU MOBILE INC COM 379890106 72 25,602 SH   DFND 15 0 25,602 0
GODADDY INC CL A 380237107 1,832 56,665 SH   DFND 15 0 56,665 0
GOGO INC COM 38046C109 742 67,390 SH   DFND 15 0 67,390 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2,532 642,753 SH   DFND 1,2 0 642,753 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 447 113,462 SH   DFND 1,9 0 113,462 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 526 133,400 SH   DFND 1,5 0 133,400 0
GOLD RESOURCE CORP COM 38068T105 343 147,240 SH   DFND 1 0 147,240 0
GOLD RESOURCE CORP COM 38068T105 171 73,400 SH   DFND 1,3 0 73,400 0
GOLD RESOURCE CORP COM 38068T105 357 153,406 SH   DFND 15 0 153,406 0
GOLDCORP INC NEW COM 380956409 23,379 1,440,508 SH   DFND 2 0 1,440,508 0
GOLDCORP INC NEW COM 380956409 637 39,277 SH   DFND 2,15 0 39,277 0
GOLDCORP INC NEW COM 380956409 13 799 SH   DFND 12,15 0 799 0
GOLDCORP INC NEW COM 380956409 12,550 773,286 SH   DFND 1,2 0 773,286 0
GOLDCORP INC NEW COM 380956409 2,450 150,952 SH   DFND 1,9 0 150,952 0
GOLDCORP INC NEW COM 380956409 3,703 228,129 SH   DFND 15 0 228,129 0
GOLDCORP INC NEW COM 380956409 458 28,200 SH   DFND 5 0 0 28,200
GOLDCORP INC NEW COM 380956409 416 25,662 SH   DFND 11 0 25,662 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,397 8,898 SH   DFND 12,15 0 8,898 0
GOLDMAN SACHS GROUP INC COM 38141G104 976 6,220 SH   DFND 4 0 6,220 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,533 22,503 SH   DFND 14 0 22,503 0
GOLDMAN SACHS GROUP INC COM 38141G104 47 300 SH Call DFND 14 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 476,243 3,033,781 SH   DFND 1 0 2,844,592 189,189
GOLDMAN SACHS GROUP INC COM 38141G104 15,690 99,950 SH   DFND 1,4 0 99,950 0
GOLDMAN SACHS GROUP INC COM 38141G104 622 3,964 SH   DFND 1,9 0 3,964 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,492 22,243 SH   DFND 1,3 0 22,243 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,863 69,200 SH   DFND 1,5 0 59,400 9,800
GOLDMAN SACHS GROUP INC COM 38141G104 848 5,400 SH   DFND 1,8 0 0 5,400
GOLDMAN SACHS GROUP INC COM 38141G104 24,725 157,506 SH   DFND 15 0 157,506 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,402 15,300 SH   DFND 5 0 0 15,300
GOLDMAN SACHS GROUP INC COM 38141G104 3,187 20,300 SH   DFND 5,6 0 9,400 10,900
GOLDMAN SACHS GROUP INC COM 38141G104 392 2,500 SH   DFND 5,7 0 0 2,500
GOLDMAN SACHS GROUP INC COM 38141G104 1,831 11,665 SH   DFND 11 0 11,665 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,727 11,000 SH   DFND 13 0 11,000 0
GOLDMAN SACHS BDC INC SHS 38147U107 20 1,043 SH   DFND 12,15 0 1,043 0
GOLDMAN SACHS BDC INC SHS 38147U107 1,851 94,455 SH   DFND 15 0 94,455 0
GOLDMAN SACHS MLP INC OPP FD COM SHS 38147W103 401 52,163 SH   DFND 14 0 52,163 0
GOLUB CAP BDC INC COM 38173M102 28 1,638 SH   DFND 12,15 0 1,638 0
GOLUB CAP BDC INC COM 38173M102 1,482 85,628 SH   DFND 14 0 85,628 0
GOLUB CAP BDC INC COM 38173M102 2,627 151,734 SH   DFND 15 0 151,734 0
GOODYEAR TIRE & RUBR CO COM 382550101 216 6,543 SH   DFND 12,15 0 6,543 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,383 72,250 SH   DFND 14 0 72,250 0
GOODYEAR TIRE & RUBR CO COM 382550101 28,332 859,075 SH   DFND 1 0 857,225 1,850
GOODYEAR TIRE & RUBR CO COM 382550101 43 1,300 SH   DFND 1,3 0 1,300 0
GOODYEAR TIRE & RUBR CO COM 382550101 83 2,529 SH   DFND 1,15 0 2,529 0
GOODYEAR TIRE & RUBR CO COM 382550101 7,176 217,600 SH   DFND 1,5 0 217,600 0
GOODYEAR TIRE & RUBR CO COM 382550101 587 17,800 SH   DFND 1,8 0 0 17,800
GOODYEAR TIRE & RUBR CO COM 382550101 4,303 130,467 SH   DFND 15 0 130,467 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,425 43,200 SH   DFND 5 0 5,400 37,800
GOODYEAR TIRE & RUBR CO COM 382550101 584 17,700 SH   DFND 5,9 0 17,700 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,253 68,300 SH   DFND 5,6 0 32,500 35,800
GOODYEAR TIRE & RUBR CO COM 382550101 785 23,800 SH   DFND 5,7 0 0 23,800
GOODYEAR TIRE & RUBR CO COM 382550101 270 8,200 SH   DFND 11 0 8,200 0
GOODYEAR TIRE & RUBR CO COM 382550101 983 29,800 SH   DFND 6 0 29,800 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,543 46,800 SH   DFND 13 0 46,800 0
GOPRO INC CL A 38268T103 606 50,709 SH   DFND 14 0 50,709 0
GOPRO INC CL A 38268T103 696 58,169 SH   DFND 15 0 58,169 0
GORMAN RUPP CO COM 383082104 2,120 81,772 SH   DFND 15 0 81,772 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1,957 109,646 SH   DFND 14 0 109,646 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 587 32,896 SH   DFND 1 0 32,896 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 12,725 712,904 SH   DFND 15 0 712,904 0
GRACE W R & CO DEL NEW COM 38388F108 45 634 SH   DFND 12,15 0 634 0
GRACE W R & CO DEL NEW COM 38388F108 92,206 1,295,390 SH   DFND 1 0 1,295,390 0
GRACE W R & CO DEL NEW COM 38388F108 3,085 43,341 SH   DFND 15 0 43,341 0
GRACE W R & CO DEL NEW COM 38388F108 157 2,200 SH   DFND 11 0 2,200 0
GRACO INC COM 384109104 115 1,366 SH   DFND 12,15 0 1,366 0
GRACO INC COM 384109104 6,352 75,658 SH   DFND 15 0 75,658 0
GRAHAM HLDGS CO COM 384637104 36 75 SH   DFND 12,15 0 75 0
GRAHAM HLDGS CO COM 384637104 232 483 SH   DFND 14 0 483 0
GRAHAM HLDGS CO COM 384637104 170 355 SH   DFND 1 0 0 355
GRAHAM HLDGS CO COM 384637104 655 1,364 SH   DFND 15 0 1,364 0
GRAINGER W W INC COM 384802104 98,637 422,553 SH   DFND 2 0 422,553 0
GRAINGER W W INC COM 384802104 448 1,920 SH   DFND 12,15 0 1,920 0
GRAINGER W W INC COM 384802104 2,835 12,143 SH   DFND 14 0 12,143 0
GRAINGER W W INC COM 384802104 11,288 48,356 SH   DFND 1 0 48,356 0
GRAINGER W W INC COM 384802104 1,214 5,201 SH   DFND 1,15 0 5,201 0
GRAINGER W W INC COM 384802104 19,619 84,048 SH   DFND 15 0 84,048 0
GRAINGER W W INC COM 384802104 771 3,303 SH   DFND 5 0 0 3,303
GRAINGER W W INC COM 384802104 399 1,708 SH   DFND 11 0 1,708 0
GRAINGER W W INC COM 384802104 616 2,639 SH   DFND 11,2 0 2,639 0
GRAMERCY PPTY TR COM 385002100 1,099 130,117 SH   DFND 14 0 130,117 0
GRAMERCY PPTY TR COM 385002100 268 31,661 SH   DFND 1 0 31,661 0
GRAMERCY PPTY TR COM 385002100 5,169 611,729 SH   DFND 15 0 611,729 0
GRAN TIERRA ENERGY INC COM 38500T101 111 44,937 SH   DFND 2,15 0 44,937 0
GRAN TIERRA ENERGY INC COM 38500T101 2,839 1,149,433 SH   DFND 1 0 1,149,433 0
GRAN TIERRA ENERGY INC COM 38500T101 18,902 7,652,824 SH   DFND 1,2 0 7,652,824 0
GRAN TIERRA ENERGY INC COM 38500T101 210 84,874 SH   DFND 15 0 84,874 0
GRAN TIERRA ENERGY INC COM 38500T101 1,684 681,875 SH   DFND 6 0 681,875 0
GRAN TIERRA ENERGY INC COM 38500T101 34 13,800 SH   DFND 6,9 0 13,800 0
GRAND CANYON ED INC COM 38526M106 38 900 SH   DFND 1,3 0 900 0
GRAND CANYON ED INC COM 38526M106 1,006 23,549 SH   DFND 15 0 23,549 0
GRANITE CONSTR INC COM 387328107 1,258 26,321 SH   DFND 15 0 26,321 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,590 55,401 SH   DFND 2,15 0 55,401 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 923 32,150 SH   DFND 1,2 0 32,150 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 118 4,125 SH   DFND 15 0 4,125 0
GRAPHIC PACKAGING HLDG CO COM 388689101 65 5,043 SH   DFND 12,15 0 5,043 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,326 103,181 SH   DFND 14 0 103,181 0
GRAPHIC PACKAGING HLDG CO COM 388689101 32,662 2,541,763 SH   DFND 1 0 2,541,763 0
GRAPHIC PACKAGING HLDG CO COM 388689101 21,646 1,684,488 SH   DFND 15 0 1,684,488 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,239 329,906 SH   DFND 6 0 329,906 0
GRAPHIC PACKAGING HLDG CO COM 388689101 2,097 163,215 SH   DFND 6,12 0 163,215 0
GRAPHIC PACKAGING HLDG CO COM 388689101 571 44,471 SH   DFND 6,9 0 44,471 0
GRAY TELEVISION INC COM 389375106 669 57,062 SH   DFND 15 0 57,062 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 527 118,258 SH   DFND 15 0 118,258 0
GREAT SOUTHN BANCORP INC COM 390905107 1,415 38,102 SH   DFND 15 0 38,102 0
GREAT PLAINS ENERGY INC COM 391164100 94 2,922 SH   DFND 12,15 0 2,922 0
GREAT PLAINS ENERGY INC COM 391164100 3,648 113,102 SH   DFND 14 0 113,102 0
GREAT PLAINS ENERGY INC COM 391164100 619 19,200 SH   DFND 1 0 19,200 0
GREAT PLAINS ENERGY INC COM 391164100 6,101 189,163 SH   DFND 15 0 189,163 0
GREAT WESTN BANCORP INC COM 391416104 14,362 526,658 SH   DFND 1 0 526,658 0
GREAT WESTN BANCORP INC COM 391416104 2,015 73,893 SH   DFND 15 0 73,893 0
GREAT WESTN BANCORP INC COM 391416104 1,807 66,252 SH   DFND 6 0 66,252 0
GREAT WESTN BANCORP INC COM 391416104 916 33,589 SH   DFND 6,12 0 33,589 0
GREAT WESTN BANCORP INC COM 391416104 259 9,482 SH   DFND 6,9 0 9,482 0
GREATBATCH INC COM 39153L106 3,179 89,204 SH   DFND 15 0 89,204 0
GREEN BANCORP INC COM 39260X100 161 21,208 SH   DFND 15 0 21,208 0
GREEN BRICK PARTNERS INC COM 392709101 83 10,909 SH   DFND 15 0 10,909 0
GREEN DOT CORP CL A 39304D102 121 5,274 SH   DFND 12,15 0 5,274 0
GREEN DOT CORP CL A 39304D102 1,330 57,906 SH   DFND 14 0 57,906 0
GREEN DOT CORP CL A 39304D102 2,749 119,688 SH   DFND 15 0 119,688 0
GREEN PLAINS INC COM 393222104 47 2,915 SH   DFND 12,15 0 2,915 0
GREEN PLAINS INC COM 393222104 4,937 309,366 SH   DFND 15 0 309,366 0
GREENBRIER COS INC COM 393657101 1,876 67,884 SH   DFND 15 0 67,884 0
GREENHILL & CO INC COM 395259104 5,118 230,545 SH   DFND 15 0 230,545 0
GREIF INC CL A 397624107 2,244 68,525 SH   DFND 14 0 68,525 0
GREIF INC CL A 397624107 1,520 46,400 SH   DFND 1 0 46,400 0
GREIF INC CL A 397624107 2,140 65,350 SH   DFND 15 0 65,350 0
GRIFFON CORP COM 398433102 14 892 SH   DFND 12,15 0 892 0
GRIFFON CORP COM 398433102 1,917 124,095 SH   DFND 15 0 124,095 0
GRIFOLS S A SP ADR REP B NVT 398438408 91 5,895 SH   DFND 15 0 5,895 0
GRIFOLS S A SP ADR REP B NVT 398438408 1,411 91,180 SH   DFND 6 0 91,180 0
GROUP 1 AUTOMOTIVE INC COM 398905109 60 1,018 SH   DFND 12,15 0 1,018 0
GROUP 1 AUTOMOTIVE INC COM 398905109 558 9,514 SH   DFND 14 0 9,514 0
GROUP 1 AUTOMOTIVE INC COM 398905109 2,191 37,331 SH   DFND 15 0 37,331 0
GROUPE CGI INC CL A SUB VTG 39945C109 292 6,114 SH   DFND 2,15 0 6,114 0
GROUPE CGI INC CL A SUB VTG 39945C109 5 108 SH   DFND 12,15 0 108 0
GROUPE CGI INC CL A SUB VTG 39945C109 583,371 12,209,525 SH   DFND 1 0 10,782,778 1,426,747
GROUPE CGI INC CL A SUB VTG 39945C109 51,173 1,071,019 SH   DFND 1,2 0 1,071,019 0
GROUPE CGI INC CL A SUB VTG 39945C109 40,118 839,650 SH   DFND 1,3 0 839,650 0
GROUPE CGI INC CL A SUB VTG 39945C109 1,429 29,906 SH   DFND 15 0 29,906 0
GROUPE CGI INC CL A SUB VTG 39945C109 5,834 122,100 SH   DFND 5 0 11,300 110,800
GROUPE CGI INC CL A SUB VTG 39945C109 11,314 236,800 SH   DFND 5,9 0 236,800 0
GROUPE CGI INC CL A SUB VTG 39945C109 1,099 23,000 SH   DFND 5,6 0 10,500 12,500
GROUPE CGI INC CL A SUB VTG 39945C109 502 10,500 SH   DFND 5,7 0 0 10,500
GROUPE CGI INC CL A SUB VTG 39945C109 322 6,742 SH   DFND 11 0 6,742 0
GROUPE CGI INC CL A SUB VTG 39945C109 2,136 44,700 SH   DFND 7 0 44,700 0
GROUPE CGI INC CL A SUB VTG 39945C109 726 15,200 SH   DFND 13 0 15,200 0
GROUPON INC COM CL A 399473107 43 10,879 SH   DFND 12,15 0 10,879 0
GROUPON INC COM CL A 399473107 7,769 1,947,200 SH   DFND 1 0 1,947,200 0
GROUPON INC COM CL A 399473107 65 16,400 SH   DFND 1,3 0 16,400 0
GROUPON INC COM CL A 399473107 4,838 1,212,496 SH   DFND 15 0 1,212,496 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 119 4,209 SH   DFND 1 0 4,209 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 381 13,475 SH   DFND 15 0 13,475 0
GRUBHUB INC COM 400110102 549 21,851 SH   DFND 15 0 21,851 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 360,004 13,110,134 SH   DFND 1 0 11,804,961 1,305,173
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 18,626 678,306 SH   DFND 1,2 0 678,306 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 21,092 768,103 SH   DFND 1,3 0 768,103 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 1,762 64,148 SH   DFND 15 0 64,148 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 632 7,124 SH   DFND 14 0 7,124 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 5,190 58,505 SH   DFND 15 0 58,505 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 204 2,300 SH   DFND 5,9 0 2,300 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 830 5,529 SH   DFND 14 0 5,529 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 47 315 SH   DFND 1 0 315 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 188 20,816 SH   DFND 14 0 20,816 0
GUARANTY BANCORP DEL COM NEW 40075T607 1,014 65,583 SH   DFND 14 0 65,583 0
GUARANTY BANCORP DEL COM NEW 40075T607 88 5,711 SH   DFND 15 0 5,711 0
GUESS INC COM 401617105 40 2,135 SH   DFND 12,15 0 2,135 0
GUESS INC COM 401617105 823 43,849 SH   DFND 14 0 43,849 0
GUESS INC COM 401617105 5,165 275,150 SH   DFND 1 0 275,150 0
GUESS INC COM 401617105 974 51,891 SH   DFND 15 0 51,891 0
GUESS INC COM 401617105 4,270 227,500 SH   DFND 5 0 227,500 0
GUGGENHEIM BLD AMR BDS MANG COM 401664107 1,761 76,220 SH   DFND 14 0 76,220 0
GUGGENHEIM BLD AMR BDS MANG COM 401664107 2,085 90,265 SH   DFND 15 0 90,265 0
GUGGENHEIM ENHNCD EQTY INCM COM 40167B100 2,835 388,830 SH   DFND 14 0 388,830 0
GUGGENHEIM ENHNCD EQTY INCM COM 40167B100 1,216 166,843 SH   DFND 15 0 166,843 0
GUGGENHEIM STRATEGIC OPP FD COM SBI 40167F101 403 23,727 SH   DFND 14 0 23,727 0
GUGGENHEIM CR ALLOCATION FD COM 40168G108 789 40,268 SH   DFND 15 0 40,268 0
GUIDEWIRE SOFTWARE INC COM 40171V100 71,442 1,311,335 SH   DFND 1 0 1,226,261 85,074
GUIDEWIRE SOFTWARE INC COM 40171V100 3,614 66,333 SH   DFND 15 0 66,333 0
GULF ISLAND FABRICATION INC COM 402307102 262 33,320 SH   DFND 1 0 33,320 0
GULF ISLAND FABRICATION INC COM 402307102 82 10,500 SH   DFND 1,3 0 10,500 0
GULF ISLAND FABRICATION INC COM 402307102 547 69,679 SH   DFND 15 0 69,679 0
GULFMARK OFFSHORE INC CL A NEW 402629208 662 107,237 SH   DFND 15 0 107,237 0
GULFPORT ENERGY CORP COM NEW 402635304 32 1,137 SH   DFND 12,15 0 1,137 0
GULFPORT ENERGY CORP COM NEW 402635304 773 27,285 SH   DFND 15 0 27,285 0
H & E EQUIPMENT SERVICES INC COM 404030108 1,373 78,348 SH   DFND 15 0 78,348 0
HCA HOLDINGS INC COM 40412C101 1,173 15,024 SH   DFND 12,15 0 15,024 0
HCA HOLDINGS INC COM 40412C101 8,300 106,345 SH   DFND 14 0 106,345 0
HCA HOLDINGS INC COM 40412C101 149,055 1,909,731 SH   DFND 1 0 1,903,931 5,800
HCA HOLDINGS INC COM 40412C101 8,857 113,474 SH   DFND 1,12 0 113,474 0
HCA HOLDINGS INC COM 40412C101 2,599 33,300 SH   DFND 1,4 0 33,300 0
HCA HOLDINGS INC COM 40412C101 500 6,400 SH   DFND 1,3 0 6,400 0
HCA HOLDINGS INC COM 40412C101 4,199 53,800 SH   DFND 1,5 0 50,600 3,200
HCA HOLDINGS INC COM 40412C101 21 272 SH   DFND 1,11 0 272 0
HCA HOLDINGS INC COM 40412C101 359 4,600 SH   DFND 1,8 0 0 4,600
HCA HOLDINGS INC COM 40412C101 53,321 683,160 SH   DFND 15 0 683,160 0
HCA HOLDINGS INC COM 40412C101 624 8,000 SH   DFND 5 0 0 8,000
HCA HOLDINGS INC COM 40412C101 1,241 15,900 SH   DFND 5,6 0 7,300 8,600
HCA HOLDINGS INC COM 40412C101 773 9,900 SH   DFND 11 0 9,900 0
HCA HOLDINGS INC COM 40412C101 242 3,100 SH   DFND 13 0 3,100 0
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HERON THERAPEUTICS INC COM 427746102 47,392 2,495,623 SH   DFND 15 0 2,495,623 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 21 968 SH   DFND 12,15 0 968 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 45,253 2,120,571 SH   DFND 1 0 0 2,120,571
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 2,058 96,427 SH   DFND 15 0 96,427 0
HERSHEY CO COM 427866108 129 1,397 SH   DFND 12,15 0 1,397 0
HERSHEY CO COM 427866108 25,013 271,616 SH   DFND 14 0 271,616 0
HERSHEY CO COM 427866108 10,505 114,071 SH   DFND 1 0 114,071 0
HERSHEY CO COM 427866108 63,261 686,948 SH   DFND 15 0 686,948 0
HERSHEY CO COM 427866108 660 7,170 SH   DFND 5 0 0 7,170
HERSHEY CO COM 427866108 425 4,618 SH   DFND 11 0 4,618 0
HESKA CORP COM RESTRC NEW 42805E306 358 12,550 SH   DFND 1 0 12,550 0
HESKA CORP COM RESTRC NEW 42805E306 54 1,900 SH   DFND 1,3 0 1,900 0
HESKA CORP COM RESTRC NEW 42805E306 1,463 51,348 SH   DFND 15 0 51,348 0
HESKA CORP COM RESTRC NEW 42805E306 83 2,900 SH   DFND 5 0 0 2,900
HERTZ GLOBAL HOLDINGS INC COM 42805T105 293 27,832 SH   DFND 12,15 0 27,832 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 20,912 1,985,969 SH   DFND 1 0 1,985,969 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 21 1,956 SH   DFND 1,11 0 1,956 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 4,412 419,039 SH   DFND 15 0 419,039 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 132 12,500 SH   DFND 11 0 12,500 0
HESS CORP COM 42809H107 588 11,161 SH   DFND 12,15 0 11,161 0
HESS CORP COM 42809H107 1,066 20,245 SH   DFND 14 0 20,245 0
HESS CORP COM 42809H107 225,138 4,276,124 SH   DFND 1 0 4,166,330 109,794
HESS CORP COM 42809H107 29,644 563,036 SH   DFND 1,2 0 563,036 0
HESS CORP COM 42809H107 6,140 116,623 SH   DFND 1,9 0 116,623 0
HESS CORP COM 42809H107 125 2,376 SH   DFND 1,15 0 2,376 0
HESS CORP COM 42809H107 14,161 268,970 SH   DFND 15 0 268,970 0
HESS CORP COM 42809H107 1,585 30,107 SH   DFND 5 0 18,400 11,707
HESS CORP COM 42809H107 753 14,300 SH   DFND 5,9 0 14,300 0
HESS CORP COM 42809H107 1,658 31,500 SH   DFND 5,6 0 14,400 17,100
HESS CORP COM 42809H107 448 8,517 SH   DFND 11 0 8,517 0
HESS CORP COM 42809H107 579 11,000 SH   DFND 13 0 11,000 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,104 62,289 SH   DFND 12,15 0 62,289 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,470 82,923 SH   DFND 14 0 82,923 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 12,516 705,926 SH   DFND 1 0 705,926 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 36,358 2,050,657 SH   DFND 15 0 2,050,657 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,334 75,262 SH   DFND 5 0 0 75,262
HEWLETT PACKARD ENTERPRISE C COM 42824C109 615 34,700 SH   DFND 5,9 0 34,700 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 970 54,687 SH   DFND 11 0 54,687 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 145 8,200 SH   DFND 13 0 8,200 0
HEXCEL CORP NEW COM 428291108 36 817 SH   DFND 12,15 0 817 0
HEXCEL CORP NEW COM 428291108 43,499 995,175 SH   DFND 1 0 995,175 0
HEXCEL CORP NEW COM 428291108 10,557 241,520 SH   DFND 15 0 241,520 0
HHGREGG INC COM 42833L108 172 81,475 SH   DFND 15 0 81,475 0
HIBBETT SPORTS INC COM 428567101 20 563 SH   DFND 12,15 0 563 0
HIBBETT SPORTS INC COM 428567101 1,429 39,798 SH   DFND 14 0 39,798 0
HIBBETT SPORTS INC COM 428567101 2,409 67,097 SH   DFND 15 0 67,097 0
HIGHER ONE HLDGS INC COM 42983D104 148 37,765 SH   DFND 15 0 37,765 0
HIGHWOODS PPTYS INC COM 431284108 51 1,072 SH   DFND 12,15 0 1,072 0
HIGHWOODS PPTYS INC COM 431284108 163,434 3,418,403 SH   DFND 1 0 229,000 3,189,403
HIGHWOODS PPTYS INC COM 431284108 258 5,400 SH   DFND 1,9 0 5,400 0
HIGHWOODS PPTYS INC COM 431284108 235 4,907 SH   DFND 1,15 0 4,907 0
HIGHWOODS PPTYS INC COM 431284108 4,989 104,356 SH   DFND 15 0 104,356 0
HILL INTERNATIONAL INC COM 431466101 287 85,219 SH   DFND 15 0 85,219 0
HILL ROM HLDGS INC COM 431475102 352 6,995 SH   DFND 14 0 6,995 0
HILL ROM HLDGS INC COM 431475102 77,383 1,538,423 SH   DFND 1 0 1,538,423 0
HILL ROM HLDGS INC COM 431475102 5,948 118,248 SH   DFND 15 0 118,248 0
HILL ROM HLDGS INC COM 431475102 3,413 67,850 SH   DFND 6 0 67,850 0
HILL ROM HLDGS INC COM 431475102 1,742 34,624 SH   DFND 6,12 0 34,624 0
HILL ROM HLDGS INC COM 431475102 425 8,450 SH   DFND 6,9 0 8,450 0
HILLENBRAND INC COM 431571108 2,826 94,369 SH   DFND 15 0 94,369 0
HILLTOP HOLDINGS INC COM 432748101 1,037 54,909 SH   DFND 15 0 54,909 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 109 4,856 SH   DFND 12,15 0 4,856 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 3,973 176,415 SH   DFND 14 0 176,415 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 166,854 7,409,146 SH   DFND 1 0 6,283,680 1,125,466
HILTON WORLDWIDE HLDGS INC COM 43300A104 2,801 124,384 SH   DFND 1,2 0 124,384 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,211 53,776 SH   DFND 1,12 0 53,776 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 16,450 730,453 SH   DFND 1,3 0 730,453 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,602 71,126 SH   DFND 1,13 0 71,126 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,983 88,070 SH   DFND 15 0 88,070 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 340 15,100 SH   DFND 11 0 15,100 0
HINGHAM INSTN SVGS MASS COM 433323102 423 3,550 SH   DFND 1 0 3,550 0
HINGHAM INSTN SVGS MASS COM 433323102 131 1,100 SH   DFND 1,3 0 1,100 0
HINGHAM INSTN SVGS MASS COM 433323102 3 23 SH   DFND 15 0 23 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 173 5,100 SH   DFND 14 0 5,100 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 86 2,554 SH   DFND 15 0 2,554 0
HOLLYFRONTIER CORP COM 436106108 458 12,978 SH   DFND 12,15 0 12,978 0
HOLLYFRONTIER CORP COM 436106108 2,833 80,218 SH   DFND 14 0 80,218 0
HOLLYFRONTIER CORP COM 436106108 1,515 42,880 SH   DFND 1 0 42,380 500
HOLLYFRONTIER CORP COM 436106108 16,352 462,978 SH   DFND 15 0 462,978 0
HOLLYFRONTIER CORP COM 436106108 208 5,900 SH   DFND 5 0 0 5,900
HOLLYFRONTIER CORP COM 436106108 410 11,600 SH   DFND 5,6 0 5,200 6,400
HOLLYFRONTIER CORP COM 436106108 187 5,300 SH   DFND 11 0 5,300 0
HOLOGIC INC COM 436440101 827 23,964 SH   DFND 12,15 0 23,964 0
HOLOGIC INC COM 436440101 508 14,736 SH   DFND 4 0 14,736 0
HOLOGIC INC COM 436440101 1,006 29,160 SH   DFND 14 0 29,160 0
HOLOGIC INC COM 436440101 94,506 2,739,313 SH   DFND 1 0 2,699,303 40,010
HOLOGIC INC COM 436440101 8,559 248,100 SH   DFND 1,4 0 248,100 0
HOLOGIC INC COM 436440101 911 26,400 SH   DFND 1,9 0 26,400 0
HOLOGIC INC COM 436440101 2,329 67,493 SH   DFND 1,3 0 67,493 0
HOLOGIC INC COM 436440101 4,002 116,000 SH   DFND 1,5 0 91,200 24,800
HOLOGIC INC COM 436440101 593 17,200 SH   DFND 1,8 0 0 17,200
HOLOGIC INC COM 436440101 4,910 142,320 SH   DFND 15 0 142,320 0
HOLOGIC INC COM 436440101 1,401 40,600 SH   DFND 5 0 39,500 1,100
HOLOGIC INC COM 436440101 700 20,300 SH   DFND 5,9 0 20,300 0
HOLOGIC INC COM 436440101 1,018 29,500 SH   DFND 5,6 0 13,900 15,600
HOLOGIC INC COM 436440101 253 7,326 SH   DFND 11 0 7,326 0
HOLOGIC INC COM 436440101 190 5,500 SH   DFND 13 0 5,500 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 11,956 9,250,000 PRN   DFND 1 0 9,250,000 0
HOME BANCSHARES INC COM 436893200 55,236 1,348,853 SH   DFND 1 0 1,348,853 0
HOME BANCSHARES INC COM 436893200 7,797 190,410 SH   DFND 15 0 190,410 0
HOME DEPOT INC COM 437076102 1,259 9,435 SH   DFND 12,15 0 9,435 0
HOME DEPOT INC COM 437076102 732 5,489 SH   DFND 4 0 5,489 0
HOME DEPOT INC COM 437076102 4,843 36,295 SH   DFND 14 0 36,295 0
HOME DEPOT INC COM 437076102 121,979 914,179 SH   DFND 1 0 907,989 6,190
HOME DEPOT INC COM 437076102 4,350 32,600 SH   DFND 1,4 0 32,600 0
HOME DEPOT INC COM 437076102 8,957 67,126 SH   DFND 1,9 0 67,126 0
HOME DEPOT INC COM 437076102 947 7,100 SH   DFND 1,3 0 7,100 0
HOME DEPOT INC COM 437076102 1,268 9,500 SH   DFND 1,15 0 9,500 0
HOME DEPOT INC COM 437076102 3,990 29,900 SH   DFND 1,5 0 26,000 3,900
HOME DEPOT INC COM 437076102 294 2,200 SH   DFND 1,8 0 0 2,200
HOME DEPOT INC COM 437076102 164,736 1,234,628 SH   DFND 15 0 1,234,628 0
HOME DEPOT INC COM 437076102 6,487 48,617 SH   DFND 5 0 0 48,617
HOME DEPOT INC COM 437076102 7,352 55,100 SH   DFND 5,6 0 26,400 28,700
HOME DEPOT INC COM 437076102 5,137 38,497 SH   DFND 11 0 38,497 0
HOME DEPOT INC COM 437076102 1,788 13,400 SH   DFND 13 0 13,400 0
HOMESTREET INC COM 43785V102 370 17,772 SH   DFND 15 0 17,772 0
HOMETRUST BANCSHARES INC COM 437872104 923 50,362 SH   DFND 15 0 50,362 0
HONDA MOTOR LTD AMERN SHS 438128308 8,492 310,614 SH   DFND 14 0 310,614 0
HONDA MOTOR LTD AMERN SHS 438128308 402 14,696 SH   DFND 1 0 14,696 0
HONDA MOTOR LTD AMERN SHS 438128308 1,593 58,276 SH   DFND 15 0 58,276 0
HONEYWELL INTL INC COM 438516106 161,419 1,440,600 SH   DFND 2 0 1,440,600 0
HONEYWELL INTL INC COM 438516106 801 7,148 SH   DFND 12,15 0 7,148 0
HONEYWELL INTL INC COM 438516106 32,689 291,734 SH   DFND 14 0 291,734 0
HONEYWELL INTL INC COM 438516106 76,967 686,901 SH   DFND 1 0 686,451 450
HONEYWELL INTL INC COM 438516106 1,183 10,557 SH   DFND 1,15 0 10,557 0
HONEYWELL INTL INC COM 438516106 50,865 453,950 SH   DFND 15 0 453,950 0
HONEYWELL INTL INC COM 438516106 3,199 28,548 SH   DFND 5 0 0 28,548
HONEYWELL INTL INC COM 438516106 2,493 22,247 SH   DFND 11 0 22,247 0
HONEYWELL INTL INC COM 438516106 856 7,642 SH   DFND 11,2 0 7,642 0
HOOKER FURNITURE CORP COM 439038100 298 9,064 SH   DFND 15 0 9,064 0
HORACE MANN EDUCATORS CORP N COM 440327104 11,095 350,119 SH   DFND 1 0 350,119 0
HORACE MANN EDUCATORS CORP N COM 440327104 6,666 210,364 SH   DFND 15 0 210,364 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,419 44,762 SH   DFND 6 0 44,762 0
HORACE MANN EDUCATORS CORP N COM 440327104 693 21,867 SH   DFND 6,12 0 21,867 0
HORACE MANN EDUCATORS CORP N COM 440327104 186 5,864 SH   DFND 6,9 0 5,864 0
HORIZON BANCORP IND COM 440407104 340 13,740 SH   DFND 1 0 13,740 0
HORIZON BANCORP IND COM 440407104 96 3,900 SH   DFND 1,3 0 3,900 0
HORIZON BANCORP IND COM 440407104 245 9,921 SH   DFND 15 0 9,921 0
HORMEL FOODS CORP COM 440452100 67 1,543 SH   DFND 12,15 0 1,543 0
HORMEL FOODS CORP COM 440452100 78,862 1,823,821 SH   DFND 14 0 1,823,821 0
HORMEL FOODS CORP COM 440452100 10,409 240,716 SH   DFND 1 0 240,716 0
HORMEL FOODS CORP COM 440452100 164 3,800 SH   DFND 1,9 0 3,800 0
HORMEL FOODS CORP COM 440452100 1,152 26,640 SH   DFND 1,15 0 26,640 0
HORMEL FOODS CORP COM 440452100 118,444 2,739,228 SH   DFND 15 0 2,739,228 0
HORMEL FOODS CORP COM 440452100 830 19,200 SH   DFND 5 0 0 19,200
HORMEL FOODS CORP COM 440452100 381 8,800 SH   DFND 11 0 8,800 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 5,111 6,000,000 PRN   DFND 1 0 6,000,000 0
HORIZON GLOBAL CORP COM 44052W104 392 31,131 SH   DFND 15 0 31,131 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 3,205 322,789 SH   DFND 15 0 322,789 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 593 1,000,000 PRN   DFND 1 0 1,000,000 0
HORTONWORKS INC COM 440894103 330 29,209 SH   DFND 15 0 29,209 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 99 3,732 SH   DFND 12,15 0 3,732 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,087 116,215 SH   DFND 1 0 116,215 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,332 87,800 SH   DFND 1,5 0 87,800 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 5,879 221,333 SH   DFND 15 0 221,333 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,440 54,200 SH   DFND 5,6 0 25,500 28,700
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4,090 154,000 SH   DFND 6 0 154,000 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 544 20,500 SH   DFND 13 0 20,500 0
HOST HOTELS & RESORTS INC COM 44107P104 192 11,500 SH   DFND 12,15 0 11,500 0
HOST HOTELS & RESORTS INC COM 44107P104 2,632 157,581 SH   DFND 14 0 157,581 0
HOST HOTELS & RESORTS INC COM 44107P104 318,909 19,096,328 SH   DFND 1 0 3,303,020 15,793,308
HOST HOTELS & RESORTS INC COM 44107P104 745 44,600 SH   DFND 1,2 0 44,600 0
HOST HOTELS & RESORTS INC COM 44107P104 321 19,200 SH   DFND 1,12 0 19,200 0
HOST HOTELS & RESORTS INC COM 44107P104 82 4,900 SH   DFND 1,9 0 4,900 0
HOST HOTELS & RESORTS INC COM 44107P104 4,400 263,500 SH   DFND 1,3 0 263,500 0
HOST HOTELS & RESORTS INC COM 44107P104 602 36,063 SH   DFND 1,15 0 36,063 0
HOST HOTELS & RESORTS INC COM 44107P104 2,644 158,300 SH   DFND 1,13 0 158,300 0
HOST HOTELS & RESORTS INC COM 44107P104 38,499 2,305,330 SH   DFND 15 0 2,305,330 0
HOST HOTELS & RESORTS INC COM 44107P104 381 22,795 SH   DFND 11 0 22,795 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 56 2,819 SH   DFND 12,15 0 2,819 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,946 197,894 SH   DFND 15 0 197,894 0
HOULIHAN LOKEY INC CL A 441593100 216 8,659 SH   DFND 15 0 8,659 0
HOUSTON WIRE & CABLE CO COM 44244K109 283 40,491 SH   DFND 15 0 40,491 0
HOVNANIAN ENTERPRISES INC CL A 442487203 497 318,884 SH   DFND 15 0 318,884 0
HOWARD HUGHES CORP COM 44267D107 1,764 16,661 SH   DFND 15 0 16,661 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 806 22,679 SH   DFND 14 0 22,679 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 888 24,968 SH   DFND 15 0 24,968 0
HUB GROUP INC CL A 443320106 35 846 SH   DFND 12,15 0 846 0
HUB GROUP INC CL A 443320106 538 13,189 SH   DFND 14 0 13,189 0
HUB GROUP INC CL A 443320106 1,429 35,033 SH   DFND 15 0 35,033 0
HUBBELL INC COM 443510607 68 645 SH   DFND 12,15 0 645 0
HUBBELL INC COM 443510607 5,496 51,882 SH   DFND 15 0 51,882 0
HUBSPOT INC COM 443573100 2,138 49,022 SH   DFND 15 0 49,022 0
HUDBAY MINERALS INC COM 443628102 1,472 400,000 SH   DFND 2 0 400,000 0
HUDBAY MINERALS INC COM 443628102 144 39,099 SH   DFND 2,15 0 39,099 0
HUDBAY MINERALS INC COM 443628102 184 50,046 SH   DFND 15 0 50,046 0
HUDSON PAC PPTYS INC COM 444097109 219,742 7,598,282 SH   DFND 1 0 5,438,002 2,160,280
HUDSON PAC PPTYS INC COM 444097109 2,875 99,410 SH   DFND 1,2 0 99,410 0
HUDSON PAC PPTYS INC COM 444097109 1,228 42,461 SH   DFND 1,12 0 42,461 0
HUDSON PAC PPTYS INC COM 444097109 75 2,600 SH   DFND 1,9 0 2,600 0
HUDSON PAC PPTYS INC COM 444097109 16,843 582,405 SH   DFND 1,3 0 582,405 0
HUDSON PAC PPTYS INC COM 444097109 140 4,825 SH   DFND 1,15 0 4,825 0
HUDSON PAC PPTYS INC COM 444097109 6,948 240,236 SH   DFND 1,13 0 240,236 0
HUDSON PAC PPTYS INC COM 444097109 849 29,346 SH   DFND 15 0 29,346 0
HUMANA INC COM 444859102 412 2,252 SH   DFND 12,15 0 2,252 0
HUMANA INC COM 444859102 431 2,357 SH   DFND 14 0 2,357 0
HUMANA INC COM 444859102 13,858 75,748 SH   DFND 1 0 75,598 150
HUMANA INC COM 444859102 1,089 5,950 SH   DFND 1,5 0 5,950 0
HUMANA INC COM 444859102 14,100 77,071 SH   DFND 15 0 77,071 0
HUMANA INC COM 444859102 1,226 6,700 SH   DFND 5 0 0 6,700
HUMANA INC COM 444859102 951 5,200 SH   DFND 5,6 0 2,500 2,700
HUMANA INC COM 444859102 823 4,500 SH   DFND 11 0 4,500 0
HUMANA INC COM 444859102 348 1,900 SH   DFND 13 0 1,900 0
HUNT J B TRANS SVCS INC COM 445658107 61 729 SH   DFND 12,15 0 729 0
HUNT J B TRANS SVCS INC COM 445658107 10,471 124,299 SH   DFND 1 0 124,299 0
HUNT J B TRANS SVCS INC COM 445658107 1,206 14,312 SH   DFND 1,15 0 14,312 0
HUNT J B TRANS SVCS INC COM 445658107 2,261 26,845 SH   DFND 15 0 26,845 0
HUNT J B TRANS SVCS INC COM 445658107 682 8,100 SH   DFND 5 0 0 8,100
HUNT J B TRANS SVCS INC COM 445658107 236 2,800 SH   DFND 11 0 2,800 0
HUNTINGTON BANCSHARES INC COM 446150104 141 14,763 SH   DFND 12,15 0 14,763 0
HUNTINGTON BANCSHARES INC COM 446150104 8,924 935,437 SH   DFND 14 0 935,437 0
HUNTINGTON BANCSHARES INC COM 446150104 9,972 1,045,259 SH   DFND 1 0 1,045,259 0
HUNTINGTON BANCSHARES INC COM 446150104 11,299 1,184,390 SH   DFND 15 0 1,184,390 0
HUNTINGTON BANCSHARES INC COM 446150104 231 24,200 SH   DFND 11 0 24,200 0
HUNTINGTON INGALLS INDS INC COM 446413106 67 487 SH   DFND 12,15 0 487 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,520 33,009 SH   DFND 14 0 33,009 0
HUNTINGTON INGALLS INDS INC COM 446413106 24,694 180,330 SH   DFND 1 0 169,820 10,510
HUNTINGTON INGALLS INDS INC COM 446413106 931 6,800 SH   DFND 1,4 0 6,800 0
HUNTINGTON INGALLS INDS INC COM 446413106 397 2,900 SH   DFND 1,9 0 2,900 0
HUNTINGTON INGALLS INDS INC COM 446413106 342 2,500 SH   DFND 1,3 0 2,500 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,615 33,700 SH   DFND 1,5 0 33,000 700
HUNTINGTON INGALLS INDS INC COM 446413106 9,361 68,357 SH   DFND 15 0 68,357 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,327 31,600 SH   DFND 5 0 30,000 1,600
HUNTINGTON INGALLS INDS INC COM 446413106 931 6,800 SH   DFND 5,9 0 6,800 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,355 17,200 SH   DFND 5,6 0 7,900 9,300
HUNTINGTON INGALLS INDS INC COM 446413106 370 2,700 SH   DFND 6 0 2,700 0
HUNTINGTON INGALLS INDS INC COM 446413106 767 5,600 SH   DFND 13 0 5,600 0
HUNTSMAN CORP COM 447011107 119 8,937 SH   DFND 12,15 0 8,937 0
HUNTSMAN CORP COM 447011107 466 35,006 SH   DFND 14 0 35,006 0
HUNTSMAN CORP COM 447011107 2,059 154,776 SH   DFND 15 0 154,776 0
HURCO COMPANIES INC COM 447324104 241 7,291 SH   DFND 15 0 7,291 0
HURON CONSULTING GROUP INC COM 447462102 3,013 51,783 SH   DFND 1 0 51,783 0
HURON CONSULTING GROUP INC COM 447462102 1,053 18,088 SH   DFND 15 0 18,088 0
HUTCHINSON TECHNOLOGY INC COM 448407106 172 46,929 SH   DFND 15 0 46,929 0
HYATT HOTELS CORP COM CL A 448579102 36 721 SH   DFND 12,15 0 721 0
HYATT HOTELS CORP COM CL A 448579102 2,656 53,669 SH   DFND 15 0 53,669 0
HYDROGENICS CORP NEW COM NEW 448883207 533 65,190 SH   DFND 15 0 65,190 0
IDT CORP CL B NEW 448947507 618 39,633 SH   DFND 15 0 39,633 0
HYSTER YALE MATLS HANDLING I CL A 449172105 829 12,444 SH   DFND 15 0 12,444 0
IAC INTERACTIVECORP COM 44919P508 139 2,954 SH   DFND 12,15 0 2,954 0
IAC INTERACTIVECORP COM 44919P508 627 13,323 SH   DFND 14 0 13,323 0
IAC INTERACTIVECORP COM 44919P508 21,692 460,740 SH   DFND 1 0 447,080 13,660
IAC INTERACTIVECORP COM 44919P508 3,889 82,600 SH   DFND 1,4 0 82,600 0
IAC INTERACTIVECORP COM 44919P508 490 10,400 SH   DFND 1,9 0 10,400 0
IAC INTERACTIVECORP COM 44919P508 852 18,100 SH   DFND 1,3 0 18,100 0
IAC INTERACTIVECORP COM 44919P508 1,139 24,200 SH   DFND 1,5 0 15,600 8,600
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IAC INTERACTIVECORP COM 44919P508 11,942 253,654 SH   DFND 15 0 253,654 0
IAC INTERACTIVECORP COM 44919P508 339 7,200 SH   DFND 5,6 0 3,400 3,800
ICF INTL INC COM 44925C103 937 27,269 SH   DFND 15 0 27,269 0
ICU MED INC COM 44930G107 6,306 60,577 SH   DFND 15 0 60,577 0
IMS HEALTH HLDGS INC COM 44970B109 34 1,285 SH   DFND 12,15 0 1,285 0
IMS HEALTH HLDGS INC COM 44970B109 1,141 42,988 SH   DFND 15 0 42,988 0
IMS HEALTH HLDGS INC COM 44970B109 141 5,300 SH   DFND 11 0 5,300 0
IPG PHOTONICS CORP COM 44980X109 3,539 36,833 SH   DFND 14 0 36,833 0
IPG PHOTONICS CORP COM 44980X109 1,502 15,637 SH   DFND 15 0 15,637 0
ISTAR INC COM 45031U101 1,030 106,650 SH   DFND 15 0 106,650 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 398 128,667 SH   DFND 15 0 128,667 0
IXIA COM 45071R109 199 15,960 SH   DFND 1 0 15,960 0
IXIA COM 45071R109 118 9,500 SH   DFND 1,3 0 9,500 0
IXIA COM 45071R109 3,444 276,429 SH   DFND 15 0 276,429 0
IBERIABANK CORP COM 450828108 2,150 41,941 SH   DFND 14 0 41,941 0
IBERIABANK CORP COM 450828108 17,444 340,235 SH   DFND 1 0 340,235 0
IBERIABANK CORP COM 450828108 3,936 76,776 SH   DFND 15 0 76,776 0
IBERIABANK CORP COM 450828108 2,266 44,196 SH   DFND 6 0 44,196 0
IBERIABANK CORP COM 450828108 1,074 20,952 SH   DFND 6,12 0 20,952 0
IBERIABANK CORP COM 450828108 298 5,811 SH   DFND 6,9 0 5,811 0
ITT CORP NEW COM NEW 450911201 35 941 SH   DFND 12,15 0 941 0
ITT CORP NEW COM NEW 450911201 244 6,608 SH   DFND 14 0 6,608 0
ITT CORP NEW COM NEW 450911201 47,170 1,278,672 SH   DFND 1 0 1,278,672 0
ITT CORP NEW COM NEW 450911201 803 21,771 SH   DFND 15 0 21,771 0
IAMGOLD CORP COM 450913108 108 48,951 SH   DFND 2,15 0 48,951 0
IAMGOLD CORP COM 450913108 82 37,325 SH   DFND 1,2 0 37,325 0
IAMGOLD CORP COM 450913108 346 156,747 SH   DFND 15 0 156,747 0
ICICI BK LTD ADR 45104G104 55 7,663 SH   DFND 12,15 0 7,663 0
ICICI BK LTD ADR 45104G104 9,513 1,328,645 SH   DFND 15 0 1,328,645 0
ICICI BK LTD ADR 45104G104 4,610 643,788 SH   DFND 11,6 0 643,788 0
ICICI BK LTD ADR 45104G104 103,821 14,500,101 SH   DFND 6 0 11,984,530 2,515,571
ICICI BK LTD ADR 45104G104 28,826 4,025,943 SH   DFND 6,12 0 4,025,943 0
ICICI BK LTD ADR 45104G104 347 48,425 SH   DFND 6,9 0 48,425 0
ICICI BK LTD ADR 45104G104 79 11,100 SH   DFND 13,4 0 11,100 0
ICONIX BRAND GROUP INC COM 451055107 1,579 196,209 SH   DFND 15 0 196,209 0
IDACORP INC COM 451107106 47 628 SH   DFND 12,15 0 628 0
IDACORP INC COM 451107106 1,964 26,332 SH   DFND 14 0 26,332 0
IDACORP INC COM 451107106 11,555 154,920 SH   DFND 15 0 154,920 0
IDEX CORP COM 45167R104 49 597 SH   DFND 12,15 0 597 0
IDEX CORP COM 45167R104 2,969 35,821 SH   DFND 14 0 35,821 0
IDEX CORP COM 45167R104 17,482 210,937 SH   DFND 15 0 210,937 0
IDEXX LABS INC COM 45168D104 131 1,672 SH   DFND 12,15 0 1,672 0
IDEXX LABS INC COM 45168D104 2,652 33,864 SH   DFND 15 0 33,864 0
IHS INC CL A 451734107 66 534 SH   DFND 12,15 0 534 0
IHS INC CL A 451734107 1,132 9,120 SH   DFND 14 0 9,120 0
IHS INC CL A 451734107 3,562 28,689 SH   DFND 1 0 28,689 0
IHS INC CL A 451734107 8,144 65,589 SH   DFND 1,2 0 65,589 0
IHS INC CL A 451734107 4,116 33,152 SH   DFND 15 0 33,152 0
IHS INC CL A 451734107 534 4,300 SH   DFND 5 0 0 4,300
IHS INC CL A 451734107 273 2,200 SH   DFND 11 0 2,200 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 1,872 85,648 SH   DFND 15 0 85,648 0
ILLINOIS TOOL WKS INC COM 452308109 1,201 11,723 SH   DFND 12,15 0 11,723 0
ILLINOIS TOOL WKS INC COM 452308109 410 4,000 SH   DFND 4 0 4,000 0
ILLINOIS TOOL WKS INC COM 452308109 89,056 869,352 SH   DFND 14 0 869,352 0
ILLINOIS TOOL WKS INC COM 452308109 83,923 819,236 SH   DFND 1 0 819,086 150
ILLINOIS TOOL WKS INC COM 452308109 1,284 12,538 SH   DFND 1,15 0 12,538 0
ILLINOIS TOOL WKS INC COM 452308109 51 500 SH   DFND 1,8 0 0 500
ILLINOIS TOOL WKS INC COM 452308109 128,877 1,258,075 SH   DFND 15 0 1,258,075 0
ILLINOIS TOOL WKS INC COM 452308109 1,812 17,686 SH   DFND 5 0 0 17,686
ILLINOIS TOOL WKS INC COM 452308109 1,022 9,972 SH   DFND 11 0 9,972 0
ILLUMINA INC COM 452327109 5,581 34,425 SH   DFND 12,15 0 34,425 0
ILLUMINA INC COM 452327109 11,358 70,065 SH   DFND 1 0 70,065 0
ILLUMINA INC COM 452327109 185,416 1,143,765 SH   DFND 15 0 1,143,765 0
ILLUMINA INC COM 452327109 973 6,000 SH   DFND 5 0 0 6,000
ILLUMINA INC COM 452327109 713 4,400 SH   DFND 11 0 4,400 0
ILLUMINA INC NOTE 6/1 452327AF6 12,458 12,000,000 PRN   DFND 1 0 12,000,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 13,009 12,080,000 PRN   DFND 1 0 12,080,000 0
IMAX CORP COM 45245E109 40,756 1,310,918 SH   DFND 1 0 1,310,918 0
IMAX CORP COM 45245E109 602 19,356 SH   DFND 15 0 19,356 0
IMMERSION CORP COM 452521107 142 17,164 SH   DFND 15 0 17,164 0
IMMUNOGEN INC COM 45253H101 8,143 955,724 SH   DFND 15 0 955,724 0
IMPAX LABORATORIES INC COM 45256B101 53,689 1,676,734 SH   DFND 1 0 1,576,413 100,321
IMPAX LABORATORIES INC COM 45256B101 52,921 1,652,737 SH   DFND 15 0 1,652,737 0
IMPAX LABORATORIES INC COM 45256B101 2,339 73,052 SH   DFND 6 0 73,052 0
IMPAX LABORATORIES INC COM 45256B101 1,150 35,927 SH   DFND 6,12 0 35,927 0
IMPAX LABORATORIES INC COM 45256B101 305 9,513 SH   DFND 6,9 0 9,513 0
IMPERIAL OIL LTD COM NEW 453038408 407 12,183 SH   DFND 2,15 0 12,183 0
IMPERIAL OIL LTD COM NEW 453038408 11 328 SH   DFND 12,15 0 328 0
IMPERIAL OIL LTD COM NEW 453038408 3,278 98,134 SH   DFND 14 0 98,134 0
IMPERIAL OIL LTD COM NEW 453038408 310 9,289 SH   DFND 1,2 0 9,289 0
IMPERIAL OIL LTD COM NEW 453038408 3,075 92,066 SH   DFND 15 0 92,066 0
IMPERIAL OIL LTD COM NEW 453038408 412 12,330 SH   DFND 5 0 0 12,330
IMPERIAL OIL LTD COM NEW 453038408 302 9,050 SH   DFND 11 0 9,050 0
IMPERVA INC COM 45321L100 12,041 238,427 SH   DFND 2 0 238,427 0
IMPERVA INC COM 45321L100 333 6,596 SH   DFND 14 0 6,596 0
IMPERVA INC COM 45321L100 3,941 78,046 SH   DFND 15 0 78,046 0
INC RESH HLDGS INC CL A 45329R109 127 3,075 SH   DFND 12,15 0 3,075 0
INC RESH HLDGS INC CL A 45329R109 1,714 41,590 SH   DFND 1 0 41,590 0
INC RESH HLDGS INC CL A 45329R109 437 10,600 SH   DFND 1,3 0 10,600 0
INC RESH HLDGS INC CL A 45329R109 3,217 78,069 SH   DFND 15 0 78,069 0
INCONTACT INC COM 45336E109 6,528 734,342 SH   DFND 15 0 734,342 0
INCYTE CORP COM 45337C102 7,867 108,552 SH   DFND 2 0 108,552 0
INCYTE CORP COM 45337C102 3,167 43,705 SH   DFND 12,15 0 43,705 0
INCYTE CORP COM 45337C102 29,435 406,170 SH   DFND 1 0 406,020 150
INCYTE CORP COM 45337C102 7,534 103,965 SH   DFND 1,12 0 103,965 0
INCYTE CORP COM 45337C102 3 48 SH   DFND 1,11 0 48 0
INCYTE CORP COM 45337C102 115,241 1,590,184 SH   DFND 15 0 1,590,184 0
INCYTE CORP COM 45337C102 362 5,000 SH   DFND 5 0 0 5,000
INCYTE CORP COM 45337C102 370 5,100 SH   DFND 11 0 5,100 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 54 11,376 SH   DFND 15 0 11,376 0
INDEPENDENCE RLTY TR INC COM 45378A106 508 71,418 SH   DFND 1 0 71,418 0
INDEPENDENCE RLTY TR INC COM 45378A106 5,703 800,939 SH   DFND 15 0 800,939 0
INDEPENDENT BANK CORP MASS COM 453836108 12 251 SH   DFND 1 0 251 0
INDEPENDENT BANK CORP MASS COM 453836108 4,885 106,289 SH   DFND 15 0 106,289 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 2,669 183,436 SH   DFND 15 0 183,436 0
INDEPENDENT BK GROUP INC COM 45384B106 255 9,321 SH   DFND 15 0 9,321 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 226 4,404 SH   DFND 14 0 4,404 0
INFINITY PHARMACEUTICALS INC COM 45665G303 129 24,539 SH   DFND 15 0 24,539 0
INFINITY PPTY & CAS CORP COM 45665Q103 14 173 SH   DFND 1 0 173 0
INFINITY PPTY & CAS CORP COM 45665Q103 5,071 62,991 SH   DFND 15 0 62,991 0
INFINERA CORPORATION COM 45667G103 46,058 2,867,893 SH   DFND 1 0 2,694,358 173,535
INFINERA CORPORATION COM 45667G103 564 35,135 SH   DFND 15 0 35,135 0
INFOBLOX INC COM 45672H104 797 46,626 SH   DFND 15 0 46,626 0
INFORMATION SERVICES GROUP I COM 45675Y104 426 108,490 SH   DFND 1 0 108,490 0
INFORMATION SERVICES GROUP I COM 45675Y104 190 48,400 SH   DFND 1,3 0 48,400 0
INFOSYS LTD SPONSORED ADR 456788108 87 4,587 SH   DFND 12,15 0 4,587 0
INFOSYS LTD SPONSORED ADR 456788108 1,106 58,175 SH   DFND 14 0 58,175 0
INFOSYS LTD SPONSORED ADR 456788108 14 751 SH   DFND 1 0 751 0
INFOSYS LTD SPONSORED ADR 456788108 13,480 708,733 SH   DFND 15 0 708,733 0
INFOSYS LTD SPONSORED ADR 456788108 9,095 478,162 SH   DFND 11,6 0 478,162 0
INFOSYS LTD SPONSORED ADR 456788108 82,072 4,315,029 SH   DFND 6 0 4,315,029 0
INFOSYS LTD SPONSORED ADR 456788108 1,531 80,500 SH   DFND 6,12 0 80,500 0
INFOSYS LTD SPONSORED ADR 456788108 556 29,229 SH   DFND 6,9 0 29,229 0
INFOSYS LTD SPONSORED ADR 456788108 63 3,300 SH   DFND 13,4 0 3,300 0
ING GROEP N V SPONSORED ADR 456837103 1,359 113,881 SH   DFND 1 0 113,881 0
ING GROEP N V SPONSORED ADR 456837103 1,046 87,678 SH   DFND 15 0 87,678 0
ING GROEP N V SPONSORED ADR 456837103 1,972 165,332 SH   DFND 6,4 0 165,332 0
ING GROEP N V DBCV 6.000%12/2 456837AE3 374,252 4,000,000 PRN   DFND 1 0 4,000,000 0
ING GROEP N V DBCV 6.000%12/2 456837AE3 589,447 6,300,000 PRN   DFND 6 0 4,500,000 1,800,000
ING GROEP N V DBCV 6.000%12/2 456837AE3 1,038,549 11,100,000 PRN   DFND 6,9 0 11,100,000 0
ING GROEP N V DBCV 6.500%12/2 456837AF0 18,325 200,000 PRN   DFND 9 0 200,000 0
ING GROEP N V DBCV 6.500%12/2 456837AF0 601,060 6,560,000 PRN   DFND 1 0 6,560,000 0
ING GROEP N V DBCV 6.500%12/2 456837AF0 40,315 440,000 PRN   DFND 1,3 0 440,000 0
ING GROEP N V DBCV 6.500%12/2 456837AF0 1,123,689 12,264,000 PRN   DFND 6 0 10,864,000 1,400,000
ING GROEP N V DBCV 6.500%12/2 456837AF0 833,788 9,100,000 PRN   DFND 6,9 0 9,100,000 0
INFRAREIT INC COM 45685L100 61,958 3,633,926 SH   DFND 1 0 3,101,736 532,190
INFRAREIT INC COM 45685L100 853 50,040 SH   DFND 1,2 0 50,040 0
INFRAREIT INC COM 45685L100 353 20,710 SH   DFND 1,12 0 20,710 0
INFRAREIT INC COM 45685L100 223 13,100 SH   DFND 1,9 0 13,100 0
INFRAREIT INC COM 45685L100 5,086 298,298 SH   DFND 1,3 0 298,298 0
INFRAREIT INC COM 45685L100 156 9,175 SH   DFND 1,15 0 9,175 0
INFRAREIT INC COM 45685L100 489 28,669 SH   DFND 1,13 0 28,669 0
INFRAREIT INC COM 45685L100 139 8,166 SH   DFND 15 0 8,166 0
INGLES MKTS INC CL A 457030104 1,302 34,729 SH   DFND 15 0 34,729 0
INGRAM MICRO INC CL A 457153104 502 13,974 SH   DFND 12,15 0 13,974 0
INGRAM MICRO INC CL A 457153104 3,686 102,657 SH   DFND 14 0 102,657 0
INGRAM MICRO INC CL A 457153104 5,630 156,775 SH   DFND 15 0 156,775 0
INGREDION INC COM 457187102 306 2,869 SH   DFND 12,15 0 2,869 0
INGREDION INC COM 457187102 3,058 28,634 SH   DFND 14 0 28,634 0
INGREDION INC COM 457187102 13,179 123,410 SH   DFND 1 0 116,890 6,520
INGREDION INC COM 457187102 4,314 40,400 SH   DFND 1,4 0 40,400 0
INGREDION INC COM 457187102 577 5,400 SH   DFND 1,9 0 5,400 0
INGREDION INC COM 457187102 854 8,000 SH   DFND 1,3 0 8,000 0
INGREDION INC COM 457187102 1,698 15,900 SH   DFND 1,5 0 11,800 4,100
INGREDION INC COM 457187102 427 4,000 SH   DFND 1,8 0 0 4,000
INGREDION INC COM 457187102 22,163 207,541 SH   DFND 15 0 207,541 0
INGREDION INC COM 457187102 53 500 SH   DFND 5 0 0 500
INSIGHT ENTERPRISES INC COM 45765U103 24 824 SH   DFND 12,15 0 824 0
INSIGHT ENTERPRISES INC COM 45765U103 6,844 238,950 SH   DFND 15 0 238,950 0
INSMED INC COM PAR $.01 457669307 7,172 566,028 SH   DFND 15 0 566,028 0
INNOSPEC INC COM 45768S105 257 5,918 SH   DFND 14 0 5,918 0
INNOSPEC INC COM 45768S105 10 230 SH   DFND 1 0 230 0
INNOSPEC INC COM 45768S105 5,122 118,120 SH   DFND 15 0 118,120 0
INPHI CORP COM 45772F107 1,176 35,282 SH   DFND 14 0 35,282 0
INPHI CORP COM 45772F107 7,188 215,596 SH   DFND 15 0 215,596 0
INNERWORKINGS INC COM 45773Y105 581 73,102 SH   DFND 15 0 73,102 0
INNOPHOS HOLDINGS INC COM 45774N108 15 475 SH   DFND 12,15 0 475 0
INNOPHOS HOLDINGS INC COM 45774N108 412 13,330 SH   DFND 14 0 13,330 0
INNOPHOS HOLDINGS INC COM 45774N108 1,789 57,863 SH   DFND 15 0 57,863 0
INSTEEL INDUSTRIES INC COM 45774W108 223 7,310 SH   DFND 1 0 7,310 0
INSTEEL INDUSTRIES INC COM 45774W108 113 3,700 SH   DFND 1,3 0 3,700 0
INSTEEL INDUSTRIES INC COM 45774W108 340 11,118 SH   DFND 15 0 11,118 0
INSPERITY INC COM 45778Q107 1,023 19,780 SH   DFND 1 0 19,780 0
INSPERITY INC COM 45778Q107 590 11,400 SH   DFND 1,3 0 11,400 0
INSPERITY INC COM 45778Q107 1,529 29,563 SH   DFND 15 0 29,563 0
INSPERITY INC COM 45778Q107 197 3,800 SH   DFND 5 0 0 3,800
INOGEN INC COM 45780L104 7,122 158,330 SH   DFND 1 0 112,409 45,921
INOGEN INC COM 45780L104 1,698 37,761 SH   DFND 15 0 37,761 0
INSTALLED BLDG PRODS INC COM 45780R101 22,815 857,389 SH   DFND 1 0 857,389 0
INSTALLED BLDG PRODS INC COM 45780R101 771 28,975 SH   DFND 15 0 28,975 0
INNOVIVA INC COM 45781M101 477 37,850 SH   DFND 1 0 37,850 0
INNOVIVA INC COM 45781M101 57 4,500 SH   DFND 1,3 0 4,500 0
INNOVIVA INC COM 45781M101 7,423 589,582 SH   DFND 15 0 589,582 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 12,706 13,133,000 PRN   DFND 1 0 13,133,000 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 6,946 103,111 SH   DFND 15 0 103,111 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,433 70,084 SH   DFND 14 0 70,084 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 10,500 513,711 SH   DFND 1 0 513,711 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 27 1,300 SH   DFND 1,3 0 1,300 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 9,781 478,522 SH   DFND 15 0 478,522 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 382 18,700 SH   DFND 5,9 0 18,700 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 19,129 20,500,000 PRN   DFND 1 0 20,500,000 0
INTEL CORP COM 458140100 38,174 1,180,042 SH   DFND 12,15 0 1,180,042 0
INTEL CORP COM 458140100 2,037 62,975 SH   DFND 4 0 62,975 0
INTEL CORP COM 458140100 42,577 1,316,149 SH   DFND 14 0 1,316,149 0
INTEL CORP COM 458140100 58 1,800 SH Call DFND 14 0 0 0
INTEL CORP COM 458140100 655,371 20,258,752 SH   DFND 1 0 19,049,057 1,209,695
INTEL CORP COM 458140100 20,617 637,300 SH   DFND 1,4 0 637,300 0
INTEL CORP COM 458140100 2,555 78,993 SH   DFND 1,9 0 78,993 0
INTEL CORP COM 458140100 4,557 140,861 SH   DFND 1,3 0 140,861 0
INTEL CORP COM 458140100 38 1,187 SH   DFND 1,15 0 1,187 0
INTEL CORP COM 458140100 26,149 808,300 SH   DFND 1,5 0 745,600 62,700
INTEL CORP COM 458140100 1,323 40,900 SH   DFND 1,8 0 0 40,900
INTEL CORP COM 458140100 1,234,527 38,161,588 SH   DFND 15 0 38,161,588 0
INTEL CORP COM 458140100 35,388 1,093,900 SH   DFND 5 0 575,700 518,200
INTEL CORP COM 458140100 14,761 456,300 SH   DFND 5,9 0 456,300 0
INTEL CORP COM 458140100 15,881 490,900 SH   DFND 5,6 0 243,600 247,300
INTEL CORP COM 458140100 1,129 34,900 SH   DFND 5,7 0 0 34,900
INTEL CORP COM 458140100 4,645 143,574 SH   DFND 11 0 143,574 0
INTEL CORP COM 458140100 6,143 189,900 SH   DFND 6 0 189,900 0
INTEL CORP COM 458140100 2,708 83,700 SH   DFND 7 0 83,700 0
INTEL CORP COM 458140100 6,884 212,800 SH   DFND 13 0 212,800 0
INTEL CORP SDCV 12/1 458140AD2 19,059 15,000,000 PRN   DFND 1 0 15,000,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 42,056 26,440,000 PRN   DFND 1 0 26,440,000 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 6,202 387,890 SH   DFND 15 0 387,890 0
INTELIQUENT INC COM 45825N107 486 30,250 SH   DFND 1 0 8,750 21,500
INTELIQUENT INC COM 45825N107 71 4,400 SH   DFND 1,3 0 4,400 0
INTELIQUENT INC COM 45825N107 544 33,924 SH   DFND 15 0 33,924 0
INTER PARFUMS INC COM 458334109 2,655 85,935 SH   DFND 15 0 85,935 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,903 124,688 SH   DFND 15 0 124,688 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 87 2,200 SH   DFND 5 0 0 2,200
INTERACTIVE INTELLIGENCE GRO COM 45841V109 30,044 824,920 SH   DFND 1 0 824,920 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 2,631 72,246 SH   DFND 15 0 72,246 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 285 2,222 SH   DFND 15 0 2,222 0
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 4,495 108,906 SH   DFND 15 0 108,906 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 2,054 2,000,000 PRN   DFND 1 0 2,000,000 0
INTERFACE INC COM 458665304 1,536 82,837 SH   DFND 15 0 82,837 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 138 585 SH   DFND 12,15 0 585 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,811 16,208 SH   DFND 14 0 16,208 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 89,393 380,169 SH   DFND 1 0 380,169 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 641 2,728 SH   DFND 1,3 0 2,728 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,487 40,347 SH   DFND 15 0 40,347 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 889 3,782 SH   DFND 5 0 0 3,782
INTERCONTINENTAL EXCHANGE IN COM 45866F104 859 3,654 SH   DFND 11 0 3,654 0
INTERDIGITAL INC COM 45867G101 4,619 83,009 SH   DFND 14 0 83,009 0
INTERDIGITAL INC COM 45867G101 150 2,700 SH   DFND 1,3 0 2,700 0
INTERDIGITAL INC COM 45867G101 1,136 20,413 SH   DFND 15 0 20,413 0
INTERDIGITAL INC COM 45867G101 1,152 20,700 SH   DFND 5 0 2,700 18,000
INTERDIGITAL INC COM 45867G101 2,844 51,100 SH   DFND 5,9 0 51,100 0
INTERDIGITAL INC COM 45867G101 534 9,600 SH   DFND 7 0 9,600 0
INTERNAP CORP COM PAR $.001 45885A300 264 96,710 SH   DFND 14 0 96,710 0
INTERNAP CORP COM PAR $.001 45885A300 427 156,522 SH   DFND 15 0 156,522 0
INTERNATIONAL BANCSHARES COR COM 459044103 1,660 67,314 SH   DFND 15 0 67,314 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,425 16,012 SH   DFND 12,15 0 16,012 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,318 8,702 SH   DFND 4 0 8,702 0
INTERNATIONAL BUSINESS MACHS COM 459200101 93,953 620,359 SH   DFND 14 0 620,359 0
INTERNATIONAL BUSINESS MACHS COM 459200101 210,062 1,387,008 SH   DFND 1 0 1,376,138 10,870
INTERNATIONAL BUSINESS MACHS COM 459200101 9,390 62,000 SH   DFND 1,4 0 62,000 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,954 12,900 SH   DFND 1,3 0 12,900 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,345 8,882 SH   DFND 1,15 0 8,882 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,586 76,500 SH   DFND 1,5 0 70,300 6,200
INTERNATIONAL BUSINESS MACHS COM 459200101 56 369 SH   DFND 1,11 0 369 0
INTERNATIONAL BUSINESS MACHS COM 459200101 863 5,699 SH   DFND 1,8 0 0 5,699
INTERNATIONAL BUSINESS MACHS COM 459200101 155,119 1,024,229 SH   DFND 15 0 1,024,229 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,210 34,400 SH   DFND 5 0 0 34,400
INTERNATIONAL BUSINESS MACHS COM 459200101 7,618 50,300 SH   DFND 5,6 0 23,400 26,900
INTERNATIONAL BUSINESS MACHS COM 459200101 4,239 27,988 SH   DFND 11 0 27,988 0
INTERNATIONAL BUSINESS MACHS COM 459200101 500 3,300 SH   DFND 6 0 3,300 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,332 22,000 SH   DFND 13 0 22,000 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 69 610 SH   DFND 12,15 0 610 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 15,616 137,258 SH   DFND 14 0 137,258 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 59,262 520,893 SH   DFND 1 0 520,893 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,177 10,348 SH   DFND 1,15 0 10,348 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 16,005 140,680 SH   DFND 15 0 140,680 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 290 2,546 SH   DFND 11 0 2,546 0
INTL PAPER CO COM 460146103 435 10,610 SH   DFND 12,15 0 10,610 0
INTL PAPER CO COM 460146103 1,817 44,276 SH   DFND 14 0 44,276 0
INTL PAPER CO COM 460146103 437,185 10,652,658 SH   DFND 1 0 10,515,686 136,972
INTL PAPER CO COM 460146103 845 20,584 SH   DFND 1,9 0 20,584 0
INTL PAPER CO COM 460146103 921 22,439 SH   DFND 1,3 0 22,439 0
INTL PAPER CO COM 460146103 35,453 863,864 SH   DFND 15 0 863,864 0
INTL PAPER CO COM 460146103 612 14,901 SH   DFND 5 0 0 14,901
INTL PAPER CO COM 460146103 1,239 30,200 SH   DFND 5,6 0 14,400 15,800
INTL PAPER CO COM 460146103 490 11,935 SH   DFND 11 0 11,935 0
INTL PAPER CO COM 460146103 312 7,600 SH   DFND 13 0 7,600 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,060 28,722 SH   DFND 15 0 28,722 0
INTERPUBLIC GROUP COS INC COM 460690100 112 4,860 SH   DFND 12,15 0 4,860 0
INTERPUBLIC GROUP COS INC COM 460690100 28,720 1,251,403 SH   DFND 1 0 1,250,303 1,100
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INTERSIL CORP CL A 46069S109 1,560 116,703 SH   DFND 14 0 116,703 0
INTERSIL CORP CL A 46069S109 20,930 1,565,441 SH   DFND 1 0 1,565,441 0
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INTERSIL CORP CL A 46069S109 396 29,626 SH   DFND 6,9 0 29,626 0
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INTEROIL CORP COM 460951106 811 25,474 SH   DFND 15 0 25,474 0
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INTL FCSTONE INC COM 46116V105 219 8,200 SH   DFND 1,3 0 8,200 0
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INTRALINKS HLDGS INC COM 46118H104 240 30,520 SH   DFND 15 0 30,520 0
INTUIT COM 461202103 6,974 67,054 SH   DFND 12,15 0 67,054 0
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INTUIT COM 461202103 791 7,605 SH   DFND 11 0 7,605 0
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INVESCO TR INVT GRADE NY MUN COM 46131T101 1,485 96,701 SH   DFND 14 0 96,701 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 6,719 481,321 SH   DFND 14 0 481,321 0
INVESCO CALIF VALUE MUN INC COM 46132H106 4,310 310,989 SH   DFND 14 0 310,989 0
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INVESTORS REAL ESTATE TR SH BEN INT 461730103 411 56,576 SH   DFND 1 0 56,576 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 5,701 785,290 SH   DFND 15 0 785,290 0
ION GEOPHYSICAL CORP COM NEW 462044207 7,070 874,978 SH   DFND 2 0 874,978 0
ION GEOPHYSICAL CORP COM NEW 462044207 7,627 943,959 SH   DFND 1,2 0 943,959 0
ION GEOPHYSICAL CORP COM NEW 462044207 322 39,855 SH   DFND 15 0 39,855 0
ION GEOPHYSICAL CORP COM NEW 462044207 23 2,791 SH   DFND 11,2 0 2,791 0
IONIS PHARMACEUTICALS INC COM 462222100 12,313 304,030 SH   DFND 1 0 289,160 14,870
IONIS PHARMACEUTICALS INC COM 462222100 3,637 89,800 SH   DFND 1,4 0 89,800 0
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IONIS PHARMACEUTICALS INC COM 462222100 154 3,800 SH   DFND 1,8 0 0 3,800
IONIS PHARMACEUTICALS INC COM 462222100 8,908 219,945 SH   DFND 15 0 219,945 0
IONIS PHARMACEUTICALS INC COM 462222100 243 6,000 SH   DFND 5 0 0 6,000
IONIS PHARMACEUTICALS INC COM 462222100 158 3,900 SH   DFND 11 0 3,900 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 20,358 2,586,735 SH   DFND 1 0 2,586,735 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 5,075 644,912 SH   DFND 15 0 644,912 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,549 323,934 SH   DFND 6 0 323,934 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,272 161,611 SH   DFND 6,12 0 161,611 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 342 43,449 SH   DFND 6,9 0 43,449 0
IROBOT CORP COM 462726100 1,587 44,954 SH   DFND 15 0 44,954 0
IROBOT CORP COM 462726100 9,905 280,588 SH   DFND 6 0 280,588 0
IRON MTN INC NEW COM 46284V101 144 4,238 SH   DFND 12,15 0 4,238 0
IRON MTN INC NEW COM 46284V101 10,850 319,965 SH   DFND 1 0 319,965 0
IRON MTN INC NEW COM 46284V101 49,559 1,461,482 SH   DFND 15 0 1,461,482 0
IRON MTN INC NEW COM 46284V101 207 6,111 SH   DFND 11 0 6,111 0
ISHARES GOLD TRUST ISHARES 464285105 9 786 SH   DFND 1 0 786 0
ISHARES GOLD TRUST ISHARES 464285105 8,195 689,800 SH   DFND 1,2 0 689,800 0
ISHARES MSCI FRNTR100ETF 464286145 1,431 58,236 SH   DFND 14 0 58,236 0
ISHARES MSCI BRZ CAP ETF 464286400 4,341 165,052 SH   DFND 1,2 0 165,052 0
ISHARES MSCI CDA ETF 464286509 1,016 42,864 SH   DFND 14 0 42,864 0
ISHARES MSCI PAC JP ETF 464286665 1,024 26,117 SH   DFND 14 0 26,117 0
ISHARES MSCI TURKEY ETF 464286715 6,550 149,400 SH   DFND 1,2 0 149,400 0
ISHARES MSCI TAIWAN ETF 464286731 27,712 1,999,400 SH   DFND 6 0 1,999,400 0
ISHARES MSCI STH KOR ETF 464286772 284 5,378 SH   DFND 1 0 5,378 0
ISHARES MSCI JAPAN ETF 464286848 4,376 383,500 SH   DFND 4 0 383,500 0
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ISHARES TR TIPS BD ETF 464287176 1,617 14,102 SH   DFND 14 0 14,102 0
ISHARES TR CORE S&P500 ETF 464287200 1,241 6,007 SH   DFND 1 0 6,007 0
ISHARES TR MSCI EMG MKT ETF 464287234 428 12,500 SH   DFND 1 0 12,500 0
ISHARES TR IBOXX INV CP ETF 464287242 554 4,659 SH   DFND 14 0 4,659 0
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ISHARES TR S&P 500 VAL ETF 464287408 2,143 23,826 SH   DFND 14 0 23,826 0
ISHARES TR 1-3 YR TR BD ETF 464287457 806 9,474 SH   DFND 14 0 9,474 0
ISHARES TR MSCI EAFE ETF 464287465 444 7,765 SH   DFND 14 0 7,765 0
ISHARES TR MSCI EAFE ETF 464287465 1,440 25,196 SH   DFND 1 0 25,196 0
ISHARES TR CORE S&P MCP ETF 464287507 1,064 7,376 SH   DFND 14 0 7,376 0
ISHARES TR CORE S&P MCP ETF 464287507 127 884 SH   DFND 1 0 884 0
ISHARES TR CORE S&P SCP ETF 464287804 1,073 9,531 SH   DFND 14 0 9,531 0
ISHARES TR INTL TREA BD ETF 464288117 943 9,698 SH   DFND 14 0 9,698 0
ISHARES TR EAFE SML CP ETF 464288273 1,080 21,680 SH   DFND 14 0 21,680 0
ISHARES TR JP MOR EM MK ETF 464288281 2,395 21,700 SH   DFND 12 0 21,700 0
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ISHARES TR IBOXX HI YD ETF 464288513 1,594 19,515 SH   DFND 14 0 19,515 0
ISHARES TR MBS ETF 464288588 446 4,074 SH   DFND 14 0 4,074 0
ISHARES TR INTRM GOV/CR ETF 464288612 498 4,440 SH   DFND 14 0 4,440 0
ISHARES TR INTERM CR BD ETF 464288638 662 6,034 SH   DFND 14 0 6,034 0
ISHARES TR 1-3 YR CR BD ETF 464288646 298 2,831 SH   DFND 14 0 2,831 0
ISHARES TR 3-7 YR TR BD ETF 464288661 879 6,981 SH   DFND 14 0 6,981 0
ISHARES TR U.S. PFD STK ETF 464288687 278 7,123 SH   DFND 14 0 7,123 0
ISHARES TR MSCI INDIA SM CP 46429B614 1,394 45,600 SH   DFND 6,2 0 45,600 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 13,650 15,000,000 PRN   DFND 1 0 15,000,000 0
ISLE OF CAPRI CASINOS INC COM 464592104 5,017 358,330 SH   DFND 1 0 270,930 87,400
ISLE OF CAPRI CASINOS INC COM 464592104 764 54,600 SH   DFND 1,3 0 54,600 0
ISLE OF CAPRI CASINOS INC COM 464592104 366 26,176 SH   DFND 15 0 26,176 0
ISLE OF CAPRI CASINOS INC COM 464592104 249 17,800 SH   DFND 5 0 0 17,800
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 630 73,368 SH   DFND 14 0 73,368 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,824 445,212 SH   DFND 15 0 445,212 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 20,090 2,338,780 SH   DFND 6 0 2,338,780 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 636 74,000 SH   DFND 6,12 0 74,000 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 312 36,320 SH   DFND 6,9 0 36,320 0
ITC HLDGS CORP COM 465685105 53 1,224 SH   DFND 12,15 0 1,224 0
ITC HLDGS CORP COM 465685105 2,460 56,450 SH   DFND 14 0 56,450 0
ITC HLDGS CORP COM 465685105 70 1,615 SH   DFND 1 0 1,615 0
ITC HLDGS CORP COM 465685105 3,935 90,319 SH   DFND 15 0 90,319 0
ITRON INC COM 465741106 222 5,310 SH   DFND 12,15 0 5,310 0
ITRON INC COM 465741106 1,064 25,496 SH   DFND 14 0 25,496 0
ITRON INC COM 465741106 32,451 777,835 SH   DFND 15 0 777,835 0
IVY HIGH INC OPPORTUNITIES F COM 465893105 2,107 165,491 SH   DFND 15 0 165,491 0
IXYS CORP COM 46600W106 74 6,600 SH   DFND 1,3 0 6,600 0
IXYS CORP COM 46600W106 254 22,674 SH   DFND 15 0 22,674 0
J & J SNACK FOODS CORP COM 466032109 252 2,328 SH   DFND 14 0 2,328 0
J & J SNACK FOODS CORP COM 466032109 14 125 SH   DFND 1 0 125 0
J & J SNACK FOODS CORP COM 466032109 15,844 146,324 SH   DFND 15 0 146,324 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 39 4,498 SH   DFND 12,15 0 4,498 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 4,085 474,459 SH   DFND 15 0 474,459 0
J ALEXANDERS HLDGS INC COM 46609J106 163 15,397 SH   DFND 15 0 15,397 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 55,957 57,502,000 PRN   DFND 1 0 49,269,000 8,233,000
J G WENTWORTH CO CL A 46618D108 3,058 2,506,327 SH   DFND 2 0 2,506,327 0
J G WENTWORTH CO CL A 46618D108 165 135,140 SH   DFND 15 0 135,140 0
JPMORGAN CHASE & CO COM 46625H100 4,953 83,631 SH   DFND 12,15 0 83,631 0
JPMORGAN CHASE & CO COM 46625H100 955 16,133 SH   DFND 4 0 16,133 0
JPMORGAN CHASE & CO COM 46625H100 21,645 365,503 SH   DFND 14 0 365,503 0
JPMORGAN CHASE & CO COM 46625H100 452 7,630 SH   DFND 9 0 7,630 0
JPMORGAN CHASE & CO COM 46625H100 1,750,201 29,554,217 SH   DFND 1 0 27,624,381 1,929,836
JPMORGAN CHASE & CO COM 46625H100 928 15,668 SH   DFND 1,2 0 15,668 0
JPMORGAN CHASE & CO COM 46625H100 2,783 47,000 SH   DFND 1,4 0 47,000 0
JPMORGAN CHASE & CO COM 46625H100 2,554 43,129 SH   DFND 1,9 0 43,129 0
JPMORGAN CHASE & CO COM 46625H100 1,801 30,409 SH   DFND 1,3 0 30,409 0
JPMORGAN CHASE & CO COM 46625H100 17,298 292,100 SH   DFND 1,5 0 284,500 7,600
JPMORGAN CHASE & CO COM 46625H100 1,054 17,803 SH   DFND 1,6 0 17,803 0
JPMORGAN CHASE & CO COM 46625H100 622 10,500 SH   DFND 1,8 0 0 10,500
JPMORGAN CHASE & CO COM 46625H100 134,263 2,267,194 SH   DFND 15 0 2,267,194 0
JPMORGAN CHASE & CO COM 46625H100 17,197 290,394 SH   DFND 5 0 135,100 155,294
JPMORGAN CHASE & CO COM 46625H100 14,509 245,000 SH   DFND 5,6 0 121,400 123,600
JPMORGAN CHASE & CO COM 46625H100 1,155 19,500 SH   DFND 5,7 0 0 19,500
JPMORGAN CHASE & CO COM 46625H100 6,627 111,902 SH   DFND 11 0 111,902 0
JPMORGAN CHASE & CO COM 46625H100 1,947 32,872 SH   DFND 11,6 0 19,855 13,017
JPMORGAN CHASE & CO COM 46625H100 165,973 2,802,656 SH   DFND 6 0 2,802,656 0
JPMORGAN CHASE & CO COM 46625H100 104 1,760 SH   DFND 6,2 0 1,760 0
JPMORGAN CHASE & CO COM 46625H100 772 13,034 SH   DFND 6,12 0 13,034 0
JPMORGAN CHASE & CO COM 46625H100 24,765 418,190 SH   DFND 6,9 0 418,190 0
JPMORGAN CHASE & CO COM 46625H100 386 6,513 SH   DFND 6,13 0 6,513 0
JPMORGAN CHASE & CO COM 46625H100 6,479 109,400 SH   DFND 13 0 109,400 0
JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 5,472 202,000 PRN   DFND 1 0 202,000 0
JABIL CIRCUIT INC COM 466313103 124 6,428 SH   DFND 12,15 0 6,428 0
JABIL CIRCUIT INC COM 466313103 2,070 107,421 SH   DFND 14 0 107,421 0
JABIL CIRCUIT INC COM 466313103 2,223 115,379 SH   DFND 15 0 115,379 0
JABIL CIRCUIT INC COM 466313103 46 2,400 SH   DFND 5 0 0 2,400
JACK IN THE BOX INC COM 466367109 54 840 SH   DFND 12,15 0 840 0
JACK IN THE BOX INC COM 466367109 52,219 817,581 SH   DFND 1 0 786,087 31,494
JACK IN THE BOX INC COM 466367109 77 1,200 SH   DFND 1,3 0 1,200 0
JACK IN THE BOX INC COM 466367109 3,083 48,264 SH   DFND 15 0 48,264 0
JACOBS ENGR GROUP INC DEL COM 469814107 300 6,880 SH   DFND 12,15 0 6,880 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,044 23,979 SH   DFND 14 0 23,979 0
JACOBS ENGR GROUP INC DEL COM 469814107 10,991 252,382 SH   DFND 1 0 252,382 0
JACOBS ENGR GROUP INC DEL COM 469814107 8,150 187,133 SH   DFND 15 0 187,133 0
JACOBS ENGR GROUP INC DEL COM 469814107 161 3,697 SH   DFND 11 0 3,697 0
JAGUAR ANIMAL HEALTH INC COM 47008L106 3,119 1,974,360 SH   DFND 6 0 1,974,360 0
JAKKS PAC INC COM 47012E106 384 51,584 SH   DFND 15 0 51,584 0
JAMBA INC COM NEW 47023A309 171 13,859 SH   DFND 15 0 13,859 0
JANUS CAP GROUP INC COM 47102X105 40 2,708 SH   DFND 12,15 0 2,708 0
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JANUS CAP GROUP INC COM 47102X105 64,032 4,376,726 SH   DFND 1 0 4,376,726 0
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JANUS CAP GROUP INC COM 47102X105 47 3,200 SH   DFND 5 0 0 3,200
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JANUS CAP GROUP INC COM 47102X105 462 31,605 SH   DFND 6,9 0 31,605 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 13,667 9,650,000 PRN   DFND 1 0 9,650,000 0
JARDEN CORP COM 471109108 85 1,446 SH   DFND 12,15 0 1,446 0
JARDEN CORP COM 471109108 1,678 28,460 SH   DFND 14 0 28,460 0
JARDEN CORP COM 471109108 27,148 460,534 SH   DFND 1 0 435,903 24,631
JARDEN CORP COM 471109108 2,352 39,902 SH   DFND 1,9 0 39,902 0
JARDEN CORP COM 471109108 250 4,245 SH   DFND 1,3 0 4,245 0
JARDEN CORP COM 471109108 1,941 32,934 SH   DFND 15 0 32,934 0
JARDEN CORP COM 471109108 377 6,400 SH   DFND 11 0 6,400 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 5,261 2,800,000 PRN   DFND 1 0 2,800,000 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 13,021 8,500,000 PRN   DFND 1 0 8,500,000 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 6,483 5,125,000 PRN   DFND 1 0 5,125,000 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 54,512 53,053,000 PRN   DFND 1 0 48,634,000 4,419,000
JD COM INC SPON ADR CL A 47215P106 5,397 203,655 SH   DFND 12,15 0 203,655 0
JD COM INC SPON ADR CL A 47215P106 201,666 7,610,051 SH   DFND 15 0 7,610,051 0
JD COM INC SPON ADR CL A 47215P106 14,713 555,215 SH   DFND 6 0 499,747 55,468
JD COM INC SPON ADR CL A 47215P106 190 7,166 SH   DFND 6,2 0 7,166 0
JD COM INC SPON ADR CL A 47215P106 954 35,983 SH   DFND 6,12 0 35,983 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 66,453 67,723,000 PRN   DFND 1 0 62,093,000 5,630,000
JETBLUE AIRWAYS CORP COM 477143101 6,372 301,728 SH   DFND 14 0 301,728 0
JETBLUE AIRWAYS CORP COM 477143101 5,480 259,471 SH   DFND 15 0 259,471 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 2,270 525,000 PRN   DFND 1 0 525,000 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 892 42,664 SH   DFND 15 0 42,664 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,612 46,307 SH   DFND 15 0 46,307 0
JOHN HANCOCK HDG EQ & INC FD COM 47804L102 3,114 211,987 SH   DFND 14 0 211,987 0
JOHN HANCOCK HDG EQ & INC FD COM 47804L102 1,993 135,659 SH   DFND 15 0 135,659 0
JOHNSON & JOHNSON COM 478160104 162,148 1,498,591 SH   DFND 2 0 1,498,591 0
JOHNSON & JOHNSON COM 478160104 3,021 27,923 SH   DFND 12,15 0 27,923 0
JOHNSON & JOHNSON COM 478160104 1,086 10,034 SH   DFND 4 0 10,034 0
JOHNSON & JOHNSON COM 478160104 108,782 1,005,379 SH   DFND 14 0 1,005,379 0
JOHNSON & JOHNSON COM 478160104 294,069 2,717,828 SH   DFND 1 0 2,691,828 26,000
JOHNSON & JOHNSON COM 478160104 9,362 86,523 SH   DFND 1,12 0 86,523 0
JOHNSON & JOHNSON COM 478160104 17,366 160,500 SH   DFND 1,4 0 160,500 0
JOHNSON & JOHNSON COM 478160104 1,126 10,409 SH   DFND 1,9 0 10,409 0
JOHNSON & JOHNSON COM 478160104 4,153 38,386 SH   DFND 1,3 0 38,386 0
JOHNSON & JOHNSON COM 478160104 1,377 12,724 SH   DFND 1,15 0 12,724 0
JOHNSON & JOHNSON COM 478160104 21,975 203,100 SH   DFND 1,5 0 187,200 15,900
JOHNSON & JOHNSON COM 478160104 1,060 9,800 SH   DFND 1,8 0 0 9,800
JOHNSON & JOHNSON COM 478160104 271,606 2,510,223 SH   DFND 15 0 2,510,223 0
JOHNSON & JOHNSON COM 478160104 21,337 197,200 SH   DFND 5 0 95,400 101,800
JOHNSON & JOHNSON COM 478160104 15,364 142,000 SH   DFND 5,6 0 65,800 76,200
JOHNSON & JOHNSON COM 478160104 216 2,000 SH   DFND 5,7 0 0 2,000
JOHNSON & JOHNSON COM 478160104 9,105 84,147 SH   DFND 11 0 84,147 0
JOHNSON & JOHNSON COM 478160104 670 6,192 SH   DFND 11,2 0 6,192 0
JOHNSON & JOHNSON COM 478160104 509 4,700 SH   DFND 6 0 4,700 0
JOHNSON & JOHNSON COM 478160104 5,172 47,800 SH   DFND 13 0 47,800 0
JOHNSON CTLS INC COM 478366107 734 18,846 SH   DFND 12,15 0 18,846 0
JOHNSON CTLS INC COM 478366107 1,608 41,268 SH   DFND 14 0 41,268 0
JOHNSON CTLS INC COM 478366107 538,091 13,807,838 SH   DFND 1 0 13,585,357 222,481
JOHNSON CTLS INC COM 478366107 1,212 31,098 SH   DFND 1,9 0 31,098 0
JOHNSON CTLS INC COM 478366107 12,602 323,387 SH   DFND 15 0 323,387 0
JOHNSON CTLS INC COM 478366107 990 25,400 SH   DFND 5 0 0 25,400
JOHNSON CTLS INC COM 478366107 846 21,700 SH   DFND 5,6 0 9,900 11,800
JOHNSON CTLS INC COM 478366107 762 19,558 SH   DFND 11 0 19,558 0
JOHNSON CTLS INC COM 478366107 320 8,200 SH   DFND 13 0 8,200 0
JONES ENERGY INC COM CL A 48019R108 373 111,950 SH   DFND 1 0 111,950 0
JONES ENERGY INC COM CL A 48019R108 546 163,940 SH   DFND 15 0 163,940 0
JONES LANG LASALLE INC COM 48020Q107 60 515 SH   DFND 12,15 0 515 0
JONES LANG LASALLE INC COM 48020Q107 16,780 143,029 SH   DFND 1 0 143,029 0
JONES LANG LASALLE INC COM 48020Q107 984 8,384 SH   DFND 15 0 8,384 0
JONES LANG LASALLE INC COM 48020Q107 328 2,800 SH   DFND 5 0 0 2,800
JONES LANG LASALLE INC COM 48020Q107 164 1,400 SH   DFND 11 0 1,400 0
JONES LANG LASALLE INC COM 48020Q107 2,114 18,016 SH   DFND 6 0 18,016 0
JONES LANG LASALLE INC COM 48020Q107 1,025 8,734 SH   DFND 6,12 0 8,734 0
JONES LANG LASALLE INC COM 48020Q107 278 2,371 SH   DFND 6,9 0 2,371 0
JOURNAL MEDIA GROUP INC COM 48114A109 230 19,207 SH   DFND 15 0 19,207 0
JOY GLOBAL INC COM 481165108 114 7,125 SH   DFND 12,15 0 7,125 0
JOY GLOBAL INC COM 481165108 644 40,085 SH   DFND 14 0 40,085 0
JOY GLOBAL INC COM 481165108 109,685 6,825,441 SH   DFND 1 0 6,825,441 0
JOY GLOBAL INC COM 481165108 64 3,970 SH   DFND 1,9 0 3,970 0
JOY GLOBAL INC COM 481165108 560 34,876 SH   DFND 1,3 0 34,876 0
JOY GLOBAL INC COM 481165108 2,113 131,501 SH   DFND 15 0 131,501 0
JOY GLOBAL INC COM 481165108 1,478 92,000 SH   DFND 5 0 92,000 0
JOY GLOBAL INC COM 481165108 426 26,500 SH   DFND 5,9 0 26,500 0
JOY GLOBAL INC COM 481165108 198 12,300 SH   DFND 13 0 12,300 0
J2 GLOBAL INC COM 48123V102 1,110 18,028 SH   DFND 14 0 18,028 0
J2 GLOBAL INC COM 48123V102 4,526 73,500 SH   DFND 1 0 73,500 0
J2 GLOBAL INC COM 48123V102 49 800 SH   DFND 1,3 0 800 0
J2 GLOBAL INC COM 48123V102 5,321 86,404 SH   DFND 15 0 86,404 0
J2 GLOBAL INC COM 48123V102 542 8,800 SH   DFND 5,6 0 4,000 4,800
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 2,170 2,000,000 PRN   DFND 1 0 2,000,000 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1,040 159,759 SH   DFND 15 0 159,759 0
JUNIPER NETWORKS INC COM 48203R104 333 13,064 SH   DFND 12,15 0 13,064 0
JUNIPER NETWORKS INC COM 48203R104 593 23,249 SH   DFND 4 0 23,249 0
JUNIPER NETWORKS INC COM 48203R104 325,162 12,746,448 SH   DFND 1 0 11,617,582 1,128,866
JUNIPER NETWORKS INC COM 48203R104 9,617 377,000 SH   DFND 1,4 0 377,000 0
JUNIPER NETWORKS INC COM 48203R104 1,510 59,200 SH   DFND 1,9 0 59,200 0
JUNIPER NETWORKS INC COM 48203R104 2,372 93,001 SH   DFND 1,3 0 93,001 0
JUNIPER NETWORKS INC COM 48203R104 9,727 381,300 SH   DFND 1,5 0 344,000 37,300
JUNIPER NETWORKS INC COM 48203R104 250 9,800 SH   DFND 1,8 0 0 9,800
JUNIPER NETWORKS INC COM 48203R104 13,319 522,118 SH   DFND 15 0 522,118 0
JUNIPER NETWORKS INC COM 48203R104 15,357 601,986 SH   DFND 5 0 290,300 311,686
JUNIPER NETWORKS INC COM 48203R104 12,722 498,700 SH   DFND 5,9 0 498,700 0
JUNIPER NETWORKS INC COM 48203R104 1,564 61,300 SH   DFND 5,6 0 28,000 33,300
JUNIPER NETWORKS INC COM 48203R104 699 27,400 SH   DFND 5,7 0 0 27,400
JUNIPER NETWORKS INC COM 48203R104 268 10,519 SH   DFND 11 0 10,519 0
JUNIPER NETWORKS INC COM 48203R104 916 35,900 SH   DFND 6 0 35,900 0
JUNIPER NETWORKS INC COM 48203R104 2,638 103,400 SH   DFND 7 0 103,400 0
JUNIPER NETWORKS INC COM 48203R104 1,240 48,600 SH   DFND 13 0 48,600 0
JUNO THERAPEUTICS INC COM 48205A109 547 14,366 SH   DFND 15 0 14,366 0
JUST ENERGY GROUP INC COM 48213W101 194 32,716 SH   DFND 15 0 32,716 0
JUST ENERGY GROUP INC COM 48213W101 298 50,100 SH   DFND 5 0 0 50,100
KAR AUCTION SVCS INC COM 48238T109 52 1,363 SH   DFND 12,15 0 1,363 0
KAR AUCTION SVCS INC COM 48238T109 1,057 27,704 SH   DFND 14 0 27,704 0
KAR AUCTION SVCS INC COM 48238T109 40,285 1,056,239 SH   DFND 1 0 1,056,239 0
KAR AUCTION SVCS INC COM 48238T109 465 12,179 SH   DFND 1,3 0 12,179 0
KAR AUCTION SVCS INC COM 48238T109 899 23,564 SH   DFND 15 0 23,564 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 78 2,840 SH   DFND 14 0 2,840 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,736 62,917 SH   DFND 15 0 62,917 0
KBR INC COM 48242W106 83 5,379 SH   DFND 12,15 0 5,379 0
KBR INC COM 48242W106 47 3,029 SH   DFND 14 0 3,029 0
KBR INC COM 48242W106 2,929 189,239 SH   DFND 15 0 189,239 0
KCG HLDGS INC CL A 48244B100 13 1,115 SH   DFND 12,15 0 1,115 0
KCG HLDGS INC CL A 48244B100 1,920 160,628 SH   DFND 15 0 160,628 0
KLA-TENCOR CORP COM 482480100 8,560 117,563 SH   DFND 2 0 117,563 0
KLA-TENCOR CORP COM 482480100 121 1,665 SH   DFND 12,15 0 1,665 0
KLA-TENCOR CORP COM 482480100 994 13,652 SH   DFND 14 0 13,652 0
KLA-TENCOR CORP COM 482480100 10,967 150,625 SH   DFND 1 0 150,625 0
KLA-TENCOR CORP COM 482480100 112 1,539 SH   DFND 1,15 0 1,539 0
KLA-TENCOR CORP COM 482480100 5,795 79,587 SH   DFND 15 0 79,587 0
KLA-TENCOR CORP COM 482480100 386 5,300 SH   DFND 5 0 0 5,300
KLA-TENCOR CORP COM 482480100 370 5,084 SH   DFND 11 0 5,084 0
KKR & CO L P DEL COM UNITS 48248M102 186 12,679 SH   DFND 12,15 0 12,679 0
KKR & CO L P DEL COM UNITS 48248M102 1,789 121,812 SH   DFND 15 0 121,812 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 168 11,653 SH   DFND 14 0 11,653 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 2,161 149,993 SH   DFND 15 0 149,993 0
KLX INC COM 482539103 54 1,665 SH   DFND 12,15 0 1,665 0
KLX INC COM 482539103 40 1,250 SH   DFND 4 0 1,250 0
KLX INC COM 482539103 836 26,003 SH   DFND 15 0 26,003 0
KVH INDS INC COM 482738101 154 16,145 SH   DFND 15 0 16,145 0
K2M GROUP HLDGS INC COM 48273J107 164 11,079 SH   DFND 15 0 11,079 0
K12 INC COM 48273U102 3,400 343,820 SH   DFND 1 0 265,020 78,800
K12 INC COM 48273U102 495 50,000 SH   DFND 1,3 0 50,000 0
K12 INC COM 48273U102 772 78,021 SH   DFND 15 0 78,021 0
K12 INC COM 48273U102 167 16,900 SH   DFND 5 0 0 16,900
KADANT INC COM 48282T104 604 13,370 SH   DFND 1 0 13,370 0
KADANT INC COM 48282T104 244 5,400 SH   DFND 1,3 0 5,400 0
KADANT INC COM 48282T104 984 21,789 SH   DFND 15 0 21,789 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,370 16,200 SH   DFND 14 0 16,200 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 769 9,091 SH   DFND 1 0 5,591 3,500
KAISER ALUMINUM CORP COM PAR $0.01 483007704 178 2,100 SH   DFND 1,3 0 2,100 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 6,171 72,993 SH   DFND 15 0 72,993 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 380 4,500 SH   DFND 5 0 0 4,500
KAMAN CORP COM 483548103 330 7,721 SH   DFND 14 0 7,721 0
KAMAN CORP COM 483548103 15 357 SH   DFND 1 0 357 0
KAMAN CORP COM 483548103 6,081 142,442 SH   DFND 15 0 142,442 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 64 8,822 SH   DFND 12,15 0 8,822 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 1,199 166,474 SH   DFND 15 0 166,474 0
KANSAS CITY SOUTHERN COM NEW 485170302 82 956 SH   DFND 12,15 0 956 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,150 25,165 SH   DFND 14 0 25,165 0
KANSAS CITY SOUTHERN COM NEW 485170302 13,575 158,863 SH   DFND 1 0 158,863 0
KANSAS CITY SOUTHERN COM NEW 485170302 779 9,121 SH   DFND 1,2 0 9,121 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,103 24,607 SH   DFND 15 0 24,607 0
KANSAS CITY SOUTHERN COM NEW 485170302 453 5,300 SH   DFND 5 0 0 5,300
KANSAS CITY SOUTHERN COM NEW 485170302 282 3,300 SH   DFND 11 0 3,300 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 112 8,078 SH   DFND 14 0 8,078 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 4,090 295,313 SH   DFND 15 0 295,313 0
KATE SPADE & CO COM 485865109 532 20,861 SH   DFND 14 0 20,861 0
KATE SPADE & CO COM 485865109 1,137 44,547 SH   DFND 15 0 44,547 0
KAYNE ANDERSON MLP INVT CO COM 486606106 5,407 326,288 SH   DFND 14 0 326,288 0
KAYNE ANDERSON ENRGY TTL RT COM 48660P104 2,025 248,824 SH   DFND 14 0 248,824 0
KAYNE ANDERSON MDSTM ENERGY COM 48661E108 3,691 348,911 SH   DFND 14 0 348,911 0
KB HOME COM 48666K109 1,868 130,800 SH   DFND 1 0 130,800 0
KB HOME COM 48666K109 1,647 115,347 SH   DFND 15 0 115,347 0
KELLOGG CO COM 487836108 219 2,855 SH   DFND 12,15 0 2,855 0
KELLOGG CO COM 487836108 51,888 677,833 SH   DFND 14 0 677,833 0
KELLOGG CO COM 487836108 12,824 167,524 SH   DFND 1 0 167,274 250
KELLOGG CO COM 487836108 1,386 18,100 SH   DFND 1,9 0 18,100 0
KELLOGG CO COM 487836108 1,390 18,158 SH   DFND 1,15 0 18,158 0
KELLOGG CO COM 487836108 720 9,400 SH   DFND 1,5 0 9,400 0
KELLOGG CO COM 487836108 54 700 SH   DFND 1,8 0 0 700
KELLOGG CO COM 487836108 87,010 1,136,649 SH   DFND 15 0 1,136,649 0
KELLOGG CO COM 487836108 924 12,071 SH   DFND 5 0 0 12,071
KELLOGG CO COM 487836108 620 8,100 SH   DFND 11 0 8,100 0
KELLY SVCS INC CL A 488152208 54,880 2,870,299 SH   DFND 1 0 2,870,299 0
KELLY SVCS INC CL A 488152208 1,517 79,351 SH   DFND 15 0 79,351 0
KEMET CORP COM NEW 488360207 7,510 3,890,933 SH   DFND 1 0 3,890,933 0
KEMET CORP COM NEW 488360207 177 91,865 SH   DFND 15 0 91,865 0
KEMPER CORP DEL COM 488401100 37 1,268 SH   DFND 12,15 0 1,268 0
KEMPER CORP DEL COM 488401100 906 30,640 SH   DFND 14 0 30,640 0
KEMPER CORP DEL COM 488401100 1,621 54,821 SH   DFND 15 0 54,821 0
KENNAMETAL INC COM 489170100 55 2,431 SH   DFND 12,15 0 2,431 0
KENNAMETAL INC COM 489170100 167 7,418 SH   DFND 14 0 7,418 0
KENNAMETAL INC COM 489170100 59,191 2,631,869 SH   DFND 1 0 2,631,869 0
KENNAMETAL INC COM 489170100 272 12,093 SH   DFND 1,2 0 12,093 0
KENNAMETAL INC COM 489170100 25 1,100 SH   DFND 1,3 0 1,100 0
KENNAMETAL INC COM 489170100 982 43,668 SH   DFND 15 0 43,668 0
KENNEDY-WILSON HLDGS INC COM 489398107 19,708 899,922 SH   DFND 1 0 899,922 0
KENNEDY-WILSON HLDGS INC COM 489398107 654 29,846 SH   DFND 15 0 29,846 0
KENNEDY-WILSON HLDGS INC COM 489398107 2,521 115,136 SH   DFND 6 0 115,136 0
KENNEDY-WILSON HLDGS INC COM 489398107 1,225 55,929 SH   DFND 6,12 0 55,929 0
KENNEDY-WILSON HLDGS INC COM 489398107 331 15,124 SH   DFND 6,9 0 15,124 0
KEY ENERGY SVCS INC COM 492914106 528 1,430,515 SH   DFND 15 0 1,430,515 0
KEYCORP NEW COM 493267108 192 17,360 SH   DFND 12,15 0 17,360 0
KEYCORP NEW COM 493267108 2,192 198,524 SH   DFND 14 0 198,524 0
KEYCORP NEW COM 493267108 183,653 16,635,244 SH   DFND 1 0 16,635,244 0
KEYCORP NEW COM 493267108 114 10,335 SH   DFND 1,9 0 10,335 0
KEYCORP NEW COM 493267108 872 78,942 SH   DFND 1,3 0 78,942 0
KEYCORP NEW COM 493267108 13,478 1,220,795 SH   DFND 15 0 1,220,795 0
KEYCORP NEW COM 493267108 518 46,900 SH   DFND 5 0 0 46,900
KEYCORP NEW COM 493267108 474 42,900 SH   DFND 5,6 0 19,600 23,300
KEYCORP NEW COM 493267108 280 25,392 SH   DFND 11 0 25,392 0
KEYCORP NEW COM 493267108 167 15,100 SH   DFND 13 0 15,100 0
KEYCORP NEW PFD 7.75% SR A 493267405 71,248 545,551 SH   DFND 1 0 488,996 56,555
KEYSIGHT TECHNOLOGIES INC COM 49338L103 68 2,461 SH   DFND 12,15 0 2,461 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 108,806 3,922,348 SH   DFND 1 0 3,922,348 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,116 40,238 SH   DFND 15 0 40,238 0
KEYW HLDG CORP COM 493723100 707 106,433 SH   DFND 15 0 106,433 0
KFORCE INC COM 493732101 11 543 SH   DFND 12,15 0 543 0
KFORCE INC COM 493732101 49,646 2,535,526 SH   DFND 1 0 2,535,526 0
KFORCE INC COM 493732101 1,152 58,824 SH   DFND 15 0 58,824 0
KIMBALL INTL INC CL B 494274103 529 46,601 SH   DFND 15 0 46,601 0
KILROY RLTY CORP COM 49427F108 52 843 SH   DFND 12,15 0 843 0
KILROY RLTY CORP COM 49427F108 130,743 2,113,185 SH   DFND 1 0 23,600 2,089,585
KILROY RLTY CORP COM 49427F108 238 3,847 SH   DFND 1,15 0 3,847 0
KILROY RLTY CORP COM 49427F108 872 14,096 SH   DFND 15 0 14,096 0
KIMBALL ELECTRONICS INC COM 49428J109 400 35,796 SH   DFND 15 0 35,796 0
KIMBERLY CLARK CORP COM 494368103 434 3,229 SH   DFND 12,15 0 3,229 0
KIMBERLY CLARK CORP COM 494368103 134,153 997,343 SH   DFND 14 0 997,343 0
KIMBERLY CLARK CORP COM 494368103 228,923 1,701,901 SH   DFND 1 0 1,701,551 350
KIMBERLY CLARK CORP COM 494368103 84 623 SH   DFND 1,9 0 623 0
KIMBERLY CLARK CORP COM 494368103 948 7,051 SH   DFND 1,3 0 7,051 0
KIMBERLY CLARK CORP COM 494368103 91,026 676,722 SH   DFND 15 0 676,722 0
KIMBERLY CLARK CORP COM 494368103 2,119 15,754 SH   DFND 5 0 0 15,754
KIMBERLY CLARK CORP COM 494368103 1,478 10,985 SH   DFND 11 0 10,985 0
KIMCO RLTY CORP COM 49446R109 104 3,619 SH   DFND 12,15 0 3,619 0
KIMCO RLTY CORP COM 49446R109 1,483 51,521 SH   DFND 14 0 51,521 0
KIMCO RLTY CORP COM 49446R109 193,866 6,736,147 SH   DFND 1 0 388,139 6,348,008
KIMCO RLTY CORP COM 49446R109 253 8,800 SH   DFND 1,9 0 8,800 0
KIMCO RLTY CORP COM 49446R109 1,724 59,900 SH   DFND 1,5 0 59,900 0
KIMCO RLTY CORP COM 49446R109 2,539 88,216 SH   DFND 15 0 88,216 0
KIMCO RLTY CORP COM 49446R109 371 12,900 SH   DFND 5 0 8,800 4,100
KIMCO RLTY CORP COM 49446R109 786 27,300 SH   DFND 5,6 0 12,700 14,600
KIMCO RLTY CORP COM 49446R109 360 12,520 SH   DFND 11 0 12,520 0
KIMCO RLTY CORP COM 49446R109 391 13,600 SH   DFND 13 0 13,600 0
KINDER MORGAN INC DEL COM 49456B101 609 34,092 SH   DFND 12,15 0 34,092 0
KINDER MORGAN INC DEL COM 49456B101 1,036 58,000 SH   DFND 4 0 58,000 0
KINDER MORGAN INC DEL COM 49456B101 5,082 284,531 SH   DFND 14 0 284,531 0
KINDER MORGAN INC DEL COM 49456B101 11,721 656,280 SH   DFND 1 0 656,280 0
KINDER MORGAN INC DEL COM 49456B101 11,857 663,890 SH   DFND 15 0 663,890 0
KINDER MORGAN INC DEL COM 49456B101 1,225 68,600 SH   DFND 5 0 0 68,600
KINDER MORGAN INC DEL COM 49456B101 1,028 57,551 SH   DFND 11 0 57,551 0
KINDRED HEALTHCARE INC COM 494580103 63 5,076 SH   DFND 12,15 0 5,076 0
KINDRED HEALTHCARE INC COM 494580103 3,736 302,483 SH   DFND 15 0 302,483 0
KINROSS GOLD CORP COM NO PAR 496902404 200 58,750 SH   DFND 2,15 0 58,750 0
KINROSS GOLD CORP COM NO PAR 496902404 5 1,329 SH   DFND 12,15 0 1,329 0
KINROSS GOLD CORP COM NO PAR 496902404 5,328 1,567,150 SH   DFND 1 0 1,567,150 0
KINROSS GOLD CORP COM NO PAR 496902404 8,725 2,566,308 SH   DFND 1,2 0 2,566,308 0
KINROSS GOLD CORP COM NO PAR 496902404 1,533 450,918 SH   DFND 1,9 0 450,918 0
KINROSS GOLD CORP COM NO PAR 496902404 1,292 380,092 SH   DFND 15 0 380,092 0
KINROSS GOLD CORP COM NO PAR 496902404 4,309 1,267,300 SH   DFND 5 0 120,600 1,146,700
KINROSS GOLD CORP COM NO PAR 496902404 8,600 2,529,300 SH   DFND 5,9 0 2,529,300 0
KINROSS GOLD CORP COM NO PAR 496902404 132 38,867 SH   DFND 11 0 38,867 0
KINROSS GOLD CORP COM NO PAR 496902404 1,625 477,900 SH   DFND 7 0 477,900 0
KIRBY CORP COM 497266106 140 2,328 SH   DFND 12,15 0 2,328 0
KIRBY CORP COM 497266106 64,406 1,068,274 SH   DFND 1 0 1,047,393 20,881
KIRBY CORP COM 497266106 4,018 66,637 SH   DFND 15 0 66,637 0
KIRKLANDS INC COM 497498105 602 34,353 SH   DFND 15 0 34,353 0
KITE RLTY GROUP TR COM NEW 49803T300 13 477 SH   DFND 1 0 477 0
KITE RLTY GROUP TR COM NEW 49803T300 7,071 255,190 SH   DFND 15 0 255,190 0
KNOLL INC COM NEW 498904200 736 33,992 SH   DFND 15 0 33,992 0
KNIGHT TRANSN INC COM 499064103 562 21,505 SH   DFND 14 0 21,505 0
KNIGHT TRANSN INC COM 499064103 55,586 2,125,659 SH   DFND 1 0 2,125,659 0
KNIGHT TRANSN INC COM 499064103 1,968 75,268 SH   DFND 15 0 75,268 0
KNOWLES CORP COM 49926D109 1,866 141,575 SH   DFND 15 0 141,575 0
KOHLS CORP COM 500255104 464 9,954 SH   DFND 12,15 0 9,954 0
KOHLS CORP COM 500255104 2,423 51,993 SH   DFND 14 0 51,993 0
KOHLS CORP COM 500255104 185,376 3,977,171 SH   DFND 1 0 3,874,803 102,368
KOHLS CORP COM 500255104 632 13,564 SH   DFND 1,9 0 13,564 0
KOHLS CORP COM 500255104 12,291 263,698 SH   DFND 15 0 263,698 0
KOHLS CORP COM 500255104 489 10,500 SH   DFND 5 0 0 10,500
KOHLS CORP COM 500255104 277 5,946 SH   DFND 11 0 5,946 0
KOHLS CORP COM 500255104 322 6,900 SH   DFND 13 0 6,900 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 816 28,575 SH   DFND 1 0 28,575 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 1,155 40,468 SH   DFND 15 0 40,468 0
KONGZHONG CORP SPONSORED ADR 50047P104 480 66,841 SH   DFND 15 0 66,841 0
KOPIN CORP COM 500600101 393 236,937 SH   DFND 15 0 236,937 0
KOPPERS HOLDINGS INC COM 50060P106 1,225 54,523 SH   DFND 15 0 54,523 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 2,164 84,037 SH   DFND 15 0 84,037 0
KORN FERRY INTL COM NEW 500643200 345 12,212 SH   DFND 1 0 12,212 0
KORN FERRY INTL COM NEW 500643200 3,974 140,461 SH   DFND 15 0 140,461 0
KRAFT HEINZ CO COM 500754106 22,469 286,006 SH   DFND 12,15 0 286,006 0
KRAFT HEINZ CO COM 500754106 756 9,629 SH   DFND 14 0 9,629 0
KRAFT HEINZ CO COM 500754106 332,875 4,237,204 SH   DFND 1 0 4,236,604 600
KRAFT HEINZ CO COM 500754106 168 2,135 SH   DFND 1,9 0 2,135 0
KRAFT HEINZ CO COM 500754106 1,269 16,158 SH   DFND 1,3 0 16,158 0
KRAFT HEINZ CO COM 500754106 1,878 23,900 SH   DFND 1,5 0 23,900 0
KRAFT HEINZ CO COM 500754106 157 2,000 SH   DFND 1,8 0 0 2,000
KRAFT HEINZ CO COM 500754106 735,102 9,357,208 SH   DFND 15 0 9,357,208 0
KRAFT HEINZ CO COM 500754106 1,956 24,900 SH   DFND 5 0 0 24,900
KRAFT HEINZ CO COM 500754106 1,440 18,328 SH   DFND 11 0 18,328 0
KRAFT HEINZ CO COM 500754106 314 4,000 SH   DFND 13 0 4,000 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,187 239,833 SH   DFND 15 0 239,833 0
KRATON PERFORMANCE POLYMERS COM 50077C106 13 753 SH   DFND 12,15 0 753 0
KRATON PERFORMANCE POLYMERS COM 50077C106 22,172 1,281,614 SH   DFND 1 0 1,281,614 0
KRATON PERFORMANCE POLYMERS COM 50077C106 2,437 140,851 SH   DFND 15 0 140,851 0
KRISPY KREME DOUGHNUTS INC COM 501014104 392 25,137 SH   DFND 15 0 25,137 0
KROGER CO COM 501044101 702 18,348 SH   DFND 12,15 0 18,348 0
KROGER CO COM 501044101 6,006 157,029 SH   DFND 14 0 157,029 0
KROGER CO COM 501044101 96,602 2,525,540 SH   DFND 1 0 2,524,790 750
KROGER CO COM 501044101 50,856 1,329,576 SH   DFND 15 0 1,329,576 0
KROGER CO COM 501044101 1,698 44,400 SH   DFND 5 0 0 44,400
KROGER CO COM 501044101 891 23,300 SH   DFND 5,6 0 11,000 12,300
KROGER CO COM 501044101 1,073 28,056 SH   DFND 11 0 28,056 0
KROGER CO COM 501044101 536 14,000 SH   DFND 6 0 14,000 0
KROGER CO COM 501044101 252 6,600 SH   DFND 13 0 6,600 0
KRONOS WORLDWIDE INC COM 50105F105 464 81,140 SH   DFND 15 0 81,140 0
KULICKE & SOFFA INDS INC COM 501242101 19 1,676 SH   DFND 12,15 0 1,676 0
KULICKE & SOFFA INDS INC COM 501242101 312 27,542 SH   DFND 14 0 27,542 0
KULICKE & SOFFA INDS INC COM 501242101 6,105 539,292 SH   DFND 15 0 539,292 0
KYOCERA CORP ADR 501556203 513 11,624 SH   DFND 15 0 11,624 0
L BRANDS INC COM 501797104 1,093 12,447 SH   DFND 12,15 0 12,447 0
L BRANDS INC COM 501797104 10,221 116,402 SH   DFND 14 0 116,402 0
L BRANDS INC COM 501797104 44,816 510,371 SH   DFND 1 0 510,371 0
L BRANDS INC COM 501797104 366 4,165 SH   DFND 1,3 0 4,165 0
L BRANDS INC COM 501797104 27,416 312,220 SH   DFND 15 0 312,220 0
L BRANDS INC COM 501797104 1,054 12,000 SH   DFND 5 0 0 12,000
L BRANDS INC COM 501797104 661 7,527 SH   DFND 11 0 7,527 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 830 72,651 SH   DFND 15 0 72,651 0
LHC GROUP INC COM 50187A107 923 25,943 SH   DFND 14 0 25,943 0
LHC GROUP INC COM 50187A107 2,640 74,230 SH   DFND 1 0 38,230 36,000
LHC GROUP INC COM 50187A107 348 9,800 SH   DFND 1,3 0 9,800 0
LHC GROUP INC COM 50187A107 2,174 61,134 SH   DFND 15 0 61,134 0
LGI HOMES INC COM 50187T106 283 11,697 SH   DFND 15 0 11,697 0
LKQ CORP COM 501889208 89 2,787 SH   DFND 12,15 0 2,787 0
LKQ CORP COM 501889208 685 21,465 SH   DFND 14 0 21,465 0
LKQ CORP COM 501889208 1,931 60,463 SH   DFND 15 0 60,463 0
LKQ CORP COM 501889208 297 9,300 SH   DFND 11 0 9,300 0
LMP CAP & INCOME FD INC COM 50208A102 3,652 295,229 SH   DFND 14 0 295,229 0
LMP CORPORATE LN FD INC COM 50208B100 35 3,611 SH   DFND 14 0 3,611 0
LMP CORPORATE LN FD INC COM 50208B100 443 45,354 SH   DFND 9 0 45,354 0
LPL FINL HLDGS INC COM 50212V100 53 2,124 SH   DFND 12,15 0 2,124 0
LPL FINL HLDGS INC COM 50212V100 102,276 4,124,048 SH   DFND 1 0 4,124,048 0
LPL FINL HLDGS INC COM 50212V100 854 34,429 SH   DFND 15 0 34,429 0
LSB INDS INC COM 502160104 1,398 109,617 SH   DFND 15 0 109,617 0
LSI INDS INC COM 50216C108 1,033 87,939 SH   DFND 15 0 87,939 0
LTC PPTYS INC COM 502175102 32,467 717,659 SH   DFND 1 0 2,941 714,718
LTC PPTYS INC COM 502175102 32 700 SH   DFND 1,3 0 700 0
LTC PPTYS INC COM 502175102 360 7,968 SH   DFND 1,15 0 7,968 0
LTC PPTYS INC COM 502175102 5,964 131,838 SH   DFND 15 0 131,838 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,239 10,457 SH   DFND 12,15 0 10,457 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 483 4,078 SH   DFND 14 0 4,078 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 18,866 159,207 SH   DFND 1 0 157,507 1,700
L-3 COMMUNICATIONS HLDGS INC COM 502424104 984 8,300 SH   DFND 1,4 0 8,300 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 201 1,700 SH   DFND 1,3 0 1,700 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,562 38,500 SH   DFND 1,5 0 35,500 3,000
L-3 COMMUNICATIONS HLDGS INC COM 502424104 26,552 224,064 SH   DFND 15 0 224,064 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 557 4,700 SH   DFND 5,6 0 2,200 2,500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 277 2,339 SH   DFND 11 0 2,339 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 379 3,200 SH   DFND 13 0 3,200 0
LA QUINTA HLDGS INC COM 50420D108 416 33,256 SH   DFND 14 0 33,256 0
LA QUINTA HLDGS INC COM 50420D108 1,239 99,134 SH   DFND 15 0 99,134 0
LA Z BOY INC COM 505336107 683 25,530 SH   DFND 14 0 25,530 0
LA Z BOY INC COM 505336107 21,397 800,204 SH   DFND 1 0 800,204 0
LA Z BOY INC COM 505336107 5,183 193,813 SH   DFND 1,9 0 193,813 0
LA Z BOY INC COM 505336107 3,006 112,428 SH   DFND 15 0 112,428 0
LA Z BOY INC COM 505336107 2,749 102,815 SH   DFND 6 0 102,815 0
LA Z BOY INC COM 505336107 1,348 50,427 SH   DFND 6,12 0 50,427 0
LA Z BOY INC COM 505336107 367 13,726 SH   DFND 6,9 0 13,726 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 124 1,060 SH   DFND 12,15 0 1,060 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,592 13,589 SH   DFND 14 0 13,589 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,625 90,713 SH   DFND 1 0 90,713 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,333 11,384 SH   DFND 1,15 0 11,384 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,476 21,142 SH   DFND 15 0 21,142 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 651 5,558 SH   DFND 5 0 0 5,558
LABORATORY CORP AMER HLDGS COM NEW 50540R409 375 3,202 SH   DFND 11 0 3,202 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 12,090 7,713,000 PRN   DFND 1 0 7,713,000 0
LACLEDE GROUP INC COM 505597104 219 3,226 SH   DFND 12,15 0 3,226 0
LACLEDE GROUP INC COM 505597104 1,960 28,924 SH   DFND 14 0 28,924 0
LACLEDE GROUP INC COM 505597104 16 239 SH   DFND 1 0 239 0
LACLEDE GROUP INC COM 505597104 23,150 341,691 SH   DFND 15 0 341,691 0
LAKELAND BANCORP INC COM 511637100 345 33,983 SH   DFND 15 0 33,983 0
LAKELAND FINL CORP COM 511656100 1,689 36,900 SH   DFND 1 0 36,900 0
LAKELAND FINL CORP COM 511656100 430 9,400 SH   DFND 1,3 0 9,400 0
LAKELAND FINL CORP COM 511656100 602 13,156 SH   DFND 15 0 13,156 0
LAM RESEARCH CORP COM 512807108 3,154 38,178 SH   DFND 12,15 0 38,178 0
LAM RESEARCH CORP COM 512807108 17,408 210,752 SH   DFND 14 0 210,752 0
LAM RESEARCH CORP COM 512807108 52,240 632,444 SH   DFND 1 0 632,444 0
LAM RESEARCH CORP COM 512807108 103,218 1,249,610 SH   DFND 15 0 1,249,610 0
LAM RESEARCH CORP COM 512807108 454 5,500 SH   DFND 5 0 0 5,500
LAM RESEARCH CORP COM 512807108 406 4,913 SH   DFND 11 0 4,913 0
LAMAR ADVERTISING CO NEW CL A 512816109 35 574 SH   DFND 12,15 0 574 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,279 20,791 SH   DFND 14 0 20,791 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,403 71,600 SH   DFND 1 0 50,300 21,300
LAMAR ADVERTISING CO NEW CL A 512816109 283 4,600 SH   DFND 1,9 0 4,600 0
LAMAR ADVERTISING CO NEW CL A 512816109 12 200 SH   DFND 1,3 0 200 0
LAMAR ADVERTISING CO NEW CL A 512816109 2,448 39,800 SH   DFND 1,5 0 39,800 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,996 81,228 SH   DFND 15 0 81,228 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,574 25,600 SH   DFND 5 0 24,900 700
LAMAR ADVERTISING CO NEW CL A 512816109 640 10,400 SH   DFND 5,6 0 4,800 5,600
LAMAR ADVERTISING CO NEW CL A 512816109 5,344 86,900 SH   DFND 6 0 86,900 0
LAMAR ADVERTISING CO NEW CL A 512816109 277 4,500 SH   DFND 13 0 4,500 0
LANCASTER COLONY CORP COM 513847103 61,753 558,497 SH   DFND 1 0 558,497 0
LANCASTER COLONY CORP COM 513847103 19,764 178,748 SH   DFND 15 0 178,748 0
LANDEC CORP COM 514766104 387 36,814 SH   DFND 15 0 36,814 0
LANDAUER INC COM 51476K103 1,178 35,616 SH   DFND 15 0 35,616 0
LANDSTAR SYS INC COM 515098101 2,134 33,023 SH   DFND 15 0 33,023 0
LANDS END INC NEW COM 51509F105 490 19,200 SH   DFND 1 0 19,200 0
LANDS END INC NEW COM 51509F105 1,204 47,195 SH   DFND 15 0 47,195 0
LANNET INC COM 516012101 183 10,194 SH   DFND 14 0 10,194 0
LANNET INC COM 516012101 34,728 1,936,843 SH   DFND 15 0 1,936,843 0
LAREDO PETROLEUM INC COM 516806106 27,192 3,429,018 SH   DFND 1 0 3,429,018 0
LAREDO PETROLEUM INC COM 516806106 2,397 302,251 SH   DFND 15 0 302,251 0
LAS VEGAS SANDS CORP COM 517834107 246 4,763 SH   DFND 12,15 0 4,763 0
LAS VEGAS SANDS CORP COM 517834107 1,549 29,975 SH   DFND 14 0 29,975 0
LAS VEGAS SANDS CORP COM 517834107 246 4,751 SH   DFND 9 0 4,751 0
LAS VEGAS SANDS CORP COM 517834107 4,081 78,964 SH   DFND 1 0 78,964 0
LAS VEGAS SANDS CORP COM 517834107 10,410 201,425 SH   DFND 1,2 0 201,425 0
LAS VEGAS SANDS CORP COM 517834107 3,273 63,341 SH   DFND 1,9 0 63,341 0
LAS VEGAS SANDS CORP COM 517834107 472 9,128 SH   DFND 1,6 0 9,128 0
LAS VEGAS SANDS CORP COM 517834107 4,883 94,493 SH   DFND 15 0 94,493 0
LAS VEGAS SANDS CORP COM 517834107 806 15,600 SH   DFND 5 0 0 15,600
LAS VEGAS SANDS CORP COM 517834107 623 12,057 SH   DFND 11 0 12,057 0
LAS VEGAS SANDS CORP COM 517834107 1,325 25,629 SH   DFND 11,6 0 12,375 13,254
LAS VEGAS SANDS CORP COM 517834107 106,574 2,062,191 SH   DFND 6 0 2,062,191 0
LAS VEGAS SANDS CORP COM 517834107 43 832 SH   DFND 6,2 0 832 0
LAS VEGAS SANDS CORP COM 517834107 665 12,868 SH   DFND 6,12 0 12,868 0
LAS VEGAS SANDS CORP COM 517834107 13,538 261,952 SH   DFND 6,9 0 261,952 0
LAS VEGAS SANDS CORP COM 517834107 162 3,139 SH   DFND 6,13 0 3,139 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 44 1,750 SH   DFND 12,15 0 1,750 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 44 1,737 SH   DFND 14 0 1,737 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 137,715 5,441,132 SH   DFND 1 0 569,016 4,872,116
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 319 12,600 SH   DFND 1,9 0 12,600 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 111 4,401 SH   DFND 1,15 0 4,401 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 766 30,284 SH   DFND 15 0 30,284 0
LATTICE SEMICONDUCTOR CORP COM 518415104 487 85,773 SH   DFND 15 0 85,773 0
LAUDER ESTEE COS INC CL A 518439104 19,876 210,748 SH   DFND 2 0 210,748 0
LAUDER ESTEE COS INC CL A 518439104 103 1,090 SH   DFND 12,15 0 1,090 0
LAUDER ESTEE COS INC CL A 518439104 20,122 213,356 SH   DFND 14 0 213,356 0
LAUDER ESTEE COS INC CL A 518439104 19,735 209,256 SH   DFND 1 0 209,256 0
LAUDER ESTEE COS INC CL A 518439104 10,532 111,679 SH   DFND 15 0 111,679 0
LAUDER ESTEE COS INC CL A 518439104 1,132 12,000 SH   DFND 5 0 0 12,000
LAUDER ESTEE COS INC CL A 518439104 638 6,766 SH   DFND 11 0 6,766 0
LAYNE CHRISTENSEN CO COM 521050104 2,680 372,771 SH   DFND 15 0 372,771 0
LEAR CORP COM NEW 521865204 158 1,418 SH   DFND 12,15 0 1,418 0
LEAR CORP COM NEW 521865204 3,887 34,961 SH   DFND 14 0 34,961 0
LEAR CORP COM NEW 521865204 789 7,100 SH   DFND 1 0 7,100 0
LEAR CORP COM NEW 521865204 7,908 71,134 SH   DFND 15 0 71,134 0
LEAR CORP COM NEW 521865204 778 7,000 SH   DFND 5,9 0 7,000 0
LEAR CORP COM NEW 521865204 1,668 15,000 SH   DFND 5,6 0 7,000 8,000
LEAR CORP COM NEW 521865204 256 2,300 SH   DFND 11 0 2,300 0
LEAR CORP COM NEW 521865204 745 6,700 SH   DFND 13 0 6,700 0
LEAPFROG ENTERPRISES INC CL A 52186N106 126 126,771 SH   DFND 15 0 126,771 0
LEGGETT & PLATT INC COM 524660107 77 1,585 SH   DFND 12,15 0 1,585 0
LEGGETT & PLATT INC COM 524660107 41,612 859,745 SH   DFND 14 0 859,745 0
LEGGETT & PLATT INC COM 524660107 14,988 309,673 SH   DFND 1 0 308,573 1,100
LEGGETT & PLATT INC COM 524660107 286 5,900 SH   DFND 1,9 0 5,900 0
LEGGETT & PLATT INC COM 524660107 10 200 SH   DFND 1,3 0 200 0
LEGGETT & PLATT INC COM 524660107 2,188 45,200 SH   DFND 1,5 0 45,200 0
LEGGETT & PLATT INC COM 524660107 252 5,200 SH   DFND 1,8 0 0 5,200
LEGGETT & PLATT INC COM 524660107 3,140 64,882 SH   DFND 15 0 64,882 0
LEGGETT & PLATT INC COM 524660107 692 14,300 SH   DFND 5,6 0 6,800 7,500
LEGGETT & PLATT INC COM 524660107 211 4,350 SH   DFND 11 0 4,350 0
LEGGETT & PLATT INC COM 524660107 339 7,000 SH   DFND 13 0 7,000 0
LEGG MASON BW GLB INC OPP FD COM 52469B100 2,716 219,919 SH   DFND 14 0 219,919 0
LEGACY TEX FINL GROUP INC COM 52471Y106 1,761 89,600 SH   DFND 15 0 89,600 0
LEGG MASON INC COM 524901105 158 4,568 SH   DFND 12,15 0 4,568 0
LEGG MASON INC COM 524901105 783 22,564 SH   DFND 14 0 22,564 0
LEGG MASON INC COM 524901105 90,444 2,607,946 SH   DFND 1 0 2,607,946 0
LEGG MASON INC COM 524901105 52 1,504 SH   DFND 1,9 0 1,504 0
LEGG MASON INC COM 524901105 406 11,694 SH   DFND 1,3 0 11,694 0
LEGG MASON INC COM 524901105 34 967 SH   DFND 1,15 0 967 0
LEGG MASON INC COM 524901105 4,709 135,786 SH   DFND 15 0 135,786 0
LEGG MASON INC COM 524901105 108 3,123 SH   DFND 11 0 3,123 0
LEIDOS HLDGS INC COM 525327102 59 1,163 SH   DFND 12,15 0 1,163 0
LEIDOS HLDGS INC COM 525327102 38,322 761,570 SH   DFND 1 0 705,080 56,490
LEIDOS HLDGS INC COM 525327102 3,618 71,900 SH   DFND 1,4 0 71,900 0
LEIDOS HLDGS INC COM 525327102 438 8,700 SH   DFND 1,9 0 8,700 0
LEIDOS HLDGS INC COM 525327102 1,756 34,900 SH   DFND 1,3 0 34,900 0
LEIDOS HLDGS INC COM 525327102 4,559 90,600 SH   DFND 1,5 0 90,600 0
LEIDOS HLDGS INC COM 525327102 5,193 103,202 SH   DFND 15 0 103,202 0
LEIDOS HLDGS INC COM 525327102 5,525 109,800 SH   DFND 5 0 64,300 45,500
LEIDOS HLDGS INC COM 525327102 6,240 124,000 SH   DFND 5,9 0 124,000 0
LEIDOS HLDGS INC COM 525327102 1,650 32,800 SH   DFND 5,6 0 16,800 16,000
LEIDOS HLDGS INC COM 525327102 624 12,400 SH   DFND 5,7 0 0 12,400
LEIDOS HLDGS INC COM 525327102 4,740 94,200 SH   DFND 6 0 94,200 0
LEIDOS HLDGS INC COM 525327102 845 16,800 SH   DFND 7 0 16,800 0
LEIDOS HLDGS INC COM 525327102 644 12,800 SH   DFND 13 0 12,800 0
LEMAITRE VASCULAR INC COM 525558201 860 55,390 SH   DFND 1 0 55,390 0
LEMAITRE VASCULAR INC COM 525558201 123 7,900 SH   DFND 1,3 0 7,900 0
LEMAITRE VASCULAR INC COM 525558201 4 236 SH   DFND 15 0 236 0
LENDINGCLUB CORP COM 52603A109 322 38,770 SH   DFND 15 0 38,770 0
LENDINGTREE INC NEW COM 52603B107 926 9,472 SH   DFND 15 0 9,472 0
LENNAR CORP CL A 526057104 85 1,750 SH   DFND 12,15 0 1,750 0
LENNAR CORP CL A 526057104 777 16,070 SH   DFND 14 0 16,070 0
LENNAR CORP CL A 526057104 22,239 459,855 SH   DFND 1 0 459,855 0
LENNAR CORP CL A 526057104 1,690 34,950 SH   DFND 15 0 34,950 0
LENNAR CORP CL A 526057104 339 7,000 SH   DFND 5 0 0 7,000
LENNAR CORP CL A 526057104 271 5,600 SH   DFND 11 0 5,600 0
LENNOX INTL INC COM 526107107 125 924 SH   DFND 12,15 0 924 0
LENNOX INTL INC COM 526107107 51,419 380,349 SH   DFND 1 0 365,961 14,388
LENNOX INTL INC COM 526107107 456 3,371 SH   DFND 1,3 0 3,371 0
LENNOX INTL INC COM 526107107 12,627 93,401 SH   DFND 15 0 93,401 0
LEUCADIA NATL CORP COM 527288104 263 16,255 SH   DFND 12,15 0 16,255 0
LEUCADIA NATL CORP COM 527288104 885 54,728 SH   DFND 14 0 54,728 0
LEUCADIA NATL CORP COM 527288104 10,747 664,619 SH   DFND 1 0 664,619 0
LEUCADIA NATL CORP COM 527288104 12,950 800,857 SH   DFND 15 0 800,857 0
LEUCADIA NATL CORP COM 527288104 220 13,603 SH   DFND 5 0 0 13,603
LEUCADIA NATL CORP COM 527288104 171 10,596 SH   DFND 11 0 10,596 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 456 8,636 SH   DFND 12,15 0 8,636 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,571 29,728 SH   DFND 14 0 29,728 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 144,825 2,740,311 SH   DFND 1 0 2,740,311 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 144 2,725 SH   DFND 1,15 0 2,725 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 9,655 182,694 SH   DFND 15 0 182,694 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 560 10,600 SH   DFND 5 0 0 10,600
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 484 9,166 SH   DFND 11 0 9,166 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 9,206 770,370 SH   DFND 15 0 770,370 0
LEXINGTON REALTY TRUST COM 529043101 43 5,035 SH   DFND 12,15 0 5,035 0
LEXINGTON REALTY TRUST COM 529043101 414 48,178 SH   DFND 1 0 48,178 0
LEXINGTON REALTY TRUST COM 529043101 10,518 1,222,968 SH   DFND 15 0 1,222,968 0
LEXMARK INTL INC CL A 529771107 61 1,820 SH   DFND 12,15 0 1,820 0
LEXMARK INTL INC CL A 529771107 2,476 74,060 SH   DFND 14 0 74,060 0
LEXMARK INTL INC CL A 529771107 1,478 44,222 SH   DFND 15 0 44,222 0
LIBERTY ALL-STAR GROWTH FD I COM 529900102 176 43,536 SH   DFND 14 0 43,536 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 763 153,499 SH   DFND 14 0 153,499 0
LIBERTY BROADBAND CORP COM SER A 530307107 11,254 193,502 SH   DFND 2 0 193,502 0
LIBERTY BROADBAND CORP COM SER A 530307107 22,594 388,477 SH   DFND 1,2 0 388,477 0
LIBERTY BROADBAND CORP COM SER A 530307107 567 9,750 SH   DFND 15 0 9,750 0
LIBERTY BROADBAND CORP COM SER A 530307107 87 1,498 SH   DFND 11,2 0 1,498 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,584 27,326 SH   DFND 15 0 27,326 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 47,821 28,657,000 PRN   DFND 1 0 24,185,000 4,472,000
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,650 5,000,000 PRN   DFND 1 0 5,000,000 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 2,885 114,267 SH   DFND 12,15 0 114,267 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 92,430 3,660,579 SH   DFND 15 0 3,660,579 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 514 20,367 SH   DFND 5 0 0 20,367
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 340 13,460 SH   DFND 11 0 13,460 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 1,233 31,523 SH   DFND 12,15 0 31,523 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 44,839 1,146,198 SH   DFND 15 0 1,146,198 0
LIBERTY PPTY TR SH BEN INT 531172104 86 2,556 SH   DFND 12,15 0 2,556 0
LIBERTY PPTY TR SH BEN INT 531172104 243,813 7,286,688 SH   DFND 1 0 623,429 6,663,259
LIBERTY PPTY TR SH BEN INT 531172104 384 11,473 SH   DFND 1,2 0 11,473 0
LIBERTY PPTY TR SH BEN INT 531172104 156 4,649 SH   DFND 1,12 0 4,649 0
LIBERTY PPTY TR SH BEN INT 531172104 35 1,041 SH   DFND 1,9 0 1,041 0
LIBERTY PPTY TR SH BEN INT 531172104 2,252 67,306 SH   DFND 1,3 0 67,306 0
LIBERTY PPTY TR SH BEN INT 531172104 325 9,716 SH   DFND 1,15 0 9,716 0
LIBERTY PPTY TR SH BEN INT 531172104 929 27,757 SH   DFND 1,13 0 27,757 0
LIBERTY PPTY TR SH BEN INT 531172104 6,353 189,864 SH   DFND 15 0 189,864 0
LIBERTY PPTY TR SH BEN INT 531172104 160 4,786 SH   DFND 11 0 4,786 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 975 25,252 SH   DFND 12,15 0 25,252 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 30,689 794,436 SH   DFND 15 0 794,436 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 367 9,500 SH   DFND 5 0 0 9,500
LIBERTY MEDIA CORP DELAWARE CL A 531229102 112 2,900 SH   DFND 11 0 2,900 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 2,085 54,738 SH   DFND 12,15 0 54,738 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 65,842 1,728,594 SH   DFND 15 0 1,728,594 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 244 6,400 SH   DFND 11 0 6,400 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 107,539 108,763,000 PRN   DFND 1 0 95,168,000 13,595,000
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 226 10,200 SH   DFND 1 0 10,200 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 86 3,900 SH   DFND 1,3 0 3,900 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,286 103,167 SH   DFND 15 0 103,167 0
LIFEPOINT HEALTH INC COM 53219L109 67 968 SH   DFND 12,15 0 968 0
LIFEPOINT HEALTH INC COM 53219L109 2,232 32,227 SH   DFND 14 0 32,227 0
LIFEPOINT HEALTH INC COM 53219L109 26,559 383,527 SH   DFND 1 0 374,127 9,400
LIFEPOINT HEALTH INC COM 53219L109 104 1,500 SH   DFND 1,3 0 1,500 0
LIFEPOINT HEALTH INC COM 53219L109 1,221 17,637 SH   DFND 15 0 17,637 0
LIFEPOINT HEALTH INC COM 53219L109 166 2,400 SH   DFND 5 0 0 2,400
LIFEPOINT HEALTH INC COM 53219L109 2,652 38,294 SH   DFND 6 0 38,294 0
LIFEPOINT HEALTH INC COM 53219L109 1,304 18,831 SH   DFND 6,12 0 18,831 0
LIFEPOINT HEALTH INC COM 53219L109 345 4,988 SH   DFND 6,9 0 4,988 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 136 1,266 SH   DFND 12,15 0 1,266 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 54 500 SH   DFND 1,3 0 500 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 61,014 569,743 SH   DFND 15 0 569,743 0
LIFEVANTAGE CORP COM NEW 53222K205 162 17,750 SH   DFND 1 0 17,750 0
LIFETIME BRANDS INC COM 53222Q103 256 16,988 SH   DFND 15 0 16,988 0
LIFELOCK INC COM 53224V100 22 1,800 SH   DFND 1,3 0 1,800 0
LIFELOCK INC COM 53224V100 435 36,080 SH   DFND 15 0 36,080 0
LILLY ELI & CO COM 532457108 772 10,718 SH   DFND 12,15 0 10,718 0
LILLY ELI & CO COM 532457108 2,543 35,321 SH   DFND 14 0 35,321 0
LILLY ELI & CO COM 532457108 639,187 8,876,363 SH   DFND 1 0 8,564,926 311,437
LILLY ELI & CO COM 532457108 11,367 157,851 SH   DFND 1,12 0 157,851 0
LILLY ELI & CO COM 532457108 124 1,719 SH   DFND 1,9 0 1,719 0
LILLY ELI & CO COM 532457108 1,230 17,087 SH   DFND 1,3 0 17,087 0
LILLY ELI & CO COM 532457108 85,565 1,188,242 SH   DFND 15 0 1,188,242 0
LILLY ELI & CO COM 532457108 2,751 38,200 SH   DFND 5 0 0 38,200
LILLY ELI & CO COM 532457108 648 9,000 SH   DFND 5,6 0 4,300 4,700
LILLY ELI & CO COM 532457108 2,185 30,338 SH   DFND 11 0 30,338 0
LINCOLN ELEC HLDGS INC COM 533900106 120 2,051 SH   DFND 12,15 0 2,051 0
LINCOLN ELEC HLDGS INC COM 533900106 4,708 80,384 SH   DFND 15 0 80,384 0
LINCOLN NATL CORP IND COM 534187109 281 7,156 SH   DFND 12,15 0 7,156 0
LINCOLN NATL CORP IND COM 534187109 652 16,636 SH   DFND 4 0 16,636 0
LINCOLN NATL CORP IND COM 534187109 6,903 176,087 SH   DFND 14 0 176,087 0
LINCOLN NATL CORP IND COM 534187109 72,497 1,849,403 SH   DFND 1 0 1,842,313 7,090
LINCOLN NATL CORP IND COM 534187109 1,544 39,400 SH   DFND 1,4 0 39,400 0
LINCOLN NATL CORP IND COM 534187109 38 961 SH   DFND 1,9 0 961 0
LINCOLN NATL CORP IND COM 534187109 573 14,627 SH   DFND 1,3 0 14,627 0
LINCOLN NATL CORP IND COM 534187109 231 5,900 SH   DFND 1,5 0 0 5,900
LINCOLN NATL CORP IND COM 534187109 5,811 148,250 SH   DFND 15 0 148,250 0
LINCOLN NATL CORP IND COM 534187109 448 11,424 SH   DFND 5 0 0 11,424
LINCOLN NATL CORP IND COM 534187109 296 7,563 SH   DFND 11 0 7,563 0
LINDSAY CORP COM 535555106 18 253 SH   DFND 12,15 0 253 0
LINDSAY CORP COM 535555106 846 11,808 SH   DFND 14 0 11,808 0
LINDSAY CORP COM 535555106 20,788 290,297 SH   DFND 15 0 290,297 0
LINEAR TECHNOLOGY CORP COM 535678106 12,863 288,661 SH   DFND 2 0 288,661 0
LINEAR TECHNOLOGY CORP COM 535678106 2,572 57,725 SH   DFND 12,15 0 57,725 0
LINEAR TECHNOLOGY CORP COM 535678106 179,062 4,018,455 SH   DFND 1 0 4,018,455 0
LINEAR TECHNOLOGY CORP COM 535678106 68 1,537 SH   DFND 1,9 0 1,537 0
LINEAR TECHNOLOGY CORP COM 535678106 549 12,310 SH   DFND 1,3 0 12,310 0
LINEAR TECHNOLOGY CORP COM 535678106 86,444 1,939,943 SH   DFND 15 0 1,939,943 0
LINEAR TECHNOLOGY CORP COM 535678106 470 10,556 SH   DFND 5 0 0 10,556
LINEAR TECHNOLOGY CORP COM 535678106 324 7,282 SH   DFND 11 0 7,282 0
LINKEDIN CORP COM CL A 53578A108 41 358 SH   DFND 12,15 0 358 0
LINKEDIN CORP COM CL A 53578A108 3,753 32,824 SH   DFND 14 0 32,824 0
LINKEDIN CORP COM CL A 53578A108 3 27 SH   DFND 1 0 27 0
LINKEDIN CORP COM CL A 53578A108 1,157 10,117 SH   DFND 15 0 10,117 0
LINKEDIN CORP COM CL A 53578A108 480 4,200 SH   DFND 5 0 0 4,200
LINKEDIN CORP COM CL A 53578A108 400 3,500 SH   DFND 11 0 3,500 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 22,437 24,775,000 PRN   DFND 1 0 24,775,000 0
LIONS GATE ENTMNT CORP COM NEW 535919203 395 18,068 SH   DFND 14 0 18,068 0
LIONS GATE ENTMNT CORP COM NEW 535919203 4,057 185,669 SH   DFND 1 0 131,788 53,881
LIONS GATE ENTMNT CORP COM NEW 535919203 1,471 67,315 SH   DFND 1,9 0 67,315 0
LIONS GATE ENTMNT CORP COM NEW 535919203 1,648 75,408 SH   DFND 15 0 75,408 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 346 68,287 SH   DFND 15 0 68,287 0
LIPOCINE INC NEW COM 53630X104 8,574 844,690 SH   DFND 1 0 844,690 0
LIPOCINE INC NEW COM 53630X104 2,338 230,310 SH   DFND 1,12 0 230,310 0
LIQUIDITY SERVICES INC COM 53635B107 926 178,731 SH   DFND 15 0 178,731 0
LITHIA MTRS INC CL A 536797103 2,708 31,012 SH   DFND 14 0 31,012 0
LITHIA MTRS INC CL A 536797103 11,148 127,654 SH   DFND 15 0 127,654 0
LITTELFUSE INC COM 537008104 1,966 15,967 SH   DFND 14 0 15,967 0
LITTELFUSE INC COM 537008104 13,401 108,852 SH   DFND 15 0 108,852 0
LIVE NATION ENTERTAINMENT IN COM 538034109 72 3,235 SH   DFND 12,15 0 3,235 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,084 48,584 SH   DFND 15 0 48,584 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 35,440 35,889,000 PRN   DFND 1 0 32,715,000 3,174,000
LIVEPERSON INC COM 538146101 1,503 256,965 SH   DFND 15 0 256,965 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 43,459 11,002,313 SH   DFND 1 0 11,002,313 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 1,309 331,384 SH   DFND 15 0 331,384 0
LOCKHEED MARTIN CORP COM 539830109 740 3,340 SH   DFND 12,15 0 3,340 0
LOCKHEED MARTIN CORP COM 539830109 54,375 245,485 SH   DFND 14 0 245,485 0
LOCKHEED MARTIN CORP COM 539830109 32,950 148,760 SH   DFND 1 0 148,660 100
LOCKHEED MARTIN CORP COM 539830109 1,404 6,337 SH   DFND 1,15 0 6,337 0
LOCKHEED MARTIN CORP COM 539830109 148,654 671,126 SH   DFND 15 0 671,126 0
LOCKHEED MARTIN CORP COM 539830109 1,868 8,432 SH   DFND 11 0 8,432 0
LOEWS CORP COM 540424108 567 14,828 SH   DFND 12,15 0 14,828 0
LOEWS CORP COM 540424108 641 16,763 SH   DFND 14 0 16,763 0
LOEWS CORP COM 540424108 10,539 275,445 SH   DFND 1 0 275,445 0
LOEWS CORP COM 540424108 1,330 34,762 SH   DFND 1,15 0 34,762 0
LOEWS CORP COM 540424108 85,846 2,243,762 SH   DFND 15 0 2,243,762 0
LOEWS CORP COM 540424108 503 13,159 SH   DFND 5 0 0 13,159
LOEWS CORP COM 540424108 328 8,566 SH   DFND 11 0 8,566 0
LOGMEIN INC COM 54142L109 20 400 SH   DFND 1,3 0 400 0
LOGMEIN INC COM 54142L109 9,536 188,989 SH   DFND 15 0 188,989 0
LORAL SPACE & COMMUNICATNS I COM 543881106 697 19,837 SH   DFND 15 0 19,837 0
LOUISIANA PAC CORP COM 546347105 443 25,866 SH   DFND 1 0 25,866 0
LOUISIANA PAC CORP COM 546347105 2,690 157,100 SH   DFND 15 0 157,100 0
LOWES COS INC COM 548661107 26,216 346,091 SH   DFND 2 0 346,091 0
LOWES COS INC COM 548661107 2,441 32,222 SH   DFND 12,15 0 32,222 0
LOWES COS INC COM 548661107 359 4,741 SH   DFND 4 0 4,741 0
LOWES COS INC COM 548661107 100,136 1,321,923 SH   DFND 14 0 1,321,923 0
LOWES COS INC COM 548661107 45 600 SH Call DFND 14 0 0 0
LOWES COS INC COM 548661107 450,116 5,942,122 SH   DFND 1 0 5,941,072 1,050
LOWES COS INC COM 548661107 11,089 146,387 SH   DFND 1,9 0 146,387 0
LOWES COS INC COM 548661107 1,262 16,663 SH   DFND 1,15 0 16,663 0
LOWES COS INC COM 548661107 2,242 29,600 SH   DFND 1,5 0 29,600 0
LOWES COS INC COM 548661107 197 2,600 SH   DFND 1,8 0 0 2,600
LOWES COS INC COM 548661107 93,213 1,230,536 SH   DFND 15 0 1,230,536 0
LOWES COS INC COM 548661107 2,969 39,200 SH   DFND 5 0 0 39,200
LOWES COS INC COM 548661107 2,871 37,900 SH   DFND 5,6 0 18,600 19,300
LOWES COS INC COM 548661107 924 12,200 SH   DFND 5,7 0 0 12,200
LOWES COS INC COM 548661107 2,107 27,813 SH   DFND 11 0 27,813 0
LOWES COS INC COM 548661107 2,242 29,600 SH   DFND 13 0 29,600 0
LOXO ONCOLOGY INC COM 548862101 1,520 55,593 SH   DFND 15 0 55,593 0
LUBYS INC COM 549282101 63 12,990 SH   DFND 15 0 12,990 0
LULULEMON ATHLETICA INC COM 550021109 2,566 37,895 SH   DFND 15 0 37,895 0
LULULEMON ATHLETICA INC COM 550021109 325 4,800 SH   DFND 5 0 0 4,800
LULULEMON ATHLETICA INC COM 550021109 244 3,600 SH   DFND 11 0 3,600 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,207 92,001 SH   DFND 15 0 92,001 0
LUMENTUM HLDGS INC COM 55024U109 6,081 225,475 SH   DFND 15 0 225,475 0
LUMINEX CORP DEL COM 55027E102 421 21,712 SH   DFND 14 0 21,712 0
LUMINEX CORP DEL COM 55027E102 2,316 119,359 SH   DFND 15 0 119,359 0
LUMOS NETWORKS CORP COM 550283105 2,098 163,411 SH   DFND 15 0 163,411 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 107 10,128 SH   DFND 15 0 10,128 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 2,659 48,348 SH   DFND 15 0 48,348 0
LYDALL INC DEL COM 550819106 2,313 71,117 SH   DFND 15 0 71,117 0
LYON WILLIAM HOMES CL A NEW 552074700 1,001 69,100 SH   DFND 15 0 69,100 0
M & T BK CORP COM 55261F104 212 1,907 SH   DFND 12,15 0 1,907 0
M & T BK CORP COM 55261F104 1,280 11,531 SH   DFND 14 0 11,531 0
M & T BK CORP COM 55261F104 183,298 1,651,335 SH   DFND 1 0 1,651,335 0
M & T BK CORP COM 55261F104 112 1,012 SH   DFND 1,9 0 1,012 0
M & T BK CORP COM 55261F104 745 6,716 SH   DFND 1,3 0 6,716 0
M & T BK CORP COM 55261F104 18,106 163,113 SH   DFND 15 0 163,113 0
M & T BK CORP COM 55261F104 265 2,384 SH   DFND 5 0 0 2,384
M & T BK CORP COM 55261F104 484 4,357 SH   DFND 11 0 4,357 0
MBIA INC COM 55262C100 116 13,109 SH   DFND 12,15 0 13,109 0
MBIA INC COM 55262C100 340 38,440 SH   DFND 1 0 28,940 9,500
MBIA INC COM 55262C100 89 10,000 SH   DFND 1,3 0 10,000 0
MBIA INC COM 55262C100 2,690 303,969 SH   DFND 15 0 303,969 0
MB FINANCIAL INC NEW COM 55264U108 42,278 1,302,857 SH   DFND 1 0 1,302,857 0
MB FINANCIAL INC NEW COM 55264U108 8,854 272,860 SH   DFND 15 0 272,860 0
M D C HLDGS INC COM 552676108 1,331 53,116 SH   DFND 15 0 53,116 0
MDU RES GROUP INC COM 552690109 101 5,191 SH   DFND 12,15 0 5,191 0
MDU RES GROUP INC COM 552690109 3,716 190,971 SH   DFND 14 0 190,971 0
MDU RES GROUP INC COM 552690109 16,597 852,871 SH   DFND 15 0 852,871 0
MDC PARTNERS INC CL A SUB VTG 552697104 120,386 5,101,091 SH   DFND 1 0 5,101,091 0
MDC PARTNERS INC CL A SUB VTG 552697104 589 24,947 SH   DFND 15 0 24,947 0
MFS CHARTER INCOME TR SH BEN INT 552727109 841 103,472 SH   DFND 14 0 103,472 0
MFS CHARTER INCOME TR SH BEN INT 552727109 4,330 532,593 SH   DFND 15 0 532,593 0
MFA FINL INC COM 55272X102 58 8,402 SH   DFND 12,15 0 8,402 0
MFA FINL INC COM 55272X102 4,347 634,530 SH   DFND 14 0 634,530 0
MFA FINL INC COM 55272X102 3,253 474,855 SH   DFND 1 0 474,855 0
MFA FINL INC COM 55272X102 1,124 164,103 SH   DFND 15 0 164,103 0
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 627 107,534 SH   DFND 14 0 107,534 0
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 4,493 770,589 SH   DFND 15 0 770,589 0
MFS INTER INCOME TR SH BEN INT 55273C107 516 111,910 SH   DFND 14 0 111,910 0
MFS INTER INCOME TR SH BEN INT 55273C107 3,794 822,998 SH   DFND 15 0 822,998 0
MGE ENERGY INC COM 55277P104 1,284 24,572 SH   DFND 15 0 24,572 0
MGIC INVT CORP WIS COM 552848103 11,307 1,474,237 SH   DFND 1 0 1,086,442 387,795
MGIC INVT CORP WIS COM 552848103 436 56,900 SH   DFND 1,3 0 56,900 0
MGIC INVT CORP WIS COM 552848103 1,264 164,804 SH   DFND 15 0 164,804 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 52,109 50,286,000 PRN   DFND 1 0 47,056,000 3,230,000
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 21,063 16,725,000 PRN   DFND 1 0 13,871,000 2,854,000
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 339 61,660 SH   DFND 14 0 61,660 0
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 1,083 196,889 SH   DFND 15 0 196,889 0
MGM RESORTS INTERNATIONAL COM 552953101 170 7,941 SH   DFND 12,15 0 7,941 0
MGM RESORTS INTERNATIONAL COM 552953101 382 17,798 SH   DFND 14 0 17,798 0
MGM RESORTS INTERNATIONAL COM 552953101 2,641 123,185 SH   DFND 15 0 123,185 0
MGM RESORTS INTERNATIONAL COM 552953101 515 24,000 SH   DFND 5 0 0 24,000
MGM RESORTS INTERNATIONAL COM 552953101 296 13,800 SH   DFND 11 0 13,800 0
MGP INGREDIENTS INC NEW COM 55303J106 267 11,030 SH   DFND 1 0 11,030 0
MGP INGREDIENTS INC NEW COM 55303J106 124 5,100 SH   DFND 1,3 0 5,100 0
MGP INGREDIENTS INC NEW COM 55303J106 1,977 81,571 SH   DFND 15 0 81,571 0
M/I HOMES INC COM 55305B101 1,264 67,755 SH   DFND 15 0 67,755 0
MKS INSTRUMENT INC COM 55306N104 49,566 1,316,501 SH   DFND 1 0 1,316,501 0
MKS INSTRUMENT INC COM 55306N104 13,084 347,528 SH   DFND 15 0 347,528 0
MPLX LP COM UNIT REP LTD 55336V100 1,061 35,745 SH   DFND 14 0 35,745 0
MPLX LP COM UNIT REP LTD 55336V100 235 7,911 SH   DFND 1 0 7,911 0
MRC GLOBAL INC COM 55345K103 237 18,041 SH   DFND 12,15 0 18,041 0
MRC GLOBAL INC COM 55345K103 2,657 202,183 SH   DFND 14 0 202,183 0
MRC GLOBAL INC COM 55345K103 6,435 489,690 SH   DFND 1 0 347,090 142,600
MRC GLOBAL INC COM 55345K103 267 20,300 SH   DFND 1,3 0 20,300 0
MRC GLOBAL INC COM 55345K103 2,221 168,988 SH   DFND 15 0 168,988 0
MSA SAFETY INC COM 553498106 1,328 27,473 SH   DFND 15 0 27,473 0
MSC INDL DIRECT INC CL A 553530106 43 563 SH   DFND 12,15 0 563 0
MSC INDL DIRECT INC CL A 553530106 4,980 65,261 SH   DFND 15 0 65,261 0
MSCI INC COM 55354G100 225 3,044 SH   DFND 12,15 0 3,044 0
MSCI INC COM 55354G100 955 12,896 SH   DFND 14 0 12,896 0
MSCI INC COM 55354G100 7,574 102,244 SH   DFND 15 0 102,244 0
MSCI INC COM 55354G100 52 700 SH   DFND 5 0 0 700
MSCI INC COM 55354G100 230 3,100 SH   DFND 11 0 3,100 0
MSG NETWORK INC CL A 553573106 907 52,477 SH   DFND 14 0 52,477 0
MSG NETWORK INC CL A 553573106 684 39,586 SH   DFND 15 0 39,586 0
MSG NETWORK INC CL A 553573106 178 10,300 SH   DFND 13 0 10,300 0
MTS SYS CORP COM 553777103 3,969 65,220 SH   DFND 15 0 65,220 0
MYR GROUP INC DEL COM 55405W104 1,157 46,066 SH   DFND 15 0 46,066 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 13,906 317,566 SH   DFND 1 0 225,376 92,190
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 6,588 150,442 SH   DFND 15 0 150,442 0
MACERICH CO COM 554382101 112 1,409 SH   DFND 12,15 0 1,409 0
MACERICH CO COM 554382101 3,583 45,222 SH   DFND 14 0 45,222 0
MACERICH CO COM 554382101 170,792 2,155,376 SH   DFND 1 0 129,807 2,025,569
MACERICH CO COM 554382101 2,578 32,532 SH   DFND 15 0 32,532 0
MACERICH CO COM 554382101 325 4,100 SH   DFND 11 0 4,100 0
MACK CALI RLTY CORP COM 554489104 63 2,665 SH   DFND 12,15 0 2,665 0
MACK CALI RLTY CORP COM 554489104 7,607 323,710 SH   DFND 1 0 240,110 83,600
MACK CALI RLTY CORP COM 554489104 743 31,600 SH   DFND 1,3 0 31,600 0
MACK CALI RLTY CORP COM 554489104 1,253 53,309 SH   DFND 15 0 53,309 0
MACK CALI RLTY CORP COM 554489104 66 2,800 SH   DFND 5 0 0 2,800
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 16,626 15,055,000 PRN   DFND 1 0 15,055,000 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 1,655 82,398 SH   DFND 14 0 82,398 0
MACROGENICS INC COM 556099109 692 36,900 SH   DFND 1 0 36,900 0
MACROGENICS INC COM 556099109 133 7,100 SH   DFND 1,3 0 7,100 0
MACROGENICS INC COM 556099109 2 129 SH   DFND 15 0 129 0
MACYS INC COM 55616P104 725 16,446 SH   DFND 12,15 0 16,446 0
MACYS INC COM 55616P104 68,168 1,546,109 SH   DFND 1 0 1,545,409 700
MACYS INC COM 55616P104 504 11,434 SH   DFND 1,2 0 11,434 0
MACYS INC COM 55616P104 1,681 38,127 SH   DFND 1,9 0 38,127 0
MACYS INC COM 55616P104 48 1,086 SH   DFND 1,15 0 1,086 0
MACYS INC COM 55616P104 41,573 942,911 SH   DFND 15 0 942,911 0
MACYS INC COM 55616P104 670 15,200 SH   DFND 5 0 0 15,200
MACYS INC COM 55616P104 1,010 22,900 SH   DFND 5,6 0 10,600 12,300
MACYS INC COM 55616P104 423 9,586 SH   DFND 11 0 9,586 0
MACYS INC COM 55616P104 251 5,700 SH   DFND 13 0 5,700 0
MADDEN STEVEN LTD COM 556269108 396 10,688 SH   DFND 14 0 10,688 0
MADDEN STEVEN LTD COM 556269108 49,963 1,348,887 SH   DFND 1 0 1,348,887 0
MADDEN STEVEN LTD COM 556269108 3,359 90,690 SH   DFND 15 0 90,690 0
MADISON CVRED CALL & EQ STR COM 557437100 3,551 475,333 SH   DFND 14 0 475,333 0
MADISON CVRED CALL & EQ STR COM 557437100 1,286 172,218 SH   DFND 15 0 172,218 0
MAGELLAN HEALTH INC COM NEW 559079207 246 3,622 SH   DFND 12,15 0 3,622 0
MAGELLAN HEALTH INC COM NEW 559079207 313 4,615 SH   DFND 14 0 4,615 0
MAGELLAN HEALTH INC COM NEW 559079207 7,437 109,478 SH   DFND 15 0 109,478 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,332 19,356 SH   DFND 14 0 19,356 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 534 7,763 SH   DFND 1 0 7,763 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 682 9,911 SH   DFND 15 0 9,911 0
MAGNA INTL INC COM 559222401 962 22,391 SH   DFND 2,15 0 22,391 0
MAGNA INTL INC COM 559222401 2,482 57,778 SH   DFND 12,15 0 57,778 0
MAGNA INTL INC COM 559222401 806 18,752 SH   DFND 14 0 18,752 0
MAGNA INTL INC COM 559222401 733 17,074 SH   DFND 1,2 0 17,074 0
MAGNA INTL INC COM 559222401 9,165 213,338 SH   DFND 15 0 213,338 0
MAGNA INTL INC COM 559222401 412 9,600 SH   DFND 5 0 0 9,600
MAGNA INTL INC COM 559222401 885 20,600 SH   DFND 5,6 0 10,800 9,800
MAGNA INTL INC COM 559222401 528 12,300 SH   DFND 11 0 12,300 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 750 137,847 SH   DFND 15 0 137,847 0
MAIN STREET CAPITAL CORP COM 56035L104 47 1,503 SH   DFND 12,15 0 1,503 0
MAIN STREET CAPITAL CORP COM 56035L104 535 17,066 SH   DFND 14 0 17,066 0
MAIN STREET CAPITAL CORP COM 56035L104 4,265 136,060 SH   DFND 15 0 136,060 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 405 19,200 SH   DFND 1 0 19,200 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 97 4,600 SH   DFND 1,3 0 4,600 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 613 29,068 SH   DFND 15 0 29,068 0
MANHATTAN ASSOCS INC COM 562750109 117,126 2,059,547 SH   DFND 1 0 2,027,659 31,888
MANHATTAN ASSOCS INC COM 562750109 17 300 SH   DFND 1,3 0 300 0
MANHATTAN ASSOCS INC COM 562750109 26,312 462,665 SH   DFND 15 0 462,665 0
MANITEX INTL INC COM 563420108 149 28,487 SH   DFND 15 0 28,487 0
MANITOWOC FOODSERVICE INC COM 563568104 22 1,501 SH   DFND 12,15 0 1,501 0
MANITOWOC FOODSERVICE INC COM 563568104 468 31,742 SH   DFND 15 0 31,742 0
MANITOWOC INC COM 563571108 10 2,326 SH   DFND 12,15 0 2,326 0
MANITOWOC INC COM 563571108 405 93,600 SH   DFND 1 0 93,600 0
MANITOWOC INC COM 563571108 193 44,515 SH   DFND 15 0 44,515 0
MANPOWERGROUP INC COM 56418H100 320 3,930 SH   DFND 12,15 0 3,930 0
MANPOWERGROUP INC COM 56418H100 2,235 27,455 SH   DFND 14 0 27,455 0
MANPOWERGROUP INC COM 56418H100 103,232 1,267,893 SH   DFND 1 0 1,267,693 200
MANPOWERGROUP INC COM 56418H100 8,497 104,359 SH   DFND 15 0 104,359 0
MANPOWERGROUP INC COM 56418H100 182 2,233 SH   DFND 11 0 2,233 0
MANTECH INTL CORP CL A 564563104 13 405 SH   DFND 1 0 405 0
MANTECH INTL CORP CL A 564563104 8,712 272,345 SH   DFND 15 0 272,345 0
MANULIFE FINL CORP COM 56501R106 109,543 7,752,477 SH   DFND 2 0 7,752,477 0
MANULIFE FINL CORP COM 56501R106 1,695 119,934 SH   DFND 2,15 0 119,934 0
MANULIFE FINL CORP COM 56501R106 31 2,204 SH   DFND 12,15 0 2,204 0
MANULIFE FINL CORP COM 56501R106 630 44,608 SH   DFND 14 0 44,608 0
MANULIFE FINL CORP COM 56501R106 21,875 1,548,131 SH   DFND 1,2 0 1,548,131 0
MANULIFE FINL CORP COM 56501R106 1,689 119,548 SH   DFND 15 0 119,548 0
MANULIFE FINL CORP COM 56501R106 1,054 74,600 SH   DFND 5 0 0 74,600
MANULIFE FINL CORP COM 56501R106 845 59,796 SH   DFND 11 0 59,796 0
MARATHON OIL CORP COM 565849106 760 68,222 SH   DFND 12,15 0 68,222 0
MARATHON OIL CORP COM 565849106 358 32,106 SH   DFND 14 0 32,106 0
MARATHON OIL CORP COM 565849106 10,337 927,930 SH   DFND 1 0 927,930 0
MARATHON OIL CORP COM 565849106 13,583 1,219,336 SH   DFND 1,2 0 1,219,336 0
MARATHON OIL CORP COM 565849106 2,462 220,982 SH   DFND 1,9 0 220,982 0
MARATHON OIL CORP COM 565849106 13,150 1,180,468 SH   DFND 15 0 1,180,468 0
MARATHON OIL CORP COM 565849106 909 81,600 SH   DFND 5 0 50,800 30,800
MARATHON OIL CORP COM 565849106 674 60,500 SH   DFND 5,6 0 36,600 23,900
MARATHON OIL CORP COM 565849106 240 21,578 SH   DFND 11 0 21,578 0
MARATHON PETE CORP COM 56585A102 787 21,155 SH   DFND 12,15 0 21,155 0
MARATHON PETE CORP COM 56585A102 4,032 108,448 SH   DFND 14 0 108,448 0
MARATHON PETE CORP COM 56585A102 12,860 345,892 SH   DFND 1 0 345,392 500
MARATHON PETE CORP COM 56585A102 30 806 SH   DFND 1,15 0 806 0
MARATHON PETE CORP COM 56585A102 1,863 50,100 SH   DFND 1,5 0 50,100 0
MARATHON PETE CORP COM 56585A102 48 1,300 SH   DFND 1,8 0 0 1,300
MARATHON PETE CORP COM 56585A102 34,184 919,413 SH   DFND 15 0 919,413 0
MARATHON PETE CORP COM 56585A102 2,503 67,310 SH   DFND 5 0 42,700 24,610
MARATHON PETE CORP COM 56585A102 387 10,400 SH   DFND 5,9 0 10,400 0
MARATHON PETE CORP COM 56585A102 2,625 70,600 SH   DFND 5,6 0 32,800 37,800
MARATHON PETE CORP COM 56585A102 472 12,700 SH   DFND 5,7 0 0 12,700
MARATHON PETE CORP COM 56585A102 601 16,178 SH   DFND 11 0 16,178 0
MARATHON PETE CORP COM 56585A102 100 2,700 SH   DFND 6 0 2,700 0
MARATHON PETE CORP COM 56585A102 1,011 27,200 SH   DFND 13 0 27,200 0
MARCHEX INC CL B 56624R108 206 46,340 SH   DFND 15 0 46,340 0
MARCUS CORP COM 566330106 750 39,594 SH   DFND 15 0 39,594 0
MARINEMAX INC COM 567908108 939 48,243 SH   DFND 15 0 48,243 0
MARKEL CORP COM 570535104 118 132 SH   DFND 12,15 0 132 0
MARKEL CORP COM 570535104 259 291 SH   DFND 1,6 0 291 0
MARKEL CORP COM 570535104 12,547 14,073 SH   DFND 15 0 14,073 0
MARKEL CORP COM 570535104 357 400 SH   DFND 11 0 400 0
MARKEL CORP COM 570535104 3,639 4,082 SH   DFND 6 0 4,082 0
MARKEL CORP COM 570535104 26 29 SH   DFND 6,2 0 29 0
MARKEL CORP COM 570535104 65 73 SH   DFND 6,9 0 73 0
MARKEL CORP COM 570535104 77 86 SH   DFND 6,13 0 86 0
MARKETAXESS HLDGS INC COM 57060D108 51,412 411,855 SH   DFND 1 0 386,489 25,366
MARKETAXESS HLDGS INC COM 57060D108 33,973 272,154 SH   DFND 15 0 272,154 0
MARKETAXESS HLDGS INC COM 57060D108 387 3,100 SH   DFND 5 0 0 3,100
MARKET VECTORS ETF TR JP MORGAN EM LC 57060U522 1,746 93,896 SH   DFND 14 0 93,896 0
MARKET VECTORS ETF TR VIETNAM ETF 57060U761 365 26,100 SH   DFND 1 0 26,100 0
MARKETO INC COM 57063L107 1,468 75,009 SH   DFND 1 0 53,500 21,509
MARKETO INC COM 57063L107 528 26,969 SH   DFND 15 0 26,969 0
MARLIN BUSINESS SVCS CORP COM 571157106 165 11,546 SH   DFND 15 0 11,546 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 2,527 37,440 SH   DFND 15 0 37,440 0
MARSH & MCLENNAN COS INC COM 571748102 317 5,208 SH   DFND 12,15 0 5,208 0
MARSH & MCLENNAN COS INC COM 571748102 7,043 115,857 SH   DFND 14 0 115,857 0
MARSH & MCLENNAN COS INC COM 571748102 439,486 7,229,580 SH   DFND 1 0 6,791,441 438,139
MARSH & MCLENNAN COS INC COM 571748102 369 6,078 SH   DFND 1,3 0 6,078 0
MARSH & MCLENNAN COS INC COM 571748102 1,381 22,723 SH   DFND 1,15 0 22,723 0
MARSH & MCLENNAN COS INC COM 571748102 35 571 SH   DFND 1,11 0 571 0
MARSH & MCLENNAN COS INC COM 571748102 76,438 1,257,405 SH   DFND 15 0 1,257,405 0
MARSH & MCLENNAN COS INC COM 571748102 1,356 22,300 SH   DFND 5 0 0 22,300
MARSH & MCLENNAN COS INC COM 571748102 962 15,828 SH   DFND 11 0 15,828 0
MARRIOTT INTL INC NEW CL A 571903202 4,667 65,567 SH   DFND 12,15 0 65,567 0
MARRIOTT INTL INC NEW CL A 571903202 10,903 153,169 SH   DFND 1 0 153,169 0
MARRIOTT INTL INC NEW CL A 571903202 162,075 2,276,973 SH   DFND 15 0 2,276,973 0
MARRIOTT INTL INC NEW CL A 571903202 1,111 15,615 SH   DFND 5 0 0 15,615
MARRIOTT INTL INC NEW CL A 571903202 1,196 16,800 SH   DFND 5,6 0 7,900 8,900
MARRIOTT INTL INC NEW CL A 571903202 447 6,273 SH   DFND 11 0 6,273 0
MARRIOTT INTL INC NEW CL A 571903202 584 8,200 SH   DFND 13 0 8,200 0
MARTEN TRANS LTD COM 573075108 720 38,450 SH   DFND 15 0 38,450 0
MARTIN MARIETTA MATLS INC COM 573284106 81 508 SH   DFND 12,15 0 508 0
MARTIN MARIETTA MATLS INC COM 573284106 69,821 437,722 SH   DFND 1 0 437,722 0
MARTIN MARIETTA MATLS INC COM 573284106 101 636 SH   DFND 1,15 0 636 0
MARTIN MARIETTA MATLS INC COM 573284106 5,401 33,858 SH   DFND 15 0 33,858 0
MARTIN MARIETTA MATLS INC COM 573284106 269 1,687 SH   DFND 11 0 1,687 0
MASCO CORP COM 574599106 341 10,851 SH   DFND 12,15 0 10,851 0
MASCO CORP COM 574599106 5,376 170,948 SH   DFND 14 0 170,948 0
MASCO CORP COM 574599106 249,447 7,931,547 SH   DFND 1 0 7,930,497 1,050
MASCO CORP COM 574599106 55 1,754 SH   DFND 1,9 0 1,754 0
MASCO CORP COM 574599106 889 28,279 SH   DFND 1,3 0 28,279 0
MASCO CORP COM 574599106 5,564 176,900 SH   DFND 1,5 0 176,900 0
MASCO CORP COM 574599106 440 14,000 SH   DFND 1,8 0 0 14,000
MASCO CORP COM 574599106 12,600 400,646 SH   DFND 15 0 400,646 0
MASCO CORP COM 574599106 708 22,500 SH   DFND 5 0 0 22,500
MASCO CORP COM 574599106 321 10,202 SH   DFND 11 0 10,202 0
MASIMO CORP COM 574795100 133 3,170 SH   DFND 12,15 0 3,170 0
MASIMO CORP COM 574795100 71 1,700 SH   DFND 1,3 0 1,700 0
MASIMO CORP COM 574795100 8,638 206,446 SH   DFND 15 0 206,446 0
MASONITE INTL CORP NEW COM 575385109 57,304 874,877 SH   DFND 1 0 835,041 39,836
MASONITE INTL CORP NEW COM 575385109 1,429 21,815 SH   DFND 15 0 21,815 0
MASTEC INC COM 576323109 53 2,610 SH   DFND 12,15 0 2,610 0
MASTEC INC COM 576323109 366 18,084 SH   DFND 14 0 18,084 0
MASTEC INC COM 576323109 3,174 156,805 SH   DFND 15 0 156,805 0
MASTERCARD INC CL A 57636Q104 263 2,779 SH   DFND 12,15 0 2,779 0
MASTERCARD INC CL A 57636Q104 1,503 15,900 SH   DFND 4 0 15,900 0
MASTERCARD INC CL A 57636Q104 1,529 16,183 SH   DFND 14 0 16,183 0
MASTERCARD INC CL A 57636Q104 233,836 2,474,453 SH   DFND 1 0 2,474,253 200
MASTERCARD INC CL A 57636Q104 3,696 39,108 SH   DFND 1,12 0 39,108 0
MASTERCARD INC CL A 57636Q104 769 8,139 SH   DFND 1,6 0 8,139 0
MASTERCARD INC CL A 57636Q104 90,376 956,364 SH   DFND 15 0 956,364 0
MASTERCARD INC CL A 57636Q104 3,402 36,000 SH   DFND 5 0 0 36,000
MASTERCARD INC CL A 57636Q104 2,845 30,110 SH   DFND 11 0 30,110 0
MASTERCARD INC CL A 57636Q104 859 9,087 SH   DFND 11,6 0 0 9,087
MASTERCARD INC CL A 57636Q104 86,417 914,468 SH   DFND 6 0 914,468 0
MASTERCARD INC CL A 57636Q104 70 737 SH   DFND 6,2 0 737 0
MASTERCARD INC CL A 57636Q104 853 9,029 SH   DFND 6,12 0 9,029 0
MASTERCARD INC CL A 57636Q104 547 5,784 SH   DFND 6,9 0 5,784 0
MASTERCARD INC CL A 57636Q104 267 2,825 SH   DFND 6,13 0 2,825 0
MATADOR RES CO COM 576485205 3,228 170,244 SH   DFND 15 0 170,244 0
MATCH GROUP INC COM 57665R106 370 33,477 SH   DFND 15 0 33,477 0
MATERION CORP COM 576690101 5 200 SH   DFND 1 0 200 0
MATERION CORP COM 576690101 1,047 39,541 SH   DFND 15 0 39,541 0
MATRIX SVC CO COM 576853105 223 12,600 SH   DFND 14 0 12,600 0
MATRIX SVC CO COM 576853105 1,942 109,723 SH   DFND 15 0 109,723 0
MATSON INC COM 57686G105 1,303 32,449 SH   DFND 14 0 32,449 0
MATSON INC COM 57686G105 1,343 33,422 SH   DFND 15 0 33,422 0
MATSON INC COM 57686G105 293 7,300 SH   DFND 5 0 0 7,300
MATTEL INC COM 577081102 2,846 84,655 SH   DFND 12,15 0 84,655 0
MATTEL INC COM 577081102 4,941 146,965 SH   DFND 14 0 146,965 0
MATTEL INC COM 577081102 103,130 3,067,517 SH   DFND 1 0 2,997,376 70,141
MATTEL INC COM 577081102 1,452 43,183 SH   DFND 1,2 0 43,183 0
MATTEL INC COM 577081102 318 9,455 SH   DFND 1,9 0 9,455 0
MATTEL INC COM 577081102 89,605 2,665,215 SH   DFND 15 0 2,665,215 0
MATTEL INC COM 577081102 525 15,628 SH   DFND 5 0 0 15,628
MATTEL INC COM 577081102 351 10,452 SH   DFND 11 0 10,452 0
MATTEL INC COM 577081102 12,349 367,317 SH   DFND 6 0 367,317 0
MATTHEWS INTL CORP CL A 577128101 13 249 SH   DFND 1 0 249 0
MATTHEWS INTL CORP CL A 577128101 4,724 91,787 SH   DFND 15 0 91,787 0
MATTSON TECHNOLOGY INC COM 577223100 170 46,700 SH   DFND 15 0 46,700 0
MATTRESS FIRM HLDG CORP COM 57722W106 2,391 56,405 SH   DFND 1,9 0 56,405 0
MATTRESS FIRM HLDG CORP COM 57722W106 709 16,723 SH   DFND 15 0 16,723 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,572 69,923 SH   DFND 12,15 0 69,923 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,735 74,350 SH   DFND 1 0 64,530 9,820
MAXIM INTEGRATED PRODS INC COM 57772K101 2,398 65,200 SH   DFND 1,4 0 65,200 0
MAXIM INTEGRATED PRODS INC COM 57772K101 427 11,600 SH   DFND 1,9 0 11,600 0
MAXIM INTEGRATED PRODS INC COM 57772K101 419 11,400 SH   DFND 1,3 0 11,400 0
MAXIM INTEGRATED PRODS INC COM 57772K101 257 7,000 SH   DFND 1,5 0 0 7,000
MAXIM INTEGRATED PRODS INC COM 57772K101 94,565 2,571,085 SH   DFND 15 0 2,571,085 0
MAXIM INTEGRATED PRODS INC COM 57772K101 324 8,800 SH   DFND 5 0 0 8,800
MAXIM INTEGRATED PRODS INC COM 57772K101 316 8,600 SH   DFND 11 0 8,600 0
MAXWELL TECHNOLOGIES INC COM 577767106 22 3,620 SH   DFND 12,15 0 3,620 0
MAXWELL TECHNOLOGIES INC COM 577767106 786 132,265 SH   DFND 15 0 132,265 0
MAXLINEAR INC CL A 57776J100 74 4,000 SH   DFND 1 0 0 4,000
MAXLINEAR INC CL A 57776J100 68 3,700 SH   DFND 1,3 0 3,700 0
MAXLINEAR INC CL A 57776J100 6,943 375,301 SH   DFND 15 0 375,301 0
MAXIMUS INC COM 577933104 1,466 27,851 SH   DFND 14 0 27,851 0
MAXIMUS INC COM 577933104 1,143 21,712 SH   DFND 15 0 21,712 0
MCCLATCHY CO CL A 579489105 153 145,303 SH   DFND 15 0 145,303 0
MCCORMICK & CO INC COM NON VTG 579780206 84 845 SH   DFND 12,15 0 845 0
MCCORMICK & CO INC COM NON VTG 579780206 4,770 47,950 SH   DFND 14 0 47,950 0
MCCORMICK & CO INC COM NON VTG 579780206 18,575 186,719 SH   DFND 1 0 186,719 0
MCCORMICK & CO INC COM NON VTG 579780206 1,376 13,833 SH   DFND 1,15 0 13,833 0
MCCORMICK & CO INC COM NON VTG 579780206 82,492 829,230 SH   DFND 15 0 829,230 0
MCCORMICK & CO INC COM NON VTG 579780206 355 3,570 SH   DFND 11 0 3,570 0
MCDERMOTT INTL INC COM 580037109 73 17,958 SH   DFND 12,15 0 17,958 0
MCDERMOTT INTL INC COM 580037109 351 85,803 SH   DFND 14 0 85,803 0
MCDERMOTT INTL INC COM 580037109 3,426 837,719 SH   DFND 15 0 837,719 0
MCDONALDS CORP COM 580135101 6,285 50,008 SH   DFND 12,15 0 50,008 0
MCDONALDS CORP COM 580135101 209,971 1,670,679 SH   DFND 14 0 1,670,679 0
MCDONALDS CORP COM 580135101 38,061 302,841 SH   DFND 1 0 302,091 750
MCDONALDS CORP COM 580135101 5,726 45,559 SH   DFND 1,9 0 45,559 0
MCDONALDS CORP COM 580135101 101 800 SH   DFND 1,3 0 800 0
MCDONALDS CORP COM 580135101 1,267 10,085 SH   DFND 1,15 0 10,085 0
MCDONALDS CORP COM 580135101 251,284 1,999,397 SH   DFND 15 0 1,999,397 0
MCDONALDS CORP COM 580135101 4,816 38,320 SH   DFND 5 0 0 38,320
MCDONALDS CORP COM 580135101 2,199 17,500 SH   DFND 5,6 0 8,000 9,500
MCDONALDS CORP COM 580135101 3,501 27,859 SH   DFND 11 0 27,859 0
MCDONALDS CORP COM 580135101 767 6,100 SH   DFND 13 0 6,100 0
MCEWEN MNG INC COM 58039P107 211 112,492 SH   DFND 15 0 112,492 0
MCGRATH RENTCORP COM 580589109 12 478 SH   DFND 12,15 0 478 0
MCGRATH RENTCORP COM 580589109 1,223 48,763 SH   DFND 15 0 48,763 0
MCGRAW HILL FINL INC COM 580645109 63,812 644,695 SH   DFND 2 0 644,695 0
MCGRAW HILL FINL INC COM 580645109 176 1,783 SH   DFND 12,15 0 1,783 0
MCGRAW HILL FINL INC COM 580645109 4,284 43,280 SH   DFND 14 0 43,280 0
MCGRAW HILL FINL INC COM 580645109 160,520 1,621,744 SH   DFND 1 0 1,621,744 0
MCGRAW HILL FINL INC COM 580645109 651 6,582 SH   DFND 1,3 0 6,582 0
MCGRAW HILL FINL INC COM 580645109 426 4,307 SH   DFND 1,6 0 4,307 0
MCGRAW HILL FINL INC COM 580645109 4,628 46,753 SH   DFND 15 0 46,753 0
MCGRAW HILL FINL INC COM 580645109 1,118 11,300 SH   DFND 5 0 0 11,300
MCGRAW HILL FINL INC COM 580645109 2,514 25,400 SH   DFND 5,6 0 12,100 13,300
MCGRAW HILL FINL INC COM 580645109 817 8,252 SH   DFND 11 0 8,252 0
MCGRAW HILL FINL INC COM 580645109 6,063 61,257 SH   DFND 6 0 61,257 0
MCGRAW HILL FINL INC COM 580645109 45 451 SH   DFND 6,2 0 451 0
MCGRAW HILL FINL INC COM 580645109 108 1,088 SH   DFND 6,9 0 1,088 0
MCGRAW HILL FINL INC COM 580645109 166 1,675 SH   DFND 6,13 0 1,675 0
MCGRAW HILL FINL INC COM 580645109 683 6,900 SH   DFND 13 0 6,900 0
MCKESSON CORP COM 58155Q103 923 5,872 SH   DFND 12,15 0 5,872 0
MCKESSON CORP COM 58155Q103 7,970 50,681 SH   DFND 14 0 50,681 0
MCKESSON CORP COM 58155Q103 34,337 218,359 SH   DFND 1 0 218,259 100
MCKESSON CORP COM 58155Q103 4,492 28,563 SH   DFND 1,12 0 28,563 0
MCKESSON CORP COM 58155Q103 13 84 SH   DFND 1,11 0 84 0
MCKESSON CORP COM 58155Q103 24,390 155,106 SH   DFND 15 0 155,106 0
MCKESSON CORP COM 58155Q103 1,523 9,683 SH   DFND 5 0 0 9,683
MCKESSON CORP COM 58155Q103 771 4,900 SH   DFND 5,6 0 2,300 2,600
MCKESSON CORP COM 58155Q103 1,102 7,005 SH   DFND 11 0 7,005 0
MCKESSON CORP COM 58155Q103 236 1,500 SH   DFND 13 0 1,500 0
MEAD JOHNSON NUTRITION CO COM 582839106 113 1,335 SH   DFND 12,15 0 1,335 0
MEAD JOHNSON NUTRITION CO COM 582839106 14,426 169,783 SH   DFND 14 0 169,783 0
MEAD JOHNSON NUTRITION CO COM 582839106 131,651 1,549,380 SH   DFND 1 0 1,549,380 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,048 12,331 SH   DFND 1,2 0 12,331 0
MEAD JOHNSON NUTRITION CO COM 582839106 60 711 SH   DFND 1,9 0 711 0
MEAD JOHNSON NUTRITION CO COM 582839106 449 5,285 SH   DFND 1,3 0 5,285 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,243 14,625 SH   DFND 1,15 0 14,625 0
MEAD JOHNSON NUTRITION CO COM 582839106 6,763 79,595 SH   DFND 15 0 79,595 0
MEAD JOHNSON NUTRITION CO COM 582839106 280 3,300 SH   DFND 5 0 0 3,300
MEAD JOHNSON NUTRITION CO COM 582839106 509 5,986 SH   DFND 11 0 5,986 0
MEDIA GEN INC NEW COM 58441K100 1,054 64,646 SH   DFND 15 0 64,646 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,769 136,250 SH   DFND 1 0 136,250 0
MEDICAL PPTYS TRUST INC COM 58463J304 12,428 957,452 SH   DFND 15 0 957,452 0
MEDICINES CO COM 584688105 4,636 145,910 SH   DFND 1 0 145,910 0
MEDICINES CO COM 584688105 1,324 41,685 SH   DFND 1,12 0 41,685 0
MEDICINES CO COM 584688105 52,621 1,656,312 SH   DFND 15 0 1,656,312 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 16,950 15,000,000 PRN   DFND 1 0 15,000,000 0
MEDIFAST INC COM 58470H101 2,393 79,262 SH   DFND 15 0 79,262 0
MEDIDATA SOLUTIONS INC COM 58471A105 6,166 159,277 SH   DFND 15 0 159,277 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 7,950 7,837,000 PRN   DFND 1 0 7,837,000 0
MEDIVATION INC COM 58501N101 52,120 1,133,529 SH   DFND 1 0 1,080,069 53,460
MEDIVATION INC COM 58501N101 3,910 85,033 SH   DFND 1,12 0 85,033 0
MEDIVATION INC COM 58501N101 320 6,965 SH   DFND 1,3 0 6,965 0
MEDIVATION INC COM 58501N101 9,828 213,754 SH   DFND 15 0 213,754 0
MEDIVATION INC COM 58501N101 244 5,300 SH   DFND 11 0 5,300 0
MEDNAX INC COM 58502B106 202 3,131 SH   DFND 12,15 0 3,131 0
MEDNAX INC COM 58502B106 9,847 152,383 SH   DFND 15 0 152,383 0
MEDNAX INC COM 58502B106 194 3,000 SH   DFND 11 0 3,000 0
MEDLEY CAP CORP COM 58503F106 13 1,923 SH   DFND 12,15 0 1,923 0
MEDLEY CAP CORP COM 58503F106 11,986 1,816,103 SH   DFND 15 0 1,816,103 0
MEETME INC COM 585141104 591 208,020 SH   DFND 1 0 208,020 0
MEETME INC COM 585141104 54 19,000 SH   DFND 1,3 0 19,000 0
MEETME INC COM 585141104 46 16,047 SH   DFND 15 0 16,047 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 716 70,381 SH   DFND 15 0 70,381 0
MENTOR GRAPHICS CORP COM 587200106 3,973 195,440 SH   DFND 14 0 195,440 0
MENTOR GRAPHICS CORP COM 587200106 42,085 2,070,114 SH   DFND 1 0 2,070,114 0
MENTOR GRAPHICS CORP COM 587200106 1,427 70,204 SH   DFND 15 0 70,204 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 5,198 4,950,000 PRN   DFND 1 0 4,950,000 0
MERCADOLIBRE INC COM 58733R102 3,705 31,436 SH   DFND 15 0 31,436 0
MERCANTILE BANK CORP COM 587376104 448 19,973 SH   DFND 15 0 19,973 0
MERCER INTL INC COM 588056101 114 12,099 SH   DFND 12,15 0 12,099 0
MERCER INTL INC COM 588056101 1,261 133,460 SH   DFND 1 0 133,460 0
MERCER INTL INC COM 588056101 362 38,300 SH   DFND 1,3 0 38,300 0
MERCER INTL INC COM 588056101 1,001 105,935 SH   DFND 15 0 105,935 0
MERCER INTL INC COM 588056101 218 23,100 SH   DFND 5 0 0 23,100
MERCK & CO INC NEW COM 58933Y105 2,129 40,239 SH   DFND 12,15 0 40,239 0
MERCK & CO INC NEW COM 58933Y105 997 18,836 SH   DFND 4 0 18,836 0
MERCK & CO INC NEW COM 58933Y105 121,010 2,287,090 SH   DFND 14 0 2,287,090 0
MERCK & CO INC NEW COM 58933Y105 1,000,129 18,902,457 SH   DFND 1 0 17,940,080 962,377
MERCK & CO INC NEW COM 58933Y105 21,058 397,991 SH   DFND 1,12 0 397,991 0
MERCK & CO INC NEW COM 58933Y105 14,450 273,100 SH   DFND 1,4 0 273,100 0
MERCK & CO INC NEW COM 58933Y105 2,552 48,229 SH   DFND 1,9 0 48,229 0
MERCK & CO INC NEW COM 58933Y105 3,321 62,773 SH   DFND 1,3 0 62,773 0
MERCK & CO INC NEW COM 58933Y105 1,134 21,441 SH   DFND 1,15 0 21,441 0
MERCK & CO INC NEW COM 58933Y105 15,794 298,500 SH   DFND 1,5 0 269,800 28,700
MERCK & CO INC NEW COM 58933Y105 1,116 21,100 SH   DFND 1,8 0 0 21,100
MERCK & CO INC NEW COM 58933Y105 149,474 2,825,059 SH   DFND 15 0 2,825,059 0
MERCK & CO INC NEW COM 58933Y105 9,704 183,400 SH   DFND 5 0 73,000 110,400
MERCK & CO INC NEW COM 58933Y105 7,704 145,600 SH   DFND 5,6 0 67,700 77,900
MERCK & CO INC NEW COM 58933Y105 714 13,500 SH   DFND 5,7 0 0 13,500
MERCK & CO INC NEW COM 58933Y105 4,498 85,014 SH   DFND 11 0 85,014 0
MERCK & CO INC NEW COM 58933Y105 1,169 22,100 SH   DFND 6 0 22,100 0
MERCK & CO INC NEW COM 58933Y105 3,312 62,600 SH   DFND 13 0 62,600 0
MERCURY SYS INC COM 589378108 4,795 236,212 SH   DFND 15 0 236,212 0
MERCURY GENL CORP NEW COM 589400100 32 569 SH   DFND 12,15 0 569 0
MERCURY GENL CORP NEW COM 589400100 24,267 437,250 SH   DFND 15 0 437,250 0
MEREDITH CORP COM 589433101 18,182 382,787 SH   DFND 15 0 382,787 0
MERIDIAN BIOSCIENCE INC COM 589584101 12 583 SH   DFND 1 0 583 0
MERIDIAN BIOSCIENCE INC COM 589584101 5,181 251,363 SH   DFND 15 0 251,363 0
MERIDIAN BANCORP INC MD COM 58958U103 1,246 89,514 SH   DFND 15 0 89,514 0
MERIT MED SYS INC COM 589889104 1,516 82,010 SH   DFND 1 0 31,510 50,500
MERIT MED SYS INC COM 589889104 325 17,600 SH   DFND 1,3 0 17,600 0
MERIT MED SYS INC COM 589889104 2,794 151,133 SH   DFND 15 0 151,133 0
MERIT MED SYS INC COM 589889104 287 15,500 SH   DFND 5 0 0 15,500
MERITAGE HOMES CORP COM 59001A102 330 9,051 SH   DFND 14 0 9,051 0
MERITAGE HOMES CORP COM 59001A102 2,887 79,188 SH   DFND 15 0 79,188 0
MERITOR INC COM 59001K100 55 6,849 SH   DFND 12,15 0 6,849 0
MERITOR INC COM 59001K100 21,225 2,633,400 SH   DFND 1 0 2,633,400 0
MERITOR INC COM 59001K100 362 44,900 SH   DFND 1,3 0 44,900 0
MERITOR INC COM 59001K100 1,241 153,969 SH   DFND 15 0 153,969 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 9,175 7,914,000 PRN   DFND 1 0 7,914,000 0
MESA LABS INC COM 59064R109 776 8,058 SH   DFND 15 0 8,058 0
META FINL GROUP INC COM 59100U108 213 4,670 SH   DFND 1 0 4,670 0
META FINL GROUP INC COM 59100U108 96 2,100 SH   DFND 1,3 0 2,100 0
META FINL GROUP INC COM 59100U108 1,009 22,125 SH   DFND 15 0 22,125 0
METALDYNE PERFORMANCE GROUP COM 59116R107 438 26,068 SH   DFND 15 0 26,068 0
METHANEX CORP COM 59151K108 137 4,271 SH   DFND 2,15 0 4,271 0
METHANEX CORP COM 59151K108 5 141 SH   DFND 12,15 0 141 0
METHANEX CORP COM 59151K108 3,855 120,025 SH   DFND 1 0 85,215 34,810
METHANEX CORP COM 59151K108 105 3,256 SH   DFND 1,2 0 3,256 0
METHANEX CORP COM 59151K108 7,081 220,466 SH   DFND 15 0 220,466 0
METHANEX CORP COM 59151K108 87 2,700 SH   DFND 11 0 2,700 0
METHANEX CORP COM 59151K108 244 7,591 SH   DFND 11,6 0 0 7,591
METHANEX CORP COM 59151K108 30,279 942,677 SH   DFND 6 0 942,677 0
METHANEX CORP COM 59151K108 151 4,700 SH   DFND 6,2 0 4,700 0
METHANEX CORP COM 59151K108 1,860 57,923 SH   DFND 6,12 0 57,923 0
METHANEX CORP COM 59151K108 203 6,326 SH   DFND 6,9 0 6,326 0
METHODE ELECTRS INC COM 591520200 508 17,370 SH   DFND 14 0 17,370 0
METHODE ELECTRS INC COM 591520200 4,809 164,463 SH   DFND 15 0 164,463 0
METLIFE INC COM 59156R108 1,223 27,842 SH   DFND 12,15 0 27,842 0
METLIFE INC COM 59156R108 23,566 536,333 SH   DFND 14 0 536,333 0
METLIFE INC COM 59156R108 283,891 6,460,870 SH   DFND 1 0 6,287,362 173,508
METLIFE INC COM 59156R108 866 19,700 SH   DFND 1,4 0 19,700 0
METLIFE INC COM 59156R108 1,030 23,450 SH   DFND 1,9 0 23,450 0
METLIFE INC COM 59156R108 1,674 38,100 SH   DFND 1,5 0 33,400 4,700
METLIFE INC COM 59156R108 110 2,500 SH   DFND 1,8 0 0 2,500
METLIFE INC COM 59156R108 21,890 498,179 SH   DFND 15 0 498,179 0
METLIFE INC COM 59156R108 1,441 32,800 SH   DFND 5 0 0 32,800
METLIFE INC COM 59156R108 624 14,200 SH   DFND 5,6 0 6,600 7,600
METLIFE INC COM 59156R108 1,261 28,698 SH   DFND 11 0 28,698 0
METLIFE INC COM 59156R108 180 4,100 SH   DFND 13 0 4,100 0
METTLER TOLEDO INTERNATIONAL COM 592688105 39 113 SH   DFND 12,15 0 113 0
METTLER TOLEDO INTERNATIONAL COM 592688105 18,319 53,135 SH   DFND 15 0 53,135 0
METTLER TOLEDO INTERNATIONAL COM 592688105 276 800 SH   DFND 11 0 800 0
MICHAELS COS INC COM 59408Q106 28,260 1,010,353 SH   DFND 1 0 1,010,353 0
MICHAELS COS INC COM 59408Q106 1,671 59,750 SH   DFND 15 0 59,750 0
MICHAELS COS INC COM 59408Q106 3,392 121,277 SH   DFND 6 0 121,277 0
MICHAELS COS INC COM 59408Q106 1,725 61,668 SH   DFND 6,12 0 61,668 0
MICHAELS COS INC COM 59408Q106 481 17,200 SH   DFND 6,9 0 17,200 0
MICROSOFT CORP COM 594918104 276,722 5,010,359 SH   DFND 2 0 5,010,359 0
MICROSOFT CORP COM 594918104 105,171 1,904,241 SH   DFND 12,15 0 1,904,241 0
MICROSOFT CORP COM 594918104 1,708 30,928 SH   DFND 4 0 30,928 0
MICROSOFT CORP COM 594918104 34,241 619,963 SH   DFND 14 0 619,963 0
MICROSOFT CORP COM 594918104 66 1,200 SH Call DFND 14 0 0 0
MICROSOFT CORP COM 594918104 478 8,657 SH   DFND 9 0 8,657 0
MICROSOFT CORP COM 594918104 1,239,795 22,447,846 SH   DFND 1 0 21,644,331 803,515
MICROSOFT CORP COM 594918104 12,450 225,423 SH   DFND 1,2 0 225,423 0
MICROSOFT CORP COM 594918104 6,564 118,853 SH   DFND 1,12 0 118,853 0
MICROSOFT CORP COM 594918104 15,691 284,100 SH   DFND 1,4 0 284,100 0
MICROSOFT CORP COM 594918104 1,148 20,784 SH   DFND 1,9 0 20,784 0
MICROSOFT CORP COM 594918104 3,966 71,802 SH   DFND 1,3 0 71,802 0
MICROSOFT CORP COM 594918104 15,498 280,600 SH   DFND 1,5 0 252,400 28,200
MICROSOFT CORP COM 594918104 1,082 19,599 SH   DFND 1,8 0 0 19,599
MICROSOFT CORP COM 594918104 3,381,644 61,228,398 SH   DFND 15 0 61,228,398 0
MICROSOFT CORP COM 594918104 15,591 282,300 SH   DFND 5 0 0 282,300
MICROSOFT CORP COM 594918104 17,309 313,400 SH   DFND 5,6 0 143,100 170,300
MICROSOFT CORP COM 594918104 1,005 18,200 SH   DFND 5,7 0 0 18,200
MICROSOFT CORP COM 594918104 12,744 230,744 SH   DFND 11 0 230,744 0
MICROSOFT CORP COM 594918104 782 14,165 SH   DFND 11,2 0 14,165 0
MICROSOFT CORP COM 594918104 1,818 32,923 SH   DFND 11,6 0 20,809 12,114
MICROSOFT CORP COM 594918104 114,651 2,075,874 SH   DFND 6 0 2,075,874 0
MICROSOFT CORP COM 594918104 655 11,851 SH   DFND 6,12 0 11,851 0
MICROSOFT CORP COM 594918104 23,941 433,479 SH   DFND 6,9 0 433,479 0
MICROSOFT CORP COM 594918104 6,009 108,800 SH   DFND 13 0 108,800 0
MICROSTRATEGY INC CL A NEW 594972408 80,245 446,499 SH   DFND 1 0 446,499 0
MICROSTRATEGY INC CL A NEW 594972408 9,078 50,511 SH   DFND 15 0 50,511 0
MICROSTRATEGY INC CL A NEW 594972408 2,725 15,163 SH   DFND 6 0 15,163 0
MICROSTRATEGY INC CL A NEW 594972408 1,339 7,453 SH   DFND 6,12 0 7,453 0
MICROSTRATEGY INC CL A NEW 594972408 361 2,008 SH   DFND 6,9 0 2,008 0
MICROCHIP TECHNOLOGY INC COM 595017104 104 2,157 SH   DFND 12,15 0 2,157 0
MICROCHIP TECHNOLOGY INC COM 595017104 32,630 676,977 SH   DFND 1 0 676,977 0
MICROCHIP TECHNOLOGY INC COM 595017104 33,069 686,071 SH   DFND 15 0 686,071 0
MICROCHIP TECHNOLOGY INC COM 595017104 275 5,700 SH   DFND 5 0 0 5,700
MICROCHIP TECHNOLOGY INC COM 595017104 295 6,130 SH   DFND 11 0 6,130 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 3,979 2,000,000 PRN   DFND 1 0 2,000,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 63,629 61,851,000 PRN   DFND 1 0 57,860,000 3,991,000
MICRON TECHNOLOGY INC COM 595112103 4,281 408,871 SH   DFND 2 0 408,871 0
MICRON TECHNOLOGY INC COM 595112103 2,841 271,387 SH   DFND 12,15 0 271,387 0
MICRON TECHNOLOGY INC COM 595112103 2,157 205,977 SH   DFND 14 0 205,977 0
MICRON TECHNOLOGY INC COM 595112103 9,642 920,899 SH   DFND 1 0 920,899 0
MICRON TECHNOLOGY INC COM 595112103 29 2,762 SH   DFND 1,15 0 2,762 0
MICRON TECHNOLOGY INC COM 595112103 87,854 8,390,980 SH   DFND 15 0 8,390,980 0
MICRON TECHNOLOGY INC COM 595112103 489 46,700 SH   DFND 5 0 0 46,700
MICRON TECHNOLOGY INC COM 595112103 345 32,951 SH   DFND 11 0 32,951 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 7,568 6,000,000 PRN   DFND 1 0 6,000,000 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 49,966 73,344,000 PRN   DFND 1 0 64,804,000 8,540,000
MICROSEMI CORP COM 595137100 19,434 507,278 SH   DFND 2 0 507,278 0
MICROSEMI CORP COM 595137100 3,002 78,355 SH   DFND 14 0 78,355 0
MICROSEMI CORP COM 595137100 26,930 702,953 SH   DFND 1 0 702,953 0
MICROSEMI CORP COM 595137100 42,392 1,106,545 SH   DFND 1,2 0 1,106,545 0
MICROSEMI CORP COM 595137100 1,692 44,171 SH   DFND 15 0 44,171 0
MICROSEMI CORP COM 595137100 169 4,402 SH   DFND 11,2 0 4,402 0
MICROSEMI CORP COM 595137100 3,516 91,780 SH   DFND 6 0 91,780 0
MICROSEMI CORP COM 595137100 1,870 48,812 SH   DFND 6,12 0 48,812 0
MICROSEMI CORP COM 595137100 510 13,311 SH   DFND 6,9 0 13,311 0
MID-AMER APT CMNTYS INC COM 59522J103 65 633 SH   DFND 12,15 0 633 0
MID-AMER APT CMNTYS INC COM 59522J103 108 1,053 SH   DFND 14 0 1,053 0
MID-AMER APT CMNTYS INC COM 59522J103 417,089 4,080,706 SH   DFND 1 0 754,862 3,325,844
MID-AMER APT CMNTYS INC COM 59522J103 1,284 12,558 SH   DFND 1,2 0 12,558 0
MID-AMER APT CMNTYS INC COM 59522J103 551 5,388 SH   DFND 1,12 0 5,388 0
MID-AMER APT CMNTYS INC COM 59522J103 276 2,700 SH   DFND 1,9 0 2,700 0
MID-AMER APT CMNTYS INC COM 59522J103 7,471 73,096 SH   DFND 1,3 0 73,096 0
MID-AMER APT CMNTYS INC COM 59522J103 168 1,648 SH   DFND 1,15 0 1,648 0
MID-AMER APT CMNTYS INC COM 59522J103 3,042 29,758 SH   DFND 1,13 0 29,758 0
MID-AMER APT CMNTYS INC COM 59522J103 6,641 64,971 SH   DFND 15 0 64,971 0
MID-AMER APT CMNTYS INC COM 59522J103 245 2,400 SH   DFND 11 0 2,400 0
MIDDLEBY CORP COM 596278101 20,192 189,113 SH   DFND 15 0 189,113 0
MIDDLESEX WATER CO COM 596680108 2,749 89,114 SH   DFND 15 0 89,114 0
MIDSOUTH BANCORP INC COM 598039105 131 17,110 SH   DFND 15 0 17,110 0
MILACRON HLDGS CORP COM 59870L106 222 13,472 SH   DFND 15 0 13,472 0
MILLER HERMAN INC COM 600544100 3,631 117,553 SH   DFND 14 0 117,553 0
MILLER HERMAN INC COM 600544100 1,420 45,966 SH   DFND 15 0 45,966 0
MILLER INDS INC TENN COM NEW 600551204 308 15,166 SH   DFND 15 0 15,166 0
MIMEDX GROUP INC COM 602496101 2,334 267,045 SH   DFND 15 0 267,045 0
MINERALS TECHNOLOGIES INC COM 603158106 595 10,471 SH   DFND 14 0 10,471 0
MINERALS TECHNOLOGIES INC COM 603158106 22,891 402,656 SH   DFND 1 0 402,656 0
MINERALS TECHNOLOGIES INC COM 603158106 1,948 34,269 SH   DFND 15 0 34,269 0
MINERALS TECHNOLOGIES INC COM 603158106 506 8,900 SH   DFND 5 0 8,900 0
MINERALS TECHNOLOGIES INC COM 603158106 290 5,100 SH   DFND 5,9 0 5,100 0
MINERALS TECHNOLOGIES INC COM 603158106 2,932 51,576 SH   DFND 6 0 51,576 0
MINERALS TECHNOLOGIES INC COM 603158106 1,468 25,824 SH   DFND 6,12 0 25,824 0
MINERALS TECHNOLOGIES INC COM 603158106 393 6,911 SH   DFND 6,9 0 6,911 0
MISTRAS GROUP INC COM 60649T107 1,052 42,480 SH   DFND 15 0 42,480 0
MITEL NETWORKS CORP COM 60671Q104 16,801 2,053,857 SH   DFND 2 0 2,053,857 0
MITEL NETWORKS CORP COM 60671Q104 266 32,515 SH   DFND 14 0 32,515 0
MITEL NETWORKS CORP COM 60671Q104 43,205 5,281,825 SH   DFND 1,2 0 5,281,825 0
MITEL NETWORKS CORP COM 60671Q104 115 14,049 SH   DFND 11,2 0 14,049 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 766 166,984 SH   DFND 1 0 166,984 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 2,091 455,501 SH   DFND 15 0 455,501 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 1,179 401,180 SH   DFND 15 0 401,180 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 48 5,894 SH   DFND 12,15 0 5,894 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 146 18,086 SH   DFND 14 0 18,086 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 14,857 1,836,494 SH   DFND 1 0 1,836,494 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,700 210,095 SH   DFND 15 0 210,095 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 251 31,000 SH   DFND 5,9 0 31,000 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 465 57,500 SH   DFND 11,6 0 57,500 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 748 92,500 SH   DFND 6 0 92,500 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 566 70,000 SH   DFND 6,9 0 70,000 0
MOBILE MINI INC COM 60740F105 45,560 1,379,756 SH   DFND 1 0 1,297,437 82,319
MOBILE MINI INC COM 60740F105 1,878 56,882 SH   DFND 15 0 56,882 0
MOBILE MINI INC COM 60740F105 2,753 83,381 SH   DFND 6 0 83,381 0
MOBILE MINI INC COM 60740F105 1,305 39,509 SH   DFND 6,12 0 39,509 0
MOBILE MINI INC COM 60740F105 379 11,480 SH   DFND 6,9 0 11,480 0
MODINE MFG CO COM 607828100 27,907 2,534,661 SH   DFND 1 0 2,534,661 0
MODINE MFG CO COM 607828100 824 74,819 SH   DFND 15 0 74,819 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 115 77,999 SH   DFND 15 0 77,999 0
MOHAWK INDS INC COM 608190104 120 626 SH   DFND 12,15 0 626 0
MOHAWK INDS INC COM 608190104 827 4,331 SH   DFND 14 0 4,331 0
MOHAWK INDS INC COM 608190104 10,804 56,595 SH   DFND 1 0 56,595 0
MOHAWK INDS INC COM 608190104 17,065 89,394 SH   DFND 15 0 89,394 0
MOHAWK INDS INC COM 608190104 554 2,900 SH   DFND 5 0 0 2,900
MOHAWK INDS INC COM 608190104 359 1,882 SH   DFND 11 0 1,882 0
MOLINA HEALTHCARE INC COM 60855R100 173 2,676 SH   DFND 12,15 0 2,676 0
MOLINA HEALTHCARE INC COM 60855R100 2,864 44,417 SH   DFND 14 0 44,417 0
MOLINA HEALTHCARE INC COM 60855R100 658 10,200 SH   DFND 1 0 10,200 0
MOLINA HEALTHCARE INC COM 60855R100 226 3,500 SH   DFND 1,3 0 3,500 0
MOLINA HEALTHCARE INC COM 60855R100 1,427 22,134 SH   DFND 15 0 22,134 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 20,457 16,300,000 PRN   DFND 1 0 16,300,000 0
MOLSON COORS BREWING CO CL B 60871R209 132 1,373 SH   DFND 12,15 0 1,373 0
MOLSON COORS BREWING CO CL B 60871R209 88,115 916,151 SH   DFND 1 0 916,001 150
MOLSON COORS BREWING CO CL B 60871R209 3,714 38,610 SH   DFND 15 0 38,610 0
MOLSON COORS BREWING CO CL B 60871R209 539 5,600 SH   DFND 5 0 0 5,600
MOLSON COORS BREWING CO CL B 60871R209 539 5,600 SH   DFND 11 0 5,600 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 27,331 2,957,862 SH   DFND 1 0 2,957,862 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,642 177,733 SH   DFND 15 0 177,733 0
MOMO INC ADR 60879B107 1,312 116,697 SH   DFND 15 0 116,697 0
MONARCH CASINO & RESORT INC COM 609027107 988 50,755 SH   DFND 15 0 50,755 0
MONDELEZ INTL INC CL A 609207105 17,077 425,651 SH   DFND 12,15 0 425,651 0
MONDELEZ INTL INC CL A 609207105 1,902 47,402 SH   DFND 14 0 47,402 0
MONDELEZ INTL INC CL A 609207105 559,630 13,948,899 SH   DFND 1 0 13,221,326 727,573
MONDELEZ INTL INC CL A 609207105 375 9,346 SH   DFND 1,9 0 9,346 0
MONDELEZ INTL INC CL A 609207105 1,200 29,900 SH   DFND 1,3 0 29,900 0
MONDELEZ INTL INC CL A 609207105 638 15,900 SH   DFND 1,5 0 15,900 0
MONDELEZ INTL INC CL A 609207105 585,527 14,594,380 SH   DFND 15 0 14,594,380 0
MONDELEZ INTL INC CL A 609207105 2,451 61,100 SH   DFND 5 0 0 61,100
MONDELEZ INTL INC CL A 609207105 1,288 32,100 SH   DFND 5,6 0 14,900 17,200
MONDELEZ INTL INC CL A 609207105 1,937 48,288 SH   DFND 11 0 48,288 0
MONDELEZ INTL INC CL A 609207105 778 19,400 SH   DFND 13 0 19,400 0
MONEYGRAM INTL INC COM NEW 60935Y208 38 6,200 SH   DFND 1 0 0 6,200
MONEYGRAM INTL INC COM NEW 60935Y208 653 106,716 SH   DFND 15 0 106,716 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 254 21,383 SH   DFND 1 0 21,383 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 3,177 267,184 SH   DFND 15 0 267,184 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 1,471 149,208 SH   DFND 15 0 149,208 0
MONOLITHIC PWR SYS INC COM 609839105 63,219 993,391 SH   DFND 1 0 993,391 0
MONOLITHIC PWR SYS INC COM 609839105 16,194 254,457 SH   DFND 15 0 254,457 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 4,838 202,268 SH   DFND 15 0 202,268 0
MONRO MUFFLER BRAKE INC COM 610236101 13 176 SH   DFND 1 0 176 0
MONRO MUFFLER BRAKE INC COM 610236101 7,317 102,377 SH   DFND 15 0 102,377 0
MONSANTO CO NEW COM 61166W101 84,762 966,059 SH   DFND 2 0 966,059 0
MONSANTO CO NEW COM 61166W101 1,758 20,042 SH   DFND 12,15 0 20,042 0
MONSANTO CO NEW COM 61166W101 8,637 98,442 SH   DFND 14 0 98,442 0
MONSANTO CO NEW COM 61166W101 53 600 SH Call DFND 14 0 0 0
MONSANTO CO NEW COM 61166W101 12,060 137,455 SH   DFND 1 0 137,055 400
MONSANTO CO NEW COM 61166W101 273 3,110 SH   DFND 1,6 0 3,110 0
MONSANTO CO NEW COM 61166W101 55,505 632,603 SH   DFND 15 0 632,603 0
MONSANTO CO NEW COM 61166W101 1,731 19,729 SH   DFND 5 0 0 19,729
MONSANTO CO NEW COM 61166W101 1,176 13,400 SH   DFND 5,6 0 6,100 7,300
MONSANTO CO NEW COM 61166W101 1,174 13,382 SH   DFND 11 0 13,382 0
MONSANTO CO NEW COM 61166W101 573 6,536 SH   DFND 11,2 0 6,536 0
MONSANTO CO NEW COM 61166W101 3,498 39,870 SH   DFND 6 0 39,870 0
MONSANTO CO NEW COM 61166W101 25 287 SH   DFND 6,2 0 287 0
MONSANTO CO NEW COM 61166W101 62 710 SH   DFND 6,9 0 710 0
MONSANTO CO NEW COM 61166W101 93 1,059 SH   DFND 6,13 0 1,059 0
MONSANTO CO NEW COM 61166W101 465 5,300 SH   DFND 13 0 5,300 0
MONSTER WORLDWIDE INC COM 611742107 1,200 368,220 SH   DFND 1 0 180,820 187,400
MONSTER WORLDWIDE INC COM 611742107 189 57,900 SH   DFND 1,3 0 57,900 0
MONSTER WORLDWIDE INC COM 611742107 1,710 524,482 SH   DFND 15 0 524,482 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,358 47,672 SH   DFND 12,15 0 47,672 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,316 9,867 SH   DFND 14 0 9,867 0
MONSTER BEVERAGE CORP NEW COM 61174X109 185,525 1,390,949 SH   DFND 1 0 1,389,639 1,310
MONSTER BEVERAGE CORP NEW COM 61174X109 814 6,100 SH   DFND 1,4 0 6,100 0
MONSTER BEVERAGE CORP NEW COM 61174X109 697 5,223 SH   DFND 1,3 0 5,223 0
MONSTER BEVERAGE CORP NEW COM 61174X109 907 6,800 SH   DFND 1,5 0 6,100 700
MONSTER BEVERAGE CORP NEW COM 61174X109 47 350 SH   DFND 1,8 0 0 350
MONSTER BEVERAGE CORP NEW COM 61174X109 239,215 1,793,484 SH   DFND 15 0 1,793,484 0
MONSTER BEVERAGE CORP NEW COM 61174X109 947 7,100 SH   DFND 5 0 0 7,100
MONSTER BEVERAGE CORP NEW COM 61174X109 667 5,000 SH   DFND 5,6 0 2,400 2,600
MONSTER BEVERAGE CORP NEW COM 61174X109 574 4,300 SH   DFND 11 0 4,300 0
MONSTER BEVERAGE CORP NEW COM 61174X109 240 1,800 SH   DFND 13 0 1,800 0
MOODYS CORP COM 615369105 559 5,793 SH   DFND 12,15 0 5,793 0
MOODYS CORP COM 615369105 7,901 81,829 SH   DFND 14 0 81,829 0
MOODYS CORP COM 615369105 88,080 912,174 SH   DFND 1 0 912,174 0
MOODYS CORP COM 615369105 53 545 SH   DFND 1,11 0 545 0
MOODYS CORP COM 615369105 20,492 212,216 SH   DFND 15 0 212,216 0
MOODYS CORP COM 615369105 772 8,000 SH   DFND 5 0 0 8,000
MOODYS CORP COM 615369105 599 6,200 SH   DFND 5,6 0 2,900 3,300
MOODYS CORP COM 615369105 518 5,362 SH   DFND 11 0 5,362 0
MOOG INC CL A 615394202 69 1,510 SH   DFND 12,15 0 1,510 0
MOOG INC CL A 615394202 4,828 105,701 SH   DFND 15 0 105,701 0
MORGAN STANLEY COM NEW 617446448 717 28,665 SH   DFND 12,15 0 28,665 0
MORGAN STANLEY COM NEW 617446448 519 20,747 SH   DFND 4 0 20,747 0
MORGAN STANLEY COM NEW 617446448 1,603 64,108 SH   DFND 14 0 64,108 0
MORGAN STANLEY COM NEW 617446448 716,163 28,635,060 SH   DFND 1 0 26,599,689 2,035,371
MORGAN STANLEY COM NEW 617446448 1,046 41,826 SH   DFND 1,9 0 41,826 0
MORGAN STANLEY COM NEW 617446448 613 24,502 SH   DFND 1,3 0 24,502 0
MORGAN STANLEY COM NEW 617446448 5,460 218,300 SH   DFND 1,5 0 218,300 0
MORGAN STANLEY COM NEW 617446448 445 17,800 SH   DFND 1,8 0 0 17,800
MORGAN STANLEY COM NEW 617446448 13,013 520,318 SH   DFND 15 0 520,318 0
MORGAN STANLEY COM NEW 617446448 1,448 57,900 SH   DFND 5 0 0 57,900
MORGAN STANLEY COM NEW 617446448 2,586 103,400 SH   DFND 5,6 0 48,000 55,400
MORGAN STANLEY COM NEW 617446448 1,102 44,067 SH   DFND 11 0 44,067 0
MORGAN STANLEY COM NEW 617446448 1,048 41,900 SH   DFND 13 0 41,900 0
MORGAN STANLEY EMER MKTS DEB COM 61744H105 3,160 359,943 SH   DFND 14 0 359,943 0
MORGAN STANLEY EMER MKTS DEB COM 61744H105 2,173 247,527 SH   DFND 15 0 247,527 0
MORGAN STANLEY EM MKTS DM DE COM 617477104 1,442 188,801 SH   DFND 14 0 188,801 0
MORNINGSTAR INC COM 617700109 628 7,109 SH   DFND 15 0 7,109 0
MORNINGSTAR INC COM 617700109 88 1,000 SH   DFND 5,7 0 0 1,000
MOSAIC CO NEW COM 61945C103 954 35,323 SH   DFND 12,15 0 35,323 0
MOSAIC CO NEW COM 61945C103 1,664 61,624 SH   DFND 14 0 61,624 0
MOSAIC CO NEW COM 61945C103 149,875 5,550,914 SH   DFND 1 0 5,054,689 496,225
MOSAIC CO NEW COM 61945C103 190 7,033 SH   DFND 1,3 0 7,033 0
MOSAIC CO NEW COM 61945C103 40 1,485 SH   DFND 1,15 0 1,485 0
MOSAIC CO NEW COM 61945C103 38,654 1,431,624 SH   DFND 15 0 1,431,624 0
MOSAIC CO NEW COM 61945C103 1,828 67,700 SH   DFND 5,6 0 32,500 35,200
MOSAIC CO NEW COM 61945C103 262 9,716 SH   DFND 11 0 9,716 0
MOSAIC CO NEW COM 61945C103 1,115 41,300 SH   DFND 13 0 41,300 0
MOTORCAR PTS AMER INC COM 620071100 999 26,305 SH   DFND 15 0 26,305 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,406 18,574 SH   DFND 12,15 0 18,574 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 12,949 171,062 SH   DFND 1 0 171,062 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,113 14,700 SH   DFND 1,9 0 14,700 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 126 1,659 SH   DFND 1,15 0 1,659 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 20,082 265,282 SH   DFND 15 0 265,282 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 451 5,961 SH   DFND 5 0 0 5,961
MOTOROLA SOLUTIONS INC COM NEW 620076307 366 4,841 SH   DFND 11 0 4,841 0
MOVADO GROUP INC COM 624580106 1,097 39,841 SH   DFND 14 0 39,841 0
MOVADO GROUP INC COM 624580106 1,338 48,605 SH   DFND 15 0 48,605 0
MUELLER INDS INC COM 624756102 13 429 SH   DFND 1 0 429 0
MUELLER INDS INC COM 624756102 4,947 168,142 SH   DFND 15 0 168,142 0
MUELLER WTR PRODS INC COM SER A 624758108 526 53,251 SH   DFND 14 0 53,251 0
MUELLER WTR PRODS INC COM SER A 624758108 23,923 2,421,310 SH   DFND 15 0 2,421,310 0
MULTI COLOR CORP COM 625383104 698 13,077 SH   DFND 15 0 13,077 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 313 13,504 SH   DFND 15 0 13,504 0
MURPHY OIL CORP COM 626717102 377 14,972 SH   DFND 12,15 0 14,972 0
MURPHY OIL CORP COM 626717102 828 32,889 SH   DFND 14 0 32,889 0
MURPHY OIL CORP COM 626717102 10,677 423,863 SH   DFND 1 0 423,863 0
MURPHY OIL CORP COM 626717102 49 1,952 SH   DFND 1,15 0 1,952 0
MURPHY OIL CORP COM 626717102 42,602 1,691,241 SH   DFND 15 0 1,691,241 0
MURPHY OIL CORP COM 626717102 134 5,300 SH   DFND 11 0 5,300 0
MURPHY USA INC COM 626755102 137 2,229 SH   DFND 12,15 0 2,229 0
MURPHY USA INC COM 626755102 2,111 34,346 SH   DFND 15 0 34,346 0
MYERS INDS INC COM 628464109 507 39,426 SH   DFND 15 0 39,426 0
MYRIAD GENETICS INC COM 62855J104 1,599 42,713 SH   DFND 14 0 42,713 0
MYRIAD GENETICS INC COM 62855J104 20,433 545,900 SH   DFND 1 0 545,900 0
MYRIAD GENETICS INC COM 62855J104 176 4,700 SH   DFND 1,3 0 4,700 0
MYRIAD GENETICS INC COM 62855J104 9,310 248,725 SH   DFND 15 0 248,725 0
MYRIAD GENETICS INC COM 62855J104 7,853 209,800 SH   DFND 5 0 117,900 91,900
MYRIAD GENETICS INC COM 62855J104 8,826 235,800 SH   DFND 5,9 0 235,800 0
MYRIAD GENETICS INC COM 62855J104 812 21,700 SH   DFND 5,6 0 13,900 7,800
MYRIAD GENETICS INC COM 62855J104 625 16,700 SH   DFND 5,7 0 0 16,700
MYRIAD GENETICS INC COM 62855J104 5,293 141,400 SH   DFND 6 0 141,400 0
MYRIAD GENETICS INC COM 62855J104 1,621 43,300 SH   DFND 7 0 43,300 0
MYRIAD GENETICS INC COM 62855J104 183 4,900 SH   DFND 13 0 4,900 0
NBT BANCORP INC COM 628778102 12 437 SH   DFND 1 0 437 0
NBT BANCORP INC COM 628778102 5,583 207,154 SH   DFND 15 0 207,154 0
NCI BUILDING SYS INC COM NEW 628852204 362 25,516 SH   DFND 15 0 25,516 0
NCR CORP NEW COM 62886E108 108 3,604 SH   DFND 12,15 0 3,604 0
NCR CORP NEW COM 62886E108 751 25,080 SH   DFND 14 0 25,080 0
NCR CORP NEW COM 62886E108 5,558 185,700 SH   DFND 1 0 185,700 0
NCR CORP NEW COM 62886E108 1,835 61,321 SH   DFND 15 0 61,321 0
NCI INC CL A 62886K104 483 34,490 SH   DFND 1 0 34,490 0
NCI INC CL A 62886K104 137 9,800 SH   DFND 1,3 0 9,800 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 573 76,182 SH   DFND 14 0 76,182 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 47 6,191 SH   DFND 1 0 6,191 0
NIC INC COM 62914B100 5,336 295,947 SH   DFND 15 0 295,947 0
NMI HLDGS INC CL A 629209305 307 60,801 SH   DFND 15 0 60,801 0
NN INC COM 629337106 325 23,747 SH   DFND 15 0 23,747 0
NRG ENERGY INC COM NEW 629377508 366 28,131 SH   DFND 12,15 0 28,131 0
NRG ENERGY INC COM NEW 629377508 1,876 144,189 SH   DFND 14 0 144,189 0
NRG ENERGY INC COM NEW 629377508 10,103 776,553 SH   DFND 1 0 776,553 0
NRG ENERGY INC COM NEW 629377508 46 3,561 SH   DFND 1,15 0 3,561 0
NRG ENERGY INC COM NEW 629377508 8,642 664,240 SH   DFND 15 0 664,240 0
NRG ENERGY INC COM NEW 629377508 250 19,200 SH   DFND 5 0 0 19,200
NRG ENERGY INC COM NEW 629377508 124 9,500 SH   DFND 11 0 9,500 0
NTT DOCOMO INC SPONS ADR 62942M201 580 25,488 SH   DFND 1 0 25,488 0
NTT DOCOMO INC SPONS ADR 62942M201 1,034 45,396 SH   DFND 15 0 45,396 0
NRG YIELD INC CL A NEW 62942X306 285 21,031 SH   DFND 14 0 21,031 0
NRG YIELD INC CL A NEW 62942X306 251 18,479 SH   DFND 15 0 18,479 0
NRG YIELD INC CL C 62942X405 61 4,267 SH   DFND 14 0 4,267 0
NRG YIELD INC CL C 62942X405 1,019 71,554 SH   DFND 15 0 71,554 0
NVR INC COM 62944T105 52 30 SH   DFND 12,15 0 30 0
NVR INC COM 62944T105 2,349 1,356 SH   DFND 14 0 1,356 0
NVR INC COM 62944T105 9,691 5,594 SH   DFND 15 0 5,594 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 37,281 33,700,000 PRN   DFND 1 0 33,700,000 0
NACCO INDS INC CL A 629579103 878 15,301 SH   DFND 15 0 15,301 0
NANOMETRICS INC COM 630077105 1,708 107,854 SH   DFND 15 0 107,854 0
NASDAQ INC COM 631103108 619 9,319 SH   DFND 12,15 0 9,319 0
NASDAQ INC COM 631103108 154 2,315 SH   DFND 14 0 2,315 0
NASDAQ INC COM 631103108 10,625 160,068 SH   DFND 1 0 159,868 200
NASDAQ INC COM 631103108 3,942 59,378 SH   DFND 15 0 59,378 0
NASDAQ INC COM 631103108 232 3,500 SH   DFND 11 0 3,500 0
NATIONAL BK HLDGS CORP CL A 633707104 15 719 SH   DFND 12,15 0 719 0
NATIONAL BK HLDGS CORP CL A 633707104 1,159 56,847 SH   DFND 15 0 56,847 0
NATIONAL BEVERAGE CORP COM 635017106 190 4,487 SH   DFND 12,15 0 4,487 0
NATIONAL BEVERAGE CORP COM 635017106 11,483 271,335 SH   DFND 15 0 271,335 0
NATIONAL CINEMEDIA INC COM 635309107 3,437 225,952 SH   DFND 15 0 225,952 0
NATIONAL FUEL GAS CO N J COM 636180101 72 1,438 SH   DFND 12,15 0 1,438 0
NATIONAL FUEL GAS CO N J COM 636180101 1,175 23,478 SH   DFND 14 0 23,478 0
NATIONAL FUEL GAS CO N J COM 636180101 16,130 322,276 SH   DFND 1 0 320,426 1,850
NATIONAL FUEL GAS CO N J COM 636180101 245 4,900 SH   DFND 1,9 0 4,900 0
NATIONAL FUEL GAS CO N J COM 636180101 13,149 262,716 SH   DFND 15 0 262,716 0
NATIONAL GRID PLC SPON ADR NEW 636274300 198 2,778 SH   DFND 14 0 2,778 0
NATIONAL GRID PLC SPON ADR NEW 636274300 1,271 17,803 SH   DFND 15 0 17,803 0
NATIONAL HEALTH INVS INC COM 63633D104 9,813 147,520 SH   DFND 1 0 30,920 116,600
NATIONAL HEALTH INVS INC COM 63633D104 246 3,700 SH   DFND 1,3 0 3,700 0
NATIONAL HEALTH INVS INC COM 63633D104 1,106 16,629 SH   DFND 15 0 16,629 0
NATIONAL INSTRS CORP COM 636518102 5,423 180,115 SH   DFND 15 0 180,115 0
NATIONAL INTERSTATE CORP COM 63654U100 290 9,705 SH   DFND 15 0 9,705 0
NATIONAL OILWELL VARCO INC COM 637071101 742 23,851 SH   DFND 12,15 0 23,851 0
NATIONAL OILWELL VARCO INC COM 637071101 5,680 182,635 SH   DFND 14 0 182,635 0
NATIONAL OILWELL VARCO INC COM 637071101 9,851 316,742 SH   DFND 1 0 316,742 0
NATIONAL OILWELL VARCO INC COM 637071101 39 1,253 SH   DFND 1,15 0 1,253 0
NATIONAL OILWELL VARCO INC COM 637071101 22,337 718,235 SH   DFND 15 0 718,235 0
NATIONAL OILWELL VARCO INC COM 637071101 522 16,800 SH   DFND 5 0 0 16,800
NATIONAL OILWELL VARCO INC COM 637071101 355 11,420 SH   DFND 11 0 11,420 0
NATIONAL PENN BANCSHARES INC COM 637138108 3,552 333,816 SH   DFND 15 0 333,816 0
NATIONAL PRESTO INDS INC COM 637215104 134 1,605 SH   DFND 12,15 0 1,605 0
NATIONAL PRESTO INDS INC COM 637215104 1,595 19,048 SH   DFND 15 0 19,048 0
NATIONAL RETAIL PPTYS INC COM 637417106 48 1,030 SH   DFND 12,15 0 1,030 0
NATIONAL RETAIL PPTYS INC COM 637417106 4,231 91,577 SH   DFND 14 0 91,577 0
NATIONAL RETAIL PPTYS INC COM 637417106 222,629 4,818,799 SH   DFND 1 0 273,000 4,545,799
NATIONAL RETAIL PPTYS INC COM 637417106 226 4,900 SH   DFND 1,9 0 4,900 0
NATIONAL RETAIL PPTYS INC COM 637417106 805 17,431 SH   DFND 1,15 0 17,431 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,154 111,558 SH   DFND 15 0 111,558 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 331 15,632 SH   DFND 15 0 15,632 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 117 507 SH   DFND 12,15 0 507 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 1,476 6,402 SH   DFND 15 0 6,402 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 346 13,390 SH   DFND 14 0 13,390 0
NATIONSTAR MTG HLDGS INC COM 63861C109 672 67,852 SH   DFND 15 0 67,852 0
NATURAL GAS SERVICES GROUP COM 63886Q109 383 17,726 SH   DFND 15 0 17,726 0
NAVIGATORS GROUP INC COM 638904102 1,401 16,705 SH   DFND 14 0 16,705 0
NAVIGATORS GROUP INC COM 638904102 15 184 SH   DFND 1 0 184 0
NAVIGATORS GROUP INC COM 638904102 5,202 62,028 SH   DFND 15 0 62,028 0
NATUS MEDICAL INC DEL COM 639050103 6,421 167,078 SH   DFND 15 0 167,078 0
NAUTILUS INC COM 63910B102 1,100 56,918 SH   DFND 14 0 56,918 0
NAUTILUS INC COM 63910B102 261 13,504 SH   DFND 15 0 13,504 0
NAVISTAR INTL CORP NEW COM 63934E108 82 6,557 SH   DFND 12,15 0 6,557 0
NAVISTAR INTL CORP NEW COM 63934E108 1,222 97,594 SH   DFND 15 0 97,594 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 2,975 5,000,000 PRN   DFND 1 0 5,000,000 0
NAVIGANT CONSULTING INC COM 63935N107 1,343 84,968 SH   DFND 14 0 84,968 0
NAVIGANT CONSULTING INC COM 63935N107 29,771 1,883,036 SH   DFND 1 0 1,883,036 0
NAVIGANT CONSULTING INC COM 63935N107 1,656 104,763 SH   DFND 15 0 104,763 0
NAVIENT CORP COM 63938C108 338 28,213 SH   DFND 12,15 0 28,213 0
NAVIENT CORP COM 63938C108 21,881 1,827,991 SH   DFND 1 0 1,825,841 2,150
NAVIENT CORP COM 63938C108 42 3,486 SH   DFND 1,15 0 3,486 0
NAVIENT CORP COM 63938C108 1,503 125,600 SH   DFND 1,5 0 125,600 0
NAVIENT CORP COM 63938C108 83 6,900 SH   DFND 1,8 0 0 6,900
NAVIENT CORP COM 63938C108 10,611 886,496 SH   DFND 15 0 886,496 0
NAVIENT CORP COM 63938C108 190 15,900 SH   DFND 5 0 0 15,900
NAVIENT CORP COM 63938C108 144 11,998 SH   DFND 11 0 11,998 0
NEENAH PAPER INC COM 640079109 1,031 16,191 SH   DFND 14 0 16,191 0
NEENAH PAPER INC COM 640079109 12 189 SH   DFND 1 0 189 0
NEENAH PAPER INC COM 640079109 6,480 101,786 SH   DFND 15 0 101,786 0
NEFF CORP COM CL A 640094207 221 29,673 SH   DFND 15 0 29,673 0
NEKTAR THERAPEUTICS COM 640268108 6,039 439,229 SH   DFND 2 0 439,229 0
NEKTAR THERAPEUTICS COM 640268108 48,707 3,542,352 SH   DFND 1 0 3,542,352 0
NEKTAR THERAPEUTICS COM 640268108 6,061 440,821 SH   DFND 15 0 440,821 0
NELNET INC CL A 64031N108 3,395 86,240 SH   DFND 1 0 86,240 0
NELNET INC CL A 64031N108 244 6,200 SH   DFND 1,3 0 6,200 0
NELNET INC CL A 64031N108 994 25,259 SH   DFND 15 0 25,259 0
NEOGEN CORP COM 640491106 7,592 150,785 SH   DFND 15 0 150,785 0
NEOGENOMICS INC COM NEW 64049M209 994 147,457 SH   DFND 15 0 147,457 0
NEOPHOTONICS CORP COM 64051T100 868 61,850 SH   DFND 1 0 61,850 0
NEOPHOTONICS CORP COM 64051T100 1,818 129,490 SH   DFND 15 0 129,490 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 912 99,100 SH   DFND 1 0 0 99,100
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 628 68,256 SH   DFND 15 0 68,256 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 159 17,300 SH   DFND 5 0 0 17,300
NETAPP INC COM 64110D104 2,182 79,938 SH   DFND 12,15 0 79,938 0
NETAPP INC COM 64110D104 774 28,359 SH   DFND 4 0 28,359 0
NETAPP INC COM 64110D104 2,451 89,819 SH   DFND 14 0 89,819 0
NETAPP INC COM 64110D104 446,944 16,377,588 SH   DFND 1 0 15,607,109 770,479
NETAPP INC COM 64110D104 8,621 315,900 SH   DFND 1,4 0 315,900 0
NETAPP INC COM 64110D104 2,283 83,672 SH   DFND 1,9 0 83,672 0
NETAPP INC COM 64110D104 1,758 64,405 SH   DFND 1,3 0 64,405 0
NETAPP INC COM 64110D104 43 1,591 SH   DFND 1,15 0 1,591 0
NETAPP INC COM 64110D104 1,979 72,500 SH   DFND 1,5 0 42,100 30,400
NETAPP INC COM 64110D104 166 6,100 SH   DFND 1,8 0 0 6,100
NETAPP INC COM 64110D104 70,055 2,567,068 SH   DFND 15 0 2,567,068 0
NETAPP INC COM 64110D104 1,351 49,500 SH   DFND 5 0 36,800 12,700
NETAPP INC COM 64110D104 175 6,400 SH   DFND 5,9 0 6,400 0
NETAPP INC COM 64110D104 2,281 83,600 SH   DFND 5,6 0 36,500 47,100
NETAPP INC COM 64110D104 242 8,864 SH   DFND 11 0 8,864 0
NETAPP INC COM 64110D104 966 35,400 SH   DFND 13 0 35,400 0
NETFLIX INC COM 64110L106 10,278 100,541 SH   DFND 12,15 0 100,541 0
NETFLIX INC COM 64110L106 1,032 10,093 SH   DFND 14 0 10,093 0
NETFLIX INC COM 64110L106 139,218 1,361,816 SH   DFND 1 0 1,361,366 450
NETFLIX INC COM 64110L106 2,748 26,876 SH   DFND 1,12 0 26,876 0
NETFLIX INC COM 64110L106 4,609 45,083 SH   DFND 1,9 0 45,083 0
NETFLIX INC COM 64110L106 353,075 3,453,730 SH   DFND 15 0 3,453,730 0
NETFLIX INC COM 64110L106 1,656 16,200 SH   DFND 5 0 0 16,200
NETFLIX INC COM 64110L106 1,257 12,300 SH   DFND 11 0 12,300 0
NETEASE INC SPONSORED ADR 64110W102 2,529 17,612 SH   DFND 12,15 0 17,612 0
NETEASE INC SPONSORED ADR 64110W102 60,937 424,413 SH   DFND 1 0 424,413 0
NETEASE INC SPONSORED ADR 64110W102 829 5,776 SH   DFND 1,2 0 5,776 0
NETEASE INC SPONSORED ADR 64110W102 521 3,627 SH   DFND 1,6 0 3,627 0
NETEASE INC SPONSORED ADR 64110W102 104,686 729,113 SH   DFND 15 0 729,113 0
NETEASE INC SPONSORED ADR 64110W102 431 3,000 SH   DFND 5,9 0 3,000 0
NETEASE INC SPONSORED ADR 64110W102 24,153 168,217 SH   DFND 11,6 0 168,217 0
NETEASE INC SPONSORED ADR 64110W102 618,089 4,304,840 SH   DFND 6 0 1,847,415 2,457,425
NETEASE INC SPONSORED ADR 64110W102 1,679 11,691 SH   DFND 6,2 0 11,691 0
NETEASE INC SPONSORED ADR 64110W102 98,933 689,046 SH   DFND 6,12 0 689,046 0
NETEASE INC SPONSORED ADR 64110W102 1,814 12,636 SH   DFND 6,9 0 12,636 0
NETEASE INC SPONSORED ADR 64110W102 182 1,265 SH   DFND 6,13 0 1,265 0
NETGEAR INC COM 64111Q104 31 778 SH   DFND 12,15 0 778 0
NETGEAR INC COM 64111Q104 2,334 57,810 SH   DFND 1 0 53,910 3,900
NETGEAR INC COM 64111Q104 541 13,400 SH   DFND 1,3 0 13,400 0
NETGEAR INC COM 64111Q104 7,801 193,241 SH   DFND 15 0 193,241 0
NETGEAR INC COM 64111Q104 375 9,300 SH   DFND 5 0 0 9,300
NETSCOUT SYS INC COM 64115T104 282 12,266 SH   DFND 14 0 12,266 0
NETSCOUT SYS INC COM 64115T104 692 30,123 SH   DFND 15 0 30,123 0
NETSUITE INC COM 64118Q107 1,253 18,301 SH   DFND 15 0 18,301 0
NETSUITE INC COM 64118Q107 96 1,400 SH   DFND 11 0 1,400 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 43,737 45,828,000 PRN   DFND 1 0 42,044,000 3,784,000
NQ MOBILE INC ADR REPSTG CL A 64118U108 967 211,170 SH   DFND 15 0 211,170 0
NEUBERGER BERMAN CA INT MUN COM 64123C101 3,560 217,444 SH   DFND 14 0 217,444 0
NEUBERGER BERMAN NY INT MUN COM 64124K102 1,393 96,555 SH   DFND 14 0 96,555 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 54,552 1,379,323 SH   DFND 1 0 1,303,104 76,219
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,410 60,945 SH   DFND 1,12 0 60,945 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 44 1,100 SH   DFND 1,3 0 1,100 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 37,238 941,533 SH   DFND 15 0 941,533 0
NEUSTAR INC CL A 64126X201 2,235 90,847 SH   DFND 14 0 90,847 0
NEUSTAR INC CL A 64126X201 4,912 199,680 SH   DFND 1 0 199,680 0
NEUSTAR INC CL A 64126X201 974 39,600 SH   DFND 1,3 0 39,600 0
NEUSTAR INC CL A 64126X201 1,561 63,454 SH   DFND 15 0 63,454 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 2,286 215,440 SH   DFND 14 0 215,440 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 2,028 191,145 SH   DFND 15 0 191,145 0
NEUBERGER BERMAN MLP INCOME COM 64129H104 1,743 250,379 SH   DFND 14 0 250,379 0
NEVSUN RES LTD COM 64156L101 58 17,909 SH   DFND 2,15 0 17,909 0
NEVSUN RES LTD COM 64156L101 142 43,827 SH   DFND 15 0 43,827 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 3,224 399,543 SH   DFND 14 0 399,543 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 1,876 232,416 SH   DFND 15 0 232,416 0
NEW GOLD INC CDA COM 644535106 154 41,394 SH   DFND 2,15 0 41,394 0
NEW GOLD INC CDA COM 644535106 13,958 3,742,194 SH   DFND 1,2 0 3,742,194 0
NEW GOLD INC CDA COM 644535106 2,071 555,213 SH   DFND 1,9 0 555,213 0
NEW GOLD INC CDA COM 644535106 739 198,119 SH   DFND 15 0 198,119 0
NEW JERSEY RES COM 646025106 43 1,177 SH   DFND 12,15 0 1,177 0
NEW JERSEY RES COM 646025106 7 204 SH   DFND 14 0 204 0
NEW JERSEY RES COM 646025106 1,427 39,167 SH   DFND 1 0 39,167 0
NEW JERSEY RES COM 646025106 6,728 184,688 SH   DFND 15 0 184,688 0
NEW MEDIA INVT GROUP INC COM 64704V106 760 45,662 SH   DFND 15 0 45,662 0
NEW MTN FIN CORP COM 647551100 25 1,940 SH   DFND 12,15 0 1,940 0
NEW MTN FIN CORP COM 647551100 1,745 138,027 SH   DFND 14 0 138,027 0
NEW MTN FIN CORP COM 647551100 2,220 175,618 SH   DFND 15 0 175,618 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 17,415 503,465 SH   DFND 2 0 503,465 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 9,893 286,000 SH   DFND 12,4 0 286,000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3 86 SH   DFND 1 0 86 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,472 42,550 SH   DFND 1,2 0 42,550 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 7,579 219,119 SH   DFND 15 0 219,119 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 52 4,506 SH   DFND 12,15 0 4,506 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,185 101,905 SH   DFND 14 0 101,905 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 803 69,085 SH   DFND 1 0 69,085 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 7,822 672,608 SH   DFND 15 0 672,608 0
NEW RELIC INC COM 64829B100 818 31,381 SH   DFND 15 0 31,381 0
NEW SR INVT GROUP INC COM 648691103 468 45,424 SH   DFND 1 0 45,424 0
NEW SR INVT GROUP INC COM 648691103 5,709 554,268 SH   DFND 15 0 554,268 0
NEW YORK CMNTY BANCORP INC COM 649445103 165 10,361 SH   DFND 12,15 0 10,361 0
NEW YORK CMNTY BANCORP INC COM 649445103 11,364 714,693 SH   DFND 15 0 714,693 0
NEW YORK CMNTY BANCORP INC COM 649445103 235 14,763 SH   DFND 11 0 14,763 0
NEW YORK MTG TR INC COM PAR $.02 649604501 151 31,936 SH   DFND 1 0 31,936 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,015 214,217 SH   DFND 15 0 214,217 0
NEW YORK REIT INC COM 64976L109 754 74,636 SH   DFND 15 0 74,636 0
NEW YORK TIMES CO CL A 650111107 3,360 269,692 SH   DFND 15 0 269,692 0
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 695 160,588 SH   DFND 15 0 160,588 0
NEWELL RUBBERMAID INC COM 651229106 103 2,323 SH   DFND 12,15 0 2,323 0
NEWELL RUBBERMAID INC COM 651229106 20,982 473,733 SH   DFND 14 0 473,733 0
NEWELL RUBBERMAID INC COM 651229106 204,514 4,617,608 SH   DFND 1 0 4,617,608 0
NEWELL RUBBERMAID INC COM 651229106 21,007 474,313 SH   DFND 1,2 0 474,313 0
NEWELL RUBBERMAID INC COM 651229106 103 2,319 SH   DFND 1,9 0 2,319 0
NEWELL RUBBERMAID INC COM 651229106 875 19,757 SH   DFND 1,3 0 19,757 0
NEWELL RUBBERMAID INC COM 651229106 15,071 340,288 SH   DFND 15 0 340,288 0
NEWELL RUBBERMAID INC COM 651229106 360 8,133 SH   DFND 11 0 8,133 0
NEWFIELD EXPL CO COM 651290108 144 4,341 SH   DFND 12,15 0 4,341 0
NEWFIELD EXPL CO COM 651290108 438 13,169 SH   DFND 14 0 13,169 0
NEWFIELD EXPL CO COM 651290108 54,655 1,643,758 SH   DFND 1 0 1,642,158 1,600
NEWFIELD EXPL CO COM 651290108 60 1,792 SH   DFND 1,15 0 1,792 0
NEWFIELD EXPL CO COM 651290108 7,495 225,400 SH   DFND 1,5 0 225,400 0
NEWFIELD EXPL CO COM 651290108 399 12,000 SH   DFND 1,8 0 0 12,000
NEWFIELD EXPL CO COM 651290108 7,743 232,875 SH   DFND 15 0 232,875 0
NEWFIELD EXPL CO COM 651290108 43 1,300 SH   DFND 5 0 0 1,300
NEWFIELD EXPL CO COM 651290108 2,315 69,611 SH   DFND 6 0 69,611 0
NEWFIELD EXPL CO COM 651290108 1,217 36,594 SH   DFND 6,12 0 36,594 0
NEWFIELD EXPL CO COM 651290108 319 9,602 SH   DFND 6,9 0 9,602 0
NEWLINK GENETICS CORP COM 651511107 2,469 135,650 SH   DFND 1 0 101,150 34,500
NEWLINK GENETICS CORP COM 651511107 38 2,100 SH   DFND 1,3 0 2,100 0
NEWLINK GENETICS CORP COM 651511107 66 3,620 SH   DFND 15 0 3,620 0
NEWLINK GENETICS CORP COM 651511107 27 1,500 SH   DFND 5 0 0 1,500
NEWMARKET CORP COM 651587107 42 107 SH   DFND 12,15 0 107 0
NEWMARKET CORP COM 651587107 6,403 16,159 SH   DFND 15 0 16,159 0
NEWMONT MINING CORP COM 651639106 311 11,694 SH   DFND 12,15 0 11,694 0
NEWMONT MINING CORP COM 651639106 564 21,234 SH   DFND 4 0 21,234 0
NEWMONT MINING CORP COM 651639106 1,445 54,366 SH   DFND 14 0 54,366 0
NEWMONT MINING CORP COM 651639106 22,454 844,783 SH   DFND 1 0 825,143 19,640
NEWMONT MINING CORP COM 651639106 8,049 302,819 SH   DFND 1,2 0 302,819 0
NEWMONT MINING CORP COM 651639106 3,221 121,200 SH   DFND 1,4 0 121,200 0
NEWMONT MINING CORP COM 651639106 3,296 124,005 SH   DFND 1,9 0 124,005 0
NEWMONT MINING CORP COM 651639106 630 23,700 SH   DFND 1,3 0 23,700 0
NEWMONT MINING CORP COM 651639106 5,648 212,500 SH   DFND 1,5 0 200,500 12,000
NEWMONT MINING CORP COM 651639106 255 9,600 SH   DFND 1,8 0 0 9,600
NEWMONT MINING CORP COM 651639106 9,390 353,257 SH   DFND 15 0 353,257 0
NEWMONT MINING CORP COM 651639106 20,064 754,870 SH   DFND 5 0 431,000 323,870
NEWMONT MINING CORP COM 651639106 12,902 485,400 SH   DFND 5,9 0 485,400 0
NEWMONT MINING CORP COM 651639106 2,996 112,700 SH   DFND 5,6 0 64,500 48,200
NEWMONT MINING CORP COM 651639106 548 20,600 SH   DFND 5,7 0 0 20,600
NEWMONT MINING CORP COM 651639106 428 16,094 SH   DFND 11 0 16,094 0
NEWMONT MINING CORP COM 651639106 4,338 163,200 SH   DFND 6 0 163,200 0
NEWMONT MINING CORP COM 651639106 2,528 95,100 SH   DFND 7 0 95,100 0
NEWMONT MINING CORP COM 651639106 1,340 50,400 SH   DFND 13 0 50,400 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 25,938 25,000,000 PRN   DFND 1 0 25,000,000 0
NEWPARK RES INC COM PAR $.01NEW 651718504 124 28,740 SH   DFND 14 0 28,740 0
NEWPARK RES INC COM PAR $.01NEW 651718504 2,180 504,704 SH   DFND 15 0 504,704 0
NEWPORT CORP COM 651824104 4,179 181,717 SH   DFND 15 0 181,717 0
NEWS CORP NEW CL A 65249B109 153 11,984 SH   DFND 12,15 0 11,984 0
NEWS CORP NEW CL A 65249B109 306 23,940 SH   DFND 14 0 23,940 0
NEWS CORP NEW CL A 65249B109 8,504 665,934 SH   DFND 1 0 665,934 0
NEWS CORP NEW CL A 65249B109 48 3,789 SH   DFND 1,15 0 3,789 0
NEWS CORP NEW CL A 65249B109 3,060 239,622 SH   DFND 15 0 239,622 0
NEWS CORP NEW CL A 65249B109 157 12,263 SH   DFND 11 0 12,263 0
NEWS CORP NEW CL B 65249B208 42 3,156 SH   DFND 12,15 0 3,156 0
NEWS CORP NEW CL B 65249B208 2,494 188,237 SH   DFND 1 0 188,237 0
NEWS CORP NEW CL B 65249B208 695 52,468 SH   DFND 15 0 52,468 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 18,649 421,251 SH   DFND 1 0 421,251 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 9,563 216,025 SH   DFND 15 0 216,025 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 2,420 54,655 SH   DFND 6 0 54,655 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 1,185 26,759 SH   DFND 6,12 0 26,759 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 320 7,224 SH   DFND 6,9 0 7,224 0
NEXTERA ENERGY INC COM 65339F101 634 5,358 SH   DFND 12,15 0 5,358 0
NEXTERA ENERGY INC COM 65339F101 15,289 129,195 SH   DFND 14 0 129,195 0
NEXTERA ENERGY INC COM 65339F101 13,250 111,962 SH   DFND 1 0 111,962 0
NEXTERA ENERGY INC COM 65339F101 97,367 822,776 SH   DFND 15 0 822,776 0
NEXTERA ENERGY INC COM 65339F101 2,237 18,900 SH   DFND 5 0 0 18,900
NEXTERA ENERGY INC COM 65339F101 1,661 14,033 SH   DFND 11 0 14,033 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 35,165 576,000 SH   DFND 1 0 576,000 0
NEXPOINT CR STRATEGIES FD COM NEW 65340G205 433 23,973 SH   DFND 14 0 23,973 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 418 31,967 SH   DFND 14 0 31,967 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 148 11,278 SH   DFND 15 0 11,278 0
NIDEC CORP SPONSORED ADR 654090109 622 36,262 SH   DFND 15 0 36,262 0
NIKE INC CL B 654106103 339 5,521 SH   DFND 12,15 0 5,521 0
NIKE INC CL B 654106103 2,108 34,300 SH   DFND 4 0 34,300 0
NIKE INC CL B 654106103 21,971 357,424 SH   DFND 14 0 357,424 0
NIKE INC CL B 654106103 37 600 SH Call DFND 14 0 0 0
NIKE INC CL B 654106103 15,417 250,807 SH   DFND 1 0 249,907 900
NIKE INC CL B 654106103 1,062 17,278 SH   DFND 1,9 0 17,278 0
NIKE INC CL B 654106103 85,067 1,383,877 SH   DFND 15 0 1,383,877 0
NIKE INC CL B 654106103 3,133 50,960 SH   DFND 5 0 0 50,960
NIKE INC CL B 654106103 2,535 41,236 SH   DFND 11 0 41,236 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 25,632 592,781 SH   DFND 14 0 592,781 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 4,367 101,002 SH   DFND 15 0 101,002 0
NISOURCE INC COM 65473P105 88 3,740 SH   DFND 12,15 0 3,740 0
NISOURCE INC COM 65473P105 1,616 68,594 SH   DFND 14 0 68,594 0
NISOURCE INC COM 65473P105 10,706 454,425 SH   DFND 1 0 454,425 0
NISOURCE INC COM 65473P105 120 5,100 SH   DFND 1,9 0 5,100 0
NISOURCE INC COM 65473P105 39,049 1,657,443 SH   DFND 15 0 1,657,443 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 1,135 45,617 SH   DFND 15 0 45,617 0
NOKIA CORP SPONSORED ADR 654902204 25 4,202 SH   DFND 14 0 4,202 0
NOKIA CORP SPONSORED ADR 654902204 774 130,987 SH   DFND 15 0 130,987 0
NOBILIS HEALTH CORP COM 65500B103 99 31,615 SH   DFND 15 0 31,615 0
NOBLE ENERGY INC COM 655044105 203 6,448 SH   DFND 12,15 0 6,448 0
NOBLE ENERGY INC COM 655044105 2,529 80,531 SH   DFND 14 0 80,531 0
NOBLE ENERGY INC COM 655044105 10,002 318,432 SH   DFND 1 0 318,432 0
NOBLE ENERGY INC COM 655044105 29,199 929,607 SH   DFND 1,2 0 929,607 0
NOBLE ENERGY INC COM 655044105 5,369 170,930 SH   DFND 1,9 0 170,930 0
NOBLE ENERGY INC COM 655044105 124 3,945 SH   DFND 1,15 0 3,945 0
NOBLE ENERGY INC COM 655044105 4,238 134,937 SH   DFND 15 0 134,937 0
NOBLE ENERGY INC COM 655044105 374 11,914 SH   DFND 5 0 0 11,914
NOBLE ENERGY INC COM 655044105 410 13,066 SH   DFND 11 0 13,066 0
NOBLE ENERGY INC COM 655044105 21,170 673,991 SH   DFND 6 0 673,991 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 519 116,882 SH   DFND 15 0 116,882 0
NOODLES & CO CL A 65540B105 136 11,460 SH   DFND 15 0 11,460 0
NORDSON CORP COM 655663102 94 1,240 SH   DFND 12,15 0 1,240 0
NORDSON CORP COM 655663102 31,236 410,784 SH   DFND 1 0 410,784 0
NORDSON CORP COM 655663102 6,661 87,601 SH   DFND 15 0 87,601 0
NORDSTROM INC COM 655664100 18,954 331,307 SH   DFND 2 0 331,307 0
NORDSTROM INC COM 655664100 145 2,535 SH   DFND 12,15 0 2,535 0
NORDSTROM INC COM 655664100 2,668 46,636 SH   DFND 14 0 46,636 0
NORDSTROM INC COM 655664100 10,364 181,158 SH   DFND 1 0 181,158 0
NORDSTROM INC COM 655664100 868 15,180 SH   DFND 1,9 0 15,180 0
NORDSTROM INC COM 655664100 3,143 54,943 SH   DFND 15 0 54,943 0
NORDSTROM INC COM 655664100 263 4,600 SH   DFND 5 0 0 4,600
NORDSTROM INC COM 655664100 240 4,200 SH   DFND 11 0 4,200 0
NORFOLK SOUTHERN CORP COM 655844108 451 5,421 SH   DFND 12,15 0 5,421 0
NORFOLK SOUTHERN CORP COM 655844108 3,960 47,567 SH   DFND 14 0 47,567 0
NORFOLK SOUTHERN CORP COM 655844108 14,364 172,535 SH   DFND 1 0 172,285 250
NORFOLK SOUTHERN CORP COM 655844108 41 494 SH   DFND 1,15 0 494 0
NORFOLK SOUTHERN CORP COM 655844108 1,007 12,100 SH   DFND 1,5 0 12,100 0
NORFOLK SOUTHERN CORP COM 655844108 75 900 SH   DFND 1,8 0 0 900
NORFOLK SOUTHERN CORP COM 655844108 20,523 246,523 SH   DFND 15 0 246,523 0
NORFOLK SOUTHERN CORP COM 655844108 1,206 14,492 SH   DFND 5 0 0 14,492
NORFOLK SOUTHERN CORP COM 655844108 857 10,300 SH   DFND 5,6 0 4,800 5,500
NORFOLK SOUTHERN CORP COM 655844108 753 9,046 SH   DFND 11 0 9,046 0
NORFOLK SOUTHERN CORP COM 655844108 325 3,900 SH   DFND 13 0 3,900 0
NORTEK INC COM NEW 656559309 1,087 22,510 SH   DFND 15 0 22,510 0
NORTH AMERN ENERGY PARTNERS COM 656844107 6,696 3,282,529 SH   DFND 2 0 3,282,529 0
NORTHERN OIL & GAS INC NEV COM 665531109 1,770 443,679 SH   DFND 15 0 443,679 0
NORTHERN TR CORP COM 665859104 102,223 1,568,561 SH   DFND 2 0 1,568,561 0
NORTHERN TR CORP COM 665859104 211 3,241 SH   DFND 12,15 0 3,241 0
NORTHERN TR CORP COM 665859104 1,084 16,637 SH   DFND 14 0 16,637 0
NORTHERN TR CORP COM 665859104 374,923 5,752,994 SH   DFND 1 0 5,405,340 347,654
NORTHERN TR CORP COM 665859104 316 4,844 SH   DFND 1,3 0 4,844 0
NORTHERN TR CORP COM 665859104 29 438 SH   DFND 1,11 0 438 0
NORTHERN TR CORP COM 665859104 17,282 265,184 SH   DFND 15 0 265,184 0
NORTHERN TR CORP COM 665859104 419 6,427 SH   DFND 5 0 0 6,427
NORTHERN TR CORP COM 665859104 476 7,300 SH   DFND 5,6 0 3,400 3,900
NORTHERN TR CORP COM 665859104 445 6,822 SH   DFND 11 0 6,822 0
NORTHERN TR CORP COM 665859104 659 10,108 SH   DFND 11,2 0 10,108 0
NORTHERN TR CORP COM 665859104 18,650 286,177 SH   DFND 6 0 286,177 0
NORTHFIELD BANCORP INC DEL COM 66611T108 34 2,065 SH   DFND 1 0 2,065 0
NORTHFIELD BANCORP INC DEL COM 66611T108 5,850 355,835 SH   DFND 15 0 355,835 0
NORTHRIM BANCORP INC COM 666762109 148 6,210 SH   DFND 1 0 6,210 0
NORTHRIM BANCORP INC COM 666762109 29 1,200 SH   DFND 1,3 0 1,200 0
NORTHRIM BANCORP INC COM 666762109 178 7,442 SH   DFND 15 0 7,442 0
NORTHROP GRUMMAN CORP COM 666807102 1,324 6,692 SH   DFND 12,15 0 6,692 0
NORTHROP GRUMMAN CORP COM 666807102 4,320 21,829 SH   DFND 14 0 21,829 0
NORTHROP GRUMMAN CORP COM 666807102 35,618 179,982 SH   DFND 1 0 179,982 0
NORTHROP GRUMMAN CORP COM 666807102 1,186 5,994 SH   DFND 1,15 0 5,994 0
NORTHROP GRUMMAN CORP COM 666807102 142,226 718,675 SH   DFND 15 0 718,675 0
NORTHROP GRUMMAN CORP COM 666807102 1,449 7,321 SH   DFND 5 0 0 7,321
NORTHROP GRUMMAN CORP COM 666807102 1,042 5,264 SH   DFND 11 0 5,264 0
NORTHSTAR RLTY FIN CORP COM 66704R803 56 4,260 SH   DFND 12,15 0 4,260 0
NORTHSTAR RLTY FIN CORP COM 66704R803 1,111 84,684 SH   DFND 15 0 84,684 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 2,326 204,893 SH   DFND 15 0 204,893 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 138 11,900 SH   DFND 1 0 11,900 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 126 10,849 SH   DFND 15 0 10,849 0
NORTHWEST BANCSHARES INC MD COM 667340103 3,099 229,413 SH   DFND 14 0 229,413 0
NORTHWEST BANCSHARES INC MD COM 667340103 17 1,249 SH   DFND 1 0 1,249 0
NORTHWEST BANCSHARES INC MD COM 667340103 9,618 711,897 SH   DFND 15 0 711,897 0
NORTHWEST NAT GAS CO COM 667655104 14 263 SH   DFND 1 0 263 0
NORTHWEST NAT GAS CO COM 667655104 23,079 428,575 SH   DFND 15 0 428,575 0
NORTHWEST PIPE CO COM 667746101 1,765 191,418 SH   DFND 15 0 191,418 0
NORTHWESTERN CORP COM NEW 668074305 38 615 SH   DFND 12,15 0 615 0
NORTHWESTERN CORP COM NEW 668074305 3,476 56,285 SH   DFND 14 0 56,285 0
NORTHWESTERN CORP COM NEW 668074305 15 236 SH   DFND 1 0 236 0
NORTHWESTERN CORP COM NEW 668074305 22,647 366,751 SH   DFND 15 0 366,751 0
NOVARTIS A G SPONSORED ADR 66987V109 22,865 315,640 SH   DFND 2 0 315,640 0
NOVARTIS A G SPONSORED ADR 66987V109 27,726 382,747 SH   DFND 14 0 382,747 0
NOVARTIS A G SPONSORED ADR 66987V109 82,479 1,138,579 SH   DFND 1 0 1,138,579 0
NOVARTIS A G SPONSORED ADR 66987V109 11,635 160,617 SH   DFND 1,12 0 160,617 0
NOVARTIS A G SPONSORED ADR 66987V109 255 3,521 SH   DFND 1,3 0 3,521 0
NOVARTIS A G SPONSORED ADR 66987V109 18,826 259,884 SH   DFND 15 0 259,884 0
NOVAVAX INC COM 670002104 56,929 11,032,751 SH   DFND 15 0 11,032,751 0
NOVO-NORDISK A S ADR 670100205 26,260 484,590 SH   DFND 14 0 484,590 0
NOVO-NORDISK A S ADR 670100205 35,251 650,515 SH   DFND 1 0 650,515 0
NOVO-NORDISK A S ADR 670100205 5,112 94,337 SH   DFND 15 0 94,337 0
NOW INC COM 67011P100 66 3,741 SH   DFND 12,15 0 3,741 0
NOW INC COM 67011P100 1,222 68,978 SH   DFND 15 0 68,978 0
NU SKIN ENTERPRISES INC CL A 67018T105 46 1,210 SH   DFND 12,15 0 1,210 0
NU SKIN ENTERPRISES INC CL A 67018T105 116,410 3,043,407 SH   DFND 1 0 3,043,407 0
NU SKIN ENTERPRISES INC CL A 67018T105 27 700 SH   DFND 1,3 0 700 0
NU SKIN ENTERPRISES INC CL A 67018T105 18,256 477,281 SH   DFND 15 0 477,281 0
NTELOS HLDGS CORP COM NEW 67020Q305 583 63,421 SH   DFND 15 0 63,421 0
NUANCE COMMUNICATIONS INC COM 67020Y100 211 11,304 SH   DFND 12,15 0 11,304 0
NUANCE COMMUNICATIONS INC COM 67020Y100 20,230 1,082,400 SH   DFND 1 0 1,048,860 33,540
NUANCE COMMUNICATIONS INC COM 67020Y100 3,602 192,700 SH   DFND 1,4 0 192,700 0
NUANCE COMMUNICATIONS INC COM 67020Y100 454 24,300 SH   DFND 1,9 0 24,300 0
NUANCE COMMUNICATIONS INC COM 67020Y100 804 43,000 SH   DFND 1,3 0 43,000 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,269 174,900 SH   DFND 1,5 0 153,000 21,900
NUANCE COMMUNICATIONS INC COM 67020Y100 307 16,400 SH   DFND 1,8 0 0 16,400
NUANCE COMMUNICATIONS INC COM 67020Y100 3,261 174,454 SH   DFND 15 0 174,454 0
NUANCE COMMUNICATIONS INC COM 67020Y100 628 33,600 SH   DFND 5 0 0 33,600
NUANCE COMMUNICATIONS INC COM 67020Y100 475 25,400 SH   DFND 5,6 0 11,800 13,600
NUANCE COMMUNICATIONS INC COM 67020Y100 363 19,400 SH   DFND 5,7 0 0 19,400
NUANCE COMMUNICATIONS INC COM 67020Y100 148 7,900 SH   DFND 11 0 7,900 0
NUANCE COMMUNICATIONS INC COM 67020Y100 417 22,300 SH   DFND 13 0 22,300 0
NUCOR CORP COM 670346105 375 7,920 SH   DFND 12,15 0 7,920 0
NUCOR CORP COM 670346105 6,451 136,378 SH   DFND 14 0 136,378 0
NUCOR CORP COM 670346105 11,425 241,537 SH   DFND 1 0 241,087 450
NUCOR CORP COM 670346105 47 998 SH   DFND 1,15 0 998 0
NUCOR CORP COM 670346105 47,571 1,005,720 SH   DFND 15 0 1,005,720 0
NUCOR CORP COM 670346105 499 10,552 SH   DFND 5 0 0 10,552
NUCOR CORP COM 670346105 461 9,752 SH   DFND 11 0 9,752 0
NUTRACEUTICAL INTL CORP COM 67060Y101 242 9,955 SH   DFND 15 0 9,955 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T101 113 10,726 SH   DFND 14 0 10,726 0
NUVEEN CALIF MUN VALUE FD COM 67062C107 769 69,975 SH   DFND 14 0 69,975 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 193 12,972 SH   DFND 14 0 12,972 0
NUVEEN NY MUN VALUE FD COM 67062M105 699 69,181 SH   DFND 14 0 69,181 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 1,206 76,836 SH   DFND 14 0 76,836 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 6,340 445,840 SH   DFND 14 0 445,840 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C106 196 13,884 SH   DFND 14 0 13,884 0
NUVEEN CA SELECT TAX FREE PR SH BEN INT 67063R103 779 46,644 SH   DFND 14 0 46,644 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 6,497 441,348 SH   DFND 14 0 441,348 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X100 178 11,954 SH   DFND 14 0 11,954 0
NUVEEN CAL AMT-FREE MUN INC COM 670651108 4,344 271,141 SH   DFND 14 0 271,141 0
NUVEEN NY AMT FREE MUN INCOM COM 670656107 1,423 105,888 SH   DFND 14 0 105,888 0
NVIDIA CORP COM 67066G104 4,578 128,499 SH   DFND 12,15 0 128,499 0
NVIDIA CORP COM 67066G104 722 20,275 SH   DFND 4 0 20,275 0
NVIDIA CORP COM 67066G104 3,444 96,650 SH   DFND 14 0 96,650 0
NVIDIA CORP COM 67066G104 60,601 1,700,833 SH   DFND 1 0 1,636,483 64,350
NVIDIA CORP COM 67066G104 14,558 408,600 SH   DFND 1,4 0 408,600 0
NVIDIA CORP COM 67066G104 1,660 46,600 SH   DFND 1,9 0 46,600 0
NVIDIA CORP COM 67066G104 2,872 80,600 SH   DFND 1,3 0 80,600 0
NVIDIA CORP COM 67066G104 11,619 326,100 SH   DFND 1,5 0 286,500 39,600
NVIDIA CORP COM 67066G104 552 15,500 SH   DFND 1,8 0 0 15,500
NVIDIA CORP COM 67066G104 157,316 4,415,273 SH   DFND 15 0 4,415,273 0
NVIDIA CORP COM 67066G104 4,286 120,300 SH   DFND 5 0 65,200 55,100
NVIDIA CORP COM 67066G104 770 21,600 SH   DFND 5,9 0 21,600 0
NVIDIA CORP COM 67066G104 3,983 111,800 SH   DFND 5,6 0 51,100 60,700
NVIDIA CORP COM 67066G104 734 20,600 SH   DFND 5,7 0 0 20,600
NVIDIA CORP COM 67066G104 581 16,314 SH   DFND 11 0 16,314 0
NVIDIA CORP COM 67066G104 976 27,400 SH   DFND 6 0 27,400 0
NVIDIA CORP COM 67066G104 1,881 52,800 SH   DFND 13 0 52,800 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 133,531 74,833,000 PRN   DFND 1 0 64,802,000 10,031,000
NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 3,883 262,927 SH   DFND 14 0 262,927 0
NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 2,163 146,744 SH   DFND 14 0 146,744 0
NUVEEN CA DIVIDEND ADV MUN F COM 67066Y105 4,270 265,193 SH   DFND 14 0 265,193 0
NUVEEN SR INCOME FD COM 67067Y104 1,171 198,472 SH   DFND 14 0 198,472 0
NUVEEN SR INCOME FD COM 67067Y104 2,253 381,810 SH   DFND 15 0 381,810 0
NUVEEN NASDAQ 100 DYNAMIC OV COM SHS 670699107 2,494 135,012 SH   DFND 14 0 135,012 0
NUVEEN NASDAQ 100 DYNAMIC OV COM SHS 670699107 4,021 217,696 SH   DFND 15 0 217,696 0
NUTRI SYS INC NEW COM 67069D108 1,030 49,368 SH   DFND 14 0 49,368 0
NUTRI SYS INC NEW COM 67069D108 138 6,600 SH   DFND 1,3 0 6,600 0
NUTRI SYS INC NEW COM 67069D108 1,293 61,941 SH   DFND 15 0 61,941 0
NUVEEN CA DIV ADVANTG MUN FD COM 67069X104 4,266 270,353 SH   DFND 14 0 270,353 0
NUVEEN GLOBAL EQUITY INCOME COM 6706EH103 187 17,068 SH   DFND 14 0 17,068 0
NUVEEN GLOBAL EQUITY INCOME COM 6706EH103 2,045 186,380 SH   DFND 15 0 186,380 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 5,127 518,366 SH   DFND 14 0 518,366 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 3,382 341,993 SH   DFND 15 0 341,993 0
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 2,057 187,997 SH   DFND 14 0 187,997 0
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 4,335 340,818 SH   DFND 14 0 340,818 0
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 7,500 589,615 SH   DFND 15 0 589,615 0
NUVEEN S&P 500 DYN OVERWRITE COM 6706EW100 5,901 442,991 SH   DFND 14 0 442,991 0
NUVEEN S&P 500 DYN OVERWRITE COM 6706EW100 1,504 112,941 SH   DFND 15 0 112,941 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 3,588 255,900 SH   DFND 14 0 255,900 0
NUVASIVE INC COM 670704105 45,657 938,480 SH   DFND 1 0 938,480 0
NUVASIVE INC COM 670704105 8,163 167,800 SH   DFND 15 0 167,800 0
NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y109 4,443 294,851 SH   DFND 14 0 294,851 0
NUVEEN REAL ESTATE INCOME FD COM 67071B108 3,291 303,582 SH   DFND 14 0 303,582 0
NUVEEN QUALITY PFD INCOME FD COM 67071S101 2,174 261,302 SH   DFND 14 0 261,302 0
NUVEEN QUALITY PFD INCOME FD COM 67071S101 3,812 458,191 SH   DFND 15 0 458,191 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 518 57,638 SH   DFND 14 0 57,638 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 6,580 731,880 SH   DFND 15 0 731,880 0
NUVEEN FLOATING RATE INCOME COM 67072T108 4,505 447,386 SH   DFND 14 0 447,386 0
NUVEEN FLOATING RATE INCOME COM 67072T108 8,144 808,700 SH   DFND 9 0 808,700 0
NUVEEN FLOATING RATE INCOME COM 67072T108 4,824 479,008 SH   DFND 15 0 479,008 0
NXSTAGE MEDICAL INC COM 67072V103 32,922 2,196,271 SH   DFND 1 0 2,196,271 0
NXSTAGE MEDICAL INC COM 67072V103 1,306 87,121 SH   DFND 15 0 87,121 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 412 48,057 SH   DFND 14 0 48,057 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 1,793 209,215 SH   DFND 15 0 209,215 0
NUVEEN MTG OPPORTUNITY TERM COM 670735109 933 41,496 SH   DFND 14 0 41,496 0
NUVEEN PFD INCOME OPPRTNY FD COM 67073B106 2,592 276,870 SH   DFND 14 0 276,870 0
NUVEEN PFD INCOME OPPRTNY FD COM 67073B106 8,017 856,502 SH   DFND 15 0 856,502 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 6,825 862,802 SH   DFND 14 0 862,802 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 10,605 1,340,675 SH   DFND 15 0 1,340,675 0
NUVEEN TAX ADVANTAGED DIV GR COM 67073G105 4,166 304,061 SH   DFND 14 0 304,061 0
NUVEEN BUILD AMER BD FD COM 67074C103 776 35,923 SH   DFND 14 0 35,923 0
NUVEEN BUILD AMER BD FD COM 67074C103 3,484 161,363 SH   DFND 15 0 161,363 0
NUVEEN BUILD AMER BD OPPTNY COM 67074Q102 1,099 51,074 SH   DFND 15 0 51,074 0
NUVEEN ENERGY MLP TOTL RTRNF COM 67074U103 6,159 606,816 SH   DFND 14 0 606,816 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 4,886 323,125 SH   DFND 14 0 323,125 0
NUVEEN REAL ASSET INC & GROW COM 67074Y105 1,967 128,003 SH   DFND 14 0 128,003 0
NUVEEN PFD & INCOME TERM FD COM 67075A106 2,458 104,952 SH   DFND 14 0 104,952 0
NUVEEN PFD & INCOME TERM FD COM 67075A106 3,258 139,129 SH   DFND 15 0 139,129 0
NUVEEN ALL CAP ENE MLP OPPO COM 67075E108 341 50,256 SH   DFND 14 0 50,256 0
NUVEEN DOW 30 DYN OVERWRITE SHS 67075F105 3,024 214,309 SH   DFND 14 0 214,309 0
NUVEEN DOW 30 DYN OVERWRITE SHS 67075F105 4,480 317,539 SH   DFND 15 0 317,539 0
NUVEEN GLOBAL HIGH INCOME FD SHS 67075G103 524 37,775 SH   DFND 14 0 37,775 0
NUVEEN GLOBAL HIGH INCOME FD SHS 67075G103 3,272 235,878 SH   DFND 15 0 235,878 0
OGE ENERGY CORP COM 670837103 108 3,756 SH   DFND 12,15 0 3,756 0
OGE ENERGY CORP COM 670837103 3,778 131,970 SH   DFND 14 0 131,970 0
OGE ENERGY CORP COM 670837103 2,199 76,813 SH   DFND 15 0 76,813 0
OGE ENERGY CORP COM 670837103 183 6,400 SH   DFND 11 0 6,400 0
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 553 48,980 SH   DFND 14 0 48,980 0
NUVEEN CORE EQUITY ALPHA FUN COM 67090X107 636 46,655 SH   DFND 14 0 46,655 0
NUVEEN MUN VALUE FD INC COM 670928100 243 23,152 SH   DFND 14 0 23,152 0
NUVEEN SELECT QUALITY MUN FD COM 670973106 6,212 423,763 SH   DFND 14 0 423,763 0
NUVEEN PREMIER MUN INCOME FD COM 670988104 633 44,796 SH   DFND 14 0 44,796 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,165 26,183 SH   DFND 12,15 0 26,183 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 10,154 37,103 SH   DFND 14 0 37,103 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 62,626 228,847 SH   DFND 1 0 228,747 100
O REILLY AUTOMOTIVE INC NEW COM 67103H107 582 2,126 SH   DFND 1,3 0 2,126 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 285,980 1,045,018 SH   DFND 15 0 1,045,018 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,067 3,900 SH   DFND 5 0 0 3,900
O REILLY AUTOMOTIVE INC NEW COM 67103H107 821 3,000 SH   DFND 11 0 3,000 0
OFG BANCORP COM 67103X102 41 5,900 SH   DFND 1 0 5,900 0
OFG BANCORP COM 67103X102 15 2,100 SH   DFND 1,3 0 2,100 0
OFG BANCORP COM 67103X102 1,399 200,172 SH   DFND 15 0 200,172 0
OSI SYSTEMS INC COM 671044105 239 3,650 SH   DFND 14 0 3,650 0
OSI SYSTEMS INC COM 671044105 6,844 104,500 SH   DFND 15 0 104,500 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 133,761 2,711,555 SH   DFND 2 0 2,711,555 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 15,299 310,141 SH   DFND 1,2 0 310,141 0
OASIS PETE INC NEW COM 674215108 546 75,000 SH   DFND 2 0 75,000 0
OASIS PETE INC NEW COM 674215108 56 7,650 SH   DFND 12,15 0 7,650 0
OASIS PETE INC NEW COM 674215108 1,384 190,092 SH   DFND 14 0 190,092 0
OASIS PETE INC NEW COM 674215108 3,959 543,800 SH   DFND 1 0 543,800 0
OASIS PETE INC NEW COM 674215108 17,499 2,403,687 SH   DFND 1,2 0 2,403,687 0
OASIS PETE INC NEW COM 674215108 3,204 440,108 SH   DFND 1,9 0 440,108 0
OASIS PETE INC NEW COM 674215108 3,005 412,806 SH   DFND 15 0 412,806 0
OCCIDENTAL PETE CORP DEL COM 674599105 25,094 366,710 SH   DFND 2 0 366,710 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,013 14,799 SH   DFND 12,15 0 14,799 0
OCCIDENTAL PETE CORP DEL COM 674599105 10,856 158,645 SH   DFND 14 0 158,645 0
OCCIDENTAL PETE CORP DEL COM 674599105 438,350 6,405,820 SH   DFND 1 0 5,998,375 407,445
OCCIDENTAL PETE CORP DEL COM 674599105 36,393 531,821 SH   DFND 1,2 0 531,821 0
OCCIDENTAL PETE CORP DEL COM 674599105 7,164 104,685 SH   DFND 1,9 0 104,685 0
OCCIDENTAL PETE CORP DEL COM 674599105 331 4,831 SH   DFND 1,3 0 4,831 0
OCCIDENTAL PETE CORP DEL COM 674599105 41 600 SH   DFND 1,15 0 600 0
OCCIDENTAL PETE CORP DEL COM 674599105 9,361 136,800 SH   DFND 1,5 0 136,800 0
OCCIDENTAL PETE CORP DEL COM 674599105 698 10,200 SH   DFND 1,8 0 0 10,200
OCCIDENTAL PETE CORP DEL COM 674599105 40,396 590,328 SH   DFND 15 0 590,328 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,652 38,754 SH   DFND 5 0 7,500 31,254
OCCIDENTAL PETE CORP DEL COM 674599105 4,790 70,000 SH   DFND 5,6 0 33,100 36,900
OCCIDENTAL PETE CORP DEL COM 674599105 157 2,300 SH   DFND 5,7 0 0 2,300
OCCIDENTAL PETE CORP DEL COM 674599105 1,590 23,231 SH   DFND 11 0 23,231 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,005 29,300 SH   DFND 13 0 29,300 0
OCEANEERING INTL INC COM 675232102 140 4,214 SH   DFND 12,15 0 4,214 0
OCEANEERING INTL INC COM 675232102 1,622 48,797 SH   DFND 14 0 48,797 0
OCEANEERING INTL INC COM 675232102 1,001 30,100 SH   DFND 1 0 30,100 0
OCEANEERING INTL INC COM 675232102 8,219 247,269 SH   DFND 15 0 247,269 0
OCEANEERING INTL INC COM 675232102 103 3,100 SH   DFND 11 0 3,100 0
OCEANFIRST FINL CORP COM 675234108 223 12,605 SH   DFND 15 0 12,605 0
OCLARO INC COM NEW 67555N206 201 37,151 SH   DFND 12,15 0 37,151 0
OCLARO INC COM NEW 67555N206 2,147 397,553 SH   DFND 15 0 397,553 0
OCWEN FINL CORP COM NEW 675746309 36 14,730 SH   DFND 1 0 14,730 0
OCWEN FINL CORP COM NEW 675746309 12 4,900 SH   DFND 1,3 0 4,900 0
OCWEN FINL CORP COM NEW 675746309 686 277,757 SH   DFND 15 0 277,757 0
OFFICE DEPOT INC COM 676220106 146 20,596 SH   DFND 12,15 0 20,596 0
OFFICE DEPOT INC COM 676220106 2,270 319,779 SH   DFND 15 0 319,779 0
OIL STS INTL INC COM 678026105 50 1,593 SH   DFND 12,15 0 1,593 0
OIL STS INTL INC COM 678026105 1,434 45,492 SH   DFND 14 0 45,492 0
OIL STS INTL INC COM 678026105 2,049 65,000 SH   DFND 1 0 65,000 0
OIL STS INTL INC COM 678026105 2,326 73,808 SH   DFND 15 0 73,808 0
OLD DOMINION FGHT LINES INC COM 679580100 51 728 SH   DFND 12,15 0 728 0
OLD DOMINION FGHT LINES INC COM 679580100 4,343 62,386 SH   DFND 14 0 62,386 0
OLD DOMINION FGHT LINES INC COM 679580100 98,731 1,418,145 SH   DFND 1 0 1,418,145 0
OLD DOMINION FGHT LINES INC COM 679580100 190 2,723 SH   DFND 1,3 0 2,723 0
OLD DOMINION FGHT LINES INC COM 679580100 1,023 14,698 SH   DFND 15 0 14,698 0
OLD DOMINION FGHT LINES INC COM 679580100 3,571 51,291 SH   DFND 6 0 51,291 0
OLD DOMINION FGHT LINES INC COM 679580100 1,771 25,432 SH   DFND 6,12 0 25,432 0
OLD DOMINION FGHT LINES INC COM 679580100 407 5,848 SH   DFND 6,9 0 5,848 0
OLD NATL BANCORP IND COM 680033107 13 1,046 SH   DFND 1 0 1,046 0
OLD NATL BANCORP IND COM 680033107 7,829 642,219 SH   DFND 15 0 642,219 0
OLD REP INTL CORP COM 680223104 203 11,095 SH   DFND 12,15 0 11,095 0
OLD REP INTL CORP COM 680223104 1,925 105,300 SH   DFND 14 0 105,300 0
OLD REP INTL CORP COM 680223104 20,761 1,135,737 SH   DFND 15 0 1,135,737 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 35,828 28,923,000 PRN   DFND 1 0 26,049,000 2,874,000
OLIN CORP COM PAR $1 680665205 44 2,508 SH   DFND 12,15 0 2,508 0
OLIN CORP COM PAR $1 680665205 1,527 87,935 SH   DFND 14 0 87,935 0
OLIN CORP COM PAR $1 680665205 688 39,582 SH   DFND 15 0 39,582 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 673 28,712 SH   DFND 15 0 28,712 0
OLYMPIC STEEL INC COM 68162K106 580 33,520 SH   DFND 1 0 33,520 0
OLYMPIC STEEL INC COM 68162K106 68 3,900 SH   DFND 1,3 0 3,900 0
OLYMPIC STEEL INC COM 68162K106 608 35,107 SH   DFND 15 0 35,107 0
OMNICOM GROUP INC COM 681919106 63,350 761,145 SH   DFND 2 0 761,145 0
OMNICOM GROUP INC COM 681919106 1,140 13,696 SH   DFND 12,15 0 13,696 0
OMNICOM GROUP INC COM 681919106 50,532 607,140 SH   DFND 14 0 607,140 0
OMNICOM GROUP INC COM 681919106 37,143 446,267 SH   DFND 1 0 445,967 300
OMNICOM GROUP INC COM 681919106 1,400 16,824 SH   DFND 1,15 0 16,824 0
OMNICOM GROUP INC COM 681919106 98,646 1,185,222 SH   DFND 15 0 1,185,222 0
OMNICOM GROUP INC COM 681919106 347 4,168 SH   DFND 5 0 0 4,168
OMNICOM GROUP INC COM 681919106 774 9,300 SH   DFND 5,6 0 4,000 5,300
OMNICOM GROUP INC COM 681919106 824 9,900 SH   DFND 5,7 0 0 9,900
OMNICOM GROUP INC COM 681919106 610 7,335 SH   DFND 11 0 7,335 0
OMNICOM GROUP INC COM 681919106 233 2,800 SH   DFND 13 0 2,800 0
OMEGA HEALTHCARE INVS INC COM 681936100 40 1,123 SH   DFND 12,15 0 1,123 0
OMEGA HEALTHCARE INVS INC COM 681936100 4,200 118,992 SH   DFND 14 0 118,992 0
OMEGA HEALTHCARE INVS INC COM 681936100 142,409 4,034,263 SH   DFND 1 0 0 4,034,263
OMEGA HEALTHCARE INVS INC COM 681936100 971 27,512 SH   DFND 15 0 27,512 0
OMEGA PROTEIN CORP COM 68210P107 2,926 172,720 SH   DFND 1 0 127,320 45,400
OMEGA PROTEIN CORP COM 68210P107 468 27,600 SH   DFND 1,3 0 27,600 0
OMEGA PROTEIN CORP COM 68210P107 950 56,062 SH   DFND 15 0 56,062 0
OMNOVA SOLUTIONS INC COM 682129101 308 55,439 SH   DFND 15 0 55,439 0
OMNOVA SOLUTIONS INC COM 682129101 56 10,100 SH   DFND 5 0 0 10,100
OMNICELL INC COM 68213N109 3,084 110,653 SH   DFND 15 0 110,653 0
ON ASSIGNMENT INC COM 682159108 5,210 141,126 SH   DFND 15 0 141,126 0
ON SEMICONDUCTOR CORP COM 682189105 162 16,904 SH   DFND 12,15 0 16,904 0
ON SEMICONDUCTOR CORP COM 682189105 2,341 244,113 SH   DFND 14 0 244,113 0
ON SEMICONDUCTOR CORP COM 682189105 114,057 11,893,289 SH   DFND 1 0 11,893,289 0
ON SEMICONDUCTOR CORP COM 682189105 166 17,267 SH   DFND 1,12 0 17,267 0
ON SEMICONDUCTOR CORP COM 682189105 4,712 491,364 SH   DFND 15 0 491,364 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 4,022 3,720,000 PRN   DFND 1 0 3,720,000 0
ONCOTHYREON INC COM 682324108 35 27,754 SH   DFND 15 0 27,754 0
ONE GAS INC COM 68235P108 39 643 SH   DFND 12,15 0 643 0
ONE GAS INC COM 68235P108 33 548 SH   DFND 1 0 548 0
ONE GAS INC COM 68235P108 11,092 181,539 SH   DFND 15 0 181,539 0
ONE LIBERTY PPTYS INC COM 682406103 612 27,298 SH   DFND 15 0 27,298 0
1 800 FLOWERS COM CL A 68243Q106 351 44,549 SH   DFND 15 0 44,549 0
ONEOK INC NEW COM 682680103 222 7,445 SH   DFND 12,15 0 7,445 0
ONEOK INC NEW COM 682680103 4,694 157,188 SH   DFND 14 0 157,188 0
ONEOK INC NEW COM 682680103 11,696 391,694 SH   DFND 1 0 391,694 0
ONEOK INC NEW COM 682680103 56 1,890 SH   DFND 1,15 0 1,890 0
ONEOK INC NEW COM 682680103 36,160 1,210,993 SH   DFND 15 0 1,210,993 0
ONEOK INC NEW COM 682680103 245 8,200 SH   DFND 5 0 0 8,200
ONEOK INC NEW COM 682680103 200 6,700 SH   DFND 11 0 6,700 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 3,210 102,236 SH   DFND 14 0 102,236 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 179 5,707 SH   DFND 1 0 5,707 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 291 9,261 SH   DFND 15 0 9,261 0
ONEMAIN HLDGS INC COM 68268W103 1,835 66,883 SH   DFND 15 0 66,883 0
OPEN TEXT CORP COM 683715106 43,828 846,095 SH   DFND 2 0 846,095 0
OPEN TEXT CORP COM 683715106 123 2,371 SH   DFND 2,15 0 2,371 0
OPEN TEXT CORP COM 683715106 4,678 90,310 SH   DFND 1 0 90,310 0
OPEN TEXT CORP COM 683715106 16,098 310,768 SH   DFND 1,2 0 310,768 0
OPEN TEXT CORP COM 683715106 157 3,034 SH   DFND 15 0 3,034 0
OPEN TEXT CORP COM 683715106 197 3,800 SH   DFND 11 0 3,800 0
OPHTHOTECH CORP COM 683745103 3,460 81,851 SH   DFND 2 0 81,851 0
OPHTHOTECH CORP COM 683745103 823 19,462 SH   DFND 15 0 19,462 0
OPKO HEALTH INC COM 68375N103 8,567 824,527 SH   DFND 15 0 824,527 0
OPOWER INC COM 68375Y109 65 9,571 SH   DFND 12,15 0 9,571 0
OPOWER INC COM 68375Y109 3,411 500,848 SH   DFND 15 0 500,848 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 489 30,964 SH   DFND 15 0 30,964 0
ORACLE CORP COM 68389X105 263,237 6,434,530 SH   DFND 2 0 6,434,530 0
ORACLE CORP COM 68389X105 1,242 30,359 SH   DFND 12,15 0 30,359 0
ORACLE CORP COM 68389X105 8,290 202,633 SH   DFND 14 0 202,633 0
ORACLE CORP COM 68389X105 49 1,200 SH Call DFND 14 0 0 0
ORACLE CORP COM 68389X105 490,072 11,979,260 SH   DFND 1 0 11,012,796 966,464
ORACLE CORP COM 68389X105 1,228 30,018 SH   DFND 1,2 0 30,018 0
ORACLE CORP COM 68389X105 531 12,970 SH   DFND 1,3 0 12,970 0
ORACLE CORP COM 68389X105 245 6,000 SH   DFND 1,8 0 0 6,000
ORACLE CORP COM 68389X105 57,106 1,395,891 SH   DFND 15 0 1,395,891 0
ORACLE CORP COM 68389X105 5,061 123,700 SH   DFND 5 0 0 123,700
ORACLE CORP COM 68389X105 8,096 197,900 SH   DFND 5,6 0 92,000 105,900
ORACLE CORP COM 68389X105 3,976 97,194 SH   DFND 11 0 97,194 0
ORACLE CORP COM 68389X105 659 16,116 SH   DFND 11,2 0 16,116 0
ORACLE CORP COM 68389X105 245 6,000 SH   DFND 6 0 6,000 0
ORACLE CORP COM 68389X105 3,109 76,000 SH   DFND 13 0 76,000 0
OPUS BK IRVINE CALIF COM 684000102 344 10,110 SH   DFND 15 0 10,110 0
ORANGE SPONSORED ADR 684060106 909 52,315 SH   DFND 15 0 52,315 0
ORASURE TECHNOLOGIES INC COM 68554V108 151 20,935 SH   DFND 15 0 20,935 0
ORBCOMM INC COM 68555P100 347 34,302 SH   DFND 15 0 34,302 0
ORBITAL ATK INC COM 68557N103 40 456 SH   DFND 12,15 0 456 0
ORBITAL ATK INC COM 68557N103 3,109 35,755 SH   DFND 14 0 35,755 0
ORBITAL ATK INC COM 68557N103 8,004 92,059 SH   DFND 15 0 92,059 0
ORCHID IS CAP INC COM 68571X103 403 38,875 SH   DFND 15 0 38,875 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 873 31,750 SH   DFND 15 0 31,750 0
OREXIGEN THERAPEUTICS INC COM 686164104 11 19,353 SH   DFND 15 0 19,353 0
ORION MARINE GROUP INC COM 68628V308 15,373 2,967,817 SH   DFND 1,2 0 2,967,817 0
ORION MARINE GROUP INC COM 68628V308 583 112,546 SH   DFND 15 0 112,546 0
ORIX CORP SPONSORED ADR 686330101 674 9,435 SH   DFND 1 0 9,435 0
ORIX CORP SPONSORED ADR 686330101 7,272 101,867 SH   DFND 15 0 101,867 0
ORITANI FINL CORP DEL COM 68633D103 13 791 SH   DFND 1 0 791 0
ORITANI FINL CORP DEL COM 68633D103 6,101 359,502 SH   DFND 15 0 359,502 0
ORMAT TECHNOLOGIES INC COM 686688102 95 2,301 SH   DFND 12,15 0 2,301 0
ORMAT TECHNOLOGIES INC COM 686688102 3,088 74,870 SH   DFND 1 0 74,870 0
ORMAT TECHNOLOGIES INC COM 686688102 1,151 27,900 SH   DFND 1,3 0 27,900 0
ORMAT TECHNOLOGIES INC COM 686688102 5,548 134,526 SH   DFND 15 0 134,526 0
ORMAT TECHNOLOGIES INC COM 686688102 74 1,800 SH   DFND 5 0 0 1,800
ORRSTOWN FINL SVCS INC COM 687380105 419 24,200 SH   DFND 1 0 24,200 0
ORRSTOWN FINL SVCS INC COM 687380105 177 10,200 SH   DFND 1,3 0 10,200 0
OSHKOSH CORP COM 688239201 161 3,947 SH   DFND 12,15 0 3,947 0
OSHKOSH CORP COM 688239201 7,757 189,790 SH   DFND 15 0 189,790 0
OTONOMY INC COM 68906L105 394 26,390 SH   DFND 15 0 26,390 0
OTTER TAIL CORP COM 689648103 1,285 43,395 SH   DFND 15 0 43,395 0
OUTERWALL INC COM 690070107 53 1,428 SH   DFND 12,15 0 1,428 0
OUTERWALL INC COM 690070107 2,452 66,280 SH   DFND 1 0 66,280 0
OUTERWALL INC COM 690070107 425 11,500 SH   DFND 1,3 0 11,500 0
OUTERWALL INC COM 690070107 1,844 49,859 SH   DFND 15 0 49,859 0
OUTERWALL INC COM 690070107 48 1,300 SH   DFND 5 0 0 1,300
OUTFRONT MEDIA INC COM 69007J106 59 2,804 SH   DFND 12,15 0 2,804 0
OUTFRONT MEDIA INC COM 69007J106 1,007 47,741 SH   DFND 15 0 47,741 0
OVERSTOCK COM INC DEL COM 690370101 580 40,342 SH   DFND 15 0 40,342 0
OWENS & MINOR INC NEW COM 690732102 67 1,658 SH   DFND 12,15 0 1,658 0
OWENS & MINOR INC NEW COM 690732102 1,846 45,663 SH   DFND 14 0 45,663 0
OWENS & MINOR INC NEW COM 690732102 1,031 25,500 SH   DFND 1 0 25,500 0
OWENS & MINOR INC NEW COM 690732102 5,324 131,718 SH   DFND 15 0 131,718 0
OWENS & MINOR INC NEW COM 690732102 493 12,200 SH   DFND 5,6 0 5,600 6,600
OWENS CORNING NEW COM 690742101 87 1,835 SH   DFND 12,15 0 1,835 0
OWENS CORNING NEW COM 690742101 2,997 63,382 SH   DFND 14 0 63,382 0
OWENS CORNING NEW COM 690742101 175,840 3,719,113 SH   DFND 1 0 3,653,874 65,239
OWENS CORNING NEW COM 690742101 513 10,857 SH   DFND 1,3 0 10,857 0
OWENS CORNING NEW COM 690742101 3,586 75,855 SH   DFND 15 0 75,855 0
OWENS ILL INC COM NEW 690768403 120 7,547 SH   DFND 12,15 0 7,547 0
OWENS ILL INC COM NEW 690768403 617 38,679 SH   DFND 14 0 38,679 0
OWENS ILL INC COM NEW 690768403 10,787 675,873 SH   DFND 1 0 675,873 0
OWENS ILL INC COM NEW 690768403 2,074 129,931 SH   DFND 15 0 129,931 0
OXFORD INDS INC COM 691497309 360 5,357 SH   DFND 14 0 5,357 0
OXFORD INDS INC COM 691497309 1,638 24,367 SH   DFND 15 0 24,367 0
P A M TRANSN SVCS INC COM 693149106 251 8,138 SH   DFND 15 0 8,138 0
PBF ENERGY INC CL A 69318G106 124 3,723 SH   DFND 12,15 0 3,723 0
PBF ENERGY INC CL A 69318G106 7,502 225,964 SH   DFND 15 0 225,964 0
P C CONNECTION COM 69318J100 395 15,296 SH   DFND 15 0 15,296 0
PC-TEL INC COM 69325Q105 80 16,750 SH   DFND 1 0 16,750 0
PC-TEL INC COM 69325Q105 53 11,000 SH   DFND 1,3 0 11,000 0
PDC ENERGY INC COM 69327R101 1,068 17,960 SH   DFND 1 0 17,960 0
PDC ENERGY INC COM 69327R101 333 5,600 SH   DFND 1,3 0 5,600 0
PDC ENERGY INC COM 69327R101 15,182 255,377 SH   DFND 15 0 255,377 0
PDL BIOPHARMA INC COM 69329Y104 35 10,496 SH   DFND 12,15 0 10,496 0
PDL BIOPHARMA INC COM 69329Y104 1,547 464,580 SH   DFND 14 0 464,580 0
PDL BIOPHARMA INC COM 69329Y104 6,976 2,095,020 SH   DFND 1 0 1,754,720 340,300
PDL BIOPHARMA INC COM 69329Y104 486 145,900 SH   DFND 1,3 0 145,900 0
PDL BIOPHARMA INC COM 69329Y104 520 156,184 SH   DFND 15 0 156,184 0
PDL BIOPHARMA INC COM 69329Y104 588 176,700 SH   DFND 5,6 0 82,900 93,800
PDL BIOPHARMA INC COM 69329Y104 235 70,700 SH   DFND 13 0 70,700 0
PG&E CORP COM 69331C108 541 9,067 SH   DFND 12,15 0 9,067 0
PG&E CORP COM 69331C108 849 14,213 SH   DFND 4 0 14,213 0
PG&E CORP COM 69331C108 414 6,934 SH   DFND 14 0 6,934 0
PG&E CORP COM 69331C108 388,756 6,509,641 SH   DFND 1 0 6,091,189 418,452
PG&E CORP COM 69331C108 10,427 174,600 SH   DFND 1,4 0 174,600 0
PG&E CORP COM 69331C108 2,093 35,049 SH   DFND 1,9 0 35,049 0
PG&E CORP COM 69331C108 1,973 33,042 SH   DFND 1,3 0 33,042 0
PG&E CORP COM 69331C108 7,429 124,400 SH   DFND 1,5 0 103,700 20,700
PG&E CORP COM 69331C108 490 8,200 SH   DFND 1,8 0 0 8,200
PG&E CORP COM 69331C108 72,108 1,207,440 SH   DFND 15 0 1,207,440 0
PG&E CORP COM 69331C108 3,613 60,500 SH   DFND 5 0 39,600 20,900
PG&E CORP COM 69331C108 888 14,871 SH   DFND 11 0 14,871 0
PHH CORP COM NEW 693320202 75 5,975 SH   DFND 12,15 0 5,975 0
PHH CORP COM NEW 693320202 1,350 107,669 SH   DFND 15 0 107,669 0
PICO HLDGS INC COM NEW 693366205 2 203 SH   DFND 12,15 0 203 0
PICO HLDGS INC COM NEW 693366205 624 60,999 SH   DFND 15 0 60,999 0
PHI INC COM NON VTG 69336T205 427 22,620 SH   DFND 15 0 22,620 0
PGT INC COM 69336V101 667 67,741 SH   DFND 15 0 67,741 0
PJT PARTNERS INC COM CL A 69343T107 12 499 SH   DFND 14 0 499 0
PJT PARTNERS INC COM CL A 69343T107 263 10,942 SH   DFND 15 0 10,942 0
PNC FINL SVCS GROUP INC COM 693475105 21,689 256,457 SH   DFND 2 0 256,457 0
PNC FINL SVCS GROUP INC COM 693475105 788 9,318 SH   DFND 12,15 0 9,318 0
PNC FINL SVCS GROUP INC COM 693475105 9,458 111,839 SH   DFND 14 0 111,839 0
PNC FINL SVCS GROUP INC COM 693475105 378 4,470 SH   DFND 9 0 4,470 0
PNC FINL SVCS GROUP INC COM 693475105 699,831 8,275,170 SH   DFND 1 0 7,717,252 557,918
PNC FINL SVCS GROUP INC COM 693475105 1,116 13,191 SH   DFND 1,9 0 13,191 0
PNC FINL SVCS GROUP INC COM 693475105 526 6,223 SH   DFND 1,3 0 6,223 0
PNC FINL SVCS GROUP INC COM 693475105 1,140 13,480 SH   DFND 1,15 0 13,480 0
PNC FINL SVCS GROUP INC COM 693475105 28,265 334,224 SH   DFND 15 0 334,224 0
PNC FINL SVCS GROUP INC COM 693475105 1,674 19,800 SH   DFND 5 0 0 19,800
PNC FINL SVCS GROUP INC COM 693475105 1,310 15,491 SH   DFND 11 0 15,491 0
PNC FINL SVCS GROUP INC COM 693475105 1,678 19,836 SH   DFND 11,6 0 11,464 8,372
PNC FINL SVCS GROUP INC COM 693475105 127,268 1,504,889 SH   DFND 6 0 1,504,889 0
PNC FINL SVCS GROUP INC COM 693475105 681 8,052 SH   DFND 6,12 0 8,052 0
PNC FINL SVCS GROUP INC COM 693475105 19,825 234,419 SH   DFND 6,9 0 234,419 0
PNC FINL SVCS GROUP INC COM 693475105 1,116 13,200 SH   DFND 13 0 13,200 0
POSCO SPONSORED ADR 693483109 226 4,776 SH   DFND 14 0 4,776 0
POSCO SPONSORED ADR 693483109 2,467 52,117 SH   DFND 15 0 52,117 0
PNM RES INC COM 69349H107 47 1,382 SH   DFND 12,15 0 1,382 0
PNM RES INC COM 69349H107 1,225 36,332 SH   DFND 14 0 36,332 0
PNM RES INC COM 69349H107 861 25,540 SH   DFND 1 0 14,840 10,700
PNM RES INC COM 69349H107 98 2,900 SH   DFND 1,3 0 2,900 0
PNM RES INC COM 69349H107 8,420 249,718 SH   DFND 15 0 249,718 0
PPG INDS INC COM 693506107 301 2,704 SH   DFND 12,15 0 2,704 0
PPG INDS INC COM 693506107 75,760 679,524 SH   DFND 14 0 679,524 0
PPG INDS INC COM 693506107 69,548 623,809 SH   DFND 1 0 623,809 0
PPG INDS INC COM 693506107 590 5,292 SH   DFND 1,3 0 5,292 0
PPG INDS INC COM 693506107 1,297 11,634 SH   DFND 1,15 0 11,634 0
PPG INDS INC COM 693506107 12,168 109,138 SH   DFND 15 0 109,138 0
PPG INDS INC COM 693506107 1,272 11,406 SH   DFND 5 0 0 11,406
PPG INDS INC COM 693506107 913 8,192 SH   DFND 11 0 8,192 0
PPL CORP COM 69351T106 464 12,177 SH   DFND 12,15 0 12,177 0
PPL CORP COM 69351T106 15,297 401,805 SH   DFND 14 0 401,805 0
PPL CORP COM 69351T106 324,860 8,533,229 SH   DFND 1 0 8,532,129 1,100
PPL CORP COM 69351T106 982 25,800 SH   DFND 1,4 0 25,800 0
PPL CORP COM 69351T106 1,868 49,064 SH   DFND 1,9 0 49,064 0
PPL CORP COM 69351T106 1,412 37,097 SH   DFND 1,3 0 37,097 0
PPL CORP COM 69351T106 99 2,600 SH   DFND 1,5 0 0 2,600
PPL CORP COM 69351T106 122,872 3,227,535 SH   DFND 15 0 3,227,535 0
PPL CORP COM 69351T106 1,858 48,800 SH   DFND 5 0 17,600 31,200
PPL CORP COM 69351T106 774 20,325 SH   DFND 11 0 20,325 0
PRA HEALTH SCIENCES INC COM 69354M108 59 1,380 SH   DFND 1 0 1,380 0
PRA HEALTH SCIENCES INC COM 69354M108 107 2,500 SH   DFND 1,3 0 2,500 0
PRA HEALTH SCIENCES INC COM 69354M108 3,496 81,754 SH   DFND 15 0 81,754 0
PRA GROUP INC COM 69354N106 1,687 57,398 SH   DFND 14 0 57,398 0
PRA GROUP INC COM 69354N106 3,326 113,169 SH   DFND 15 0 113,169 0
PS BUSINESS PKS INC CALIF COM 69360J107 823 8,184 SH   DFND 14 0 8,184 0
PS BUSINESS PKS INC CALIF COM 69360J107 7,078 70,417 SH   DFND 1 0 6,185 64,232
PS BUSINESS PKS INC CALIF COM 69360J107 171 1,700 SH   DFND 1,3 0 1,700 0
PS BUSINESS PKS INC CALIF COM 69360J107 7,362 73,248 SH   DFND 15 0 73,248 0
PS BUSINESS PKS INC CALIF COM 69360J107 382 3,800 SH   DFND 5 0 0 3,800
PVH CORP COM 693656100 117 1,178 SH   DFND 12,15 0 1,178 0
PVH CORP COM 693656100 119,778 1,209,146 SH   DFND 1 0 1,208,646 500
PVH CORP COM 693656100 1,123 11,340 SH   DFND 1,9 0 11,340 0
PVH CORP COM 693656100 10 100 SH   DFND 1,3 0 100 0
PVH CORP COM 693656100 76 765 SH   DFND 1,15 0 765 0
PVH CORP COM 693656100 1,605 16,200 SH   DFND 1,5 0 16,200 0
PVH CORP COM 693656100 2,566 25,901 SH   DFND 15 0 25,901 0
PVH CORP COM 693656100 238 2,400 SH   DFND 5 0 0 2,400
PVH CORP COM 693656100 684 6,900 SH   DFND 5,6 0 3,200 3,700
PVH CORP COM 693656100 248 2,500 SH   DFND 11 0 2,500 0
PVH CORP COM 693656100 297 3,000 SH   DFND 13 0 3,000 0
PTC INC COM 69370C100 572 17,243 SH   DFND 14 0 17,243 0
PTC INC COM 69370C100 1,752 52,828 SH   DFND 15 0 52,828 0
PACCAR INC COM 693718108 4,814 88,030 SH   DFND 12,15 0 88,030 0
PACCAR INC COM 693718108 1,066 19,497 SH   DFND 14 0 19,497 0
PACCAR INC COM 693718108 11,560 211,379 SH   DFND 1 0 211,079 300
PACCAR INC COM 693718108 46 832 SH   DFND 1,15 0 832 0
PACCAR INC COM 693718108 181,859 3,325,263 SH   DFND 15 0 3,325,263 0
PACCAR INC COM 693718108 694 12,695 SH   DFND 5 0 0 12,695
PACCAR INC COM 693718108 600 10,976 SH   DFND 11 0 10,976 0
PACCAR INC COM 693718108 301 5,500 SH   DFND 13 0 5,500 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 2,157 253,807 SH   DFND 15 0 253,807 0
PACIFIC CONTINENTAL CORP COM 69412V108 328 20,361 SH   DFND 15 0 20,361 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 877 187,328 SH   DFND 15 0 187,328 0
PACIFIC PREMIER BANCORP COM 69478X105 1,195 55,925 SH   DFND 15 0 55,925 0
PACIRA PHARMACEUTICALS INC COM 695127100 42,453 801,301 SH   DFND 1 0 744,836 56,465
PACIRA PHARMACEUTICALS INC COM 695127100 344 6,485 SH   DFND 1,3 0 6,485 0
PACIRA PHARMACEUTICALS INC COM 695127100 290 5,472 SH   DFND 15 0 5,472 0
PACKAGING CORP AMER COM 695156109 92 1,519 SH   DFND 12,15 0 1,519 0
PACKAGING CORP AMER COM 695156109 7 123 SH   DFND 14 0 123 0
PACKAGING CORP AMER COM 695156109 20,309 336,240 SH   DFND 1 0 336,240 0
PACKAGING CORP AMER COM 695156109 1,638 27,127 SH   DFND 15 0 27,127 0
PACKAGING CORP AMER COM 695156109 187 3,100 SH   DFND 11 0 3,100 0
PACWEST BANCORP DEL COM 695263103 45 1,219 SH   DFND 12,15 0 1,219 0
PACWEST BANCORP DEL COM 695263103 2,082 56,051 SH   DFND 14 0 56,051 0
PACWEST BANCORP DEL COM 695263103 8,060 216,971 SH   DFND 15 0 216,971 0
PALO ALTO NETWORKS INC COM 697435105 9,386 57,532 SH   DFND 14 0 57,532 0
PALO ALTO NETWORKS INC COM 697435105 121,430 744,331 SH   DFND 1 0 744,331 0
PALO ALTO NETWORKS INC COM 697435105 1,073 6,577 SH   DFND 1,12 0 6,577 0
PALO ALTO NETWORKS INC COM 697435105 588 3,607 SH   DFND 1,3 0 3,607 0
PALO ALTO NETWORKS INC COM 697435105 10,701 65,595 SH   DFND 15 0 65,595 0
PALO ALTO NETWORKS INC COM 697435105 473 2,900 SH   DFND 5 0 0 2,900
PALO ALTO NETWORKS INC COM 697435105 408 2,500 SH   DFND 11 0 2,500 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 19,453 12,495,000 PRN   DFND 1 0 12,495,000 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 1,820 84,900 SH   DFND 6 0 84,900 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 36 1,675 SH   DFND 6,9 0 1,675 0
PAN AMERICAN SILVER CORP COM 697900108 96 8,854 SH   DFND 2,15 0 8,854 0
PAN AMERICAN SILVER CORP COM 697900108 566 52,030 SH   DFND 15 0 52,030 0
PAN AMERICAN SILVER CORP COM 697900108 9,509 874,800 SH   DFND 5 0 616,700 258,100
PAN AMERICAN SILVER CORP COM 697900108 7,266 668,400 SH   DFND 5,9 0 668,400 0
PAN AMERICAN SILVER CORP COM 697900108 1,373 126,300 SH   DFND 7 0 126,300 0
PANDORA MEDIA INC COM 698354107 19,878 2,221,023 SH   DFND 1 0 2,221,023 0
PANDORA MEDIA INC COM 698354107 1,708 190,841 SH   DFND 15 0 190,841 0
PANERA BREAD CO CL A 69840W108 11,976 58,466 SH   DFND 2 0 58,466 0
PANERA BREAD CO CL A 69840W108 154 754 SH   DFND 12,15 0 754 0
PANERA BREAD CO CL A 69840W108 547 2,672 SH   DFND 14 0 2,672 0
PANERA BREAD CO CL A 69840W108 62,268 303,997 SH   DFND 1 0 303,997 0
PANERA BREAD CO CL A 69840W108 1,374 6,709 SH   DFND 1,9 0 6,709 0
PANERA BREAD CO CL A 69840W108 20,518 100,171 SH   DFND 15 0 100,171 0
PANERA BREAD CO CL A 69840W108 2,614 12,761 SH   DFND 6 0 12,761 0
PANERA BREAD CO CL A 69840W108 1,342 6,553 SH   DFND 6,12 0 6,553 0
PANERA BREAD CO CL A 69840W108 388 1,895 SH   DFND 6,9 0 1,895 0
PANHANDLE OIL AND GAS INC CL A 698477106 500 28,880 SH   DFND 1 0 28,880 0
PANHANDLE OIL AND GAS INC CL A 698477106 33 1,900 SH   DFND 1,3 0 1,900 0
PANHANDLE OIL AND GAS INC CL A 698477106 192 11,072 SH   DFND 15 0 11,072 0
PANHANDLE OIL AND GAS INC CL A 698477106 223 12,900 SH   DFND 5 0 0 12,900
PAPA JOHNS INTL INC COM 698813102 22,982 424,103 SH   DFND 1 0 424,103 0
PAPA JOHNS INTL INC COM 698813102 4,341 80,101 SH   DFND 1,9 0 80,101 0
PAPA JOHNS INTL INC COM 698813102 2,083 38,432 SH   DFND 15 0 38,432 0
PAPA JOHNS INTL INC COM 698813102 2,342 43,219 SH   DFND 6 0 43,219 0
PAPA JOHNS INTL INC COM 698813102 1,166 21,519 SH   DFND 6,12 0 21,519 0
PAPA JOHNS INTL INC COM 698813102 318 5,873 SH   DFND 6,9 0 5,873 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 1,243 66,256 SH   DFND 15 0 66,256 0
PARAMOUNT GROUP INC COM 69924R108 37 2,338 SH   DFND 12,15 0 2,338 0
PARAMOUNT GROUP INC COM 69924R108 6,909 433,146 SH   DFND 1 0 355,546 77,600
PARAMOUNT GROUP INC COM 69924R108 204 12,800 SH   DFND 1,2 0 12,800 0
PARAMOUNT GROUP INC COM 69924R108 56 3,500 SH   DFND 1,12 0 3,500 0
PARAMOUNT GROUP INC COM 69924R108 766 48,000 SH   DFND 1,3 0 48,000 0
PARAMOUNT GROUP INC COM 69924R108 316 19,800 SH   DFND 1,13 0 19,800 0
PARAMOUNT GROUP INC COM 69924R108 815 51,071 SH   DFND 15 0 51,071 0
PAREXEL INTL CORP COM 699462107 4,180 66,628 SH   DFND 14 0 66,628 0
PAREXEL INTL CORP COM 699462107 54,699 871,973 SH   DFND 1 0 822,963 49,010
PAREXEL INTL CORP COM 699462107 1,987 31,668 SH   DFND 15 0 31,668 0
PARK ELECTROCHEMICAL CORP COM 700416209 1,837 114,759 SH   DFND 15 0 114,759 0
PARK NATL CORP COM 700658107 2,918 32,424 SH   DFND 15 0 32,424 0
PARK OHIO HLDGS CORP COM 700666100 563 13,139 SH   DFND 15 0 13,139 0
PARKER DRILLING CO COM 701081101 1,262 595,327 SH   DFND 15 0 595,327 0
PARKER HANNIFIN CORP COM 701094104 607 5,467 SH   DFND 12,15 0 5,467 0
PARKER HANNIFIN CORP COM 701094104 14,692 132,263 SH   DFND 14 0 132,263 0
PARKER HANNIFIN CORP COM 701094104 38,615 347,631 SH   DFND 1 0 347,481 150
PARKER HANNIFIN CORP COM 701094104 46 418 SH   DFND 1,15 0 418 0
PARKER HANNIFIN CORP COM 701094104 744 6,700 SH   DFND 1,5 0 6,700 0
PARKER HANNIFIN CORP COM 701094104 122 1,100 SH   DFND 1,8 0 0 1,100
PARKER HANNIFIN CORP COM 701094104 18,452 166,112 SH   DFND 15 0 166,112 0
PARKER HANNIFIN CORP COM 701094104 717 6,457 SH   DFND 5 0 0 6,457
PARKER HANNIFIN CORP COM 701094104 471 4,240 SH   DFND 11 0 4,240 0
PARKWAY PPTYS INC COM 70159Q104 2,969 189,623 SH   DFND 14 0 189,623 0
PARKWAY PPTYS INC COM 70159Q104 21,207 1,354,234 SH   DFND 1 0 1,034 1,353,200
PARKWAY PPTYS INC COM 70159Q104 5,951 380,025 SH   DFND 15 0 380,025 0
PARSLEY ENERGY INC CL A 701877102 5,611 248,266 SH   DFND 15 0 248,266 0
PARTY CITY HOLDCO INC COM 702149105 524 34,845 SH   DFND 15 0 34,845 0
PATRICK INDS INC COM 703343103 538 11,857 SH   DFND 15 0 11,857 0
PATTERN ENERGY GROUP INC CL A 70338P100 307 16,122 SH   DFND 12,15 0 16,122 0
PATTERN ENERGY GROUP INC CL A 70338P100 28 1,461 SH   DFND 14 0 1,461 0
PATTERN ENERGY GROUP INC CL A 70338P100 70 3,685 SH   DFND 1 0 3,685 0
PATTERN ENERGY GROUP INC CL A 70338P100 35,340 1,853,191 SH   DFND 15 0 1,853,191 0
PATTERSON COMPANIES INC COM 703395103 33,007 709,373 SH   DFND 2 0 709,373 0
PATTERSON COMPANIES INC COM 703395103 46 992 SH   DFND 12,15 0 992 0
PATTERSON COMPANIES INC COM 703395103 10,537 226,455 SH   DFND 1 0 226,455 0
PATTERSON COMPANIES INC COM 703395103 7,270 156,246 SH   DFND 1,2 0 156,246 0
PATTERSON COMPANIES INC COM 703395103 1,213 26,059 SH   DFND 1,15 0 26,059 0
PATTERSON COMPANIES INC COM 703395103 63,447 1,363,565 SH   DFND 15 0 1,363,565 0
PATTERSON COMPANIES INC COM 703395103 122 2,619 SH   DFND 11 0 2,619 0
PATTERSON UTI ENERGY INC COM 703481101 83 4,706 SH   DFND 12,15 0 4,706 0
PATTERSON UTI ENERGY INC COM 703481101 2,723 154,548 SH   DFND 14 0 154,548 0
PATTERSON UTI ENERGY INC COM 703481101 34,601 1,963,738 SH   DFND 1 0 1,963,738 0
PATTERSON UTI ENERGY INC COM 703481101 2,563 145,459 SH   DFND 15 0 145,459 0
PAYCHEX INC COM 704326107 4,691 86,849 SH   DFND 12,15 0 86,849 0
PAYCHEX INC COM 704326107 52,244 967,306 SH   DFND 14 0 967,306 0
PAYCHEX INC COM 704326107 10,983 203,350 SH   DFND 1 0 203,350 0
PAYCHEX INC COM 704326107 1,332 24,663 SH   DFND 1,15 0 24,663 0
PAYCHEX INC COM 704326107 222,659 4,122,546 SH   DFND 15 0 4,122,546 0
PAYCHEX INC COM 704326107 534 9,883 SH   DFND 11 0 9,883 0
PAYCOM SOFTWARE INC COM 70432V102 8,925 250,704 SH   DFND 1 0 178,238 72,466
PAYCOM SOFTWARE INC COM 70432V102 4,418 124,108 SH   DFND 15 0 124,108 0
PAYLOCITY HLDG CORP COM 70438V106 3,016 92,133 SH   DFND 15 0 92,133 0
PAYPAL HLDGS INC COM 70450Y103 11,214 290,518 SH   DFND 12,15 0 290,518 0
PAYPAL HLDGS INC COM 70450Y103 738 19,111 SH   DFND 14 0 19,111 0
PAYPAL HLDGS INC COM 70450Y103 443,854 11,498,812 SH   DFND 1 0 10,764,805 734,007
PAYPAL HLDGS INC COM 70450Y103 680 17,614 SH   DFND 1,9 0 17,614 0
PAYPAL HLDGS INC COM 70450Y103 332 8,590 SH   DFND 1,3 0 8,590 0
PAYPAL HLDGS INC COM 70450Y103 1,722 44,600 SH   DFND 1,5 0 44,600 0
PAYPAL HLDGS INC COM 70450Y103 116 3,000 SH   DFND 1,8 0 0 3,000
PAYPAL HLDGS INC COM 70450Y103 361,481 9,364,793 SH   DFND 15 0 9,364,793 0
PAYPAL HLDGS INC COM 70450Y103 1,695 43,900 SH   DFND 5 0 0 43,900
PAYPAL HLDGS INC COM 70450Y103 965 25,000 SH   DFND 5,6 0 11,700 13,300
PAYPAL HLDGS INC COM 70450Y103 1,290 33,412 SH   DFND 11 0 33,412 0
PAYPAL HLDGS INC COM 70450Y103 821 21,275 SH   DFND 11,6 0 0 21,275
PAYPAL HLDGS INC COM 70450Y103 79,441 2,058,051 SH   DFND 6 0 2,058,051 0
PAYPAL HLDGS INC COM 70450Y103 804 20,828 SH   DFND 6,12 0 20,828 0
PAYPAL HLDGS INC COM 70450Y103 364 9,428 SH   DFND 6,9 0 9,428 0
PEABODY ENERGY CORP COM NEW 704549203 57 24,708 SH   DFND 12,15 0 24,708 0
PEABODY ENERGY CORP COM NEW 704549203 18 7,909 SH   DFND 14 0 7,909 0
PEABODY ENERGY CORP COM NEW 704549203 913 393,659 SH   DFND 15 0 393,659 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 28 3,750,000 PRN   DFND 1 0 3,750,000 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 163 21,720,000 PRN   DFND 6 0 21,720,000 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 99 13,180,000 PRN   DFND 6,9 0 13,180,000 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 234 13,838 SH   DFND 15 0 13,838 0
PEARSON PLC SPONSORED ADR 705015105 2,024 161,375 SH   DFND 14 0 161,375 0
PEARSON PLC SPONSORED ADR 705015105 13,440 1,071,804 SH   DFND 15 0 1,071,804 0
PEBBLEBROOK HOTEL TR COM 70509V100 22,727 781,809 SH   DFND 1 0 0 781,809
PEBBLEBROOK HOTEL TR COM 70509V100 206 7,095 SH   DFND 1,15 0 7,095 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,330 45,768 SH   DFND 15 0 45,768 0
PEGASYSTEMS INC COM 705573103 2,222 87,562 SH   DFND 15 0 87,562 0
PEMBINA PIPELINE CORP COM 706327103 1,719 63,730 SH   DFND 2,15 0 63,730 0
PEMBINA PIPELINE CORP COM 706327103 6 209 SH   DFND 12,15 0 209 0
PEMBINA PIPELINE CORP COM 706327103 45 1,669 SH   DFND 14 0 1,669 0
PEMBINA PIPELINE CORP COM 706327103 7,211 267,275 SH   DFND 1,2 0 267,275 0
PEMBINA PIPELINE CORP COM 706327103 11,711 434,069 SH   DFND 15 0 434,069 0
PEMBINA PIPELINE CORP COM 706327103 359 13,300 SH   DFND 5 0 0 13,300
PEMBINA PIPELINE CORP COM 706327103 305 11,300 SH   DFND 11 0 11,300 0
PENGROWTH ENERGY CORP COM 70706P104 221 168,676 SH   DFND 2,15 0 168,676 0
PENGROWTH ENERGY CORP COM 70706P104 3 1,928 SH   DFND 12,15 0 1,928 0
PENGROWTH ENERGY CORP COM 70706P104 283 215,904 SH   DFND 15 0 215,904 0
PENN NATL GAMING INC COM 707569109 50,173 3,006,155 SH   DFND 1 0 2,980,455 25,700
PENN NATL GAMING INC COM 707569109 145 8,700 SH   DFND 1,3 0 8,700 0
PENN NATL GAMING INC COM 707569109 855 51,232 SH   DFND 15 0 51,232 0
PENN WEST PETE LTD NEW COM 707887105 105 112,940 SH   DFND 2,15 0 112,940 0
PENN WEST PETE LTD NEW COM 707887105 1 1,606 SH   DFND 12,15 0 1,606 0
PENN WEST PETE LTD NEW COM 707887105 80 86,116 SH   DFND 1,2 0 86,116 0
PENN WEST PETE LTD NEW COM 707887105 96 102,797 SH   DFND 15 0 102,797 0
PENNANTPARK INVT CORP COM 708062104 17 2,763 SH   DFND 12,15 0 2,763 0
PENNANTPARK INVT CORP COM 708062104 256 42,301 SH   DFND 14 0 42,301 0
PENNANTPARK INVT CORP COM 708062104 10,760 1,775,505 SH   DFND 15 0 1,775,505 0
PENNEY J C INC COM 708160106 160 14,467 SH   DFND 12,15 0 14,467 0
PENNEY J C INC COM 708160106 2,879 260,300 SH   DFND 1 0 260,300 0
PENNEY J C INC COM 708160106 324 29,282 SH   DFND 1,6 0 29,282 0
PENNEY J C INC COM 708160106 2,723 246,179 SH   DFND 15 0 246,179 0
PENNEY J C INC COM 708160106 23,304 2,107,088 SH   DFND 6 0 2,107,088 0
PENNEY J C INC COM 708160106 29 2,667 SH   DFND 6,2 0 2,667 0
PENNEY J C INC COM 708160106 73 6,602 SH   DFND 6,9 0 6,602 0
PENNEY J C INC COM 708160106 110 9,963 SH   DFND 6,13 0 9,963 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3,489 159,678 SH   DFND 15 0 159,678 0
PENNYMAC MTG INVT TR COM 70931T103 38 2,804 SH   DFND 12,15 0 2,804 0
PENNYMAC MTG INVT TR COM 70931T103 293 21,460 SH   DFND 1 0 21,460 0
PENNYMAC MTG INVT TR COM 70931T103 841 61,687 SH   DFND 15 0 61,687 0
PENNYMAC FINL SVCS INC CL A 70932B101 512 43,500 SH   DFND 1 0 43,500 0
PENNYMAC FINL SVCS INC CL A 70932B101 173 14,700 SH   DFND 1,3 0 14,700 0
PENNYMAC FINL SVCS INC CL A 70932B101 2 190 SH   DFND 15 0 190 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 54 1,437 SH   DFND 12,15 0 1,437 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 924 24,376 SH   DFND 15 0 24,376 0
PENUMBRA INC COM 70975L107 26,361 573,062 SH   DFND 1 0 550,254 22,808
PENUMBRA INC COM 70975L107 256 5,568 SH   DFND 1,3 0 5,568 0
PENUMBRA INC COM 70975L107 3 73 SH   DFND 15 0 73 0
PEOPLES BANCORP INC COM 709789101 442 22,639 SH   DFND 15 0 22,639 0
PEOPLES UNITED FINANCIAL INC COM 712704105 120 7,537 SH   DFND 12,15 0 7,537 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,442 90,525 SH   DFND 14 0 90,525 0
PEOPLES UNITED FINANCIAL INC COM 712704105 10,180 639,033 SH   DFND 1 0 639,033 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,349 84,701 SH   DFND 1,15 0 84,701 0
PEOPLES UNITED FINANCIAL INC COM 712704105 118,972 7,468,428 SH   DFND 15 0 7,468,428 0
PEOPLES UNITED FINANCIAL INC COM 712704105 162 10,157 SH   DFND 11 0 10,157 0
PEPSICO INC COM 713448108 36,897 360,038 SH   DFND 2 0 360,038 0
PEPSICO INC COM 713448108 1,574 15,359 SH   DFND 12,15 0 15,359 0
PEPSICO INC COM 713448108 473 4,611 SH   DFND 4 0 4,611 0
PEPSICO INC COM 713448108 153,059 1,493,552 SH   DFND 14 0 1,493,552 0
PEPSICO INC COM 713448108 28,733 280,381 SH   DFND 1 0 277,101 3,280
PEPSICO INC COM 713448108 2,931 28,600 SH   DFND 1,4 0 28,600 0
PEPSICO INC COM 713448108 369 3,600 SH   DFND 1,3 0 3,600 0
PEPSICO INC COM 713448108 1,505 14,687 SH   DFND 1,15 0 14,687 0
PEPSICO INC COM 713448108 3,136 30,600 SH   DFND 1,5 0 25,800 4,800
PEPSICO INC COM 713448108 61 600 SH   DFND 1,8 0 0 600
PEPSICO INC COM 713448108 138,095 1,347,532 SH   DFND 15 0 1,347,532 0
PEPSICO INC COM 713448108 9,037 88,181 SH   DFND 5 0 33,400 54,781
PEPSICO INC COM 713448108 6,948 67,800 SH   DFND 5,6 0 30,400 37,400
PEPSICO INC COM 713448108 933 9,100 SH   DFND 5,7 0 0 9,100
PEPSICO INC COM 713448108 4,540 44,302 SH   DFND 11 0 44,302 0
PEPSICO INC COM 713448108 184 1,800 SH   DFND 6 0 1,800 0
PEPSICO INC COM 713448108 3,751 36,600 SH   DFND 13 0 36,600 0
PERFICIENT INC COM 71375U101 3,424 157,652 SH   DFND 15 0 157,652 0
PERFORMANCE FOOD GROUP CO COM 71377A103 796 34,094 SH   DFND 15 0 34,094 0
PERFORMANT FINL CORP COM 71377E105 6,391 3,759,536 SH   DFND 2 0 3,759,536 0
PERFORMANT FINL CORP COM 71377E105 9,941 5,847,794 SH   DFND 1,2 0 5,847,794 0
PERFORMANT FINL CORP COM 71377E105 27 16,004 SH   DFND 11,2 0 16,004 0
PERKINELMER INC COM 714046109 50 1,015 SH   DFND 12,15 0 1,015 0
PERKINELMER INC COM 714046109 174,707 3,532,297 SH   DFND 1 0 3,532,297 0
PERKINELMER INC COM 714046109 1,181 23,878 SH   DFND 1,15 0 23,878 0
PERKINELMER INC COM 714046109 993 20,085 SH   DFND 15 0 20,085 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 19 18,289 SH   DFND 15 0 18,289 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 48 940 SH   DFND 14 0 940 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2,047 40,264 SH   DFND 15 0 40,264 0
PETMED EXPRESS INC COM 716382106 12 690 SH   DFND 1 0 690 0
PETMED EXPRESS INC COM 716382106 3,348 186,961 SH   DFND 15 0 186,961 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 381 5,741 SH   DFND 14 0 5,741 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3,330 50,221 SH   DFND 15 0 50,221 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3,341 50,398 SH   DFND 6 0 50,398 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 87 1,306 SH   DFND 6,9 0 1,306 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,358 299,764 SH   DFND 15 0 299,764 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,556 343,400 SH   DFND 6 0 343,400 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 30 6,700 SH   DFND 6,9 0 6,700 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,274 218,216 SH   DFND 15 0 218,216 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,240 212,300 SH   DFND 6 0 212,300 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 24 4,075 SH   DFND 6,9 0 4,075 0
PFENEX INC COM 717071104 965 98,180 SH   DFND 1 0 98,180 0
PFENEX INC COM 717071104 120 12,200 SH   DFND 1,3 0 12,200 0
PFENEX INC COM 717071104 3 320 SH   DFND 15 0 320 0
PFIZER INC COM 717081103 17,360 585,699 SH   DFND 2 0 585,699 0
PFIZER INC COM 717081103 2,812 94,870 SH   DFND 12,15 0 94,870 0
PFIZER INC COM 717081103 1,681 56,724 SH   DFND 4 0 56,724 0
PFIZER INC COM 717081103 144,888 4,888,243 SH   DFND 14 0 4,888,243 0
PFIZER INC COM 717081103 399 13,460 SH   DFND 9 0 13,460 0
PFIZER INC COM 717081103 751,481 25,353,600 SH   DFND 1 0 23,993,081 1,360,519
PFIZER INC COM 717081103 8,757 295,461 SH   DFND 1,12 0 295,461 0
PFIZER INC COM 717081103 8,320 280,700 SH   DFND 1,4 0 280,700 0
PFIZER INC COM 717081103 1,325 44,687 SH   DFND 1,9 0 44,687 0
PFIZER INC COM 717081103 1,949 65,767 SH   DFND 1,3 0 65,767 0
PFIZER INC COM 717081103 1,125 37,969 SH   DFND 1,15 0 37,969 0
PFIZER INC COM 717081103 12,475 420,900 SH   DFND 1,5 0 392,300 28,600
PFIZER INC COM 717081103 602 20,299 SH   DFND 1,8 0 0 20,299
PFIZER INC COM 717081103 212,083 7,155,305 SH   DFND 15 0 7,155,305 0
PFIZER INC COM 717081103 26,092 880,300 SH   DFND 5 0 400,300 480,000
PFIZER INC COM 717081103 12,167 410,500 SH   DFND 5,9 0 410,500 0
PFIZER INC COM 717081103 6,690 225,700 SH   DFND 5,6 0 112,800 112,900
PFIZER INC COM 717081103 442 14,900 SH   DFND 5,7 0 0 14,900
PFIZER INC COM 717081103 5,563 187,688 SH   DFND 11 0 187,688 0
PFIZER INC COM 717081103 1,710 57,701 SH   DFND 11,6 0 34,209 23,492
PFIZER INC COM 717081103 132,165 4,459,009 SH   DFND 6 0 4,459,009 0
PFIZER INC COM 717081103 691 23,302 SH   DFND 6,12 0 23,302 0
PFIZER INC COM 717081103 21,468 724,290 SH   DFND 6,9 0 724,290 0
PFIZER INC COM 717081103 2,570 86,700 SH   DFND 7 0 86,700 0
PFIZER INC COM 717081103 3,065 103,400 SH   DFND 13 0 103,400 0
PHARMERICA CORP COM 71714F104 17 751 SH   DFND 12,15 0 751 0
PHARMERICA CORP COM 71714F104 17 749 SH   DFND 4 0 749 0
PHARMERICA CORP COM 71714F104 4,397 198,848 SH   DFND 15 0 198,848 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 16,895 624,808 SH   DFND 1 0 624,808 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,444 53,400 SH   DFND 15 0 53,400 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,209 81,679 SH   DFND 6 0 81,679 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,035 38,288 SH   DFND 6,12 0 38,288 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 245 9,057 SH   DFND 6,9 0 9,057 0
PHILIP MORRIS INTL INC COM 718172109 20,239 206,292 SH   DFND 2 0 206,292 0
PHILIP MORRIS INTL INC COM 718172109 1,766 18,000 SH   DFND 12,15 0 18,000 0
PHILIP MORRIS INTL INC COM 718172109 34,952 356,252 SH   DFND 14 0 356,252 0
PHILIP MORRIS INTL INC COM 718172109 502 5,119 SH   DFND 9 0 5,119 0
PHILIP MORRIS INTL INC COM 718172109 803,102 8,185,732 SH   DFND 1 0 7,897,872 287,860
PHILIP MORRIS INTL INC COM 718172109 164 1,669 SH   DFND 1,9 0 1,669 0
PHILIP MORRIS INTL INC COM 718172109 1,432 14,600 SH   DFND 1,3 0 14,600 0
PHILIP MORRIS INTL INC COM 718172109 1,276 13,003 SH   DFND 1,15 0 13,003 0
PHILIP MORRIS INTL INC COM 718172109 26 260 SH   DFND 1,11 0 260 0
PHILIP MORRIS INTL INC COM 718172109 124,699 1,271,014 SH   DFND 15 0 1,271,014 0
PHILIP MORRIS INTL INC COM 718172109 5,504 56,100 SH   DFND 5 0 0 56,100
PHILIP MORRIS INTL INC COM 718172109 4,582 46,700 SH   DFND 5,6 0 22,200 24,500
PHILIP MORRIS INTL INC COM 718172109 4,617 47,060 SH   DFND 11 0 47,060 0
PHILIP MORRIS INTL INC COM 718172109 1,272 12,969 SH   DFND 11,6 0 12,969 0
PHILIP MORRIS INTL INC COM 718172109 77,459 789,507 SH   DFND 6 0 789,507 0
PHILIP MORRIS INTL INC COM 718172109 25,782 262,789 SH   DFND 6,9 0 262,789 0
PHILLIPS 66 COM 718546104 1,287 14,866 SH   DFND 12,15 0 14,866 0
PHILLIPS 66 COM 718546104 9,181 106,026 SH   DFND 14 0 106,026 0
PHILLIPS 66 COM 718546104 12,563 145,083 SH   DFND 1 0 144,883 200
PHILLIPS 66 COM 718546104 15,888 183,483 SH   DFND 1,2 0 183,483 0
PHILLIPS 66 COM 718546104 2,879 33,253 SH   DFND 1,9 0 33,253 0
PHILLIPS 66 COM 718546104 44,958 519,211 SH   DFND 15 0 519,211 0
PHILLIPS 66 COM 718546104 1,832 21,161 SH   DFND 5 0 0 21,161
PHILLIPS 66 COM 718546104 1,403 16,200 SH   DFND 11 0 16,200 0
PHILLIPS 66 COM 718546104 199 2,300 SH   DFND 13 0 2,300 0
PHOENIX COS INC NEW COM NEW 71902E604 1,129 30,633 SH   DFND 15 0 30,633 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 260 58,528 SH   DFND 15 0 58,528 0
PHOTRONICS INC COM 719405102 28 2,700 SH   DFND 1,3 0 2,700 0
PHOTRONICS INC COM 719405102 2,154 206,916 SH   DFND 15 0 206,916 0
PHYSICIANS RLTY TR COM 71943U104 4,245 228,469 SH   DFND 14 0 228,469 0
PHYSICIANS RLTY TR COM 71943U104 303 16,310 SH   DFND 15 0 16,310 0
PIEDMONT NAT GAS INC COM 720186105 42 709 SH   DFND 12,15 0 709 0
PIEDMONT NAT GAS INC COM 720186105 20,087 335,739 SH   DFND 15 0 335,739 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 144 7,089 SH   DFND 12,15 0 7,089 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 130,785 6,439,442 SH   DFND 1 0 181,230 6,258,212
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 24 1,200 SH   DFND 1,3 0 1,200 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 194 9,567 SH   DFND 1,15 0 9,567 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3,764 185,303 SH   DFND 15 0 185,303 0
PIER 1 IMPORTS INC COM 720279108 2,197 313,459 SH   DFND 15 0 313,459 0
PILGRIMS PRIDE CORP NEW COM 72147K108 656 25,839 SH   DFND 4 0 25,839 0
PILGRIMS PRIDE CORP NEW COM 72147K108 24,837 977,840 SH   DFND 1 0 945,140 32,700
PILGRIMS PRIDE CORP NEW COM 72147K108 4,978 196,000 SH   DFND 1,4 0 196,000 0
PILGRIMS PRIDE CORP NEW COM 72147K108 617 24,300 SH   DFND 1,9 0 24,300 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,074 42,300 SH   DFND 1,3 0 42,300 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,374 54,100 SH   DFND 1,5 0 34,200 19,900
PILGRIMS PRIDE CORP NEW COM 72147K108 417 16,400 SH   DFND 1,8 0 0 16,400
PILGRIMS PRIDE CORP NEW COM 72147K108 1,937 76,250 SH   DFND 15 0 76,250 0
PILGRIMS PRIDE CORP NEW COM 72147K108 462 18,200 SH   DFND 5,9 0 18,200 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,725 67,900 SH   DFND 5,6 0 30,000 37,900
PILGRIMS PRIDE CORP NEW COM 72147K108 229 9,000 SH   DFND 5,7 0 0 9,000
PILGRIMS PRIDE CORP NEW COM 72147K108 450 17,700 SH   DFND 13 0 17,700 0
PIMCO CA MUNICIPAL INCOME FD COM 72200N106 2,663 161,581 SH   DFND 14 0 161,581 0
PIMCO NY MUNICIPAL INCOME FD COM 72200T103 1,471 116,107 SH   DFND 14 0 116,107 0
PIMCO CORPORATE INCOME STRAT COM 72200U100 174 12,672 SH   DFND 14 0 12,672 0
PIMCO CORPORATE INCOME STRAT COM 72200U100 3,173 230,788 SH   DFND 15 0 230,788 0
PIMCO MUN INCOME FD II COM 72200W106 6,730 507,949 SH   DFND 14 0 507,949 0
PIMCO STRATEGIC INCOME FD IN COM 72200X104 1,682 183,837 SH   DFND 15 0 183,837 0
PIMCO MUN INCOME FD III COM 72201A103 4,006 331,040 SH   DFND 14 0 331,040 0
PIMCO CORPORATE & INCOME OPP COM 72201B101 1,351 99,154 SH   DFND 14 0 99,154 0
PIMCO CORPORATE & INCOME OPP COM 72201B101 4,731 347,079 SH   DFND 15 0 347,079 0
PIMCO INCOME STRATEGY FUND COM 72201H108 1,556 162,721 SH   DFND 14 0 162,721 0
PIMCO INCOME STRATEGY FUND COM 72201H108 1,669 174,625 SH   DFND 15 0 174,625 0
PIMCO INCOME STRATEGY FUND I COM 72201J104 3,674 419,841 SH   DFND 14 0 419,841 0
PIMCO INCOME STRATEGY FUND I COM 72201J104 3,551 405,807 SH   DFND 15 0 405,807 0
PIMCO ETF TR 1-5 US TIP IDX 72201R205 436 8,338 SH   DFND 14 0 8,338 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 1,488 16,011 SH   DFND 14 0 16,011 0
PIMCO DYNAMIC INCOME FD SHS 72201Y101 2,598 99,738 SH   DFND 14 0 99,738 0
PIMCO INCOME OPPORTUNITY FD COM 72202B100 2,613 125,906 SH   DFND 14 0 125,906 0
PIMCO INCOME OPPORTUNITY FD COM 72202B100 1,938 93,399 SH   DFND 15 0 93,399 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 2,295 131,584 SH   DFND 14 0 131,584 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 23,401 1,341,799 SH   DFND 15 0 1,341,799 0
PINNACLE ENTMT INC COM 723456109 4,099 116,794 SH   DFND 15 0 116,794 0
PINNACLE ENTMT INC COM 723456109 544 15,500 SH   DFND 5,6 0 7,100 8,400
PINNACLE FINL PARTNERS INC COM 72346Q104 21,095 429,983 SH   DFND 1 0 429,983 0
PINNACLE FINL PARTNERS INC COM 72346Q104 6,597 134,460 SH   DFND 15 0 134,460 0
PINNACLE FINL PARTNERS INC COM 72346Q104 2,680 54,628 SH   DFND 6 0 54,628 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,321 26,925 SH   DFND 6,12 0 26,925 0
PINNACLE FINL PARTNERS INC COM 72346Q104 352 7,168 SH   DFND 6,9 0 7,168 0
PINNACLE WEST CAP CORP COM 723484101 148 1,976 SH   DFND 12,15 0 1,976 0
PINNACLE WEST CAP CORP COM 723484101 5,100 67,934 SH   DFND 14 0 67,934 0
PINNACLE WEST CAP CORP COM 723484101 30,140 401,496 SH   DFND 1 0 401,496 0
PINNACLE WEST CAP CORP COM 723484101 758 10,100 SH   DFND 1,9 0 10,100 0
PINNACLE WEST CAP CORP COM 723484101 68,665 914,682 SH   DFND 15 0 914,682 0
PINNACLE WEST CAP CORP COM 723484101 525 7,000 SH   DFND 5 0 0 7,000
PINNACLE WEST CAP CORP COM 723484101 251 3,350 SH   DFND 11 0 3,350 0
PINNACLE FOODS INC DEL COM 72348P104 47 1,050 SH   DFND 12,15 0 1,050 0
PINNACLE FOODS INC DEL COM 72348P104 28,769 643,901 SH   DFND 1 0 643,901 0
PINNACLE FOODS INC DEL COM 72348P104 10,055 225,035 SH   DFND 15 0 225,035 0
PINNACLE FOODS INC DEL COM 72348P104 3,304 73,940 SH   DFND 6 0 73,940 0
PINNACLE FOODS INC DEL COM 72348P104 1,760 39,402 SH   DFND 6,12 0 39,402 0
PINNACLE FOODS INC DEL COM 72348P104 472 10,563 SH   DFND 6,9 0 10,563 0
PIONEER DIV HIGH INCOME TRUS COM 723653101 1,084 70,505 SH   DFND 14 0 70,505 0
PIONEER DIV HIGH INCOME TRUS COM 723653101 1,227 79,854 SH   DFND 15 0 79,854 0
PIONEER ENERGY SVCS CORP COM 723664108 493 224,120 SH   DFND 1 0 224,120 0
PIONEER ENERGY SVCS CORP COM 723664108 142 64,400 SH   DFND 1,3 0 64,400 0
PIONEER ENERGY SVCS CORP COM 723664108 1,684 765,292 SH   DFND 15 0 765,292 0
PIONEER ENERGY SVCS CORP COM 723664108 108 49,000 SH   DFND 5 0 0 49,000
PIONEER HIGH INCOME TR COM 72369H106 1,175 117,022 SH   DFND 14 0 117,022 0
PIONEER HIGH INCOME TR COM 72369H106 1,463 145,724 SH   DFND 15 0 145,724 0
PIONEER FLOATING RATE TR COM 72369J102 2,674 238,964 SH   DFND 14 0 238,964 0
PIONEER FLOATING RATE TR COM 72369J102 6,861 613,094 SH   DFND 9 0 613,094 0
PIONEER FLOATING RATE TR COM 72369J102 2,485 222,051 SH   DFND 15 0 222,051 0
PIONEER NAT RES CO COM 723787107 140 996 SH   DFND 12,15 0 996 0
PIONEER NAT RES CO COM 723787107 1,952 13,869 SH   DFND 14 0 13,869 0
PIONEER NAT RES CO COM 723787107 182,514 1,296,815 SH   DFND 1 0 1,296,815 0
PIONEER NAT RES CO COM 723787107 308 2,188 SH   DFND 1,3 0 2,188 0
PIONEER NAT RES CO COM 723787107 12,177 86,518 SH   DFND 15 0 86,518 0
PIONEER NAT RES CO COM 723787107 873 6,200 SH   DFND 5 0 0 6,200
PIONEER NAT RES CO COM 723787107 690 4,904 SH   DFND 11 0 4,904 0
PIPER JAFFRAY COS COM 724078100 16 329 SH   DFND 12,15 0 329 0
PIPER JAFFRAY COS COM 724078100 3,023 61,006 SH   DFND 15 0 61,006 0
PITNEY BOWES INC COM 724479100 123 5,721 SH   DFND 12,15 0 5,721 0
PITNEY BOWES INC COM 724479100 402 18,648 SH   DFND 4 0 18,648 0
PITNEY BOWES INC COM 724479100 2,432 112,928 SH   DFND 14 0 112,928 0
PITNEY BOWES INC COM 724479100 87,169 4,046,828 SH   DFND 1 0 4,030,718 16,110
PITNEY BOWES INC COM 724479100 2,464 114,400 SH   DFND 1,4 0 114,400 0
PITNEY BOWES INC COM 724479100 478 22,200 SH   DFND 1,9 0 22,200 0
PITNEY BOWES INC COM 724479100 426 19,800 SH   DFND 1,3 0 19,800 0
PITNEY BOWES INC COM 724479100 297 13,800 SH   DFND 1,5 0 0 13,800
PITNEY BOWES INC COM 724479100 25,470 1,182,445 SH   DFND 15 0 1,182,445 0
PITNEY BOWES INC COM 724479100 586 27,200 SH   DFND 5 0 27,200 0
PITNEY BOWES INC COM 724479100 306 14,200 SH   DFND 5,9 0 14,200 0
PITNEY BOWES INC COM 724479100 18,860 875,564 SH   DFND 6 0 875,564 0
PITNEY BOWES INC COM 724479100 1,294 60,078 SH   DFND 6,12 0 60,078 0
PITNEY BOWES INC COM 724479100 353 16,369 SH   DFND 6,9 0 16,369 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 3,408 162,521 SH   DFND 14 0 162,521 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 264 12,610 SH   DFND 1 0 12,610 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 363 17,306 SH   DFND 15 0 17,306 0
PLANTRONICS INC NEW COM 727493108 32 808 SH   DFND 12,15 0 808 0
PLANTRONICS INC NEW COM 727493108 1,394 35,571 SH   DFND 14 0 35,571 0
PLANTRONICS INC NEW COM 727493108 7,675 195,842 SH   DFND 1,2 0 195,842 0
PLANTRONICS INC NEW COM 727493108 16 400 SH   DFND 1,3 0 400 0
PLANTRONICS INC NEW COM 727493108 3,356 85,628 SH   DFND 15 0 85,628 0
PLATINUM GROUP METALS LTD COM 72765Q601 988 260,000 SH   DFND 2 0 260,000 0
PLATINUM GROUP METALS LTD COM 72765Q601 4,330 1,139,566 SH   DFND 1,2 0 1,139,566 0
PLATINUM GROUP METALS LTD COM 72765Q601 764 201,163 SH   DFND 1,9 0 201,163 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 2,567 298,541 SH   DFND 15 0 298,541 0
PLEXUS CORP COM 729132100 36 900 SH   DFND 1 0 900 0
PLEXUS CORP COM 729132100 16 400 SH   DFND 1,3 0 400 0
PLEXUS CORP COM 729132100 6,743 170,622 SH   DFND 15 0 170,622 0
PLUG POWER INC COM NEW 72919P202 40 19,676 SH   DFND 12,15 0 19,676 0
PLUG POWER INC COM NEW 72919P202 3,152 1,537,641 SH   DFND 15 0 1,537,641 0
PLY GEM HLDGS INC COM 72941W100 20,743 1,476,375 SH   DFND 1 0 1,476,375 0
PLY GEM HLDGS INC COM 72941W100 269 19,140 SH   DFND 15 0 19,140 0
POLARIS INDS INC COM 731068102 43,119 437,848 SH   DFND 2 0 437,848 0
POLARIS INDS INC COM 731068102 59 597 SH   DFND 12,15 0 597 0
POLARIS INDS INC COM 731068102 2,691 27,330 SH   DFND 14 0 27,330 0
POLARIS INDS INC COM 731068102 2,428 24,654 SH   DFND 15 0 24,654 0
POLARIS INDS INC COM 731068102 197 2,000 SH   DFND 11 0 2,000 0
POLYCOM INC COM 73172K104 3,751 336,427 SH   DFND 14 0 336,427 0
POLYCOM INC COM 73172K104 6,281 563,360 SH   DFND 1 0 466,160 97,200
POLYCOM INC COM 73172K104 744 66,700 SH   DFND 1,3 0 66,700 0
POLYCOM INC COM 73172K104 2,262 202,899 SH   DFND 15 0 202,899 0
POLYONE CORP COM 73179P106 103 3,392 SH   DFND 12,15 0 3,392 0
POLYONE CORP COM 73179P106 505 16,710 SH   DFND 14 0 16,710 0
POLYONE CORP COM 73179P106 73,256 2,421,694 SH   DFND 1 0 2,337,647 84,047
POLYONE CORP COM 73179P106 4,509 149,051 SH   DFND 15 0 149,051 0
POLYONE CORP COM 73179P106 2,540 83,968 SH   DFND 6 0 83,968 0
POLYONE CORP COM 73179P106 1,176 38,868 SH   DFND 6,12 0 38,868 0
POLYONE CORP COM 73179P106 320 10,578 SH   DFND 6,9 0 10,578 0
POOL CORPORATION COM 73278L105 3,205 36,529 SH   DFND 14 0 36,529 0
POOL CORPORATION COM 73278L105 79,942 911,127 SH   DFND 1 0 873,149 37,978
POOL CORPORATION COM 73278L105 3,909 44,556 SH   DFND 1,9 0 44,556 0
POOL CORPORATION COM 73278L105 3,839 43,751 SH   DFND 15 0 43,751 0
POPEYES LA KITCHEN INC COM 732872106 2,695 51,772 SH   DFND 15 0 51,772 0
POPULAR INC COM NEW 733174700 97 3,386 SH   DFND 12,15 0 3,386 0
POPULAR INC COM NEW 733174700 229 8,000 SH   DFND 1 0 0 8,000
POPULAR INC COM NEW 733174700 1,668 58,304 SH   DFND 15 0 58,304 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 5,013 6,291,000 PRN   DFND 2 0 6,291,000 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 4,829 6,060,000 PRN   DFND 1 0 6,060,000 0
PORTLAND GEN ELEC CO COM NEW 736508847 57 1,455 SH   DFND 12,15 0 1,455 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,476 62,705 SH   DFND 14 0 62,705 0
PORTLAND GEN ELEC CO COM NEW 736508847 24,576 622,339 SH   DFND 1 0 622,339 0
PORTLAND GEN ELEC CO COM NEW 736508847 111 2,800 SH   DFND 1,3 0 2,800 0
PORTLAND GEN ELEC CO COM NEW 736508847 7,780 197,002 SH   DFND 15 0 197,002 0
PORTOLA PHARMACEUTICALS INC COM 737010108 1,950 95,604 SH   DFND 2 0 95,604 0
PORTOLA PHARMACEUTICALS INC COM 737010108 123 6,023 SH   DFND 15 0 6,023 0
POST HLDGS INC COM 737446104 168 2,444 SH   DFND 12,15 0 2,444 0
POST HLDGS INC COM 737446104 1,377 20,021 SH   DFND 14 0 20,021 0
POST HLDGS INC COM 737446104 10,682 155,327 SH   DFND 15 0 155,327 0
POST PPTYS INC COM 737464107 1,152 19,280 SH   DFND 1 0 19,280 0
POST PPTYS INC COM 737464107 209 3,500 SH   DFND 1,3 0 3,500 0
POST PPTYS INC COM 737464107 5,790 96,920 SH   DFND 15 0 96,920 0
POTBELLY CORP COM 73754Y100 226 16,629 SH   DFND 15 0 16,629 0
POTASH CORP SASK INC COM 73755L107 11,950 702,105 SH   DFND 2 0 702,105 0
POTASH CORP SASK INC COM 73755L107 2,212 129,936 SH   DFND 2,15 0 129,936 0
POTASH CORP SASK INC COM 73755L107 445 26,117 SH   DFND 12,15 0 26,117 0
POTASH CORP SASK INC COM 73755L107 1,245 73,172 SH   DFND 14 0 73,172 0
POTASH CORP SASK INC COM 73755L107 7,638 448,783 SH   DFND 1,2 0 448,783 0
POTASH CORP SASK INC COM 73755L107 19,460 1,143,372 SH   DFND 15 0 1,143,372 0
POTASH CORP SASK INC COM 73755L107 493 28,950 SH   DFND 5 0 0 28,950
POTASH CORP SASK INC COM 73755L107 439 25,800 SH   DFND 11 0 25,800 0
POTLATCH CORP NEW COM 737630103 1,301 41,301 SH   DFND 15 0 41,301 0
POWELL INDS INC COM 739128106 1,194 40,041 SH   DFND 15 0 40,041 0
POWER INTEGRATIONS INC COM 739276103 46,164 929,599 SH   DFND 1 0 929,599 0
POWER INTEGRATIONS INC COM 739276103 6,807 137,082 SH   DFND 15 0 137,082 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 30,291 277,393 SH   DFND 2,15 0 277,393 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 49 450 SH   DFND 14 0 450 0
POWERSHARES ACTIVE MNG ETF T US REAL EST FD 73935B508 505 6,732 SH   DFND 14 0 6,732 0
POWERSHARES ACTIVE MNG ETF T S&P500 DWNHDGE 73935B805 607 24,253 SH   DFND 14 0 24,253 0
POWERSHARES ACTIVE MNG ETF T ALT MULTI STRG 73935B870 522 23,022 SH   DFND 14 0 23,022 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 4,485 233,452 SH   DFND 15 0 233,452 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 46,797 2,436,097 SH   DFND 6 0 2,436,097 0
POWERSHARES ETF TRUST DWA MOMENTUM PTF 73935X153 394 9,650 SH   DFND 2,15 0 9,650 0
POWERSHARES ETF TRUST GBL LSTD PVT EQT 73935X195 578 56,047 SH   DFND 14 0 56,047 0
POWERSHARES ETF TRUST DYNA BUYBK ACH 73935X286 469 10,355 SH   DFND 2,15 0 10,355 0
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X302 1,441 101,002 SH   DFND 14 0 101,002 0
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X302 9,014 631,665 SH   DFND 15 0 631,665 0
POWERSHARES ETF TRUST TECH SECT PORT 73935X344 31,028 834,534 SH   DFND 15 0 834,534 0
POWERSHARES ETF TRUST CON STAPLE SEC 73935X393 44,216 775,859 SH   DFND 15 0 775,859 0
POWERSHARES ETF TRUST CON DISCRE SEC 73935X419 39,125 892,253 SH   DFND 15 0 892,253 0
POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 5,336 56,557 SH   DFND 2,15 0 56,557 0
POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 1,808 19,160 SH   DFND 14 0 19,160 0
POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 4 42 SH   DFND 1 0 42 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 66,766 757,419 SH   DFND 2,15 0 757,419 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 4,959 56,260 SH   DFND 14 0 56,260 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 21 235 SH   DFND 1 0 235 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 83,815 950,822 SH   DFND 1,2 0 950,822 0
POWERSHARES ETF TRUST DYN UTIL PORTF 73935X591 31,977 1,259,933 SH   DFND 15 0 1,259,933 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 466 33,638 SH   DFND 2,15 0 33,638 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 1,021 73,639 SH   DFND 14 0 73,639 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 24,201 1,746,087 SH   DFND 1 0 1,746,087 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 29,465 2,125,907 SH   DFND 1,2 0 2,125,907 0
POWERSHARES ETF TRUST DIV ACHV PRTF 73935X732 472 21,690 SH   DFND 2,15 0 21,690 0
POWERSHARES ETF TRUST DIV ACHV PRTF 73935X732 1,355 62,277 SH   DFND 14 0 62,277 0
POWERSHARES ETF TRUST DIV ACHV PRTF 73935X732 28,349 1,302,813 SH   DFND 1,2 0 1,302,813 0
POWERSHS DB MULTI SECT COMM DB ENERGY FUND 73936B101 17,254 1,652,700 SH   DFND 1,2 0 1,652,700 0
POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 58,866 1,582,000 SH   DFND 1,2 0 1,582,000 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 23,029 1,117,900 SH   DFND 1,2 0 1,117,900 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 18,448 458,000 SH   DFND 1 0 458,000 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 3,408 84,600 SH   DFND 1,2 0 84,600 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 22 1,743 SH   DFND 1 0 1,743 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 21,859 1,760,000 SH   DFND 1,2 0 1,760,000 0
POWERSECURE INTL INC COM 73936N105 1,860 99,492 SH   DFND 15 0 99,492 0
POWERSHARES ETF TRUST II GLBL ST HI YLD 73936Q710 8,188 353,224 SH   DFND 15 0 353,224 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 5,241 230,730 SH   DFND 2 0 230,730 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 26,736 1,177,027 SH   DFND 2,15 0 1,177,027 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 6,091 268,146 SH   DFND 14 0 268,146 0
POWERSHARES ETF TRUST II KBW HG YLD FIN 73936Q793 699 33,681 SH   DFND 14 0 33,681 0
POWERSHARES ETF TR II INSUR NATL MUN 73936T474 202 7,848 SH   DFND 14 0 7,848 0
POWERSHARES ETF TR II I-30 LAD TREAS 73936T524 3,013 88,905 SH   DFND 14 0 88,905 0
POWERSHARES ETF TR II I-30 LAD TREAS 73936T524 102,004 3,009,670 SH   DFND 1 0 3,009,670 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 73,406 4,123,913 SH   DFND 2,15 0 4,123,913 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 3,585 201,401 SH   DFND 14 0 201,401 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 7,456 499,720 SH   DFND 14 0 499,720 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 15,167 1,016,552 SH   DFND 1,2 0 1,016,552 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 9,090 609,236 SH   DFND 15 0 609,236 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 18,093 639,312 SH   DFND 2,15 0 639,312 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 2,383 84,200 SH   DFND 12 0 84,200 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 5,049 178,397 SH   DFND 14 0 178,397 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 21,646 764,859 SH   DFND 1 0 764,859 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 14,453 510,695 SH   DFND 1,2 0 510,695 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 8,212 290,193 SH   DFND 15 0 290,193 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 279 17,908 SH   DFND 2,15 0 17,908 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 918 58,917 SH   DFND 14 0 58,917 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 9,374 601,650 SH   DFND 1 0 601,650 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 47,098 3,023,008 SH   DFND 1,2 0 3,023,008 0
POWERSHARES ETF TR II EX US SML PORT 73936T771 5,245 200,481 SH   DFND 2,15 0 200,481 0
POWERSHARES ETF TR II EX US SML PORT 73936T771 946 36,144 SH   DFND 14 0 36,144 0
POWERSHARES ETF TR II EX US SML PORT 73936T771 10,658 407,402 SH   DFND 1 0 407,402 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 1,594 45,090 SH   DFND 2,15 0 45,090 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 1,521 43,023 SH   DFND 14 0 43,023 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 136,208 3,852,037 SH   DFND 1 0 3,852,037 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 49,394 1,396,895 SH   DFND 1,2 0 1,396,895 0
POWERSHARES EXCHANGE TRADED RUSSELL 200 GRW 739371102 108,913 3,308,222 SH   DFND 1 0 3,308,222 0
POWERSHARES EXCHANGE TRADED RUSSELL 200 VAL 739371201 35,186 1,212,107 SH   DFND 1 0 1,212,107 0
POWERSHARES ETF TR II BUILD AMER ETF 73937B407 2,270 75,204 SH   DFND 14 0 75,204 0
POWERSHARES ETF TR II BUILD AMER ETF 73937B407 8,897 294,707 SH   DFND 15 0 294,707 0
POWERSHARES ETF TR II LAD 0-5Y CR BD 73937B589 10,144 403,841 SH   DFND 1 0 403,841 0
POWERSHARES ETF TR II VAR RATE PFD POR 73937B597 21,613 901,658 SH   DFND 1 0 901,658 0
POWERSHARES ETF TR II PWRS INT BUYBK 73937B621 478 17,505 SH   DFND 2,15 0 17,505 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 860 24,562 SH   DFND 14 0 24,562 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 47,923 1,368,448 SH   DFND 1 0 1,368,448 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 329 9,381 SH   DFND 1,2 0 9,381 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 48,407 1,316,847 SH   DFND 1 0 1,316,847 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 660 17,964 SH   DFND 1,2 0 17,964 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 6,316 170,139 SH   DFND 14 0 170,139 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 5,035 223,295 SH   DFND 2,15 0 223,295 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 1,253 55,580 SH   DFND 14 0 55,580 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 5 212 SH   DFND 1 0 212 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 45,859 2,033,669 SH   DFND 1,2 0 2,033,669 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 1,258 42,043 SH   DFND 14 0 42,043 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 24,612 822,334 SH   DFND 1 0 822,334 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 19,649 656,515 SH   DFND 1,2 0 656,515 0
POWERSHARES ETF TR II FND INV GR CP 73937B761 1,487 58,125 SH   DFND 14 0 58,125 0
POWERSHARES ETF TR II FND INV GR CP 73937B761 41 1,604 SH   DFND 1 0 1,604 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 148,157 3,673,609 SH   DFND 2,15 0 3,673,609 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 14 346 SH   DFND 1 0 346 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 1,908 47,307 SH   DFND 1,2 0 47,307 0
POWERSHARES ACT MANG COMM FD DB OPT YLD DIV 73937V106 533 34,574 SH   DFND 14 0 34,574 0
PRAXAIR INC COM 74005P104 385 3,361 SH   DFND 12,15 0 3,361 0
PRAXAIR INC COM 74005P104 35,456 309,798 SH   DFND 14 0 309,798 0
PRAXAIR INC COM 74005P104 19,828 173,247 SH   DFND 1 0 173,247 0
PRAXAIR INC COM 74005P104 1,398 12,219 SH   DFND 1,15 0 12,219 0
PRAXAIR INC COM 74005P104 81,588 712,868 SH   DFND 15 0 712,868 0
PRAXAIR INC COM 74005P104 1,330 11,624 SH   DFND 5 0 0 11,624
PRAXAIR INC COM 74005P104 988 8,635 SH   DFND 11 0 8,635 0
PRECISION DRILLING CORP COM 2010 74022D308 148 35,279 SH   DFND 2,15 0 35,279 0
PRECISION DRILLING CORP COM 2010 74022D308 3 791 SH   DFND 12,15 0 791 0
PRECISION DRILLING CORP COM 2010 74022D308 11,004 2,619,922 SH   DFND 1 0 2,619,922 0
PRECISION DRILLING CORP COM 2010 74022D308 113 26,900 SH   DFND 1,2 0 26,900 0
PRECISION DRILLING CORP COM 2010 74022D308 135 32,110 SH   DFND 15 0 32,110 0
PRECISION DRILLING CORP COM 2010 74022D308 1,419 337,888 SH   DFND 6 0 337,888 0
PRECISION DRILLING CORP COM 2010 74022D308 671 159,728 SH   DFND 6,12 0 159,728 0
PRECISION DRILLING CORP COM 2010 74022D308 196 46,655 SH   DFND 6,9 0 46,655 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 150 4,950 SH   DFND 1 0 4,950 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 36 1,200 SH   DFND 1,3 0 1,200 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,030 34,053 SH   DFND 15 0 34,053 0
PREFERRED APT CMNTYS INC COM 74039L103 274 21,571 SH   DFND 1 0 21,571 0
PREFERRED APT CMNTYS INC COM 74039L103 3,360 264,977 SH   DFND 15 0 264,977 0
PREMIER INC CL A 74051N102 11,446 343,112 SH   DFND 1 0 285,044 58,068
PREMIER INC CL A 74051N102 13 400 SH   DFND 1,3 0 400 0
PREMIER INC CL A 74051N102 671 20,114 SH   DFND 15 0 20,114 0
PREMIER INC CL A 74051N102 1,194 35,800 SH   DFND 5 0 35,800 0
PREMIER INC CL A 74051N102 247 7,400 SH   DFND 13 0 7,400 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 46,723 875,119 SH   DFND 1 0 875,119 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 176 3,300 SH   DFND 1,3 0 3,300 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 60,448 1,132,204 SH   DFND 15 0 1,132,204 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 85 1,600 SH   DFND 5 0 0 1,600
PRESS GANEY HLDGS INC COM 74113L102 220 7,329 SH   DFND 15 0 7,329 0
PRETIUM RES INC COM 74139C102 19 3,602 SH   DFND 2,15 0 3,602 0
PRETIUM RES INC COM 74139C102 5,428 1,014,550 SH   DFND 1,2 0 1,014,550 0
PRETIUM RES INC COM 74139C102 976 182,424 SH   DFND 1,9 0 182,424 0
PRETIUM RES INC COM 74139C102 227 42,392 SH   DFND 15 0 42,392 0
PRICE T ROWE GROUP INC COM 74144T108 184 2,498 SH   DFND 12,15 0 2,498 0
PRICE T ROWE GROUP INC COM 74144T108 1,134 15,438 SH   DFND 14 0 15,438 0
PRICE T ROWE GROUP INC COM 74144T108 10,963 149,236 SH   DFND 1 0 149,236 0
PRICE T ROWE GROUP INC COM 74144T108 1,220 16,614 SH   DFND 1,15 0 16,614 0
PRICE T ROWE GROUP INC COM 74144T108 66,750 908,651 SH   DFND 15 0 908,651 0
PRICE T ROWE GROUP INC COM 74144T108 662 9,016 SH   DFND 5 0 0 9,016
PRICE T ROWE GROUP INC COM 74144T108 558 7,596 SH   DFND 11 0 7,596 0
PRICELINE GRP INC COM NEW 741503403 15,148 11,752 SH   DFND 12,15 0 11,752 0
PRICELINE GRP INC COM NEW 741503403 668 518 SH   DFND 4 0 518 0
PRICELINE GRP INC COM NEW 741503403 6,820 5,291 SH   DFND 14 0 5,291 0
PRICELINE GRP INC COM NEW 741503403 251,998 195,505 SH   DFND 1 0 194,815 690
PRICELINE GRP INC COM NEW 741503403 12,373 9,599 SH   DFND 1,2 0 9,599 0
PRICELINE GRP INC COM NEW 741503403 1,899 1,473 SH   DFND 1,12 0 1,473 0
PRICELINE GRP INC COM NEW 741503403 4,917 3,815 SH   DFND 1,4 0 3,815 0
PRICELINE GRP INC COM NEW 741503403 4,750 3,685 SH   DFND 1,9 0 3,685 0
PRICELINE GRP INC COM NEW 741503403 1,005 780 SH   DFND 1,3 0 780 0
PRICELINE GRP INC COM NEW 741503403 5,852 4,540 SH   DFND 1,5 0 4,155 385
PRICELINE GRP INC COM NEW 741503403 53 41 SH   DFND 1,11 0 41 0
PRICELINE GRP INC COM NEW 741503403 445 345 SH   DFND 1,8 0 0 345
PRICELINE GRP INC COM NEW 741503403 596,064 462,438 SH   DFND 15 0 462,438 0
PRICELINE GRP INC COM NEW 741503403 2,578 2,000 SH   DFND 5 0 0 2,000
PRICELINE GRP INC COM NEW 741503403 773 600 SH   DFND 5,6 0 300 300
PRICELINE GRP INC COM NEW 741503403 1,933 1,500 SH   DFND 11 0 1,500 0
PRICELINE GRP INC COM NEW 741503403 784 608 SH   DFND 11,6 0 0 608
PRICELINE GRP INC COM NEW 741503403 75,309 58,426 SH   DFND 6 0 58,426 0
PRICELINE GRP INC COM NEW 741503403 782 607 SH   DFND 6,12 0 607 0
PRICELINE GRP INC COM NEW 741503403 340 264 SH   DFND 6,9 0 264 0
PRICELINE GRP INC COM NEW 741503403 258 200 SH   DFND 13 0 200 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 41,760 34,800,000 PRN   DFND 1 0 34,800,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 31,697 31,500,000 PRN   DFND 1 0 31,500,000 0
PRICESMART INC COM 741511109 1,675 19,800 SH   DFND 15 0 19,800 0
PRIMORIS SVCS CORP COM 74164F103 19,480 801,631 SH   DFND 1 0 801,631 0
PRIMORIS SVCS CORP COM 74164F103 700 28,797 SH   DFND 15 0 28,797 0
PRIMORIS SVCS CORP COM 74164F103 2,486 102,310 SH   DFND 6 0 102,310 0
PRIMORIS SVCS CORP COM 74164F103 1,205 49,607 SH   DFND 6,12 0 49,607 0
PRIMORIS SVCS CORP COM 74164F103 332 13,653 SH   DFND 6,9 0 13,653 0
PRIMERICA INC COM 74164M108 47 1,050 SH   DFND 12,15 0 1,050 0
PRIMERICA INC COM 74164M108 3,680 82,634 SH   DFND 15 0 82,634 0
PRIMERO MNG CORP COM 74164W106 2,830 1,563,620 SH   DFND 1,2 0 1,563,620 0
PRIMERO MNG CORP COM 74164W106 500 276,019 SH   DFND 1,9 0 276,019 0
PRIMERO MNG CORP COM 74164W106 46 25,196 SH   DFND 15 0 25,196 0
PRINCIPAL FINL GROUP INC COM 74251V102 245 6,216 SH   DFND 12,15 0 6,216 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,981 75,567 SH   DFND 14 0 75,567 0
PRINCIPAL FINL GROUP INC COM 74251V102 10,199 258,542 SH   DFND 1 0 258,542 0
PRINCIPAL FINL GROUP INC COM 74251V102 5,422 137,433 SH   DFND 15 0 137,433 0
PRINCIPAL FINL GROUP INC COM 74251V102 321 8,130 SH   DFND 5 0 0 8,130
PRINCIPAL FINL GROUP INC COM 74251V102 351 8,890 SH   DFND 11 0 8,890 0
PRINCIPAL REAL ESTATE INCOME SHS BEN INT 74255X104 603 36,517 SH   DFND 14 0 36,517 0
PROASSURANCE CORP COM 74267C106 130 2,567 SH   DFND 12,15 0 2,567 0
PROASSURANCE CORP COM 74267C106 20 399 SH   DFND 1 0 399 0
PROASSURANCE CORP COM 74267C106 14,536 287,271 SH   DFND 15 0 287,271 0
PROCTER & GAMBLE CO COM 742718109 40,347 490,178 SH   DFND 2 0 490,178 0
PROCTER & GAMBLE CO COM 742718109 2,736 33,242 SH   DFND 12,15 0 33,242 0
PROCTER & GAMBLE CO COM 742718109 186,707 2,268,336 SH   DFND 14 0 2,268,336 0
PROCTER & GAMBLE CO COM 742718109 401,835 4,881,976 SH   DFND 1 0 4,878,256 3,720
PROCTER & GAMBLE CO COM 742718109 142 1,724 SH   DFND 1,9 0 1,724 0
PROCTER & GAMBLE CO COM 742718109 1,141 13,862 SH   DFND 1,3 0 13,862 0
PROCTER & GAMBLE CO COM 742718109 1,398 16,980 SH   DFND 1,15 0 16,980 0
PROCTER & GAMBLE CO COM 742718109 7,112 86,400 SH   DFND 1,5 0 86,400 0
PROCTER & GAMBLE CO COM 742718109 527 6,400 SH   DFND 1,8 0 0 6,400
PROCTER & GAMBLE CO COM 742718109 197,129 2,394,962 SH   DFND 15 0 2,394,962 0
PROCTER & GAMBLE CO COM 742718109 8,124 98,700 SH   DFND 5 0 0 98,700
PROCTER & GAMBLE CO COM 742718109 6,708 81,500 SH   DFND 5,6 0 38,300 43,200
PROCTER & GAMBLE CO COM 742718109 6,811 82,746 SH   DFND 11 0 82,746 0
PROCTER & GAMBLE CO COM 742718109 2,379 28,900 SH   DFND 13 0 28,900 0
PRIVATEBANCORP INC COM 742962103 26,933 697,754 SH   DFND 1 0 697,754 0
PRIVATEBANCORP INC COM 742962103 15 400 SH   DFND 1,3 0 400 0
PRIVATEBANCORP INC COM 742962103 4,490 116,324 SH   DFND 15 0 116,324 0
PRIVATEBANCORP INC COM 742962103 3,449 89,356 SH   DFND 6 0 89,356 0
PRIVATEBANCORP INC COM 742962103 1,725 44,696 SH   DFND 6,12 0 44,696 0
PRIVATEBANCORP INC COM 742962103 445 11,519 SH   DFND 6,9 0 11,519 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,233 282,910 SH   DFND 1 0 140,210 142,700
PROGENICS PHARMACEUTICALS IN COM 743187106 58 13,300 SH   DFND 1,3 0 13,300 0
PROGENICS PHARMACEUTICALS IN COM 743187106 3 686 SH   DFND 15 0 686 0
PROGRESS SOFTWARE CORP COM 743312100 5,337 221,254 SH   DFND 15 0 221,254 0
PROGRESS SOFTWARE CORP COM 743312100 277 11,500 SH   DFND 5 0 0 11,500
PROGRESSIVE CORP OHIO COM 743315103 347 9,877 SH   DFND 12,15 0 9,877 0
PROGRESSIVE CORP OHIO COM 743315103 280,776 7,990,208 SH   DFND 1 0 7,990,208 0
PROGRESSIVE CORP OHIO COM 743315103 1,438 40,922 SH   DFND 1,15 0 40,922 0
PROGRESSIVE CORP OHIO COM 743315103 47 1,339 SH   DFND 1,11 0 1,339 0
PROGRESSIVE CORP OHIO COM 743315103 86,695 2,467,128 SH   DFND 15 0 2,467,128 0
PROGRESSIVE CORP OHIO COM 743315103 400 11,388 SH   DFND 5 0 0 11,388
PROGRESSIVE CORP OHIO COM 743315103 620 17,657 SH   DFND 11 0 17,657 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 216 6,958 SH   DFND 15 0 6,958 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 109 3,500 SH   DFND 11 0 3,500 0
PROLOGIS INC COM 74340W103 272 6,150 SH   DFND 12,15 0 6,150 0
PROLOGIS INC COM 74340W103 1,075 24,341 SH   DFND 14 0 24,341 0
PROLOGIS INC COM 74340W103 688,552 15,585,160 SH   DFND 1 0 5,598,054 9,987,106
PROLOGIS INC COM 74340W103 4,402 99,637 SH   DFND 1,2 0 99,637 0
PROLOGIS INC COM 74340W103 1,883 42,625 SH   DFND 1,12 0 42,625 0
PROLOGIS INC COM 74340W103 1,515 34,300 SH   DFND 1,4 0 34,300 0
PROLOGIS INC COM 74340W103 53 1,200 SH   DFND 1,9 0 1,200 0
PROLOGIS INC COM 74340W103 26,311 595,541 SH   DFND 1,3 0 595,541 0
PROLOGIS INC COM 74340W103 1,937 43,847 SH   DFND 1,15 0 43,847 0
PROLOGIS INC COM 74340W103 4,109 93,000 SH   DFND 1,5 0 93,000 0
PROLOGIS INC COM 74340W103 10,621 240,406 SH   DFND 1,13 0 240,406 0
PROLOGIS INC COM 74340W103 5,907 133,700 SH   DFND 15 0 133,700 0
PROLOGIS INC COM 74340W103 230 5,200 SH   DFND 5 0 3,500 1,700
PROLOGIS INC COM 74340W103 1,401 31,700 SH   DFND 5,6 0 14,500 17,200
PROLOGIS INC COM 74340W103 706 15,976 SH   DFND 11 0 15,976 0
PROLOGIS INC COM 74340W103 309 7,000 SH   DFND 6 0 7,000 0
PROLOGIS INC COM 74340W103 632 14,300 SH   DFND 13 0 14,300 0
PROOFPOINT INC COM 743424103 755 14,037 SH   DFND 14 0 14,037 0
PROOFPOINT INC COM 743424103 45,572 847,383 SH   DFND 1 0 847,383 0
PROOFPOINT INC COM 743424103 5,723 106,422 SH   DFND 15 0 106,422 0
PROSPECT CAPITAL CORPORATION COM 74348T102 67 9,242 SH   DFND 12,15 0 9,242 0
PROSPECT CAPITAL CORPORATION COM 74348T102 239 32,860 SH   DFND 14 0 32,860 0
PROSPECT CAPITAL CORPORATION COM 74348T102 6,080 836,374 SH   DFND 15 0 836,374 0
PROSPERITY BANCSHARES INC COM 743606105 46 998 SH   DFND 12,15 0 998 0
PROSPERITY BANCSHARES INC COM 743606105 3,332 71,831 SH   DFND 14 0 71,831 0
PROSPERITY BANCSHARES INC COM 743606105 22,323 481,205 SH   DFND 1 0 463,105 18,100
PROSPERITY BANCSHARES INC COM 743606105 167 3,600 SH   DFND 1,3 0 3,600 0
PROSPERITY BANCSHARES INC COM 743606105 3,416 73,636 SH   DFND 15 0 73,636 0
PROSPERITY BANCSHARES INC COM 743606105 186 4,000 SH   DFND 5 0 0 4,000
PROTO LABS INC COM 743713109 1,493 19,369 SH   DFND 15 0 19,369 0
PROVIDENCE SVC CORP COM 743815102 3,429 67,152 SH   DFND 15 0 67,152 0
PROVIDENT FINL SVCS INC COM 74386T105 14 688 SH   DFND 1 0 688 0
PROVIDENT FINL SVCS INC COM 74386T105 7,675 380,123 SH   DFND 15 0 380,123 0
PRUDENTIAL FINL INC COM 744320102 974 13,493 SH   DFND 12,15 0 13,493 0
PRUDENTIAL FINL INC COM 744320102 555 7,690 SH   DFND 4 0 7,690 0
PRUDENTIAL FINL INC COM 744320102 10,270 142,206 SH   DFND 14 0 142,206 0
PRUDENTIAL FINL INC COM 744320102 47,209 653,690 SH   DFND 1 0 637,560 16,130
PRUDENTIAL FINL INC COM 744320102 8,089 112,000 SH   DFND 1,4 0 112,000 0
PRUDENTIAL FINL INC COM 744320102 1,372 19,000 SH   DFND 1,3 0 19,000 0
PRUDENTIAL FINL INC COM 744320102 7,330 101,500 SH   DFND 1,5 0 87,700 13,800
PRUDENTIAL FINL INC COM 744320102 592 8,200 SH   DFND 1,8 0 0 8,200
PRUDENTIAL FINL INC COM 744320102 17,160 237,604 SH   DFND 15 0 237,604 0
PRUDENTIAL FINL INC COM 744320102 1,282 17,749 SH   DFND 5 0 0 17,749
PRUDENTIAL FINL INC COM 744320102 1,062 14,700 SH   DFND 5,6 0 6,700 8,000
PRUDENTIAL FINL INC COM 744320102 988 13,682 SH   DFND 11 0 13,682 0
PRUDENTIAL FINL INC COM 744320102 347 4,800 SH   DFND 13 0 4,800 0
PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 1,515 101,839 SH   DFND 14 0 101,839 0
PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 6,029 405,148 SH   DFND 15 0 405,148 0
PRUDENTIAL PLC ADR 74435K204 16,581 445,725 SH   DFND 14 0 445,725 0
PRUDENTIAL PLC ADR 74435K204 7,798 209,632 SH   DFND 15 0 209,632 0
PRUDENTIAL SHT DURATION HG Y COM 74442F107 549 35,624 SH   DFND 14 0 35,624 0
PRUDENTIAL SHT DURATION HG Y COM 74442F107 4,508 292,695 SH   DFND 15 0 292,695 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 446 9,464 SH   DFND 12,15 0 9,464 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,637 98,370 SH   DFND 14 0 98,370 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 45,649 968,381 SH   DFND 1 0 966,431 1,950
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,650 35,000 SH   DFND 1,9 0 35,000 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,181 109,900 SH   DFND 1,5 0 104,400 5,500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 495 10,500 SH   DFND 1,8 0 0 10,500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 23,452 497,488 SH   DFND 15 0 497,488 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,982 84,476 SH   DFND 5 0 68,900 15,576
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,337 92,000 SH   DFND 5,6 0 40,600 51,400
PUBLIC SVC ENTERPRISE GROUP COM 744573106 723 15,342 SH   DFND 11 0 15,342 0
PUBLIC STORAGE COM 74460D109 168 608 SH   DFND 12,15 0 608 0
PUBLIC STORAGE COM 74460D109 3,402 12,333 SH   DFND 14 0 12,333 0
PUBLIC STORAGE COM 74460D109 999,572 3,623,869 SH   DFND 1 0 1,690,858 1,933,011
PUBLIC STORAGE COM 74460D109 7,465 27,062 SH   DFND 1,2 0 27,062 0
PUBLIC STORAGE COM 74460D109 3,165 11,474 SH   DFND 1,12 0 11,474 0
PUBLIC STORAGE COM 74460D109 9,227 33,450 SH   DFND 1,4 0 33,450 0
PUBLIC STORAGE COM 74460D109 1,683 6,100 SH   DFND 1,9 0 6,100 0
PUBLIC STORAGE COM 74460D109 47,072 170,655 SH   DFND 1,3 0 170,655 0
PUBLIC STORAGE COM 74460D109 1,012 3,668 SH   DFND 1,15 0 3,668 0
PUBLIC STORAGE COM 74460D109 20,329 73,700 SH   DFND 1,5 0 73,700 0
PUBLIC STORAGE COM 74460D109 952 3,450 SH   DFND 1,8 0 0 3,450
PUBLIC STORAGE COM 74460D109 17,997 65,246 SH   DFND 1,13 0 65,246 0
PUBLIC STORAGE COM 74460D109 86,000 311,786 SH   DFND 15 0 311,786 0
PUBLIC STORAGE COM 74460D109 24,411 88,500 SH   DFND 5 0 60,800 27,700
PUBLIC STORAGE COM 74460D109 14,453 52,400 SH   DFND 5,9 0 52,400 0
PUBLIC STORAGE COM 74460D109 9,544 34,600 SH   DFND 5,6 0 18,300 16,300
PUBLIC STORAGE COM 74460D109 855 3,100 SH   DFND 5,7 0 0 3,100
PUBLIC STORAGE COM 74460D109 1,240 4,496 SH   DFND 11 0 4,496 0
PUBLIC STORAGE COM 74460D109 6,261 22,700 SH   DFND 6 0 22,700 0
PUBLIC STORAGE COM 74460D109 2,896 10,500 SH   DFND 7 0 10,500 0
PUBLIC STORAGE COM 74460D109 4,220 15,300 SH   DFND 13 0 15,300 0
PULTE GROUP INC COM 745867101 204 10,895 SH   DFND 12,15 0 10,895 0
PULTE GROUP INC COM 745867101 903 48,275 SH   DFND 14 0 48,275 0
PULTE GROUP INC COM 745867101 10,329 552,071 SH   DFND 1 0 552,071 0
PULTE GROUP INC COM 745867101 4,589 245,271 SH   DFND 1,9 0 245,271 0
PULTE GROUP INC COM 745867101 43 2,319 SH   DFND 1,15 0 2,319 0
PULTE GROUP INC COM 745867101 7,654 409,098 SH   DFND 15 0 409,098 0
PULTE GROUP INC COM 745867101 354 18,900 SH   DFND 5 0 0 18,900
PULTE GROUP INC COM 745867101 191 10,200 SH   DFND 11 0 10,200 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 387 52,833 SH   DFND 14 0 52,833 0
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 461 97,284 SH   DFND 14 0 97,284 0
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 4,893 1,032,247 SH   DFND 15 0 1,032,247 0
PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 76 17,180 SH   DFND 14 0 17,180 0
PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 1,787 406,142 SH   DFND 15 0 406,142 0
QLOGIC CORP COM 747277101 221 16,410 SH   DFND 1 0 9,110 7,300
QLOGIC CORP COM 747277101 56 4,200 SH   DFND 1,3 0 4,200 0
QLOGIC CORP COM 747277101 5,876 437,175 SH   DFND 15 0 437,175 0
QCR HOLDINGS INC COM 74727A104 397 16,666 SH   DFND 15 0 16,666 0
QUAD / GRAPHICS INC COM CL A 747301109 791 61,150 SH   DFND 1 0 61,150 0
QUAD / GRAPHICS INC COM CL A 747301109 2,101 162,327 SH   DFND 15 0 162,327 0
QUAKER CHEM CORP COM 747316107 2,811 33,130 SH   DFND 15 0 33,130 0
QLIK TECHNOLOGIES INC COM 74733T105 2,377 82,180 SH   DFND 14 0 82,180 0
QLIK TECHNOLOGIES INC COM 74733T105 56,332 1,947,845 SH   DFND 1 0 1,858,738 89,107
QLIK TECHNOLOGIES INC COM 74733T105 618 21,378 SH   DFND 15 0 21,378 0
QEP RES INC COM 74733V100 106 7,516 SH   DFND 12,15 0 7,516 0
QEP RES INC COM 74733V100 132,288 9,375,490 SH   DFND 1 0 8,971,315 404,175
QEP RES INC COM 74733V100 491 34,832 SH   DFND 1,9 0 34,832 0
QEP RES INC COM 74733V100 312 22,100 SH   DFND 1,3 0 22,100 0
QEP RES INC COM 74733V100 2,068 146,552 SH   DFND 15 0 146,552 0
QEP RES INC COM 74733V100 109 7,700 SH   DFND 5 0 0 7,700
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1,227 16,244 SH   DFND 15 0 16,244 0
QTS RLTY TR INC COM CL A 74736A103 85,928 1,813,599 SH   DFND 1 0 1,562,682 250,917
QTS RLTY TR INC COM CL A 74736A103 1,128 23,810 SH   DFND 1,2 0 23,810 0
QTS RLTY TR INC COM CL A 74736A103 536 11,321 SH   DFND 1,12 0 11,321 0
QTS RLTY TR INC COM CL A 74736A103 180 3,800 SH   DFND 1,9 0 3,800 0
QTS RLTY TR INC COM CL A 74736A103 7,759 163,760 SH   DFND 1,3 0 163,760 0
QTS RLTY TR INC COM CL A 74736A103 500 10,545 SH   DFND 1,15 0 10,545 0
QTS RLTY TR INC COM CL A 74736A103 3,151 66,496 SH   DFND 1,13 0 66,496 0
QTS RLTY TR INC COM CL A 74736A103 572 12,078 SH   DFND 15 0 12,078 0
QORVO INC COM 74736K101 108 2,144 SH   DFND 12,15 0 2,144 0
QORVO INC COM 74736K101 1,207 23,938 SH   DFND 14 0 23,938 0
QORVO INC COM 74736K101 44,445 881,665 SH   DFND 1 0 824,764 56,901
QORVO INC COM 74736K101 239 4,749 SH   DFND 1,3 0 4,749 0
QORVO INC COM 74736K101 2,775 55,051 SH   DFND 15 0 55,051 0
QORVO INC COM 74736K101 217 4,300 SH   DFND 11 0 4,300 0
QUALCOMM INC COM 747525103 20,724 405,238 SH   DFND 12,15 0 405,238 0
QUALCOMM INC COM 747525103 16,040 313,644 SH   DFND 14 0 313,644 0
QUALCOMM INC COM 747525103 494,298 9,665,582 SH   DFND 1 0 9,048,553 617,029
QUALCOMM INC COM 747525103 3,038 59,400 SH   DFND 1,4 0 59,400 0
QUALCOMM INC COM 747525103 68 1,337 SH   DFND 1,9 0 1,337 0
QUALCOMM INC COM 747525103 961 18,792 SH   DFND 1,3 0 18,792 0
QUALCOMM INC COM 747525103 41 807 SH   DFND 1,15 0 807 0
QUALCOMM INC COM 747525103 3,334 65,200 SH   DFND 1,5 0 57,500 7,700
QUALCOMM INC COM 747525103 33 644 SH   DFND 1,11 0 644 0
QUALCOMM INC COM 747525103 215 4,200 SH   DFND 1,8 0 0 4,200
QUALCOMM INC COM 747525103 684,010 13,375,254 SH   DFND 15 0 13,375,254 0
QUALCOMM INC COM 747525103 3,140 61,400 SH   DFND 5 0 2,100 59,300
QUALCOMM INC COM 747525103 3,355 65,600 SH   DFND 5,6 0 30,500 35,100
QUALCOMM INC COM 747525103 348 6,800 SH   DFND 5,7 0 0 6,800
QUALCOMM INC COM 747525103 2,338 45,712 SH   DFND 11 0 45,712 0
QUALCOMM INC COM 747525103 1,238 24,200 SH   DFND 13 0 24,200 0
QUALITY SYS INC COM 747582104 4,309 282,730 SH   DFND 15 0 282,730 0
QUALYS INC COM 74758T303 343 13,533 SH   DFND 14 0 13,533 0
QUALYS INC COM 74758T303 32,292 1,275,846 SH   DFND 1 0 1,275,846 0
QUALYS INC COM 74758T303 3,222 127,317 SH   DFND 15 0 127,317 0
QUANEX BUILDING PRODUCTS COR COM 747619104 15 839 SH   DFND 12,15 0 839 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,538 88,621 SH   DFND 15 0 88,621 0
QUANTA SVCS INC COM 74762E102 42,182 1,869,769 SH   DFND 2 0 1,869,769 0
QUANTA SVCS INC COM 74762E102 219 9,702 SH   DFND 12,15 0 9,702 0
QUANTA SVCS INC COM 74762E102 352 15,585 SH   DFND 14 0 15,585 0
QUANTA SVCS INC COM 74762E102 16,799 744,652 SH   DFND 1 0 734,712 9,940
QUANTA SVCS INC COM 74762E102 9,131 404,742 SH   DFND 1,2 0 404,742 0
QUANTA SVCS INC COM 74762E102 1,164 51,600 SH   DFND 1,4 0 51,600 0
QUANTA SVCS INC COM 74762E102 289 12,800 SH   DFND 1,9 0 12,800 0
QUANTA SVCS INC COM 74762E102 244 10,800 SH   DFND 1,3 0 10,800 0
QUANTA SVCS INC COM 74762E102 5,640 250,000 SH   DFND 1,5 0 244,800 5,200
QUANTA SVCS INC COM 74762E102 426 18,900 SH   DFND 1,8 0 0 18,900
QUANTA SVCS INC COM 74762E102 9,880 437,944 SH   DFND 15 0 437,944 0
QUANTA SVCS INC COM 74762E102 311 13,800 SH   DFND 5 0 0 13,800
QUANTA SVCS INC COM 74762E102 113 5,000 SH   DFND 11 0 5,000 0
QUANTUM CORP COM DSSG 747906204 369 605,294 SH   DFND 15 0 605,294 0
QUEST DIAGNOSTICS INC COM 74834L100 164 2,300 SH   DFND 12,15 0 2,300 0
QUEST DIAGNOSTICS INC COM 74834L100 1,940 27,150 SH   DFND 14 0 27,150 0
QUEST DIAGNOSTICS INC COM 74834L100 10,495 146,879 SH   DFND 1 0 146,879 0
QUEST DIAGNOSTICS INC COM 74834L100 3,281 45,914 SH   DFND 15 0 45,914 0
QUEST DIAGNOSTICS INC COM 74834L100 424 5,938 SH   DFND 5 0 0 5,938
QUEST DIAGNOSTICS INC COM 74834L100 313 4,374 SH   DFND 11 0 4,374 0
QUESTAR CORP COM 748356102 54 2,181 SH   DFND 12,15 0 2,181 0
QUESTAR CORP COM 748356102 1,205 48,569 SH   DFND 14 0 48,569 0
QUESTAR CORP COM 748356102 1,775 71,558 SH   DFND 15 0 71,558 0
QUIDEL CORP COM 74838J101 225 13,058 SH   DFND 15 0 13,058 0
QUINSTREET INC COM 74874Q100 690 201,656 SH   DFND 15 0 201,656 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 55 842 SH   DFND 12,15 0 842 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 1,402 21,534 SH   DFND 15 0 21,534 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 189 2,900 SH   DFND 11 0 2,900 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 6,542 164,781 SH   DFND 15 0 164,781 0
QUOTIENT TECHNOLOGY INC COM 749119103 254 23,952 SH   DFND 15 0 23,952 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,087 346,334 SH   DFND 15 0 346,334 0
RLI CORP COM 749607107 37 553 SH   DFND 12,15 0 553 0
RLI CORP COM 749607107 1,601 23,947 SH   DFND 14 0 23,947 0
RLI CORP COM 749607107 40,446 604,934 SH   DFND 1 0 604,934 0
RLI CORP COM 749607107 10,218 152,820 SH   DFND 15 0 152,820 0
RLJ LODGING TR COM 74965L101 54 2,341 SH   DFND 12,15 0 2,341 0
RLJ LODGING TR COM 74965L101 125,346 5,478,417 SH   DFND 1 0 372,608 5,105,809
RLJ LODGING TR COM 74965L101 185 8,100 SH   DFND 1,9 0 8,100 0
RLJ LODGING TR COM 74965L101 150 6,567 SH   DFND 1,15 0 6,567 0
RLJ LODGING TR COM 74965L101 833 36,412 SH   DFND 15 0 36,412 0
RPC INC COM 749660106 5,103 359,844 SH   DFND 15 0 359,844 0
RPM INTL INC COM 749685103 80 1,689 SH   DFND 12,15 0 1,689 0
RPM INTL INC COM 749685103 4,263 90,070 SH   DFND 14 0 90,070 0
RPM INTL INC COM 749685103 17,927 378,756 SH   DFND 15 0 378,756 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 19,420 17,026,000 PRN   DFND 1 0 17,026,000 0
RPX CORP COM 74972G103 149 13,214 SH   DFND 12,15 0 13,214 0
RPX CORP COM 74972G103 2,184 193,960 SH   DFND 1 0 143,960 50,000
RPX CORP COM 74972G103 629 55,900 SH   DFND 1,3 0 55,900 0
RPX CORP COM 74972G103 1,391 123,542 SH   DFND 15 0 123,542 0
RPX CORP COM 74972G103 29 2,600 SH   DFND 5 0 0 2,600
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 11,765 11,245,000 PRN   DFND 1 0 11,245,000 0
RTI SURGICAL INC COM 74975N105 226 56,490 SH   DFND 15 0 56,490 0
RSP PERMIAN INC COM 74978Q105 6,095 209,876 SH   DFND 1 0 148,651 61,225
RSP PERMIAN INC COM 74978Q105 5,380 185,268 SH   DFND 15 0 185,268 0
RACKSPACE HOSTING INC COM 750086100 56 2,595 SH   DFND 12,15 0 2,595 0
RACKSPACE HOSTING INC COM 750086100 932 43,184 SH   DFND 14 0 43,184 0
RACKSPACE HOSTING INC COM 750086100 242 11,200 SH   DFND 1 0 11,200 0
RACKSPACE HOSTING INC COM 750086100 6,752 312,750 SH   DFND 15 0 312,750 0
RADIAN GROUP INC COM 750236101 764 61,599 SH   DFND 14 0 61,599 0
RADIAN GROUP INC COM 750236101 3,326 268,190 SH   DFND 1 0 154,090 114,100
RADIAN GROUP INC COM 750236101 642 51,800 SH   DFND 1,3 0 51,800 0
RADIAN GROUP INC COM 750236101 1,658 133,686 SH   DFND 15 0 133,686 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 21,877 18,231,000 PRN   DFND 1 0 15,656,000 2,575,000
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 10,773 8,584,000 PRN   DFND 1 0 6,644,000 1,940,000
RADNET INC COM 750491102 300 62,200 SH   DFND 1 0 62,200 0
RADNET INC COM 750491102 143 29,700 SH   DFND 1,3 0 29,700 0
RADNET INC COM 750491102 374 77,343 SH   DFND 15 0 77,343 0
RAMBUS INC DEL COM 750917106 32 2,300 SH   DFND 1,3 0 2,300 0
RAMBUS INC DEL COM 750917106 6,186 449,866 SH   DFND 15 0 449,866 0
RALPH LAUREN CORP CL A 751212101 97 1,009 SH   DFND 12,15 0 1,009 0
RALPH LAUREN CORP CL A 751212101 619 6,432 SH   DFND 14 0 6,432 0
RALPH LAUREN CORP CL A 751212101 9,926 103,112 SH   DFND 1 0 103,112 0
RALPH LAUREN CORP CL A 751212101 35 363 SH   DFND 1,15 0 363 0
RALPH LAUREN CORP CL A 751212101 2,029 21,081 SH   DFND 15 0 21,081 0
RALPH LAUREN CORP CL A 751212101 298 3,100 SH   DFND 5 0 0 3,100
RALPH LAUREN CORP CL A 751212101 184 1,910 SH   DFND 11 0 1,910 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 4,790 265,659 SH   DFND 14 0 265,659 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1,188 65,876 SH   DFND 15 0 65,876 0
RANDGOLD RES LTD ADR 752344309 12,090 133,133 SH   DFND 1,2 0 133,133 0
RANDGOLD RES LTD ADR 752344309 2,158 23,765 SH   DFND 1,9 0 23,765 0
RANDGOLD RES LTD ADR 752344309 189 2,086 SH   DFND 15 0 2,086 0
RANGE RES CORP COM 75281A109 3,102 95,800 SH   DFND 2 0 95,800 0
RANGE RES CORP COM 75281A109 81 2,508 SH   DFND 12,15 0 2,508 0
RANGE RES CORP COM 75281A109 1,577 48,708 SH   DFND 14 0 48,708 0
RANGE RES CORP COM 75281A109 11,312 349,352 SH   DFND 1 0 349,352 0
RANGE RES CORP COM 75281A109 28,910 892,823 SH   DFND 1,2 0 892,823 0
RANGE RES CORP COM 75281A109 5,300 163,693 SH   DFND 1,9 0 163,693 0
RANGE RES CORP COM 75281A109 2,349 72,542 SH   DFND 15 0 72,542 0
RANGE RES CORP COM 75281A109 176 5,438 SH   DFND 11 0 5,438 0
RAPID7 INC COM 753422104 292 22,346 SH   DFND 14 0 22,346 0
RAPID7 INC COM 753422104 4 326 SH   DFND 15 0 326 0
RAVEN INDS INC COM 754212108 1,280 79,887 SH   DFND 15 0 79,887 0
RAYMOND JAMES FINANCIAL INC COM 754730109 73 1,538 SH   DFND 12,15 0 1,538 0
RAYMOND JAMES FINANCIAL INC COM 754730109 3,900 81,907 SH   DFND 14 0 81,907 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,189 24,965 SH   DFND 15 0 24,965 0
RAYMOND JAMES FINANCIAL INC COM 754730109 195 4,100 SH   DFND 11 0 4,100 0
RAYONIER INC COM 754907103 65 2,645 SH   DFND 12,15 0 2,645 0
RAYONIER INC COM 754907103 84,562 3,426,325 SH   DFND 1 0 0 3,426,325
RAYONIER INC COM 754907103 1,837 74,414 SH   DFND 15 0 74,414 0
RAYONIER ADVANCED MATLS INC COM 75508B104 967 101,753 SH   DFND 15 0 101,753 0
RAYTHEON CO COM NEW 755111507 439 3,580 SH   DFND 12,15 0 3,580 0
RAYTHEON CO COM NEW 755111507 42,151 343,722 SH   DFND 14 0 343,722 0
RAYTHEON CO COM NEW 755111507 391,596 3,193,315 SH   DFND 1 0 3,193,115 200
RAYTHEON CO COM NEW 755111507 3,090 25,194 SH   DFND 1,12 0 25,194 0
RAYTHEON CO COM NEW 755111507 111 908 SH   DFND 1,9 0 908 0
RAYTHEON CO COM NEW 755111507 878 7,159 SH   DFND 1,3 0 7,159 0
RAYTHEON CO COM NEW 755111507 1,063 8,670 SH   DFND 1,15 0 8,670 0
RAYTHEON CO COM NEW 755111507 47,847 390,176 SH   DFND 15 0 390,176 0
RAYTHEON CO COM NEW 755111507 1,705 13,900 SH   DFND 5 0 0 13,900
RAYTHEON CO COM NEW 755111507 1,125 9,174 SH   DFND 11 0 9,174 0
RBC BEARINGS INC COM 75524B104 760 10,378 SH   DFND 15 0 10,378 0
RE MAX HLDGS INC CL A 75524W108 126 3,680 SH   DFND 1 0 3,680 0
RE MAX HLDGS INC CL A 75524W108 31 900 SH   DFND 1,3 0 900 0
RE MAX HLDGS INC CL A 75524W108 1,035 30,166 SH   DFND 15 0 30,166 0
READING INTERNATIONAL INC CL A 755408101 284 23,746 SH   DFND 15 0 23,746 0
REALOGY HLDGS CORP COM 75605Y106 88 2,432 SH   DFND 12,15 0 2,432 0
REALOGY HLDGS CORP COM 75605Y106 63,005 1,744,811 SH   DFND 1 0 1,744,811 0
REALOGY HLDGS CORP COM 75605Y106 1,425 39,457 SH   DFND 15 0 39,457 0
REALOGY HLDGS CORP COM 75605Y106 329 9,100 SH   DFND 5 0 0 9,100
REALOGY HLDGS CORP COM 75605Y106 170 4,700 SH   DFND 11 0 4,700 0
REALPAGE INC COM 75606N109 2,484 119,204 SH   DFND 15 0 119,204 0
REALTY INCOME CORP COM 756109104 90 1,435 SH   DFND 12,15 0 1,435 0
REALTY INCOME CORP COM 756109104 12,817 205,036 SH   DFND 14 0 205,036 0
REALTY INCOME CORP COM 756109104 704,450 11,269,403 SH   DFND 1 0 3,664,612 7,604,791
REALTY INCOME CORP COM 756109104 3,515 56,230 SH   DFND 1,2 0 56,230 0
REALTY INCOME CORP COM 756109104 1,510 24,154 SH   DFND 1,12 0 24,154 0
REALTY INCOME CORP COM 756109104 4,357 69,700 SH   DFND 1,4 0 69,700 0
REALTY INCOME CORP COM 756109104 1,875 30,000 SH   DFND 1,9 0 30,000 0
REALTY INCOME CORP COM 756109104 22,172 354,700 SH   DFND 1,3 0 354,700 0
REALTY INCOME CORP COM 756109104 9,664 154,600 SH   DFND 1,5 0 154,600 0
REALTY INCOME CORP COM 756109104 425 6,800 SH   DFND 1,8 0 0 6,800
REALTY INCOME CORP COM 756109104 8,567 137,054 SH   DFND 1,13 0 137,054 0
REALTY INCOME CORP COM 756109104 88,504 1,415,834 SH   DFND 15 0 1,415,834 0
REALTY INCOME CORP COM 756109104 8,445 135,100 SH   DFND 5 0 101,500 33,600
REALTY INCOME CORP COM 756109104 8,464 135,400 SH   DFND 5,9 0 135,400 0
REALTY INCOME CORP COM 756109104 2,438 39,000 SH   DFND 5,6 0 17,800 21,200
REALTY INCOME CORP COM 756109104 519 8,300 SH   DFND 5,7 0 0 8,300
REALTY INCOME CORP COM 756109104 475 7,600 SH   DFND 11 0 7,600 0
REALTY INCOME CORP COM 756109104 1,594 25,500 SH   DFND 7 0 25,500 0
REALTY INCOME CORP COM 756109104 1,344 21,500 SH   DFND 13 0 21,500 0
RED HAT INC COM 756577102 38 508 SH   DFND 12,15 0 508 0
RED HAT INC COM 756577102 5,104 68,504 SH   DFND 14 0 68,504 0
RED HAT INC COM 756577102 10,953 147,005 SH   DFND 1 0 147,005 0
RED HAT INC COM 756577102 2,260 30,338 SH   DFND 15 0 30,338 0
RED HAT INC COM 756577102 559 7,500 SH   DFND 5 0 0 7,500
RED HAT INC COM 756577102 425 5,700 SH   DFND 11 0 5,700 0
RED HAT INC NOTE 0.250%10/0 756577AD4 45,996 37,075,000 PRN   DFND 1 0 37,075,000 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,492 23,138 SH   DFND 15 0 23,138 0
REDWOOD TR INC COM 758075402 313 23,932 SH   DFND 1 0 23,932 0
REDWOOD TR INC COM 758075402 1,922 146,922 SH   DFND 15 0 146,922 0
REGAL BELOIT CORP COM 758750103 7,822 123,989 SH   DFND 2 0 123,989 0
REGAL BELOIT CORP COM 758750103 50 793 SH   DFND 12,15 0 793 0
REGAL BELOIT CORP COM 758750103 862 13,656 SH   DFND 14 0 13,656 0
REGAL BELOIT CORP COM 758750103 29,995 475,437 SH   DFND 1,2 0 475,437 0
REGAL BELOIT CORP COM 758750103 1,594 25,271 SH   DFND 15 0 25,271 0
REGAL BELOIT CORP COM 758750103 113 1,791 SH   DFND 11,2 0 1,791 0
REGAL ENTMT GROUP CL A 758766109 41 1,932 SH   DFND 12,15 0 1,932 0
REGAL ENTMT GROUP CL A 758766109 736 34,801 SH   DFND 15 0 34,801 0
REGENCY CTRS CORP COM 758849103 53 711 SH   DFND 12,15 0 711 0
REGENCY CTRS CORP COM 758849103 5,027 67,155 SH   DFND 14 0 67,155 0
REGENCY CTRS CORP COM 758849103 34,345 458,851 SH   DFND 1 0 57,350 401,501
REGENCY CTRS CORP COM 758849103 1,183 15,800 SH   DFND 1,4 0 15,800 0
REGENCY CTRS CORP COM 758849103 554 7,400 SH   DFND 1,9 0 7,400 0
REGENCY CTRS CORP COM 758849103 389 5,200 SH   DFND 1,3 0 5,200 0
REGENCY CTRS CORP COM 758849103 5,243 70,044 SH   DFND 15 0 70,044 0
REGENCY CTRS CORP COM 758849103 214 2,855 SH   DFND 11 0 2,855 0
REGENCY CTRS CORP COM 758849103 509 6,800 SH   DFND 6 0 6,800 0
REGENERON PHARMACEUTICALS COM 75886F107 8,695 24,122 SH   DFND 12,15 0 24,122 0
REGENERON PHARMACEUTICALS COM 75886F107 4,733 13,131 SH   DFND 14 0 13,131 0
REGENERON PHARMACEUTICALS COM 75886F107 12,465 34,583 SH   DFND 1 0 34,503 80
REGENERON PHARMACEUTICALS COM 75886F107 800 2,220 SH   DFND 1,5 0 2,220 0
REGENERON PHARMACEUTICALS COM 75886F107 22 60 SH   DFND 1,8 0 0 60
REGENERON PHARMACEUTICALS COM 75886F107 330,632 917,301 SH   DFND 15 0 917,301 0
REGENERON PHARMACEUTICALS COM 75886F107 1,189 3,300 SH   DFND 5 0 0 3,300
REGENERON PHARMACEUTICALS COM 75886F107 2,018 5,600 SH   DFND 5,6 0 2,600 3,000
REGENERON PHARMACEUTICALS COM 75886F107 829 2,300 SH   DFND 11 0 2,300 0
REGENERON PHARMACEUTICALS COM 75886F107 469 1,300 SH   DFND 13 0 1,300 0
REGIS CORP MINN COM 758932107 14 914 SH   DFND 12,15 0 914 0
REGIS CORP MINN COM 758932107 2,678 176,273 SH   DFND 15 0 176,273 0
REGENXBIO INC COM 75901B107 2,556 236,640 SH   DFND 1 0 236,640 0
REGENXBIO INC COM 75901B107 684 63,360 SH   DFND 1,12 0 63,360 0
REGENXBIO INC COM 75901B107 2 200 SH   DFND 15 0 200 0
REGIONAL MGMT CORP COM 75902K106 416 24,290 SH   DFND 1 0 24,290 0
REGIONAL MGMT CORP COM 75902K106 164 9,600 SH   DFND 1,3 0 9,600 0
REGIONAL MGMT CORP COM 75902K106 459 26,826 SH   DFND 15 0 26,826 0
REGIONS FINL CORP NEW COM 7591EP100 511 65,129 SH   DFND 12,15 0 65,129 0
REGIONS FINL CORP NEW COM 7591EP100 5,655 720,411 SH   DFND 14 0 720,411 0
REGIONS FINL CORP NEW COM 7591EP100 10,146 1,292,424 SH   DFND 1 0 1,290,524 1,900
REGIONS FINL CORP NEW COM 7591EP100 24,586 3,132,035 SH   DFND 15 0 3,132,035 0
REGIONS FINL CORP NEW COM 7591EP100 711 90,600 SH   DFND 5 0 29,200 61,400
REGIONS FINL CORP NEW COM 7591EP100 916 116,700 SH   DFND 5,6 0 48,300 68,400
REGIONS FINL CORP NEW COM 7591EP100 311 39,663 SH   DFND 11 0 39,663 0
REINSURANCE GROUP AMER INC COM NEW 759351604 173 1,796 SH   DFND 12,15 0 1,796 0
REINSURANCE GROUP AMER INC COM NEW 759351604 2,167 22,515 SH   DFND 14 0 22,515 0
REINSURANCE GROUP AMER INC COM NEW 759351604 41,667 432,900 SH   DFND 1 0 432,900 0
REINSURANCE GROUP AMER INC COM NEW 759351604 298 3,100 SH   DFND 1,9 0 3,100 0
REINSURANCE GROUP AMER INC COM NEW 759351604 6,842 71,087 SH   DFND 15 0 71,087 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 231 3,345 SH   DFND 12,15 0 3,345 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,479 21,377 SH   DFND 14 0 21,377 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 775 11,200 SH   DFND 1 0 11,200 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 7,318 105,770 SH   DFND 15 0 105,770 0
RELX PLC SPONSORED ADR 759530108 105,298 5,603,937 SH   DFND 1 0 5,603,937 0
RELX PLC SPONSORED ADR 759530108 5,157 274,472 SH   DFND 15 0 274,472 0
RELX NV SPONSORED ADR 75955B102 5,712 325,837 SH   DFND 15 0 325,837 0
RENASANT CORP COM 75970E107 728 22,116 SH   DFND 15 0 22,116 0
RENESOLA LTD SPONS ADS 75971T103 725 503,713 SH   DFND 15 0 503,713 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 45 4,807 SH   DFND 12,15 0 4,807 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,417 467,909 SH   DFND 15 0 467,909 0
RENREN INC SPONSORED ADR 759892102 450 137,738 SH   DFND 15 0 137,738 0
REPLIGEN CORP COM 759916109 38,013 1,417,327 SH   DFND 1 0 1,417,327 0
REPLIGEN CORP COM 759916109 759 28,300 SH   DFND 1,3 0 28,300 0
REPLIGEN CORP COM 759916109 9,548 356,009 SH   DFND 15 0 356,009 0
REPLIGEN CORP COM 759916109 129 4,800 SH   DFND 5 0 0 4,800
RENT A CTR INC NEW COM 76009N100 56 3,511 SH   DFND 12,15 0 3,511 0
RENT A CTR INC NEW COM 76009N100 4,340 273,800 SH   DFND 1 0 273,800 0
RENT A CTR INC NEW COM 76009N100 1,680 106,023 SH   DFND 15 0 106,023 0
RENTECH INC COM NEW 760112201 280 126,322 SH   DFND 15 0 126,322 0
REPUBLIC BANCORP KY CL A 760281204 221 8,570 SH   DFND 1 0 8,570 0
REPUBLIC BANCORP KY CL A 760281204 57 2,200 SH   DFND 1,3 0 2,200 0
REPUBLIC BANCORP KY CL A 760281204 328 12,690 SH   DFND 15 0 12,690 0
REPUBLIC SVCS INC COM 760759100 220 4,627 SH   DFND 12,15 0 4,627 0
REPUBLIC SVCS INC COM 760759100 172,147 3,612,735 SH   DFND 1 0 3,612,735 0
REPUBLIC SVCS INC COM 760759100 395 8,300 SH   DFND 1,9 0 8,300 0
REPUBLIC SVCS INC COM 760759100 1,432 30,055 SH   DFND 1,15 0 30,055 0
REPUBLIC SVCS INC COM 760759100 78,337 1,644,013 SH   DFND 15 0 1,644,013 0
REPUBLIC SVCS INC COM 760759100 350 7,347 SH   DFND 11 0 7,347 0
RESMED INC COM 761152107 41 703 SH   DFND 12,15 0 703 0
RESMED INC COM 761152107 4,367 75,527 SH   DFND 14 0 75,527 0
RESMED INC COM 761152107 39,518 683,470 SH   DFND 1 0 683,470 0
RESMED INC COM 761152107 5,706 98,694 SH   DFND 1,12 0 98,694 0
RESMED INC COM 761152107 801 13,855 SH   DFND 15 0 13,855 0
RESMED INC COM 761152107 243 4,200 SH   DFND 11 0 4,200 0
RESOLUTE FST PRODS INC COM 76117W109 12 2,205 SH   DFND 12,15 0 2,205 0
RESOLUTE FST PRODS INC COM 76117W109 84 15,318 SH   DFND 14 0 15,318 0
RESOLUTE FST PRODS INC COM 76117W109 1,721 312,337 SH   DFND 15 0 312,337 0
RESOURCE AMERICA INC CL A 761195205 188 32,611 SH   DFND 15 0 32,611 0
RESOURCE CAP CORP COM NEW 76120W708 7,997 710,837 SH   DFND 15 0 710,837 0
RESOURCES CONNECTION INC COM 76122Q105 55,793 3,585,639 SH   DFND 1 0 3,585,639 0
RESOURCES CONNECTION INC COM 76122Q105 22 1,400 SH   DFND 1,3 0 1,400 0
RESOURCES CONNECTION INC COM 76122Q105 979 62,909 SH   DFND 15 0 62,909 0
RESTORATION HARDWARE HLDGS I COM 761283100 658 15,712 SH   DFND 15 0 15,712 0
RETROPHIN INC COM 761299106 437 32,027 SH   DFND 14 0 32,027 0
RETROPHIN INC COM 761299106 8,913 652,493 SH   DFND 1 0 573,380 79,113
RETROPHIN INC COM 761299106 3 191 SH   DFND 15 0 191 0
RETROPHIN INC COM 761299106 671 49,123 SH   DFND 6 0 49,123 0
RETROPHIN INC COM 761299106 324 23,691 SH   DFND 6,12 0 23,691 0
RETROPHIN INC COM 761299106 86 6,301 SH   DFND 6,9 0 6,301 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,830 72,892 SH   DFND 2 0 72,892 0
RESTAURANT BRANDS INTL INC COM 76131D103 103 2,643 SH   DFND 2,15 0 2,643 0
RESTAURANT BRANDS INTL INC COM 76131D103 8,977 231,190 SH   DFND 1,2 0 231,190 0
RESTAURANT BRANDS INTL INC COM 76131D103 131 3,382 SH   DFND 15 0 3,382 0
RESTAURANT BRANDS INTL INC COM 76131D103 218 5,617 SH   DFND 5 0 0 5,617
RESTAURANT BRANDS INTL INC COM 76131D103 237 6,100 SH   DFND 11 0 6,100 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 176,300 8,762,442 SH   DFND 1 0 7,561,651 1,200,791
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,667 132,543 SH   DFND 1,2 0 132,543 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 1,106 54,970 SH   DFND 1,12 0 54,970 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 362 18,000 SH   DFND 1,9 0 18,000 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 15,655 778,099 SH   DFND 1,3 0 778,099 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 131 6,494 SH   DFND 1,15 0 6,494 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 6,401 318,158 SH   DFND 1,13 0 318,158 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 6,579 326,970 SH   DFND 15 0 326,970 0
RETAIL PPTYS AMER INC CL A 76131V202 59 3,714 SH   DFND 12,15 0 3,714 0
RETAIL PPTYS AMER INC CL A 76131V202 64,549 4,072,521 SH   DFND 1 0 0 4,072,521
RETAIL PPTYS AMER INC CL A 76131V202 1,183 74,634 SH   DFND 15 0 74,634 0
RETAILMENOT INC COM SER 1 76132B106 575 71,781 SH   DFND 15 0 71,781 0
REVANCE THERAPEUTICS INC COM 761330109 1,215 69,594 SH   DFND 15 0 69,594 0
REVLON INC CL A NEW 761525609 363 9,977 SH   DFND 15 0 9,977 0
REX ENERGY CORPORATION COM 761565100 498 648,042 SH   DFND 15 0 648,042 0
REX AMERICAN RESOURCES CORP COM 761624105 2,746 49,500 SH   DFND 1 0 35,000 14,500
REX AMERICAN RESOURCES CORP COM 761624105 610 11,000 SH   DFND 1,3 0 11,000 0
REX AMERICAN RESOURCES CORP COM 761624105 2,503 45,121 SH   DFND 15 0 45,121 0
REX AMERICAN RESOURCES CORP COM 761624105 344 6,200 SH   DFND 5 0 0 6,200
REXNORD CORP NEW COM 76169B102 37 1,812 SH   DFND 12,15 0 1,812 0
REXNORD CORP NEW COM 76169B102 583 28,809 SH   DFND 15 0 28,809 0
REXFORD INDL RLTY INC COM 76169C100 82,426 4,538,867 SH   DFND 1 0 3,906,094 632,773
REXFORD INDL RLTY INC COM 76169C100 1,260 69,379 SH   DFND 1,2 0 69,379 0
REXFORD INDL RLTY INC COM 76169C100 517 28,475 SH   DFND 1,12 0 28,475 0
REXFORD INDL RLTY INC COM 76169C100 138 7,600 SH   DFND 1,9 0 7,600 0
REXFORD INDL RLTY INC COM 76169C100 7,492 412,576 SH   DFND 1,3 0 412,576 0
REXFORD INDL RLTY INC COM 76169C100 2,966 163,328 SH   DFND 1,13 0 163,328 0
REXFORD INDL RLTY INC COM 76169C100 701 38,594 SH   DFND 15 0 38,594 0
REYNOLDS AMERICAN INC COM 761713106 1,440 28,614 SH   DFND 12,15 0 28,614 0
REYNOLDS AMERICAN INC COM 761713106 1,884 37,443 SH   DFND 14 0 37,443 0
REYNOLDS AMERICAN INC COM 761713106 90,633 1,801,492 SH   DFND 1 0 1,801,492 0
REYNOLDS AMERICAN INC COM 761713106 42,978 854,268 SH   DFND 15 0 854,268 0
REYNOLDS AMERICAN INC COM 761713106 1,716 34,100 SH   DFND 5 0 0 34,100
REYNOLDS AMERICAN INC COM 761713106 1,311 26,060 SH   DFND 11 0 26,060 0
REYNOLDS AMERICAN INC COM 761713106 1,935,250 38,466,508 SH   DFND 6 0 38,466,508 0
REYNOLDS AMERICAN INC COM 761713106 1,057 21,012 SH   DFND 6,9 0 21,012 0
RICE ENERGY INC COM 762760106 1,549 110,956 SH   DFND 15 0 110,956 0
RICHMONT MINES INC COM 76547T106 102 18,044 SH   DFND 15 0 18,044 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 72 34,600 SH   DFND 1,3 0 34,600 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 42 20,134 SH   DFND 15 0 20,134 0
RIGNET INC COM 766582100 266 19,468 SH   DFND 15 0 19,468 0
RINGCENTRAL INC CL A 76680R206 2,297 145,855 SH   DFND 15 0 145,855 0
RING ENERGY INC COM 76680V108 55 10,807 SH   DFND 15 0 10,807 0
RIO TINTO PLC SPONSORED ADR 767204100 403 14,264 SH   DFND 1 0 14,264 0
RIO TINTO PLC SPONSORED ADR 767204100 26,027 920,658 SH   DFND 15 0 920,658 0
RITCHIE BROS AUCTIONEERS COM 767744105 77 2,845 SH   DFND 2,15 0 2,845 0
RITCHIE BROS AUCTIONEERS COM 767744105 2,210 81,600 SH   DFND 1 0 81,600 0
RITCHIE BROS AUCTIONEERS COM 767744105 5,546 204,808 SH   DFND 15 0 204,808 0
RITE AID CORP COM 767754104 170 20,819 SH   DFND 12,15 0 20,819 0
RITE AID CORP COM 767754104 3,467 425,450 SH   DFND 15 0 425,450 0
RITE AID CORP COM 767754104 265 32,500 SH   DFND 11 0 32,500 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,100 88,273 SH   DFND 15 0 88,273 0
ROBERT HALF INTL INC COM 770323103 62 1,337 SH   DFND 12,15 0 1,337 0
ROBERT HALF INTL INC COM 770323103 11,086 237,999 SH   DFND 1 0 237,999 0
ROBERT HALF INTL INC COM 770323103 3,935 84,478 SH   DFND 15 0 84,478 0
ROBERT HALF INTL INC COM 770323103 335 7,200 SH   DFND 5 0 0 7,200
ROBERT HALF INTL INC COM 770323103 188 4,036 SH   DFND 11 0 4,036 0
ROCKET FUEL INC COM 773111109 163 51,673 SH   DFND 15 0 51,673 0
ROCKWELL AUTOMATION INC COM 773903109 142 1,249 SH   DFND 12,15 0 1,249 0
ROCKWELL AUTOMATION INC COM 773903109 13,412 117,907 SH   DFND 14 0 117,907 0
ROCKWELL AUTOMATION INC COM 773903109 11,307 99,398 SH   DFND 1 0 99,398 0
ROCKWELL AUTOMATION INC COM 773903109 6,260 55,036 SH   DFND 15 0 55,036 0
ROCKWELL AUTOMATION INC COM 773903109 489 4,300 SH   DFND 5 0 0 4,300
ROCKWELL AUTOMATION INC COM 773903109 451 3,969 SH   DFND 11 0 3,969 0
ROCKWELL COLLINS INC COM 774341101 105 1,135 SH   DFND 12,15 0 1,135 0
ROCKWELL COLLINS INC COM 774341101 1,362 14,776 SH   DFND 14 0 14,776 0
ROCKWELL COLLINS INC COM 774341101 10,762 116,711 SH   DFND 1 0 116,711 0
ROCKWELL COLLINS INC COM 774341101 1,295 14,040 SH   DFND 1,15 0 14,040 0
ROCKWELL COLLINS INC COM 774341101 80,431 872,257 SH   DFND 15 0 872,257 0
ROCKWELL COLLINS INC COM 774341101 668 7,241 SH   DFND 5 0 0 7,241
ROCKWELL COLLINS INC COM 774341101 367 3,980 SH   DFND 11 0 3,980 0
ROCKY BRANDS INC COM 774515100 241 18,949 SH   DFND 15 0 18,949 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 4,543 141,010 SH   DFND 15 0 141,010 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,027 50,644 SH   DFND 2,15 0 50,644 0
ROGERS COMMUNICATIONS INC CL B 775109200 22 544 SH   DFND 12,15 0 544 0
ROGERS COMMUNICATIONS INC CL B 775109200 176 4,400 SH   DFND 1 0 4,400 0
ROGERS COMMUNICATIONS INC CL B 775109200 549 13,727 SH   DFND 1,2 0 13,727 0
ROGERS COMMUNICATIONS INC CL B 775109200 10,027 250,551 SH   DFND 15 0 250,551 0
ROGERS COMMUNICATIONS INC CL B 775109200 439 10,968 SH   DFND 5 0 0 10,968
ROGERS COMMUNICATIONS INC CL B 775109200 448 11,190 SH   DFND 11 0 11,190 0
ROGERS CORP COM 775133101 867 14,484 SH   DFND 14 0 14,484 0
ROGERS CORP COM 775133101 5,030 84,012 SH   DFND 15 0 84,012 0
ROLLINS INC COM 775711104 37,874 1,396,529 SH   DFND 15 0 1,396,529 0
ROPER TECHNOLOGIES INC COM 776696106 19,695 107,757 SH   DFND 2 0 107,757 0
ROPER TECHNOLOGIES INC COM 776696106 459 2,513 SH   DFND 12,15 0 2,513 0
ROPER TECHNOLOGIES INC COM 776696106 63,254 346,087 SH   DFND 1 0 346,087 0
ROPER TECHNOLOGIES INC COM 776696106 1,306 7,148 SH   DFND 1,15 0 7,148 0
ROPER TECHNOLOGIES INC COM 776696106 172,191 942,120 SH   DFND 15 0 942,120 0
ROPER TECHNOLOGIES INC COM 776696106 548 3,000 SH   DFND 5 0 0 3,000
ROPER TECHNOLOGIES INC COM 776696106 558 3,052 SH   DFND 11 0 3,052 0
ROSS STORES INC COM 778296103 138,431 2,390,861 SH   DFND 2 0 2,390,861 0
ROSS STORES INC COM 778296103 5,614 96,954 SH   DFND 12,15 0 96,954 0
ROSS STORES INC COM 778296103 1,205 20,804 SH   DFND 14 0 20,804 0
ROSS STORES INC COM 778296103 11,103 191,766 SH   DFND 1 0 191,766 0
ROSS STORES INC COM 778296103 7,443 128,553 SH   DFND 1,2 0 128,553 0
ROSS STORES INC COM 778296103 2,645 45,686 SH   DFND 1,9 0 45,686 0
ROSS STORES INC COM 778296103 202,935 3,504,925 SH   DFND 15 0 3,504,925 0
ROSS STORES INC COM 778296103 1,013 17,500 SH   DFND 5 0 0 17,500
ROSS STORES INC COM 778296103 715 12,348 SH   DFND 11 0 12,348 0
ROUSE PPTYS INC COM 779287101 448 24,363 SH   DFND 15 0 24,363 0
ROVI CORP COM 779376102 33,484 1,632,580 SH   DFND 2 0 1,632,580 0
ROVI CORP COM 779376102 42 2,041 SH   DFND 12,15 0 2,041 0
ROVI CORP COM 779376102 11,166 544,410 SH   DFND 1 0 440,710 103,700
ROVI CORP COM 779376102 24,266 1,183,112 SH   DFND 1,2 0 1,183,112 0
ROVI CORP COM 779376102 431 21,000 SH   DFND 1,3 0 21,000 0
ROVI CORP COM 779376102 9,187 447,946 SH   DFND 15 0 447,946 0
ROVI CORP COM 779376102 90 4,364 SH   DFND 11,2 0 4,364 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 6,681 7,000,000 PRN   DFND 1 0 7,000,000 0
ROYAL BK CDA MONTREAL QUE COM 780087102 106,235 1,845,638 SH   DFND 2 0 1,845,638 0
ROYAL BK CDA MONTREAL QUE COM 780087102 8,469 147,140 SH   DFND 2,15 0 147,140 0
ROYAL BK CDA MONTREAL QUE COM 780087102 79 1,381 SH   DFND 12,15 0 1,381 0
ROYAL BK CDA MONTREAL QUE COM 780087102 99 1,722 SH   DFND 4 0 1,722 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,168 20,293 SH   DFND 14 0 20,293 0
ROYAL BK CDA MONTREAL QUE COM 780087102 18,823 327,009 SH   DFND 1,2 0 327,009 0
ROYAL BK CDA MONTREAL QUE COM 780087102 14,691 255,229 SH   DFND 15 0 255,229 0
ROYAL BK CDA MONTREAL QUE COM 780087102 3,200 55,600 SH   DFND 5 0 0 55,600
ROYAL BK CDA MONTREAL QUE COM 780087102 927 16,100 SH   DFND 5,6 0 6,700 9,400
ROYAL BK CDA MONTREAL QUE COM 780087102 2,596 45,101 SH   DFND 11 0 45,101 0
ROYAL BK CDA MONTREAL QUE COM 780087102 495 8,600 SH   DFND 13 0 8,600 0
ROYAL BK SCOTLAND GROUP PLC SPONS ADR 2 ORD 780097689 126 19,727 SH   DFND 15 0 19,727 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 74 2,900 SH   DFND 1 0 2,900 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 61,146 2,402,581 SH   DFND 15 0 2,402,581 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 217 8,700 SH   DFND 1 0 8,700 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 46,889 1,883,857 SH   DFND 15 0 1,883,857 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 181 7,400 SH   DFND 1 0 7,400 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 3,128 127,997 SH   DFND 15 0 127,997 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 271 11,201 SH   DFND 1 0 11,201 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 51,424 2,124,960 SH   DFND 15 0 2,124,960 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,732 35,211 SH   DFND 14 0 35,211 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 56,320 1,144,957 SH   DFND 1 0 1,144,957 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 2,091 42,518 SH   DFND 15 0 42,518 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 6,465 133,434 SH   DFND 14 0 133,434 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 399,465 8,244,899 SH   DFND 1 0 8,036,193 208,706
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 40,719 840,434 SH   DFND 1,2 0 840,434 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 8,858 182,832 SH   DFND 1,9 0 182,832 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 328 6,761 SH   DFND 1,3 0 6,761 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 61 1,267 SH   DFND 1,11 0 1,267 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,315 47,787 SH   DFND 15 0 47,787 0
ROYAL GOLD INC COM 780287108 587 11,440 SH   DFND 14 0 11,440 0
ROYAL GOLD INC COM 780287108 3,228 62,933 SH   DFND 15 0 62,933 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 20,010 20,926,000 PRN   DFND 1 0 20,926,000 0
ROYCE VALUE TR INC COM 780910105 1,669 142,543 SH   DFND 14 0 142,543 0
RUBY TUESDAY INC COM 781182100 30 5,600 SH   DFND 1,3 0 5,600 0
RUBY TUESDAY INC COM 781182100 1,413 262,656 SH   DFND 15 0 262,656 0
RUCKUS WIRELESS INC COM 781220108 4,090 416,941 SH   DFND 15 0 416,941 0
RUDOLPH TECHNOLOGIES INC COM 781270103 513 37,550 SH   DFND 1 0 27,550 10,000
RUDOLPH TECHNOLOGIES INC COM 781270103 128 9,400 SH   DFND 1,3 0 9,400 0
RUDOLPH TECHNOLOGIES INC COM 781270103 2,379 174,192 SH   DFND 15 0 174,192 0
RUSH ENTERPRISES INC CL A 781846209 29 1,610 SH   DFND 12,15 0 1,610 0
RUSH ENTERPRISES INC CL A 781846209 459 25,161 SH   DFND 15 0 25,161 0
RUTHS HOSPITALITY GROUP INC COM 783332109 13 682 SH   DFND 1 0 682 0
RUTHS HOSPITALITY GROUP INC COM 783332109 8,922 484,604 SH   DFND 15 0 484,604 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 66,547 775,430 SH   DFND 2 0 775,430 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 8,204 95,590 SH   DFND 1,2 0 95,590 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 546 6,358 SH   DFND 15 0 6,358 0
RYDER SYS INC COM 783549108 119 1,836 SH   DFND 12,15 0 1,836 0
RYDER SYS INC COM 783549108 10,569 163,156 SH   DFND 1 0 163,156 0
RYDER SYS INC COM 783549108 33 504 SH   DFND 1,15 0 504 0
RYDER SYS INC COM 783549108 2,726 42,080 SH   DFND 15 0 42,080 0
RYERSON HLDG CORP COM 783754104 278 50,050 SH   DFND 1 0 50,050 0
RYERSON HLDG CORP COM 783754104 333 59,894 SH   DFND 15 0 59,894 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 4,997 4,100,000 PRN   DFND 1 0 4,100,000 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 2,080 2,350,000 PRN   DFND 1 0 2,350,000 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 34 657 SH   DFND 12,15 0 657 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 100 1,943 SH   DFND 1,15 0 1,943 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 536 10,405 SH   DFND 15 0 10,405 0
S & T BANCORP INC COM 783859101 786 30,512 SH   DFND 1 0 5,612 24,900
S & T BANCORP INC COM 783859101 31 1,200 SH   DFND 1,3 0 1,200 0
S & T BANCORP INC COM 783859101 5,339 207,259 SH   DFND 15 0 207,259 0
S & T BANCORP INC COM 783859101 283 11,000 SH   DFND 5 0 0 11,000
SBA COMMUNICATIONS CORP COM 78388J106 2,929 29,243 SH   DFND 12,15 0 29,243 0
SBA COMMUNICATIONS CORP COM 78388J106 1,970 19,667 SH   DFND 14 0 19,667 0
SBA COMMUNICATIONS CORP COM 78388J106 126,471 1,262,566 SH   DFND 1 0 1,262,566 0
SBA COMMUNICATIONS CORP COM 78388J106 385 3,847 SH   DFND 1,3 0 3,847 0
SBA COMMUNICATIONS CORP COM 78388J106 105,793 1,056,134 SH   DFND 15 0 1,056,134 0
SBA COMMUNICATIONS CORP COM 78388J106 761 7,600 SH   DFND 5 0 0 7,600
SBA COMMUNICATIONS CORP COM 78388J106 391 3,900 SH   DFND 11 0 3,900 0
SEI INVESTMENTS CO COM 784117103 2,569 59,685 SH   DFND 14 0 59,685 0
SEI INVESTMENTS CO COM 784117103 2,817 65,430 SH   DFND 15 0 65,430 0
SEI INVESTMENTS CO COM 784117103 194 4,500 SH   DFND 11 0 4,500 0
SJW CORP COM 784305104 2,306 63,430 SH   DFND 1 0 32,030 31,400
SJW CORP COM 784305104 345 9,500 SH   DFND 1,3 0 9,500 0
SJW CORP COM 784305104 616 16,935 SH   DFND 15 0 16,935 0
SJW CORP COM 784305104 80 2,200 SH   DFND 5 0 0 2,200
SK TELECOM LTD SPONSORED ADR 78440P108 768 38,055 SH   DFND 14 0 38,055 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,174 58,190 SH   DFND 15 0 58,190 0
SL GREEN RLTY CORP COM 78440X101 106 1,096 SH   DFND 12,15 0 1,096 0
SL GREEN RLTY CORP COM 78440X101 2,717 28,043 SH   DFND 14 0 28,043 0
SL GREEN RLTY CORP COM 78440X101 186,184 1,921,796 SH   DFND 1 0 1,312,024 609,772
SL GREEN RLTY CORP COM 78440X101 2,282 23,552 SH   DFND 1,2 0 23,552 0
SL GREEN RLTY CORP COM 78440X101 946 9,768 SH   DFND 1,12 0 9,768 0
SL GREEN RLTY CORP COM 78440X101 13,389 138,204 SH   DFND 1,3 0 138,204 0
SL GREEN RLTY CORP COM 78440X101 634 6,547 SH   DFND 1,15 0 6,547 0
SL GREEN RLTY CORP COM 78440X101 5,475 56,515 SH   DFND 1,13 0 56,515 0
SL GREEN RLTY CORP COM 78440X101 11,274 116,374 SH   DFND 15 0 116,374 0
SL GREEN RLTY CORP COM 78440X101 291 3,000 SH   DFND 11 0 3,000 0
SLM CORP COM 78442P106 122 19,166 SH   DFND 12,15 0 19,166 0
SLM CORP COM 78442P106 2,297 361,175 SH   DFND 15 0 361,175 0
SM ENERGY CO COM 78454L100 490 26,127 SH   DFND 12,15 0 26,127 0
SM ENERGY CO COM 78454L100 1,207 64,389 SH   DFND 14 0 64,389 0
SM ENERGY CO COM 78454L100 6,898 368,066 SH   DFND 15 0 368,066 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 966 4,700 SH   DFND 4 0 4,700 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,138 5,535 SH   DFND 14 0 5,535 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,799 37,950 SH   DFND 1,4 0 37,950 0
SPX CORP COM 784635104 1,331 88,594 SH   DFND 1 0 88,594 0
SPX CORP COM 784635104 2,001 133,199 SH   DFND 15 0 133,199 0
SPS COMM INC COM 78463M107 3,197 74,456 SH   DFND 15 0 74,456 0
SPDR GOLD TRUST GOLD SHS 78463V107 10,129 86,100 SH   DFND 1,2 0 86,100 0
SPDR INDEX SHS FDS S&P EM MKT DIV 78463X533 1,126 42,110 SH   DFND 14 0 42,110 0
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 1,281 26,160 SH   DFND 14 0 26,160 0
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 2,611 74,442 SH   DFND 14 0 74,442 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 1,105 26,653 SH   DFND 14 0 26,653 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 1,475 34,134 SH   DFND 14 0 34,134 0
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 1,809 33,322 SH   DFND 14 0 33,322 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 50,901 802,609 SH   DFND 1 0 761,025 41,584
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 243 3,833 SH   DFND 1,3 0 3,833 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,958 78,181 SH   DFND 15 0 78,181 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,558 40,338 SH   DFND 6 0 40,338 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,261 19,877 SH   DFND 6,12 0 19,877 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 339 5,344 SH   DFND 6,9 0 5,344 0
SPX FLOW INC COM 78469X107 72 2,883 SH   DFND 12,15 0 2,883 0
SPX FLOW INC COM 78469X107 341 13,594 SH   DFND 1 0 13,594 0
SPX FLOW INC COM 78469X107 2,048 81,654 SH   DFND 15 0 81,654 0
SVB FINL GROUP COM 78486Q101 69 675 SH   DFND 12,15 0 675 0
SVB FINL GROUP COM 78486Q101 1,593 15,608 SH   DFND 14 0 15,608 0
SVB FINL GROUP COM 78486Q101 115,362 1,130,442 SH   DFND 1 0 1,108,624 21,818
SVB FINL GROUP COM 78486Q101 346 3,391 SH   DFND 1,3 0 3,391 0
SVB FINL GROUP COM 78486Q101 6,531 63,996 SH   DFND 15 0 63,996 0
SABRA HEALTH CARE REIT INC COM 78573L106 341 16,961 SH   DFND 1 0 16,961 0
SABRA HEALTH CARE REIT INC COM 78573L106 6,836 340,255 SH   DFND 15 0 340,255 0
SABRE CORP COM 78573M104 935 32,318 SH   DFND 14 0 32,318 0
SABRE CORP COM 78573M104 4,073 140,844 SH   DFND 15 0 140,844 0
SABRE CORP COM 78573M104 165 5,700 SH   DFND 11 0 5,700 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 13 974 SH   DFND 12,15 0 974 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,329 100,287 SH   DFND 15 0 100,287 0
SAFETY INS GROUP INC COM 78648T100 13 222 SH   DFND 1 0 222 0
SAFETY INS GROUP INC COM 78648T100 4,664 81,738 SH   DFND 15 0 81,738 0
SAGE THERAPEUTICS INC COM 78667J108 1,272 39,687 SH   DFND 15 0 39,687 0
SAGENT PHARMACEUTICALS INC COM 786692103 348 28,600 SH   DFND 1 0 28,600 0
SAGENT PHARMACEUTICALS INC COM 786692103 11 900 SH   DFND 1,3 0 900 0
SAGENT PHARMACEUTICALS INC COM 786692103 915 75,202 SH   DFND 15 0 75,202 0
SAGENT PHARMACEUTICALS INC COM 786692103 40 3,300 SH   DFND 5 0 0 3,300
SAIA INC COM 78709Y105 138 4,918 SH   DFND 14 0 4,918 0
SAIA INC COM 78709Y105 1,383 49,114 SH   DFND 15 0 49,114 0
ST JOE CO COM 790148100 23 1,357 SH   DFND 12,15 0 1,357 0
ST JOE CO COM 790148100 180 10,510 SH   DFND 1 0 10,510 0
ST JOE CO COM 790148100 70 4,100 SH   DFND 1,3 0 4,100 0
ST JOE CO COM 790148100 1,789 104,297 SH   DFND 15 0 104,297 0
ST JUDE MED INC COM 790849103 166 3,014 SH   DFND 12,15 0 3,014 0
ST JUDE MED INC COM 790849103 4,335 78,819 SH   DFND 14 0 78,819 0
ST JUDE MED INC COM 790849103 10,462 190,221 SH   DFND 1 0 190,221 0
ST JUDE MED INC COM 790849103 3,363 61,144 SH   DFND 15 0 61,144 0
ST JUDE MED INC COM 790849103 677 12,300 SH   DFND 5 0 0 12,300
ST JUDE MED INC COM 790849103 471 8,570 SH   DFND 11 0 8,570 0
SALESFORCE COM INC COM 79466L302 80 1,088 SH   DFND 12,15 0 1,088 0
SALESFORCE COM INC COM 79466L302 3,468 46,977 SH   DFND 14 0 46,977 0
SALESFORCE COM INC COM 79466L302 248,371 3,364,096 SH   DFND 1 0 3,364,096 0
SALESFORCE COM INC COM 79466L302 3,933 53,265 SH   DFND 1,12 0 53,265 0
SALESFORCE COM INC COM 79466L302 16,324 221,104 SH   DFND 15 0 221,104 0
SALESFORCE COM INC COM 79466L302 1,875 25,400 SH   DFND 5 0 0 25,400
SALESFORCE COM INC COM 79466L302 1,410 19,100 SH   DFND 11 0 19,100 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 35,058 28,330,000 PRN   DFND 1 0 28,330,000 0
SALIENT MIDSTREAM & MLP FD SH BEN INT 79471V105 1,568 196,013 SH   DFND 14 0 196,013 0
SALLY BEAUTY HLDGS INC COM 79546E104 44 1,372 SH   DFND 12,15 0 1,372 0
SALLY BEAUTY HLDGS INC COM 79546E104 21,689 669,839 SH   DFND 1 0 669,839 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,383 42,700 SH   DFND 15 0 42,700 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,665 82,311 SH   DFND 6 0 82,311 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,298 40,079 SH   DFND 6,12 0 40,079 0
SALLY BEAUTY HLDGS INC COM 79546E104 347 10,717 SH   DFND 6,9 0 10,717 0
SANCHEZ ENERGY CORP COM 79970Y105 1,253 228,199 SH   DFND 15 0 228,199 0
SANDERSON FARMS INC COM 800013104 9 100 SH   DFND 1 0 100 0
SANDERSON FARMS INC COM 800013104 6,366 70,593 SH   DFND 15 0 70,593 0
SANDISK CORP COM 80004C101 173 2,277 SH   DFND 12,15 0 2,277 0
SANDISK CORP COM 80004C101 481 6,321 SH   DFND 14 0 6,321 0
SANDISK CORP COM 80004C101 10,673 140,280 SH   DFND 1 0 140,280 0
SANDISK CORP COM 80004C101 3,775 49,624 SH   DFND 15 0 49,624 0
SANDISK CORP COM 80004C101 799 10,500 SH   DFND 5 0 0 10,500
SANDISK CORP COM 80004C101 464 6,101 SH   DFND 11 0 6,101 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 13,798 8,750,000 PRN   DFND 1 0 8,750,000 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 80,244 77,297,000 PRN   DFND 1 0 68,492,000 8,805,000
SANDSTORM GOLD LTD COM NEW 80013R206 881 267,867 SH   DFND 2 0 267,867 0
SANDSTORM GOLD LTD COM NEW 80013R206 2,696 819,322 SH   DFND 1,2 0 819,322 0
SANDSTORM GOLD LTD COM NEW 80013R206 476 144,631 SH   DFND 1,9 0 144,631 0
SANDSTORM GOLD LTD COM NEW 80013R206 71 21,541 SH   DFND 15 0 21,541 0
SANDY SPRING BANCORP INC COM 800363103 802 28,814 SH   DFND 15 0 28,814 0
SANFILIPPO JOHN B & SON INC COM 800422107 457 6,610 SH   DFND 1 0 6,610 0
SANFILIPPO JOHN B & SON INC COM 800422107 242 3,500 SH   DFND 1,3 0 3,500 0
SANFILIPPO JOHN B & SON INC COM 800422107 11,252 162,856 SH   DFND 15 0 162,856 0
SANGAMO BIOSCIENCES INC COM 800677106 143 23,600 SH   DFND 15 0 23,600 0
SANMINA CORPORATION COM 801056102 284 12,164 SH   DFND 12,15 0 12,164 0
SANMINA CORPORATION COM 801056102 415 17,741 SH   DFND 14 0 17,741 0
SANMINA CORPORATION COM 801056102 582 24,900 SH   DFND 1 0 19,100 5,800
SANMINA CORPORATION COM 801056102 178 7,600 SH   DFND 1,3 0 7,600 0
SANMINA CORPORATION COM 801056102 9,189 393,017 SH   DFND 15 0 393,017 0
SANOFI SPONSORED ADR 80105N105 19,196 477,996 SH   DFND 14 0 477,996 0
SANOFI SPONSORED ADR 80105N105 238,866 5,947,863 SH   DFND 1 0 5,829,419 118,444
SANOFI SPONSORED ADR 80105N105 17,805 443,358 SH   DFND 1,12 0 443,358 0
SANOFI SPONSORED ADR 80105N105 642 15,977 SH   DFND 1,9 0 15,977 0
SANOFI SPONSORED ADR 80105N105 9,831 244,785 SH   DFND 15 0 244,785 0
SANTANDER CONSUMER USA HDG I COM 80283M101 54 5,177 SH   DFND 12,15 0 5,177 0
SANTANDER CONSUMER USA HDG I COM 80283M101 497 47,343 SH   DFND 14 0 47,343 0
SANTANDER CONSUMER USA HDG I COM 80283M101 12,815 1,221,610 SH   DFND 1 0 1,196,500 25,110
SANTANDER CONSUMER USA HDG I COM 80283M101 1,657 158,000 SH   DFND 1,4 0 158,000 0
SANTANDER CONSUMER USA HDG I COM 80283M101 326 31,100 SH   DFND 1,3 0 31,100 0
SANTANDER CONSUMER USA HDG I COM 80283M101 175 16,700 SH   DFND 1,5 0 0 16,700
SANTANDER CONSUMER USA HDG I COM 80283M101 105 10,000 SH   DFND 1,8 0 0 10,000
SANTANDER CONSUMER USA HDG I COM 80283M101 1,132 107,913 SH   DFND 15 0 107,913 0
SAP SE SPON ADR 803054204 71 881 SH   DFND 14 0 881 0
SAP SE SPON ADR 803054204 77,898 968,643 SH   DFND 1 0 968,643 0
SAP SE SPON ADR 803054204 4,956 61,621 SH   DFND 15 0 61,621 0
SAREPTA THERAPEUTICS INC COM 803607100 5,420 277,654 SH   DFND 1 0 277,654 0
SAREPTA THERAPEUTICS INC COM 803607100 1,568 80,351 SH   DFND 1,12 0 80,351 0
SAREPTA THERAPEUTICS INC COM 803607100 647 33,163 SH   DFND 15 0 33,163 0
SASOL LTD SPONSORED ADR 803866300 2,826 95,676 SH   DFND 15 0 95,676 0
SAUL CTRS INC COM 804395101 13 251 SH   DFND 1 0 251 0
SAUL CTRS INC COM 804395101 3,755 70,827 SH   DFND 15 0 70,827 0
SCANA CORP NEW COM 80589M102 328 4,672 SH   DFND 12,15 0 4,672 0
SCANA CORP NEW COM 80589M102 4,616 65,808 SH   DFND 14 0 65,808 0
SCANA CORP NEW COM 80589M102 11,636 165,874 SH   DFND 1 0 165,874 0
SCANA CORP NEW COM 80589M102 407 5,800 SH   DFND 1,9 0 5,800 0
SCANA CORP NEW COM 80589M102 25,264 360,146 SH   DFND 15 0 360,146 0
SCANA CORP NEW COM 80589M102 638 9,100 SH   DFND 5 0 0 9,100
SCANA CORP NEW COM 80589M102 294 4,191 SH   DFND 11 0 4,191 0
SCANSOURCE INC COM 806037107 60 1,497 SH   DFND 12,15 0 1,497 0
SCANSOURCE INC COM 806037107 5,546 137,345 SH   DFND 15 0 137,345 0
SCHEIN HENRY INC COM 806407102 3,452 19,997 SH   DFND 12,15 0 19,997 0
SCHEIN HENRY INC COM 806407102 10,772 62,397 SH   DFND 1 0 62,397 0
SCHEIN HENRY INC COM 806407102 1,325 7,674 SH   DFND 1,15 0 7,674 0
SCHEIN HENRY INC COM 806407102 224,656 1,301,374 SH   DFND 15 0 1,301,374 0
SCHEIN HENRY INC COM 806407102 829 4,800 SH   DFND 5 0 0 4,800
SCHEIN HENRY INC COM 806407102 432 2,500 SH   DFND 11 0 2,500 0
SCHLUMBERGER LTD COM 806857108 104,374 1,415,242 SH   DFND 2 0 1,415,242 0
SCHLUMBERGER LTD COM 806857108 1,144 15,507 SH   DFND 12,15 0 15,507 0
SCHLUMBERGER LTD COM 806857108 29,867 404,982 SH   DFND 14 0 404,982 0
SCHLUMBERGER LTD COM 806857108 44 600 SH Call DFND 14 0 0 0
SCHLUMBERGER LTD COM 806857108 17,279 234,288 SH   DFND 1 0 234,288 0
SCHLUMBERGER LTD COM 806857108 35,786 485,237 SH   DFND 1,2 0 485,237 0
SCHLUMBERGER LTD COM 806857108 6,557 88,913 SH   DFND 1,9 0 88,913 0
SCHLUMBERGER LTD COM 806857108 43 580 SH   DFND 1,15 0 580 0
SCHLUMBERGER LTD COM 806857108 22,177 300,707 SH   DFND 15 0 300,707 0
SCHLUMBERGER LTD COM 806857108 3,283 44,513 SH   DFND 5 0 0 44,513
SCHLUMBERGER LTD COM 806857108 2,242 30,400 SH   DFND 5,6 0 13,900 16,500
SCHLUMBERGER LTD COM 806857108 2,821 38,257 SH   DFND 11 0 38,257 0
SCHLUMBERGER LTD COM 806857108 689 9,336 SH   DFND 11,2 0 9,336 0
SCHLUMBERGER LTD COM 806857108 848 11,500 SH   DFND 13 0 11,500 0
SCHNITZER STL INDS CL A 806882106 1,387 75,220 SH   DFND 1 0 19,520 55,700
SCHNITZER STL INDS CL A 806882106 138 7,500 SH   DFND 1,3 0 7,500 0
SCHNITZER STL INDS CL A 806882106 1,992 108,023 SH   DFND 15 0 108,023 0
SCHOLASTIC CORP COM 807066105 2,447 65,472 SH   DFND 15 0 65,472 0
SCHULMAN A INC COM 808194104 1,647 60,511 SH   DFND 15 0 60,511 0
SCHWAB CHARLES CORP NEW COM 808513105 788 28,114 SH   DFND 12,15 0 28,114 0
SCHWAB CHARLES CORP NEW COM 808513105 679 24,246 SH   DFND 14 0 24,246 0
SCHWAB CHARLES CORP NEW COM 808513105 559,666 19,973,808 SH   DFND 1 0 19,205,770 768,038
SCHWAB CHARLES CORP NEW COM 808513105 744 26,559 SH   DFND 1,12 0 26,559 0
SCHWAB CHARLES CORP NEW COM 808513105 80 2,868 SH   DFND 1,9 0 2,868 0
SCHWAB CHARLES CORP NEW COM 808513105 853 30,454 SH   DFND 1,3 0 30,454 0
SCHWAB CHARLES CORP NEW COM 808513105 21,735 775,710 SH   DFND 15 0 775,710 0
SCHWAB CHARLES CORP NEW COM 808513105 1,440 51,400 SH   DFND 5 0 0 51,400
SCHWAB CHARLES CORP NEW COM 808513105 1,008 35,965 SH   DFND 11 0 35,965 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 1,288 23,189 SH   DFND 14 0 23,189 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 352 11,169 SH   DFND 14 0 11,169 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 8 269 SH   DFND 1 0 269 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,216 102,146 SH   DFND 15 0 102,146 0
SCIENCE APPLICATNS INTL CP N COM 808625107 37 688 SH   DFND 12,15 0 688 0
SCIENCE APPLICATNS INTL CP N COM 808625107 401 7,516 SH   DFND 14 0 7,516 0
SCIENCE APPLICATNS INTL CP N COM 808625107 3,358 62,948 SH   DFND 15 0 62,948 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 2,094 190,360 SH   DFND 1 0 190,360 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 494 44,900 SH   DFND 1,3 0 44,900 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,093 99,381 SH   DFND 15 0 99,381 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 278 25,300 SH   DFND 5 0 0 25,300
SCIENTIFIC GAMES CORP CL A 80874P109 706 74,861 SH   DFND 14 0 74,861 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,411 149,604 SH   DFND 15 0 149,604 0
SCIQUEST INC NEW COM 80908T101 425 30,584 SH   DFND 15 0 30,584 0
SCOTTS MIRACLE GRO CO CL A 810186106 160 2,205 SH   DFND 12,15 0 2,205 0
SCOTTS MIRACLE GRO CO CL A 810186106 7 100 SH   DFND 1 0 100 0
SCOTTS MIRACLE GRO CO CL A 810186106 6,854 94,189 SH   DFND 15 0 94,189 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,841 118,085 SH   DFND 15 0 118,085 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 159 2,434 SH   DFND 12,15 0 2,434 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,285 19,613 SH   DFND 14 0 19,613 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 13,698 209,133 SH   DFND 1 0 209,133 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 823 12,562 SH   DFND 1,2 0 12,562 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 9,943 151,796 SH   DFND 15 0 151,796 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 157 2,400 SH   DFND 11 0 2,400 0
SEABOARD CORP COM 811543107 811 270 SH   DFND 1 0 270 0
SEABOARD CORP COM 811543107 9,700 3,230 SH   DFND 15 0 3,230 0
SEACHANGE INTL INC COM 811699107 653 118,305 SH   DFND 15 0 118,305 0
SEACOAST BKG CORP FLA COM NEW 811707801 264 16,697 SH   DFND 15 0 16,697 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 578 750,000 PRN   DFND 1 0 750,000 0
SEACOR HOLDINGS INC COM 811904101 63 1,160 SH   DFND 12,15 0 1,160 0
SEACOR HOLDINGS INC COM 811904101 342 6,274 SH   DFND 14 0 6,274 0
SEACOR HOLDINGS INC COM 811904101 5,019 92,173 SH   DFND 15 0 92,173 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 1,657 1,750,000 PRN   DFND 1 0 1,750,000 0
SEALED AIR CORP NEW COM 81211K100 312 6,497 SH   DFND 12,15 0 6,497 0
SEALED AIR CORP NEW COM 81211K100 653 13,601 SH   DFND 14 0 13,601 0
SEALED AIR CORP NEW COM 81211K100 10,967 228,432 SH   DFND 1 0 228,082 350
SEALED AIR CORP NEW COM 81211K100 93 1,943 SH   DFND 1,15 0 1,943 0
SEALED AIR CORP NEW COM 81211K100 10,491 218,524 SH   DFND 15 0 218,524 0
SEALED AIR CORP NEW COM 81211K100 470 9,800 SH   DFND 5 0 0 9,800
SEALED AIR CORP NEW COM 81211K100 1,119 23,300 SH   DFND 5,6 0 11,100 12,200
SEALED AIR CORP NEW COM 81211K100 290 6,045 SH   DFND 11 0 6,045 0
SEALED AIR CORP NEW COM 81211K100 403 8,400 SH   DFND 13 0 8,400 0
SEARS HLDGS CORP COM 812350106 84 5,516 SH   DFND 12,15 0 5,516 0
SEARS HLDGS CORP COM 812350106 1,324 86,449 SH   DFND 15 0 86,449 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 183 28,540 SH   DFND 1 0 28,540 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 64 10,000 SH   DFND 1,3 0 10,000 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 236 36,797 SH   DFND 15 0 36,797 0
SEATTLE GENETICS INC COM 812578102 35,995 1,025,782 SH   DFND 1 0 1,025,782 0
SEATTLE GENETICS INC COM 812578102 8,550 243,659 SH   DFND 15 0 243,659 0
SEAWORLD ENTMT INC COM 81282V100 36 1,715 SH   DFND 12,15 0 1,715 0
SEAWORLD ENTMT INC COM 81282V100 565 26,842 SH   DFND 15 0 26,842 0
SECURITY NATL FINL CORP CL A NEW 814785309 81 15,949 SH   DFND 1 0 15,949 0
SECURITY NATL FINL CORP CL A NEW 814785309 23 4,520 SH   DFND 1,3 0 4,520 0
SELECT COMFORT CORP COM 81616X103 570 29,390 SH   DFND 14 0 29,390 0
SELECT COMFORT CORP COM 81616X103 1,959 101,057 SH   DFND 15 0 101,057 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,483 64,331 SH   DFND 15 0 64,331 0
SELECT MED HLDGS CORP COM 81619Q105 47 3,993 SH   DFND 12,15 0 3,993 0
SELECT MED HLDGS CORP COM 81619Q105 38,288 3,242,019 SH   DFND 1 0 3,242,019 0
SELECT MED HLDGS CORP COM 81619Q105 3,991 337,957 SH   DFND 15 0 337,957 0
SELECTIVE INS GROUP INC COM 816300107 13 344 SH   DFND 1 0 344 0
SELECTIVE INS GROUP INC COM 816300107 8,774 239,655 SH   DFND 15 0 239,655 0
SEMGROUP CORP CL A 81663A105 279 12,439 SH   DFND 14 0 12,439 0
SEMGROUP CORP CL A 81663A105 55 2,439 SH   DFND 1 0 2,439 0
SEMGROUP CORP CL A 81663A105 3,410 152,232 SH   DFND 15 0 152,232 0
SEMTECH CORP COM 816850101 6,160 280,114 SH   DFND 15 0 280,114 0
SEMPRA ENERGY COM 816851109 364 3,499 SH   DFND 12,15 0 3,499 0
SEMPRA ENERGY COM 816851109 12,541 120,533 SH   DFND 14 0 120,533 0
SEMPRA ENERGY COM 816851109 129,242 1,242,115 SH   DFND 1 0 1,242,115 0
SEMPRA ENERGY COM 816851109 70 668 SH   DFND 1,9 0 668 0
SEMPRA ENERGY COM 816851109 522 5,019 SH   DFND 1,3 0 5,019 0
SEMPRA ENERGY COM 816851109 15,919 152,989 SH   DFND 15 0 152,989 0
SEMPRA ENERGY COM 816851109 1,061 10,200 SH   DFND 5 0 0 10,200
SEMPRA ENERGY COM 816851109 749 7,197 SH   DFND 11 0 7,197 0
SENECA FOODS CORP NEW CL A 817070501 2,501 71,994 SH   DFND 15 0 71,994 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 83 4,655 SH   DFND 12,15 0 4,655 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 426 23,838 SH   DFND 14 0 23,838 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 4,162 232,659 SH   DFND 1 0 232,659 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 6,305 352,410 SH   DFND 15 0 352,410 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 105 1,650 SH   DFND 12,15 0 1,650 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 24,938 392,976 SH   DFND 1 0 392,976 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 4,080 64,286 SH   DFND 15 0 64,286 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 3,184 50,178 SH   DFND 6 0 50,178 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,635 25,757 SH   DFND 6,12 0 25,757 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 419 6,603 SH   DFND 6,9 0 6,603 0
SEQUENOM INC COM NEW 817337405 27 19,183 SH   DFND 15 0 19,183 0
SERITAGE GROWTH PPTYS CL A 81752R100 348 6,961 SH   DFND 15 0 6,961 0
SERVICE CORP INTL COM 817565104 166 6,738 SH   DFND 12,15 0 6,738 0
SERVICE CORP INTL COM 817565104 36,413 1,475,415 SH   DFND 1 0 1,475,415 0
SERVICE CORP INTL COM 817565104 15,497 627,908 SH   DFND 15 0 627,908 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 170 4,514 SH   DFND 12,15 0 4,514 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,016 53,500 SH   DFND 1 0 53,500 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 38 1,000 SH   DFND 1,3 0 1,000 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 12,767 338,839 SH   DFND 15 0 338,839 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 275 7,300 SH   DFND 5,6 0 0 7,300
SERVICENOW INC COM 81762P102 122,310 1,999,188 SH   DFND 1 0 1,999,188 0
SERVICENOW INC COM 81762P102 997 16,300 SH   DFND 1,12 0 16,300 0
SERVICENOW INC COM 81762P102 484 7,917 SH   DFND 1,3 0 7,917 0
SERVICENOW INC COM 81762P102 4,880 79,760 SH   DFND 15 0 79,760 0
SERVICENOW INC COM 81762P102 288 4,700 SH   DFND 11 0 4,700 0
SERVICENOW INC NOTE 11/0 81762PAB8 17,722 16,362,000 PRN   DFND 1 0 16,362,000 0
SEVENTY SEVEN ENERGY INC COM 818097107 2 2,739 SH   DFND 4 0 2,739 0
SEVENTY SEVEN ENERGY INC COM 818097107 237 409,433 SH   DFND 15 0 409,433 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 18,698 968,329 SH   DFND 2 0 968,329 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,985 154,578 SH   DFND 2,15 0 154,578 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 12 641 SH   DFND 12,15 0 641 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 16,796 869,792 SH   DFND 14 0 869,792 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,346 328,617 SH   DFND 1,2 0 328,617 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 12,674 656,326 SH   DFND 15 0 656,326 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 238 12,323 SH   DFND 5 0 0 12,323
SHAW COMMUNICATIONS INC CL B CONV 82028K200 240 12,440 SH   DFND 11 0 12,440 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 98 3,654 SH   DFND 12,15 0 3,654 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 2,356 88,063 SH   DFND 15 0 88,063 0
SHERWIN WILLIAMS CO COM 824348106 113 398 SH   DFND 12,15 0 398 0
SHERWIN WILLIAMS CO COM 824348106 91,166 320,252 SH   DFND 14 0 320,252 0
SHERWIN WILLIAMS CO COM 824348106 112,043 393,588 SH   DFND 1 0 393,538 50
SHERWIN WILLIAMS CO COM 824348106 40,791 143,291 SH   DFND 15 0 143,291 0
SHERWIN WILLIAMS CO COM 824348106 943 3,312 SH   DFND 5 0 0 3,312
SHERWIN WILLIAMS CO COM 824348106 679 2,385 SH   DFND 11 0 2,385 0
SHILOH INDS INC COM 824543102 182 35,521 SH   DFND 15 0 35,521 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 79 2,245 SH   DFND 14 0 2,245 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 2,716 77,127 SH   DFND 15 0 77,127 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 266 7,544 SH   DFND 11,6 0 0 7,544
SHIRE PLC SPONSORED ADR 82481R106 2,128 12,381 SH   DFND 14 0 12,381 0
SHIRE PLC SPONSORED ADR 82481R106 170,193 990,067 SH   DFND 1 0 990,067 0
SHIRE PLC SPONSORED ADR 82481R106 20,553 119,565 SH   DFND 1,12 0 119,565 0
SHIRE PLC SPONSORED ADR 82481R106 248 1,442 SH   DFND 1,3 0 1,442 0
SHIRE PLC SPONSORED ADR 82481R106 31 178 SH   DFND 1,11 0 178 0
SHIRE PLC SPONSORED ADR 82481R106 1,693 9,847 SH   DFND 15 0 9,847 0
SHOE CARNIVAL INC COM 824889109 482 17,893 SH   DFND 15 0 17,893 0
SHORETEL INC COM 825211105 777 104,431 SH   DFND 15 0 104,431 0
SHUTTERFLY INC COM 82568P304 40 870 SH   DFND 12,15 0 870 0
SHUTTERFLY INC COM 82568P304 3,493 75,328 SH   DFND 15 0 75,328 0
SHUTTERSTOCK INC COM 825690100 673 18,333 SH   DFND 14 0 18,333 0
SHUTTERSTOCK INC COM 825690100 806 21,951 SH   DFND 15 0 21,951 0
SIGMA DESIGNS INC COM 826565103 281 41,360 SH   DFND 1 0 41,360 0
SIGMA DESIGNS INC COM 826565103 130 19,100 SH   DFND 1,3 0 19,100 0
SIGMA DESIGNS INC COM 826565103 243 35,684 SH   DFND 15 0 35,684 0
SIGNATURE BK NEW YORK N Y COM 82669G104 44 326 SH   DFND 12,15 0 326 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,903 13,982 SH   DFND 14 0 13,982 0
SIGNATURE BK NEW YORK N Y COM 82669G104 43,883 322,381 SH   DFND 1 0 298,906 23,475
SIGNATURE BK NEW YORK N Y COM 82669G104 379 2,782 SH   DFND 1,3 0 2,782 0
SIGNATURE BK NEW YORK N Y COM 82669G104 14,352 105,436 SH   DFND 15 0 105,436 0
SIGNATURE BK NEW YORK N Y COM 82669G104 204 1,500 SH   DFND 11 0 1,500 0
SILICON LABORATORIES INC COM 826919102 47,967 1,066,886 SH   DFND 1 0 1,028,820 38,066
SILICON LABORATORIES INC COM 826919102 2,363 52,556 SH   DFND 15 0 52,556 0
SILGAN HOLDINGS INC COM 827048109 32 607 SH   DFND 12,15 0 607 0
SILGAN HOLDINGS INC COM 827048109 1,403 26,378 SH   DFND 14 0 26,378 0
SILGAN HOLDINGS INC COM 827048109 4,507 84,774 SH   DFND 15 0 84,774 0
SILICON GRAPHICS INTL CORP COM 82706L108 311 43,639 SH   DFND 15 0 43,639 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 846 106,207 SH   DFND 14 0 106,207 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 71 8,899 SH   DFND 15 0 8,899 0
SILVER BAY RLTY TR CORP COM 82735Q102 988 66,550 SH   DFND 1 0 44,250 22,300
SILVER BAY RLTY TR CORP COM 82735Q102 281 18,900 SH   DFND 1,3 0 18,900 0
SILVER BAY RLTY TR CORP COM 82735Q102 458 30,823 SH   DFND 15 0 30,823 0
SILVER SPRING NETWORKS INC COM 82817Q103 69 4,656 SH   DFND 12,15 0 4,656 0
SILVER SPRING NETWORKS INC COM 82817Q103 4,250 288,162 SH   DFND 15 0 288,162 0
SILVER STD RES INC COM 82823L106 25 4,532 SH   DFND 2,15 0 4,532 0
SILVER STD RES INC COM 82823L106 222 40,030 SH   DFND 15 0 40,030 0
SILVER WHEATON CORP COM 828336107 1,384 83,495 SH   DFND 2 0 83,495 0
SILVER WHEATON CORP COM 828336107 148 8,922 SH   DFND 2,15 0 8,922 0
SILVER WHEATON CORP COM 828336107 5 285 SH   DFND 12,15 0 285 0
SILVER WHEATON CORP COM 828336107 20,445 1,233,135 SH   DFND 1,2 0 1,233,135 0
SILVER WHEATON CORP COM 828336107 2,332 140,642 SH   DFND 1,9 0 140,642 0
SILVER WHEATON CORP COM 828336107 1,587 95,745 SH   DFND 15 0 95,745 0
SILVER WHEATON CORP COM 828336107 501 30,200 SH   DFND 5 0 0 30,200
SILVER WHEATON CORP COM 828336107 204 12,300 SH   DFND 11 0 12,300 0
SILVER WHEATON CORP COM 828336107 4,802 289,650 SH   DFND 6 0 289,650 0
SILVER WHEATON CORP COM 828336107 142 8,575 SH   DFND 6,2 0 8,575 0
SILVER WHEATON CORP COM 828336107 670 40,400 SH   DFND 6,12 0 40,400 0
SILVER WHEATON CORP COM 828336107 67 4,025 SH   DFND 6,9 0 4,025 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 2,233 49,555 SH   DFND 15 0 49,555 0
SIMON PPTY GROUP INC NEW COM 828806109 399 1,923 SH   DFND 12,15 0 1,923 0
SIMON PPTY GROUP INC NEW COM 828806109 18,245 87,845 SH   DFND 14 0 87,845 0
SIMON PPTY GROUP INC NEW COM 828806109 1,929,818 9,291,820 SH   DFND 1 0 3,661,684 5,630,136
SIMON PPTY GROUP INC NEW COM 828806109 13,387 64,456 SH   DFND 1,2 0 64,456 0
SIMON PPTY GROUP INC NEW COM 828806109 5,763 27,746 SH   DFND 1,12 0 27,746 0
SIMON PPTY GROUP INC NEW COM 828806109 7,851 37,800 SH   DFND 1,4 0 37,800 0
SIMON PPTY GROUP INC NEW COM 828806109 1,360 6,550 SH   DFND 1,9 0 6,550 0
SIMON PPTY GROUP INC NEW COM 828806109 81,328 391,586 SH   DFND 1,3 0 391,586 0
SIMON PPTY GROUP INC NEW COM 828806109 2,289 11,023 SH   DFND 1,15 0 11,023 0
SIMON PPTY GROUP INC NEW COM 828806109 7,498 36,100 SH   DFND 1,5 0 36,100 0
SIMON PPTY GROUP INC NEW COM 828806109 685 3,300 SH   DFND 1,8 0 0 3,300
SIMON PPTY GROUP INC NEW COM 828806109 32,473 156,355 SH   DFND 1,13 0 156,355 0
SIMON PPTY GROUP INC NEW COM 828806109 75,450 363,282 SH   DFND 15 0 363,282 0
SIMON PPTY GROUP INC NEW COM 828806109 9,761 47,000 SH   DFND 5 0 40,800 6,200
SIMON PPTY GROUP INC NEW COM 828806109 4,341 20,900 SH   DFND 5,6 0 9,700 11,200
SIMON PPTY GROUP INC NEW COM 828806109 768 3,700 SH   DFND 5,7 0 0 3,700
SIMON PPTY GROUP INC NEW COM 828806109 1,957 9,424 SH   DFND 11 0 9,424 0
SIMON PPTY GROUP INC NEW COM 828806109 1,641 7,900 SH   DFND 13 0 7,900 0
SIMPSON MANUFACTURING CO INC COM 829073105 14 368 SH   DFND 1 0 368 0
SIMPSON MANUFACTURING CO INC COM 829073105 6,388 167,369 SH   DFND 15 0 167,369 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 951 30,914 SH   DFND 14 0 30,914 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 4,032 131,129 SH   DFND 15 0 131,129 0
SIRIUS XM HLDGS INC COM 82968B103 4,991 1,263,556 SH   DFND 12,15 0 1,263,556 0
SIRIUS XM HLDGS INC COM 82968B103 1,883 476,826 SH   DFND 14 0 476,826 0
SIRIUS XM HLDGS INC COM 82968B103 175,938 44,541,245 SH   DFND 15 0 44,541,245 0
SIRIUS XM HLDGS INC COM 82968B103 629 159,300 SH   DFND 5 0 0 159,300
SIRIUS XM HLDGS INC COM 82968B103 261 66,000 SH   DFND 11 0 66,000 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 188 3,379 SH   DFND 12,15 0 3,379 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 2,947 53,100 SH   DFND 1 0 53,100 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 12,585 226,801 SH   DFND 15 0 226,801 0
SIZMEK INC COM 83013P105 218 75,191 SH   DFND 15 0 75,191 0
SKECHERS U S A INC CL A 830566105 2,934 96,339 SH   DFND 14 0 96,339 0
SKECHERS U S A INC CL A 830566105 59,243 1,945,572 SH   DFND 1 0 1,823,404 122,168
SKECHERS U S A INC CL A 830566105 516 16,952 SH   DFND 1,3 0 16,952 0
SKECHERS U S A INC CL A 830566105 1,387 45,559 SH   DFND 15 0 45,559 0
SKULLCANDY INC COM 83083J104 137 38,578 SH   DFND 15 0 38,578 0
SKY SOLAR HLDGS LTD SPONSORED ADR 83084J103 488 215,890 SH   DFND 15 0 215,890 0
SKYWEST INC COM 830879102 147 7,363 SH   DFND 12,15 0 7,363 0
SKYWEST INC COM 830879102 8,179 409,178 SH   DFND 15 0 409,178 0
SKYWORKS SOLUTIONS INC COM 83088M102 20,470 262,772 SH   DFND 2 0 262,772 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,538 45,413 SH   DFND 12,15 0 45,413 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,820 49,037 SH   DFND 14 0 49,037 0
SKYWORKS SOLUTIONS INC COM 83088M102 11,342 145,592 SH   DFND 1 0 145,592 0
SKYWORKS SOLUTIONS INC COM 83088M102 119,183 1,529,947 SH   DFND 15 0 1,529,947 0
SKYWORKS SOLUTIONS INC COM 83088M102 358 4,600 SH   DFND 5 0 0 4,600
SKYWORKS SOLUTIONS INC COM 83088M102 452 5,800 SH   DFND 11 0 5,800 0
SMITH & WESSON HLDG CORP COM 831756101 149 5,579 SH   DFND 12,15 0 5,579 0
SMITH & WESSON HLDG CORP COM 831756101 48 1,790 SH   DFND 1 0 1,790 0
SMITH & WESSON HLDG CORP COM 831756101 91 3,400 SH   DFND 1,3 0 3,400 0
SMITH & WESSON HLDG CORP COM 831756101 3,134 117,719 SH   DFND 15 0 117,719 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 68,805 2,064,981 SH   DFND 1 0 2,064,981 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 3,875 116,288 SH   DFND 15 0 116,288 0
SMITH A O COM 831865209 3,061 40,109 SH   DFND 14 0 40,109 0
SMITH A O COM 831865209 101,029 1,323,933 SH   DFND 1 0 1,286,877 37,056
SMITH A O COM 831865209 542 7,097 SH   DFND 1,3 0 7,097 0
SMITH A O COM 831865209 17,685 231,754 SH   DFND 15 0 231,754 0
SMART & FINAL STORES INC COM 83190B101 1,359 83,878 SH   DFND 15 0 83,878 0
SMUCKER J M CO COM NEW 832696405 178 1,369 SH   DFND 12,15 0 1,369 0
SMUCKER J M CO COM NEW 832696405 347 2,674 SH   DFND 14 0 2,674 0
SMUCKER J M CO COM NEW 832696405 147,192 1,133,639 SH   DFND 1 0 1,133,489 150
SMUCKER J M CO COM NEW 832696405 480 3,700 SH   DFND 1,9 0 3,700 0
SMUCKER J M CO COM NEW 832696405 1,138 8,766 SH   DFND 1,15 0 8,766 0
SMUCKER J M CO COM NEW 832696405 71,357 549,578 SH   DFND 15 0 549,578 0
SMUCKER J M CO COM NEW 832696405 948 7,300 SH   DFND 5 0 0 7,300
SMUCKER J M CO COM NEW 832696405 467 3,600 SH   DFND 11 0 3,600 0
SNAP ON INC COM 833034101 69 439 SH   DFND 12,15 0 439 0
SNAP ON INC COM 833034101 819 5,219 SH   DFND 14 0 5,219 0
SNAP ON INC COM 833034101 10,609 67,576 SH   DFND 1 0 67,576 0
SNAP ON INC COM 833034101 1,284 8,177 SH   DFND 1,15 0 8,177 0
SNAP ON INC COM 833034101 89,764 571,784 SH   DFND 15 0 571,784 0
SNAP ON INC COM 833034101 283 1,800 SH   DFND 11 0 1,800 0
SNYDERS-LANCE INC COM 833551104 447 14,215 SH   DFND 14 0 14,215 0
SNYDERS-LANCE INC COM 833551104 9,625 305,763 SH   DFND 15 0 305,763 0
SOHU COM INC COM 83408W103 2,423 48,900 SH   DFND 1 0 48,900 0
SOHU COM INC COM 83408W103 154 3,100 SH   DFND 1,3 0 3,100 0
SOHU COM INC COM 83408W103 6,222 125,586 SH   DFND 15 0 125,586 0
SOHU COM INC COM 83408W103 13,185 266,140 SH   DFND 6 0 239,892 26,248
SOHU COM INC COM 83408W103 201 4,052 SH   DFND 6,2 0 4,052 0
SOHU COM INC COM 83408W103 910 18,376 SH   DFND 6,12 0 18,376 0
SOLAR CAP LTD COM 83413U100 24 1,403 SH   DFND 12,15 0 1,403 0
SOLAR CAP LTD COM 83413U100 468 27,104 SH   DFND 14 0 27,104 0
SOLAR CAP LTD COM 83413U100 2,256 130,532 SH   DFND 15 0 130,532 0
SOLARCITY CORP COM 83416T100 151 6,147 SH   DFND 12,15 0 6,147 0
SOLARCITY CORP COM 83416T100 672 27,344 SH   DFND 14 0 27,344 0
SOLARCITY CORP COM 83416T100 4,978 202,528 SH   DFND 15 0 202,528 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 143 5,705 SH   DFND 12,15 0 5,705 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 4,482 178,270 SH   DFND 15 0 178,270 0
SONIC CORP COM 835451105 39 1,118 SH   DFND 12,15 0 1,118 0
SONIC CORP COM 835451105 774 22,008 SH   DFND 14 0 22,008 0
SONIC CORP COM 835451105 23,120 657,554 SH   DFND 1 0 657,554 0
SONIC CORP COM 835451105 113 3,200 SH   DFND 1,3 0 3,200 0
SONIC CORP COM 835451105 27,157 772,397 SH   DFND 15 0 772,397 0
SONIC CORP COM 835451105 2,907 82,665 SH   DFND 6 0 82,665 0
SONIC CORP COM 835451105 1,630 46,363 SH   DFND 6,12 0 46,363 0
SONIC CORP COM 835451105 428 12,161 SH   DFND 6,9 0 12,161 0
SONIC AUTOMOTIVE INC CL A 83545G102 45 2,454 SH   DFND 12,15 0 2,454 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,223 66,168 SH   DFND 15 0 66,168 0
SONOCO PRODS CO COM 835495102 80 1,641 SH   DFND 12,15 0 1,641 0
SONOCO PRODS CO COM 835495102 2,032 41,845 SH   DFND 14 0 41,845 0
SONOCO PRODS CO COM 835495102 122,367 2,519,402 SH   DFND 1 0 2,519,402 0
SONOCO PRODS CO COM 835495102 66 1,363 SH   DFND 1,9 0 1,363 0
SONOCO PRODS CO COM 835495102 494 10,178 SH   DFND 1,3 0 10,178 0
SONOCO PRODS CO COM 835495102 6,247 128,623 SH   DFND 15 0 128,623 0
SONY CORP ADR NEW 835699307 1,234 47,960 SH   DFND 1,9 0 47,960 0
SONY CORP ADR NEW 835699307 1,057 41,090 SH   DFND 15 0 41,090 0
SOTHEBYS COM 835898107 1,245 46,564 SH   DFND 14 0 46,564 0
SOTHEBYS COM 835898107 1,759 65,800 SH   DFND 1 0 65,800 0
SOTHEBYS COM 835898107 1,860 69,569 SH   DFND 15 0 69,569 0
SONUS NETWORKS INC COM NEW 835916503 374 49,679 SH   DFND 15 0 49,679 0
SOUFUN HLDGS LTD ADR 836034108 3,316 553,599 SH   DFND 15 0 553,599 0
SOUTH JERSEY INDS INC COM 838518108 3,085 108,448 SH   DFND 14 0 108,448 0
SOUTH JERSEY INDS INC COM 838518108 12 428 SH   DFND 1 0 428 0
SOUTH JERSEY INDS INC COM 838518108 23,965 842,371 SH   DFND 15 0 842,371 0
SOUTH ST CORP COM 840441109 866 13,482 SH   DFND 15 0 13,482 0
SOUTHERN CO COM 842587107 1,654 31,972 SH   DFND 12,15 0 31,972 0
SOUTHERN CO COM 842587107 11,032 213,260 SH   DFND 14 0 213,260 0
SOUTHERN CO COM 842587107 15,485 299,348 SH   DFND 1 0 299,348 0
SOUTHERN CO COM 842587107 147,729 2,855,773 SH   DFND 15 0 2,855,773 0
SOUTHERN CO COM 842587107 1,898 36,700 SH   DFND 5 0 0 36,700
SOUTHERN CO COM 842587107 1,427 27,588 SH   DFND 11 0 27,588 0
SOUTHERN COPPER CORP COM 84265V105 103 3,725 SH   DFND 12,15 0 3,725 0
SOUTHERN COPPER CORP COM 84265V105 2,439 88,023 SH   DFND 15 0 88,023 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,691 64,879 SH   DFND 15 0 64,879 0
SOUTHWEST AIRLS CO COM 844741108 57 1,269 SH   DFND 12,15 0 1,269 0
SOUTHWEST AIRLS CO COM 844741108 12,935 288,738 SH   DFND 14 0 288,738 0
SOUTHWEST AIRLS CO COM 844741108 131,042 2,925,043 SH   DFND 1 0 2,924,743 300
SOUTHWEST AIRLS CO COM 844741108 672 15,007 SH   DFND 1,9 0 15,007 0
SOUTHWEST AIRLS CO COM 844741108 396 8,832 SH   DFND 1,3 0 8,832 0
SOUTHWEST AIRLS CO COM 844741108 40,910 913,160 SH   DFND 15 0 913,160 0
SOUTHWEST AIRLS CO COM 844741108 219 4,892 SH   DFND 11 0 4,892 0
SOUTHWEST BANCORP INC OKLA COM 844767103 749 49,760 SH   DFND 1 0 49,760 0
SOUTHWEST BANCORP INC OKLA COM 844767103 227 15,100 SH   DFND 1,3 0 15,100 0
SOUTHWEST BANCORP INC OKLA COM 844767103 267 17,763 SH   DFND 15 0 17,763 0
SOUTHWEST GAS CORP COM 844895102 52 791 SH   DFND 12,15 0 791 0
SOUTHWEST GAS CORP COM 844895102 20,263 307,722 SH   DFND 1 0 307,722 0
SOUTHWEST GAS CORP COM 844895102 566 8,600 SH   DFND 1,3 0 8,600 0
SOUTHWEST GAS CORP COM 844895102 16,004 243,039 SH   DFND 15 0 243,039 0
SOUTHWESTERN ENERGY CO COM 845467109 152 18,856 SH   DFND 12,15 0 18,856 0
SOUTHWESTERN ENERGY CO COM 845467109 1,826 226,239 SH   DFND 14 0 226,239 0
SOUTHWESTERN ENERGY CO COM 845467109 10,099 1,251,383 SH   DFND 1 0 1,251,383 0
SOUTHWESTERN ENERGY CO COM 845467109 5,291 655,690 SH   DFND 15 0 655,690 0
SOUTHWESTERN ENERGY CO COM 845467109 100 12,350 SH   DFND 11 0 12,350 0
SOVRAN SELF STORAGE INC COM 84610H108 3,541 30,022 SH   DFND 14 0 30,022 0
SOVRAN SELF STORAGE INC COM 84610H108 48,372 410,108 SH   DFND 1 0 24,170 385,938
SOVRAN SELF STORAGE INC COM 84610H108 554 4,700 SH   DFND 1,3 0 4,700 0
SOVRAN SELF STORAGE INC COM 84610H108 278 2,356 SH   DFND 1,15 0 2,356 0
SOVRAN SELF STORAGE INC COM 84610H108 6,212 52,664 SH   DFND 15 0 52,664 0
SPARK THERAPEUTICS INC COM 84652J103 8,080 273,789 SH   DFND 1 0 273,789 0
SPARK THERAPEUTICS INC COM 84652J103 2,238 75,831 SH   DFND 1,12 0 75,831 0
SPARK THERAPEUTICS INC COM 84652J103 2 80 SH   DFND 15 0 80 0
SPARTANNASH CO COM 847215100 4,639 153,068 SH   DFND 15 0 153,068 0
SPARTON CORP COM 847235108 452 25,124 SH   DFND 15 0 25,124 0
SPECTRA ENERGY CORP COM 847560109 344 11,247 SH   DFND 12,15 0 11,247 0
SPECTRA ENERGY CORP COM 847560109 3,007 98,271 SH   DFND 14 0 98,271 0
SPECTRA ENERGY CORP COM 847560109 11,198 365,957 SH   DFND 1 0 365,957 0
SPECTRA ENERGY CORP COM 847560109 43,918 1,435,237 SH   DFND 15 0 1,435,237 0
SPECTRA ENERGY CORP COM 847560109 743 24,282 SH   DFND 5 0 0 24,282
SPECTRA ENERGY CORP COM 847560109 620 20,248 SH   DFND 11 0 20,248 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 401 8,331 SH   DFND 14 0 8,331 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 96 1,999 SH   DFND 1 0 1,999 0
SPECTRANETICS CORP COM 84760C107 192 13,223 SH   DFND 15 0 13,223 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 7,739 9,773,000 PRN   DFND 1 0 9,773,000 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 944 148,450 SH   DFND 1 0 148,450 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,288 202,550 SH   DFND 15 0 202,550 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 12,364 113,139 SH   DFND 15 0 113,139 0
SPEEDWAY MOTORSPORTS INC COM 847788106 809 40,819 SH   DFND 15 0 40,819 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 194 4,268 SH   DFND 12,15 0 4,268 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 479 10,550 SH   DFND 4 0 10,550 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,216 70,896 SH   DFND 14 0 70,896 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 38,720 853,610 SH   DFND 1 0 782,680 70,930
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 6,922 152,600 SH   DFND 1,4 0 152,600 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,157 25,500 SH   DFND 1,9 0 25,500 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,497 33,000 SH   DFND 1,3 0 33,000 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,375 74,400 SH   DFND 1,5 0 57,600 16,800
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 358 7,900 SH   DFND 1,8 0 0 7,900
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,672 36,861 SH   DFND 15 0 36,861 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,123 46,800 SH   DFND 5 0 46,800 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,778 39,200 SH   DFND 5,6 0 18,700 20,500
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 721 15,900 SH   DFND 5,7 0 0 15,900
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 894 19,700 SH   DFND 6 0 19,700 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 535 11,800 SH   DFND 13 0 11,800 0
SPIRIT AIRLS INC COM 848577102 15,143 315,601 SH   DFND 2 0 315,601 0
SPIRIT AIRLS INC COM 848577102 590 12,298 SH   DFND 14 0 12,298 0
SPIRIT AIRLS INC COM 848577102 8,810 183,609 SH   DFND 1 0 130,152 53,457
SPIRIT AIRLS INC COM 848577102 17,940 373,898 SH   DFND 1,2 0 373,898 0
SPIRIT AIRLS INC COM 848577102 508 10,596 SH   DFND 15 0 10,596 0
SPIRIT AIRLS INC COM 848577102 57 1,185 SH   DFND 11,2 0 1,185 0
SPIRIT RLTY CAP INC NEW COM 84860W102 49 4,394 SH   DFND 12,15 0 4,394 0
SPIRIT RLTY CAP INC NEW COM 84860W102 283 25,125 SH   DFND 1 0 25,125 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,808 338,488 SH   DFND 15 0 338,488 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 4,997 5,000,000 PRN   DFND 1 0 5,000,000 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 7,914 7,865,000 PRN   DFND 1 0 7,865,000 0
SPLUNK INC COM 848637104 12,539 256,274 SH   DFND 2 0 256,274 0
SPLUNK INC COM 848637104 753 15,388 SH   DFND 14 0 15,388 0
SPLUNK INC COM 848637104 1,068 21,834 SH   DFND 15 0 21,834 0
SPLUNK INC COM 848637104 196 4,000 SH   DFND 11 0 4,000 0
SPOK HLDGS INC COM 84863T106 1,157 66,070 SH   DFND 1 0 39,570 26,500
SPOK HLDGS INC COM 84863T106 203 11,600 SH   DFND 1,3 0 11,600 0
SPOK HLDGS INC COM 84863T106 3,120 178,198 SH   DFND 15 0 178,198 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 1,482 117,632 SH   DFND 15 0 117,632 0
SPRINT CORP COM SER 1 85207U105 1,215 349,113 SH   DFND 14 0 349,113 0
SPRINT CORP COM SER 1 85207U105 127,871 36,744,434 SH   DFND 1 0 36,744,434 0
SPRINT CORP COM SER 1 85207U105 1,839 528,414 SH   DFND 1,12 0 528,414 0
SPRINT CORP COM SER 1 85207U105 372 107,031 SH   DFND 15 0 107,031 0
SPRINT CORP COM SER 1 85207U105 89 25,454 SH   DFND 11 0 25,454 0
SPROUTS FMRS MKT INC COM 85208M102 2,212 76,170 SH   DFND 14 0 76,170 0
SPROUTS FMRS MKT INC COM 85208M102 2,526 87,000 SH   DFND 15 0 87,000 0
STAGE STORES INC COM NEW 85254C305 1,144 141,916 SH   DFND 15 0 141,916 0
STAG INDL INC COM 85254J102 376 18,490 SH   DFND 1 0 18,490 0
STAG INDL INC COM 85254J102 4,892 240,271 SH   DFND 15 0 240,271 0
STAMPS COM INC COM NEW 852857200 20,844 196,123 SH   DFND 15 0 196,123 0
STANDARD MTR PRODS INC COM 853666105 297 8,557 SH   DFND 14 0 8,557 0
STANDARD MTR PRODS INC COM 853666105 1,917 55,320 SH   DFND 15 0 55,320 0
STANDEX INTL CORP COM 854231107 689 8,860 SH   DFND 14 0 8,860 0
STANDEX INTL CORP COM 854231107 12 159 SH   DFND 1 0 159 0
STANDEX INTL CORP COM 854231107 4,959 63,738 SH   DFND 15 0 63,738 0
STANLEY BLACK & DECKER INC COM 854502101 242 2,296 SH   DFND 12,15 0 2,296 0
STANLEY BLACK & DECKER INC COM 854502101 55,241 525,058 SH   DFND 14 0 525,058 0
STANLEY BLACK & DECKER INC COM 854502101 143,689 1,365,735 SH   DFND 1 0 1,365,535 200
STANLEY BLACK & DECKER INC COM 854502101 576 5,472 SH   DFND 1,3 0 5,472 0
STANLEY BLACK & DECKER INC COM 854502101 1,294 12,295 SH   DFND 1,15 0 12,295 0
STANLEY BLACK & DECKER INC COM 854502101 1,652 15,700 SH   DFND 1,5 0 15,700 0
STANLEY BLACK & DECKER INC COM 854502101 71,295 677,642 SH   DFND 15 0 677,642 0
STANLEY BLACK & DECKER INC COM 854502101 833 7,922 SH   DFND 5 0 0 7,922
STANLEY BLACK & DECKER INC COM 854502101 494 4,693 SH   DFND 11 0 4,693 0
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 18,430 163,433 SH   DFND 1 0 163,433 0
STANTEC INC COM 85472N109 92 3,612 SH   DFND 2,15 0 3,612 0
STANTEC INC COM 85472N109 117 4,623 SH   DFND 15 0 4,623 0
STAPLES INC COM 855030102 316 28,674 SH   DFND 12,15 0 28,674 0
STAPLES INC COM 855030102 235 21,287 SH   DFND 14 0 21,287 0
STAPLES INC COM 855030102 11,521 1,044,530 SH   DFND 1 0 1,044,530 0
STAPLES INC COM 855030102 45 4,109 SH   DFND 1,15 0 4,109 0
STAPLES INC COM 855030102 7,481 678,225 SH   DFND 15 0 678,225 0
STAPLES INC COM 855030102 291 26,356 SH   DFND 5 0 0 26,356
STAPLES INC COM 855030102 415 37,600 SH   DFND 5,6 0 16,600 21,000
STAPLES INC COM 855030102 215 19,471 SH   DFND 11 0 19,471 0
STAPLES INC COM 855030102 244 22,100 SH   DFND 13 0 22,100 0
STARBUCKS CORP COM 855244109 20,890 349,914 SH   DFND 12,15 0 349,914 0
STARBUCKS CORP COM 855244109 518 8,676 SH   DFND 4 0 8,676 0
STARBUCKS CORP COM 855244109 32,000 536,010 SH   DFND 14 0 536,010 0
STARBUCKS CORP COM 855244109 54 900 SH Call DFND 14 0 0 0
STARBUCKS CORP COM 855244109 15,952 267,203 SH   DFND 1 0 266,253 950
STARBUCKS CORP COM 855244109 3,128 52,400 SH   DFND 1,9 0 52,400 0
STARBUCKS CORP COM 855244109 754,277 12,634,450 SH   DFND 15 0 12,634,450 0
STARBUCKS CORP COM 855244109 3,326 55,720 SH   DFND 5 0 0 55,720
STARBUCKS CORP COM 855244109 2,692 45,098 SH   DFND 11 0 45,098 0
STATE AUTO FINL CORP COM 855707105 450 20,412 SH   DFND 15 0 20,412 0
STARWOOD PPTY TR INC COM 85571B105 69 3,664 SH   DFND 12,15 0 3,664 0
STARWOOD PPTY TR INC COM 85571B105 3,367 177,845 SH   DFND 14 0 177,845 0
STARWOOD PPTY TR INC COM 85571B105 1,038 54,860 SH   DFND 1 0 54,860 0
STARWOOD PPTY TR INC COM 85571B105 1,465 77,394 SH   DFND 15 0 77,394 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 12,832 12,800,000 PRN   DFND 1 0 12,800,000 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 5,918 6,000,000 PRN   DFND 1 0 6,000,000 0
STARZ COM SER A 85571Q102 631 23,949 SH   DFND 14 0 23,949 0
STARZ COM SER A 85571Q102 8,543 324,459 SH   DFND 15 0 324,459 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 190 2,282 SH   DFND 12,15 0 2,282 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 13,006 155,889 SH   DFND 14 0 155,889 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 12,422 148,897 SH   DFND 1 0 148,897 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 6,244 74,840 SH   DFND 15 0 74,840 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 542 6,500 SH   DFND 5 0 0 6,500
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 429 5,142 SH   DFND 11 0 5,142 0
STATE BK FINL CORP COM 856190103 439 22,195 SH   DFND 15 0 22,195 0
STATE STR CORP COM 857477103 386 6,594 SH   DFND 12,15 0 6,594 0
STATE STR CORP COM 857477103 4,540 77,583 SH   DFND 14 0 77,583 0
STATE STR CORP COM 857477103 572,948 9,790,636 SH   DFND 1 0 9,167,693 622,943
STATE STR CORP COM 857477103 1,007 17,216 SH   DFND 1,9 0 17,216 0
STATE STR CORP COM 857477103 391 6,685 SH   DFND 1,3 0 6,685 0
STATE STR CORP COM 857477103 21,379 365,334 SH   DFND 15 0 365,334 0
STATE STR CORP COM 857477103 1,039 17,752 SH   DFND 5 0 0 17,752
STATE STR CORP COM 857477103 718 12,276 SH   DFND 11 0 12,276 0
STATOIL ASA SPONSORED ADR 85771P102 13,712 881,223 SH   DFND 14 0 881,223 0
STATOIL ASA SPONSORED ADR 85771P102 12,444 799,757 SH   DFND 15 0 799,757 0
STEEL DYNAMICS INC COM 858119100 121 5,394 SH   DFND 12,15 0 5,394 0
STEEL DYNAMICS INC COM 858119100 2,786 123,747 SH   DFND 14 0 123,747 0
STEEL DYNAMICS INC COM 858119100 59 2,600 SH   DFND 1 0 2,600 0
STEEL DYNAMICS INC COM 858119100 3,164 140,548 SH   DFND 15 0 140,548 0
STEELCASE INC CL A 858155203 47,492 3,183,094 SH   DFND 1 0 3,066,559 116,535
STEELCASE INC CL A 858155203 1,630 109,269 SH   DFND 15 0 109,269 0
STEIN MART INC COM 858375108 809 110,345 SH   DFND 15 0 110,345 0
STEPAN CO COM 858586100 111 2,006 SH   DFND 12,15 0 2,006 0
STEPAN CO COM 858586100 2,018 36,503 SH   DFND 15 0 36,503 0
STEMLINE THERAPEUTICS INC COM 85858C107 585 125,612 SH   DFND 2 0 125,612 0
STEMLINE THERAPEUTICS INC COM 85858C107 3 615 SH   DFND 15 0 615 0
STERICYCLE INC COM 858912108 2,579 20,434 SH   DFND 12,15 0 20,434 0
STERICYCLE INC COM 858912108 251 1,987 SH   DFND 14 0 1,987 0
STERICYCLE INC COM 858912108 11,293 89,493 SH   DFND 1 0 89,493 0
STERICYCLE INC COM 858912108 83,764 663,789 SH   DFND 15 0 663,789 0
STERICYCLE INC COM 858912108 543 4,300 SH   DFND 5 0 0 4,300
STERICYCLE INC COM 858912108 341 2,700 SH   DFND 11 0 2,700 0
STERLING BANCORP DEL COM 85917A100 12 778 SH   DFND 1 0 778 0
STERLING BANCORP DEL COM 85917A100 6,021 377,997 SH   DFND 15 0 377,997 0
STERLING CONSTRUCTION CO INC COM 859241101 294 57,168 SH   DFND 15 0 57,168 0
STEWART INFORMATION SVCS COR COM 860372101 11 314 SH   DFND 1 0 314 0
STEWART INFORMATION SVCS COR COM 860372101 5,322 146,681 SH   DFND 15 0 146,681 0
STIFEL FINL CORP COM 860630102 43 1,436 SH   DFND 12,15 0 1,436 0
STIFEL FINL CORP COM 860630102 703 23,736 SH   DFND 14 0 23,736 0
STIFEL FINL CORP COM 860630102 78,885 2,665,020 SH   DFND 1 0 2,665,020 0
STIFEL FINL CORP COM 860630102 659 22,270 SH   DFND 15 0 22,270 0
STILLWATER MNG CO COM 86074Q102 961 90,280 SH   DFND 1 0 90,280 0
STILLWATER MNG CO COM 86074Q102 367 34,500 SH   DFND 1,3 0 34,500 0
STILLWATER MNG CO COM 86074Q102 2,132 200,200 SH   DFND 15 0 200,200 0
STILLWATER MNG CO COM 86074Q102 45 4,200 SH   DFND 5 0 0 4,200
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 2,136 2,000,000 PRN   DFND 1 0 2,000,000 0
STMICROELECTRONICS N V NY REGISTRY 861012102 84 15,087 SH   DFND 15 0 15,087 0
STOCK YDS BANCORP INC COM 861025104 421 10,930 SH   DFND 1 0 4,430 6,500
STOCK YDS BANCORP INC COM 861025104 42 1,100 SH   DFND 1,3 0 1,100 0
STOCK YDS BANCORP INC COM 861025104 404 10,476 SH   DFND 15 0 10,476 0
STONE ENERGY CORP COM 861642106 14 18,340 SH   DFND 12,15 0 18,340 0
STONE ENERGY CORP COM 861642106 381 481,829 SH   DFND 15 0 481,829 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 582 1,500,000 PRN   DFND 1 0 1,500,000 0
STONE HBR EMERG MRKTS INC FD COM 86164T107 1,010 78,996 SH   DFND 14 0 78,996 0
STONE HBR EMERG MRKTS INC FD COM 86164T107 1,794 140,413 SH   DFND 15 0 140,413 0
STONE HBR EMERG MKTS TL INC COM 86164W100 291 23,600 SH   DFND 14 0 23,600 0
STONE HBR EMERG MKTS TL INC COM 86164W100 1,185 95,946 SH   DFND 15 0 95,946 0
STONERIDGE INC COM 86183P102 750 51,520 SH   DFND 1 0 51,520 0
STONERIDGE INC COM 86183P102 242 16,600 SH   DFND 1,3 0 16,600 0
STONERIDGE INC COM 86183P102 1,263 86,756 SH   DFND 15 0 86,756 0
STORE CAP CORP COM 862121100 727 28,086 SH   DFND 15 0 28,086 0
STRATEGIC GLOBAL INCOME FD COM 862719101 629 70,593 SH   DFND 14 0 70,593 0
STRATEGIC GLOBAL INCOME FD COM 862719101 968 108,623 SH   DFND 15 0 108,623 0
STRATTEC SEC CORP COM 863111100 230 4,005 SH   DFND 15 0 4,005 0
STRAYER ED INC COM 863236105 34 700 SH   DFND 1 0 0 700
STRAYER ED INC COM 863236105 1,361 27,914 SH   DFND 15 0 27,914 0
STRYKER CORP COM 863667101 18,602 173,377 SH   DFND 2 0 173,377 0
STRYKER CORP COM 863667101 206 1,923 SH   DFND 12,15 0 1,923 0
STRYKER CORP COM 863667101 7,536 70,237 SH   DFND 14 0 70,237 0
STRYKER CORP COM 863667101 160,960 1,500,233 SH   DFND 1 0 1,499,983 250
STRYKER CORP COM 863667101 91 844 SH   DFND 1,9 0 844 0
STRYKER CORP COM 863667101 696 6,487 SH   DFND 1,3 0 6,487 0
STRYKER CORP COM 863667101 1,231 11,476 SH   DFND 1,15 0 11,476 0
STRYKER CORP COM 863667101 69,614 648,837 SH   DFND 15 0 648,837 0
STRYKER CORP COM 863667101 1,620 15,100 SH   DFND 5 0 0 15,100
STRYKER CORP COM 863667101 1,255 11,700 SH   DFND 5,6 0 5,700 6,000
STRYKER CORP COM 863667101 1,101 10,264 SH   DFND 11 0 10,264 0
STURM RUGER & CO INC COM 864159108 135 1,975 SH   DFND 12,15 0 1,975 0
STURM RUGER & CO INC COM 864159108 1,187 17,357 SH   DFND 14 0 17,357 0
STURM RUGER & CO INC COM 864159108 2,734 39,983 SH   DFND 15 0 39,983 0
SUFFOLK BANCORP COM 864739107 765 30,290 SH   DFND 1 0 30,290 0
SUFFOLK BANCORP COM 864739107 227 9,000 SH   DFND 1,3 0 9,000 0
SUFFOLK BANCORP COM 864739107 54 2,133 SH   DFND 15 0 2,133 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 2,825 258,450 SH   DFND 1 0 239,250 19,200
SUCAMPO PHARMACEUTICALS INC CL A 864909106 404 37,000 SH   DFND 1,3 0 37,000 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 5,828 533,249 SH   DFND 15 0 533,249 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 310 28,400 SH   DFND 5 0 0 28,400
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 1,248 207,732 SH   DFND 15 0 207,732 0
SUMMIT HOTEL PPTYS COM 866082100 819 68,430 SH   DFND 1 0 68,430 0
SUMMIT HOTEL PPTYS COM 866082100 306 25,600 SH   DFND 1,3 0 25,600 0
SUMMIT HOTEL PPTYS COM 866082100 2,277 190,193 SH   DFND 15 0 190,193 0
SUMMIT MATLS INC CL A 86614U100 1,659 85,274 SH   DFND 15 0 85,274 0
SUN CMNTYS INC COM 866674104 2,372 33,121 SH   DFND 15 0 33,121 0
SUN LIFE FINL INC COM 866796105 2,301 71,309 SH   DFND 2,15 0 71,309 0
SUN LIFE FINL INC COM 866796105 25 780 SH   DFND 12,15 0 780 0
SUN LIFE FINL INC COM 866796105 5,550 171,980 SH   DFND 1 0 166,110 5,870
SUN LIFE FINL INC COM 866796105 844 26,162 SH   DFND 1,2 0 26,162 0
SUN LIFE FINL INC COM 866796105 1,268 39,300 SH   DFND 1,4 0 39,300 0
SUN LIFE FINL INC COM 866796105 158 4,900 SH   DFND 1,9 0 4,900 0
SUN LIFE FINL INC COM 866796105 174 5,400 SH   DFND 1,3 0 5,400 0
SUN LIFE FINL INC COM 866796105 136 4,200 SH   DFND 1,5 0 0 4,200
SUN LIFE FINL INC COM 866796105 2,206 68,370 SH   DFND 15 0 68,370 0
SUN LIFE FINL INC COM 866796105 395 12,249 SH   DFND 5 0 0 12,249
SUN LIFE FINL INC COM 866796105 597 18,500 SH   DFND 11 0 18,500 0
SUN HYDRAULICS CORP COM 866942105 435 13,114 SH   DFND 15 0 13,114 0
SUNCOR ENERGY INC NEW COM 867224107 973 35,000 SH   DFND 2 0 35,000 0
SUNCOR ENERGY INC NEW COM 867224107 2,583 92,894 SH   DFND 2,15 0 92,894 0
SUNCOR ENERGY INC NEW COM 867224107 48 1,716 SH   DFND 12,15 0 1,716 0
SUNCOR ENERGY INC NEW COM 867224107 578 20,771 SH   DFND 4 0 20,771 0
SUNCOR ENERGY INC NEW COM 867224107 22,051 792,901 SH   DFND 14 0 792,901 0
SUNCOR ENERGY INC NEW COM 867224107 1,144,407 41,150,915 SH   DFND 1 0 39,147,445 2,003,470
SUNCOR ENERGY INC NEW COM 867224107 56,924 2,046,888 SH   DFND 1,2 0 2,046,888 0
SUNCOR ENERGY INC NEW COM 867224107 10,982 394,900 SH   DFND 1,4 0 394,900 0
SUNCOR ENERGY INC NEW COM 867224107 7,921 284,824 SH   DFND 1,9 0 284,824 0
SUNCOR ENERGY INC NEW COM 867224107 28,354 1,019,564 SH   DFND 1,3 0 1,019,564 0
SUNCOR ENERGY INC NEW COM 867224107 6,193 222,700 SH   DFND 1,5 0 182,700 40,000
SUNCOR ENERGY INC NEW COM 867224107 10,125 364,060 SH   DFND 15 0 364,060 0
SUNCOR ENERGY INC NEW COM 867224107 2,587 93,024 SH   DFND 5 0 29,000 64,024
SUNCOR ENERGY INC NEW COM 867224107 3,257 117,100 SH   DFND 5,6 0 52,700 64,400
SUNCOR ENERGY INC NEW COM 867224107 1,291 46,409 SH   DFND 11 0 46,409 0
SUNCOR ENERGY INC NEW COM 867224107 437 15,700 SH   DFND 6 0 15,700 0
SUNCOR ENERGY INC NEW COM 867224107 640 23,000 SH   DFND 13 0 23,000 0
SUNCOKE ENERGY INC COM 86722A103 1,844 283,689 SH   DFND 15 0 283,689 0
SUNEDISON INC COM 86732Y109 29 54,113 SH   DFND 12,15 0 54,113 0
SUNEDISON INC COM 86732Y109 59 108,443 SH   DFND 14 0 108,443 0
SUNEDISON INC COM 86732Y109 2,268 4,199,648 SH   DFND 15 0 4,199,648 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 25 1,015 SH   DFND 14 0 1,015 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 214 8,537 SH   DFND 1 0 8,537 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 297 11,866 SH   DFND 15 0 11,866 0
SUNPOWER CORP COM 867652406 140 6,284 SH   DFND 12,15 0 6,284 0
SUNPOWER CORP COM 867652406 1,007 45,055 SH   DFND 14 0 45,055 0
SUNPOWER CORP COM 867652406 6,569 294,037 SH   DFND 15 0 294,037 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 3,333 4,300,000 PRN   DFND 1 0 4,300,000 0
SUNOPTA INC COM 8676EP108 475 106,599 SH   DFND 15 0 106,599 0
SUNRUN INC COM 86771W105 434 66,953 SH   DFND 14 0 66,953 0
SUNRUN INC COM 86771W105 2,978 459,623 SH   DFND 15 0 459,623 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 36 2,564 SH   DFND 12,15 0 2,564 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,654 118,121 SH   DFND 14 0 118,121 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 99,234 7,088,146 SH   DFND 1 0 6,011,518 1,076,628
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,663 118,809 SH   DFND 1,2 0 118,809 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 712 50,846 SH   DFND 1,12 0 50,846 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 9,822 701,582 SH   DFND 1,3 0 701,582 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 88 6,297 SH   DFND 1,15 0 6,297 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,680 405,705 SH   DFND 1,13 0 405,705 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 560 39,971 SH   DFND 15 0 39,971 0
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 5,332 213,100 SH   DFND 1 0 0 213,100
SUNTRUST BKS INC COM 867914103 396 10,963 SH   DFND 12,15 0 10,963 0
SUNTRUST BKS INC COM 867914103 6,669 184,846 SH   DFND 14 0 184,846 0
SUNTRUST BKS INC COM 867914103 24,796 687,256 SH   DFND 1 0 677,416 9,840
SUNTRUST BKS INC COM 867914103 1,710 47,400 SH   DFND 1,4 0 47,400 0
SUNTRUST BKS INC COM 867914103 357 9,900 SH   DFND 1,3 0 9,900 0
SUNTRUST BKS INC COM 867914103 10,157 281,500 SH   DFND 1,5 0 271,700 9,800
SUNTRUST BKS INC COM 867914103 404 11,200 SH   DFND 1,8 0 0 11,200
SUNTRUST BKS INC COM 867914103 33,931 940,449 SH   DFND 15 0 940,449 0
SUNTRUST BKS INC COM 867914103 3,709 102,800 SH   DFND 5 0 35,100 67,700
SUNTRUST BKS INC COM 867914103 3,543 98,200 SH   DFND 5,6 0 46,100 52,100
SUNTRUST BKS INC COM 867914103 617 17,100 SH   DFND 5,7 0 0 17,100
SUNTRUST BKS INC COM 867914103 559 15,497 SH   DFND 11 0 15,497 0
SUNTRUST BKS INC COM 867914103 523 14,500 SH   DFND 6 0 14,500 0
SUNTRUST BKS INC COM 867914103 1,822 50,500 SH   DFND 13 0 50,500 0
SUPER MICRO COMPUTER INC COM 86800U104 472 13,847 SH   DFND 14 0 13,847 0
SUPER MICRO COMPUTER INC COM 86800U104 5,359 157,238 SH   DFND 15 0 157,238 0
SUPERIOR ENERGY SVCS INC COM 868157108 109 8,130 SH   DFND 12,15 0 8,130 0
SUPERIOR ENERGY SVCS INC COM 868157108 342 25,572 SH   DFND 4 0 25,572 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,589 118,700 SH   DFND 14 0 118,700 0
SUPERIOR ENERGY SVCS INC COM 868157108 13,340 996,234 SH   DFND 1 0 983,224 13,010
SUPERIOR ENERGY SVCS INC COM 868157108 10,602 791,804 SH   DFND 1,2 0 791,804 0
SUPERIOR ENERGY SVCS INC COM 868157108 866 64,700 SH   DFND 1,4 0 64,700 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,921 143,499 SH   DFND 1,9 0 143,499 0
SUPERIOR ENERGY SVCS INC COM 868157108 162 12,100 SH   DFND 1,3 0 12,100 0
SUPERIOR ENERGY SVCS INC COM 868157108 75 5,600 SH   DFND 1,5 0 0 5,600
SUPERIOR ENERGY SVCS INC COM 868157108 257 19,200 SH   DFND 1,8 0 0 19,200
SUPERIOR ENERGY SVCS INC COM 868157108 1,806 134,906 SH   DFND 15 0 134,906 0
SUPERIOR ENERGY SVCS INC COM 868157108 439 32,800 SH   DFND 5 0 32,800 0
SUPERIOR INDS INTL INC COM 868168105 1,254 56,816 SH   DFND 15 0 56,816 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 13,734 900,587 SH   DFND 1 0 900,587 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 3,163 207,421 SH   DFND 1,12 0 207,421 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,530 100,337 SH   DFND 15 0 100,337 0
SUPERVALU INC COM 868536103 130 22,499 SH   DFND 12,15 0 22,499 0
SUPERVALU INC COM 868536103 618 107,242 SH   DFND 14 0 107,242 0
SUPERVALU INC COM 868536103 2,059 357,380 SH   DFND 1 0 340,280 17,100
SUPERVALU INC COM 868536103 96 16,700 SH   DFND 1,3 0 16,700 0
SUPERVALU INC COM 868536103 12,591 2,185,960 SH   DFND 15 0 2,185,960 0
SURGERY PARTNERS INC COM 86881A100 281 21,208 SH   DFND 15 0 21,208 0
SURGICAL CARE AFFILIATES INC COM 86881L106 4,029 87,062 SH   DFND 15 0 87,062 0
SURMODICS INC COM 868873100 632 34,310 SH   DFND 15 0 34,310 0
SWIFT TRANSN CO CL A 87074U101 37 1,989 SH   DFND 12,15 0 1,989 0
SWIFT TRANSN CO CL A 87074U101 122,333 6,566,451 SH   DFND 1 0 6,566,451 0
SWIFT TRANSN CO CL A 87074U101 20 1,100 SH   DFND 1,3 0 1,100 0
SWIFT TRANSN CO CL A 87074U101 680 36,520 SH   DFND 15 0 36,520 0
SYKES ENTERPRISES INC COM 871237103 182 6,014 SH   DFND 12,15 0 6,014 0
SYKES ENTERPRISES INC COM 871237103 1,747 57,902 SH   DFND 14 0 57,902 0
SYKES ENTERPRISES INC COM 871237103 11 374 SH   DFND 1 0 374 0
SYKES ENTERPRISES INC COM 871237103 8,421 279,029 SH   DFND 15 0 279,029 0
SYKES ENTERPRISES INC COM 871237103 184 6,100 SH   DFND 5 0 0 6,100
SYMANTEC CORP COM 871503108 3,021 164,390 SH   DFND 12,15 0 164,390 0
SYMANTEC CORP COM 871503108 6,051 329,226 SH   DFND 14 0 329,226 0
SYMANTEC CORP COM 871503108 241,685 13,149,348 SH   DFND 1 0 12,809,696 339,652
SYMANTEC CORP COM 871503108 832 45,241 SH   DFND 1,9 0 45,241 0
SYMANTEC CORP COM 871503108 35 1,884 SH   DFND 1,15 0 1,884 0
SYMANTEC CORP COM 871503108 94,429 5,137,605 SH   DFND 15 0 5,137,605 0
SYMANTEC CORP COM 871503108 318 17,323 SH   DFND 5 0 0 17,323
SYMANTEC CORP COM 871503108 386 21,000 SH   DFND 11 0 21,000 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 5,501 170,092 SH   DFND 15 0 170,092 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 12,664 13,140,000 PRN   DFND 1 0 13,140,000 0
SYNAPTICS INC COM 87157D109 2,243 28,123 SH   DFND 14 0 28,123 0
SYNAPTICS INC COM 87157D109 7,880 98,818 SH   DFND 15 0 98,818 0
SYMMETRY SURGICAL INC COM 87159G100 93 9,400 SH   DFND 1 0 0 9,400
SYMMETRY SURGICAL INC COM 87159G100 50 5,100 SH   DFND 1,3 0 5,100 0
SYNOPSYS INC COM 871607107 64 1,316 SH   DFND 12,15 0 1,316 0
SYNOPSYS INC COM 871607107 24,029 496,052 SH   DFND 1 0 496,052 0
SYNOPSYS INC COM 871607107 1,140 23,539 SH   DFND 15 0 23,539 0
SYNOPSYS INC COM 871607107 241 4,972 SH   DFND 11 0 4,972 0
SYNGENTA AG SPONSORED ADR 87160A100 45,856 553,682 SH   DFND 1 0 553,682 0
SYNGENTA AG SPONSORED ADR 87160A100 876 10,572 SH   DFND 15 0 10,572 0
SYNOVUS FINL CORP COM NEW 87161C501 57 1,970 SH   DFND 12,15 0 1,970 0
SYNOVUS FINL CORP COM NEW 87161C501 1,601 55,367 SH   DFND 14 0 55,367 0
SYNOVUS FINL CORP COM NEW 87161C501 24,478 846,687 SH   DFND 1 0 846,687 0
SYNOVUS FINL CORP COM NEW 87161C501 3,060 105,853 SH   DFND 15 0 105,853 0
SYNOVUS FINL CORP COM NEW 87161C501 3,208 110,981 SH   DFND 6 0 110,981 0
SYNOVUS FINL CORP COM NEW 87161C501 1,556 53,820 SH   DFND 6,12 0 53,820 0
SYNOVUS FINL CORP COM NEW 87161C501 418 14,467 SH   DFND 6,9 0 14,467 0
SYNTEL INC COM 87162H103 617 12,350 SH   DFND 15 0 12,350 0
SYNNEX CORP COM 87162W100 233 2,517 SH   DFND 12,15 0 2,517 0
SYNNEX CORP COM 87162W100 2,119 22,890 SH   DFND 14 0 22,890 0
SYNNEX CORP COM 87162W100 59,096 638,257 SH   DFND 1 0 638,257 0
SYNNEX CORP COM 87162W100 1,606 17,342 SH   DFND 15 0 17,342 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 4,594 1,664,374 SH   DFND 1 0 1,664,374 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 1,280 463,765 SH   DFND 1,12 0 463,765 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2 662 SH   DFND 15 0 662 0
SYNERGY RES CORP COM 87164P103 368 47,367 SH   DFND 14 0 47,367 0
SYNERGY RES CORP COM 87164P103 5,788 744,973 SH   DFND 15 0 744,973 0
SYNCHRONY FINL COM 87165B103 446 15,552 SH   DFND 12,15 0 15,552 0
SYNCHRONY FINL COM 87165B103 1,131 39,447 SH   DFND 14 0 39,447 0
SYNCHRONY FINL COM 87165B103 97,653 3,407,309 SH   DFND 1 0 3,391,929 15,380
SYNCHRONY FINL COM 87165B103 3,365 117,400 SH   DFND 1,4 0 117,400 0
SYNCHRONY FINL COM 87165B103 481 16,800 SH   DFND 1,3 0 16,800 0
SYNCHRONY FINL COM 87165B103 1,602 55,900 SH   DFND 1,5 0 38,900 17,000
SYNCHRONY FINL COM 87165B103 103 3,600 SH   DFND 1,8 0 0 3,600
SYNCHRONY FINL COM 87165B103 7,583 264,594 SH   DFND 15 0 264,594 0
SYNCHRONY FINL COM 87165B103 894 31,200 SH   DFND 5 0 0 31,200
SYNCHRONY FINL COM 87165B103 725 25,300 SH   DFND 11 0 25,300 0
SYNCHRONY FINL COM 87165B103 189 6,600 SH   DFND 13 0 6,600 0
SYSCO CORP COM 871829107 482 10,313 SH   DFND 12,15 0 10,313 0
SYSCO CORP COM 871829107 561 12,004 SH   DFND 4 0 12,004 0
SYSCO CORP COM 871829107 44,401 950,157 SH   DFND 14 0 950,157 0
SYSCO CORP COM 871829107 489,474 10,474,506 SH   DFND 1 0 10,017,379 457,127
SYSCO CORP COM 871829107 7,089 151,700 SH   DFND 1,4 0 151,700 0
SYSCO CORP COM 871829107 1,693 36,235 SH   DFND 1,9 0 36,235 0
SYSCO CORP COM 871829107 2,508 53,661 SH   DFND 1,3 0 53,661 0
SYSCO CORP COM 871829107 1,430 30,591 SH   DFND 1,15 0 30,591 0
SYSCO CORP COM 871829107 7,874 168,500 SH   DFND 1,5 0 150,200 18,300
SYSCO CORP COM 871829107 551 11,800 SH   DFND 1,8 0 0 11,800
SYSCO CORP COM 871829107 99,769 2,135,008 SH   DFND 15 0 2,135,008 0
SYSCO CORP COM 871829107 14,287 305,741 SH   DFND 5 0 229,100 76,641
SYSCO CORP COM 871829107 2,565 54,900 SH   DFND 5,6 0 25,100 29,800
SYSCO CORP COM 871829107 252 5,400 SH   DFND 5,7 0 0 5,400
SYSCO CORP COM 871829107 797 17,045 SH   DFND 11 0 17,045 0
SYSCO CORP COM 871829107 1,425 30,500 SH   DFND 13 0 30,500 0
TCF FINL CORP COM 872275102 40 3,228 SH   DFND 12,15 0 3,228 0
TCF FINL CORP COM 872275102 2,866 233,734 SH   DFND 15 0 233,734 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 65 1,351 SH   DFND 1 0 1,351 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 135 2,799 SH   DFND 15 0 2,799 0
TCW STRATEGIC INCOME FUND IN COM 872340104 1,229 235,348 SH   DFND 14 0 235,348 0
TCW STRATEGIC INCOME FUND IN COM 872340104 2,175 416,702 SH   DFND 15 0 416,702 0
TD AMERITRADE HLDG CORP COM 87236Y108 59 1,885 SH   DFND 12,15 0 1,885 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,569 49,767 SH   DFND 14 0 49,767 0
TD AMERITRADE HLDG CORP COM 87236Y108 58,870 1,867,100 SH   DFND 1 0 1,867,100 0
TD AMERITRADE HLDG CORP COM 87236Y108 980 31,088 SH   DFND 15 0 31,088 0
TD AMERITRADE HLDG CORP COM 87236Y108 501 15,900 SH   DFND 5 0 0 15,900
TD AMERITRADE HLDG CORP COM 87236Y108 259 8,200 SH   DFND 11 0 8,200 0
TECO ENERGY INC COM 872375100 97 3,527 SH   DFND 12,15 0 3,527 0
TECO ENERGY INC COM 872375100 5,660 205,594 SH   DFND 14 0 205,594 0
TECO ENERGY INC COM 872375100 22,434 814,899 SH   DFND 1 0 814,899 0
TECO ENERGY INC COM 872375100 3,032 110,148 SH   DFND 15 0 110,148 0
TECO ENERGY INC COM 872375100 559 20,300 SH   DFND 5 0 0 20,300
TECO ENERGY INC COM 872375100 204 7,400 SH   DFND 11 0 7,400 0
TCP CAP CORP COM 87238Q103 23 1,548 SH   DFND 12,15 0 1,548 0
TCP CAP CORP COM 87238Q103 4,068 272,811 SH   DFND 14 0 272,811 0
TCP CAP CORP COM 87238Q103 2,151 144,264 SH   DFND 15 0 144,264 0
TFS FINL CORP COM 87240R107 522 30,063 SH   DFND 15 0 30,063 0
THL CR INC COM 872438106 6,945 641,232 SH   DFND 15 0 641,232 0
THL CR SR LN FD COM 87244R103 2,587 163,027 SH   DFND 14 0 163,027 0
TICC CAPITAL CORP COM 87244T109 12 2,396 SH   DFND 12,15 0 2,396 0
TICC CAPITAL CORP COM 87244T109 1,041 216,890 SH   DFND 15 0 216,890 0
TJX COS INC NEW COM 872540109 383 4,893 SH   DFND 12,15 0 4,893 0
TJX COS INC NEW COM 872540109 5,840 74,540 SH   DFND 14 0 74,540 0
TJX COS INC NEW COM 872540109 99,755 1,273,192 SH   DFND 1 0 1,273,192 0
TJX COS INC NEW COM 872540109 2,844 36,299 SH   DFND 1,9 0 36,299 0
TJX COS INC NEW COM 872540109 512 6,535 SH   DFND 1,3 0 6,535 0
TJX COS INC NEW COM 872540109 43,170 550,989 SH   DFND 15 0 550,989 0
TJX COS INC NEW COM 872540109 2,272 29,000 SH   DFND 5 0 0 29,000
TJX COS INC NEW COM 872540109 1,583 20,200 SH   DFND 11 0 20,200 0
T MOBILE US INC COM 872590104 7,451 194,545 SH   DFND 12,15 0 194,545 0
T MOBILE US INC COM 872590104 1,565 40,872 SH   DFND 14 0 40,872 0
T MOBILE US INC COM 872590104 246,399 6,433,406 SH   DFND 15 0 6,433,406 0
T MOBILE US INC COM 872590104 467 12,200 SH   DFND 5 0 0 12,200
T MOBILE US INC COM 872590104 339 8,850 SH   DFND 11 0 8,850 0
T MOBILE US INC CONV PFD SER A 872590203 24,057 363,400 SH   DFND 1 0 363,400 0
TRI POINTE GROUP INC COM 87265H109 1,235 104,798 SH   DFND 15 0 104,798 0
TPG SPECIALTY LENDING INC COM 87265K102 28 1,737 SH   DFND 12,15 0 1,737 0
TPG SPECIALTY LENDING INC COM 87265K102 2,593 160,747 SH   DFND 15 0 160,747 0
TTM TECHNOLOGIES INC COM 87305R109 270 40,530 SH   DFND 1 0 40,530 0
TTM TECHNOLOGIES INC COM 87305R109 64 9,600 SH   DFND 1,3 0 9,600 0
TTM TECHNOLOGIES INC COM 87305R109 2,494 375,014 SH   DFND 15 0 375,014 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 5,344 6,000,000 PRN   DFND 1 0 6,000,000 0
TABLEAU SOFTWARE INC CL A 87336U105 607 13,232 SH   DFND 14 0 13,232 0
TABLEAU SOFTWARE INC CL A 87336U105 632 13,776 SH   DFND 15 0 13,776 0
TABLEAU SOFTWARE INC CL A 87336U105 73 1,600 SH   DFND 11 0 1,600 0
TAHOE RES INC COM 873868103 28 2,829 SH   DFND 2,15 0 2,829 0
TAHOE RES INC COM 873868103 12,009 1,197,272 SH   DFND 1,2 0 1,197,272 0
TAHOE RES INC COM 873868103 2,156 214,948 SH   DFND 1,9 0 214,948 0
TAHOE RES INC COM 873868103 949 94,629 SH   DFND 15 0 94,629 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 680 25,940 SH   DFND 2 0 25,940 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 946 36,105 SH   DFND 14 0 36,105 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 145,993 5,572,238 SH   DFND 1 0 5,572,238 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7,149 272,849 SH   DFND 1,2 0 272,849 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 318 12,140 SH   DFND 1,3 0 12,140 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 15,469 590,420 SH   DFND 15 0 590,420 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,374 90,600 SH   DFND 5,9 0 90,600 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 16,353 624,160 SH   DFND 11,6 0 624,160 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 107,202 4,091,678 SH   DFND 6 0 4,091,678 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 19,756 754,031 SH   DFND 6,9 0 754,031 0
TAILORED BRANDS INC COM 87403A107 40 2,253 SH   DFND 12,15 0 2,253 0
TAILORED BRANDS INC COM 87403A107 47,825 2,671,796 SH   DFND 1 0 2,671,796 0
TAILORED BRANDS INC COM 87403A107 1,471 82,154 SH   DFND 15 0 82,154 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 192 5,093 SH   DFND 12,15 0 5,093 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 335 8,895 SH   DFND 14 0 8,895 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 86,567 2,298,041 SH   DFND 1 0 2,298,041 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,445 197,644 SH   DFND 1,9 0 197,644 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 26 700 SH   DFND 1,3 0 700 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 22,313 592,330 SH   DFND 15 0 592,330 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3,150 83,633 SH   DFND 6 0 83,633 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,564 41,510 SH   DFND 6,12 0 41,510 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 415 11,008 SH   DFND 6,9 0 11,008 0
TAL ED GROUP ADS REPSTG COM 874080104 9,191 185,000 SH   DFND 12,4 0 185,000 0
TAL ED GROUP ADS REPSTG COM 874080104 4,176 84,060 SH   DFND 15 0 84,060 0
TAL INTL GROUP INC COM 874083108 44 2,845 SH   DFND 12,15 0 2,845 0
TAL INTL GROUP INC COM 874083108 686 44,450 SH   DFND 15 0 44,450 0
TALEN ENERGY CORP COM 87422J105 210 23,345 SH   DFND 14 0 23,345 0
TALMER BANCORP INC COM 87482X101 27 1,519 SH   DFND 12,15 0 1,519 0
TALMER BANCORP INC COM 87482X101 13 699 SH   DFND 1 0 699 0
TALMER BANCORP INC COM 87482X101 5,839 322,752 SH   DFND 15 0 322,752 0
TANGER FACTORY OUTLET CTRS I COM 875465106 7,698 211,541 SH   DFND 1 0 0 211,541
TANGER FACTORY OUTLET CTRS I COM 875465106 6,925 190,299 SH   DFND 15 0 190,299 0
TANGOE INC COM 87582Y108 1,300 164,794 SH   DFND 15 0 164,794 0
TARENA INTL INC ADR 876108101 585 54,120 SH   DFND 15 0 54,120 0
TARGET CORP COM 87612E106 1,018 12,368 SH   DFND 12,15 0 12,368 0
TARGET CORP COM 87612E106 1,218 14,808 SH   DFND 4 0 14,808 0
TARGET CORP COM 87612E106 106,337 1,292,375 SH   DFND 14 0 1,292,375 0
TARGET CORP COM 87612E106 1,003,738 12,199,050 SH   DFND 1 0 11,525,643 673,407
TARGET CORP COM 87612E106 16,909 205,500 SH   DFND 1,4 0 205,500 0
TARGET CORP COM 87612E106 2,598 31,576 SH   DFND 1,9 0 31,576 0
TARGET CORP COM 87612E106 5,168 62,813 SH   DFND 1,3 0 62,813 0
TARGET CORP COM 87612E106 1,280 15,562 SH   DFND 1,15 0 15,562 0
TARGET CORP COM 87612E106 15,000 182,300 SH   DFND 1,5 0 162,100 20,200
TARGET CORP COM 87612E106 1,012 12,300 SH   DFND 1,8 0 0 12,300
TARGET CORP COM 87612E106 43,122 524,088 SH   DFND 15 0 524,088 0
TARGET CORP COM 87612E106 13,184 160,239 SH   DFND 5 0 76,400 83,839
TARGET CORP COM 87612E106 2,567 31,200 SH   DFND 5,9 0 31,200 0
TARGET CORP COM 87612E106 5,052 61,400 SH   DFND 5,6 0 29,200 32,200
TARGET CORP COM 87612E106 880 10,700 SH   DFND 5,7 0 0 10,700
TARGET CORP COM 87612E106 1,456 17,701 SH   DFND 11 0 17,701 0
TARGET CORP COM 87612E106 5,381 65,400 SH   DFND 6 0 65,400 0
TARGET CORP COM 87612E106 485 5,900 SH   DFND 7 0 5,900 0
TARGET CORP COM 87612E106 2,814 34,200 SH   DFND 13 0 34,200 0
TARGA RES CORP COM 87612G101 81 2,705 SH   DFND 12,15 0 2,705 0
TARGA RES CORP COM 87612G101 2,097 70,223 SH   DFND 14 0 70,223 0
TARGA RES CORP COM 87612G101 85 2,863 SH   DFND 1 0 2,863 0
TARGA RES CORP COM 87612G101 1,467 49,137 SH   DFND 15 0 49,137 0
TASER INTL INC COM 87651B104 2,149 109,467 SH   DFND 15 0 109,467 0
TATA MTRS LTD SPONSORED ADR 876568502 66 2,283 SH   DFND 12,15 0 2,283 0
TATA MTRS LTD SPONSORED ADR 876568502 3,015 103,800 SH   DFND 15 0 103,800 0
TATA MTRS LTD SPONSORED ADR 876568502 11,111 382,470 SH   DFND 6 0 382,470 0
TATA MTRS LTD SPONSORED ADR 876568502 318 10,932 SH   DFND 6,2 0 10,932 0
TATA MTRS LTD SPONSORED ADR 876568502 1,933 66,540 SH   DFND 6,12 0 66,540 0
TATA MTRS LTD SPONSORED ADR 876568502 127 4,371 SH   DFND 6,9 0 4,371 0
TATA MTRS LTD SPONSORED ADR 876568502 203 7,000 SH   DFND 13,4 0 7,000 0
TAUBMAN CTRS INC COM 876664103 48 677 SH   DFND 12,15 0 677 0
TAUBMAN CTRS INC COM 876664103 100,142 1,405,902 SH   DFND 1 0 9,000 1,396,902
TAUBMAN CTRS INC COM 876664103 812 11,398 SH   DFND 15 0 11,398 0
TAYLOR MORRISON HOME CORP CL A 87724P106 755 53,494 SH   DFND 15 0 53,494 0
TEAM INC COM 878155100 15,090 496,696 SH   DFND 1 0 496,696 0
TEAM INC COM 878155100 798 26,256 SH   DFND 15 0 26,256 0
TEAM INC COM 878155100 2,124 69,906 SH   DFND 6 0 69,906 0
TEAM INC COM 878155100 990 32,582 SH   DFND 6,12 0 32,582 0
TEAM INC COM 878155100 278 9,163 SH   DFND 6,9 0 9,163 0
TEAM HEALTH HOLDINGS INC COM 87817A107 55,492 1,327,232 SH   DFND 1 0 1,242,671 84,561
TEAM HEALTH HOLDINGS INC COM 87817A107 299 7,159 SH   DFND 1,3 0 7,159 0
TEAM HEALTH HOLDINGS INC COM 87817A107 1,905 45,572 SH   DFND 15 0 45,572 0
TEAM HEALTH HOLDINGS INC COM 87817A107 2,176 52,042 SH   DFND 6 0 52,042 0
TEAM HEALTH HOLDINGS INC COM 87817A107 1,060 25,344 SH   DFND 6,12 0 25,344 0
TEAM HEALTH HOLDINGS INC COM 87817A107 287 6,863 SH   DFND 6,9 0 6,863 0
TECH DATA CORP COM 878237106 477 6,208 SH   DFND 12,15 0 6,208 0
TECH DATA CORP COM 878237106 4,632 60,337 SH   DFND 14 0 60,337 0
TECH DATA CORP COM 878237106 43,822 570,816 SH   DFND 1 0 566,716 4,100
TECH DATA CORP COM 878237106 361 4,700 SH   DFND 1,3 0 4,700 0
TECH DATA CORP COM 878237106 6,515 84,864 SH   DFND 15 0 84,864 0
TECH DATA CORP COM 878237106 622 8,100 SH   DFND 5 0 7,200 900
TECH DATA CORP COM 878237106 3,623 47,197 SH   DFND 6 0 47,197 0
TECH DATA CORP COM 878237106 1,788 23,290 SH   DFND 6,12 0 23,290 0
TECH DATA CORP COM 878237106 485 6,316 SH   DFND 6,9 0 6,316 0
TECH DATA CORP COM 878237106 246 3,200 SH   DFND 13 0 3,200 0
TECK RESOURCES LTD CL B 878742204 18,729 2,461,049 SH   DFND 2 0 2,461,049 0
TECK RESOURCES LTD CL B 878742204 833 109,516 SH   DFND 2,15 0 109,516 0
TECK RESOURCES LTD CL B 878742204 15 1,942 SH   DFND 12,15 0 1,942 0
TECK RESOURCES LTD CL B 878742204 898 118,000 SH   DFND 1 0 118,000 0
TECK RESOURCES LTD CL B 878742204 6,358 835,436 SH   DFND 1,2 0 835,436 0
TECK RESOURCES LTD CL B 878742204 3,561 467,900 SH   DFND 1,5 0 467,900 0
TECK RESOURCES LTD CL B 878742204 759 99,681 SH   DFND 15 0 99,681 0
TECK RESOURCES LTD CL B 878742204 3,087 405,600 SH   DFND 5 0 355,700 49,900
TECK RESOURCES LTD CL B 878742204 805 105,800 SH   DFND 5,9 0 105,800 0
TECK RESOURCES LTD CL B 878742204 981 128,900 SH   DFND 5,6 0 79,900 49,000
TECK RESOURCES LTD CL B 878742204 136 17,849 SH   DFND 11 0 17,849 0
TECK RESOURCES LTD CL B 878742204 348 45,700 SH   DFND 13 0 45,700 0
TECHTARGET INC COM 87874R100 86 11,550 SH   DFND 1 0 11,550 0
TECHTARGET INC COM 87874R100 74 10,000 SH   DFND 1,3 0 10,000 0
TECHTARGET INC COM 87874R100 5 638 SH   DFND 15 0 638 0
TEGNA INC COM 87901J105 91 3,896 SH   DFND 12,15 0 3,896 0
TEGNA INC COM 87901J105 120,739 5,146,575 SH   DFND 1 0 5,143,425 3,150
TEGNA INC COM 87901J105 389 16,600 SH   DFND 1,4 0 16,600 0
TEGNA INC COM 87901J105 70 3,000 SH   DFND 1,3 0 3,000 0
TEGNA INC COM 87901J105 51 2,181 SH   DFND 1,15 0 2,181 0
TEGNA INC COM 87901J105 38 1,600 SH   DFND 1,5 0 0 1,600
TEGNA INC COM 87901J105 82 3,500 SH   DFND 1,8 0 0 3,500
TEGNA INC COM 87901J105 1,569 66,870 SH   DFND 15 0 66,870 0
TEGNA INC COM 87901J105 150 6,400 SH   DFND 11 0 6,400 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 215 8,968 SH   DFND 14 0 8,968 0
TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 202 11,280 SH   DFND 14 0 11,280 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 919 51,350 SH   DFND 14 0 51,350 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 256 23,696 SH   DFND 15 0 23,696 0
TELEDYNE TECHNOLOGIES INC COM 879360105 42 476 SH   DFND 12,15 0 476 0
TELEDYNE TECHNOLOGIES INC COM 879360105 8,135 92,293 SH   DFND 15 0 92,293 0
TELEFLEX INC COM 879369106 49 313 SH   DFND 12,15 0 313 0
TELEFLEX INC COM 879369106 1,842 11,730 SH   DFND 14 0 11,730 0
TELEFLEX INC COM 879369106 5,613 35,752 SH   DFND 15 0 35,752 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 2,553 1,000,000 PRN   DFND 1 0 1,000,000 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 155 12,431 SH   DFND 14 0 12,431 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 861 68,921 SH   DFND 15 0 68,921 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 4,962 397,250 SH   DFND 6 0 397,250 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 97 7,775 SH   DFND 6,9 0 7,775 0
TELEFONICA S A SPONSORED ADR 879382208 1,106 99,399 SH   DFND 15 0 99,399 0
TELEPHONE & DATA SYS INC COM NEW 879433829 200 6,642 SH   DFND 12,15 0 6,642 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,595 86,255 SH   DFND 14 0 86,255 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,812 93,466 SH   DFND 15 0 93,466 0
TELENAV INC COM 879455103 206 34,984 SH   DFND 15 0 34,984 0
TELIGENT INC NEW COM 87960W104 4,681 955,287 SH   DFND 1 0 678,231 277,056
TELIGENT INC NEW COM 87960W104 1,165 237,770 SH   DFND 15 0 237,770 0
TELUS CORP COM 87971M103 3,313 101,845 SH   DFND 2,15 0 101,845 0
TELUS CORP COM 87971M103 14 439 SH   DFND 12,15 0 439 0
TELUS CORP COM 87971M103 18,654 573,451 SH   DFND 14 0 573,451 0
TELUS CORP COM 87971M103 8,056 247,633 SH   DFND 1,2 0 247,633 0
TELUS CORP COM 87971M103 10,984 337,645 SH   DFND 15 0 337,645 0
TELUS CORP COM 87971M103 234 7,204 SH   DFND 11 0 7,204 0
TELETECH HOLDINGS INC COM 879939106 985 35,474 SH   DFND 14 0 35,474 0
TELETECH HOLDINGS INC COM 879939106 13 462 SH   DFND 1 0 462 0
TELETECH HOLDINGS INC COM 879939106 4,618 166,371 SH   DFND 15 0 166,371 0
TEMPLETON EMERG MKTS INCOME COM 880192109 1,884 183,229 SH   DFND 14 0 183,229 0
TEMPLETON EMERG MKTS INCOME COM 880192109 4,957 482,202 SH   DFND 15 0 482,202 0
TEMPLETON GLOBAL INCOME FD COM 880198106 7,682 1,178,290 SH   DFND 15 0 1,178,290 0
TEMPUR SEALY INTL INC COM 88023U101 7,070 116,300 SH   DFND 1 0 116,300 0
TEMPUR SEALY INTL INC COM 88023U101 55 900 SH   DFND 1,3 0 900 0
TEMPUR SEALY INTL INC COM 88023U101 13,717 225,651 SH   DFND 15 0 225,651 0
TENET HEALTHCARE CORP COM NEW 88033G407 156 5,392 SH   DFND 12,15 0 5,392 0
TENET HEALTHCARE CORP COM NEW 88033G407 946 32,708 SH   DFND 14 0 32,708 0
TENET HEALTHCARE CORP COM NEW 88033G407 28,464 983,899 SH   DFND 1 0 983,899 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,378 47,635 SH   DFND 1,12 0 47,635 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,749 129,586 SH   DFND 15 0 129,586 0
TENNANT CO COM 880345103 11 212 SH   DFND 1 0 212 0
TENNANT CO COM 880345103 3,483 67,652 SH   DFND 15 0 67,652 0
TENNECO INC COM 880349105 170 3,308 SH   DFND 12,15 0 3,308 0
TENNECO INC COM 880349105 4,761 92,432 SH   DFND 15 0 92,432 0
TERADATA CORP DEL COM 88076W103 149 5,689 SH   DFND 12,15 0 5,689 0
TERADATA CORP DEL COM 88076W103 75 2,856 SH   DFND 14 0 2,856 0
TERADATA CORP DEL COM 88076W103 124,612 4,748,914 SH   DFND 1 0 4,743,024 5,890
TERADATA CORP DEL COM 88076W103 837 31,900 SH   DFND 1,4 0 31,900 0
TERADATA CORP DEL COM 88076W103 50 1,900 SH   DFND 1,9 0 1,900 0
TERADATA CORP DEL COM 88076W103 157 6,000 SH   DFND 1,3 0 6,000 0
TERADATA CORP DEL COM 88076W103 3,036 115,700 SH   DFND 1,5 0 112,500 3,200
TERADATA CORP DEL COM 88076W103 147 5,600 SH   DFND 1,8 0 0 5,600
TERADATA CORP DEL COM 88076W103 4,366 166,388 SH   DFND 15 0 166,388 0
TERADATA CORP DEL COM 88076W103 105 4,000 SH   DFND 11 0 4,000 0
TERADYNE INC COM 880770102 152 7,036 SH   DFND 12,15 0 7,036 0
TERADYNE INC COM 880770102 34,756 1,609,833 SH   DFND 1 0 1,609,833 0
TERADYNE INC COM 880770102 15 700 SH   DFND 1,3 0 700 0
TERADYNE INC COM 880770102 6,242 289,115 SH   DFND 15 0 289,115 0
TERADYNE INC COM 880770102 4,098 189,800 SH   DFND 5 0 90,500 99,300
TERADYNE INC COM 880770102 6,788 314,400 SH   DFND 5,9 0 314,400 0
TERADYNE INC COM 880770102 1,114 51,600 SH   DFND 5,6 0 23,600 28,000
TERADYNE INC COM 880770102 1,051 48,700 SH   DFND 7 0 48,700 0
TERADYNE INC COM 880770102 207 9,600 SH   DFND 13 0 9,600 0
TEREX CORP NEW COM 880779103 70 2,810 SH   DFND 12,15 0 2,810 0
TEREX CORP NEW COM 880779103 22,427 901,392 SH   DFND 1 0 901,392 0
TEREX CORP NEW COM 880779103 1,177 47,322 SH   DFND 15 0 47,322 0
TERNIUM SA SPON ADR 880890108 1,251 69,600 SH   DFND 6 0 69,600 0
TERNIUM SA SPON ADR 880890108 148 8,250 SH   DFND 6,2 0 8,250 0
TERNIUM SA SPON ADR 880890108 645 35,900 SH   DFND 6,12 0 35,900 0
TERRAFORM GLOBAL INC CL A 88104M101 2,551 1,072,002 SH   DFND 15 0 1,072,002 0
TERRAFORM PWR INC CL A COM 88104R100 215 24,907 SH   DFND 12,15 0 24,907 0
TERRAFORM PWR INC CL A COM 88104R100 630 72,870 SH   DFND 1 0 15,370 57,500
TERRAFORM PWR INC CL A COM 88104R100 78 9,000 SH   DFND 1,3 0 9,000 0
TERRAFORM PWR INC CL A COM 88104R100 31,525 3,644,565 SH   DFND 15 0 3,644,565 0
TERRITORIAL BANCORP INC COM 88145X108 274 10,512 SH   DFND 15 0 10,512 0
TERRENO RLTY CORP COM 88146M101 5,616 239,500 SH   DFND 1 0 239,500 0
TERRENO RLTY CORP COM 88146M101 117 5,000 SH   DFND 1,9 0 5,000 0
TERRENO RLTY CORP COM 88146M101 614 26,174 SH   DFND 15 0 26,174 0
TESARO INC COM 881569107 647 14,686 SH   DFND 15 0 14,686 0
TESCO CORP COM 88157K101 1,773 205,907 SH   DFND 15 0 205,907 0
TESORO CORP COM 881609101 1,137 13,215 SH   DFND 12,15 0 13,215 0
TESORO CORP COM 881609101 522 6,068 SH   DFND 4 0 6,068 0
TESORO CORP COM 881609101 9,997 116,228 SH   DFND 14 0 116,228 0
TESORO CORP COM 881609101 49,970 580,982 SH   DFND 1 0 558,492 22,490
TESORO CORP COM 881609101 12,360 143,700 SH   DFND 1,4 0 143,700 0
TESORO CORP COM 881609101 1,187 13,800 SH   DFND 1,9 0 13,800 0
TESORO CORP COM 881609101 2,382 27,700 SH   DFND 1,3 0 27,700 0
TESORO CORP COM 881609101 8,076 93,900 SH   DFND 1,5 0 79,900 14,000
TESORO CORP COM 881609101 404 4,700 SH   DFND 1,8 0 0 4,700
TESORO CORP COM 881609101 14,702 170,933 SH   DFND 15 0 170,933 0
TESORO CORP COM 881609101 5,548 64,500 SH   DFND 5 0 37,800 26,700
TESORO CORP COM 881609101 284 3,300 SH   DFND 5,9 0 3,300 0
TESORO CORP COM 881609101 2,004 23,300 SH   DFND 5,6 0 11,400 11,900
TESORO CORP COM 881609101 593 6,900 SH   DFND 5,7 0 0 6,900
TESORO CORP COM 881609101 318 3,700 SH   DFND 11 0 3,700 0
TESORO CORP COM 881609101 568 6,600 SH   DFND 6 0 6,600 0
TESORO CORP COM 881609101 757 8,800 SH   DFND 13 0 8,800 0
TESLA MTRS INC COM 88160R101 7,308 31,806 SH   DFND 12,15 0 31,806 0
TESLA MTRS INC COM 88160R101 270 1,175 SH   DFND 14 0 1,175 0
TESLA MTRS INC COM 88160R101 16,697 72,670 SH   DFND 1 0 72,670 0
TESLA MTRS INC COM 88160R101 190 828 SH   DFND 1,3 0 828 0
TESLA MTRS INC COM 88160R101 240,026 1,044,637 SH   DFND 15 0 1,044,637 0
TESLA MTRS INC COM 88160R101 873 3,800 SH   DFND 5 0 0 3,800
TESLA MTRS INC COM 88160R101 689 3,000 SH   DFND 11 0 3,000 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 5,513 3,000,000 PRN   DFND 1 0 3,000,000 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 4,661 5,129,000 PRN   DFND 1 0 5,129,000 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 9,854 11,500,000 PRN   DFND 1 0 11,500,000 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 1,418 31,055 SH   DFND 14 0 31,055 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 185 4,062 SH   DFND 1 0 4,062 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 26,153 488,742 SH   DFND 14 0 488,742 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 882,921 16,500,103 SH   DFND 1 0 14,948,132 1,551,971
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 52,132 974,252 SH   DFND 1,2 0 974,252 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7,847 146,652 SH   DFND 1,12 0 146,652 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 37,003 691,519 SH   DFND 1,3 0 691,519 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,600 104,658 SH   DFND 15 0 104,658 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 2,783 438,311 SH   DFND 15 0 438,311 0
TETRA TECH INC NEW COM 88162G103 41 1,385 SH   DFND 12,15 0 1,385 0
TETRA TECH INC NEW COM 88162G103 1,967 65,966 SH   DFND 14 0 65,966 0
TETRA TECH INC NEW COM 88162G103 12 417 SH   DFND 1 0 417 0
TETRA TECH INC NEW COM 88162G103 25,610 858,816 SH   DFND 15 0 858,816 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 16,916 13,000,000 PRN   DFND 1 0 13,000,000 0
TESSERA TECHNOLOGIES INC COM 88164L100 746 24,080 SH   DFND 14 0 24,080 0
TESSERA TECHNOLOGIES INC COM 88164L100 23,361 753,567 SH   DFND 1 0 741,567 12,000
TESSERA TECHNOLOGIES INC COM 88164L100 446 14,400 SH   DFND 1,3 0 14,400 0
TESSERA TECHNOLOGIES INC COM 88164L100 6,252 201,663 SH   DFND 15 0 201,663 0
TESSERA TECHNOLOGIES INC COM 88164L100 304 9,800 SH   DFND 5 0 0 9,800
TESSERA TECHNOLOGIES INC COM 88164L100 2,812 90,694 SH   DFND 6 0 90,694 0
TESSERA TECHNOLOGIES INC COM 88164L100 1,366 44,055 SH   DFND 6,12 0 44,055 0
TESSERA TECHNOLOGIES INC COM 88164L100 363 11,702 SH   DFND 6,9 0 11,702 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 753 19,627 SH   DFND 14 0 19,627 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 6,271 163,398 SH   DFND 15 0 163,398 0
TEXAS INSTRS INC COM 882508104 13,997 243,770 SH   DFND 12,15 0 243,770 0
TEXAS INSTRS INC COM 882508104 17,918 312,048 SH   DFND 14 0 312,048 0
TEXAS INSTRS INC COM 882508104 14,073 245,086 SH   DFND 1 0 244,136 950
TEXAS INSTRS INC COM 882508104 463,719 8,075,923 SH   DFND 15 0 8,075,923 0
TEXAS INSTRS INC COM 882508104 2,429 42,300 SH   DFND 5 0 0 42,300
TEXAS INSTRS INC COM 882508104 2,239 39,000 SH   DFND 5,6 0 17,800 21,200
TEXAS INSTRS INC COM 882508104 1,770 30,831 SH   DFND 11 0 30,831 0
TEXAS INSTRS INC COM 882508104 787 13,700 SH   DFND 13 0 13,700 0
TEXAS ROADHOUSE INC COM 882681109 1,072 24,587 SH   DFND 14 0 24,587 0
TEXAS ROADHOUSE INC COM 882681109 77,700 1,782,922 SH   DFND 1 0 1,703,945 78,977
TEXAS ROADHOUSE INC COM 882681109 12,446 285,579 SH   DFND 15 0 285,579 0
TEXTRON INC COM 883203101 153 4,200 SH   DFND 12,15 0 4,200 0
TEXTRON INC COM 883203101 1,172 32,152 SH   DFND 14 0 32,152 0
TEXTRON INC COM 883203101 379,404 10,406,030 SH   DFND 1 0 10,233,737 172,293
TEXTRON INC COM 883203101 15,567 426,970 SH   DFND 15 0 426,970 0
TEXTRON INC COM 883203101 303 8,314 SH   DFND 11 0 8,314 0
THERAPEUTICSMD INC COM 88338N107 1,376 215,078 SH   DFND 15 0 215,078 0
THERMO FISHER SCIENTIFIC INC COM 883556102 387 2,730 SH   DFND 12,15 0 2,730 0
THERMO FISHER SCIENTIFIC INC COM 883556102 11,461 80,942 SH   DFND 14 0 80,942 0
THERMO FISHER SCIENTIFIC INC COM 883556102 399,916 2,824,462 SH   DFND 1 0 2,824,462 0
THERMO FISHER SCIENTIFIC INC COM 883556102 25,239 178,255 SH   DFND 1,12 0 178,255 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,158 8,178 SH   DFND 1,15 0 8,178 0
THERMO FISHER SCIENTIFIC INC COM 883556102 15 107 SH   DFND 1,11 0 107 0
THERMO FISHER SCIENTIFIC INC COM 883556102 8,140 57,492 SH   DFND 15 0 57,492 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,084 14,720 SH   DFND 5 0 0 14,720
THERMO FISHER SCIENTIFIC INC COM 883556102 1,714 12,106 SH   DFND 11 0 12,106 0
THERMON GROUP HLDGS INC COM 88362T103 397 22,606 SH   DFND 15 0 22,606 0
THOMSON REUTERS CORP COM 884903105 2,109 52,093 SH   DFND 2,15 0 52,093 0
THOMSON REUTERS CORP COM 884903105 20 506 SH   DFND 12,15 0 506 0
THOMSON REUTERS CORP COM 884903105 26,330 650,451 SH   DFND 14 0 650,451 0
THOMSON REUTERS CORP COM 884903105 164,349 4,060,006 SH   DFND 1 0 3,657,459 402,547
THOMSON REUTERS CORP COM 884903105 424 10,470 SH   DFND 1,2 0 10,470 0
THOMSON REUTERS CORP COM 884903105 224 5,537 SH   DFND 1,3 0 5,537 0
THOMSON REUTERS CORP COM 884903105 10,180 251,476 SH   DFND 15 0 251,476 0
THOMSON REUTERS CORP COM 884903105 398 9,843 SH   DFND 5 0 0 9,843
THOMSON REUTERS CORP COM 884903105 427 10,550 SH   DFND 11 0 10,550 0
THOR INDS INC COM 885160101 41 637 SH   DFND 12,15 0 637 0
THOR INDS INC COM 885160101 3,682 57,735 SH   DFND 14 0 57,735 0
THOR INDS INC COM 885160101 733 11,500 SH   DFND 15 0 11,500 0
3-D SYS CORP DEL COM NEW 88554D205 857 55,426 SH   DFND 14 0 55,426 0
3-D SYS CORP DEL COM NEW 88554D205 1,724 111,445 SH   DFND 15 0 111,445 0
3M CO COM 88579Y101 36,385 218,359 SH   DFND 2 0 218,359 0
3M CO COM 88579Y101 926 5,558 SH   DFND 12,15 0 5,558 0
3M CO COM 88579Y101 464 2,786 SH   DFND 4 0 2,786 0
3M CO COM 88579Y101 112,681 676,232 SH   DFND 14 0 676,232 0
3M CO COM 88579Y101 17,088 102,549 SH   DFND 1 0 101,199 1,350
3M CO COM 88579Y101 1,259 7,553 SH   DFND 1,15 0 7,553 0
3M CO COM 88579Y101 142 850 SH   DFND 1,8 0 0 850
3M CO COM 88579Y101 111,459 668,900 SH   DFND 15 0 668,900 0
3M CO COM 88579Y101 3,832 23,000 SH   DFND 5 0 0 23,000
3M CO COM 88579Y101 4,149 24,900 SH   DFND 5,6 0 11,400 13,500
3M CO COM 88579Y101 3,095 18,577 SH   DFND 11 0 18,577 0
3M CO COM 88579Y101 1,566 9,400 SH   DFND 13 0 9,400 0
TIDEWATER INC COM 886423102 46 6,675 SH   DFND 12,15 0 6,675 0
TIDEWATER INC COM 886423102 239 35,000 SH   DFND 1 0 35,000 0
TIDEWATER INC COM 886423102 4,762 697,196 SH   DFND 1,2 0 697,196 0
TIDEWATER INC COM 886423102 863 126,354 SH   DFND 1,9 0 126,354 0
TIDEWATER INC COM 886423102 1,941 284,207 SH   DFND 15 0 284,207 0
TIER REIT INC COM NEW 88650V208 884 65,749 SH   DFND 15 0 65,749 0
TIFFANY & CO NEW COM 886547108 99 1,349 SH   DFND 12,15 0 1,349 0
TIFFANY & CO NEW COM 886547108 10,493 142,995 SH   DFND 1 0 142,995 0
TIFFANY & CO NEW COM 886547108 3,793 51,693 SH   DFND 15 0 51,693 0
TIFFANY & CO NEW COM 886547108 434 5,912 SH   DFND 5 0 0 5,912
TIFFANY & CO NEW COM 886547108 285 3,884 SH   DFND 11 0 3,884 0
TILE SHOP HLDGS INC COM 88677Q109 966 64,799 SH   DFND 15 0 64,799 0
TILLYS INC CL A 886885102 153 22,920 SH   DFND 15 0 22,920 0
TIME INC NEW COM 887228104 64 4,123 SH   DFND 12,15 0 4,123 0
TIME INC NEW COM 887228104 14 890 SH   DFND 4 0 890 0
TIME INC NEW COM 887228104 1,245 80,629 SH   DFND 15 0 80,629 0
TIME WARNER INC COM NEW 887317303 1,016 14,002 SH   DFND 12,15 0 14,002 0
TIME WARNER INC COM NEW 887317303 517 7,126 SH   DFND 4 0 7,126 0
TIME WARNER INC COM NEW 887317303 4,309 59,391 SH   DFND 14 0 59,391 0
TIME WARNER INC COM NEW 887317303 403,965 5,568,089 SH   DFND 1 0 5,283,123 284,966
TIME WARNER INC COM NEW 887317303 2,283 31,467 SH   DFND 1,9 0 31,467 0
TIME WARNER INC COM NEW 887317303 828 11,418 SH   DFND 1,3 0 11,418 0
TIME WARNER INC COM NEW 887317303 21,885 301,660 SH   DFND 15 0 301,660 0
TIME WARNER INC COM NEW 887317303 2,561 35,300 SH   DFND 5 0 0 35,300
TIME WARNER INC COM NEW 887317303 762 10,500 SH   DFND 5,6 0 4,700 5,800
TIME WARNER INC COM NEW 887317303 1,760 24,259 SH   DFND 11 0 24,259 0
TIME WARNER INC COM NEW 887317303 399 5,500 SH   DFND 13 0 5,500 0
TIME WARNER CABLE INC COM 88732J207 606 2,963 SH   DFND 12,15 0 2,963 0
TIME WARNER CABLE INC COM 88732J207 639,880 3,127,163 SH   DFND 1 0 2,978,855 148,308
TIME WARNER CABLE INC COM 88732J207 518 2,531 SH   DFND 1,12 0 2,531 0
TIME WARNER CABLE INC COM 88732J207 8,826 43,134 SH   DFND 1,9 0 43,134 0
TIME WARNER CABLE INC COM 88732J207 332 1,621 SH   DFND 1,3 0 1,621 0
TIME WARNER CABLE INC COM 88732J207 2,333 11,400 SH   DFND 1,5 0 11,400 0
TIME WARNER CABLE INC COM 88732J207 194 950 SH   DFND 1,8 0 0 950
TIME WARNER CABLE INC COM 88732J207 14,356 70,158 SH   DFND 15 0 70,158 0
TIME WARNER CABLE INC COM 88732J207 2,151 10,510 SH   DFND 5 0 0 10,510
TIME WARNER CABLE INC COM 88732J207 2,026 9,900 SH   DFND 5,6 0 4,500 5,400
TIME WARNER CABLE INC COM 88732J207 1,755 8,579 SH   DFND 11 0 8,579 0
TIME WARNER CABLE INC COM 88732J207 696 3,400 SH   DFND 13 0 3,400 0
TIMKEN CO COM 887389104 105 3,138 SH   DFND 12,15 0 3,138 0
TIMKEN CO COM 887389104 536 16,017 SH   DFND 14 0 16,017 0
TIMKEN CO COM 887389104 18,702 558,433 SH   DFND 1 0 558,433 0
TIMKEN CO COM 887389104 3,558 106,250 SH   DFND 15 0 106,250 0
TIMKENSTEEL CORP COM 887399103 1,482 162,846 SH   DFND 15 0 162,846 0
TITAN INTL INC ILL COM 88830M102 1,415 262,970 SH   DFND 15 0 262,970 0
TITAN MACHY INC COM 88830R101 12,390 1,071,796 SH   DFND 2 0 1,071,796 0
TITAN MACHY INC COM 88830R101 1,224 105,850 SH   DFND 1 0 101,650 4,200
TITAN MACHY INC COM 88830R101 11,227 971,163 SH   DFND 1,2 0 971,163 0
TITAN MACHY INC COM 88830R101 313 27,100 SH   DFND 1,3 0 27,100 0
TITAN MACHY INC COM 88830R101 1,167 100,928 SH   DFND 15 0 100,928 0
TITAN MACHY INC COM 88830R101 139 12,000 SH   DFND 5 0 0 12,000
TIVO INC COM 888706108 641 67,438 SH   DFND 15 0 67,438 0
TOLL BROTHERS INC COM 889478103 62 2,098 SH   DFND 12,15 0 2,098 0
TOLL BROTHERS INC COM 889478103 1,110 37,618 SH   DFND 14 0 37,618 0
TOLL BROTHERS INC COM 889478103 1,040 35,258 SH   DFND 15 0 35,258 0
TOLL BROTHERS INC COM 889478103 304 10,300 SH   DFND 5 0 0 10,300
TOLL BROTHERS INC COM 889478103 159 5,404 SH   DFND 11 0 5,404 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 16,356 16,862,000 PRN   DFND 1 0 16,862,000 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 13 209 SH   DFND 1 0 209 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 4,745 74,145 SH   DFND 15 0 74,145 0
TOOTSIE ROLL INDS INC COM 890516107 4,722 135,133 SH   DFND 15 0 135,133 0
TOPBUILD CORP COM 89055F103 170 5,724 SH   DFND 14 0 5,724 0
TOPBUILD CORP COM 89055F103 10,755 361,622 SH   DFND 1 0 276,412 85,210
TOPBUILD CORP COM 89055F103 21 700 SH   DFND 1,3 0 700 0
TOPBUILD CORP COM 89055F103 1,995 67,096 SH   DFND 15 0 67,096 0
TORCHMARK CORP COM 891027104 103 1,899 SH   DFND 12,15 0 1,899 0
TORCHMARK CORP COM 891027104 2,103 38,837 SH   DFND 14 0 38,837 0
TORCHMARK CORP COM 891027104 59,948 1,106,877 SH   DFND 1 0 1,106,877 0
TORCHMARK CORP COM 891027104 1,372 25,327 SH   DFND 1,15 0 25,327 0
TORCHMARK CORP COM 891027104 72,667 1,341,703 SH   DFND 15 0 1,341,703 0
TORCHMARK CORP COM 891027104 468 8,650 SH   DFND 5 0 0 8,650
TORCHMARK CORP COM 891027104 215 3,966 SH   DFND 11 0 3,966 0
TORO CO COM 891092108 409 4,746 SH   DFND 14 0 4,746 0
TORO CO COM 891092108 33,333 387,048 SH   DFND 15 0 387,048 0
TORONTO DOMINION BK ONT COM NEW 891160509 272,908 6,327,557 SH   DFND 2 0 6,327,557 0
TORONTO DOMINION BK ONT COM NEW 891160509 5,028 116,576 SH   DFND 2,15 0 116,576 0
TORONTO DOMINION BK ONT COM NEW 891160509 77 1,788 SH   DFND 12,15 0 1,788 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,397 32,402 SH   DFND 1 0 32,402 0
TORONTO DOMINION BK ONT COM NEW 891160509 24,205 561,215 SH   DFND 1,2 0 561,215 0
TORONTO DOMINION BK ONT COM NEW 891160509 12,999 301,399 SH   DFND 15 0 301,399 0
TORONTO DOMINION BK ONT COM NEW 891160509 2,959 68,600 SH   DFND 5 0 0 68,600
TORONTO DOMINION BK ONT COM NEW 891160509 707 16,400 SH   DFND 5,6 0 6,800 9,600
TORONTO DOMINION BK ONT COM NEW 891160509 2,425 56,222 SH   DFND 11 0 56,222 0
TORTOISE ENERGY INFRA CORP COM 89147L100 6,087 247,444 SH   DFND 14 0 247,444 0
TORTOISE MLP FD INC COM 89148B101 1,722 105,366 SH   DFND 14 0 105,366 0
TORTOISE PIPELINE & ENERGY F COM 89148H108 1,117 75,776 SH   DFND 14 0 75,776 0
TORTOISE ENERGY INDEPENDENC COM 89148K101 2,968 259,682 SH   DFND 14 0 259,682 0
TOTAL S A SPONSORED ADR 89151E109 2,322 51,122 SH   DFND 14 0 51,122 0
TOTAL S A SPONSORED ADR 89151E109 484 10,666 SH   DFND 1 0 10,666 0
TOTAL S A SPONSORED ADR 89151E109 2,515 55,365 SH   DFND 15 0 55,365 0
TOWER INTL INC COM 891826109 2,790 102,570 SH   DFND 1 0 57,170 45,400
TOWER INTL INC COM 891826109 688 25,300 SH   DFND 1,3 0 25,300 0
TOWER INTL INC COM 891826109 2,092 76,911 SH   DFND 15 0 76,911 0
TOTAL SYS SVCS INC COM 891906109 50 1,046 SH   DFND 12,15 0 1,046 0
TOTAL SYS SVCS INC COM 891906109 838 17,615 SH   DFND 14 0 17,615 0
TOTAL SYS SVCS INC COM 891906109 14,066 295,627 SH   DFND 1 0 295,027 600
TOTAL SYS SVCS INC COM 891906109 33 700 SH   DFND 1,3 0 700 0
TOTAL SYS SVCS INC COM 891906109 1,342 28,200 SH   DFND 1,5 0 28,200 0
TOTAL SYS SVCS INC COM 891906109 138 2,900 SH   DFND 1,8 0 0 2,900
TOTAL SYS SVCS INC COM 891906109 2,995 62,946 SH   DFND 15 0 62,946 0
TOTAL SYS SVCS INC COM 891906109 250 5,264 SH   DFND 11 0 5,264 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 652 33,965 SH   DFND 15 0 33,965 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 1,508 14,187 SH   DFND 14 0 14,187 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 27,324 256,997 SH   DFND 1 0 256,997 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 11,533 108,479 SH   DFND 15 0 108,479 0
TRACTOR SUPPLY CO COM 892356106 2,872 31,748 SH   DFND 12,15 0 31,748 0
TRACTOR SUPPLY CO COM 892356106 69,818 771,815 SH   DFND 1 0 771,815 0
TRACTOR SUPPLY CO COM 892356106 629 6,951 SH   DFND 1,3 0 6,951 0
TRACTOR SUPPLY CO COM 892356106 124,182 1,372,789 SH   DFND 15 0 1,372,789 0
TRACTOR SUPPLY CO COM 892356106 597 6,600 SH   DFND 5 0 0 6,600
TRACTOR SUPPLY CO COM 892356106 371 4,100 SH   DFND 11 0 4,100 0
TRANS WORLD ENTMT CORP COM 89336Q100 73 20,190 SH   DFND 1 0 20,190 0
TRANS WORLD ENTMT CORP COM 89336Q100 33 9,000 SH   DFND 1,3 0 9,000 0
TRANSALTA CORP COM 89346D107 228 49,133 SH   DFND 2,15 0 49,133 0
TRANSALTA CORP COM 89346D107 174 37,464 SH   DFND 1,2 0 37,464 0
TRANSALTA CORP COM 89346D107 208 44,720 SH   DFND 15 0 44,720 0
TRANSCANADA CORP COM 89353D107 4,169 106,044 SH   DFND 2,15 0 106,044 0
TRANSCANADA CORP COM 89353D107 31 798 SH   DFND 12,15 0 798 0
TRANSCANADA CORP COM 89353D107 20,341 517,444 SH   DFND 14 0 517,444 0
TRANSCANADA CORP COM 89353D107 380 9,659 SH   DFND 1 0 9,659 0
TRANSCANADA CORP COM 89353D107 15,952 405,798 SH   DFND 1,2 0 405,798 0
TRANSCANADA CORP COM 89353D107 9,815 249,687 SH   DFND 15 0 249,687 0
TRANSCANADA CORP COM 89353D107 1,042 26,500 SH   DFND 5 0 0 26,500
TRANSCANADA CORP COM 89353D107 848 21,564 SH   DFND 11 0 21,564 0
TRANSCANADA CORP COM 89353D107 350 8,900 SH   DFND 13 0 8,900 0
TRANSDIGM GROUP INC COM 893641100 118 537 SH   DFND 12,15 0 537 0
TRANSDIGM GROUP INC COM 893641100 45,733 207,555 SH   DFND 1 0 207,555 0
TRANSDIGM GROUP INC COM 893641100 29,303 132,990 SH   DFND 15 0 132,990 0
TRANSDIGM GROUP INC COM 893641100 639 2,900 SH   DFND 5 0 0 2,900
TRANSDIGM GROUP INC COM 893641100 353 1,600 SH   DFND 11 0 1,600 0
TRANSGLOBE ENERGY CORP COM 893662106 374 225,000 SH   DFND 2 0 225,000 0
TRANSGLOBE ENERGY CORP COM 893662106 3,656 2,202,222 SH   DFND 1 0 2,202,222 0
TRANSGLOBE ENERGY CORP COM 893662106 3,691 2,223,738 SH   DFND 1,2 0 2,223,738 0
TRANSUNION COM 89400J107 1,180 42,724 SH   DFND 15 0 42,724 0
TRAVELERS COMPANIES INC COM 89417E109 1,715 14,695 SH   DFND 12,15 0 14,695 0
TRAVELERS COMPANIES INC COM 89417E109 7,931 67,959 SH   DFND 14 0 67,959 0
TRAVELERS COMPANIES INC COM 89417E109 139,607 1,196,190 SH   DFND 1 0 1,185,630 10,560
TRAVELERS COMPANIES INC COM 89417E109 7,773 66,600 SH   DFND 1,4 0 66,600 0
TRAVELERS COMPANIES INC COM 89417E109 1,703 14,592 SH   DFND 1,9 0 14,592 0
TRAVELERS COMPANIES INC COM 89417E109 2,000 17,137 SH   DFND 1,3 0 17,137 0
TRAVELERS COMPANIES INC COM 89417E109 1,401 12,007 SH   DFND 1,15 0 12,007 0
TRAVELERS COMPANIES INC COM 89417E109 5,637 48,300 SH   DFND 1,5 0 41,700 6,600
TRAVELERS COMPANIES INC COM 89417E109 502 4,300 SH   DFND 1,8 0 0 4,300
TRAVELERS COMPANIES INC COM 89417E109 140,677 1,205,351 SH   DFND 15 0 1,205,351 0
TRAVELERS COMPANIES INC COM 89417E109 4,046 34,667 SH   DFND 5 0 12,700 21,967
TRAVELERS COMPANIES INC COM 89417E109 3,034 26,000 SH   DFND 5,6 0 11,300 14,700
TRAVELERS COMPANIES INC COM 89417E109 140 1,200 SH   DFND 5,7 0 0 1,200
TRAVELERS COMPANIES INC COM 89417E109 1,075 9,208 SH   DFND 11 0 9,208 0
TRAVELERS COMPANIES INC COM 89417E109 140 1,200 SH   DFND 6 0 1,200 0
TRAVELERS COMPANIES INC COM 89417E109 1,809 15,500 SH   DFND 13 0 15,500 0
TREDEGAR CORP COM 894650100 698 44,398 SH   DFND 15 0 44,398 0
TREEHOUSE FOODS INC COM 89469A104 37 427 SH   DFND 12,15 0 427 0
TREEHOUSE FOODS INC COM 89469A104 18,978 218,770 SH   DFND 1 0 218,770 0
TREEHOUSE FOODS INC COM 89469A104 608 7,007 SH   DFND 15 0 7,007 0
TREEHOUSE FOODS INC COM 89469A104 2,610 30,088 SH   DFND 6 0 30,088 0
TREEHOUSE FOODS INC COM 89469A104 1,232 14,204 SH   DFND 6,12 0 14,204 0
TREEHOUSE FOODS INC COM 89469A104 344 3,960 SH   DFND 6,9 0 3,960 0
TREX CO INC COM 89531P105 34,701 723,991 SH   DFND 1 0 668,334 55,657
TREX CO INC COM 89531P105 1,634 34,082 SH   DFND 1,9 0 34,082 0
TREX CO INC COM 89531P105 2,389 49,851 SH   DFND 15 0 49,851 0
TREX CO INC COM 89531P105 3,315 69,154 SH   DFND 6 0 69,154 0
TREX CO INC COM 89531P105 1,640 34,209 SH   DFND 6,12 0 34,209 0
TREX CO INC COM 89531P105 447 9,323 SH   DFND 6,9 0 9,323 0
TREVENA INC COM 89532E109 634 76,699 SH   DFND 15 0 76,699 0
TRIANGLE CAP CORP COM 895848109 22 1,046 SH   DFND 12,15 0 1,046 0
TRIANGLE CAP CORP COM 895848109 2,224 108,077 SH   DFND 14 0 108,077 0
TRIANGLE CAP CORP COM 895848109 7,741 376,133 SH   DFND 15 0 376,133 0
TRIANGLE PETE CORP COM NEW 89600B201 236 435,739 SH   DFND 15 0 435,739 0
TRIBUNE MEDIA CO CL A 896047503 112 2,908 SH   DFND 12,15 0 2,908 0
TRIBUNE MEDIA CO CL A 896047503 1,980 51,623 SH   DFND 15 0 51,623 0
TRIBUNE PUBG CO COM 896082104 17 2,200 SH   DFND 9 0 2,200 0
TRIBUNE PUBG CO COM 896082104 133 17,200 SH   DFND 1 0 17,200 0
TRIBUNE PUBG CO COM 896082104 4 506 SH   DFND 15 0 506 0
TRICO BANCSHARES COM 896095106 735 29,047 SH   DFND 15 0 29,047 0
TRIMAS CORP COM NEW 896215209 1,027 58,622 SH   DFND 15 0 58,622 0
TRIMBLE NAVIGATION LTD COM 896239100 55 2,218 SH   DFND 12,15 0 2,218 0
TRIMBLE NAVIGATION LTD COM 896239100 3,060 123,407 SH   DFND 15 0 123,407 0
TRIMBLE NAVIGATION LTD COM 896239100 188 7,600 SH   DFND 11 0 7,600 0
TRINET GROUP INC COM 896288107 450 31,382 SH   DFND 15 0 31,382 0
TRINA SOLAR LIMITED SPON ADR 89628E104 132 13,305 SH   DFND 12,15 0 13,305 0
TRINA SOLAR LIMITED SPON ADR 89628E104 306 30,808 SH   DFND 14 0 30,808 0
TRINA SOLAR LIMITED SPON ADR 89628E104 5,454 548,691 SH   DFND 15 0 548,691 0
TRINITY INDS INC COM 896522109 73 3,980 SH   DFND 12,15 0 3,980 0
TRINITY INDS INC COM 896522109 285 15,563 SH   DFND 14 0 15,563 0
TRINITY INDS INC COM 896522109 560 30,600 SH   DFND 1 0 30,600 0
TRINITY INDS INC COM 896522109 1,176 64,220 SH   DFND 15 0 64,220 0
TRIPLE-S MGMT CORP CL B 896749108 132 5,309 SH   DFND 12,15 0 5,309 0
TRIPLE-S MGMT CORP CL B 896749108 3,867 155,560 SH   DFND 1 0 104,360 51,200
TRIPLE-S MGMT CORP CL B 896749108 398 16,000 SH   DFND 1,3 0 16,000 0
TRIPLE-S MGMT CORP CL B 896749108 2,537 102,070 SH   DFND 15 0 102,070 0
TRIPLE-S MGMT CORP CL B 896749108 341 13,700 SH   DFND 5 0 0 13,700
TRISTATE CAP HLDGS INC COM 89678F100 281 22,293 SH   DFND 15 0 22,293 0
TRIUMPH BANCORP INC COM 89679E300 708 44,756 SH   DFND 15 0 44,756 0
TRIUMPH GROUP INC NEW COM 896818101 56 1,794 SH   DFND 12,15 0 1,794 0
TRIUMPH GROUP INC NEW COM 896818101 2,091 66,427 SH   DFND 14 0 66,427 0
TRIUMPH GROUP INC NEW COM 896818101 2,766 87,867 SH   DFND 15 0 87,867 0
TRIPADVISOR INC COM 896945201 2,057 30,926 SH   DFND 12,15 0 30,926 0
TRIPADVISOR INC COM 896945201 10,846 163,099 SH   DFND 1 0 162,949 150
TRIPADVISOR INC COM 896945201 72 1,080 SH   DFND 1,15 0 1,080 0
TRIPADVISOR INC COM 896945201 74,389 1,118,629 SH   DFND 15 0 1,118,629 0
TRIPADVISOR INC COM 896945201 346 5,200 SH   DFND 5 0 0 5,200
TRIPADVISOR INC COM 896945201 239 3,600 SH   DFND 11 0 3,600 0
TRUECAR INC COM 89785L107 1,466 262,189 SH   DFND 15 0 262,189 0
TRUEBLUE INC COM 89785X101 766 29,301 SH   DFND 14 0 29,301 0
TRUEBLUE INC COM 89785X101 9,689 370,504 SH   DFND 1 0 262,946 107,558
TRUEBLUE INC COM 89785X101 1,943 74,302 SH   DFND 15 0 74,302 0
TRUSTCO BK CORP N Y COM 898349105 115 18,914 SH   DFND 12,15 0 18,914 0
TRUSTCO BK CORP N Y COM 898349105 11 1,891 SH   DFND 1 0 1,891 0
TRUSTCO BK CORP N Y COM 898349105 6,612 1,091,072 SH   DFND 15 0 1,091,072 0
TRUSTMARK CORP COM 898402102 1,377 59,793 SH   DFND 14 0 59,793 0
TRUSTMARK CORP COM 898402102 9,604 417,008 SH   DFND 15 0 417,008 0
TUESDAY MORNING CORP COM NEW 899035505 960 117,299 SH   DFND 15 0 117,299 0
TUMI HLDGS INC COM 89969Q104 2,270 84,635 SH   DFND 15 0 84,635 0
TUNIU CORP SPONSORED ADS CL 89977P106 622 59,639 SH   DFND 15 0 59,639 0
TUPPERWARE BRANDS CORP COM 899896104 45 779 SH   DFND 12,15 0 779 0
TUPPERWARE BRANDS CORP COM 899896104 1,411 24,341 SH   DFND 14 0 24,341 0
TUPPERWARE BRANDS CORP COM 899896104 795 13,714 SH   DFND 15 0 13,714 0
TURQUOISE HILL RES LTD COM 900435108 9,519 3,747,500 SH   DFND 2 0 3,747,500 0
TURQUOISE HILL RES LTD COM 900435108 144 56,752 SH   DFND 2,15 0 56,752 0
TURQUOISE HILL RES LTD COM 900435108 370 145,700 SH   DFND 1 0 145,700 0
TURQUOISE HILL RES LTD COM 900435108 11,368 4,475,505 SH   DFND 1,2 0 4,475,505 0
TURQUOISE HILL RES LTD COM 900435108 2,016 793,738 SH   DFND 1,9 0 793,738 0
TURQUOISE HILL RES LTD COM 900435108 185 72,641 SH   DFND 15 0 72,641 0
TURQUOISE HILL RES LTD COM 900435108 84 33,150 SH   DFND 11 0 33,150 0
TUTOR PERINI CORP COM 901109108 1,867 120,159 SH   DFND 15 0 120,159 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 8,418 301,923 SH   DFND 12,15 0 301,923 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,678 96,050 SH   DFND 14 0 96,050 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 85,583 3,069,687 SH   DFND 1 0 3,069,687 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 283,662 10,174,404 SH   DFND 15 0 10,174,404 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,587 56,929 SH   DFND 5 0 0 56,929
TWENTY FIRST CENTY FOX INC CL A 90130A101 991 35,553 SH   DFND 11 0 35,553 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 5,374 190,563 SH   DFND 12,15 0 190,563 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 226,513 8,032,368 SH   DFND 1 0 7,811,954 220,414
TWENTY FIRST CENTY FOX INC CL B 90130A200 784 27,816 SH   DFND 1,9 0 27,816 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 118 4,184 SH   DFND 1,15 0 4,184 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 172,668 6,122,968 SH   DFND 15 0 6,122,968 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 327 11,600 SH   DFND 5 0 0 11,600
TWENTY FIRST CENTY FOX INC CL B 90130A200 377 13,379 SH   DFND 11 0 13,379 0
21VIANET GROUP INC SPONSORED ADR 90138A103 2,757 138,060 SH   DFND 15 0 138,060 0
TWIN DISC INC COM 901476101 227 22,376 SH   DFND 15 0 22,376 0
TWITTER INC COM 90184L102 4 264 SH   DFND 1 0 264 0
TWITTER INC COM 90184L102 248 14,978 SH   DFND 1,9 0 14,978 0
TWITTER INC COM 90184L102 9,018 544,866 SH   DFND 15 0 544,866 0
TWITTER INC COM 90184L102 152 9,200 SH   DFND 5 0 0 9,200
TWITTER INC COM 90184L102 290 17,500 SH   DFND 11 0 17,500 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,189 2,500,000 PRN   DFND 1 0 2,500,000 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 16,587 19,805,000 PRN   DFND 1 0 19,805,000 0
TWO HBRS INVT CORP COM 90187B101 59 7,404 SH   DFND 12,15 0 7,404 0
TWO HBRS INVT CORP COM 90187B101 3,964 499,267 SH   DFND 14 0 499,267 0
TWO HBRS INVT CORP COM 90187B101 4,084 514,415 SH   DFND 1 0 514,415 0
TWO HBRS INVT CORP COM 90187B101 713 89,800 SH   DFND 1,5 0 89,800 0
TWO HBRS INVT CORP COM 90187B101 976 122,940 SH   DFND 15 0 122,940 0
II VI INC COM 902104108 96 4,440 SH   DFND 1 0 4,440 0
II VI INC COM 902104108 39 1,800 SH   DFND 1,3 0 1,800 0
II VI INC COM 902104108 5,215 240,228 SH   DFND 15 0 240,228 0
II VI INC COM 902104108 76 3,500 SH   DFND 5 0 0 3,500
2U INC COM 90214J101 3,019 133,575 SH   DFND 15 0 133,575 0
TYLER TECHNOLOGIES INC COM 902252105 34,477 268,077 SH   DFND 1 0 252,152 15,925
TYLER TECHNOLOGIES INC COM 902252105 286 2,224 SH   DFND 1,3 0 2,224 0
TYLER TECHNOLOGIES INC COM 902252105 14,059 109,316 SH   DFND 15 0 109,316 0
TYSON FOODS INC CL A 902494103 434 6,515 SH   DFND 12,15 0 6,515 0
TYSON FOODS INC CL A 902494103 1,114 16,716 SH   DFND 4 0 16,716 0
TYSON FOODS INC CL A 902494103 6,189 92,847 SH   DFND 14 0 92,847 0
TYSON FOODS INC CL A 902494103 168,803 2,532,297 SH   DFND 1 0 2,504,147 28,150
TYSON FOODS INC CL A 902494103 11,712 175,700 SH   DFND 1,4 0 175,700 0
TYSON FOODS INC CL A 902494103 1,507 22,600 SH   DFND 1,9 0 22,600 0
TYSON FOODS INC CL A 902494103 2,406 36,100 SH   DFND 1,3 0 36,100 0
TYSON FOODS INC CL A 902494103 9,306 139,600 SH   DFND 1,5 0 122,300 17,300
TYSON FOODS INC CL A 902494103 693 10,400 SH   DFND 1,8 0 0 10,400
TYSON FOODS INC CL A 902494103 39,060 585,957 SH   DFND 15 0 585,957 0
TYSON FOODS INC CL A 902494103 1,233 18,500 SH   DFND 5 0 0 18,500
TYSON FOODS INC CL A 902494103 1,207 18,100 SH   DFND 5,6 0 8,300 9,800
TYSON FOODS INC CL A 902494103 596 8,948 SH   DFND 11 0 8,948 0
TYSON FOODS INC CL A 902494103 433 6,500 SH   DFND 13 0 6,500 0
TYSON FOODS INC UNIT 99/99/9999 902494301 23,279 312,557 SH   DFND 1 0 312,557 0
UDR INC COM 902653104 81 2,111 SH   DFND 12,15 0 2,111 0
UDR INC COM 902653104 6,330 164,285 SH   DFND 14 0 164,285 0
UDR INC COM 902653104 92,966 2,412,813 SH   DFND 1 0 326,472 2,086,341
UDR INC COM 902653104 451 11,700 SH   DFND 1,9 0 11,700 0
UDR INC COM 902653104 1,943 50,425 SH   DFND 15 0 50,425 0
UDR INC COM 902653104 2,254 58,500 SH   DFND 5,6 0 27,800 30,700
UDR INC COM 902653104 308 8,000 SH   DFND 11 0 8,000 0
UDR INC COM 902653104 316 8,200 SH   DFND 6 0 8,200 0
UDR INC COM 902653104 913 23,700 SH   DFND 13 0 23,700 0
UGI CORP NEW COM 902681105 119 2,960 SH   DFND 12,15 0 2,960 0
UGI CORP NEW COM 902681105 25,283 627,532 SH   DFND 1 0 568,832 58,700
UGI CORP NEW COM 902681105 201 5,000 SH   DFND 1,9 0 5,000 0
UGI CORP NEW COM 902681105 13,263 329,181 SH   DFND 15 0 329,181 0
UGI CORP NEW COM 902681105 2,875 71,348 SH   DFND 6 0 71,348 0
UGI CORP NEW COM 902681105 1,417 35,173 SH   DFND 6,12 0 35,173 0
UGI CORP NEW COM 902681105 377 9,358 SH   DFND 6,9 0 9,358 0
UMB FINL CORP COM 902788108 12 236 SH   DFND 1 0 236 0
UMB FINL CORP COM 902788108 9,194 178,068 SH   DFND 15 0 178,068 0
USA TRUCK INC COM 902925106 808 42,900 SH   DFND 1 0 42,900 0
USA TRUCK INC COM 902925106 258 13,700 SH   DFND 1,3 0 13,700 0
USA TRUCK INC COM 902925106 326 17,305 SH   DFND 15 0 17,305 0
US BANCORP DEL COM NEW 902973304 998 24,589 SH   DFND 12,15 0 24,589 0
US BANCORP DEL COM NEW 902973304 6,752 166,337 SH   DFND 14 0 166,337 0
US BANCORP DEL COM NEW 902973304 188,680 4,648,427 SH   DFND 1 0 4,596,080 52,347
US BANCORP DEL COM NEW 902973304 280 6,900 SH   DFND 1,9 0 6,900 0
US BANCORP DEL COM NEW 902973304 1,157 28,515 SH   DFND 1,15 0 28,515 0
US BANCORP DEL COM NEW 902973304 44,565 1,097,933 SH   DFND 15 0 1,097,933 0
US BANCORP DEL COM NEW 902973304 2,586 63,710 SH   DFND 5 0 0 63,710
US BANCORP DEL COM NEW 902973304 451 11,100 SH   DFND 5,6 0 5,200 5,900
US BANCORP DEL COM NEW 902973304 2,154 53,075 SH   DFND 11 0 53,075 0
UMH PPTYS INC COM 903002103 232 23,403 SH   DFND 15 0 23,403 0
USANA HEALTH SCIENCES INC COM 90328M107 478 3,933 SH   DFND 15 0 3,933 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 82 18,847 SH   DFND 15 0 18,847 0
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VAIL RESORTS INC COM 91879Q109 535 4,000 SH   DFND 6,9 0 4,000 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 94 3,573 SH   DFND 2,15 0 3,573 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2 89 SH   DFND 12,15 0 89 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 377 14,341 SH   DFND 14 0 14,341 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 552 21,006 SH   DFND 1,2 0 21,006 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 142 5,386 SH   DFND 15 0 5,386 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 339 12,900 SH   DFND 5 0 0 12,900
VALEANT PHARMACEUTICALS INTL COM 91911K102 168 6,400 SH   DFND 5,6 0 3,000 3,400
VALEANT PHARMACEUTICALS INTL COM 91911K102 259 9,850 SH   DFND 11 0 9,850 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 105 4,000 SH   DFND 13 0 4,000 0
VALE S A ADR 91912E105 1,232 292,615 SH   DFND 15 0 292,615 0
VALE S A ADR REPSTG PFD 91912E204 927 297,181 SH   DFND 15 0 297,181 0
VALERO ENERGY CORP NEW COM 91913Y100 2,731 42,581 SH   DFND 12,15 0 42,581 0
VALERO ENERGY CORP NEW COM 91913Y100 1,825 28,447 SH   DFND 4 0 28,447 0
VALERO ENERGY CORP NEW COM 91913Y100 13,051 203,477 SH   DFND 14 0 203,477 0
VALERO ENERGY CORP NEW COM 91913Y100 75,652 1,179,478 SH   DFND 1 0 1,145,508 33,970
VALERO ENERGY CORP NEW COM 91913Y100 13,501 210,500 SH   DFND 1,4 0 210,500 0
VALERO ENERGY CORP NEW COM 91913Y100 892 13,900 SH   DFND 1,9 0 13,900 0
VALERO ENERGY CORP NEW COM 91913Y100 2,784 43,400 SH   DFND 1,3 0 43,400 0
VALERO ENERGY CORP NEW COM 91913Y100 36 555 SH   DFND 1,15 0 555 0
VALERO ENERGY CORP NEW COM 91913Y100 18,325 285,700 SH   DFND 1,5 0 265,100 20,600
VALERO ENERGY CORP NEW COM 91913Y100 802 12,500 SH   DFND 1,8 0 0 12,500
VALERO ENERGY CORP NEW COM 91913Y100 72,339 1,127,826 SH   DFND 15 0 1,127,826 0
VALERO ENERGY CORP NEW COM 91913Y100 19,665 306,600 SH   DFND 5 0 181,700 124,900
VALERO ENERGY CORP NEW COM 91913Y100 14,611 227,800 SH   DFND 5,9 0 227,800 0
VALERO ENERGY CORP NEW COM 91913Y100 6,696 104,400 SH   DFND 5,6 0 55,800 48,600
VALERO ENERGY CORP NEW COM 91913Y100 834 13,000 SH   DFND 5,7 0 0 13,000
VALERO ENERGY CORP NEW COM 91913Y100 940 14,656 SH   DFND 11 0 14,656 0
VALERO ENERGY CORP NEW COM 91913Y100 5,850 91,200 SH   DFND 6 0 91,200 0
VALERO ENERGY CORP NEW COM 91913Y100 2,424 37,800 SH   DFND 7 0 37,800 0
VALERO ENERGY CORP NEW COM 91913Y100 3,406 53,100 SH   DFND 13 0 53,100 0
VALLEY NATL BANCORP COM 919794107 44 4,629 SH   DFND 12,15 0 4,629 0
VALLEY NATL BANCORP COM 919794107 113 11,850 SH   DFND 1 0 11,850 0
VALLEY NATL BANCORP COM 919794107 28 2,900 SH   DFND 1,3 0 2,900 0
VALLEY NATL BANCORP COM 919794107 9,629 1,009,299 SH   DFND 15 0 1,009,299 0
VALMONT INDS INC COM 920253101 205 1,656 SH   DFND 12,15 0 1,656 0
VALMONT INDS INC COM 920253101 217 1,752 SH   DFND 14 0 1,752 0
VALMONT INDS INC COM 920253101 34,094 275,305 SH   DFND 15 0 275,305 0
VALSPAR CORP COM 920355104 78 728 SH   DFND 12,15 0 728 0
VALSPAR CORP COM 920355104 19,710 184,168 SH   DFND 1 0 184,168 0
VALSPAR CORP COM 920355104 226 2,109 SH   DFND 1,3 0 2,109 0
VALSPAR CORP COM 920355104 9,477 88,556 SH   DFND 15 0 88,556 0
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 1,386 16,067 SH   DFND 14 0 16,067 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 464 5,758 SH   DFND 14 0 5,758 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 774 9,343 SH   DFND 14 0 9,343 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,014 29,315 SH   DFND 14 0 29,315 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 990 20,403 SH   DFND 14 0 20,403 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 295 3,685 SH   DFND 14 0 3,685 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,429 27,942 SH   DFND 14 0 27,942 0
VANTIV INC CL A 92210H105 34 636 SH   DFND 12,15 0 636 0
VANTIV INC CL A 92210H105 11,891 220,688 SH   DFND 1 0 220,688 0
VANTIV INC CL A 92210H105 992 18,415 SH   DFND 1,12 0 18,415 0
VANTIV INC CL A 92210H105 210 3,900 SH   DFND 1,9 0 3,900 0
VANTIV INC CL A 92210H105 1,184 21,966 SH   DFND 15 0 21,966 0
VANTIV INC CL A 92210H105 253 4,700 SH   DFND 11 0 4,700 0
VARIAN MED SYS INC COM 92220P105 63 788 SH   DFND 12,15 0 788 0
VARIAN MED SYS INC COM 92220P105 2,831 35,374 SH   DFND 14 0 35,374 0
VARIAN MED SYS INC COM 92220P105 10,350 129,346 SH   DFND 1 0 129,346 0
VARIAN MED SYS INC COM 92220P105 1,202 15,018 SH   DFND 1,15 0 15,018 0
VARIAN MED SYS INC COM 92220P105 61,214 764,986 SH   DFND 15 0 764,986 0
VARIAN MED SYS INC COM 92220P105 442 5,518 SH   DFND 5 0 0 5,518
VARIAN MED SYS INC COM 92220P105 235 2,939 SH   DFND 11 0 2,939 0
VASCO DATA SEC INTL INC COM 92230Y104 1,987 129,004 SH   DFND 15 0 129,004 0
VASCULAR SOLUTIONS INC COM 92231M109 2,515 77,326 SH   DFND 15 0 77,326 0
VECTREN CORP COM 92240G101 72 1,417 SH   DFND 12,15 0 1,417 0
VECTREN CORP COM 92240G101 6,282 124,251 SH   DFND 14 0 124,251 0
VECTREN CORP COM 92240G101 24,199 478,618 SH   DFND 15 0 478,618 0
VECTOR GROUP LTD COM 92240M108 20,808 911,050 SH   DFND 15 0 911,050 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 15,131 13,685,000 PRN   DFND 1 0 13,685,000 0
VEECO INSTRS INC DEL COM 922417100 232 11,914 SH   DFND 12,15 0 11,914 0
VEECO INSTRS INC DEL COM 922417100 5,690 292,107 SH   DFND 15 0 292,107 0
VECTRUS INC COM 92242T101 17 766 SH   DFND 14 0 766 0
VECTRUS INC COM 92242T101 1,034 45,450 SH   DFND 15 0 45,450 0
VEDANTA LTD SPONSORED ADR 92242Y100 22 4,049 SH   DFND 12,15 0 4,049 0
VEDANTA LTD SPONSORED ADR 92242Y100 557 101,250 SH   DFND 15 0 101,250 0
VEEVA SYS INC CL A COM 922475108 1,224 48,901 SH   DFND 15 0 48,901 0
VENTAS INC COM 92276F100 257 4,080 SH   DFND 12,15 0 4,080 0
VENTAS INC COM 92276F100 2,660 42,252 SH   DFND 14 0 42,252 0
VENTAS INC COM 92276F100 164,362 2,610,578 SH   DFND 1 0 512,117 2,098,461
VENTAS INC COM 92276F100 478 7,600 SH   DFND 1,9 0 7,600 0
VENTAS INC COM 92276F100 572 9,093 SH   DFND 1,15 0 9,093 0
VENTAS INC COM 92276F100 37,927 602,394 SH   DFND 15 0 602,394 0
VENTAS INC COM 92276F100 636 10,100 SH   DFND 11 0 10,100 0
VANGUARD INDEX FDS REIT ETF 922908553 1,956 23,343 SH   DFND 14 0 23,343 0
VERA BRADLEY INC COM 92335C106 10 469 SH   DFND 12,15 0 469 0
VERA BRADLEY INC COM 92335C106 1,495 73,507 SH   DFND 15 0 73,507 0
VEREIT INC COM 92339V100 103 11,571 SH   DFND 12,15 0 11,571 0
VEREIT INC COM 92339V100 311 35,073 SH   DFND 1 0 35,073 0
VEREIT INC COM 92339V100 5,094 574,240 SH   DFND 15 0 574,240 0
VEREIT INC COM 92339V100 244 27,489 SH   DFND 11 0 27,489 0
VERIFONE SYS INC COM 92342Y109 2,481 87,855 SH   DFND 15 0 87,855 0
VERISIGN INC COM 92343E102 283 3,195 SH   DFND 12,15 0 3,195 0
VERISIGN INC COM 92343E102 884 9,982 SH   DFND 4 0 9,982 0
VERISIGN INC COM 92343E102 56,564 638,847 SH   DFND 1 0 622,867 15,980
VERISIGN INC COM 92343E102 8,597 97,100 SH   DFND 1,4 0 97,100 0
VERISIGN INC COM 92343E102 1,505 17,000 SH   DFND 1,9 0 17,000 0
VERISIGN INC COM 92343E102 1,877 21,200 SH   DFND 1,3 0 21,200 0
VERISIGN INC COM 92343E102 83 936 SH   DFND 1,15 0 936 0
VERISIGN INC COM 92343E102 17,318 195,600 SH   DFND 1,5 0 185,900 9,700
VERISIGN INC COM 92343E102 815 9,200 SH   DFND 1,8 0 0 9,200
VERISIGN INC COM 92343E102 22,075 249,325 SH   DFND 15 0 249,325 0
VERISIGN INC COM 92343E102 11,245 127,000 SH   DFND 5 0 102,900 24,100
VERISIGN INC COM 92343E102 3,019 34,100 SH   DFND 5,9 0 34,100 0
VERISIGN INC COM 92343E102 4,648 52,500 SH   DFND 5,6 0 25,600 26,900
VERISIGN INC COM 92343E102 726 8,200 SH   DFND 5,7 0 0 8,200
VERISIGN INC COM 92343E102 270 3,050 SH   DFND 11 0 3,050 0
VERISIGN INC COM 92343E102 894 10,100 SH   DFND 6 0 10,100 0
VERISIGN INC COM 92343E102 576 6,500 SH   DFND 7 0 6,500 0
VERISIGN INC COM 92343E102 2,284 25,800 SH   DFND 13 0 25,800 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,555 65,731 SH   DFND 12,15 0 65,731 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,225 22,646 SH   DFND 4 0 22,646 0
VERIZON COMMUNICATIONS INC COM 92343V104 162,866 3,011,571 SH   DFND 14 0 3,011,571 0
VERIZON COMMUNICATIONS INC COM 92343V104 327,879 6,062,856 SH   DFND 1 0 5,646,993 415,863
VERIZON COMMUNICATIONS INC COM 92343V104 12,887 238,300 SH   DFND 1,4 0 238,300 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,098 20,300 SH   DFND 1,9 0 20,300 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,950 54,549 SH   DFND 1,3 0 54,549 0
VERIZON COMMUNICATIONS INC COM 92343V104 17,792 329,000 SH   DFND 1,5 0 305,000 24,000
VERIZON COMMUNICATIONS INC COM 92343V104 1,141 21,100 SH   DFND 1,8 0 0 21,100
VERIZON COMMUNICATIONS INC COM 92343V104 218,648 4,043,055 SH   DFND 15 0 4,043,055 0
VERIZON COMMUNICATIONS INC COM 92343V104 13,736 254,000 SH   DFND 5 0 108,300 145,700
VERIZON COMMUNICATIONS INC COM 92343V104 9,183 169,800 SH   DFND 5,6 0 78,900 90,900
VERIZON COMMUNICATIONS INC COM 92343V104 243 4,500 SH   DFND 5,7 0 0 4,500
VERIZON COMMUNICATIONS INC COM 92343V104 6,694 123,787 SH   DFND 11 0 123,787 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,548 65,600 SH   DFND 13 0 65,600 0
VERINT SYS INC COM 92343X100 1,354 40,561 SH   DFND 14 0 40,561 0
VERINT SYS INC COM 92343X100 40,112 1,201,665 SH   DFND 1 0 1,201,665 0
VERINT SYS INC COM 92343X100 1,300 38,958 SH   DFND 15 0 38,958 0
VERINT SYS INC COM 92343X100 1,748 52,367 SH   DFND 6 0 52,367 0
VERINT SYS INC COM 92343X100 912 27,310 SH   DFND 6,12 0 27,310 0
VERINT SYS INC COM 92343X100 273 8,185 SH   DFND 6,9 0 8,185 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 9,687 11,000,000 PRN   DFND 1 0 11,000,000 0
VERITIV CORP COM 923454102 1,431 38,409 SH   DFND 15 0 38,409 0
VERISK ANALYTICS INC COM 92345Y106 3,191 39,932 SH   DFND 12,15 0 39,932 0
VERISK ANALYTICS INC COM 92345Y106 10,982 137,415 SH   DFND 1 0 137,415 0
VERISK ANALYTICS INC COM 92345Y106 104,069 1,302,167 SH   DFND 15 0 1,302,167 0
VERISK ANALYTICS INC COM 92345Y106 543 6,800 SH   DFND 5 0 0 6,800
VERISK ANALYTICS INC COM 92345Y106 392 4,900 SH   DFND 11 0 4,900 0
VERMILION ENERGY INC COM 923725105 609 20,849 SH   DFND 2,15 0 20,849 0
VERMILION ENERGY INC COM 923725105 3 108 SH   DFND 12,15 0 108 0
VERMILION ENERGY INC COM 923725105 30,782 1,053,462 SH   DFND 1 0 1,053,462 0
VERMILION ENERGY INC COM 923725105 2,380 81,439 SH   DFND 1,2 0 81,439 0
VERMILION ENERGY INC COM 923725105 128 4,397 SH   DFND 1,3 0 4,397 0
VERMILION ENERGY INC COM 923725105 159 5,438 SH   DFND 15 0 5,438 0
VERMILION ENERGY INC COM 923725105 108 3,700 SH   DFND 11 0 3,700 0
VERMILION ENERGY INC COM 923725105 1,023 35,000 SH   DFND 6,9 0 35,000 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,573 57,524 SH   DFND 12,15 0 57,524 0
VERTEX PHARMACEUTICALS INC COM 92532F100 88,138 1,108,797 SH   DFND 1 0 1,108,647 150
VERTEX PHARMACEUTICALS INC COM 92532F100 6,877 86,511 SH   DFND 1,12 0 86,511 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4 49 SH   DFND 1,11 0 49 0
VERTEX PHARMACEUTICALS INC COM 92532F100 163,748 2,059,984 SH   DFND 15 0 2,059,984 0
VERTEX PHARMACEUTICALS INC COM 92532F100 382 4,800 SH   DFND 5 0 0 4,800
VERTEX PHARMACEUTICALS INC COM 92532F100 592 7,445 SH   DFND 11 0 7,445 0
VIAD CORP COM NEW 92552R406 3,676 126,046 SH   DFND 15 0 126,046 0
VIASAT INC COM 92552V100 18,627 253,497 SH   DFND 15 0 253,497 0
VIACOM INC NEW CL B 92553P201 3,643 88,247 SH   DFND 12,15 0 88,247 0
VIACOM INC NEW CL B 92553P201 226,506 5,487,053 SH   DFND 1 0 5,346,550 140,503
VIACOM INC NEW CL B 92553P201 2,829 68,533 SH   DFND 1,9 0 68,533 0
VIACOM INC NEW CL B 92553P201 117,222 2,839,678 SH   DFND 15 0 2,839,678 0
VIACOM INC NEW CL B 92553P201 656 15,886 SH   DFND 5 0 0 15,886
VIACOM INC NEW CL B 92553P201 314 7,600 SH   DFND 5,6 0 3,400 4,200
VIACOM INC NEW CL B 92553P201 438 10,619 SH   DFND 11 0 10,619 0
VIAVI SOLUTIONS INC COM 925550105 1,831 266,965 SH   DFND 14 0 266,965 0
VIAVI SOLUTIONS INC COM 925550105 16 2,300 SH   DFND 1,3 0 2,300 0
VIAVI SOLUTIONS INC COM 925550105 7,639 1,113,507 SH   DFND 15 0 1,113,507 0
VICOR CORP COM 925815102 114 10,879 SH   DFND 15 0 10,879 0
VILLAGE SUPER MKT INC CL A NEW 927107409 364 15,074 SH   DFND 15 0 15,074 0
VINCE HLDG CORP COM 92719W108 161 25,415 SH   DFND 15 0 25,415 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 23,828 1,850,000 SH   DFND 12,4 0 1,850,000 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 11,489 892,039 SH   DFND 4 0 892,039 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 42,019 3,262,316 SH   DFND 4,9 0 3,262,316 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,517 195,416 SH   DFND 1,4 0 195,416 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 7,008 544,115 SH   DFND 15 0 544,115 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 17,275 1,341,201 SH   DFND 6,4 0 1,341,201 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 121 9,400 SH   DFND 13,4 0 9,400 0
VIRGIN AMER INC COM VTG 92765X208 6,172 160,061 SH   DFND 15 0 160,061 0
VIRTU FINL INC CL A 928254101 2,187 98,908 SH   DFND 15 0 98,908 0
VISA INC COM CL A 92826C839 113,216 1,480,334 SH   DFND 2 0 1,480,334 0
VISA INC COM CL A 92826C839 481 6,292 SH   DFND 12,15 0 6,292 0
VISA INC COM CL A 92826C839 1,133 14,814 SH   DFND 4 0 14,814 0
VISA INC COM CL A 92826C839 11,205 146,511 SH   DFND 14 0 146,511 0
VISA INC COM CL A 92826C839 334,678 4,376,023 SH   DFND 1 0 4,375,223 800
VISA INC COM CL A 92826C839 5,025 65,706 SH   DFND 1,12 0 65,706 0
VISA INC COM CL A 92826C839 67,868 887,390 SH   DFND 15 0 887,390 0
VISA INC COM CL A 92826C839 6,210 81,200 SH   DFND 5 0 0 81,200
VISA INC COM CL A 92826C839 1,591 20,800 SH   DFND 5,6 0 9,500 11,300
VISA INC COM CL A 92826C839 4,512 59,000 SH   DFND 11 0 59,000 0
VISA INC COM CL A 92826C839 706 9,225 SH   DFND 11,2 0 9,225 0
VISA INC COM CL A 92826C839 298 3,900 SH   DFND 13 0 3,900 0
VIRTUSA CORP COM 92827P102 4,363 116,467 SH   DFND 15 0 116,467 0
VIRTUS INVT PARTNERS INC COM 92828Q109 6,295 80,588 SH   DFND 1 0 80,588 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,035 13,245 SH   DFND 15 0 13,245 0
VISHAY INTERTECHNOLOGY INC COM 928298108 46 3,774 SH   DFND 12,15 0 3,774 0
VISHAY INTERTECHNOLOGY INC COM 928298108 727 59,565 SH   DFND 14 0 59,565 0
VISHAY INTERTECHNOLOGY INC COM 928298108 40,294 3,300,078 SH   DFND 1 0 3,300,078 0
VISHAY INTERTECHNOLOGY INC COM 928298108 770 63,035 SH   DFND 15 0 63,035 0
VIRTUS GLOBAL MULTI-SEC INC COM 92829B101 82 5,821 SH   DFND 14 0 5,821 0
VIRTUS GLOBAL MULTI-SEC INC COM 92829B101 1,577 111,260 SH   DFND 15 0 111,260 0
VISHAY PRECISION GROUP INC COM 92835K103 312 22,245 SH   DFND 15 0 22,245 0
VISTA OUTDOOR INC COM 928377100 37 719 SH   DFND 12,15 0 719 0
VISTA OUTDOOR INC COM 928377100 690 13,287 SH   DFND 15 0 13,287 0
VISTEON CORP COM NEW 92839U206 340 4,268 SH   DFND 12,15 0 4,268 0
VISTEON CORP COM NEW 92839U206 50,421 633,507 SH   DFND 1 0 608,807 24,700
VISTEON CORP COM NEW 92839U206 645 8,100 SH   DFND 1,3 0 8,100 0
VISTEON CORP COM NEW 92839U206 5,223 65,630 SH   DFND 15 0 65,630 0
VISTEON CORP COM NEW 92839U206 4,568 57,400 SH   DFND 5 0 5,700 51,700
VISTEON CORP COM NEW 92839U206 10,633 133,600 SH   DFND 5,9 0 133,600 0
VISTEON CORP COM NEW 92839U206 1,186 14,900 SH   DFND 5,6 0 6,800 8,100
VISTEON CORP COM NEW 92839U206 2,006 25,200 SH   DFND 7 0 25,200 0
VISTEON CORP COM NEW 92839U206 223 2,800 SH   DFND 13 0 2,800 0
VITAE PHARMACEUTICALS INC COM 92847N103 308 46,421 SH   DFND 15 0 46,421 0
VITAMIN SHOPPE INC COM 92849E101 19 604 SH   DFND 12,15 0 604 0
VITAMIN SHOPPE INC COM 92849E101 242 7,817 SH   DFND 14 0 7,817 0
VITAMIN SHOPPE INC COM 92849E101 2,409 77,808 SH   DFND 15 0 77,808 0
VIVINT SOLAR INC COM 92854Q106 35 13,267 SH   DFND 12,15 0 13,267 0
VIVINT SOLAR INC COM 92854Q106 86 32,477 SH   DFND 14 0 32,477 0
VIVINT SOLAR INC COM 92854Q106 189 71,363 SH   DFND 15 0 71,363 0
VIVUS INC COM 928551100 25 17,564 SH   DFND 15 0 17,564 0
VMWARE INC CL A COM 928563402 540 10,320 SH   DFND 14 0 10,320 0
VMWARE INC CL A COM 928563402 4,308 82,354 SH   DFND 15 0 82,354 0
VMWARE INC CL A COM 928563402 131 2,500 SH   DFND 11 0 2,500 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 2,904 90,605 SH   DFND 12,15 0 90,605 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 11,335 353,660 SH   DFND 14 0 353,660 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 303,620 9,473,310 SH   DFND 1 0 8,800,444 672,866
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 608 18,979 SH   DFND 1,3 0 18,979 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 56 1,754 SH   DFND 1,11 0 1,754 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 107,009 3,338,805 SH   DFND 15 0 3,338,805 0
VONAGE HLDGS CORP COM 92886T201 2,802 613,084 SH   DFND 15 0 613,084 0
VORNADO RLTY TR SH BEN INT 929042109 176 1,869 SH   DFND 12,15 0 1,869 0
VORNADO RLTY TR SH BEN INT 929042109 5,666 60,002 SH   DFND 14 0 60,002 0
VORNADO RLTY TR SH BEN INT 929042109 704,576 7,461,360 SH   DFND 1 0 3,635,496 3,825,864
VORNADO RLTY TR SH BEN INT 929042109 6,414 67,923 SH   DFND 1,2 0 67,923 0
VORNADO RLTY TR SH BEN INT 929042109 2,765 29,281 SH   DFND 1,12 0 29,281 0
VORNADO RLTY TR SH BEN INT 929042109 37,802 400,319 SH   DFND 1,3 0 400,319 0
VORNADO RLTY TR SH BEN INT 929042109 2,055 21,764 SH   DFND 1,15 0 21,764 0
VORNADO RLTY TR SH BEN INT 929042109 15,609 165,300 SH   DFND 1,13 0 165,300 0
VORNADO RLTY TR SH BEN INT 929042109 3,755 39,766 SH   DFND 15 0 39,766 0
VORNADO RLTY TR SH BEN INT 929042109 496 5,253 SH   DFND 11 0 5,253 0
VOYA FINL INC COM 929089100 394 13,248 SH   DFND 12,15 0 13,248 0
VOYA FINL INC COM 929089100 3,416 114,740 SH   DFND 14 0 114,740 0
VOYA FINL INC COM 929089100 213,781 7,181,089 SH   DFND 1 0 6,996,221 184,868
VOYA FINL INC COM 929089100 311 10,450 SH   DFND 1,3 0 10,450 0
VOYA FINL INC COM 929089100 5,427 182,300 SH   DFND 1,5 0 182,300 0
VOYA FINL INC COM 929089100 9,382 315,136 SH   DFND 15 0 315,136 0
VOYA FINL INC COM 929089100 17,802 598,000 SH   DFND 5 0 341,700 256,300
VOYA FINL INC COM 929089100 13,197 443,300 SH   DFND 5,9 0 443,300 0
VOYA FINL INC COM 929089100 5,290 177,700 SH   DFND 5,6 0 100,900 76,800
VOYA FINL INC COM 929089100 589 19,800 SH   DFND 5,7 0 0 19,800
VOYA FINL INC COM 929089100 194 6,500 SH   DFND 11 0 6,500 0
VOYA FINL INC COM 929089100 813 27,300 SH   DFND 6 0 27,300 0
VOYA FINL INC COM 929089100 2,340 78,600 SH   DFND 7 0 78,600 0
VOYA FINL INC COM 929089100 2,664 89,500 SH   DFND 13 0 89,500 0
VOYA ASIA PAC DIVID EQUITY I COM 92912J102 1,162 125,770 SH   DFND 15 0 125,770 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 4,313 422,817 SH   DFND 14 0 422,817 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 1,313 128,715 SH   DFND 15 0 128,715 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 988 139,417 SH   DFND 14 0 139,417 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 6,285 886,448 SH   DFND 15 0 886,448 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 3,683 295,351 SH   DFND 14 0 295,351 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 2,477 198,626 SH   DFND 15 0 198,626 0
VOYA PRIME RATE TR SH BEN INT 92913A100 2,281 452,582 SH   DFND 14 0 452,582 0
VOYA PRIME RATE TR SH BEN INT 92913A100 10,222 2,028,266 SH   DFND 9 0 2,028,266 0
VOYA PRIME RATE TR SH BEN INT 92913A100 6,466 1,282,995 SH   DFND 15 0 1,282,995 0
VOYA RISK MANAGED NAT RES FD COM 92913C106 1,257 222,812 SH   DFND 15 0 222,812 0
VULCAN MATLS CO COM 929160109 79 747 SH   DFND 12,15 0 747 0
VULCAN MATLS CO COM 929160109 42,586 403,388 SH   DFND 1 0 403,388 0
VULCAN MATLS CO COM 929160109 308 2,917 SH   DFND 1,3 0 2,917 0
VULCAN MATLS CO COM 929160109 5,767 54,623 SH   DFND 15 0 54,623 0
VULCAN MATLS CO COM 929160109 549 5,200 SH   DFND 5 0 0 5,200
VULCAN MATLS CO COM 929160109 434 4,112 SH   DFND 11 0 4,112 0
W & T OFFSHORE INC COM 92922P106 1,144 522,182 SH   DFND 15 0 522,182 0
WD-40 CO COM 929236107 13 118 SH   DFND 1 0 118 0
WD-40 CO COM 929236107 13,831 128,050 SH   DFND 15 0 128,050 0
WCI CMNTYS INC COM PAR $0.01 92923C807 3,381 181,948 SH   DFND 1 0 181,948 0
WCI CMNTYS INC COM PAR $0.01 92923C807 362 19,457 SH   DFND 15 0 19,457 0
WGL HLDGS INC COM 92924F106 52 713 SH   DFND 12,15 0 713 0
WGL HLDGS INC COM 92924F106 9,051 125,064 SH   DFND 14 0 125,064 0
WGL HLDGS INC COM 92924F106 16,350 225,918 SH   DFND 1 0 225,918 0
WGL HLDGS INC COM 92924F106 7,862 108,633 SH   DFND 15 0 108,633 0
WABCO HLDGS INC COM 92927K102 4,522 42,297 SH   DFND 2 0 42,297 0
WABCO HLDGS INC COM 92927K102 49 458 SH   DFND 12,15 0 458 0
WABCO HLDGS INC COM 92927K102 81,827 765,310 SH   DFND 1 0 765,310 0
WABCO HLDGS INC COM 92927K102 232 2,167 SH   DFND 1,3 0 2,167 0
WABCO HLDGS INC COM 92927K102 1,760 16,459 SH   DFND 15 0 16,459 0
WABCO HLDGS INC COM 92927K102 192 1,800 SH   DFND 11 0 1,800 0
WSFS FINL CORP COM 929328102 1,000 30,739 SH   DFND 15 0 30,739 0
W P CAREY INC COM 92936U109 62 994 SH   DFND 12,15 0 994 0
W P CAREY INC COM 92936U109 1,599 25,690 SH   DFND 15 0 25,690 0
WPP PLC NEW ADR 92937A102 21,315 183,070 SH   DFND 14 0 183,070 0
WPP PLC NEW ADR 92937A102 97,540 837,757 SH   DFND 1 0 837,757 0
WPP PLC NEW ADR 92937A102 7,104 61,012 SH   DFND 15 0 61,012 0
WP GLIMCHER IN COM 92939N102 42 4,384 SH   DFND 12,15 0 4,384 0
WP GLIMCHER IN COM 92939N102 122 12,863 SH   DFND 14 0 12,863 0
WP GLIMCHER IN COM 92939N102 521 54,937 SH   DFND 1 0 54,937 0
WP GLIMCHER IN COM 92939N102 6,273 660,973 SH   DFND 15 0 660,973 0
WEC ENERGY GROUP INC COM 92939U106 157 2,621 SH   DFND 12,15 0 2,621 0
WEC ENERGY GROUP INC COM 92939U106 7,044 117,269 SH   DFND 14 0 117,269 0
WEC ENERGY GROUP INC COM 92939U106 163,500 2,721,827 SH   DFND 1 0 2,721,827 0
WEC ENERGY GROUP INC COM 92939U106 14,719 245,036 SH   DFND 15 0 245,036 0
WEC ENERGY GROUP INC COM 92939U106 1,072 17,839 SH   DFND 5 0 0 17,839
WEC ENERGY GROUP INC COM 92939U106 585 9,739 SH   DFND 11 0 9,739 0
WABASH NATL CORP COM 929566107 146 11,037 SH   DFND 12,15 0 11,037 0
WABASH NATL CORP COM 929566107 86 6,500 SH   DFND 1,3 0 6,500 0
WABASH NATL CORP COM 929566107 1,814 137,391 SH   DFND 15 0 137,391 0
WABASH NATL CORP COM 929566107 362 27,400 SH   DFND 5 0 0 27,400
WABTEC CORP COM 929740108 37 469 SH   DFND 12,15 0 469 0
WABTEC CORP COM 929740108 318 4,010 SH   DFND 14 0 4,010 0
WABTEC CORP COM 929740108 51,506 649,586 SH   DFND 1 0 649,586 0
WABTEC CORP COM 929740108 1,253 15,800 SH   DFND 15 0 15,800 0
WABTEC CORP COM 929740108 230 2,900 SH   DFND 11 0 2,900 0
WADDELL & REED FINL INC CL A 930059100 24,441 1,038,294 SH   DFND 2 0 1,038,294 0
WADDELL & REED FINL INC CL A 930059100 43 1,820 SH   DFND 12,15 0 1,820 0
WADDELL & REED FINL INC CL A 930059100 1,586 67,357 SH   DFND 14 0 67,357 0
WADDELL & REED FINL INC CL A 930059100 8,039 341,504 SH   DFND 1 0 341,504 0
WADDELL & REED FINL INC CL A 930059100 4,316 183,327 SH   DFND 15 0 183,327 0
WAGEWORKS INC COM 930427109 1,459 28,823 SH   DFND 15 0 28,823 0
WAL-MART STORES INC COM 931142103 2,748 40,129 SH   DFND 12,15 0 40,129 0
WAL-MART STORES INC COM 931142103 109,992 1,605,951 SH   DFND 14 0 1,605,951 0
WAL-MART STORES INC COM 931142103 449,511 6,563,166 SH   DFND 1 0 6,318,738 244,428
WAL-MART STORES INC COM 931142103 7,527 109,900 SH   DFND 1,4 0 109,900 0
WAL-MART STORES INC COM 931142103 2,223 32,450 SH   DFND 1,9 0 32,450 0
WAL-MART STORES INC COM 931142103 1,532 22,366 SH   DFND 1,3 0 22,366 0
WAL-MART STORES INC COM 931142103 42 618 SH   DFND 1,15 0 618 0
WAL-MART STORES INC COM 931142103 12,020 175,500 SH   DFND 1,5 0 163,400 12,100
WAL-MART STORES INC COM 931142103 15 225 SH   DFND 1,11 0 225 0
WAL-MART STORES INC COM 931142103 288 4,200 SH   DFND 1,8 0 0 4,200
WAL-MART STORES INC COM 931142103 106,139 1,549,702 SH   DFND 15 0 1,549,702 0
WAL-MART STORES INC COM 931142103 5,678 82,900 SH   DFND 5 0 14,800 68,100
WAL-MART STORES INC COM 931142103 7,130 104,100 SH   DFND 5,6 0 48,400 55,700
WAL-MART STORES INC COM 931142103 3,332 48,648 SH   DFND 11 0 48,648 0
WAL-MART STORES INC COM 931142103 1,849 27,000 SH   DFND 13 0 27,000 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 21,976 260,876 SH   DFND 12,15 0 260,876 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 77,605 921,238 SH   DFND 14 0 921,238 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 51 600 SH Call DFND 14 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 420,926 4,996,745 SH   DFND 1 0 4,836,242 160,503
WALGREENS BOOTS ALLIANCE INC COM 931427108 9,282 110,181 SH   DFND 1,12 0 110,181 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 146 1,735 SH   DFND 1,9 0 1,735 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,352 16,047 SH   DFND 1,3 0 16,047 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 721,943 8,570,079 SH   DFND 15 0 8,570,079 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,847 33,800 SH   DFND 5 0 0 33,800
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,232 26,496 SH   DFND 11 0 26,496 0
WALKER & DUNLOP INC COM 93148P102 17 688 SH   DFND 12,15 0 688 0
WALKER & DUNLOP INC COM 93148P102 642 26,453 SH   DFND 14 0 26,453 0
WALKER & DUNLOP INC COM 93148P102 5,018 206,750 SH   DFND 1 0 142,650 64,100
WALKER & DUNLOP INC COM 93148P102 932 38,400 SH   DFND 1,3 0 38,400 0
WALKER & DUNLOP INC COM 93148P102 2,723 112,198 SH   DFND 15 0 112,198 0
WALKER & DUNLOP INC COM 93148P102 36 1,500 SH   DFND 5 0 0 1,500
WALTER INVT MGMT CORP COM 93317W102 1,641 214,795 SH   DFND 15 0 214,795 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 4,565 8,000,000 PRN   DFND 1 0 8,000,000 0
WASHINGTON FED INC COM 938824109 88 3,897 SH   DFND 12,15 0 3,897 0
WASHINGTON FED INC COM 938824109 644 28,420 SH   DFND 1 0 14,920 13,500
WASHINGTON FED INC COM 938824109 70 3,100 SH   DFND 1,3 0 3,100 0
WASHINGTON FED INC COM 938824109 8,891 392,551 SH   DFND 15 0 392,551 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 289 9,905 SH   DFND 14 0 9,905 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 144,696 4,953,634 SH   DFND 1 0 1,561,466 3,392,168
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 894 30,600 SH   DFND 1,2 0 30,600 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 368 12,600 SH   DFND 1,12 0 12,600 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 5,252 179,800 SH   DFND 1,3 0 179,800 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2,096 71,759 SH   DFND 1,13 0 71,759 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1,778 60,881 SH   DFND 15 0 60,881 0
WASHINGTON TR BANCORP COM 940610108 365 9,780 SH   DFND 1 0 9,780 0
WASHINGTON TR BANCORP COM 940610108 93 2,500 SH   DFND 1,3 0 2,500 0
WASHINGTON TR BANCORP COM 940610108 673 18,027 SH   DFND 15 0 18,027 0
WASTE CONNECTIONS INC COM 941053100 58 903 SH   DFND 12,15 0 903 0
WASTE CONNECTIONS INC COM 941053100 43,607 675,139 SH   DFND 1 0 675,139 0
WASTE CONNECTIONS INC COM 941053100 47,489 735,234 SH   DFND 15 0 735,234 0
WASTE CONNECTIONS INC COM 941053100 239 3,700 SH   DFND 11 0 3,700 0
WASTE CONNECTIONS INC COM 941053100 4,471 69,228 SH   DFND 6 0 69,228 0
WASTE CONNECTIONS INC COM 941053100 2,171 33,619 SH   DFND 6,12 0 33,619 0
WASTE CONNECTIONS INC COM 941053100 590 9,128 SH   DFND 6,9 0 9,128 0
WASTE MGMT INC DEL COM 94106L109 378 6,410 SH   DFND 12,15 0 6,410 0
WASTE MGMT INC DEL COM 94106L109 1,932 32,752 SH   DFND 14 0 32,752 0
WASTE MGMT INC DEL COM 94106L109 32,395 549,063 SH   DFND 1 0 542,463 6,600
WASTE MGMT INC DEL COM 94106L109 2,083 35,300 SH   DFND 1,4 0 35,300 0
WASTE MGMT INC DEL COM 94106L109 1,322 22,400 SH   DFND 1,9 0 22,400 0
WASTE MGMT INC DEL COM 94106L109 407 6,900 SH   DFND 1,3 0 6,900 0
WASTE MGMT INC DEL COM 94106L109 1,461 24,764 SH   DFND 1,15 0 24,764 0
WASTE MGMT INC DEL COM 94106L109 4,437 75,200 SH   DFND 1,5 0 65,800 9,400
WASTE MGMT INC DEL COM 94106L109 549 9,300 SH   DFND 1,8 0 0 9,300
WASTE MGMT INC DEL COM 94106L109 96,817 1,640,970 SH   DFND 15 0 1,640,970 0
WASTE MGMT INC DEL COM 94106L109 3,897 66,044 SH   DFND 5 0 56,400 9,644
WASTE MGMT INC DEL COM 94106L109 2,378 40,300 SH   DFND 5,6 0 18,900 21,400
WASTE MGMT INC DEL COM 94106L109 798 13,530 SH   DFND 11 0 13,530 0
WASTE MGMT INC DEL COM 94106L109 525 8,900 SH   DFND 13 0 8,900 0
WATERS CORP COM 941848103 253 1,918 SH   DFND 12,15 0 1,918 0
WATERS CORP COM 941848103 3,166 23,998 SH   DFND 14 0 23,998 0
WATERS CORP COM 941848103 11,111 84,229 SH   DFND 1 0 84,029 200
WATERS CORP COM 941848103 1,221 9,259 SH   DFND 1,15 0 9,259 0
WATERS CORP COM 941848103 133,470 1,011,748 SH   DFND 15 0 1,011,748 0
WATERS CORP COM 941848103 707 5,358 SH   DFND 5 0 0 5,358
WATERS CORP COM 941848103 321 2,437 SH   DFND 11 0 2,437 0
WATERSTONE FINL INC MD COM 94188P101 2,353 171,979 SH   DFND 15 0 171,979 0
WATSCO INC COM 942622200 40 296 SH   DFND 12,15 0 296 0
WATSCO INC COM 942622200 65,314 484,738 SH   DFND 1 0 484,738 0
WATSCO INC COM 942622200 2,039 15,135 SH   DFND 15 0 15,135 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 920 16,685 SH   DFND 14 0 16,685 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 22,522 408,517 SH   DFND 1 0 408,517 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 18,405 333,844 SH   DFND 15 0 333,844 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,002 54,449 SH   DFND 6 0 54,449 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,467 26,607 SH   DFND 6,12 0 26,607 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 380 6,894 SH   DFND 6,9 0 6,894 0
WAYFAIR INC CL A 94419L101 5,598 129,513 SH   DFND 15 0 129,513 0
WEB COM GROUP INC COM 94733A104 1,011 51,017 SH   DFND 15 0 51,017 0
WEB COM GROUP INC COM 94733A104 52 2,600 SH   DFND 5 0 0 2,600
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 12,898 13,595,000 PRN   DFND 1 0 13,595,000 0
WEBMD HEALTH CORP COM 94770V102 13 200 SH   DFND 1 0 200 0
WEBMD HEALTH CORP COM 94770V102 282 4,500 SH   DFND 1,3 0 4,500 0
WEBMD HEALTH CORP COM 94770V102 4,792 76,517 SH   DFND 15 0 76,517 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 18,664 14,000,000 PRN   DFND 1 0 14,000,000 0
WEBSTER FINL CORP CONN COM 947890109 41 1,143 SH   DFND 12,15 0 1,143 0
WEBSTER FINL CORP CONN COM 947890109 22,119 616,121 SH   DFND 1 0 616,121 0
WEBSTER FINL CORP CONN COM 947890109 3,776 105,176 SH   DFND 15 0 105,176 0
WEBSTER FINL CORP CONN COM 947890109 2,866 79,820 SH   DFND 6 0 79,820 0
WEBSTER FINL CORP CONN COM 947890109 1,432 39,878 SH   DFND 6,12 0 39,878 0
WEBSTER FINL CORP CONN COM 947890109 361 10,049 SH   DFND 6,9 0 10,049 0
WEIBO CORP SPONSORED ADR 948596101 15,133 843,060 SH   DFND 4 0 843,060 0
WEIBO CORP SPONSORED ADR 948596101 42,411 2,362,731 SH   DFND 4,9 0 2,362,731 0
WEIBO CORP SPONSORED ADR 948596101 3,118 173,677 SH   DFND 1,4 0 173,677 0
WEIBO CORP SPONSORED ADR 948596101 2,134 118,909 SH   DFND 15 0 118,909 0
WEIBO CORP SPONSORED ADR 948596101 19,687 1,096,749 SH   DFND 6,4 0 1,096,749 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 775 53,307 SH   DFND 15 0 53,307 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 46 1,224 SH   DFND 12,15 0 1,224 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 251 6,694 SH   DFND 14 0 6,694 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 399,094 10,636,836 SH   DFND 1 0 4,463,901 6,172,935
WEINGARTEN RLTY INVS SH BEN INT 948741103 3,214 85,672 SH   DFND 1,2 0 85,672 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,371 36,541 SH   DFND 1,12 0 36,541 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 19,167 510,856 SH   DFND 1,3 0 510,856 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 403 10,736 SH   DFND 1,15 0 10,736 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,368 63,100 SH   DFND 1,5 0 63,100 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 7,741 206,308 SH   DFND 1,13 0 206,308 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 5,777 153,977 SH   DFND 15 0 153,977 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 8,521 227,100 SH   DFND 5 0 190,600 36,500
WEINGARTEN RLTY INVS SH BEN INT 948741103 4,491 119,700 SH   DFND 5,9 0 119,700 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 998 26,600 SH   DFND 5,6 0 12,600 14,000
WEINGARTEN RLTY INVS SH BEN INT 948741103 101 2,700 SH   DFND 5,7 0 0 2,700
WEINGARTEN RLTY INVS SH BEN INT 948741103 848 22,600 SH   DFND 7 0 22,600 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 499 13,300 SH   DFND 13 0 13,300 0
WEIS MKTS INC COM 948849104 11,035 244,889 SH   DFND 15 0 244,889 0
WELLCARE HEALTH PLANS INC COM 94946T106 213 2,298 SH   DFND 12,15 0 2,298 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,712 18,458 SH   DFND 14 0 18,458 0
WELLCARE HEALTH PLANS INC COM 94946T106 5,482 59,100 SH   DFND 1 0 59,100 0
WELLCARE HEALTH PLANS INC COM 94946T106 28 300 SH   DFND 1,3 0 300 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,866 20,121 SH   DFND 15 0 20,121 0
WELLS FARGO & CO NEW COM 949746101 229,841 4,752,708 SH   DFND 2 0 4,752,708 0
WELLS FARGO & CO NEW COM 949746101 3,797 78,512 SH   DFND 12,15 0 78,512 0
WELLS FARGO & CO NEW COM 949746101 1,336 27,624 SH   DFND 4 0 27,624 0
WELLS FARGO & CO NEW COM 949746101 13,388 276,840 SH   DFND 14 0 276,840 0
WELLS FARGO & CO NEW COM 949746101 391,107 8,087,405 SH   DFND 1 0 7,876,970 210,435
WELLS FARGO & CO NEW COM 949746101 1,312 27,127 SH   DFND 1,9 0 27,127 0
WELLS FARGO & CO NEW COM 949746101 1,146 23,701 SH   DFND 1,15 0 23,701 0
WELLS FARGO & CO NEW COM 949746101 1,262 26,100 SH   DFND 1,5 0 26,100 0
WELLS FARGO & CO NEW COM 949746101 102 2,100 SH   DFND 1,8 0 0 2,100
WELLS FARGO & CO NEW COM 949746101 122,642 2,536,031 SH   DFND 15 0 2,536,031 0
WELLS FARGO & CO NEW COM 949746101 8,468 175,100 SH   DFND 5 0 0 175,100
WELLS FARGO & CO NEW COM 949746101 5,542 114,600 SH   DFND 5,6 0 53,300 61,300
WELLS FARGO & CO NEW COM 949746101 7,136 147,562 SH   DFND 11 0 147,562 0
WELLS FARGO & CO NEW COM 949746101 758 15,681 SH   DFND 11,2 0 15,681 0
WELLS FARGO & CO NEW COM 949746101 1,963 40,600 SH   DFND 13 0 40,600 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 34,343 28,500 SH   DFND 1 0 28,500 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 1,565 206,732 SH   DFND 14 0 206,732 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 4,671 617,027 SH   DFND 15 0 617,027 0
WELLS FARGO GLOBAL DIVIDEND WF GLOBAL OPPTY 94987C103 2,042 342,111 SH   DFND 14 0 342,111 0
WELLS FARGO MULTI SECTOR INC WF MLT SECTR INC 94987D101 1,983 162,257 SH   DFND 14 0 162,257 0
WELLS FARGO MULTI SECTOR INC WF MLT SECTR INC 94987D101 5,146 421,096 SH   DFND 15 0 421,096 0
WELLS FARGO UTILITIES AND HI WF UTILITIES INC 94987E109 341 26,644 SH   DFND 14 0 26,644 0
WELLTOWER INC COM 95040Q104 299 4,306 SH   DFND 12,15 0 4,306 0
WELLTOWER INC COM 95040Q104 9,363 135,035 SH   DFND 14 0 135,035 0
WELLTOWER INC COM 95040Q104 260,043 3,750,260 SH   DFND 1 0 927,832 2,822,428
WELLTOWER INC COM 95040Q104 1,054 15,198 SH   DFND 1,2 0 15,198 0
WELLTOWER INC COM 95040Q104 433 6,251 SH   DFND 1,12 0 6,251 0
WELLTOWER INC COM 95040Q104 6,188 89,247 SH   DFND 1,3 0 89,247 0
WELLTOWER INC COM 95040Q104 2,494 35,973 SH   DFND 1,13 0 35,973 0
WELLTOWER INC COM 95040Q104 33,531 483,572 SH   DFND 15 0 483,572 0
WELLTOWER INC COM 95040Q104 749 10,800 SH   DFND 11 0 10,800 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 15,848 255,200 SH   DFND 1 0 0 255,200
WENDYS CO COM 95058W100 99 9,070 SH   DFND 12,15 0 9,070 0
WENDYS CO COM 95058W100 9,085 834,237 SH   DFND 15 0 834,237 0
WERNER ENTERPRISES INC COM 950755108 1,440 53,024 SH   DFND 15 0 53,024 0
WESBANCO INC COM 950810101 1,084 36,495 SH   DFND 15 0 36,495 0
WESCO AIRCRAFT HLDGS INC COM 950814103 1,025 71,225 SH   DFND 15 0 71,225 0
WESCO INTL INC COM 95082P105 140 2,557 SH   DFND 12,15 0 2,557 0
WESCO INTL INC COM 95082P105 3,619 66,206 SH   DFND 15 0 66,206 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 2,873 1,500,000 PRN   DFND 1 0 1,500,000 0
WEST BANCORPORATION INC CAP STK 95123P106 832 45,640 SH   DFND 1 0 45,640 0
WEST BANCORPORATION INC CAP STK 95123P106 330 18,100 SH   DFND 1,3 0 18,100 0
WEST BANCORPORATION INC CAP STK 95123P106 3 151 SH   DFND 15 0 151 0
WEST CORP COM 952355204 1,321 57,900 SH   DFND 1 0 57,900 0
WEST CORP COM 952355204 1,642 71,968 SH   DFND 15 0 71,968 0
WEST MARINE INC COM 954235107 175 19,218 SH   DFND 15 0 19,218 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 28,040 404,496 SH   DFND 15 0 404,496 0
WESTAMERICA BANCORPORATION COM 957090103 12 255 SH   DFND 1 0 255 0
WESTAMERICA BANCORPORATION COM 957090103 17,669 362,747 SH   DFND 15 0 362,747 0
WESTAR ENERGY INC COM 95709T100 102 2,049 SH   DFND 12,15 0 2,049 0
WESTAR ENERGY INC COM 95709T100 6,615 133,349 SH   DFND 14 0 133,349 0
WESTAR ENERGY INC COM 95709T100 13,946 281,113 SH   DFND 15 0 281,113 0
WESTERN ALLIANCE BANCORP COM 957638109 467 13,979 SH   DFND 14 0 13,979 0
WESTERN ALLIANCE BANCORP COM 957638109 31,261 936,522 SH   DFND 1 0 936,522 0
WESTERN ALLIANCE BANCORP COM 957638109 13,227 396,244 SH   DFND 15 0 396,244 0
WESTERN ALLIANCE BANCORP COM 957638109 4,198 125,768 SH   DFND 6 0 125,768 0
WESTERN ALLIANCE BANCORP COM 957638109 2,092 62,674 SH   DFND 6,12 0 62,674 0
WESTERN ALLIANCE BANCORP COM 957638109 558 16,728 SH   DFND 6,9 0 16,728 0
WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 180 14,334 SH   DFND 14 0 14,334 0
WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 909 72,429 SH   DFND 15 0 72,429 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 1,203 115,832 SH   DFND 14 0 115,832 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 1,499 144,309 SH   DFND 15 0 144,309 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 5,366 369,560 SH   DFND 14 0 369,560 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 4,913 338,365 SH   DFND 15 0 338,365 0
WESTERN ASSET GLB HI INCOME COM 95766B109 2,773 306,707 SH   DFND 14 0 306,707 0
WESTERN ASSET GLB HI INCOME COM 95766B109 2,815 311,413 SH   DFND 15 0 311,413 0
WESTERN ASSET EMRG MKT INCM COM 95766E103 815 79,473 SH   DFND 14 0 79,473 0
WESTERN ASSET EMRG MKT INCM COM 95766E103 3,343 325,863 SH   DFND 15 0 325,863 0
WESTERN ASSET GLB PTNRS INCO COM 95766G108 1,105 137,748 SH   DFND 14 0 137,748 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 986 149,140 SH   DFND 14 0 149,140 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 4,005 605,916 SH   DFND 15 0 605,916 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 450 95,851 SH   DFND 14 0 95,851 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 3,761 801,948 SH   DFND 15 0 801,948 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 439 99,044 SH   DFND 14 0 99,044 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 2,017 455,220 SH   DFND 15 0 455,220 0
WESTERN ASST MNGD MUN FD INC COM 95766M105 3,947 264,537 SH   DFND 14 0 264,537 0
WESTERN ASST MN PRT FD INC COM 95766P108 6,153 369,972 SH   DFND 14 0 369,972 0
WESTERN ASSET CLYM INFL SEC COM SH BEN INT 95766Q106 1,251 109,794 SH   DFND 14 0 109,794 0
WESTERN ASSET CLYM INFL SEC COM SH BEN INT 95766Q106 3,339 293,184 SH   DFND 15 0 293,184 0
WESTERN ASSET CLYM INFL OPP COM 95766R104 1,305 117,975 SH   DFND 14 0 117,975 0
WESTERN ASSET CLYM INFL OPP COM 95766R104 6,872 621,348 SH   DFND 15 0 621,348 0
WESTERN ASSET HGH YLD DFNDFD COM 95768B107 2,172 155,812 SH   DFND 14 0 155,812 0
WESTERN ASSET HGH YLD DFNDFD COM 95768B107 2,761 198,053 SH   DFND 15 0 198,053 0
WESTERN ASSET INVT GRADE DEF COM 95790A101 719 34,313 SH   DFND 14 0 34,313 0
WESTERN ASSET INVT GRADE DEF COM 95790A101 1,115 53,231 SH   DFND 15 0 53,231 0
WESTERN ASSET MTG DEF OPPTY COM 95790B109 1,170 51,397 SH   DFND 15 0 51,397 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 4,314 261,594 SH   DFND 14 0 261,594 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 2,199 133,334 SH   DFND 15 0 133,334 0
WESTERN ASSET MTG CAP CORP COM 95790D105 10,447 1,039,486 SH   DFND 15 0 1,039,486 0
WESTERN DIGITAL CORP COM 958102105 2,794 59,148 SH   DFND 12,15 0 59,148 0
WESTERN DIGITAL CORP COM 958102105 1,444 30,559 SH   DFND 14 0 30,559 0
WESTERN DIGITAL CORP COM 958102105 9,979 211,244 SH   DFND 1 0 211,244 0
WESTERN DIGITAL CORP COM 958102105 32 668 SH   DFND 1,15 0 668 0
WESTERN DIGITAL CORP COM 958102105 87,895 1,860,598 SH   DFND 15 0 1,860,598 0
WESTERN DIGITAL CORP COM 958102105 496 10,500 SH   DFND 5 0 0 10,500
WESTERN DIGITAL CORP COM 958102105 435 9,200 SH   DFND 5,6 0 4,200 5,000
WESTERN DIGITAL CORP COM 958102105 333 7,041 SH   DFND 11 0 7,041 0
WESTERN DIGITAL CORP COM 958102105 189 4,000 SH   DFND 13 0 4,000 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 188 4,335 SH   DFND 14 0 4,335 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 151 3,487 SH   DFND 1 0 3,487 0
WESTERN REFNG INC COM 959319104 82 2,820 SH   DFND 12,15 0 2,820 0
WESTERN REFNG INC COM 959319104 1,455 50,007 SH   DFND 14 0 50,007 0
WESTERN REFNG INC COM 959319104 14,994 515,450 SH   DFND 1 0 498,950 16,500
WESTERN REFNG INC COM 959319104 55 1,900 SH   DFND 1,3 0 1,900 0
WESTERN REFNG INC COM 959319104 6,224 213,966 SH   DFND 15 0 213,966 0
WESTERN REFNG INC COM 959319104 628 21,600 SH   DFND 5 0 21,600 0
WESTERN REFNG INC COM 959319104 247 8,500 SH   DFND 5,9 0 8,500 0
WESTERN REFNG INC COM 959319104 419 14,400 SH   DFND 5,6 0 6,800 7,600
WESTERN REFNG INC COM 959319104 215 7,400 SH   DFND 6 0 7,400 0
WESTERN REFNG INC COM 959319104 145 5,000 SH   DFND 13 0 5,000 0
WESTERN UN CO COM 959802109 134 6,946 SH   DFND 12,15 0 6,946 0
WESTERN UN CO COM 959802109 1,163 60,303 SH   DFND 14 0 60,303 0
WESTERN UN CO COM 959802109 15,597 808,575 SH   DFND 1 0 806,425 2,150
WESTERN UN CO COM 959802109 222 11,500 SH   DFND 1,9 0 11,500 0
WESTERN UN CO COM 959802109 8,885 460,600 SH   DFND 1,5 0 460,600 0
WESTERN UN CO COM 959802109 214 11,100 SH   DFND 1,8 0 0 11,100
WESTERN UN CO COM 959802109 23,120 1,198,570 SH   DFND 15 0 1,198,570 0
WESTERN UN CO COM 959802109 4,176 216,481 SH   DFND 5 0 89,300 127,181
WESTERN UN CO COM 959802109 2,510 130,100 SH   DFND 5,6 0 59,500 70,600
WESTERN UN CO COM 959802109 586 30,400 SH   DFND 5,7 0 0 30,400
WESTERN UN CO COM 959802109 303 15,694 SH   DFND 11 0 15,694 0
WESTERN UN CO COM 959802109 845 43,800 SH   DFND 6 0 43,800 0
WESTERN UN CO COM 959802109 1,601 83,000 SH   DFND 13 0 83,000 0
WESTLAKE CHEM CORP COM 960413102 223 4,812 SH   DFND 14 0 4,812 0
WESTLAKE CHEM CORP COM 960413102 1,053 22,750 SH   DFND 1 0 22,750 0
WESTLAKE CHEM CORP COM 960413102 3,083 66,585 SH   DFND 15 0 66,585 0
WESTLAKE CHEM CORP COM 960413102 727 15,700 SH   DFND 5,6 0 7,400 8,300
WESTLAKE CHEM CORP COM 960413102 74 1,600 SH   DFND 11 0 1,600 0
WESTLAKE CHEM CORP COM 960413102 176 3,800 SH   DFND 13 0 3,800 0
WESTMORELAND COAL CO COM 960878106 639 88,670 SH   DFND 15 0 88,670 0
WESTPAC BKG CORP SPONSORED ADR 961214301 1,800 77,406 SH   DFND 14 0 77,406 0
WESTPAC BKG CORP SPONSORED ADR 961214301 16,703 718,099 SH   DFND 15 0 718,099 0
WESTROCK CO COM 96145D105 142 3,627 SH   DFND 12,15 0 3,627 0
WESTROCK CO COM 96145D105 1,430 36,635 SH   DFND 14 0 36,635 0
WESTROCK CO COM 96145D105 10,929 280,013 SH   DFND 1 0 280,013 0
WESTROCK CO COM 96145D105 35 888 SH   DFND 1,15 0 888 0
WESTROCK CO COM 96145D105 2,668 68,369 SH   DFND 15 0 68,369 0
WESTROCK CO COM 96145D105 353 9,048 SH   DFND 5 0 0 9,048
WESTROCK CO COM 96145D105 304 7,794 SH   DFND 11 0 7,794 0
WESTWOOD HLDGS GROUP INC COM 961765104 360 6,130 SH   DFND 15 0 6,130 0
WEX INC COM 96208T104 1,550 18,600 SH   DFND 14 0 18,600 0
WEX INC COM 96208T104 2,117 25,401 SH   DFND 15 0 25,401 0
WEYERHAEUSER CO COM 962166104 434 14,018 SH   DFND 12,15 0 14,018 0
WEYERHAEUSER CO COM 962166104 911,861 29,433,869 SH   DFND 1 0 10,693,370 18,740,499
WEYERHAEUSER CO COM 962166104 86 2,765 SH   DFND 1,9 0 2,765 0
WEYERHAEUSER CO COM 962166104 10,458 337,580 SH   DFND 1,3 0 337,580 0
WEYERHAEUSER CO COM 962166104 1,274 41,129 SH   DFND 1,15 0 41,129 0
WEYERHAEUSER CO COM 962166104 38,081 1,229,223 SH   DFND 15 0 1,229,223 0
WEYERHAEUSER CO COM 962166104 740 23,893 SH   DFND 11 0 23,893 0
WEYERHAEUSER CO PREF CONV SER A 962166872 7,949 155,500 SH   DFND 1 0 0 155,500
WEYERHAEUSER CO PREF CONV SER A 962166872 112 2,200 SH   DFND 1,9 0 2,200 0
WHIRLPOOL CORP COM 963320106 269 1,492 SH   DFND 12,15 0 1,492 0
WHIRLPOOL CORP COM 963320106 12,761 70,763 SH   DFND 14 0 70,763 0
WHIRLPOOL CORP COM 963320106 54 300 SH Call DFND 14 0 0 0
WHIRLPOOL CORP COM 963320106 193,613 1,073,599 SH   DFND 1 0 1,073,599 0
WHIRLPOOL CORP COM 963320106 3,543 19,644 SH   DFND 1,9 0 19,644 0
WHIRLPOOL CORP COM 963320106 4,605 25,534 SH   DFND 15 0 25,534 0
WHIRLPOOL CORP COM 963320106 523 2,900 SH   DFND 5 0 0 2,900
WHIRLPOOL CORP COM 963320106 427 2,365 SH   DFND 11 0 2,365 0
WHITESTONE REIT COM 966084204 467 37,138 SH   DFND 1 0 37,138 0
WHITESTONE REIT COM 966084204 5,570 443,141 SH   DFND 15 0 443,141 0
WHITEWAVE FOODS CO COM 966244105 40 990 SH   DFND 12,15 0 990 0
WHITEWAVE FOODS CO COM 966244105 1,350 33,210 SH   DFND 14 0 33,210 0
WHITEWAVE FOODS CO COM 966244105 57,433 1,413,205 SH   DFND 1 0 1,347,106 66,099
WHITEWAVE FOODS CO COM 966244105 384 9,456 SH   DFND 1,3 0 9,456 0
WHITEWAVE FOODS CO COM 966244105 978 24,062 SH   DFND 15 0 24,062 0
WHITEWAVE FOODS CO COM 966244105 431 10,600 SH   DFND 5 0 0 10,600
WHITEWAVE FOODS CO COM 966244105 228 5,600 SH   DFND 11 0 5,600 0
WHITING PETE CORP NEW COM 966387102 2,195 275,000 SH   DFND 2 0 275,000 0
WHITING PETE CORP NEW COM 966387102 219 27,400 SH   DFND 12,15 0 27,400 0
WHITING PETE CORP NEW COM 966387102 347 43,465 SH   DFND 14 0 43,465 0
WHITING PETE CORP NEW COM 966387102 17,388 2,178,974 SH   DFND 1,2 0 2,178,974 0
WHITING PETE CORP NEW COM 966387102 3,184 398,964 SH   DFND 1,9 0 398,964 0
WHITING PETE CORP NEW COM 966387102 6,563 822,444 SH   DFND 15 0 822,444 0
WHOLE FOODS MKT INC COM 966837106 2,753 88,505 SH   DFND 12,15 0 88,505 0
WHOLE FOODS MKT INC COM 966837106 135 4,335 SH   DFND 14 0 4,335 0
WHOLE FOODS MKT INC COM 966837106 9,814 315,461 SH   DFND 1 0 315,461 0
WHOLE FOODS MKT INC COM 966837106 91,204 2,931,656 SH   DFND 15 0 2,931,656 0
WHOLE FOODS MKT INC COM 966837106 255 8,200 SH   DFND 5 0 0 8,200
WHOLE FOODS MKT INC COM 966837106 322 10,354 SH   DFND 11 0 10,354 0
WILEY JOHN & SONS INC CL A 968223206 8,984 183,768 SH   DFND 2 0 183,768 0
WILEY JOHN & SONS INC CL A 968223206 30,161 616,907 SH   DFND 1,2 0 616,907 0
WILEY JOHN & SONS INC CL A 968223206 2,190 44,787 SH   DFND 15 0 44,787 0
WILEY JOHN & SONS INC CL A 968223206 115 2,349 SH   DFND 11,2 0 2,349 0
WILLBROS GROUP INC DEL COM 969203108 377 176,791 SH   DFND 15 0 176,791 0
WILLIAMS COS INC DEL COM 969457100 332 20,660 SH   DFND 12,15 0 20,660 0
WILLIAMS COS INC DEL COM 969457100 2,165 134,718 SH   DFND 14 0 134,718 0
WILLIAMS COS INC DEL COM 969457100 72,672 4,522,231 SH   DFND 1 0 4,521,531 700
WILLIAMS COS INC DEL COM 969457100 440 27,400 SH   DFND 1,5 0 27,400 0
WILLIAMS COS INC DEL COM 969457100 34 2,100 SH   DFND 1,8 0 0 2,100
WILLIAMS COS INC DEL COM 969457100 6,918 430,489 SH   DFND 15 0 430,489 0
WILLIAMS COS INC DEL COM 969457100 435 27,100 SH   DFND 5 0 0 27,100
WILLIAMS COS INC DEL COM 969457100 353 21,940 SH   DFND 11 0 21,940 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 205 23,000 SH   DFND 1 0 23,000 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 352 39,445 SH   DFND 15 0 39,445 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 1,181 57,745 SH   DFND 14 0 57,745 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 170 8,294 SH   DFND 1 0 8,294 0
WILLIAMS SONOMA INC COM 969904101 48 884 SH   DFND 12,15 0 884 0
WILLIAMS SONOMA INC COM 969904101 114 2,075 SH   DFND 9 0 2,075 0
WILLIAMS SONOMA INC COM 969904101 900 16,443 SH   DFND 15 0 16,443 0
WILLIAMS SONOMA INC COM 969904101 296 5,415 SH   DFND 11,6 0 5,415 0
WILLIAMS SONOMA INC COM 969904101 24,706 451,342 SH   DFND 6 0 451,342 0
WILLIAMS SONOMA INC COM 969904101 6,126 111,912 SH   DFND 6,9 0 111,912 0
WILLIS LEASE FINANCE CORP COM 970646105 267 12,360 SH   DFND 1 0 12,360 0
WILLIS LEASE FINANCE CORP COM 970646105 138 6,400 SH   DFND 1,3 0 6,400 0
WILSHIRE BANCORP INC COM 97186T108 1,434 139,266 SH   DFND 15 0 139,266 0
WINDSTREAM HLDGS INC COM NEW 97382A200 71 9,295 SH   DFND 12,15 0 9,295 0
WINDSTREAM HLDGS INC COM NEW 97382A200 347 45,142 SH   DFND 14 0 45,142 0
WINDSTREAM HLDGS INC COM NEW 97382A200 608 79,200 SH   DFND 1 0 79,200 0
WINDSTREAM HLDGS INC COM NEW 97382A200 1,089 141,795 SH   DFND 15 0 141,795 0
WINNEBAGO INDS INC COM 974637100 53,315 2,374,816 SH   DFND 1 0 2,374,816 0
WINNEBAGO INDS INC COM 974637100 1,125 50,116 SH   DFND 15 0 50,116 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 575 43,816 SH   DFND 15 0 43,816 0
WINTRUST FINL CORP COM 97650W108 253 5,708 SH   DFND 14 0 5,708 0
WINTRUST FINL CORP COM 97650W108 120,728 2,722,782 SH   DFND 1 0 2,722,782 0
WINTRUST FINL CORP COM 97650W108 9,526 214,841 SH   DFND 15 0 214,841 0
WIPRO LTD SPON ADR 1 SH 97651M109 21 1,693 SH   DFND 12,15 0 1,693 0
WIPRO LTD SPON ADR 1 SH 97651M109 13 1,008 SH   DFND 1 0 1,008 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,537 201,669 SH   DFND 15 0 201,669 0
WISDOMTREE INVTS INC COM 97717P104 147 12,865 SH   DFND 14 0 12,865 0
WISDOMTREE INVTS INC COM 97717P104 20,065 1,755,442 SH   DFND 1 0 1,700,532 54,910
WISDOMTREE INVTS INC COM 97717P104 147 12,820 SH   DFND 15 0 12,820 0
WISDOMTREE TR MIDCAP DIVI FD 97717W505 911 10,574 SH   DFND 14 0 10,574 0
WISDOMTREE TR SMALLCAP DIVID 97717W604 643 9,357 SH   DFND 14 0 9,357 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 637 10,817 SH   DFND 14 0 10,817 0
WISDOMTREE TR INTL MIDCAP DV 97717W778 851 15,244 SH   DFND 14 0 15,244 0
WISDOMTREE TR EM LCL DEBT FD 97717X867 1,120 30,427 SH   DFND 14 0 30,427 0
WOLVERINE WORLD WIDE INC COM 978097103 245 13,300 SH   DFND 1 0 13,300 0
WOLVERINE WORLD WIDE INC COM 978097103 3,493 189,642 SH   DFND 15 0 189,642 0
WOODWARD INC COM 980745103 8,800 169,170 SH   DFND 1 0 120,060 49,110
WOODWARD INC COM 980745103 7,732 148,644 SH   DFND 15 0 148,644 0
WORKDAY INC CL A 98138H101 3,806 49,537 SH   DFND 14 0 49,537 0
WORKDAY INC CL A 98138H101 976 12,696 SH   DFND 15 0 12,696 0
WORKDAY INC CL A 98138H101 261 3,400 SH   DFND 11 0 3,400 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 12,973 11,500,000 PRN   DFND 1 0 11,500,000 0
WORLD ACCEP CORP DEL COM 981419104 1,738 45,822 SH   DFND 15 0 45,822 0
WORLD FUEL SVCS CORP COM 981475106 176 3,619 SH   DFND 12,15 0 3,619 0
WORLD FUEL SVCS CORP COM 981475106 255 5,250 SH   DFND 14 0 5,250 0
WORLD FUEL SVCS CORP COM 981475106 49 1,000 SH   DFND 1 0 1,000 0
WORLD FUEL SVCS CORP COM 981475106 2,927 60,242 SH   DFND 15 0 60,242 0
WORLD FUEL SVCS CORP COM 981475106 583 12,000 SH   DFND 5 0 12,000 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,001 56,688 SH   DFND 15 0 56,688 0
WORTHINGTON INDS INC COM 981811102 50 1,400 SH   DFND 12,15 0 1,400 0
WORTHINGTON INDS INC COM 981811102 796 22,341 SH   DFND 14 0 22,341 0
WORTHINGTON INDS INC COM 981811102 4,732 132,784 SH   DFND 15 0 132,784 0
WPX ENERGY INC COM 98212B103 131 18,767 SH   DFND 12,15 0 18,767 0
WPX ENERGY INC COM 98212B103 732 104,764 SH   DFND 14 0 104,764 0
WPX ENERGY INC COM 98212B103 4,740 678,175 SH   DFND 15 0 678,175 0
WPX ENERGY INC PFD SER A CV 98212B202 5,514 150,000 SH   DFND 1 0 150,000 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 50,434 56,469,000 PRN   DFND 1 0 51,266,000 5,203,000
WYNDHAM WORLDWIDE CORP COM 98310W108 330 4,320 SH   DFND 12,15 0 4,320 0
WYNDHAM WORLDWIDE CORP COM 98310W108 7,835 102,518 SH   DFND 14 0 102,518 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,591 138,575 SH   DFND 1 0 138,325 250
WYNDHAM WORLDWIDE CORP COM 98310W108 32,462 424,726 SH   DFND 15 0 424,726 0
WYNDHAM WORLDWIDE CORP COM 98310W108 611 8,000 SH   DFND 5 0 0 8,000
WYNDHAM WORLDWIDE CORP COM 98310W108 268 3,500 SH   DFND 11 0 3,500 0
WYNN RESORTS LTD COM 983134107 222 2,371 SH   DFND 12,15 0 2,371 0
WYNN RESORTS LTD COM 983134107 1,943 20,800 SH   DFND 14 0 20,800 0
WYNN RESORTS LTD COM 983134107 25,250 270,255 SH   DFND 1 0 270,255 0
WYNN RESORTS LTD COM 983134107 162 1,735 SH   DFND 1,3 0 1,735 0
WYNN RESORTS LTD COM 983134107 4,557 48,773 SH   DFND 15 0 48,773 0
WYNN RESORTS LTD COM 983134107 336 3,600 SH   DFND 5 0 0 3,600
WYNN RESORTS LTD COM 983134107 228 2,444 SH   DFND 11 0 2,444 0
XO GROUP INC COM 983772104 1,595 99,384 SH   DFND 15 0 99,384 0
XPO LOGISTICS INC COM 983793100 1,443 47,005 SH   DFND 15 0 47,005 0
XTL BIOPHARMACEUTICALS LTD SPONSORED ADR NE 98386D208 134 129,811 SH   DFND 6 0 129,811 0
XCEL ENERGY INC COM 98389B100 349 8,336 SH   DFND 12,15 0 8,336 0
XCEL ENERGY INC COM 98389B100 8,274 197,851 SH   DFND 14 0 197,851 0
XCEL ENERGY INC COM 98389B100 25,417 607,777 SH   DFND 1 0 607,777 0
XCEL ENERGY INC COM 98389B100 94,941 2,270,223 SH   DFND 15 0 2,270,223 0
XCEL ENERGY INC COM 98389B100 616 14,738 SH   DFND 5 0 0 14,738
XCEL ENERGY INC COM 98389B100 646 15,453 SH   DFND 11 0 15,453 0
XILINX INC COM 983919101 2,937 61,913 SH   DFND 12,15 0 61,913 0
XILINX INC COM 983919101 5,412 114,100 SH   DFND 14 0 114,100 0
XILINX INC COM 983919101 52,493 1,106,752 SH   DFND 1 0 1,106,752 0
XILINX INC COM 983919101 97,614 2,058,068 SH   DFND 15 0 2,058,068 0
XILINX INC COM 983919101 573 12,085 SH   DFND 5 0 0 12,085
XILINX INC COM 983919101 371 7,831 SH   DFND 11 0 7,831 0
XILINX INC NOTE 2.625% 6/1 983919AF8 27,944 17,000,000 PRN   DFND 1 0 17,000,000 0
XCERRA CORP COM 98400J108 306 46,967 SH   DFND 15 0 46,967 0
XENIA HOTELS & RESORTS INC COM 984017103 34 2,205 SH   DFND 12,15 0 2,205 0
XENIA HOTELS & RESORTS INC COM 984017103 403 25,794 SH   DFND 14 0 25,794 0
XENIA HOTELS & RESORTS INC COM 984017103 537 34,376 SH   DFND 15 0 34,376 0
XENCOR INC COM 98401F105 230 17,110 SH   DFND 1 0 6,210 10,900
XENCOR INC COM 98401F105 36 2,700 SH   DFND 1,3 0 2,700 0
XENCOR INC COM 98401F105 4 273 SH   DFND 15 0 273 0
XENOPORT INC COM 98411C100 124 27,541 SH   DFND 15 0 27,541 0
XEROX CORP COM 984121103 675 60,493 SH   DFND 12,15 0 60,493 0
XEROX CORP COM 984121103 3,528 316,138 SH   DFND 14 0 316,138 0
XEROX CORP COM 984121103 30,432 2,726,919 SH   DFND 1 0 2,701,069 25,850
XEROX CORP COM 984121103 1,330 119,200 SH   DFND 1,4 0 119,200 0
XEROX CORP COM 984121103 431 38,600 SH   DFND 1,3 0 38,600 0
XEROX CORP COM 984121103 2,760 247,300 SH   DFND 1,5 0 223,000 24,300
XEROX CORP COM 984121103 287 25,700 SH   DFND 1,8 0 0 25,700
XEROX CORP COM 984121103 17,946 1,608,091 SH   DFND 15 0 1,608,091 0
XEROX CORP COM 984121103 312 27,925 SH   DFND 5 0 0 27,925
XEROX CORP COM 984121103 607 54,400 SH   DFND 5,6 0 23,800 30,600
XEROX CORP COM 984121103 321 28,744 SH   DFND 11 0 28,744 0
XEROX CORP COM 984121103 398 35,700 SH   DFND 13 0 35,700 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 246 47,186 SH   DFND 1 0 47,186 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 99 18,900 SH   DFND 1,3 0 18,900 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 216 41,472 SH   DFND 15 0 41,472 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 382 86,120 SH   DFND 15 0 86,120 0
XYLEM INC COM 98419M100 250 6,113 SH   DFND 12,15 0 6,113 0
XYLEM INC COM 98419M100 1,063 26,000 SH   DFND 14 0 26,000 0
XYLEM INC COM 98419M100 47,252 1,155,315 SH   DFND 1 0 1,155,315 0
XYLEM INC COM 98419M100 100,686 2,461,764 SH   DFND 15 0 2,461,764 0
XYLEM INC COM 98419M100 246 6,018 SH   DFND 5 0 0 6,018
XYLEM INC COM 98419M100 224 5,486 SH   DFND 11 0 5,486 0
XURA INC COM 98420V107 299 15,226 SH   DFND 15 0 15,226 0
YRC WORLDWIDE INC COM PAR $.01 984249607 39 4,226 SH   DFND 12,15 0 4,226 0
YRC WORLDWIDE INC COM PAR $.01 984249607 614 65,893 SH   DFND 15 0 65,893 0
YY INC ADS REPCOM CLA 98426T106 5,864 95,203 SH   DFND 15 0 95,203 0
YADKIN FINL CORP COM 984305102 917 38,740 SH   DFND 15 0 38,740 0
YAHOO INC COM 984332106 8,688 236,036 SH   DFND 12,15 0 236,036 0
YAHOO INC COM 984332106 1,971 53,537 SH   DFND 14 0 53,537 0
YAHOO INC COM 984332106 150,127 4,078,438 SH   DFND 1 0 3,976,902 101,536
YAHOO INC COM 984332106 510 13,853 SH   DFND 1,9 0 13,853 0
YAHOO INC COM 984332106 1,292 35,100 SH   DFND 1,5 0 35,100 0
YAHOO INC COM 984332106 96 2,600 SH   DFND 1,8 0 0 2,600
YAHOO INC COM 984332106 287,370 7,806,850 SH   DFND 15 0 7,806,850 0
YAHOO INC COM 984332106 1,429 38,834 SH   DFND 5 0 0 38,834
YAHOO INC COM 984332106 1,003 27,260 SH   DFND 11 0 27,260 0
YAHOO INC NOTE 12/0 984332AF3 35,009 35,430,000 PRN   DFND 1 0 35,430,000 0
YAMANA GOLD INC COM 98462Y100 295 97,142 SH   DFND 2,15 0 97,142 0
YAMANA GOLD INC COM 98462Y100 5 1,686 SH   DFND 12,15 0 1,686 0
YAMANA GOLD INC COM 98462Y100 5,184 1,705,331 SH   DFND 1,2 0 1,705,331 0
YAMANA GOLD INC COM 98462Y100 890 292,862 SH   DFND 1,9 0 292,862 0
YAMANA GOLD INC COM 98462Y100 1,089 358,205 SH   DFND 15 0 358,205 0
YAMANA GOLD INC COM 98462Y100 88 28,853 SH   DFND 11 0 28,853 0
YAMANA GOLD INC COM 98462Y100 1,329 437,250 SH   DFND 6 0 437,250 0
YAMANA GOLD INC COM 98462Y100 26 8,550 SH   DFND 6,9 0 8,550 0
YELP INC CL A 985817105 228 11,475 SH   DFND 14 0 11,475 0
YELP INC CL A 985817105 519 26,124 SH   DFND 15 0 26,124 0
YUM BRANDS INC COM 988498101 315 3,850 SH   DFND 12,15 0 3,850 0
YUM BRANDS INC COM 988498101 23,843 291,299 SH   DFND 14 0 291,299 0
YUM BRANDS INC COM 988498101 12,664 154,717 SH   DFND 1 0 154,367 350
YUM BRANDS INC COM 988498101 16,679 203,781 SH   DFND 15 0 203,781 0
YUM BRANDS INC COM 988498101 1,494 18,252 SH   DFND 5 0 0 18,252
YUM BRANDS INC COM 988498101 1,072 13,099 SH   DFND 11 0 13,099 0
ZAGG INC COM 98884U108 1,193 132,360 SH   DFND 1 0 132,360 0
ZAGG INC COM 98884U108 150 16,700 SH   DFND 1,3 0 16,700 0
ZAGG INC COM 98884U108 1,131 125,547 SH   DFND 15 0 125,547 0
ZAIS FINL CORP COM 98886K108 173 11,626 SH   DFND 15 0 11,626 0
ZAYO GROUP HLDGS INC COM 98919V105 857 35,338 SH   DFND 15 0 35,338 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 625 9,057 SH   DFND 14 0 9,057 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,303 33,380 SH   DFND 15 0 33,380 0
ZELTIQ AESTHETICS INC COM 98933Q108 2,552 93,956 SH   DFND 15 0 93,956 0
ZHAOPIN LTD SPONSORED ADR 98954L103 591 37,219 SH   DFND 15 0 37,219 0
ZILLOW GROUP INC CL A 98954M101 1,039 40,657 SH   DFND 15 0 40,657 0
ZILLOW GROUP INC CL C CAP STK 98954M200 301 12,672 SH   DFND 15 0 12,672 0
ZILLOW GROUP INC CL C CAP STK 98954M200 76 3,200 SH   DFND 11 0 3,200 0
ZIMMER BIOMET HLDGS INC COM 98956P102 192,187 1,802,373 SH   DFND 2 0 1,802,373 0
ZIMMER BIOMET HLDGS INC COM 98956P102 139 1,306 SH   DFND 12,15 0 1,306 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,329 21,846 SH   DFND 14 0 21,846 0
ZIMMER BIOMET HLDGS INC COM 98956P102 11,075 103,864 SH   DFND 1 0 103,864 0
ZIMMER BIOMET HLDGS INC COM 98956P102 14,705 137,908 SH   DFND 1,2 0 137,908 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,245 11,677 SH   DFND 1,15 0 11,677 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,212 30,119 SH   DFND 15 0 30,119 0
ZIMMER BIOMET HLDGS INC COM 98956P102 845 7,923 SH   DFND 5 0 0 7,923
ZIMMER BIOMET HLDGS INC COM 98956P102 607 5,696 SH   DFND 11 0 5,696 0
ZIONS BANCORPORATION COM 989701107 101 4,181 SH   DFND 12,15 0 4,181 0
ZIONS BANCORPORATION COM 989701107 3,497 144,463 SH   DFND 14 0 144,463 0
ZIONS BANCORPORATION COM 989701107 400,416 16,539,288 SH   DFND 1 0 16,539,288 0
ZIONS BANCORPORATION COM 989701107 132 5,469 SH   DFND 1,9 0 5,469 0
ZIONS BANCORPORATION COM 989701107 962 39,752 SH   DFND 1,3 0 39,752 0
ZIONS BANCORPORATION COM 989701107 7,832 323,509 SH   DFND 15 0 323,509 0
ZIOPHARM ONCOLOGY INC COM 98973P101 6,483 873,684 SH   DFND 15 0 873,684 0
ZIX CORP COM 98974P100 178 45,264 SH   DFND 15 0 45,264 0
ZOGENIX INC COM NEW 98978L204 5,938 642,592 SH   DFND 1 0 642,592 0
ZOGENIX INC COM NEW 98978L204 1,627 176,084 SH   DFND 1,12 0 176,084 0
ZOGENIX INC COM NEW 98978L204 565 61,153 SH   DFND 15 0 61,153 0
ZOETIS INC CL A 98978V103 98 2,212 SH   DFND 12,15 0 2,212 0
ZOETIS INC CL A 98978V103 666 15,024 SH   DFND 14 0 15,024 0
ZOETIS INC CL A 98978V103 12,328 278,086 SH   DFND 1 0 274,266 3,820
ZOETIS INC CL A 98978V103 2,295 51,776 SH   DFND 15 0 51,776 0
ZOETIS INC CL A 98978V103 612 13,800 SH   DFND 5 0 0 13,800
ZOETIS INC CL A 98978V103 638 14,400 SH   DFND 11 0 14,400 0
ZOES KITCHEN INC COM 98979J109 7,947 203,834 SH   DFND 1 0 144,870 58,964
ZOES KITCHEN INC COM 98979J109 95 2,433 SH   DFND 15 0 2,433 0
ZUMIEZ INC COM 989817101 295 14,813 SH   DFND 14 0 14,813 0
ZUMIEZ INC COM 989817101 1,361 68,334 SH   DFND 15 0 68,334 0
ZWEIG FD COM NEW 989834205 662 51,391 SH   DFND 14 0 51,391 0
ZWEIG TOTAL RETURN FD INC COM NEW 989837208 692 57,740 SH   DFND 14 0 57,740 0
ZYNGA INC CL A 98986T108 1,544 677,157 SH   DFND 15 0 677,157 0
DEUTSCHE BANK AG NAMEN AKT D18190898 128 7,579 SH   DFND 12,15 0 7,579 0
DEUTSCHE BANK AG NAMEN AKT D18190898 9 531 SH   DFND 1 0 531 0
DEUTSCHE BANK AG NAMEN AKT D18190898 3,692 217,917 SH   DFND 15 0 217,917 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,514 148,379 SH   DFND 5 0 29,830 118,549
DEUTSCHE BANK AG NAMEN AKT D18190898 710 41,936 SH   DFND 11 0 41,936 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,852 109,308 SH   DFND 6 0 109,308 0
ABENGOA YIELD PLC ORD SHS G00349103 140 7,894 SH   DFND 12,15 0 7,894 0
ABENGOA YIELD PLC ORD SHS G00349103 118 6,618 SH   DFND 14 0 6,618 0
ABENGOA YIELD PLC ORD SHS G00349103 1,572 88,393 SH   DFND 15 0 88,393 0
AIRCASTLE LTD COM G0129K104 1,017 45,708 SH   DFND 14 0 45,708 0
AIRCASTLE LTD COM G0129K104 2,052 92,246 SH   DFND 15 0 92,246 0
ALKERMES PLC SHS G01767105 77,502 2,266,815 SH   DFND 1 0 2,266,815 0
ALKERMES PLC SHS G01767105 1,969 57,585 SH   DFND 1,12 0 57,585 0
ALKERMES PLC SHS G01767105 7,451 217,925 SH   DFND 15 0 217,925 0
ALKERMES PLC SHS G01767105 164 4,800 SH   DFND 11 0 4,800 0
ALKERMES PLC SHS G01767105 179,984 5,264,243 SH   DFND 6 0 5,264,243 0
ALLEGION PUB LTD CO ORD SHS G0176J109 53,481 839,452 SH   DFND 1 0 817,799 21,653
ALLEGION PUB LTD CO ORD SHS G0176J109 394 6,183 SH   DFND 1,3 0 6,183 0
ALLEGION PUB LTD CO ORD SHS G0176J109 59 933 SH   DFND 1,15 0 933 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,118 33,242 SH   DFND 15 0 33,242 0
ALLERGAN PLC SHS G0177J108 367 1,371 SH   DFND 12,15 0 1,371 0
ALLERGAN PLC SHS G0177J108 9,781 36,493 SH   DFND 14 0 36,493 0
ALLERGAN PLC SHS G0177J108 374,308 1,396,514 SH   DFND 1 0 1,396,134 380
ALLERGAN PLC SHS G0177J108 20,822 77,685 SH   DFND 1,12 0 77,685 0
ALLERGAN PLC SHS G0177J108 4,246 15,840 SH   DFND 1,5 0 15,840 0
ALLERGAN PLC SHS G0177J108 25 95 SH   DFND 1,11 0 95 0
ALLERGAN PLC SHS G0177J108 365 1,360 SH   DFND 1,8 0 0 1,360
ALLERGAN PLC SHS G0177J108 61,826 230,670 SH   DFND 15 0 230,670 0
ALLERGAN PLC SHS G0177J108 3,796 14,161 SH   DFND 5 0 0 14,161
ALLERGAN PLC SHS G0177J108 3,645 13,600 SH   DFND 5,6 0 6,400 7,200
ALLERGAN PLC SHS G0177J108 268 1,000 SH   DFND 5,7 0 0 1,000
ALLERGAN PLC SHS G0177J108 3,217 12,001 SH   DFND 11 0 12,001 0
ALLERGAN PLC SHS G0177J108 241 900 SH   DFND 6 0 900 0
ALLERGAN PLC SHS G0177J108 1,340 5,000 SH   DFND 13 0 5,000 0
ALLERGAN PLC PFD CONV SER A G0177J116 35,663 38,800 SH   DFND 1 0 38,800 0
AMDOCS LTD SHS G02602103 90 1,482 SH   DFND 12,15 0 1,482 0
AMDOCS LTD SHS G02602103 30 500 SH   DFND 1 0 500 0
AMDOCS LTD SHS G02602103 5,347 88,489 SH   DFND 15 0 88,489 0
AMDOCS LTD SHS G02602103 9,244 153,000 SH   DFND 5 0 67,300 85,700
AMDOCS LTD SHS G02602103 9,637 159,500 SH   DFND 5,9 0 159,500 0
AMDOCS LTD SHS G02602103 2,797 46,300 SH   DFND 5,6 0 21,200 25,100
AMDOCS LTD SHS G02602103 1,825 30,200 SH   DFND 7 0 30,200 0
AMDOCS LTD SHS G02602103 447 7,400 SH   DFND 13 0 7,400 0
AMIRA NATURE FOODS LTD SHS G0335L102 104 10,684 SH   DFND 15 0 10,684 0
AMBARELLA INC SHS G037AX101 1,566 35,038 SH   DFND 15 0 35,038 0
AON PLC SHS CL A G0408V102 257 2,457 SH   DFND 12,15 0 2,457 0
AON PLC SHS CL A G0408V102 2,083 19,944 SH   DFND 14 0 19,944 0
AON PLC SHS CL A G0408V102 305 2,917 SH   DFND 9 0 2,917 0
AON PLC SHS CL A G0408V102 279,724 2,678,062 SH   DFND 1 0 2,426,408 251,654
AON PLC SHS CL A G0408V102 633 6,065 SH   DFND 1,2 0 6,065 0
AON PLC SHS CL A G0408V102 530 5,070 SH   DFND 1,3 0 5,070 0
AON PLC SHS CL A G0408V102 1,332 12,748 SH   DFND 1,15 0 12,748 0
AON PLC SHS CL A G0408V102 72,814 697,121 SH   DFND 15 0 697,121 0
AON PLC SHS CL A G0408V102 1,120 10,720 SH   DFND 5 0 0 10,720
AON PLC SHS CL A G0408V102 865 8,285 SH   DFND 11 0 8,285 0
AON PLC SHS CL A G0408V102 760 7,274 SH   DFND 11,6 0 7,274 0
AON PLC SHS CL A G0408V102 55,259 529,045 SH   DFND 6 0 529,045 0
AON PLC SHS CL A G0408V102 15,292 146,409 SH   DFND 6,9 0 146,409 0
AON PLC SHS CL A G0408V102 543 5,200 SH   DFND 13 0 5,200 0
ARCH CAP GROUP LTD ORD G0450A105 309 4,342 SH   DFND 12,15 0 4,342 0
ARCH CAP GROUP LTD ORD G0450A105 44,607 627,379 SH   DFND 1 0 627,379 0
ARCH CAP GROUP LTD ORD G0450A105 47,472 667,680 SH   DFND 15 0 667,680 0
ARCH CAP GROUP LTD ORD G0450A105 263 3,700 SH   DFND 11 0 3,700 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 4,476 1,193,711 SH   DFND 2 0 1,193,711 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 18,843 5,024,709 SH   DFND 1 0 5,024,709 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,976 527,025 SH   DFND 1,2 0 527,025 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 850 226,657 SH   DFND 15 0 226,657 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,735 30,225 SH   DFND 15 0 30,225 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 170 3,562 SH   DFND 12,15 0 3,562 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,111 23,290 SH   DFND 14 0 23,290 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3,245 68,030 SH   DFND 1 0 31,030 37,000
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 620 13,000 SH   DFND 1,3 0 13,000 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 8,572 179,711 SH   DFND 15 0 179,711 0
ARRIS INTL INC SHS G0551A103 2,049 89,391 SH   DFND 14 0 89,391 0
ARRIS INTL INC SHS G0551A103 62,415 2,723,186 SH   DFND 1 0 2,588,776 134,410
ARRIS INTL INC SHS G0551A103 609 26,556 SH   DFND 15 0 26,556 0
ARRIS INTL INC SHS G0551A103 468 20,440 SH   DFND 6 0 20,440 0
ARRIS INTL INC SHS G0551A103 223 9,712 SH   DFND 6,12 0 9,712 0
ARRIS INTL INC SHS G0551A103 65 2,824 SH   DFND 6,9 0 2,824 0
ASSURED GUARANTY LTD COM G0585R106 153 6,030 SH   DFND 12,15 0 6,030 0
ASSURED GUARANTY LTD COM G0585R106 2,071 81,874 SH   DFND 14 0 81,874 0
ASSURED GUARANTY LTD COM G0585R106 21,755 859,870 SH   DFND 1 0 772,270 87,600
ASSURED GUARANTY LTD COM G0585R106 587 23,200 SH   DFND 1,3 0 23,200 0
ASSURED GUARANTY LTD COM G0585R106 4,480 177,078 SH   DFND 15 0 177,078 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 753 41,524 SH   DFND 15 0 41,524 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 224 4,042 SH   DFND 12,15 0 4,042 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 139 2,500 SH   DFND 1,9 0 2,500 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 10,831 195,287 SH   DFND 15 0 195,287 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 165 2,976 SH   DFND 11 0 2,976 0
AXALTA COATING SYS LTD COM G0750C108 48 1,632 SH   DFND 12,15 0 1,632 0
AXALTA COATING SYS LTD COM G0750C108 1,282 43,889 SH   DFND 15 0 43,889 0
AXALTA COATING SYS LTD COM G0750C108 131 4,500 SH   DFND 11 0 4,500 0
ENERGY XXI LTD USD UNRS SHS G10082140 1,476 2,368,574 SH   DFND 15 0 2,368,574 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 192,660 1,669,494 SH   DFND 2 0 1,669,494 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 604 5,235 SH   DFND 12,15 0 5,235 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 52,949 458,829 SH   DFND 14 0 458,829 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 24,719 214,203 SH   DFND 1 0 213,503 700
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,529 13,246 SH   DFND 1,2 0 13,246 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 69 600 SH   DFND 1,3 0 600 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,287 11,151 SH   DFND 1,15 0 11,151 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 773 6,700 SH   DFND 1,5 0 6,700 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 358 3,100 SH   DFND 1,8 0 0 3,100
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 18,233 157,994 SH   DFND 15 0 157,994 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,643 22,900 SH   DFND 5 0 0 22,900
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,504 21,700 SH   DFND 5,6 0 9,900 11,800
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 819 7,100 SH   DFND 5,7 0 0 7,100
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,174 18,836 SH   DFND 11 0 18,836 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 537 4,652 SH   DFND 11,2 0 4,652 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 969 8,400 SH   DFND 13 0 8,400 0
BELMOND LTD CL A G1154H107 1,619 170,645 SH   DFND 15 0 170,645 0
MIMECAST LTD ORD SHS G14838109 325 33,413 SH   DFND 15 0 33,413 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 77,024 3,322,847 SH   DFND 2 0 3,322,847 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 1,296 55,903 SH   DFND 2,15 0 55,903 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 31,919 1,377,010 SH   DFND 1,2 0 1,377,010 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 14,537 345,047 SH   DFND 2 0 345,047 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 908 21,548 SH   DFND 2,15 0 21,548 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 4,682 111,127 SH   DFND 1,2 0 111,127 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 11,908 282,653 SH   DFND 15 0 282,653 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 570 19,031 SH   DFND 2,15 0 19,031 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 2,946 98,380 SH   DFND 1,2 0 98,380 0
BUNGE LIMITED COM G16962105 743 13,118 SH   DFND 12,15 0 13,118 0
BUNGE LIMITED COM G16962105 298 5,253 SH   DFND 4 0 5,253 0
BUNGE LIMITED COM G16962105 356 6,274 SH   DFND 14 0 6,274 0
BUNGE LIMITED COM G16962105 9,009 158,980 SH   DFND 1 0 156,510 2,470
BUNGE LIMITED COM G16962105 652 11,500 SH   DFND 1,4 0 11,500 0
BUNGE LIMITED COM G16962105 51 900 SH   DFND 1,9 0 900 0
BUNGE LIMITED COM G16962105 119 2,100 SH   DFND 1,3 0 2,100 0
BUNGE LIMITED COM G16962105 68 1,200 SH   DFND 1,5 0 0 1,200
BUNGE LIMITED COM G16962105 448 7,900 SH   DFND 1,8 0 0 7,900
BUNGE LIMITED COM G16962105 9,446 166,692 SH   DFND 15 0 166,692 0
BUNGE LIMITED COM G16962105 246 4,342 SH   DFND 5 0 0 4,342
BUNGE LIMITED COM G16962105 499 8,800 SH   DFND 5,6 0 4,000 4,800
BUNGE LIMITED COM G16962105 243 4,283 SH   DFND 11 0 4,283 0
BUNGE LIMITED COM G16962105 113 2,000 SH   DFND 6 0 2,000 0
BUNGE LIMITED COM G16962105 249 4,400 SH   DFND 13 0 4,400 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 255 100,113 SH   DFND 15 0 100,113 0
CHINA YUCHAI INTL LTD COM G21082105 714 72,521 SH   DFND 15 0 72,521 0
CHIPMOS TECH BERMUDA LTD SHS G2110R114 612 35,230 SH   DFND 15 0 35,230 0
CONSOLIDATED WATER CO INC ORD G23773107 11 890 SH   DFND 12,15 0 890 0
CONSOLIDATED WATER CO INC ORD G23773107 2,678 220,077 SH   DFND 15 0 220,077 0
CREDICORP LTD COM G2519Y108 28,939 220,888 SH   DFND 1 0 220,888 0
CREDICORP LTD COM G2519Y108 11,531 88,015 SH   DFND 6 0 88,015 0
CREDICORP LTD COM G2519Y108 583 4,450 SH   DFND 6,12 0 4,450 0
CREDICORP LTD COM G2519Y108 154 1,175 SH   DFND 6,9 0 1,175 0
COSAN LTD SHS A G25343107 48 9,717 SH   DFND 12,15 0 9,717 0
COSAN LTD SHS A G25343107 1,329 270,165 SH   DFND 15 0 270,165 0
DELPHI AUTOMOTIVE PLC SHS G27823106 220 2,929 SH   DFND 12,15 0 2,929 0
DELPHI AUTOMOTIVE PLC SHS G27823106 8,599 114,621 SH   DFND 14 0 114,621 0
DELPHI AUTOMOTIVE PLC SHS G27823106 11,952 159,316 SH   DFND 1 0 159,016 300
DELPHI AUTOMOTIVE PLC SHS G27823106 8,964 119,494 SH   DFND 15 0 119,494 0
DELPHI AUTOMOTIVE PLC SHS G27823106 998 13,300 SH   DFND 5 0 0 13,300
DELPHI AUTOMOTIVE PLC SHS G27823106 638 8,500 SH   DFND 11 0 8,500 0
EATON CORP PLC SHS G29183103 459 7,335 SH   DFND 12,15 0 7,335 0
EATON CORP PLC SHS G29183103 225 3,604 SH   DFND 14 0 3,604 0
EATON CORP PLC SHS G29183103 142,808 2,282,729 SH   DFND 1 0 2,282,179 550
EATON CORP PLC SHS G29183103 48 771 SH   DFND 1,15 0 771 0
EATON CORP PLC SHS G29183103 1,164 18,600 SH   DFND 1,5 0 18,600 0
EATON CORP PLC SHS G29183103 38 609 SH   DFND 1,11 0 609 0
EATON CORP PLC SHS G29183103 56 900 SH   DFND 1,8 0 0 900
EATON CORP PLC SHS G29183103 39,116 625,256 SH   DFND 15 0 625,256 0
EATON CORP PLC SHS G29183103 1,026 16,402 SH   DFND 5 0 0 16,402
EATON CORP PLC SHS G29183103 878 14,040 SH   DFND 11 0 14,040 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 50 769 SH   DFND 12,15 0 769 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 221 3,384 SH   DFND 14 0 3,384 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 8,862 135,626 SH   DFND 15 0 135,626 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 144 2,200 SH   DFND 5 0 0 2,200
ENDO INTL PLC SHS G30401106 1,485 52,762 SH   DFND 12,15 0 52,762 0
ENDO INTL PLC SHS G30401106 116 4,112 SH   DFND 14 0 4,112 0
ENDO INTL PLC SHS G30401106 42,684 1,516,306 SH   DFND 1 0 1,516,306 0
ENDO INTL PLC SHS G30401106 5,441 193,270 SH   DFND 1,12 0 193,270 0
ENDO INTL PLC SHS G30401106 48,250 1,714,029 SH   DFND 15 0 1,714,029 0
ENDO INTL PLC SHS G30401106 186 6,600 SH   DFND 11 0 6,600 0
ENSTAR GROUP LIMITED SHS G3075P101 1,475 9,074 SH   DFND 15 0 9,074 0
ENSCO PLC SHS CLASS A G3157S106 1,659 160,000 SH   DFND 2 0 160,000 0
ENSCO PLC SHS CLASS A G3157S106 227 21,883 SH   DFND 12,15 0 21,883 0
ENSCO PLC SHS CLASS A G3157S106 1,883 181,585 SH   DFND 14 0 181,585 0
ENSCO PLC SHS CLASS A G3157S106 2,134 205,750 SH   DFND 1 0 205,750 0
ENSCO PLC SHS CLASS A G3157S106 12,630 1,217,925 SH   DFND 1,2 0 1,217,925 0
ENSCO PLC SHS CLASS A G3157S106 2,289 220,726 SH   DFND 1,9 0 220,726 0
ENSCO PLC SHS CLASS A G3157S106 4,698 452,997 SH   DFND 15 0 452,997 0
C&J ENERGY SVCS LTD SHS G3164Q101 35 24,944 SH   DFND 14 0 24,944 0
C&J ENERGY SVCS LTD SHS G3164Q101 4,324 3,066,895 SH   DFND 1 0 3,066,895 0
C&J ENERGY SVCS LTD SHS G3164Q101 1,609 1,141,436 SH   DFND 15 0 1,141,436 0
ESSENT GROUP LTD COM G3198U102 431 20,705 SH   DFND 15 0 20,705 0
EVEREST RE GROUP LTD COM G3223R108 657 3,330 SH   DFND 12,15 0 3,330 0
EVEREST RE GROUP LTD COM G3223R108 3,400 17,220 SH   DFND 14 0 17,220 0
EVEREST RE GROUP LTD COM G3223R108 8,776 44,450 SH   DFND 1 0 44,250 200
EVEREST RE GROUP LTD COM G3223R108 563 2,850 SH   DFND 1,9 0 2,850 0
EVEREST RE GROUP LTD COM G3223R108 10 50 SH   DFND 1,3 0 50 0
EVEREST RE GROUP LTD COM G3223R108 89 450 SH   DFND 1,8 0 0 450
EVEREST RE GROUP LTD COM G3223R108 13,051 66,105 SH   DFND 15 0 66,105 0
EVEREST RE GROUP LTD COM G3223R108 268 1,355 SH   DFND 11 0 1,355 0
FABRINET SHS G3323L100 4,505 139,266 SH   DFND 15 0 139,266 0
FERROGLOBE PLC SHS G33856108 11,025 1,251,440 SH   DFND 1 0 1,251,440 0
FERROGLOBE PLC SHS G33856108 104 11,849 SH   DFND 15 0 11,849 0
FLEETMATICS GROUP PLC COM G35569105 1,404 34,493 SH   DFND 15 0 34,493 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 128 3,045 SH   DFND 12,15 0 3,045 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 13,053 310,258 SH   DFND 15 0 310,258 0
FRONTLINE LTD SHS NEW G3682E192 413 49,313 SH   DFND 15 0 49,313 0
GASLOG LTD SHS G37585109 19,466 1,998,565 SH   DFND 2 0 1,998,565 0
GASLOG LTD SHS G37585109 40,996 4,209,025 SH   DFND 1,2 0 4,209,025 0
GASLOG LTD SHS G37585109 497 51,067 SH   DFND 15 0 51,067 0
GASLOG LTD SHS G37585109 148 15,216 SH   DFND 11,2 0 15,216 0
EROS INTL PLC SHS NEW G3788M114 628 54,598 SH   DFND 15 0 54,598 0
GENPACT LIMITED SHS G3922B107 37 1,379 SH   DFND 12,15 0 1,379 0
GENPACT LIMITED SHS G3922B107 2,319 85,278 SH   DFND 14 0 85,278 0
GENPACT LIMITED SHS G3922B107 718 26,411 SH   DFND 15 0 26,411 0
GLOBAL INDEMNITY PLC SHS G39319101 374 12,009 SH   DFND 15 0 12,009 0
GOLDEN OCEAN GROUP LTD SHS G39637106 317 455,643 SH   DFND 15 0 455,643 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 1,038 47,648 SH   DFND 15 0 47,648 0
HELEN OF TROY CORP LTD COM G4388N106 42,498 409,861 SH   DFND 1 0 374,907 34,954
HELEN OF TROY CORP LTD COM G4388N106 404 3,900 SH   DFND 1,3 0 3,900 0
HELEN OF TROY CORP LTD COM G4388N106 15,347 148,004 SH   DFND 15 0 148,004 0
HELEN OF TROY CORP LTD COM G4388N106 3,509 33,846 SH   DFND 6 0 33,846 0
HELEN OF TROY CORP LTD COM G4388N106 1,762 16,991 SH   DFND 6,12 0 16,991 0
HELEN OF TROY CORP LTD COM G4388N106 509 4,909 SH   DFND 6,9 0 4,909 0
HERBALIFE LTD COM USD SHS G4412G101 267 4,337 SH   DFND 12,15 0 4,337 0
HERBALIFE LTD COM USD SHS G4412G101 332 5,400 SH   DFND 1 0 0 5,400
HERBALIFE LTD COM USD SHS G4412G101 2,769 44,988 SH   DFND 15 0 44,988 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 5,055 240,161 SH   DFND 2 0 240,161 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,609 76,415 SH   DFND 1,2 0 76,415 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2,805 133,257 SH   DFND 15 0 133,257 0
HORIZON PHARMA PLC SHS G4617B105 314 18,946 SH   DFND 15 0 18,946 0
ICON PLC SHS G4705A100 2,903 38,658 SH   DFND 14 0 38,658 0
ICON PLC SHS G4705A100 1,509 20,098 SH   DFND 15 0 20,098 0
INGERSOLL-RAND PLC SHS G47791101 220 3,547 SH   DFND 12,15 0 3,547 0
INGERSOLL-RAND PLC SHS G47791101 223 3,604 SH   DFND 14 0 3,604 0
INGERSOLL-RAND PLC SHS G47791101 469,451 7,570,568 SH   DFND 1 0 7,183,409 387,159
INGERSOLL-RAND PLC SHS G47791101 930 14,996 SH   DFND 1,2 0 14,996 0
INGERSOLL-RAND PLC SHS G47791101 453 7,308 SH   DFND 1,9 0 7,308 0
INGERSOLL-RAND PLC SHS G47791101 275 4,440 SH   DFND 1,3 0 4,440 0
INGERSOLL-RAND PLC SHS G47791101 1,296 20,895 SH   DFND 1,15 0 20,895 0
INGERSOLL-RAND PLC SHS G47791101 3,980 64,178 SH   DFND 15 0 64,178 0
INGERSOLL-RAND PLC SHS G47791101 843 13,590 SH   DFND 5 0 0 13,590
INGERSOLL-RAND PLC SHS G47791101 491 7,925 SH   DFND 11 0 7,925 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 92 5,066 SH   DFND 12,15 0 5,066 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 69 3,769 SH   DFND 14 0 3,769 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,543 84,568 SH   DFND 15 0 84,568 0
WEATHERFORD INTL PLC ORD SHS G48833100 778 100,000 SH   DFND 2 0 100,000 0
WEATHERFORD INTL PLC ORD SHS G48833100 294 37,845 SH   DFND 12,15 0 37,845 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,022 131,363 SH   DFND 14 0 131,363 0
WEATHERFORD INTL PLC ORD SHS G48833100 677,887 87,132,068 SH   DFND 1 0 82,645,420 4,486,648
WEATHERFORD INTL PLC ORD SHS G48833100 23,301 2,994,971 SH   DFND 1,2 0 2,994,971 0
WEATHERFORD INTL PLC ORD SHS G48833100 5,387 692,382 SH   DFND 1,9 0 692,382 0
WEATHERFORD INTL PLC ORD SHS G48833100 373 47,998 SH   DFND 1,3 0 47,998 0
WEATHERFORD INTL PLC ORD SHS G48833100 6,718 863,441 SH   DFND 15 0 863,441 0
WEATHERFORD INTL PLC ORD SHS G48833100 199 25,622 SH   DFND 11 0 25,622 0
JAMES RIV GROUP LTD COM G5005R107 733 22,717 SH   DFND 15 0 22,717 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7,122 54,551 SH   DFND 14 0 54,551 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 27,327 209,324 SH   DFND 1 0 208,774 550
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7,290 55,837 SH   DFND 1,12 0 55,837 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,617 20,049 SH   DFND 15 0 20,049 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 248 1,900 SH   DFND 11 0 1,900 0
KOSMOS ENERGY LTD SHS G5315B107 3,007 516,586 SH   DFND 15 0 516,586 0
KOSMOS ENERGY LTD SHS G5315B107 151 26,000 SH   DFND 5 0 0 26,000
LAZARD LTD SHS A G54050102 2,145 55,272 SH   DFND 14 0 55,272 0
LAZARD LTD SHS A G54050102 10,103 260,377 SH   DFND 1 0 260,377 0
LAZARD LTD SHS A G54050102 79 2,047 SH   DFND 15 0 2,047 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 4,598 119,420 SH   DFND 2 0 119,420 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 2,399 62,321 SH   DFND 12,15 0 62,321 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 14,983 389,176 SH   DFND 1 0 389,176 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,517 39,407 SH   DFND 1,2 0 39,407 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 183 4,754 SH   DFND 1,3 0 4,754 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 26 670 SH   DFND 1,11 0 670 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 75,574 1,962,960 SH   DFND 15 0 1,962,960 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 350 9,097 SH   DFND 5 0 0 9,097
LIBERTY GLOBAL PLC SHS CL A G5480U104 301 7,810 SH   DFND 11 0 7,810 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 5,408 143,970 SH   DFND 12,15 0 143,970 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 15,911 423,614 SH   DFND 1 0 423,614 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 124 3,294 SH   DFND 1,3 0 3,294 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 29 766 SH   DFND 1,11 0 766 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 169,745 4,519,301 SH   DFND 15 0 4,519,301 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 992 26,400 SH   DFND 5 0 0 26,400
LIBERTY GLOBAL PLC SHS CL C G5480U120 676 17,994 SH   DFND 11 0 17,994 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 1,062 30,292 SH   DFND 1 0 30,292 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 56 1,599 SH   DFND 1,3 0 1,599 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 1 33 SH   DFND 1,11 0 33 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 1,052 30,000 SH   DFND 6,9 0 30,000 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 661 17,448 SH   DFND 1 0 17,448 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 1 38 SH   DFND 1,11 0 38 0
LIVANOVA PLC SHS G5509L101 478 8,859 SH   DFND 15 0 8,859 0
LOMBARD MED INC COM G55598109 6,317 6,016,529 SH   DFND 6 0 6,016,529 0
LOMBARD MED INC COM G55598109 316 301,322 SH   DFND 6,9 0 301,322 0
LUXOFT HLDG INC ORD SHS CL A G57279104 15,500 281,667 SH   DFND 1 0 281,667 0
LUXOFT HLDG INC ORD SHS CL A G57279104 337 6,115 SH   DFND 15 0 6,115 0
LUXOFT HLDG INC ORD SHS CL A G57279104 220 4,000 SH   DFND 11,6 0 4,000 0
LUXOFT HLDG INC ORD SHS CL A G57279104 6,683 121,448 SH   DFND 6 0 121,448 0
LUXOFT HLDG INC ORD SHS CL A G57279104 167 3,040 SH   DFND 6,2 0 3,040 0
LUXOFT HLDG INC ORD SHS CL A G57279104 2,105 38,256 SH   DFND 6,12 0 38,256 0
LUXOFT HLDG INC ORD SHS CL A G57279104 545 9,907 SH   DFND 6,9 0 9,907 0
MAIDEN HOLDINGS LTD SHS G5753U112 3,330 257,311 SH   DFND 15 0 257,311 0
MALLINCKRODT PUB LTD CO SHS G5785G107 74 1,202 SH   DFND 12,15 0 1,202 0
MALLINCKRODT PUB LTD CO SHS G5785G107 886 14,452 SH   DFND 14 0 14,452 0
MALLINCKRODT PUB LTD CO SHS G5785G107 9,135 149,076 SH   DFND 1 0 148,876 200
MALLINCKRODT PUB LTD CO SHS G5785G107 2,082 33,981 SH   DFND 15 0 33,981 0
MALLINCKRODT PUB LTD CO SHS G5785G107 214 3,500 SH   DFND 11 0 3,500 0
MARKIT LTD SHS G58249106 5,273 149,179 SH   DFND 2 0 149,179 0
MARKIT LTD SHS G58249106 3 89 SH   DFND 1 0 89 0
MARKIT LTD SHS G58249106 1,736 49,100 SH   DFND 1,2 0 49,100 0
MARKIT LTD SHS G58249106 1,812 51,252 SH   DFND 15 0 51,252 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 92 8,968 SH   DFND 12,15 0 8,968 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,366 229,460 SH   DFND 14 0 229,460 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,619 157,020 SH   DFND 15 0 157,020 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 202 19,600 SH   DFND 5 0 0 19,600
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 136 13,233 SH   DFND 11 0 13,233 0
MEDTRONIC PLC SHS G5960L103 23,290 310,538 SH   DFND 2 0 310,538 0
MEDTRONIC PLC SHS G5960L103 887 11,825 SH   DFND 12,15 0 11,825 0
MEDTRONIC PLC SHS G5960L103 173 2,313 SH   DFND 4 0 2,313 0
MEDTRONIC PLC SHS G5960L103 93,332 1,244,426 SH   DFND 14 0 1,244,426 0
MEDTRONIC PLC SHS G5960L103 45 600 SH Call DFND 14 0 0 0
MEDTRONIC PLC SHS G5960L103 613,343 8,177,905 SH   DFND 1 0 7,721,603 456,302
MEDTRONIC PLC SHS G5960L103 2,587 34,498 SH   DFND 1,12 0 34,498 0
MEDTRONIC PLC SHS G5960L103 533 7,106 SH   DFND 1,9 0 7,106 0
MEDTRONIC PLC SHS G5960L103 413 5,504 SH   DFND 1,3 0 5,504 0
MEDTRONIC PLC SHS G5960L103 1,111 14,819 SH   DFND 1,15 0 14,819 0
MEDTRONIC PLC SHS G5960L103 78,494 1,046,582 SH   DFND 15 0 1,046,582 0
MEDTRONIC PLC SHS G5960L103 4,060 54,131 SH   DFND 5 0 0 54,131
MEDTRONIC PLC SHS G5960L103 3,219 42,919 SH   DFND 11 0 42,919 0
MICHAEL KORS HLDGS LTD SHS G60754101 73 1,289 SH   DFND 12,15 0 1,289 0
MICHAEL KORS HLDGS LTD SHS G60754101 754 13,240 SH   DFND 4 0 13,240 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,551 27,224 SH   DFND 14 0 27,224 0
MICHAEL KORS HLDGS LTD SHS G60754101 64,846 1,138,446 SH   DFND 1 0 1,103,596 34,850
MICHAEL KORS HLDGS LTD SHS G60754101 12,508 219,600 SH   DFND 1,4 0 219,600 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,191 56,015 SH   DFND 1,9 0 56,015 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,558 44,900 SH   DFND 1,3 0 44,900 0
MICHAEL KORS HLDGS LTD SHS G60754101 104 1,825 SH   DFND 1,15 0 1,825 0
MICHAEL KORS HLDGS LTD SHS G60754101 11,045 193,900 SH   DFND 1,5 0 172,300 21,600
MICHAEL KORS HLDGS LTD SHS G60754101 661 11,600 SH   DFND 1,8 0 0 11,600
MICHAEL KORS HLDGS LTD SHS G60754101 2,128 37,351 SH   DFND 15 0 37,351 0
MICHAEL KORS HLDGS LTD SHS G60754101 13,277 233,100 SH   DFND 5 0 114,900 118,200
MICHAEL KORS HLDGS LTD SHS G60754101 13,369 234,700 SH   DFND 5,9 0 234,700 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,452 25,500 SH   DFND 5,6 0 11,700 13,800
MICHAEL KORS HLDGS LTD SHS G60754101 319 5,600 SH   DFND 5,7 0 0 5,600
MICHAEL KORS HLDGS LTD SHS G60754101 330 5,800 SH   DFND 11 0 5,800 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,723 47,800 SH   DFND 7 0 47,800 0
MICHAEL KORS HLDGS LTD SHS G60754101 974 17,100 SH   DFND 13 0 17,100 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 320 26,970 SH   DFND 1 0 26,970 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 142 12,000 SH   DFND 1,3 0 12,000 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 342 28,875 SH   DFND 15 0 28,875 0
NABORS INDUSTRIES LTD SHS G6359F103 151 16,404 SH   DFND 12,15 0 16,404 0
NABORS INDUSTRIES LTD SHS G6359F103 2,491 270,785 SH   DFND 14 0 270,785 0
NABORS INDUSTRIES LTD SHS G6359F103 83,121 9,034,847 SH   DFND 1 0 9,034,847 0
NABORS INDUSTRIES LTD SHS G6359F103 72 7,850 SH   DFND 1,9 0 7,850 0
NABORS INDUSTRIES LTD SHS G6359F103 482 52,399 SH   DFND 1,3 0 52,399 0
NABORS INDUSTRIES LTD SHS G6359F103 3,619 393,414 SH   DFND 15 0 393,414 0
NAM TAI PPTY INC SHS G63907102 705 114,859 SH   DFND 15 0 114,859 0
NIELSEN HLDGS PLC SHS EUR G6518L108 124,250 2,359,482 SH   DFND 2 0 2,359,482 0
NIELSEN HLDGS PLC SHS EUR G6518L108 146 2,777 SH   DFND 12,15 0 2,777 0
NIELSEN HLDGS PLC SHS EUR G6518L108 7,031 133,516 SH   DFND 14 0 133,516 0
NIELSEN HLDGS PLC SHS EUR G6518L108 448 8,500 SH   DFND 9 0 8,500 0
NIELSEN HLDGS PLC SHS EUR G6518L108 24,656 468,220 SH   DFND 1 0 468,220 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,443 46,395 SH   DFND 1,2 0 46,395 0
NIELSEN HLDGS PLC SHS EUR G6518L108 33 625 SH   DFND 1,11 0 625 0
NIELSEN HLDGS PLC SHS EUR G6518L108 3,345 63,516 SH   DFND 15 0 63,516 0
NIELSEN HLDGS PLC SHS EUR G6518L108 611 11,600 SH   DFND 5 0 0 11,600
NIELSEN HLDGS PLC SHS EUR G6518L108 553 10,500 SH   DFND 11 0 10,500 0
NIELSEN HLDGS PLC SHS EUR G6518L108 656 12,457 SH   DFND 11,2 0 12,457 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,919 36,440 SH   DFND 11,6 0 21,297 15,143
NIELSEN HLDGS PLC SHS EUR G6518L108 136,215 2,586,683 SH   DFND 6 0 2,586,683 0
NIELSEN HLDGS PLC SHS EUR G6518L108 791 15,025 SH   DFND 6,12 0 15,025 0
NIELSEN HLDGS PLC SHS EUR G6518L108 22,667 430,444 SH   DFND 6,9 0 430,444 0
NOBLE CORP PLC SHS USD G65431101 189 18,268 SH   DFND 12,15 0 18,268 0
NOBLE CORP PLC SHS USD G65431101 579 55,929 SH   DFND 4 0 55,929 0
NOBLE CORP PLC SHS USD G65431101 2,592 250,411 SH   DFND 14 0 250,411 0
NOBLE CORP PLC SHS USD G65431101 130,560 12,614,453 SH   DFND 1 0 12,023,692 590,761
NOBLE CORP PLC SHS USD G65431101 10,504 1,014,900 SH   DFND 1,4 0 1,014,900 0
NOBLE CORP PLC SHS USD G65431101 1,452 140,261 SH   DFND 1,9 0 140,261 0
NOBLE CORP PLC SHS USD G65431101 2,648 255,800 SH   DFND 1,3 0 255,800 0
NOBLE CORP PLC SHS USD G65431101 8,445 815,900 SH   DFND 1,5 0 716,400 99,500
NOBLE CORP PLC SHS USD G65431101 465 44,900 SH   DFND 1,8 0 0 44,900
NOBLE CORP PLC SHS USD G65431101 4,672 451,441 SH   DFND 15 0 451,441 0
NOBLE CORP PLC SHS USD G65431101 9,731 940,200 SH   DFND 5 0 782,200 158,000
NOBLE CORP PLC SHS USD G65431101 1,777 171,700 SH   DFND 5,9 0 171,700 0
NOBLE CORP PLC SHS USD G65431101 2,193 211,900 SH   DFND 5,6 0 120,500 91,400
NOBLE CORP PLC SHS USD G65431101 276 26,700 SH   DFND 5,7 0 0 26,700
NOBLE CORP PLC SHS USD G65431101 4,202 406,000 SH   DFND 6 0 406,000 0
NOBLE CORP PLC SHS USD G65431101 629 60,800 SH   DFND 13 0 60,800 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 70 4,990 SH   DFND 1 0 4,990 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 58 4,100 SH   DFND 1,3 0 4,100 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 1,128 80,071 SH   DFND 15 0 80,071 0
NORD ANGLIA EDUCATION INC SHS G6583A102 4,129 197,653 SH   DFND 15 0 197,653 0
NORTH ATLANTIC DRILLING LTD COM G6613P129 268 97,848 SH   DFND 15 0 97,848 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,003 54,322 SH   DFND 12,15 0 54,322 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 35,368 639,680 SH   DFND 1 0 639,680 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,885 70,267 SH   DFND 1,9 0 70,267 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 96,205 1,740,014 SH   DFND 15 0 1,740,014 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 282 5,100 SH   DFND 11 0 5,100 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 647 50,812 SH   DFND 15 0 50,812 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 3 306 SH   DFND 15 0 306 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 17,674 1,783,448 SH   DFND 6 0 1,783,448 0
PROTHENA CORP PLC SHS G72800108 8,342 202,672 SH   DFND 1 0 202,672 0
PROTHENA CORP PLC SHS G72800108 2,318 56,323 SH   DFND 1,12 0 56,323 0
PROTHENA CORP PLC SHS G72800108 1,109 26,944 SH   DFND 15 0 26,944 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 80 667 SH   DFND 12,15 0 667 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 168 1,400 SH   DFND 1,9 0 1,400 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 11,128 92,869 SH   DFND 15 0 92,869 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 176 1,471 SH   DFND 11 0 1,471 0
ROWAN COMPANIES PLC SHS CL A G7665A101 81 5,048 SH   DFND 12,15 0 5,048 0
ROWAN COMPANIES PLC SHS CL A G7665A101 3,501 217,425 SH   DFND 14 0 217,425 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,238 139,000 SH   DFND 1 0 139,000 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,582 160,365 SH   DFND 15 0 160,365 0
SEADRILL LIMITED SHS G7945E105 345 104,689 SH   DFND 12,15 0 104,689 0
SEADRILL LIMITED SHS G7945E105 3,326 1,007,950 SH   DFND 1 0 1,007,950 0
SEADRILL LIMITED SHS G7945E105 4,446 1,347,209 SH   DFND 15 0 1,347,209 0
SEADRILL LIMITED SHS G7945E105 89 26,852 SH   DFND 5 0 0 26,852
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,631 76,365 SH   DFND 12,15 0 76,365 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,117 61,461 SH   DFND 14 0 61,461 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 9,928 288,190 SH   DFND 1 0 288,190 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 39 1,130 SH   DFND 1,15 0 1,130 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 81,765 2,373,427 SH   DFND 15 0 2,373,427 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 610 17,700 SH   DFND 5 0 0 17,700
SEAGATE TECHNOLOGY PLC SHS G7945M107 312 9,048 SH   DFND 11 0 9,048 0
PENTAIR PLC SHS G7S00T104 494 9,108 SH   DFND 12,15 0 9,108 0
PENTAIR PLC SHS G7S00T104 18,299 337,254 SH   DFND 14 0 337,254 0
PENTAIR PLC SHS G7S00T104 82,069 1,512,514 SH   DFND 1 0 1,512,514 0
PENTAIR PLC SHS G7S00T104 50 920 SH   DFND 1,9 0 920 0
PENTAIR PLC SHS G7S00T104 417 7,683 SH   DFND 1,3 0 7,683 0
PENTAIR PLC SHS G7S00T104 136 2,514 SH   DFND 1,15 0 2,514 0
PENTAIR PLC SHS G7S00T104 80,805 1,489,226 SH   DFND 15 0 1,489,226 0
PENTAIR PLC SHS G7S00T104 211 3,889 SH   DFND 5 0 0 3,889
PENTAIR PLC SHS G7S00T104 298 5,495 SH   DFND 11 0 5,495 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,749 125,932 SH   DFND 15 0 125,932 0
SIGNET JEWELERS LIMITED SHS G81276100 83 669 SH   DFND 12,15 0 669 0
SIGNET JEWELERS LIMITED SHS G81276100 1,085 8,746 SH   DFND 14 0 8,746 0
SIGNET JEWELERS LIMITED SHS G81276100 60,314 486,282 SH   DFND 1 0 486,282 0
SIGNET JEWELERS LIMITED SHS G81276100 512 4,130 SH   DFND 1,3 0 4,130 0
SIGNET JEWELERS LIMITED SHS G81276100 96 770 SH   DFND 1,15 0 770 0
SIGNET JEWELERS LIMITED SHS G81276100 2,100 16,928 SH   DFND 15 0 16,928 0
SIGNET JEWELERS LIMITED SHS G81276100 298 2,400 SH   DFND 11 0 2,400 0
SINA CORP ORD G81477104 8,416 177,661 SH   DFND 15 0 177,661 0
STERIS PLC SHS USD G84720104 36 503 SH   DFND 12,15 0 503 0
STERIS PLC SHS USD G84720104 824 11,595 SH   DFND 15 0 11,595 0
TANTECH HLDGS LTD COM G8675X107 238 41,011 SH   DFND 15 0 41,011 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 5,489 369,900 SH   DFND 15 0 369,900 0
THIRD PT REINS LTD COM G8827U100 650 57,181 SH   DFND 15 0 57,181 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 2,002 323,934 SH   DFND 15 0 323,934 0
TYCO INTL PLC SHS G91442106 178 4,841 SH   DFND 12,15 0 4,841 0
TYCO INTL PLC SHS G91442106 2,154 58,668 SH   DFND 14 0 58,668 0
TYCO INTL PLC SHS G91442106 307,303 8,371,099 SH   DFND 1 0 7,559,798 811,301
TYCO INTL PLC SHS G91442106 405 11,022 SH   DFND 1,3 0 11,022 0
TYCO INTL PLC SHS G91442106 3,607 98,263 SH   DFND 15 0 98,263 0
TYCO INTL PLC SHS G91442106 595 16,214 SH   DFND 5 0 0 16,214
TYCO INTL PLC SHS G91442106 473 12,879 SH   DFND 11 0 12,879 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 148 3,126 SH   DFND 12,15 0 3,126 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 5,309 112,508 SH   DFND 1 0 112,508 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 7,497 158,867 SH   DFND 15 0 158,867 0
GOLAR LNG LTD BERMUDA SHS G9456A100 37 2,070 SH   DFND 12,15 0 2,070 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,516 84,346 SH   DFND 15 0 84,346 0
WHITE MTNS INS GROUP LTD COM G9618E107 98 122 SH   DFND 12,15 0 122 0
WHITE MTNS INS GROUP LTD COM G9618E107 16,119 20,084 SH   DFND 15 0 20,084 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 93 785 SH   DFND 12,15 0 785 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 355,759 2,998,141 SH   DFND 1 0 2,826,965 171,176
WILLIS TOWERS WATSON PUB LTD SHS G96629103 273 2,303 SH   DFND 1,3 0 2,303 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,324 11,155 SH   DFND 1,15 0 11,155 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 69,682 587,238 SH   DFND 15 0 587,238 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 486 4,093 SH   DFND 11 0 4,093 0
PERRIGO CO PLC SHS G97822103 117 912 SH   DFND 12,15 0 912 0
PERRIGO CO PLC SHS G97822103 1,081 8,453 SH   DFND 14 0 8,453 0
PERRIGO CO PLC SHS G97822103 10,486 81,965 SH   DFND 1 0 81,865 100
PERRIGO CO PLC SHS G97822103 49,989 390,753 SH   DFND 15 0 390,753 0
PERRIGO CO PLC SHS G97822103 341 2,664 SH   DFND 5 0 0 2,664
PERRIGO CO PLC SHS G97822103 572 4,468 SH   DFND 11 0 4,468 0
XL GROUP PLC SHS G98290102 183 4,979 SH   DFND 12,15 0 4,979 0
XL GROUP PLC SHS G98290102 4,793 130,246 SH   DFND 14 0 130,246 0
XL GROUP PLC SHS G98290102 10,699 290,731 SH   DFND 1 0 290,731 0
XL GROUP PLC SHS G98290102 1,477 40,136 SH   DFND 1,15 0 40,136 0
XL GROUP PLC SHS G98290102 84,620 2,299,467 SH   DFND 15 0 2,299,467 0
XL GROUP PLC SHS G98290102 508 13,800 SH   DFND 5 0 0 13,800
XL GROUP PLC SHS G98290102 331 9,000 SH   DFND 11 0 9,000 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 85 2,422 SH   DFND 12,15 0 2,422 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 3,370 96,442 SH   DFND 15 0 96,442 0
CHUBB LIMITED COM H1467J104 35,602 298,798 SH   DFND 2 0 298,798 0
CHUBB LIMITED COM H1467J104 1,125 9,442 SH   DFND 12,15 0 9,442 0
CHUBB LIMITED COM H1467J104 72,480 608,309 SH   DFND 14 0 608,309 0
CHUBB LIMITED COM H1467J104 27,422 230,145 SH   DFND 1 0 229,725 420
CHUBB LIMITED COM H1467J104 108 909 SH   DFND 1,3 0 909 0
CHUBB LIMITED COM H1467J104 1,392 11,683 SH   DFND 1,15 0 11,683 0
CHUBB LIMITED COM H1467J104 2,202 18,477 SH   DFND 1,5 0 18,477 0
CHUBB LIMITED COM H1467J104 191 1,600 SH   DFND 1,8 0 0 1,600
CHUBB LIMITED COM H1467J104 106,187 891,202 SH   DFND 15 0 891,202 0
CHUBB LIMITED COM H1467J104 2,248 18,868 SH   DFND 5 0 0 18,868
CHUBB LIMITED COM H1467J104 559 4,694 SH   DFND 5,6 0 2,227 2,467
CHUBB LIMITED COM H1467J104 1,672 14,035 SH   DFND 11 0 14,035 0
CHUBB LIMITED COM H1467J104 215 1,805 SH   DFND 13 0 1,805 0
GARMIN LTD SHS H2906T109 68 1,704 SH   DFND 12,15 0 1,704 0
GARMIN LTD SHS H2906T109 2,983 74,656 SH   DFND 14 0 74,656 0
GARMIN LTD SHS H2906T109 10,156 254,149 SH   DFND 1 0 254,149 0
GARMIN LTD SHS H2906T109 37,112 928,718 SH   DFND 15 0 928,718 0
GARMIN LTD SHS H2906T109 147 3,681 SH   DFND 11 0 3,681 0
UBS GROUP AG SHS H42097107 73 4,583 SH   DFND 12,15 0 4,583 0
UBS GROUP AG SHS H42097107 724 45,193 SH   DFND 4 0 45,193 0
UBS GROUP AG SHS H42097107 315 19,638 SH   DFND 9 0 19,638 0
UBS GROUP AG SHS H42097107 365,632 22,823,501 SH   DFND 1 0 20,438,087 2,385,414
UBS GROUP AG SHS H42097107 33,182 2,071,266 SH   DFND 1,2 0 2,071,266 0
UBS GROUP AG SHS H42097107 682 42,595 SH   DFND 1,9 0 42,595 0
UBS GROUP AG SHS H42097107 22,801 1,423,280 SH   DFND 1,3 0 1,423,280 0
UBS GROUP AG SHS H42097107 3,072 191,786 SH   DFND 15 0 191,786 0
UBS GROUP AG SHS H42097107 5,719 356,991 SH   DFND 5 0 0 356,991
UBS GROUP AG SHS H42097107 1,781 111,165 SH   DFND 11 0 111,165 0
UBS GROUP AG SHS H42097107 1,419 88,584 SH   DFND 11,6 0 49,150 39,434
UBS GROUP AG SHS H42097107 133,266 8,318,731 SH   DFND 6 0 8,318,731 0
UBS GROUP AG SHS H42097107 2,917 182,105 SH   DFND 6,12 0 182,105 0
UBS GROUP AG SHS H42097107 9,483 591,920 SH   DFND 6,4 0 591,920 0
UBS GROUP AG SHS H42097107 153,389 9,574,828 SH   DFND 6,9 0 9,574,828 0
UBS GROUP AG SHS H42097107 898 56,058 SH   DFND 13 0 56,058 0
LOGITECH INTL S A SHS H50430232 40 2,532 SH   DFND 12,15 0 2,532 0
LOGITECH INTL S A SHS H50430232 170 10,656 SH   DFND 15 0 10,656 0
LOGITECH INTL S A SHS H50430232 6,723 422,573 SH   DFND 5 0 231,342 191,231
LOGITECH INTL S A SHS H50430232 65,694 4,129,109 SH   DFND 5,9 0 4,129,109 0
LOGITECH INTL S A SHS H50430232 284 17,880 SH   DFND 5,8 0 0 17,880
LOGITECH INTL S A SHS H50430232 2,146 134,890 SH   DFND 5,7 0 117,068 17,822
LOGITECH INTL S A SHS H50430232 8,930 561,253 SH   DFND 6 0 561,253 0
LOGITECH INTL S A SHS H50430232 1,291 81,153 SH   DFND 6,9 0 81,153 0
LOGITECH INTL S A SHS H50430232 2,397 150,680 SH   DFND 7 0 0 150,680
TE CONNECTIVITY LTD REG SHS H84989104 316 5,105 SH   DFND 12,15 0 5,105 0
TE CONNECTIVITY LTD REG SHS H84989104 13,964 225,515 SH   DFND 14 0 225,515 0
TE CONNECTIVITY LTD REG SHS H84989104 134,302 2,168,961 SH   DFND 1 0 2,168,961 0
TE CONNECTIVITY LTD REG SHS H84989104 117 1,889 SH   DFND 1,3 0 1,889 0
TE CONNECTIVITY LTD REG SHS H84989104 1,182 19,093 SH   DFND 1,15 0 19,093 0
TE CONNECTIVITY LTD REG SHS H84989104 6,244 100,833 SH   DFND 15 0 100,833 0
TE CONNECTIVITY LTD REG SHS H84989104 1,018 16,439 SH   DFND 5 0 0 16,439
TE CONNECTIVITY LTD REG SHS H84989104 729 11,779 SH   DFND 11 0 11,779 0
TRANSOCEAN LTD REG SHS H8817H100 474 51,852 SH   DFND 12,15 0 51,852 0
TRANSOCEAN LTD REG SHS H8817H100 556 60,833 SH   DFND 4 0 60,833 0
TRANSOCEAN LTD REG SHS H8817H100 1,924 210,516 SH   DFND 14 0 210,516 0
TRANSOCEAN LTD REG SHS H8817H100 34,076 3,728,252 SH   DFND 1 0 3,577,202 151,050
TRANSOCEAN LTD REG SHS H8817H100 8,335 911,900 SH   DFND 1,4 0 911,900 0
TRANSOCEAN LTD REG SHS H8817H100 1,613 176,500 SH   DFND 1,3 0 176,500 0
TRANSOCEAN LTD REG SHS H8817H100 25 2,734 SH   DFND 1,15 0 2,734 0
TRANSOCEAN LTD REG SHS H8817H100 11,931 1,305,400 SH   DFND 1,5 0 1,215,000 90,400
TRANSOCEAN LTD REG SHS H8817H100 329 36,000 SH   DFND 1,8 0 0 36,000
TRANSOCEAN LTD REG SHS H8817H100 6,791 742,984 SH   DFND 15 0 742,984 0
TRANSOCEAN LTD REG SHS H8817H100 8,649 946,257 SH   DFND 5 0 329,200 617,057
TRANSOCEAN LTD REG SHS H8817H100 6,734 736,800 SH   DFND 5,9 0 736,800 0
TRANSOCEAN LTD REG SHS H8817H100 1,475 161,400 SH   DFND 5,6 0 105,900 55,500
TRANSOCEAN LTD REG SHS H8817H100 905 98,987 SH   DFND 5,8 0 0 98,987
TRANSOCEAN LTD REG SHS H8817H100 814 89,039 SH   DFND 5,7 0 0 89,039
TRANSOCEAN LTD REG SHS H8817H100 265 29,000 SH   DFND 6 0 29,000 0
TRANSOCEAN LTD REG SHS H8817H100 1,066 116,600 SH   DFND 7 0 116,600 0
TRANSOCEAN LTD REG SHS H8817H100 965 105,600 SH   DFND 13 0 105,600 0
ADECOAGRO S A COM L00849106 492 42,634 SH   DFND 15 0 42,634 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,923 79,610 SH   DFND 1 0 79,610 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 116 4,800 SH   DFND 1,3 0 4,800 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 941 38,970 SH   DFND 15 0 38,970 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 75 3,100 SH   DFND 5 0 0 3,100
ATENTO S A SHS L0427L105 234 28,590 SH   DFND 15 0 28,590 0
GLOBANT S A COM L44385109 2,139 69,308 SH   DFND 15 0 69,308 0
INTELSAT S A COM L5140P101 480 190,304 SH   DFND 15 0 190,304 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 177 361,664 SH   DFND 15 0 361,664 0
ORION ENGINEERED CARBONS S A COM L72967109 455 32,247 SH   DFND 15 0 32,247 0
TRINSEO S A SHS L9340P101 129 3,504 SH   DFND 12,15 0 3,504 0
TRINSEO S A SHS L9340P101 1,130 30,700 SH   DFND 1 0 0 30,700
TRINSEO S A SHS L9340P101 1,578 42,874 SH   DFND 15 0 42,874 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 46,546 1,355,049 SH   DFND 2 0 1,355,049 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 432 12,583 SH   DFND 15 0 12,583 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,752 42,899 SH   DFND 12,15 0 42,899 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,426 39,164 SH   DFND 14 0 39,164 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,601 29,732 SH   DFND 1 0 29,732 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 631 7,213 SH   DFND 1,2 0 7,213 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 122,847 1,404,445 SH   DFND 15 0 1,404,445 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 7,671 87,700 SH   DFND 5 0 41,200 46,500
CHECK POINT SOFTWARE TECH LT ORD M22465104 14,056 160,700 SH   DFND 5,9 0 160,700 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,190 13,600 SH   DFND 5,6 0 6,500 7,100
CHECK POINT SOFTWARE TECH LT ORD M22465104 359 4,100 SH   DFND 11 0 4,100 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,974 34,000 SH   DFND 7 0 34,000 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 359 4,100 SH   DFND 13 0 4,100 0
CYBERARK SOFTWARE LTD SHS M2682V108 407 9,556 SH   DFND 14 0 9,556 0
ELBIT SYS LTD ORD M3760D101 24,085 256,797 SH   DFND 2 0 256,797 0
ELBIT SYS LTD ORD M3760D101 299 3,190 SH   DFND 15 0 3,190 0
GAZIT GLOBE LTD SHS M4793C102 270 29,685 SH   DFND 15 0 29,685 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 22,285 410,174 SH   DFND 2 0 410,174 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 699 12,873 SH   DFND 15 0 12,873 0
ISRAEL CHEMICALS LTD SHS M5920A109 125 29,043 SH   DFND 12,15 0 29,043 0
ISRAEL CHEMICALS LTD SHS M5920A109 38,842 9,054,125 SH   DFND 1 0 9,054,125 0
ISRAEL CHEMICALS LTD SHS M5920A109 11,140 2,596,756 SH   DFND 1,2 0 2,596,756 0
ISRAEL CHEMICALS LTD SHS M5920A109 378 87,997 SH   DFND 1,9 0 87,997 0
ISRAEL CHEMICALS LTD SHS M5920A109 853 198,937 SH   DFND 15 0 198,937 0
ISRAEL CHEMICALS LTD SHS M5920A109 66 15,450 SH   DFND 11 0 15,450 0
ISRAEL CHEMICALS LTD SHS M5920A109 147 34,191 SH   DFND 13 0 34,191 0
MIND C T I LTD ORD M70240102 1,919 950,000 SH   DFND 1 0 950,000 0
ORBOTECH LTD ORD M75253100 742 31,213 SH   DFND 15 0 31,213 0
RADWARE LTD ORD M81873107 340 28,739 SH   DFND 15 0 28,739 0
STRATASYS LTD SHS M85548101 2,023 78,044 SH   DFND 15 0 78,044 0
SYNERON MEDICAL LTD ORD SHS M87245102 199 27,197 SH   DFND 15 0 27,197 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 683 4,770 SH   DFND 15 0 4,770 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 72 500 SH   DFND 11 0 500 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 444 31,515 SH   DFND 15 0 31,515 0
WIX COM LTD SHS M98068105 504 24,862 SH   DFND 15 0 24,862 0
AERCAP HOLDINGS NV SHS N00985106 128 3,314 SH   DFND 12,15 0 3,314 0
AERCAP HOLDINGS NV SHS N00985106 1,919 49,522 SH   DFND 15 0 49,522 0
AERCAP HOLDINGS NV SHS N00985106 221 5,700 SH   DFND 11 0 5,700 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 2,706 26,959 SH   DFND 15 0 26,959 0
AVG TECHNOLOGIES N V SHS N07831105 395 19,053 SH   DFND 14 0 19,053 0
AVG TECHNOLOGIES N V SHS N07831105 856 41,276 SH   DFND 15 0 41,276 0
CIMPRESS N V SHS EURO N20146101 3,767 41,541 SH   DFND 15 0 41,541 0
CNH INDL N V SHS N20944109 20 2,935 SH   DFND 12,15 0 2,935 0
CNH INDL N V SHS N20944109 12 1,779 SH   DFND 1 0 1,779 0
CNH INDL N V SHS N20944109 670 99,154 SH   DFND 15 0 99,154 0
CNH INDL N V SHS N20944109 310 45,791 SH   DFND 5 0 0 45,791
CNH INDL N V SHS N20944109 199 29,395 SH   DFND 11 0 29,395 0
CNOVA N V SHS N20947102 1,418 472,828 SH   DFND 6 0 472,828 0
CNOVA N V SHS N20947102 146 48,793 SH   DFND 6,2 0 48,793 0
CNOVA N V SHS N20947102 6,461 2,153,792 SH   DFND 6,12 0 2,153,792 0
CNOVA N V SHS N20947102 883 294,484 SH   DFND 6,9 0 294,484 0
CONSTELLIUM NV CL A N22035104 36 6,981 SH   DFND 12,15 0 6,981 0
CONSTELLIUM NV CL A N22035104 65 12,570 SH   DFND 14 0 12,570 0
CONSTELLIUM NV CL A N22035104 561 108,188 SH   DFND 15 0 108,188 0
CORE LABORATORIES N V COM N22717107 618 5,500 SH   DFND 2 0 5,500 0
CORE LABORATORIES N V COM N22717107 27,333 243,157 SH   DFND 1 0 243,157 0
CORE LABORATORIES N V COM N22717107 29,836 265,421 SH   DFND 1,2 0 265,421 0
CORE LABORATORIES N V COM N22717107 5,407 48,102 SH   DFND 1,9 0 48,102 0
CORE LABORATORIES N V COM N22717107 5,950 52,930 SH   DFND 15 0 52,930 0
CORE LABORATORIES N V COM N22717107 157 1,400 SH   DFND 11 0 1,400 0
FERRARI N V COM N3167Y103 13 312 SH   DFND 12,15 0 312 0
FERRARI N V COM N3167Y103 3,758 90,128 SH   DFND 1 0 90,128 0
FERRARI N V COM N3167Y103 157 3,760 SH   DFND 1,3 0 3,760 0
FERRARI N V COM N3167Y103 139 3,343 SH   DFND 15 0 3,343 0
FERRARI N V COM N3167Y103 185 4,443 SH   DFND 5 0 0 4,443
FERRARI N V COM N3167Y103 160 3,827 SH   DFND 11 0 3,827 0
FERRARI N V COM N3167Y103 5,085 121,932 SH   DFND 6 0 121,932 0
FERRARI N V COM N3167Y103 591 14,184 SH   DFND 6,2 0 14,184 0
FERRARI N V COM N3167Y103 21,690 520,146 SH   DFND 6,12 0 520,146 0
FERRARI N V COM N3167Y103 1,955 46,894 SH   DFND 6,9 0 46,894 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 72 8,955 SH   DFND 12,15 0 8,955 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 4,329 537,044 SH   DFND 1 0 537,044 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 153 18,979 SH   DFND 1,3 0 18,979 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,779 220,735 SH   DFND 15 0 220,735 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 4,773 592,154 SH   DFND 5 0 128,390 463,764
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 496 61,590 SH   DFND 5,9 0 61,590 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,136 140,885 SH   DFND 5,6 0 66,223 74,662
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 821 101,902 SH   DFND 5,8 0 0 101,902
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 336 41,671 SH   DFND 5,7 0 0 41,671
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 220 27,339 SH   DFND 11 0 27,339 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 404 50,185 SH   DFND 6 0 50,185 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 534 66,310 SH   DFND 13 0 66,310 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 8,791 12,000,000 PRN   DFND 1 0 12,000,000 0
FRANKS INTL N V COM N33462107 51 3,100 SH   DFND 1 0 3,100 0
FRANKS INTL N V COM N33462107 1,738 105,467 SH   DFND 15 0 105,467 0
INTERXION HOLDING N.V SHS N47279109 14,227 411,414 SH   DFND 1 0 291,980 119,434
INTERXION HOLDING N.V SHS N47279109 633 18,316 SH   DFND 15 0 18,316 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 26,518 711,117 SH   DFND 1 0 711,117 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 302 8,090 SH   DFND 1,3 0 8,090 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 310 8,303 SH   DFND 15 0 8,303 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 194 5,200 SH   DFND 11 0 5,200 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,462 17,079 SH   DFND 12,15 0 17,079 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,326 15,500 SH   DFND 4 0 15,500 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 9,899 115,673 SH   DFND 14 0 115,673 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3 39 SH   DFND 9 0 39 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 49,512 578,551 SH   DFND 1 0 556,771 21,780
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 11,588 135,400 SH   DFND 1,4 0 135,400 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,294 26,800 SH   DFND 1,3 0 26,800 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 12,991 151,800 SH   DFND 1,5 0 138,500 13,300
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 573 6,700 SH   DFND 1,8 0 0 6,700
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 48,753 569,679 SH   DFND 15 0 569,679 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 11,699 136,700 SH   DFND 5 0 103,900 32,800
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 300 3,500 SH   DFND 5,9 0 3,500 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,212 60,900 SH   DFND 5,6 0 29,000 31,900
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 702 8,200 SH   DFND 5,7 0 0 8,200
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 993 11,600 SH   DFND 11 0 11,600 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 984 11,500 SH   DFND 6 0 11,500 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,875 33,600 SH   DFND 13 0 33,600 0
MYLAN N V SHS EURO N59465109 5,436 117,284 SH   DFND 12,15 0 117,284 0
MYLAN N V SHS EURO N59465109 5,097 109,974 SH   DFND 14 0 109,974 0
MYLAN N V SHS EURO N59465109 33,118 714,511 SH   DFND 1 0 713,961 550
MYLAN N V SHS EURO N59465109 5,616 121,159 SH   DFND 1,12 0 121,159 0
MYLAN N V SHS EURO N59465109 769 16,600 SH   DFND 1,5 0 16,600 0
MYLAN N V SHS EURO N59465109 56 1,200 SH   DFND 1,8 0 0 1,200
MYLAN N V SHS EURO N59465109 220,717 4,761,970 SH   DFND 15 0 4,761,970 0
MYLAN N V SHS EURO N59465109 417 9,000 SH   DFND 5 0 0 9,000
MYLAN N V SHS EURO N59465109 589 12,700 SH   DFND 11 0 12,700 0
NXP SEMICONDUCTORS N V COM N6596X109 2,133 26,306 SH   DFND 2 0 26,306 0
NXP SEMICONDUCTORS N V COM N6596X109 6,630 81,785 SH   DFND 12,15 0 81,785 0
NXP SEMICONDUCTORS N V COM N6596X109 2,394 29,525 SH   DFND 14 0 29,525 0
NXP SEMICONDUCTORS N V COM N6596X109 186,005 2,294,381 SH   DFND 1 0 2,294,381 0
NXP SEMICONDUCTORS N V COM N6596X109 2,969 36,626 SH   DFND 1,12 0 36,626 0
NXP SEMICONDUCTORS N V COM N6596X109 619 7,636 SH   DFND 1,3 0 7,636 0
NXP SEMICONDUCTORS N V COM N6596X109 213,651 2,635,394 SH   DFND 15 0 2,635,394 0
NXP SEMICONDUCTORS N V COM N6596X109 446 5,500 SH   DFND 5 0 0 5,500
NXP SEMICONDUCTORS N V COM N6596X109 667 8,232 SH   DFND 11 0 8,232 0
ORTHOFIX INTL N V COM N6748L102 567 13,662 SH   DFND 15 0 13,662 0
QIAGEN NV REG SHS N72482107 2 105 SH   DFND 12,15 0 105 0
QIAGEN NV REG SHS N72482107 399 17,848 SH   DFND 15 0 17,848 0
QIAGEN NV REG SHS N72482107 445 19,905 SH   DFND 5 0 0 19,905
QIAGEN NV REG SHS N72482107 152 6,825 SH   DFND 11 0 6,825 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 51 1,316 SH   DFND 12,15 0 1,316 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,894 74,516 SH   DFND 15 0 74,516 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 210 5,400 SH   DFND 11 0 5,400 0
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WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 6,129 369,216 SH   DFND 1,12 0 369,216 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 386 23,234 SH   DFND 15 0 23,234 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 1,595 96,077 SH   DFND 6 0 96,077 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 771 46,425 SH   DFND 6,12 0 46,425 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 212 12,776 SH   DFND 6,9 0 12,776 0
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YANDEX N V SHS CLASS A N97284108 34,809 2,272,126 SH   DFND 1 0 2,272,126 0
YANDEX N V SHS CLASS A N97284108 257 16,800 SH   DFND 1,2 0 16,800 0
YANDEX N V SHS CLASS A N97284108 1,212 79,117 SH   DFND 1,9 0 79,117 0
YANDEX N V SHS CLASS A N97284108 4,182 272,948 SH   DFND 15 0 272,948 0
COPA HOLDINGS SA CL A P31076105 653 9,641 SH   DFND 14 0 9,641 0
COPA HOLDINGS SA CL A P31076105 383 5,654 SH   DFND 15 0 5,654 0
SINOVAC BIOTECH LTD SHS P8696W104 677 105,964 SH   DFND 15 0 105,964 0
TRONOX LTD SHS CL A Q9235V101 2,439 381,671 SH   DFND 15 0 381,671 0
PLANET PAYMENT INC SHS U72603118 298 84,300 SH   DFND 1 0 84,300 0
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ROYAL CARIBBEAN CRUISES LTD COM V7780T103 55,820 679,494 SH   DFND 1 0 679,494 0
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BROADCOM LTD SHS Y09827109 5,148 33,319 SH   DFND 1,12 0 33,319 0
BROADCOM LTD SHS Y09827109 31,228 202,122 SH   DFND 1,3 0 202,122 0
BROADCOM LTD SHS Y09827109 2,426 15,700 SH   DFND 1,5 0 15,700 0
BROADCOM LTD SHS Y09827109 209 1,350 SH   DFND 1,8 0 0 1,350
BROADCOM LTD SHS Y09827109 342,750 2,218,449 SH   DFND 15 0 2,218,449 0
BROADCOM LTD SHS Y09827109 2,410 15,600 SH   DFND 5 0 0 15,600
BROADCOM LTD SHS Y09827109 1,828 11,833 SH   DFND 11 0 11,833 0
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COSTAMARE INC SHS Y1771G102 582 65,350 SH   DFND 15 0 65,350 0
DHT HOLDINGS INC SHS NEW Y2065G121 31 5,400 SH   DFND 1 0 5,400 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,507 261,712 SH   DFND 15 0 261,712 0
DIANA SHIPPING INC COM Y2066G104 827 309,725 SH   DFND 15 0 309,725 0
DORIAN LPG LTD SHS USD Y2106R110 403 42,908 SH   DFND 15 0 42,908 0
DRYSHIPS INC COM NEW Y2109Q127 304 129,249 SH   DFND 15 0 129,249 0
EAGLE BULK SHIPPING INC SHS NEW 2014 Y2187A127 6 17,616 SH   DFND 15 0 17,616 0
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FLEXTRONICS INTL LTD ORD Y2573F102 96,780 8,024,858 SH   DFND 1 0 8,024,858 0
FLEXTRONICS INTL LTD ORD Y2573F102 4,357 361,247 SH   DFND 15 0 361,247 0
FLEXTRONICS INTL LTD ORD Y2573F102 217 18,022 SH   DFND 11 0 18,022 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 1,160 71,798 SH   DFND 15 0 71,798 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 519 326,530 SH   DFND 1 0 326,530 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 197 124,100 SH   DFND 1,3 0 124,100 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 33 21,068 SH   DFND 15 0 21,068 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 127 80,100 SH   DFND 5 0 0 80,100
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 7,234 4,549,725 SH   DFND 6 0 4,549,725 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 3,563 2,240,636 SH   DFND 6,9 0 2,240,636 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 609 539,122 SH   DFND 15 0 539,122 0
OCEAN RIG UDW INC SHS Y64354205 662 807,302 SH   DFND 15 0 807,302 0
SAFE BULKERS INC COM Y7388L103 118 147,116 SH   DFND 15 0 147,116 0
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SCORPIO TANKERS INC SHS Y7542C106 1,849 317,166 SH   DFND 6 0 317,166 0
SCORPIO TANKERS INC SHS Y7542C106 862 147,776 SH   DFND 6,12 0 147,776 0
SCORPIO TANKERS INC SHS Y7542C106 226 38,682 SH   DFND 6,9 0 38,682 0
SCORPIO BULKERS INC COM Y7546A122 1,068 325,618 SH   DFND 15 0 325,618 0
SEASPAN CORP SHS Y75638109 19,187 1,046,200 SH   DFND 15 0 1,046,200 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 836 129,040 SH   DFND 15 0 129,040 0
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